Daily Activity Summary for tpSEF Inc.

Batch DateAsset ClassTradeable InstrumentDescriptionOpening PriceTrade HighTradeLowClosing PriceNum of TradesTotal Notional Value
2016-09-30CD125244IG27 5Y - SEF77.2577.2574.437574.7512875000000
2016-09-30CD125446CDXEM 26 - SEF93.4593.593.4593.5245000000
2016-09-30CD129548HY27 5Y - SEF103.93104.45103.93104.4219370000000
2016-09-30CD84009HY25 5Y - SEF105.71105.71105.71105.711100000000
2016-09-30CD97059IG26 5Y - SEF68.768.768.768.71273000000
2016-09-30CD97090CDXEM 25 - SEF93.8293.8293.8293.82125000000
2016-09-30CD97831HY26 5Y - SEF105.06105.06105.06105.06265000000
2016-09-30CU13D_EUR_USD_B_FXO_-0.0488_FXO13D_EUR_USD_B_FXO_-0.0488_FXO0.035717410.035717410.035717410.035717414260000000
2016-09-30CU194D_USD_JPY_A_FXO_0.1408_FXO194D_USD_JPY_A_FXO_0.1408_FXO0.60376230.60376230.60376230.60376232200000000
2016-09-30CU1D_GBP_USD_B_FXO_-0.4664_FXO1D_GBP_USD_B_FXO_-0.4664_FXO0.23252160.23252160.23252160.2325216120000000
2016-09-30CU1D_USD_BRL_A_FXO_0.2029_FXO1D_USD_BRL_A_FXO_0.2029_FXO0.11106740.11106740.11106740.1110674355000000
2016-09-30CU1M_USD_JPY_A_FXO_-0.2493_FXO1M_USD_JPY_A_FXO_-0.2493_FXO0.51626840.51626840.51626840.5162684150000000
2016-09-30CU1M_USD_JPY_A_FXO_-0.251_FXO1M_USD_JPY_A_FXO_-0.251_FXO0.52092730.52092730.52092730.5209273150000000
2016-09-30CU1M_USD_JPY_A_FXO_-0.2524_FXO1M_USD_JPY_A_FXO_-0.2524_FXO0.52471330.52471330.52471330.5247133170000000
2016-09-30CU1M_USD_JPY_A_FXO_0.2483_FXO1M_USD_JPY_A_FXO_0.2483_FXO0.47923460.47923460.47923460.4792346150000000
2016-09-30CU1M_USD_JPY_A_FXO_0.2497_FXO1M_USD_JPY_A_FXO_0.2497_FXO0.48291350.48291350.48291350.4829135170000000
2016-09-30CU1M_USD_JPY_A_FXO_0.251_FXO1M_USD_JPY_A_FXO_0.251_FXO0.48611920.48611920.48611920.4861192150000000
2016-09-30CU1W_EUR_USD_B_FXO_-0.1932_FXO1W_EUR_USD_B_FXO_-0.1932_FXO0.13668020.13668020.13668020.1366802120000000
2016-09-30CU1W_EUR_USD_B_FXO_-0.2468_FXO1W_EUR_USD_B_FXO_-0.2468_FXO0.18324760.18324760.18324760.1832476130000000
2016-09-30CU1W_EUR_USD_B_FXO_-0.3273_FXO1W_EUR_USD_B_FXO_-0.3273_FXO0.28696050.28696050.28696050.2869605130000000
2016-09-30CU1W_USD_CAD_A_FXO_-0.4979_FXO1W_USD_CAD_A_FXO_-0.4979_FXO0.5306460.5306460.5306460.530646115000000
2016-09-30CU1W_USD_CAD_A_FXO_0.502_FXO1W_USD_CAD_A_FXO_0.502_FXO0.54666170.54666170.54666170.5466617115000000
2016-09-30CU1W_USD_JPY_A_FXO_-0.4648_FXO1W_USD_JPY_A_FXO_-0.4648_FXO0.54790630.54790630.54790630.5479063175000000
