Fund profile
Tickers
AVGAX, AVGCX, AVGRX, AVGYX
Fund manager
Total assets
$97.79 mm
Liabilities
$182.86 k
Net assets
$97.60 mm
Number of holdings
230.00
Top 200 of 230 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
10YR MINI JGB FUT MAR24 | 38.27 mm | 385.00 contracts | 39.21 | Interest rate derivative | Long | Singapore |
US 10YR NOTE (CBT)MAR24 | 33.59 mm | 299.00 contracts | 34.41 | Interest rate derivative | Long | USA |
UNITED STATES TREASURY BILL | 33.23 mm | 33.61 mm other units | 34.05 | Short-term investment vehicle | Long | USA |
UNITED STATES TREASURY BILL | 32.32 mm | 32.32 mm other units | 33.11 | Short-term investment vehicle | Long | USA |
AUST 10Y BOND FUT MAR24 | 29.94 mm | 393.00 contracts | 30.68 | Interest rate derivative | Long | Australia |
INR/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
8.65 mm | 719.62 mm contracts | 8.86 | DFE | Long | India |
Dreyfus Institutional Preferred Government Plus Money Market Fund | 8.21 mm | 8.21 mm other units | 8.42 | Short-term investment vehicle | Long | USA |
NY HARB ULSD FUT JUN24 | 7.84 mm | 72.00 contracts | 8.03 | Commodity derivative | Long | USA |
MXN/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
7.78 mm | 135.07 mm contracts | 7.97 | DFE | Long | Mexico |
UNITED STATES TREASURY BILL | 7.12 mm | 7.20 mm other units | 7.29 | Short-term investment vehicle | Long | USA |
UNITED STATES TREASURY BILL | 6.39 mm | 6.41 mm other units | 6.55 | Short-term investment vehicle | Long | USA |
NZD/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
6.20 mm | 10.15 mm contracts | 6.36 | DFE | Long | New Zealand |
IBEX 35 INDX FUTR FEB24 | 6.11 mm | 56.00 contracts | 6.26 | Equity derivative | Long | Spain |
E-MINI RUSS 2000 MAR24 | 4.60 mm | 47.00 contracts | 4.71 | Equity derivative | Long | USA |
VANECK J. P. MORGAN EM LOCAL CURRENCY BOND ETF
|
4.46 mm | 178.45 k shares | 4.57 | Common equity | Long | USA |
JPY/USD FWD 20240321 050
MORGAN STANLEY & COMPANY LLC
|
4.43 mm | 646.34 mm contracts | 4.54 | DFE | Long | Japan |
TOPIX INDX FUTR MAR24 | 4.34 mm | 25.00 contracts | 4.44 | Equity derivative | Long | Japan |
GOLD 100 OZ FUTR APR24 | 4.13 mm | 20.00 contracts | 4.24 | Commodity derivative | Long | USA |
HUF/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
4.04 mm | 1.44 bn contracts | 4.14 | DFE | Long | Hungary |
HANG SENG IDX FUT FEB24 | 3.97 mm | 40.00 contracts | 4.07 | Equity derivative | Long | Hong Kong |
NOK/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
3.92 mm | 41.18 mm contracts | 4.02 | DFE | Long | Norway |
COFFEE 'C' FUTURE MAY24 | 3.72 mm | 52.00 contracts | 3.81 | Commodity derivative | Long | USA |
LME PRI ALUM FUTR MAR24 | 3.45 mm | 61.00 contracts | 3.54 | Commodity derivative | Long | UK |
EUR/USD FWD 20240320 816
HSBC SECURITIES INC
|
2.86 mm | 2.65 mm contracts | 2.93 | DFE | Long | XX |
BRL/USD FWD 20240320 00955
BANK OF AMERICA
|
2.40 mm | 11.97 mm contracts | 2.46 | DFE | Long | Brazil |
EUR/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
2.37 mm | 2.19 mm contracts | 2.43 | DFE | Long | XX |
GBP/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
2.33 mm | 1.84 mm contracts | 2.39 | DFE | Long | UK |
SEK/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
