﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>N1E - 10 YEAR EUR INTEREST RATE SWAP FUTURE</Name>
  <Categories>
    <PortfolioCategory>
      <Name>Year 2016</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>N1EH16</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EM16</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU16</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EZ16</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2016</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2017</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>N1EH17</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EM17</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU17</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EZ17</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2017</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2018</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>N1EH18</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EM18</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU18</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EZ18</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2018</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2019</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>N1EH19</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EM19</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU19</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EZ19</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2019</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2020</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>N1EH20</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EM20</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU20</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EZ20</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2020</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2021</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>N1EH21</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EM21</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU21</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EZ21</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2021</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2022</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>N1EH22</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EM22</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU22</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EZ22</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2022</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2023</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>N1EH23</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EM23</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU23</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EZ23</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2023</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2024</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>N1EH24</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EM24</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU24</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EZ24</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2024</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2025</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>N1EH25</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EM25</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU25</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EZ25</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2025</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2026</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>N1EH26</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EM26</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU26</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EZ26</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2026</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2027</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>N1EH27</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EM27</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU27</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EZ27</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2027</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2028</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>N1EH28</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EM28</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU28</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EZ28</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2028</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2029</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>N1EH29</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EM29</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU29</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EZ29</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2029</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2030</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>N1EH30</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EM30</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU30</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EZ30</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2030</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2031</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>N1EH31</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EM31</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU31</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EZ31</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2031</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2032</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>N1EH32</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EM32</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU32</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2032</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EZ32</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2032</Description>
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    <PortfolioCategory>
      <Name>Year 2033</Name>
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          <Name>N1EH33</Name>
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          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>N1EU33</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2033</Description>
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          <PipSize>2</PipSize>
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    <PortfolioCategory>
      <Name>Year 2034</Name>
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        <PortfolioSymbol>
          <Name>N1EH34</Name>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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      <Name>Year 2035</Name>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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    <PortfolioCategory>
      <Name>Year 2036</Name>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    <PortfolioCategory>
      <Name>Year 2037</Name>
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          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <TickSize>0.005</TickSize>
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    <PortfolioCategory>
      <Name>Year 2038</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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    <PortfolioCategory>
      <Name>Year 2039</Name>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <TickSize>0.005</TickSize>
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    <PortfolioCategory>
      <Name>Year 2040</Name>
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          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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    <PortfolioCategory>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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    <PortfolioCategory>
      <Name>Year 2042</Name>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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    <PortfolioCategory>
      <Name>Year 2043</Name>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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    <PortfolioCategory>
      <Name>Year 2044</Name>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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    <PortfolioCategory>
      <Name>Year 2045</Name>
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          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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    <PortfolioCategory>
      <Name>Year 2046</Name>
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          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
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          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
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        <PortfolioSymbol>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
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    <PortfolioCategory>
      <Name>Year 2047</Name>
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          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
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        <PortfolioSymbol>
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          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2047</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
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        <PortfolioSymbol>
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          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2047</Description>
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          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2048</Name>
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          <Name>N1EH48</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>N1EM48</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>N1EU48</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE SEP 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
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          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE DEC 2048</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2049</Name>
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          <Name>N1EH49</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE MAR 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
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        <PortfolioSymbol>
          <Name>N1EM49</Name>
          <Description>10 YEAR EUR INTEREST RATE SWAP FUTURE JUN 2049</Description>
          <Decimals>3</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>1</PipFraction>
          <TickSize>0.005</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>N1EU49</Name>
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