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Entries 1 - 25 of 25
CompanySharesBook
Price
Book
Value
Market
Price
Market
Value

317U537A2 IRO USD 10Y P73,000,000.000.1611,461,000.000.1611,358,894.90
317U608A6 IRO USD 30Y C(25,000,000.00)0.09(2,302,500.00)0.09(2,302,500.00)
EURODOLLAR MIDCURVE 1YR FTR(3,000,000.00)0.37(1,107,000.00)0.51(1,515,000.00)
OTC ECAL EUR VS USD2,000,000.000.0593,841.640.17331,325.87
OTC ECAL EUR VS USD 317505AE52,000,000.000.0599,325.930.17331,338.16
OTC ECAL EUR VS USD 317505AH83,400,000.000.05166,528.950.17563,274.88
OTC ECAL EUR VS USD(317505AD7)2,000,000.000.0599,325.930.0362,377.60
OTC ECAL USD VS JPY 107.85 JPM36,432,000.000.041,461,834.000.02769,990.32
OTC EPUT EUR VS USD 317505AG05,400,000.000.05260,370.590.03168,457.80
OTC EPUT USD VS JPY36,432,000.000.041,438,153.200.093,133,552.75
STERLING INTEREST RATE FTRS500,000.000.52261,713.370.014,975.37
SWAPTION ( 317U236A6 )(23,100,000.00)0.02(350,438.63)0.03(784,651.50)
SWAPTION ( 317U279A4 )100,000,000.000.011,100,000.00-   473,960.00
SWAPTION (317U116A1)59,000,000.000.01314,093.29-   164,962.29
SWAPTION (317U280A1)(43,500,000.00)0.03(1,146,225.00)0.02(657,406.80)
SWAPTION 317507LT63,300,000.000.0279,148.440.0263,067.95
SWAPTION 317508BY4245,000,000.000.0716,652,344.000.0613,505,551.50
SWAPTION 317508KM067,200,000.000.063,711,750.000.042,718,694.94
SWAPTION 317U356A0195,000,000.000.0714,271,838.890.024,054,808.60
SWAPTION 317U357A95,500,000.000.321,783,979.860.392,172,039.46
SWAPTION 317U377A5500,000,000.000.029,825,000.000.014,062,550.00
SWAPTION 317U378A4(18,000,000.00)0.15(2,616,014.63)0.12(2,141,859.60)
SWAPTION(317U117A0)(19,000,000.00)0.01(278,761.65)0.01(168,800.01)
US TREA BONDS FUTURES(215,000.00)12.34(2,653,368.75)11.59(2,492,656.25)
US TREAS NOTES 10 YR FUTURES(250,000.00)1.15(288,437.50)0.44(109,375.00)
Total$52,337,501.93$33,767,573.23


Entries 1 - 25 of 25