﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>Swap Futures</Name>
  <Categories>
    <PortfolioCategory>
      <Name>ICE Europe</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>VX*1</Name>
          <Description>2 Yr USD SwapNote </Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VY*1</Name>
          <Description>5 Yr USD SwapNote</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VZ*1</Name>
          <Description>10 Yr USD SwapNote </Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>RW*1</Name>
          <Description>30 Yr USD SwapNote </Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBW#</Name>
          <Description>2 Yr GBP SwapNote </Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBO#</Name>
          <Description>5 Yr GBP SwapNote </Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBQ#</Name>
          <Description>10 Yr GBP SwapNote </Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GB3#</Name>
          <Description>30 Yr GBP SwapNote </Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VW*1</Name>
          <Description>2 Yr EUR SwapNote </Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VF*1</Name>
          <Description>5 Yr EUR SwapNote </Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>VT*1</Name>
          <Description>10 Yr EUR SwapNote </Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>CE3*1</Name>
          <Description>30 Yr EUR SwapNote </Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>CBOT Swap Futures</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>RD*1</Name>
          <Description>2 Yr USD Int Rate Swap</Description>
          <Decimals>7</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>3</PipFraction>
          <TickSize>0.0078125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>RH*1</Name>
          <Description>5 Yr USD Int Rate Swap</Description>
          <Decimals>7</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>3</PipFraction>
          <TickSize>0.0078125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>SA*1</Name>
          <Description>7 Yr USD Int Rate Swap</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.015625</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>RQ*1</Name>
          <Description>10 Yr USD Int Rate Swap</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.015625</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>SR*1</Name>
          <Description>20 Yr USD Int Rate Swap</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>RW*1</Name>
          <Description>30 Yr USD Int Rate Swap</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>M0*1</Name>
          <Description>2 Yr EUR Int Rate Swap</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>M1*1</Name>
          <Description>5 Yr EUR Int Rate Swap</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>M2*1</Name>
          <Description>10 Yr EUR Int Rate Swap</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
  </Categories>
</Portfolio>