﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>B1U - 30 YEAR USD INTEREST RATE SWAP FUTURE</Name>
  <Categories>
    <PortfolioCategory>
      <Name>Year 2016</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>B1UH16</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2016</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UM16</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2016</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UU16</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2016</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UZ16</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2016</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2017</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>B1UH17</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2017</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UM17</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2017</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UU17</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2017</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UZ17</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2017</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2018</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>B1UH18</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2018</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UM18</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2018</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UU18</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2018</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UZ18</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2018</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2019</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>B1UH19</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2019</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UM19</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2019</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UU19</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2019</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UZ19</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2019</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2020</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>B1UH20</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2020</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UM20</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2020</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UU20</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2020</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UZ20</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2020</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2021</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>B1UH21</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2021</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UM21</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2021</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UU21</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2021</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UZ21</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2021</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2022</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>B1UH22</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2022</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UM22</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2022</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UU22</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2022</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UZ22</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2022</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2023</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>B1UH23</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2023</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UM23</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2023</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UU23</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2023</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UZ23</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2023</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2024</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>B1UH24</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2024</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UM24</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2024</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UU24</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2024</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UZ24</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2024</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2025</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>B1UH25</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2025</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UM25</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2025</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UU25</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2025</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UZ25</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2025</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2026</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>B1UH26</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2026</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UM26</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2026</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UU26</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2026</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UZ26</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2026</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2027</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>B1UH27</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2027</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UM27</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2027</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UU27</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2027</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UZ27</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2027</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2028</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>B1UH28</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2028</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UM28</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2028</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UU28</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2028</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UZ28</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2028</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2029</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>B1UH29</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2029</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UM29</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2029</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UU29</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2029</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UZ29</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2029</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2030</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>B1UH30</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2030</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UM30</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2030</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UU30</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2030</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UZ30</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2030</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2031</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>B1UH31</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2031</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UM31</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2031</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UU31</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2031</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UZ31</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2031</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2032</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>B1UH32</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2032</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UM32</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2032</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>B1UU32</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2032</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2032</Description>
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      <Name>Year 2033</Name>
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        <PortfolioSymbol>
          <Name>B1UH33</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2033</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
          <Name>B1UU33</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2033</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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          <PipSize>2</PipSize>
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    <PortfolioCategory>
      <Name>Year 2034</Name>
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        <PortfolioSymbol>
          <Name>B1UH34</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2034</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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      <Name>Year 2035</Name>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2035</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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    <PortfolioCategory>
      <Name>Year 2036</Name>
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          <PipSize>2</PipSize>
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          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
          <Name>B1UU36</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2036</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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    <PortfolioCategory>
      <Name>Year 2037</Name>
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        <PortfolioSymbol>
          <Name>B1UH37</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2037</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
          <Name>B1UM37</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2037</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
          <Name>B1UU37</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2037</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
          <Name>B1UZ37</Name>
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          <PipSize>2</PipSize>
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    <PortfolioCategory>
      <Name>Year 2038</Name>
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        <PortfolioSymbol>
          <Name>B1UH38</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2038</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
          <Name>B1UM38</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2038</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
          <Name>B1UU38</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2038</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2038</Description>
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          <PipSize>2</PipSize>
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    <PortfolioCategory>
      <Name>Year 2039</Name>
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        <PortfolioSymbol>
          <Name>B1UH39</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2039</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
          <Name>B1UM39</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2039</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
          <Name>B1UU39</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2039</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2039</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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    <PortfolioCategory>
      <Name>Year 2040</Name>
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        <PortfolioSymbol>
          <Name>B1UH40</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2040</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2040</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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    <PortfolioCategory>
      <Name>Year 2041</Name>
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        <PortfolioSymbol>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2041</Description>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2041</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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    <PortfolioCategory>
      <Name>Year 2042</Name>
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        <PortfolioSymbol>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2042</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2042</Description>
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          <PipSize>2</PipSize>
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          <PipSize>2</PipSize>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2042</Description>
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          <PipSize>2</PipSize>
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    <PortfolioCategory>
      <Name>Year 2043</Name>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2043</Description>
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          <PipSize>2</PipSize>
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          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2043</Description>
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          <PipSize>2</PipSize>
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    <PortfolioCategory>
      <Name>Year 2044</Name>
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        <PortfolioSymbol>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2044</Description>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2044</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2044</Description>
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          <PipSize>2</PipSize>
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      <Name>Year 2045</Name>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2045</Description>
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          <PipSize>2</PipSize>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2045</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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          <PipSize>2</PipSize>
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    <PortfolioCategory>
      <Name>Year 2046</Name>
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          <Name>B1UH46</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2046</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2046</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2046</Description>
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          <PipSize>2</PipSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2047</Name>
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          <Name>B1UH47</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2047</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2047</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
          <Name>B1UU47</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2047</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2047</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
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    <PortfolioCategory>
      <Name>Year 2048</Name>
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        <PortfolioSymbol>
          <Name>B1UH48</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2048</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
          <Name>B1UM48</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE JUN 2048</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
          <Name>B1UU48</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE SEP 2048</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
          <Name>B1UZ48</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE DEC 2048</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2049</Name>
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        <PortfolioSymbol>
          <Name>B1UH49</Name>
          <Description>30 YEAR USD INTEREST RATE SWAP FUTURE MAR 2049</Description>
          <Decimals>5</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.03125</TickSize>
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        <PortfolioSymbol>
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