2.12 mm | 22.04 mm contracts | 2.17 | DFE | Long | Sweden |
ZAR/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
2.04 mm | 38.33 mm contracts | 2.09 | DFE | Long | South Africa |
BRENT CRUDE FUTR JUL24 | 1.99 mm | 25.00 contracts | 2.04 | Commodity derivative | Long | UK |
ILS/USD FWD 20240320 00955
BANK OF AMERICA
|
1.99 mm | 7.24 mm contracts | 2.04 | DFE | Long | Israel |
MXN/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
1.64 mm | 28.49 mm contracts | 1.68 | DFE | Long | Mexico |
COCOA FUTURE MAY24 | 1.62 mm | 34.00 contracts | 1.66 | Commodity derivative | Long | USA |
SUGAR #11 (WORLD) MAY24 | 1.61 mm | 62.00 contracts | 1.65 | Commodity derivative | Long | USA |
UNITED STATES TREASURY BILL | 1.49 mm | 1.50 mm other units | 1.53 | Short-term investment vehicle | Long | USA |
JPY/USD FWD 20240321 GOLDUS33
GOLDMAN SACHS & CO
|
1.38 mm | 201.09 mm contracts | 1.41 | DFE | Long | Japan |
CLP/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
1.37 mm | 1.28 bn contracts | 1.40 | DFE | Long | Chile |
CHF/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
1.36 mm | 1.17 mm contracts | 1.39 | DFE | Long | Switzerland |
JPY/USD FWD 20240321 00418
CITIGROUP GLOBAL MARKETS INC
|
1.30 mm | 189.11 mm contracts | 1.33 | DFE | Long | Japan |
EUR/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
1.29 mm | 1.19 mm contracts | 1.32 | DFE | Long | XX |
PHP/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
1.29 mm | 72.53 mm contracts | 1.32 | DFE | Long | Philippines |
CAD/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
1.24 mm | 1.67 mm contracts | 1.27 | DFE | Long | Canada |
IDR/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
1.22 mm | 19.20 bn contracts | 1.25 | DFE | Long | Indonesia |
INR/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
997.06 k | 82.95 mm contracts | 1.02 | DFE | Long | India |
SOYBEAN MEAL FUTR MAY24 | 983.07 k | 27.00 contracts | 1.01 | Commodity derivative | Long | USA |
LOW SU GASOIL G JUN24 | 936.60 k | 12.00 contracts | 0.96 | Commodity derivative | Long | UK |
INR/USD FWD 20240320 00955
BANK OF AMERICA
|
868.63 k | 72.27 mm contracts | 0.89 | DFE | Long | India |
PLATINUM FUTURE APR24 | 839.34 k | 18.00 contracts | 0.86 | Commodity derivative | Long | USA |
INR/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
813.00 k | 67.64 mm contracts | 0.83 | DFE | Long | India |
MYR/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
782.39 k | 3.69 mm contracts | 0.80 | DFE | Long | Malaysia |
KRW/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
777.34 k | 1.03 bn contracts | 0.80 | DFE | Long | Korea, Republic of |
NOK/USD FWD 20240320 00955
BANK OF AMERICA
|
731.76 k | 7.69 mm contracts | 0.75 | DFE | Long | Norway |
S&P500 EMINI FUT MAR24 | 730.58 k | 3.00 contracts | 0.75 | Equity derivative | Long | USA |
PHP/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
727.62 k | 41.01 mm contracts | 0.75 | DFE | Long | Philippines |
JPY/USD FWD 20240321 SCSEUS31
STANDARD CHARTERED SECURITIES
|
708.77 k | 103.49 mm contracts | 0.73 | DFE | Long | Japan |
KC HRW WHEAT FUT MAY24 | 682.28 k | 22.00 contracts | 0.70 | Commodity derivative | Long | USA |
PHP/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
