|
10YR JAPAN GOVT BOND FTRS TSE, 03/11/2010
|
|
0.00
|
|
10YR US TREASURY NOTE FUTURES, 03/22/2010
|
|
0.00
|
|
2YR US TREASURY NOTE FUTURES, 03/31/2010
|
|
0.00
|
|
ACHMEA HYPOTHEEKBANK NV, 3.20, 11/03/2014
|
|
0.48
|
|
AUSTRALIA + NEW ZEALAND BKG, 3.20, 12/15/2011
|
|
0.60
|
|
AUSTRALIAN DOLLAR
|
|
0.01
|
|
AUSTRIA (REPUBLIC OF), 3.50, 07/15/2015
|
|
0.57
|
|
BARCLAYS BK PLC UK GOVT CR, 2.70, 03/05/2012
|
|
0.59
|
|
BELGIUM(KINGDOM OF), 3.50, 03/28/2011
|
|
1.14
|
|
BK NEDERLANDSE GEMEENTEN, 2.00, 09/17/2012
|
|
0.31
|
|
BOLIVARIAN REPUBLIC VENEZUELA, 9.00, 05/07/2023
|
|
0.24
|
|
BOLIVARIAN REPUBLIC VENEZUELA, 9.25, 05/07/2028
|
|
0.73
|
|
BRAZILIAN REAL
|
|
0.12
|
|
BUNDESREPUBLIK DEUTSCHLAND, 4.25, 07/04/2017
|
|
0.42
|
|
CAISSE D AMORT DET CADES, 4.50, 09/04/2013
|
|
0.60
|
|
CAIXA D ESTALVIS, 3.38, 02/03/2012
|
|
0.57
|
|
CANADA GOVT, 4.00, 06/01/2017
|
|
0.77
|
|
CANADIAN DOLLAR
|
|
0.01
|
|
CANADIAN GOVERNMENT, 1.00, 09/01/2011
|
|
1.10
|
|
COLOMBIA(REF), 9.85, 06/28/2027
|
|
0.75
|
|
COLOMBIA(REP), 12.00, 10/22/2015
|
|
0.35
|
|
COMMONWEALTH BANK AUST, 2.90, 09/17/2014
|
|
0.76
|
|
DANISH KRONE
|
|
0.04
|
|
DANSKE BANK A S, 2.50, 05/10/2012
|
|
0.67
|
|
DENMARK (KINGDOM OF), 4.00, 11/15/2017
|
|
0.93
|
|
ERSTE GROUP BANK AG, 3.38, 02/19/2014
|
|
0.28
|
|
EURO CURRENCY
|
|
0.05
|
|
EURO INV BANK, 5.38, 10/15/2012
|
|
0.91
|
|
EURO INV BANK, 1.25, 09/20/2012
|
|
1.28
|
|
EXPORT IMPORT BK KOREA, 8.13, 01/21/2014
|
|
0.90
|
|
FORTIS BANK NED HOLDING, 3.00, 04/17/2012
|
|
0.85
|
|
FRANCE (GOVT OF), 5.50, 04/25/2029
|
|
1.30
|
|
FRANCE (GOVT OF), 3.75, 04/25/2017
|
|
0.86
|
|
FRANCE (REPUBLIC OF), 4.00, 10/25/2013
|
|
0.59
|
|
FUTURES EUR GS CASH
|
|
-0.01
|
|
FUTURES USD GS CASH
|
|
0.29
|
|
GERMAN EURO BOBL FUTURES, 03/08/2010
|
|
0.00
|
|
GERMAN EURO BUND FUTURES, 03/08/2010
|
|
0.00
|
|
GERMANY (FED REP), 3.25, 07/04/2015
|
|
1.20
|
|
GERMANY (FED REP), 4.75, 07/04/2034
|
|
1.14
|
|
GOLDMAN SACHS GROUP, 3.50, 12/08/2011
|
|
0.86
|
|
GREECE (REP, 5.25, 05/18/2012
|
|
1.13
|
|
HUNGARY(REP OF), 6.75, 02/24/2017
|
|
1.11
|
|
HUNGARY(REP), 7.25, 06/12/2012
|
|
2.77
|
|
ITALY (REPUBLIC OF), 6.00, 05/01/2031
|
|
0.65
|
|
ITALY REP, 5.38, 06/12/2017
|
|
0.83
|
|
ITALY(REP), 4.00, 02/01/2017
|
|
1.56
|
|
JAPAN (GOVERNMENT OF), 1.50, 09/20/2014
|
|
4.79
|
|
JAPAN (GOVERNMENT OF), 1.70, 06/20/2033
|
|
1.32
|
|
JAPAN (GOVERNMENT), 1.40, 09/20/2015
|
|
0.65
|
|
JAPAN (GOVT OF), 1.70, 09/20/2017
|
|
1.32
|
|
JAPAN FIN ORG MUNICIPAL, 1.90, 06/22/2018
|
|
0.88
|
|
JAPAN FINANCE CORP, 2.13, 11/05/2012
|
|
0.66
|
|
JAPAN GOVT 20 YR, 2.10, 12/20/2028
|
|
1.05
|
|
JAPANESE YEN
|
|
0.03
|
|
JP MORGAN CHASE BANK LONDON W, 9.00, 09/15/2018
|
|
2.18
|
|
JP MORGAN CHASE CO, 3.63, 12/12/2011
|
|
0.86
|
|
KINGDOM OF SPAIN, 3.15, 01/31/2016
|
|
1.10
|
|
KREDITANST FUR WIE, 1.35, 01/20/2014
