﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>Bond Futures</Name>
  <Categories>
    <PortfolioCategory>
      <Name>Long Bonds United States</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>@TU#</Name>
          <Description>US 2Yr T-Note</Description>
          <Decimals>8</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>4</PipFraction>
          <TickSize>0.00390625</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@FV#</Name>
          <Description>US 5Yr T-Note</Description>
          <Decimals>7</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>3</PipFraction>
          <TickSize>0.0078125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@TY#</Name>
          <Description>US 10Yr T-Note</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.015625</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@US#</Name>
          <Description>US 30Yr T-Bond</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Long Bonds Canada</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>CH*1</Name>
          <Description>Canada 2 Year Bond</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GM*1</Name>
          <Description>Canada 5 Year Bond</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>0</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CG*1</Name>
          <Description>Canada 10 Year Bond</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>0</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>EA*1</Name>
          <Description>Canada 30 Year Bond</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>0</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Long Bonds Germany</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>HF*1</Name>
          <Description>Euro Schatze 2 Yr</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>HR*1</Name>
          <Description>Euro BOBL 5 Yr</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GG*1</Name>
          <Description>Euro BUND 10 Yr</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GX*1</Name>
          <Description>Euro BUXL </Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Long Bonds UK</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>G*1</Name>
          <Description>LIFFE Long Gilt</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QD*1</Name>
          <Description>LIFFE Mid Gilt</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QE*1</Name>
          <Description>LIFFE Short Gilt</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>QB*1</Name>
          <Description>LIFFE Ultra-Long Gilt</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Long Bonds Switzerland</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>CF*1</Name>
          <Description>EUREX Swiss Conf Bond</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Long Bonds Italy</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JT*1</Name>
          <Description>EUREX Mid BTM (Italy)</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>II*1</Name>
          <Description>EUREX BTM (Italy)</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>IA*1</Name>
          <Description>EUREX Short BTM (Italy)</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Long Bonds France</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GT*1</Name>
          <Description>EUREX Mid OATS (France)</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>FN*1</Name>
          <Description>EUREX OATS (France)</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Long Bonds Spain</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>IZ*1</Name>
          <Description>EUREX Euro Bono (Spain)</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Long Bonds Japan</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>JV*1</Name>
          <Description>SGX 10 Yr JGB</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>0</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>JX*1</Name>
          <Description>SGX Mini 10 Yr JGB</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>0</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Long Bonds Australia</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>YT*1</Name>
          <Description>SFE 3Yr AUS Gov Bond</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>YU*1</Name>
          <Description>SFE 10Yr AUS Gov Bond</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>YJ*1</Name>
          <Description>SFE 20Yr AUS Gov Bond</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>TYN#</Name>
          <Description>SFE 3 Yr NZ Gov Bond</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>TN#</Name>
          <Description>SFE 10 Yr NZ Gov Bond</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Long Bonds China</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>NONE_CN5</Name>
          <Description>China 5 Yr T-Bond</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>NONE_CN10</Name>
          <Description>China 10 Yr T-Bond</Description>
          <Decimals>2</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
  </Categories>
</Portfolio>