﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>XS - 10 YR INTEREST RATE SWAP FUTURE</Name>
  <Categories>
    <PortfolioCategory>
      <Name>Year 20X0</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>XSH0</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE MAR 20X0</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSM0</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE JUN 20X0</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSU0</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE SEP 20X0</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSZ0</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE DEC 20X0</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X1</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>XSH1</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE MAR 20X1</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSM1</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE JUN 20X1</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSU1</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE SEP 20X1</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSZ1</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE DEC 20X1</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X2</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>XSH2</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE MAR 20X2</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSM2</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE JUN 20X2</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSU2</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE SEP 20X2</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSZ2</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE DEC 20X2</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X3</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>XSH3</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE MAR 20X3</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSM3</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE JUN 20X3</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSU3</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE SEP 20X3</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSZ3</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE DEC 20X3</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X4</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>XSH4</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE MAR 20X4</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSM4</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE JUN 20X4</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSU4</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE SEP 20X4</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSZ4</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE DEC 20X4</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X5</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>XSH5</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE MAR 20X5</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSM5</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE JUN 20X5</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSU5</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE SEP 20X5</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSZ5</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE DEC 20X5</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X6</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>XSH6</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE MAR 20X6</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSM6</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE JUN 20X6</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSU6</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE SEP 20X6</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSZ6</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE DEC 20X6</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X7</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>XSH7</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE MAR 20X7</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSM7</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE JUN 20X7</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSU7</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE SEP 20X7</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSZ7</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE DEC 20X7</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X8</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>XSH8</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE MAR 20X8</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSM8</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE JUN 20X8</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSU8</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE SEP 20X8</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSZ8</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE DEC 20X8</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X9</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>XSH9</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE MAR 20X9</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSM9</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE JUN 20X9</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSU9</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE SEP 20X9</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>XSZ9</Name>
          <Description>10 YR INTEREST RATE SWAP FUTURE DEC 20X9</Description>
          <Decimals>4</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.0025</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
  </Categories>
</Portfolio>