﻿<?xml version="1.0" encoding="UTF-8"?>
<Portfolio>
  <Name>S1U - 7 YEAR USD INTEREST RATE SWAP FUTURE</Name>
  <Categories>
    <PortfolioCategory>
      <Name>Year 2016</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH16</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE MAR 2016</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UM16</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 2016</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UU16</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE SEP 2016</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UZ16</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE DEC 2016</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2017</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH17</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE MAR 2017</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UM17</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 2017</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UU17</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE SEP 2017</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UZ17</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE DEC 2017</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2018</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH18</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE MAR 2018</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UM18</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 2018</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UU18</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE SEP 2018</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UZ18</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE DEC 2018</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2019</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH19</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE MAR 2019</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UM19</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 2019</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UU19</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE SEP 2019</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UZ19</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE DEC 2019</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2020</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH20</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE MAR 2020</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UM20</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 2020</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UU20</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE SEP 2020</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UZ20</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE DEC 2020</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2021</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH21</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE MAR 2021</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UM21</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 2021</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UU21</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE SEP 2021</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UZ21</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE DEC 2021</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2022</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH22</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE MAR 2022</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UM22</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 2022</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UU22</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE SEP 2022</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UZ22</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE DEC 2022</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2023</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH23</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE MAR 2023</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UM23</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 2023</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UU23</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE SEP 2023</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UZ23</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE DEC 2023</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2024</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH24</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE MAR 2024</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UM24</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 2024</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UU24</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE SEP 2024</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UZ24</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE DEC 2024</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2025</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH25</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE MAR 2025</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UM25</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 2025</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UU25</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE SEP 2025</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UZ25</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE DEC 2025</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2026</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH26</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE MAR 2026</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UM26</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 2026</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UU26</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE SEP 2026</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UZ26</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE DEC 2026</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2027</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH27</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE MAR 2027</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UM27</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 2027</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UU27</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE SEP 2027</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UZ27</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE DEC 2027</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2028</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH28</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE MAR 2028</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UM28</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 2028</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UU28</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE SEP 2028</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UZ28</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE DEC 2028</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2029</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH29</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE MAR 2029</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UM29</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 2029</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UU29</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE SEP 2029</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UZ29</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE DEC 2029</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2030</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH30</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE MAR 2030</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UM30</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 2030</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UU30</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE SEP 2030</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UZ30</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE DEC 2030</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2031</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH31</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE MAR 2031</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UM31</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 2031</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UU31</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE SEP 2031</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UZ31</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE DEC 2031</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
      </Symbols>
    </PortfolioCategory>
    <PortfolioCategory>
      <Name>Year 2032</Name>
      <Symbols>
        <PortfolioSymbol>
          <Name>S1UH32</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE MAR 2032</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UM32</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE JUN 2032</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
          <TickSize>0.01563</TickSize>
        </PortfolioSymbol>
        <PortfolioSymbol>
          <Name>S1UU32</Name>
          <Description>7 YEAR USD INTEREST RATE SWAP FUTURE SEP 2032</Description>
          <Decimals>6</Decimals>
          <PipSize>2</PipSize>
          <PipFraction>2</PipFraction>
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