﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>CBOT 30D FedFunds 12M Butterflies</Name>
  <Categories>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2019</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF19F20F21</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN19</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG19G20G21</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB19</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH19H20H21</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR19</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ19J20J21</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR19</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK19K20K21</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY19</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM19M20M21</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN19</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN19N20N21</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL19</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ19Q20Q21</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG19</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU19U20U21</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP19</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV19V20V21</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT19</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX19X20X21</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV19</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ19Z20Z21</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC19</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2020</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF20F21F22</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN20</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG20G21G22</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB20</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH20H21H22</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR20</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ20J21J22</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR20</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK20K21K22</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY20</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM20M21M22</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN20</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN20N21N22</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL20</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ20Q21Q22</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG20</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU20U21U22</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP20</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV20V21V22</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT20</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX20X21X22</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV20</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ20Z21Z22</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC20</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2021</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF21F22F23</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN21</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG21G22G23</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB21</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH21H22H23</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR21</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ21J22J23</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR21</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK21K22K23</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY21</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM21M22M23</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN21</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN21N22N23</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL21</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ21Q22Q23</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG21</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU21U22U23</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP21</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV21V22V23</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT21</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX21X22X23</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV21</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ21Z22Z23</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC21</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2022</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF22F23F24</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN22</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG22G23G24</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB22</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH22H23H24</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR22</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ22J23J24</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR22</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK22K23K24</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY22</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM22M23M24</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN22</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN22N23N24</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL22</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ22Q23Q24</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG22</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU22U23U24</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP22</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV22V23V24</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT22</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX22X23X24</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV22</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ22Z23Z24</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC22</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2023</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF23F24F25</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN23</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG23G24G25</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB23</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH23H24H25</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR23</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ23J24J25</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR23</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK23K24K25</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY23</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM23M24M25</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN23</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN23N24N25</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL23</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ23Q24Q25</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG23</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU23U24U25</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP23</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV23V24V25</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT23</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX23X24X25</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV23</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ23Z24Z25</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC23</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2024</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF24F25F26</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN24</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG24G25G26</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB24</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH24H25H26</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR24</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ24J25J26</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR24</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK24K25K26</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY24</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM24M25M26</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN24</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN24N25N26</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL24</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ24Q25Q26</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG24</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU24U25U26</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP24</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV24V25V26</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT24</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX24X25X26</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV24</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ24Z25Z26</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC24</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2025</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF25F26F27</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN25</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG25G26G27</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB25</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH25H26H27</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR25</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ25J26J27</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR25</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK25K26K27</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY25</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM25M26M27</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN25</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN25N26N27</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL25</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ25Q26Q27</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG25</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU25U26U27</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP25</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV25V26V27</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT25</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX25X26X27</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV25</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ25Z26Z27</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC25</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2026</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF26F27F28</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN26</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG26G27G28</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB26</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH26H27H28</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR26</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ26J27J28</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR26</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK26K27K28</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY26</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM26M27M28</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN26</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN26N27N28</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL26</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ26Q27Q28</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG26</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU26U27U28</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP26</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV26V27V28</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT26</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX26X27X28</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV26</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ26Z27Z28</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC26</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2027</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF27F28F29</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN27</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG27G28G29</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB27</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH27H28H29</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR27</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ27J28J29</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR27</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK27K28K29</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY27</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM27M28M29</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN27</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN27N28N29</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL27</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ27Q28Q29</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG27</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU27U28U29</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP27</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV27V28V29</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT27</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX27X28X29</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV27</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ27Z28Z29</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC27</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2028</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF28F29F30</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN28</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG28G29G30</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB28</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH28H29H30</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR28</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ28J29J30</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR28</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK28K29K30</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY28</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM28M29M30</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN28</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN28N29N30</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL28</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ28Q29Q30</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG28</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU28U29U30</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP28</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV28V29V30</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT28</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX28X29X30</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV28</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ28Z29Z30</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC28</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2029</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF29F30F31</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN29</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG29G30G31</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB29</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH29H30H31</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR29</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ29J30J31</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR29</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK29K30K31</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY29</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM29M30M31</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN29</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN29N30N31</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL29</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ29Q30Q31</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG29</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU29U30U31</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP29</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV29V30V31</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT29</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX29X30X31</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV29</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ29Z30Z31</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC29</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2030</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF30F31F32</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN30</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG30G31G32</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB30</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH30H31H32</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR30</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ30J31J32</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR30</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK30K31K32</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY30</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM30M31M32</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN30</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN30N31N32</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL30</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ30Q31Q32</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG30</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU30U31U32</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP30</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV30V31V32</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT30</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX30X31X32</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV30</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ30Z31Z32</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC30</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2031</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF31F32F33</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN31</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG31G32G33</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB31</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH31H32H33</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR31</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ31J32J33</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR31</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK31K32K33</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY31</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM31M32M33</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN31</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN31N32N33</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL31</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ31Q32Q33</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG31</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU31U32U33</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP31</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV31V32V33</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT31</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX31X32X33</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV31</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ31Z32Z33</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC31</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2032</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF32F33F34</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN32</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG32G33G34</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB32</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH32H33H34</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR32</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ32J33J34</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR32</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK32K33K34</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY32</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM32M33M34</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN32</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN32N33N34</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL32</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ32Q33Q34</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG32</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU32U33U34</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP32</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV32V33V34</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT32</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX32X33X34</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV32</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ32Z33Z34</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC32</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2033</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF33F34F35</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN33</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG33G34G35</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB33</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH33H34H35</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR33</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ33J34J35</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR33</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK33K34K35</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY33</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM33M34M35</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN33</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN33N34N35</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL33</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ33Q34Q35</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG33</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU33U34U35</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP33</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV33V34V35</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT33</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX33X34X35</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV33</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ33Z34Z35</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC33</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2034</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF34F35F36</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN34</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG34G35G36</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB34</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH34H35H36</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR34</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ34J35J36</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR34</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK34K35K36</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY34</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM34M35M36</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN34</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN34N35N36</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL34</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ34Q35Q36</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG34</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU34U35U36</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP34</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV34V35V36</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT34</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX34X35X36</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV34</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ34Z35Z36</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC34</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2035</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF35F36F37</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN35</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG35G36G37</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB35</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH35H36H37</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR35</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ35J36J37</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR35</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK35K36K37</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY35</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM35M36M37</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN35</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN35N36N37</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL35</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ35Q36Q37</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG35</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU35U36U37</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP35</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV35V36V37</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT35</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX35X36X37</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV35</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ35Z36Z37</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC35</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2036</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF36F37F38</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN36</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG36G37G38</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB36</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH36H37H38</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR36</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ36J37J38</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR36</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK36K37K38</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY36</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM36M37M38</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN36</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN36N37N38</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL36</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ36Q37Q38</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG36</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU36U37U38</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP36</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV36V37V38</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT36</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX36X37X38</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV36</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ36Z37Z38</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC36</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2037</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF37F38F39</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN37</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG37G38G39</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB37</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH37H38H39</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR37</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ37J38J39</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR37</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK37K38K39</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY37</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM37M38M39</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN37</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN37N38N39</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL37</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ37Q38Q39</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG37</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU37U38U39</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP37</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV37V38V39</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT37</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX37X38X39</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV37</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ37Z38Z39</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC37</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2038</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF38F39F40</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN38</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG38G39G40</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB38</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH38H39H40</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR38</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ38J39J40</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR38</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK38K39K40</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY38</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM38M39M40</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN38</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN38N39N40</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL38</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ38Q39Q40</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG38</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU38U39U40</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP38</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV38V39V40</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT38</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX38X39X40</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV38</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ38Z39Z40</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC38</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2039</