﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>S1U - 7 YEAR USD INTEREST RATE SWAP FUTURE</Name>
  <Categories>
    <PortfolioCategory>
      <Name>Year 20X0</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH0</Name>
          <Description>7 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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          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 20X0</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
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          <Name>S1UU0</Name>
          <Description>7 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>S1UZ0</Name>
          <Description>7 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>S1UH1</Name>
          <Description>7 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>S1UM1</Name>
          <Description>7 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>S1UU1</Name>
          <Description>7 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>S1UZ1</Name>
          <Description>7 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>S1UH2</Name>
          <Description>7 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>S1UM2</Name>
          <Description>7 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>S1UU2</Name>
          <Description>7 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>S1UZ2</Name>
          <Description>7 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>S1UH3</Name>
          <Description>7 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>S1UM3</Name>
          <Description>7 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>S1UU3</Name>
          <Description>7 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>S1UZ3</Name>
          <Description>7 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>S1UH4</Name>
          <Description>7 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>S1UM4</Name>
          <Description>7 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>S1UU4</Name>
          <Description>7 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>S1UZ4</Name>
          <Description>7 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>S1UH5</Name>
          <Description>7 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>S1UM5</Name>
          <Description>7 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>S1UU5</Name>
          <Description>7 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>S1UZ5</Name>
          <Description>7 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>S1UH6</Name>
          <Description>7 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>S1UM6</Name>
          <Description>7 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>S1UU6</Name>
          <Description>7 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>S1UZ6</Name>
          <Description>7 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>S1UH7</Name>
          <Description>7 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>S1UM7</Name>
          <Description>7 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>S1UU7</Name>
          <Description>7 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>S1UZ7</Name>
          <Description>7 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>S1UH8</Name>
          <Description>7 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>S1UM8</Name>
          <Description>7 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>S1UU8</Name>
          <Description>7 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>S1UZ8</Name>
          <Description>7 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>S1UH9</Name>
          <Description>7 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>S1UM9</Name>
          <Description>7 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>S1UU9</Name>
          <Description>7 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>S1UZ9</Name>
          <Description>7 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>