671.79 k | 37.87 mm contracts | 0.69 | DFE | Long | Philippines |
EURO STOXX 50 MAR24 | 554.56 k | 11.00 contracts | 0.57 | Equity derivative | Long | Germany |
CZK/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
544.69 k | 12.53 mm contracts | 0.56 | DFE | Long | Czechia |
CHF/USD FWD 20240320 SCSEUS31
STANDARD CHARTERED SECURITIES
|
527.77 k | 453.00 k contracts | 0.54 | DFE | Long | Switzerland |
SEK/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
521.76 k | 5.42 mm contracts | 0.53 | DFE | Long | Sweden |
GBP/USD FWD 20240320 SCSEUS31
STANDARD CHARTERED SECURITIES
|
518.53 k | 409.00 k contracts | 0.53 | DFE | Long | UK |
EUR/USD FWD 20240320 SCSEUS31
STANDARD CHARTERED SECURITIES
|
436.44 k | 403.00 k contracts | 0.45 | DFE | Long | XX |
IDR/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
394.50 k | 6.23 bn contracts | 0.40 | DFE | Long | Indonesia |
NOK/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
392.68 k | 4.13 mm contracts | 0.40 | DFE | Long | Norway |
MYR/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
392.36 k | 1.85 mm contracts | 0.40 | DFE | Long | Malaysia |
GBP/USD FWD 20240320 816
HSBC SECURITIES INC
|
375.27 k | 296.00 k contracts | 0.38 | DFE | Long | UK |
BRL/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
374.67 k | 1.87 mm contracts | 0.38 | DFE | Long | Brazil |
MXN/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
357.43 k | 6.20 mm contracts | 0.37 | DFE | Long | Mexico |
KRW/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
337.10 k | 448.67 mm contracts | 0.35 | DFE | Long | Korea, Republic of |
SEK/USD FWD 20240320 235
RBC CAPITAL MARKETS LLC
|
330.83 k | 3.44 mm contracts | 0.34 | DFE | Long | Sweden |
LME LEAD FUTURE MAR24 | 328.40 k | 6.00 contracts | 0.34 | Commodity derivative | Long | UK |
LME NICKEL FUTURE MAR24 | 290.74 k | 3.00 contracts | 0.30 | Commodity derivative | Long | UK |
CAD/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
286.54 k | 385.00 k contracts | 0.29 | DFE | Long | Canada |
CAD/USD FWD 20240320 235
RBC CAPITAL MARKETS LLC
|
276.12 k | 371.00 k contracts | 0.28 | DFE | Long | Canada |
NZD/USD FWD 20240320 SCSEUS31
STANDARD CHARTERED SECURITIES
|
261.02 k | 427.00 k contracts | 0.27 | DFE | Long | New Zealand |
NZD/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
253.07 k | 414.00 k contracts | 0.26 | DFE | Long | New Zealand |
ILS/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
238.37 k | 868.00 k contracts | 0.24 | DFE | Long | Israel |
WTI CRUDE FUTURE JUN24 | 226.05 k | 3.00 contracts | 0.23 | Commodity derivative | Long | USA |
LME LEAD FUTURE JUN24 | 217.04 k | 4.00 contracts | 0.22 | Commodity derivative | Long | UK |
GBP/USD FWD 20240320 235
RBC CAPITAL MARKETS LLC
|
211.72 k | 167.00 k contracts | 0.22 | DFE | Long | UK |
SOYBEAN OIL FUTR MAY24 | 195.47 k | 7.00 contracts | 0.20 | Commodity derivative | Long | USA |
LME ZINC FUTURE JUN24 | 190.21 k | 3.00 contracts | 0.19 | Commodity derivative | Long | UK |
3EJ4C 5075 | 173.44 k | 75.00 contracts | 0.18 | Equity derivative | Long | USA |
ILS/USD FWD 20240320 SCSEUS31
STANDARD CHARTERED SECURITIES
|
171.36 k | 624.00 k contracts | 0.18 | DFE | Long | Israel |
AUD/USD FWD 20240320 816
HSBC SECURITIES INC
|
