Daily Activity Summary for tpSEF Inc.

Batch DateAsset ClassTradeable InstrumentDescriptionOpening PriceTrade HighTradeLowClosing PriceNum of TradesTotal Notional Value
2017-02-20CU11D_USD_CAD_A_FXO_0.1988_FXO11D_USD_CAD_A_FXO_0.1988_FXO0.15725270.15725270.15725270.1572527130000000
2017-02-20CU18D_USD_CAD_A_FXO_0.2628_FXO18D_USD_CAD_A_FXO_0.2628_FXO0.28457650.28457650.28457650.2845765130000000
2017-02-20CU1D_USD_JPY_A_FXO_0.4671_FXO1D_USD_JPY_A_FXO_0.4671_FXO0.16957290.16957290.16957290.1695729130000000
2017-02-20CU1W_AUD_USD_B_FXO_-0.7054_FXO1W_AUD_USD_B_FXO_-0.7054_FXO0.64592850.64592850.64592850.6459285111600000
2017-02-20CU1W_AUD_USD_B_FXO_0.2946_FXO1W_AUD_USD_B_FXO_0.2946_FXO0.16292850.16292850.16292850.1629285128400000
2017-02-20CU22D_USD_BRL_A_FXO_0.4662_FXO22D_USD_BRL_A_FXO_0.4662_FXO1.1408491.1408491.1408491.140849150000000
2017-02-20CU3D_USD_CNH_A_FXO_-0.4374_FXO3D_USD_CNH_A_FXO_-0.4374_FXO0.11032110.11032110.11032110.1103211130000000
2017-02-20CU3W_USD_RUB_A_FXO_-0.4354_FXO3W_USD_RUB_A_FXO_-0.4354_FXO0.98744540.98744540.98744540.9874454110000000
2017-02-20CU8D_EUR_USD_B_FXO_0.3552_FXO8D_EUR_USD_B_FXO_0.3552_FXO0.27246140.27246140.27246140.2724614150000000
2017-02-20CUNDF.USD.BRL.2D.S.BNDF.USD.BRL.2D.S.B3.08923.08923.08923.0892124000000
2017-02-20CUNDF.USD.BRL.60D.S.BNDF.USD.BRL.60D.S.B3.1573.1573.1573.1571100000000
2017-02-20CUNDF.USD.BRL.BMF1.S.BNDF.USD.BRL.BMF1.S.B3.105693.105693.09123.092112453000000
2017-02-20CUNDF.USD.BRL.BMF2.S.BNDF.USD.BRL.BMF2.S.B3.12973.12973.12163.121653280000000
2017-02-20CUNDF.USD.BRL.TOM.S.BNDF.USD.BRL.TOM.S.B3.08793.08793.08793.0879240000000
2017-02-20CUNDF.USD.CNY.1M.S.BNDF.USD.CNY.1M.S.B6.8936.8936.8936.89315000000
2017-02-20CUNDF.USD.IDR.1D.S.BNDF.USD.IDR.1D.S.B13355.013355.013355.013355.0119000000
2017-02-20CUNDF.USD.IDR.1W.S.BNDF.USD.IDR.1W.S.B13361.013361.013361.013361.014000000
2017-02-20CUNDF.USD.IDR.4D.S.BNDF.USD.IDR.4D.S.B13362.013362.013362.013362.0119000000
2017-02-20CUNDF.USD.INR.1M.S.BNDF.USD.INR.1M.S.B67.162167.162167.162167.1621212000000
2017-02-20CUNDF.USD.KRW.1D.FWD.1M.S.BNDF.USD.KRW.1D.FWD.1M.S.B1147.511147.511145.511145.51371000000
2017-02-20CUNDF.USD.KRW.TOM.S.BNDF.USD.KRW.TOM.S.B1147.931147.931145.931145.93371000000
2017-02-20CUNDF.USD.PEN.1M.S.BNDF.USD.PEN.1M.S.B3.26223.26223.26223.262213300000
2017-02-20CUNDF.USD.PEN.TOM.S.BNDF.USD.PEN.TOM.S.B3.25253.25253.25253.252513300000
2017-02-20CUNDF.USD.PHP.1M.S.BNDF.USD.PHP.1M.S.B50.5350.5350.5350.5315000000
2017-02-20CUNDF.USD.RUB.14D.S.BNDF.USD.RUB.14D.S.B58.558.558.558.5110000000
2017-02-20CUNDF.USD.RUB.15D.S.BNDF.USD.RUB.15D.S.B58.487558.487558.487558.4875111000000
2017-02-20CUNDF.USD.RUB.1D.S.BNDF.USD.RUB.1D.S.B58.1558.1558.1558.15236000000
2017-02-20CUNDF.USD.RUB.54D.S.BNDF.USD.RUB.54D.S.B59.3159.3159.3159.31110000000
2017-02-20CUNDF.USD.RUB.9D.S.BNDF.USD.RUB.9D.S.B58.37358.37358.37358.373125000000
2017-02-20CUNDF.USD.TWD.1D.FWD.1M.S.BNDF.USD.TWD.1D.FWD.1M.S.B30.7430.7530.7430.75245000000
2017-02-20CUNDF.USD.TWD.1D.S.BNDF.USD.TWD.1D.S.B30.8230.8230.8230.82110000000
2017-02-20CUNDF.USD.TWD.1M.S.BNDF.USD.TWD.1M.S.B30.77330.77330.77330.773321000000
2017-02-20CUNDF.USD.TWD.1W.S.BNDF.USD.TWD.1W.S.B30.8130.8130.8130.81110000000
2017-02-20CUNDF.USD.TWD.4D.S.BNDF.USD.TWD.4D.S.B30.80530.80530.80530.805120000000
