﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>@N1 - 10 YEAR USD INTEREST RATE SWAP FUTURE</Name>
  <Categories>
    <PortfolioCategory>
      <Name>Year 20X0</Name>
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        <PortfolioSymbol>
          <Name>@N1H0</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE MAR 20X0</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
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          <Name>@N1M0</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE JUN 20X0</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1U0</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE SEP 20X0</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
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          <Name>@N1Z0</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE DEC 20X0</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X1</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>@N1H1</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE MAR 20X1</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1M1</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE JUN 20X1</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1U1</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE SEP 20X1</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1Z1</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE DEC 20X1</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X2</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>@N1H2</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE MAR 20X2</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1M2</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE JUN 20X2</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1U2</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE SEP 20X2</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1Z2</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE DEC 20X2</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X3</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>@N1H3</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE MAR 20X3</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1M3</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE JUN 20X3</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1U3</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE SEP 20X3</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1Z3</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE DEC 20X3</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X4</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>@N1H4</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE MAR 20X4</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1M4</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE JUN 20X4</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1U4</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE SEP 20X4</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1Z4</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE DEC 20X4</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X5</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>@N1H5</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE MAR 20X5</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1M5</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE JUN 20X5</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1U5</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE SEP 20X5</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1Z5</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE DEC 20X5</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X6</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>@N1H6</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE MAR 20X6</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1M6</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE JUN 20X6</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1U6</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE SEP 20X6</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1Z6</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE DEC 20X6</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X7</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>@N1H7</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE MAR 20X7</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1M7</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE JUN 20X7</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1U7</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE SEP 20X7</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1Z7</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE DEC 20X7</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X8</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>@N1H8</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE MAR 20X8</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1M8</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE JUN 20X8</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1U8</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE SEP 20X8</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1Z8</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE DEC 20X8</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X9</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>@N1H9</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE MAR 20X9</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1M9</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE JUN 20X9</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1U9</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE SEP 20X9</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>@N1Z9</Name>
          <Description>10 YEAR USD INTEREST RATE SWAP FUTURE DEC 20X9</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
  </Categories>
</Portfolio>