v3.26.1
Note 5 - Derivative Financial Instruments (Tables)
6 Months Ended
Jun. 30, 2026
Notes Tables  
Schedule of Derivative Instruments [Table Text Block]

 

 

Derivatives Not Designated as Hedging Instruments

 

 

Number of Contracts

 

 

Assets (1)

 

 

Liabilities

 

 

Long Exposure

 

 

Short Exposure

 

June 30, 2026

 

Interest rate futures

 

 

 

6

 

 

$

625,196

 

 

$

 

 

$

 

 

$

45,174,000

 

Derivative Instruments, Gain (Loss) [Table Text Block]

 

 

 

 

 

 

 

 

Net Change in Unrealized

 

 

 

Derivatives Not Designated

 

Net Realized Gains (Losses)

 

 

Appreciation (Depreciation)

 

 

 

as Hedging Instruments

 

on Derivative Instruments

 

 

on Derivative Instruments (2)

 

June 30, 2026

 

Interest rate futures

 

$

 

 

$

625,196