2017-02-20CUNDF.USD.TWD.56D.S.BNDF.USD.TWD.56D.S.B30.64730.64730.64730.647245000000
2017-02-20CUNDF.USD.TWD.5D.S.BNDF.USD.TWD.5D.S.B30.80430.80430.80430.804120000000
2017-02-20CUNDF.USD.TWD.9D.S.BNDF.USD.TWD.9D.S.B30.79630.79930.79630.799220000000
2017-02-20CUUSDIDR20170223-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-02-2313356.57013356.57013356.57013356.57016000000
2017-02-20CUUSDIDR20170227-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-02-2713362.86013362.86013362.86013362.86036000000
2017-02-20CUUSDIDR20170228-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-02-2813364.43013364.43013364.43013364.43014000000
2017-02-20CUUSDIDR20170302-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-03-0213367.47013367.47013367.47013367.470514000000
2017-02-20CUUSDIDR20170303-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-03-0313368.95013368.95013368.95013368.950316000000
2017-02-20CUUSDIDR20170306-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-03-0613373.37013373.37013373.37013373.37022000000
2017-02-20CUUSDIDR20170307-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-03-0713374.85013374.85013374.85013374.85012000000
2017-02-20CUUSDIDR20170310-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-03-1013379.28013379.28013379.28013379.280219000000
2017-02-20CUUSDIDR20170313-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-03-1313383.71013383.71013383.71013383.710518000000
2017-02-20CUUSDIDR20170314-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-03-1413385.18013385.18013385.18013385.18045000000
2017-02-20CUUSDIDR20170315-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-03-1513386.66013386.66013386.66013386.66018000000
2017-02-20CUUSDIDR20170316-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-03-1613388.14013388.14013388.14013388.140740000000
2017-02-20CUUSDIDR20170317-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-03-1713389.61013389.61013389.61013389.610634000000
2017-02-20CUUSDIDR20170320-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-03-2013394.04013394.04013394.04013394.040223000000
2017-02-20CUUSDIDR20170321-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-03-2113395.52013395.52013395.52013395.52034000000
2017-02-20CUUSDIDR20170323-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-03-2313398.59013398.59013398.59013398.590312000000
2017-02-20CUUSDIDR20170324-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-03-2413400.17013400.17013400.17013400.17011000000
2017-02-20CUUSDIDR20170420-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-04-2013443.05013443.05013443.05013443.05015000000
2017-02-20CUUSDIDR20170425-R3703Non Deliverable Forward Indonesian Rupiah - Value Date 2017-04-2513451.00013451.00013451.00013451.000215000000
2017-02-20CUUSDKRW20170223-R3704Non Deliverable Forward South Korean Won - Value Date 2017-02-231147.2811147.2811147.2811147.28112000000
2017-02-20CUUSDKRW20170224-R3704Non Deliverable Forward South Korean Won - Value Date 2017-02-241147.2621147.2621147.2621147.26217000000
2017-02-20CUUSDKRW20170228-R3704Non Deliverable Forward South Korean Won - Value Date 2017-02-281147.1871147.1871147.1871147.18712000000
2017-02-20CUUSDKRW20170302-R3704Non Deliverable Forward South Korean Won - Value Date 2017-03-021147.1501147.1501147.1501147.15026000000