168.88 k | 257.00 k contracts | 0.17 | DFE | Long | Australia |
MXN/USD FWD 20240320 00955
BANK OF AMERICA
|
164.45 k | 2.85 mm contracts | 0.17 | DFE | Long | Mexico |
BRL/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
160.32 k | 798.00 k contracts | 0.16 | DFE | Long | Brazil |
NZD/USD FWD 20240320 235
RBC CAPITAL MARKETS LLC
|
157.71 k | 258.00 k contracts | 0.16 | DFE | Long | New Zealand |
AUD/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
140.62 k | 214.00 k contracts | 0.14 | DFE | Long | Australia |
CHF/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
130.49 k | 112.00 k contracts | 0.13 | DFE | Long | Switzerland |
LME ZINC FUTURE MAR24 | 125.97 k | 2.00 contracts | 0.13 | Commodity derivative | Long | UK |
CAD/USD FWD 20240320 SCSEUS31
STANDARD CHARTERED SECURITIES
|
121.32 k | 163.00 k contracts | 0.12 | DFE | Long | Canada |
ESH4C 4850 | 115.94 k | 25.00 contracts | 0.12 | Equity derivative | Long | USA |
EUR/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
114.80 k | 106.00 k contracts | 0.12 | DFE | Long | XX |
CHF/USD FWD 20240320 00642
UBS SECURITIES LLC
|
113.01 k | 97.00 k contracts | 0.12 | DFE | Long | Switzerland |
CAD/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
111.64 k | 150.00 k contracts | 0.11 | DFE | Long | Canada |
GBP/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
107.76 k | 85.00 k contracts | 0.11 | DFE | Long | UK |
AUD/USD FWD 20240320 SCSEUS31
STANDARD CHARTERED SECURITIES
|
101.85 k | 155.00 k contracts | 0.10 | DFE | Long | Australia |
CAD/USD FWD 20240320 816
HSBC SECURITIES INC
|
100.48 k | 135.00 k contracts | 0.10 | DFE | Long | Canada |
IDR/USD FWD 20240320 00955
BANK OF AMERICA
|
95.05 k | 1.50 bn contracts | 0.10 | DFE | Long | Indonesia |
CHF/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
83.88 k | 72.00 k contracts | 0.09 | DFE | Long | Switzerland |
AUD/USD FWD 20240320 235
RBC CAPITAL MARKETS LLC
|
82.14 k | 125.00 k contracts | 0.08 | DFE | Long | Australia |
SEK/USD FWD 20240320 00642
UBS SECURITIES LLC
|
80.88 k | 840.00 k contracts | 0.08 | DFE | Long | Sweden |
SEK/USD FWD 20240320 816
HSBC SECURITIES INC
|
77.51 k | 805.00 k contracts | 0.08 | DFE | Long | Sweden |
ZAR/USD FWD 20240320 00955
BANK OF AMERICA
|
76.11 k | 1.43 mm contracts | 0.08 | DFE | Long | South Africa |
NZD/USD FWD 20240320 00642
UBS SECURITIES LLC
|
73.35 k | 120.00 k contracts | 0.08 | DFE | Long | New Zealand |
AUD/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
73.02 k | 111.13 k contracts | 0.07 | DFE | Long | Australia |
NOK/USD FWD 20240320 816
HSBC SECURITIES INC
|
66.83 k | 702.00 k contracts | 0.07 | DFE | Long | Norway |
TRS BOFA SHORE 2D INDSRS0 01/29/25 RTN - BAML
BANK OF AMERICA
|
64.84 k | 180.11 k contracts | 0.07 | Equity derivative | Long | USA |
PLN/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
22.46 k | 90.00 k contracts | 0.02 | DFE | Long | Poland |
NATURAL GAS FUTR JUL24 | -25.36 k | -1.00 contracts | -0.03 | Commodity derivative | Short | USA |
WHEAT FUTURE(CBT) JUL24 | -30.51 k | -1.00 contracts | -0.03 | Commodity derivative | Short | USA |
SOYBEAN MEAL FUTR JUL24 | -36.66 k | -1.00 contracts | -0.04 | Commodity derivative | Short | USA |
AUD/USD FWD 20240320 235
RBC CAPITAL MARKETS LLC