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF39F40F41</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN39</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG39G40G41</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB39</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH39H40H41</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR39</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ39J40J41</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR39</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK39K40K41</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY39</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM39M40M41</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN39</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN39N40N41</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL39</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ39Q40Q41</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG39</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU39U40U41</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP39</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV39V40V41</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT39</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX39X40X41</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV39</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ39Z40Z41</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC39</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2040</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF40F41F42</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN40</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG40G41G42</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB40</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH40H41H42</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR40</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ40J41J42</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR40</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK40K41K42</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY40</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM40M41M42</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN40</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN40N41N42</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL40</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ40Q41Q42</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG40</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU40U41U42</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP40</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV40V41V42</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT40</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX40X41X42</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV40</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ40Z41Z42</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC40</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2041</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF41F42F43</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN41</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG41G42G43</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB41</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH41H42H43</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR41</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ41J42J43</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR41</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK41K42K43</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY41</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM41M42M43</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN41</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN41N42N43</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL41</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ41Q42Q43</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG41</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU41U42U43</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP41</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV41V42V43</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT41</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX41X42X43</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV41</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ41Z42Z43</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC41</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2042</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF42F43F44</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN42</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG42G43G44</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB42</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH42H43H44</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR42</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ42J43J44</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR42</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK42K43K44</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY42</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM42M43M44</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN42</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN42N43N44</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL42</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ42Q43Q44</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG42</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU42U43U44</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP42</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV42V43V44</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT42</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX42X43X44</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV42</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ42Z43Z44</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC42</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2043</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF43F44F45</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN43</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG43G44G45</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB43</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH43H44H45</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR43</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ43J44J45</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR43</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK43K44K45</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY43</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM43M44M45</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN43</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN43N44N45</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL43</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ43Q44Q45</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG43</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU43U44U45</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP43</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV43V44V45</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT43</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX43X44X45</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV43</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ43Z44Z45</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC43</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2044</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF44F45F46</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN44</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG44G45G46</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB44</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH44H45H46</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR44</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ44J45J46</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR44</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK44K45K46</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY44</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM44M45M46</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN44</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN44N45N46</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL44</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ44Q45Q46</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG44</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU44U45U46</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP44</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV44V45V46</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT44</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX44X45X46</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV44</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ44Z45Z46</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC44</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2045</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF45F46F47</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN45</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG45G46G47</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB45</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH45H46H47</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR45</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ45J46J47</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR45</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK45K46K47</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY45</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM45M46M47</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN45</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN45N46N47</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL45</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ45Q46Q47</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG45</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU45U46U47</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP45</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV45V46V47</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT45</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX45X46X47</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV45</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ45Z46Z47</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC45</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2046</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF46F47F48</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN46</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG46G47G48</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB46</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH46H47H48</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR46</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ46J47J48</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR46</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK46K47K48</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY46</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM46M47M48</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN46</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN46N47N48</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL46</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ46Q47Q48</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG46</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU46U47U48</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP46</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV46V47V48</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT46</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX46X47X48</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV46</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ46Z47Z48</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC46</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2047</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF47F48F49</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN47</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG47G48G49</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB47</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH47H48H49</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR47</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ47J48J49</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR47</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK47K48K49</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY47</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM47M48M49</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN47</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN47N48N49</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL47</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ47Q48Q49</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG47</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU47U48U49</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP47</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV47V48V49</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT47</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX47X48X49</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV47</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ47Z48Z49</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC47</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>FF 12M Butterflies 2048</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>FFBFF48F49F50</Name>
          <Description>CBOT 30D FedFunds 12M Fly JAN48</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFG48G49G50</Name>
          <Description>CBOT 30D FedFunds 12M Fly FEB48</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFH48H49H50</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAR48</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFJ48J49J50</Name>
          <Description>CBOT 30D FedFunds 12M Fly APR48</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFK48K49K50</Name>
          <Description>CBOT 30D FedFunds 12M Fly MAY48</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFM48M49M50</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUN48</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFN48N49N50</Name>
          <Description>CBOT 30D FedFunds 12M Fly JUL48</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFQ48Q49Q50</Name>
          <Description>CBOT 30D FedFunds 12M Fly AUG48</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFU48U49U50</Name>
          <Description>CBOT 30D FedFunds 12M Fly SEP48</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFV48V49V50</Name>
          <Description>CBOT 30D FedFunds 12M Fly OCT48</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFX48X49X50</Name>
          <Description>CBOT 30D FedFunds 12M Fly NOV48</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FFBFZ48Z49Z50</Name>
          <Description>CBOT 30D FedFunds 12M Fly DEC48</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
  </Categories>
</Portfolio>