|
|
1.49
|
|
KREDITANST FUR WIE, 5.13, 01/07/2011
|
|
0.33
|
|
LEASEPLAN CORPORATION NV, 3.00, 05/07/2012
|
|
0.59
|
|
MALAYSIA (GOVERNMENT), 5.09, 04/30/2014
|
|
0.48
|
|
MALAYSIA (GOVT OF), 3.83, 09/28/2011
|
|
0.84
|
|
MALAYSIAN RINGGIT
|
|
0.04
|
|
MEXICAN BONOS DESARR FIX RT, 8.50, 11/18/2038
|
|
0.24
|
|
MEXICAN PESO (NEW)
|
|
0.16
|
|
MEXICO (UNITED MEXICAN STATES), 10.00, 12/05/2024
|
|
2.38
|
|
MEXICO(UTD MEX ST), 7.75, 12/14/2017
|
|
1.12
|
|
NETHERLANDS (GOVT OF), 4.50, 07/15/2017
|
|
0.42
|
|
NETHERLANDS (KINGDOM OF), 4.00, 01/15/2037
|
|
1.23
|
|
NETHERLANDS (KINGDOM OF), 4.25, 07/15/2013
|
|
1.19
|
|
NEW SOUTH WALES TREASURY, 6.00, 05/01/2012
|
|
0.35
|
|
NORWAY KINGDOM OF, 6.00, 05/16/2011
|
|
0.35
|
|
NOTA DO TESOURO NA, 10.00, 01/01/2014
|
|
1.02
|
|
NOTA DO TESOURO NA, 10.00, 01/01/2017
|
|
2.85
|
|
PERU(REP OF), 8.60, 08/12/2017
|
|
0.42
|
|
PERUVIAN NOUVEAU SOL
|
|
0.04
|
|
POLAND (REP OF), 5.50, 10/25/2019
|
|
0.39
|
|
POLAND(GOVT OF), 6.25, 10/24/2015
|
|
0.55
|
|
POLAND(REP OF), 4.25, 05/24/2011
|
|
0.31
|
|
POLISH ZLOTY
|
|
0.09
|
|
POUND STERLING
|
|
0.07
|
|
REPUBLIC OF ECUADOR, 9.38, 12/15/2015
|
|
0.37
|
|
REPUBLIC OF POLAND, 5.88, 02/03/2014
|
|
0.30
|
|
SFEF, 2.25, 06/11/2012
|
|
0.39
|
|
SOCIETE DE FINANCEMENT DE L, 2.13, 01/30/2012
|
|
0.59
|
|
STATE STREET EURO DLR TIME DEP, 01/04/2010
|
|
4.92
|
|
STH AFRICA(REP OF), 7.25, 01/15/2020
|
|
2.70
|
|
SWEDBANK AB, 3.38, 05/27/2014
|
|
0.57
|
|
SWEDBANK FORENINGSSPARBANKEN A, 3.00, 12/22/2011
|
|
0.60
|
|
SWEDEN (KINGDOM), 4.50, 08/12/2015
|
|
0.29
|
|
SWEDEN(KINGDOM OF), 5.50, 10/08/2012
|
|
0.30
|
|
SWEDISH EXPORT CREDIT, 3.63, 05/27/2014
|
|
0.57
|
|
SWEDISH KRONA
|
|
0.03
|
|
THAILAND (KINGDOM), 5.25, 05/12/2014
|
|
0.87
|
|
THAILAND GOVERNMENT BOND, 3.63, 05/22/2015
|
|
0.46
|
|
TSY 4.25PCT 2032, 4.25, 06/07/2032
|
|
1.52
|
|
TURKEY GOVERNMENT BOND, 02/02/2011
|
|
1.31
|
|
TURKEY GOVERNMENT BOND, 08/03/2011
|
|
1.21
|
|
TURKEY GOVERNMENT BOND, 05/11/2011
|
|
0.76
|
|
TURKEY(REP OF), 16.00, 03/07/2012
|
|
0.82
|
|
TURKEY(REP), 10.00, 02/15/2012
|
|
0.24
|
|
TURKISH LIRA
|
|
0.00
|
|
UBS AG JERSEY BRANCH, 11.50, 09/15/2019
|
|
1.23
|
|
UK (GOVT OF), 5.00, 03/07/2018
|
|
1.22
|
|
UK(GOVT OF), 4.50, 03/07/2013
|
|
0.33
|
|
UNITED STATES TREAS BDS, 3.50, 02/15/2039
|
|
0.79
|
|
UNITED STATES TREAS BDS, 5.38, 02/15/2031
|
|
1.07
|
|
UNITED STATES TREAS NTS, 2.38, 08/31/2014
|
|
1.92
|
|
UNITED STATES TREAS NTS, 2.00, 11/30/2013
|
|
2.12
|
|
UNITED STATES TREAS NTS, 3.50, 02/15/2018
|
|
0.58
|
|
UNITED STATES TREAS NTS, 1.13, 12/15/2011
|
|
2.71
|
|
UNITED STATES TREASURY NTS, 4.50, 05/15/2017
|
|
1.86
|
|
US TREASURY NTS, 4.25, 08/15/2015
|
|
2.82
|
|
VENEZUELA REP, 9.25, 09/15/2027
|
|
0.11
|
|
WESTPAC SECURITIES NZ LT, 2.50, 05/25/2012
|
|
0.59
|
|
WI TREASURY SEC, 1.38, 11/15/2012
|
|
0.96
|