2017-02-20CUUSDKRW20170309-R3704Non Deliverable Forward South Korean Won - Value Date 2017-03-091147.0271147.0271147.0271147.027572000000
2017-02-20CUUSDKRW20170310-R3704Non Deliverable Forward South Korean Won - Value Date 2017-03-101147.0101147.0101147.0101147.01027000000
2017-02-20CUUSDKRW20170313-R3704Non Deliverable Forward South Korean Won - Value Date 2017-03-131146.9571146.9571146.9571146.95739000000
2017-02-20CUUSDKRW20170314-R3704Non Deliverable Forward South Korean Won - Value Date 2017-03-141146.9401146.9401146.9401146.940313000000
2017-02-20CUUSDKRW20170315-R3704Non Deliverable Forward South Korean Won - Value Date 2017-03-151146.9221146.9221146.9221146.922542000000
2017-02-20CUUSDKRW20170316-R3704Non Deliverable Forward South Korean Won - Value Date 2017-03-161146.9051146.9051146.9051146.905367000000
2017-02-20CUUSDKRW20170317-R3704Non Deliverable Forward South Korean Won - Value Date 2017-03-171146.8871146.8871146.8871146.887592000000
2017-02-20CUUSDKRW20170321-R3704Non Deliverable Forward South Korean Won - Value Date 2017-03-211146.8171146.8171146.8171146.817475000000
2017-02-20CUUSDKRW20170322-R3704Non Deliverable Forward South Korean Won - Value Date 2017-03-221146.8001146.8001146.8001146.800560000000
2017-02-20CUUSDKRW20170324-R3704Non Deliverable Forward South Korean Won - Value Date 2017-03-241146.7641146.7641146.7641146.764110000000
2017-02-20CUUSDKRW20170330-R3704Non Deliverable Forward South Korean Won - Value Date 2017-03-301146.6571146.6571146.6571146.657110000000
2017-02-20CUUSDKRW20170331-R3704Non Deliverable Forward South Korean Won - Value Date 2017-03-311146.6391146.6391146.6391146.639115000000
2017-02-20CUUSDKRW20170404-R3704Non Deliverable Forward South Korean Won - Value Date 2017-04-041146.5681146.5681146.5681146.568110000000
2017-02-20CUUSDPHP20170222-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-02-2250.251450.251450.251450.251425000000
2017-02-20CUUSDPHP20170223-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-02-2350.272850.272850.272850.272811000000
2017-02-20CUUSDPHP20170224-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-02-2450.294250.294250.294250.294211000000
2017-02-20CUUSDPHP20170227-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-02-2750.358550.358550.358550.358522000000
2017-02-20CUUSDPHP20170228-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-02-2850.380050.380050.380050.3800221000000
2017-02-20CUUSDPHP20170301-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-03-0150.388150.388150.388150.3881110000000
2017-02-20CUUSDPHP20170302-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-03-0250.396250.396250.396250.396214000000
2017-02-20CUUSDPHP20170306-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-03-0650.428550.428550.428550.4285110000000
2017-02-20CUUSDPHP20170308-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-03-0850.444750.444750.444750.444711000000
2017-02-20CUUSDPHP20170309-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-03-0950.452850.452850.452850.4528319000000
2017-02-20CUUSDPHP20170310-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-03-1050.460950.460950.460950.460911000000
2017-02-20CUUSDPHP20170313-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-03-1350.485250.485250.485250.485233000000