2016-09-30CU1W_USD_JPY_A_FXO_0.4086_FXO1W_USD_JPY_A_FXO_0.4086_FXO0.45317230.45317230.45317230.4531723130000000
2016-09-30CU1W_USD_MXN_A_FXO_-0.5046_FXO1W_USD_MXN_A_FXO_-0.5046_FXO0.9115640.9115640.9115640.91156415000000
2016-09-30CU1W_USD_MXN_A_FXO_0.4954_FXO1W_USD_MXN_A_FXO_0.4954_FXO0.9115640.9115640.9115640.91156415000000
2016-09-30CU1Y_EUR_GBP_A_FXO_-0.2501_FXO1Y_EUR_GBP_A_FXO_-0.2501_FXO1.4902081.4902081.4902081.490208130000000
2016-09-30CU1Y_EUR_GBP_A_FXO_0.2498_FXO1Y_EUR_GBP_A_FXO_0.2498_FXO1.6894481.6894481.6894481.689448130000000
2016-09-30CU1Y_USD_BRL_A_FXO_-0.535_FXO1Y_USD_BRL_A_FXO_-0.535_FXO6.991626.991626.991626.99162225000000
2016-09-30CU1Y_USD_BRL_A_FXO_0.465_FXO1Y_USD_BRL_A_FXO_0.465_FXO6.991626.991626.991626.99162225000000
2016-09-30CU1Y_USD_JPY_A_FXO_-0.497_FXO1Y_USD_JPY_A_FXO_-0.497_FXO4.1936044.1936044.1936044.193604150000000
2016-09-30CU1Y_USD_JPY_A_FXO_0.4966_FXO1Y_USD_JPY_A_FXO_0.4966_FXO4.8278534.8278534.8278534.827853150000000
2016-09-30CU20D_USD_JPY_A_FXO_-0.3794_FXO20D_USD_JPY_A_FXO_-0.3794_FXO0.66342750.66342750.66342750.6634275175000000
2016-09-30CU2M_AUD_JPY_A_FXO_-0.498_FXO2M_AUD_JPY_A_FXO_-0.498_FXO2.3234852.3234852.3234852.323485130000000
2016-09-30CU2M_AUD_JPY_A_FXO_0.5_FXO2M_AUD_JPY_A_FXO_0.5_FXO2.523992.523992.523992.52399130000000
2016-09-30CU2M_USD_JPY_A_FXO_-0.4987_FXO2M_USD_JPY_A_FXO_-0.4987_FXO1.8837531.8837531.8837531.883753115000000
2016-09-30CU2M_USD_JPY_A_FXO_0.5001_FXO2M_USD_JPY_A_FXO_0.5001_FXO2.0115022.0115022.0115022.011502115000000
2016-09-30CU2W_EUR_USD_B_FXO_0.4441_FXO2W_EUR_USD_B_FXO_0.4441_FXO0.53049460.53049460.53049460.53049461100000000
2016-09-30CU2W_EUR_USD_B_FXO_0.4517_FXO2W_EUR_USD_B_FXO_0.4517_FXO0.54437980.54437980.54437980.5443798120000000
2016-09-30CU2W_GBP_USD_B_FXO_-0.1973_FXO2W_GBP_USD_B_FXO_-0.1973_FXO0.2634790.2634790.2634790.263479130000000
2016-09-30CU2W_USD_JPY_A_FXO_-0.2479_FXO2W_USD_JPY_A_FXO_-0.2479_FXO0.32019090.32019090.32019090.3201909130000000
2016-09-30CU2W_USD_JPY_A_FXO_0.2508_FXO2W_USD_JPY_A_FXO_0.2508_FXO0.2875550.2875550.2875550.287555130000000
2016-09-30CU3D_EUR_JPY_A_FXO_0.2907_FXO3D_EUR_JPY_A_FXO_0.2907_FXO0.115980.115980.115980.11598130000000
2016-09-30CU3D_EUR_USD_B_FXO_0.199_FXO3D_EUR_USD_B_FXO_0.199_FXO0.0450420.0450420.0450420.045042125000000
