﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>T1E - 2 YEAR EUR INTEREST RATE SWAP FUTURE</Name>
  <Categories>
    <PortfolioCategory>
      <Name>Year 20X0</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>T1EH0</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE MAR 20X0</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EM0</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE JUN 20X0</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EU0</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE SEP 20X0</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EZ0</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE DEC 20X0</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X1</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>T1EH1</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE MAR 20X1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EM1</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE JUN 20X1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EU1</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE SEP 20X1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EZ1</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE DEC 20X1</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X2</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>T1EH2</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE MAR 20X2</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EM2</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE JUN 20X2</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EU2</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE SEP 20X2</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EZ2</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE DEC 20X2</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X3</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>T1EH3</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE MAR 20X3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EM3</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE JUN 20X3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EU3</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE SEP 20X3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EZ3</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE DEC 20X3</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X4</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>T1EH4</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE MAR 20X4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EM4</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE JUN 20X4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EU4</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE SEP 20X4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EZ4</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE DEC 20X4</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X5</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>T1EH5</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE MAR 20X5</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EM5</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE JUN 20X5</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EU5</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE SEP 20X5</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EZ5</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE DEC 20X5</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X6</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>T1EH6</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE MAR 20X6</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EM6</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE JUN 20X6</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EU6</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE SEP 20X6</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EZ6</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE DEC 20X6</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X7</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>T1EH7</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE MAR 20X7</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EM7</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE JUN 20X7</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EU7</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE SEP 20X7</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EZ7</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE DEC 20X7</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X8</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>T1EH8</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE MAR 20X8</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EM8</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE JUN 20X8</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EU8</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE SEP 20X8</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EZ8</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE DEC 20X8</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 20X9</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>T1EH9</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE MAR 20X9</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EM9</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE JUN 20X9</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EU9</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE SEP 20X9</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>T1EZ9</Name>
          <Description>2 YEAR EUR INTEREST RATE SWAP FUTURE DEC 20X9</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
  </Categories>
</Portfolio>