2017-02-20CUUSDPHP20170314-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-03-1450.493350.493350.493350.4933416000000
2017-02-20CUUSDPHP20170315-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-03-1550.501450.501450.501450.5014517000000
2017-02-20CUUSDPHP20170316-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-03-1650.509550.509550.509550.509511000000
2017-02-20CUUSDPHP20170317-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-03-1750.517650.517650.517650.5176314000000
2017-02-20CUUSDPHP20170321-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-03-2150.550050.550050.550050.550036000000
2017-02-20CUUSDPHP20170322-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-03-2250.555850.555850.555850.5558428000000
2017-02-20CUUSDPHP20170406-R3705Non Deliverable Forward Philippine Peso - Value Date 2017-04-0650.642850.642850.642850.642811000000
2017-02-20CUUSDTWD20170223-R3706Non Deliverable Forward Taiwan New Dollar - Value Date 2017-02-2330.799330.799330.799330.7993113000000
2017-02-20CUUSDTWD20170301-R3706Non Deliverable Forward Taiwan New Dollar - Value Date 2017-03-0130.795030.795030.795030.795022000000
2017-02-20CUUSDTWD20170315-R3706Non Deliverable Forward Taiwan New Dollar - Value Date 2017-03-1530.765030.765030.765030.7650115000000
2017-02-20CUUSDTWD20170316-R3706Non Deliverable Forward Taiwan New Dollar - Value Date 2017-03-1630.762830.762830.762830.762815000000
2017-02-20CUUSDTWD20170320-R3706Non Deliverable Forward Taiwan New Dollar - Value Date 2017-03-2030.754330.754330.754330.754327000000
2017-02-20CUUSDTWD20170321-R3706Non Deliverable Forward Taiwan New Dollar - Value Date 2017-03-2130.752130.752130.752130.7521421000000
2017-02-20CUUSDTWD20170322-R3706Non Deliverable Forward Taiwan New Dollar - Value Date 2017-03-2230.750030.750030.750030.7500325000000
2017-02-20CUUSDTWD20170324-R3706Non Deliverable Forward Taiwan New Dollar - Value Date 2017-03-2430.746430.746430.746430.746424000000
2017-02-20CUUSDTWD20170405-R3706Non Deliverable Forward Taiwan New Dollar - Value Date 2017-04-0530.724530.724530.724530.724511000000
2017-02-20CUUSDTWD20170406-R3706Non Deliverable Forward Taiwan New Dollar - Value Date 2017-04-0630.722730.722730.722730.722712000000
2017-02-20CUUSDTWD20170425-R3706Non Deliverable Forward Taiwan New Dollar - Value Date 2017-04-2530.687730.687730.687730.687713000000
2017-02-20IR10Y ANN/6s PLN IRS10Y ANN/6s PLN IRS0.030450.030450.030450.03045120000000
2017-02-20IR1Y_BY_6M_GBP-LIBOR_D0_Straddle1Y_BY_6M_GBP-LIBOR_D0_Straddle0.02550.02550.02550.0255150000000
2017-02-20IR5Y ANN/6s PLN IRS5Y ANN/6s PLN IRS0.025950.025950.025950.02595137000000
2017-02-20IRAUD.3Y.3M.MAR17.EFPAUD.3Y.3M.MAR17.EFP0.0214750.0214750.0213750.0213752300000000
2017-02-20IRHKD.5Y.3M.3M.+1D.S.LLHKD.5Y.3M.3M.+1D.S.LL0.020650.020650.020650.020651164000000
2017-02-20IRIDR.USD.2Y.ifx.NDIRX.S.BIDR.USD.2Y.ifx.NDIRX.S.B0.0750.0750.0750.075110000000
2017-02-20IRIRS_20170313_3M_JPY-LIBOR-BBA-0.01610-0.01610-0.01610-0.0161012000000000
2017-02-20IRIRS_20170315_3M_JPY-LIBOR-BBA-0.01560-0.01560-0.01560-0.01560111000000000
2017-02-20IRIRS_20170315_6M_JPY-LIBOR-BBA0.0263000.0263000.0263000.0263001160000000000
2017-02-20IRIRS_20170316_6M_JPY-LIBOR-BBA0.0266000.0266000.0266000.026600176000000000