2016-09-30CU3D_GBP_JPY_A_FXO_-0.3534_FXO3D_GBP_JPY_A_FXO_-0.3534_FXO0.21567840.21567840.21567840.2156784115000000
2016-09-30CU3D_GBP_USD_B_FXO_-0.2137_FXO3D_GBP_USD_B_FXO_-0.2137_FXO0.093163450.093163450.093163450.09316345250000000
2016-09-30CU3D_GBP_USD_B_FXO_-0.3811_FXO3D_GBP_USD_B_FXO_-0.3811_FXO0.18059980.18059980.18059980.1805998140000000
2016-09-30CU3D_GBP_USD_B_FXO_-0.4972_FXO3D_GBP_USD_B_FXO_-0.4972_FXO0.26834120.26834120.26834120.2683412150000000
2016-09-30CU3D_GBP_USD_B_FXO_0.136_FXO3D_GBP_USD_B_FXO_0.136_FXO0.046434960.046434960.046434960.04643496150000000
2016-09-30CU3D_USD_CAD_A_FXO_-0.4289_FXO3D_USD_CAD_A_FXO_-0.4289_FXO0.23523630.23523630.23523630.2352363110000000
2016-09-30CU3D_USD_CAD_A_FXO_-0.4613_FXO3D_USD_CAD_A_FXO_-0.4613_FXO0.26238660.26238660.26238660.2623866130000000
2016-09-30CU3D_USD_CAD_A_FXO_0.2006_FXO3D_USD_CAD_A_FXO_0.2006_FXO0.091608840.091608840.091608840.09160884130000000
2016-09-30CU3D_USD_CAD_A_FXO_0.2221_FXO3D_USD_CAD_A_FXO_0.2221_FXO0.1044960.1044960.1044960.104496110000000
2016-09-30CU3D_USD_JPY_A_FXO_-0.2825_FXO3D_USD_JPY_A_FXO_-0.2825_FXO0.11909130.11909130.11909130.1190913150000000
2016-09-30CU3D_USD_JPY_A_FXO_0.2308_FXO3D_USD_JPY_A_FXO_0.2308_FXO0.085398890.085398890.085398890.08539889130000000
2016-09-30CU3D_USD_JPY_A_FXO_0.3054_FXO3D_USD_JPY_A_FXO_0.3054_FXO0.08855580.08855580.08855580.0885558125000000
2016-09-30CU3D_USD_SGD_A_FXO_-0.3658_FXO3D_USD_SGD_A_FXO_-0.3658_FXO0.09078810.09078810.09078810.0907881120000000
2016-09-30CU3M_EUR_KRW_A_FXO_-0.2501_FXO3M_EUR_KRW_A_FXO_-0.2501_FXO0.83048990.83048990.83048990.8304899110000000
2016-09-30CU3M_EUR_KRW_A_FXO_0.2499_FXO3M_EUR_KRW_A_FXO_0.2499_FXO0.95320990.95320990.95320990.9532099110000000
2016-09-30CU3Y_USD_JPY_A_FXO_-0.4905_FXO3Y_USD_JPY_A_FXO_-0.4905_FXO6.7877766.7877766.7877766.787776130000000
2016-09-30CU3Y_USD_JPY_A_FXO_0.4906_FXO3Y_USD_JPY_A_FXO_0.4906_FXO8.6755588.6755588.6755588.675558130000000
2016-09-30CU4D_GBP_USD_B_FXO_0.4415_FXO4D_GBP_USD_B_FXO_0.4415_FXO0.31253190.31253190.31253190.3125319140000000
2016-09-30CU4D_USD_BRL_A_FXO_0.4713_FXO4D_USD_BRL_A_FXO_0.4713_FXO0.51281240.51281240.51281240.5128124110000000
2016-09-30CU4M_EUR_USD_B_FXO_-0.4993_FXO4M_EUR_USD_B_FXO_-0.4993_FXO2.37782.37782.37782.3778150000000
2016-09-30CU4M_EUR_USD_B_FXO_-0.499_FXO4M_EUR_USD_B_FXO_-0.499_FXO2.3757192.3757192.3757192.375719115000000
2016-09-30CU4M_EUR_USD_B_FXO_0.5007_FXO4M_EUR_USD_B_FXO_0.5007_FXO2.2387952.2387952.2387952.238795150000000