|
-38.11 k | -58.00 k contracts | -0.04 | DFE | Short | Australia |
COTTON NO.2 FUTR JUL24 | -43.57 k | -1.00 contracts | -0.04 | Commodity derivative | Short | USA |
CORN FUTURE JUL24 | -46.65 k | -2.00 contracts | -0.05 | Commodity derivative | Short | USA |
COCOA FUTURE JUL24 | -46.91 k | -1.00 contracts | -0.05 | Commodity derivative | Short | USA |
GBP/USD FWD 20240320 SCSEUS31
STANDARD CHARTERED SECURITIES
|
-48.18 k | -38.00 k contracts | -0.05 | DFE | Short | UK |
SUGAR #11 (WORLD) JUL24 | -51.00 k | -2.00 contracts | -0.05 | Commodity derivative | Short | USA |
CZK/USD FWD 20240320 00955
BANK OF AMERICA
|
-54.34 k | -1.25 mm contracts | -0.06 | DFE | Short | Czechia |
SOYBEAN OIL FUTR JUL24 | -56.17 k | -2.00 contracts | -0.06 | Commodity derivative | Short | USA |
EUR/USD FWD 20240320 235
RBC CAPITAL MARKETS LLC
|
-61.73 k | -57.00 k contracts | -0.06 | DFE | Short | XX |
SOYBEAN FUTURE JUL24 | -62.09 k | -1.00 contracts | -0.06 | Commodity derivative | Short | USA |
CLP/USD FWD 20240320 00955
BANK OF AMERICA
|
-62.45 k | -58.28 mm contracts | -0.06 | DFE | Short | Chile |
CHF/USD FWD 20240320 00642
UBS SECURITIES LLC
|
-62.91 k | -54.00 k contracts | -0.06 | DFE | Short | Switzerland |
BRL/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
-64.69 k | -322.00 k contracts | -0.07 | DFE | Short | Brazil |
BRL/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
-70.31 k | -350.00 k contracts | -0.07 | DFE | Short | Brazil |
COFFEE 'C' FUTURE JUL24 | -71.21 k | -1.00 contracts | -0.07 | Commodity derivative | Short | USA |
LIVE CATTLE FUTR JUN24 | -71.55 k | -1.00 contracts | -0.07 | Commodity derivative | Short | USA |
KRW/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
-73.68 k | -98.07 mm contracts | -0.08 | DFE | Short | Korea, Republic of |
LOW SU GASOIL G JUL24 | -77.30 k | -1.00 contracts | -0.08 | Commodity derivative | Short | UK |
MYR/USD FWD 20240320 235
RBC CAPITAL MARKETS LLC
|
-78.90 k | -372.00 k contracts | -0.08 | DFE | Short | Malaysia |
HUF/USD FWD 20240320 00642
UBS SECURITIES LLC
|
-79.98 k | -28.55 mm contracts | -0.08 | DFE | Short | Hungary |
ZAR/USD FWD 20240320 00955
BANK OF AMERICA
|
-85.32 k | -1.60 mm contracts | -0.09 | DFE | Short | South Africa |
CZK/USD FWD 20240320 00642
UBS SECURITIES LLC
|
-86.30 k | -1.99 mm contracts | -0.09 | DFE | Short | Czechia |
ZAR/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
-92.18 k | -1.73 mm contracts | -0.09 | DFE | Short | South Africa |
COPPER FUTURE MAR24 | -97.65 k | -1.00 contracts | -0.10 | Commodity derivative | Short | USA |
NOK/USD FWD 20240320 235
RBC CAPITAL MARKETS LLC
|
-97.67 k | -1.03 mm contracts | -0.10 | DFE | Short | Norway |
CLP/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
-107.59 k | -100.41 mm contracts | -0.11 | DFE | Short | Chile |
BRL/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
-110.49 k | -550.00 k contracts | -0.11 | DFE | Short | Brazil |
MYR/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
-111.77 k | -527.00 k contracts | -0.11 | DFE | Short | Malaysia |
SEK/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
-112.56 k | -1.17 mm contracts | -0.12 | DFE | Short | Sweden |
AUD/USD FWD 20240320 816
HSBC SECURITIES INC
|
