﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>GBO - 5 YR STERLING SWAPNOTE FUTURE</Name>
  <Categories>
    <PortfolioCategory>
      <Name>Year 2016</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH16</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM16</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU16</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ16</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2017</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH17</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM17</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU17</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ17</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2018</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH18</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM18</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU18</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ18</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2019</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH19</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM19</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU19</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ19</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2020</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH20</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM20</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU20</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ20</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2021</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH21</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM21</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU21</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ21</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2022</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH22</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM22</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU22</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ22</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2023</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH23</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM23</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU23</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ23</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2024</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH24</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM24</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU24</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ24</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2025</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH25</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM25</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU25</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ25</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2026</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH26</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM26</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU26</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ26</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2027</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH27</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM27</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU27</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ27</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2028</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH28</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM28</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU28</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ28</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2029</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH29</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM29</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU29</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ29</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2030</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH30</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM30</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU30</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ30</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2031</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH31</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM31</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU31</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ31</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2032</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH32</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM32</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU32</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ32</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2033</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH33</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM33</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU33</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ33</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2033</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2034</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH34</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM34</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU34</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ34</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2034</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2035</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH35</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM35</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU35</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ35</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2035</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2036</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH36</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM36</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU36</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ36</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2036</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2037</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH37</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM37</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU37</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ37</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2037</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2038</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH38</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM38</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU38</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ38</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2038</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2039</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH39</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM39</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU39</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ39</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2039</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2040</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH40</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM40</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU40</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ40</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2040</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
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      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2041</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH41</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM41</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU41</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ41</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2041</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
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      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2042</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH42</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM42</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU42</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ42</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2042</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
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      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2043</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH43</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM43</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU43</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ43</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2043</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
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      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2044</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH44</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM44</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU44</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ44</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2044</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
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      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2045</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH45</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM45</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU45</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ45</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2045</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
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      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2046</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH46</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM46</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU46</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ46</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2046</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
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      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2047</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH47</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM47</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU47</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ47</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
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      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2048</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH48</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM48</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU48</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ48</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
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      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2049</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH49</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM49</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU49</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ49</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2050</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>GBOH50</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE MAR 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOM50</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE JUN 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOU50</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE SEP 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>GBOZ50</Name>
          <Description>5 YR STERLING SWAPNOTE FUTURE DEC 2050</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.01</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
  </Categories>
</Portfolio>