2017-02-20IRIRS_20170317_3M_JPY-LIBOR-BBA-0.01480-0.01480-0.01480-0.0148013000000000
2017-02-20IRIRS_20170317_6M_JPY-LIBOR-BBA0.0266000.0266000.0266000.026600184000000000
2017-02-20IRIRS_20170323_3M_JPY-LIBOR-BBA-0.01350-0.01350-0.01350-0.0135012000000000
2017-02-20IRIRS_20170324_3M_JPY-LIBOR-BBA-0.01290-0.01290-0.01290-0.0129014000000000
2017-02-20IRIRS_20170403_3M_JPY-LIBOR-BBA-0.01060-0.01060-0.01060-0.0106014000000000
2017-02-20IRIRS_20170404_3M_JPY-LIBOR-BBA-0.01030-0.01030-0.01030-0.0103014000000000
2017-02-20IRIRS_20170426_3M_JPY-LIBOR-BBA-0.00390-0.00390-0.00390-0.0039014000000000
2017-02-20IRIRS_20170508_6M_JPY-LIBOR-BBA0.0325000.0325000.0325000.03250013000000000
2017-02-20IRIRS_20170512_6M_JPY-LIBOR-BBA0.0331000.0331000.0331000.033100113000000000
2017-02-20IRIRS_20170516_6M_JPY-LIBOR-BBA0.0335000.0335000.0335000.03350017000000000
2017-02-20IRIRS_20170519_6M_JPY-LIBOR-BBA0.0340000.0340000.0340000.03400014000000000
2017-02-20IRIRS_20170524_6M_JPY-LIBOR-BBA0.0345000.0345000.0345000.03450014000000000
2017-02-20IRIRS_20170605_3M_JPY-LIBOR-BBA0.0068000.0068000.0068000.006800273000000000
2017-02-20IRIRS_20170613_6M_JPY-LIBOR-BBA0.0370000.0370000.0370000.03700027000000000
2017-02-20IRIRS_20170614_6M_JPY-LIBOR-BBA0.0371000.0371000.0371000.037100153000000000
2017-02-20IRIRS_20170616_3M_JPY-LIBOR-BBA0.0093000.0093000.0093000.009300173000000000
2017-02-20IRIRS_20170616_6M_JPY-LIBOR-BBA0.0375000.0375000.0375000.037500153000000000
2017-02-20IRIRS_20170627_3M_JPY-LIBOR-BBA0.0111000.0111000.0111000.011100184000000000
2017-02-20IRIRS_20170629_3M_JPY-LIBOR-BBA0.0115000.0115000.0115000.011500183000000000
2017-02-20IRIRS_20170630_3M_JPY-LIBOR-BBA0.0116000.0116000.0116000.011600175000000000
2017-02-20IRIRS_20170704_6M_JPY-LIBOR-BBA0.0396000.0396000.0396000.03960018000000000
2017-02-20IRIRS_20170719_6M_JPY-LIBOR-BBA0.0413000.0413000.0413000.041300162000000000
2017-02-20IRIRS_20170720_6M_JPY-LIBOR-BBA0.0415000.0415000.0415000.041500174000000000
2017-02-20IRIRS_20170727_3M_JPY-LIBOR-BBA0.0158000.0158000.0158000.015800180000000000
2017-02-20IRIRS_20170807_3M_JPY-LIBOR-BBA0.0172000.0172000.0172000.0172001162000000000
2017-02-20IRIRS_20170808_6M_JPY-LIBOR-BBA0.0434000.0434000.0434000.043400141000000000
2017-02-20IRIRS_20170814_3M_JPY-LIBOR-BBA0.0180000.0180000.0180000.018000155000000000
2017-02-20IRIRS_20170815_6M_JPY-LIBOR-BBA0.0441000.0441000.0441000.044100195000000000
2017-02-20IRIRS_20170901_6M_JPY-LIBOR-BBA0.0455000.0455000.0455000.045500139000000000
2017-02-20IRIRS_20170920_6M_JPY-LIBOR-BBA0.0469000.0469000.0469000.0469003137000000000
2017-02-20IRIRS_20170928_6M_JPY-LIBOR-BBA0.0474000.0474000.0474000.047400110000000000
2017-02-20IRIRS_20171030_6M_JPY-LIBOR-BBA0.0490000.0490000.0490000.049000113000000000
2017-02-20IRIRS_20171110_6M_JPY-LIBOR-BBA0.0495000.0495000.0495000.049500136000000000
2017-02-20IRJPY.2Y.3M.XCCY.BSXJPY.2Y.3M.XCCY.BSX-0.007-0.007-0.007-0.00715000000000
2017-02-20IRJPY.4Y.3M.XCCY.BSXJPY.4Y.3M.XCCY.BSX-0.0079625-0.0079625-0.0079625-0.0079625111190000000
2017-02-20IRJPY.5Y.3M.XCCY.BSW.S.BJPY.5Y.3M.XCCY.BSW.S.B-0.008175-0.008175-0.008175-0.008175330130000000
2017-02-20IRJPY.6Y.3M.XCCY.BSW.S.BJPY.6Y.3M.XCCY.BSW.S.B-0.008263-0.008263-0.008263-0.008263325000000000
2017-02-20IRJPY.6Y.3M.XCCY.BSXJPY.6Y.3M.XCCY.BSX-0.0082625-0.0082625-0.0082625-0.008262517400000000