-120.25 k | -183.00 k contracts | -0.12 | DFE | Short | Australia |
MXN/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
-124.52 k | -2.16 mm contracts | -0.13 | DFE | Short | Mexico |
GBP/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
-133.12 k | -105.00 k contracts | -0.14 | DFE | Short | UK |
NOK/USD FWD 20240320 00955
BANK OF AMERICA
|
-135.08 k | -1.42 mm contracts | -0.14 | DFE | Short | Norway |
JPY/USD FWD 20240321 SCSEUS31
STANDARD CHARTERED SECURITIES
|
-135.37 k | -19.77 mm contracts | -0.14 | DFE | Short | Japan |
GBP/USD FWD 20240320 235
RBC CAPITAL MARKETS LLC
|
-140.73 k | -111.00 k contracts | -0.14 | DFE | Short | UK |
CHF/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
-152.62 k | -131.00 k contracts | -0.16 | DFE | Short | Switzerland |
EUR/USD FWD 20240320 SCSEUS31
STANDARD CHARTERED SECURITIES
|
-158.11 k | -146.00 k contracts | -0.16 | DFE | Short | XX |
CHF/USD FWD 20240320 235
RBC CAPITAL MARKETS LLC
|
-163.11 k | -140.00 k contracts | -0.17 | DFE | Short | Switzerland |
EUR/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
-164.61 k | -152.00 k contracts | -0.17 | DFE | Short | XX |
INR/USD FWD 20240320 00642
UBS SECURITIES LLC
|
-169.75 k | -14.12 mm contracts | -0.17 | DFE | Short | India |
CAD/USD FWD 20240320 00642
UBS SECURITIES LLC
|
-177.88 k | -239.00 k contracts | -0.18 | DFE | Short | Canada |
PLN/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
-177.96 k | -713.00 k contracts | -0.18 | DFE | Short | Poland |
CZK/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
-178.33 k | -4.10 mm contracts | -0.18 | DFE | Short | Czechia |
MXN/USD FWD 20240320 SCSEUS31
STANDARD CHARTERED SECURITIES
|
-178.46 k | -3.10 mm contracts | -0.18 | DFE | Short | Mexico |
JPY/USD FWD 20240321 00642
UBS SECURITIES LLC
|
-181.12 k | -26.45 mm contracts | -0.19 | DFE | Short | Japan |
LME ZINC FUTURE MAR24 | -188.95 k | -3.00 contracts | -0.19 | Commodity derivative | Short | UK |
GBP/USD FWD 20240320 00955
BANK OF AMERICA
|
-237.08 k | -187.00 k contracts | -0.24 | DFE | Short | UK |
CZK/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
-243.85 k | -5.61 mm contracts | -0.25 | DFE | Short | Czechia |
IDR/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
-256.15 k | -4.05 bn contracts | -0.26 | DFE | Short | Indonesia |
ILS/USD FWD 20240320 00955
BANK OF AMERICA
|
-267.48 k | -974.00 k contracts | -0.27 | DFE | Short | Israel |
HUF/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
-269.67 k | -96.24 mm contracts | -0.28 | DFE | Short | Hungary |
SEK/USD FWD 20240320 00955
BANK OF AMERICA
|
-270.27 k | -2.81 mm contracts | -0.28 | DFE | Short | Sweden |
EUR/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
-288.07 k | -266.00 k contracts | -0.30 | DFE | Short | XX |
FTSE 100 IDX FUT MAR24 | -290.05 k | -3.00 contracts | -0.30 | Equity derivative | Short | UK |
LME NICKEL FUTURE MAR24 | -290.74 k | -3.00 contracts | -0.30 | Commodity derivative | Short | UK |
LME NICKEL FUTURE JUN24 | -295.45 k | -3.00 contracts | -0.30 | Commodity derivative | Short | UK |
COTTON NO.2 FUTR MAY24 | -302.44 k | -7.00 contracts | -0.31 | Commodity derivative | Short | USA |
CZK/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
-309.41 k | -7.12 mm contracts | -0.32 | DFE | Short | Czechia |
