
| Future |
Weight |
Contracts |
| Spdr S&P 500 (spy) Swap Deutsche Bank AG |
NA% |
674,749 |
| S&P 500 E-mini Future 06/21/13 |
NA% |
6,867 |
| S&P 500 Index Swap Deutsche Bank AG |
NA% |
276,922 |
| Spdr S&P 500 (spy) Swap Goldman Sachs International |
NA% |
388,462 |
| S&P 500 Index Swap Morgan Stanley & CO. International Plc |
NA% |
260,741 |
| S&P 500 Index Swap Ubs AG |
NA% |
170,162 |
| S&P 500 Index Swap Credit Suisse International |
NA% |
125,965 |
| S&P 500 Index Swap Societe Generale |
NA% |
125,086 |
| S&P 500 Index Swap Goldman Sachs International |
NA% |
63,854 |
| S&P 500 Index Swap Merrill Lynch International |
NA% |
38,402 |
|