PHP/USD FWD 20240320 00955
BANK OF AMERICA
|
-311.29 k | -17.55 mm contracts | -0.32 | DFE | Short | Philippines |
MXN/USD FWD 20240320 00955
BANK OF AMERICA
|
-323.95 k | -5.62 mm contracts | -0.33 | DFE | Short | Mexico |
SILVER FUTURE MAY24 | -350.88 k | -3.00 contracts | -0.36 | Commodity derivative | Short | USA |
CLP/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
-378.53 k | -353.28 mm contracts | -0.39 | DFE | Short | Chile |
LME LEAD FUTURE MAR24 | -383.13 k | -7.00 contracts | -0.39 | Commodity derivative | Short | UK |
JPY/USD FWD 20240321 235
RBC CAPITAL MARKETS LLC
|
-388.14 k | -56.67 mm contracts | -0.40 | DFE | Short | Japan |
NOK/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
-397.72 k | -4.18 mm contracts | -0.41 | DFE | Short | Norway |
MXN/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
-400.07 k | -6.94 mm contracts | -0.41 | DFE | Short | Mexico |
IDR/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
-406.49 k | -6.42 bn contracts | -0.42 | DFE | Short | Indonesia |
CAD/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
-424.23 k | -570.00 k contracts | -0.43 | DFE | Short | Canada |
NZD/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
-437.68 k | -716.00 k contracts | -0.45 | DFE | Short | New Zealand |
NZD/USD FWD 20240320 SCSEUS31
STANDARD CHARTERED SECURITIES
|
-451.13 k | -738.00 k contracts | -0.46 | DFE | Short | New Zealand |
LEAN HOGS FUTURE JUN24 | -469.92 k | -12.00 contracts | -0.48 | Commodity derivative | Short | USA |
CAD/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
-511.31 k | -687.00 k contracts | -0.52 | DFE | Short | Canada |
AUD/USD FWD 20240320 00955
BANK OF AMERICA
|
-526.35 k | -801.00 k contracts | -0.54 | DFE | Short | Australia |
HUF/USD FWD 20240320 00955
BANK OF AMERICA
|
-530.51 k | -189.33 mm contracts | -0.54 | DFE | Short | Hungary |
PLN/USD FWD 20240320 00955
BANK OF AMERICA
|
-568.07 k | -2.28 mm contracts | -0.58 | DFE | Short | Poland |
SPI 200 FUTURES MAR24 | -626.77 k | -5.00 contracts | -0.64 | Equity derivative | Short | Australia |
NZD/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
-643.69 k | -1.05 mm contracts | -0.66 | DFE | Short | New Zealand |
AUD/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
-652.51 k | -993.00 k contracts | -0.67 | DFE | Short | Australia |
PLN/USD FWD 20240320 050
MORGAN STANLEY & COMPANY LLC
|
-661.92 k | -2.65 mm contracts | -0.68 | DFE | Short | Poland |
LIVE CATTLE FUTR APR24 | -722.80 k | -10.00 contracts | -0.74 | Commodity derivative | Short | USA |
CAD/USD FWD 20240320 00418
CITIGROUP GLOBAL MARKETS INC
|
-771.07 k | -1.04 mm contracts | -0.79 | DFE | Short | Canada |
NOK/USD FWD 20240320 00642
UBS SECURITIES LLC
|
-804.20 k | -8.45 mm contracts | -0.82 | DFE | Short | Norway |
KRW/USD FWD 20240320 GOLDUS33
GOLDMAN SACHS & CO
|
-888.02 k | -1.18 bn contracts | -0.91 | DFE | Short | Korea, Republic of |
EUR/USD FWD 20240320 816
HSBC SECURITIES INC
|
-890.20 k | -822.00 k contracts | -0.91 | DFE | Short | XX |
PALLADIUM FUTURE JUN24 | -902.70 k | -9.00 contracts | -0.92 | Commodity derivative | Short | USA |
S&P/TSX 60 IX FUT MAR24 | -1.13 mm | -6.00 contracts | -1.16 | Equity derivative | Short | Canada |