2016-09-30CU4M_EUR_USD_B_FXO_0.501_FXO4M_EUR_USD_B_FXO_0.501_FXO2.2407192.2407192.2407192.240719115000000
2016-09-30CU5D_USD_JPY_A_FXO_0.353_FXO5D_USD_JPY_A_FXO_0.353_FXO0.25213220.25213220.25213220.2521322150000000
2016-09-30CU6M_EUR_USD_B_FXO_-0.5007_FXO6M_EUR_USD_B_FXO_-0.5007_FXO2.9437682.9437682.9437682.943768265000000
2016-09-30CU6M_EUR_USD_B_FXO_0.4993_FXO6M_EUR_USD_B_FXO_0.4993_FXO2.7087682.7087682.7087682.708768265000000
2016-09-30CU6M_USD_BRL_A_FXO_-0.5246_FXO6M_USD_BRL_A_FXO_-0.5246_FXO4.9267574.9267574.9267574.92675715000000
2016-09-30CU6M_USD_BRL_A_FXO_0.4754_FXO6M_USD_BRL_A_FXO_0.4754_FXO4.9267574.9267574.9267574.92675715000000
2016-09-30CU83D_EUR_USD_B_FXO_-0.1357_FXO83D_EUR_USD_B_FXO_-0.1357_FXO0.38675040.38675040.38675040.3867504280000000
2016-09-30CU9M_EUR_JPY_A_FXO_-0.4976_FXO9M_EUR_JPY_A_FXO_-0.4976_FXO3.9793623.9793623.9793623.979362115000000
2016-09-30CU9M_EUR_JPY_A_FXO_0.4968_FXO9M_EUR_JPY_A_FXO_0.4968_FXO4.5384114.5384114.5384114.538411115000000
2016-09-30CU9M_USD_JPY_A_FXO_-0.4977_FXO9M_USD_JPY_A_FXO_-0.4977_FXO3.7350783.7350783.7350783.735078117000000
2016-09-30CU9M_USD_JPY_A_FXO_0.4974_FXO9M_USD_JPY_A_FXO_0.4974_FXO4.2305984.2305984.2305984.230598117000000
2016-09-30CUNDF.USD.BRL.1W.S.BNDF.USD.BRL.1W.S.B3.25343.25343.25343.2534118000000
2016-09-30CUNDF.USD.BRL.3Y.S.BNDF.USD.BRL.3Y.S.B4.114.114.114.11115000000
2016-09-30CUNDF.USD.BRL.5Y.S.BNDF.USD.BRL.5Y.S.B4.62154.62154.62154.6215110000000
2016-09-30CUNDF.USD.BRL.BMF1.S.BNDF.USD.BRL.BMF1.S.B3.2733.28233.24543.2818581107250000
2016-09-30CUNDF.USD.BRL.BMF12.S.BNDF.USD.BRL.BMF12.S.B3.5773.580073.5773.580073135000000
2016-09-30CUNDF.USD.BRL.BMF2.S.BNDF.USD.BRL.BMF2.S.B3.30893.30893.30643.30644220000000
2016-09-30CUNDF.USD.BRL.BMF6.S.BNDF.USD.BRL.BMF6.S.B3.4253.4253.4253.425217000000
2016-09-30CUNDF.USD.BRL.TODAY.S.BNDF.USD.BRL.TODAY.S.B3.24543.2533.2423.24210137000000
2016-09-30CUNDF.USD.BRL.TOM.S.BNDF.USD.BRL.TOM.S.B3.24693.2483.24693.248227000000
2016-09-30CUNDF.USD.CNY.12M.S.BNDF.USD.CNY.12M.S.B6.82456.82456.82456.8245235000000
2016-09-30CUNDF.USD.COP.1M.S.BNDF.USD.COP.1M.S.B2900.752900.752900.752900.75210000000
2016-09-30CUNDF.USD.COP.TOM.S.BNDF.USD.COP.TOM.S.B2885.02885.02885.02885.0210000000
2016-09-30CUNDF.USD.IDR.1M.S.BNDF.USD.IDR.1M.S.B13055.013055.013055.013055.0214000000
2016-09-30CUNDF.USD.INR.1M.S.BNDF.USD.INR.1M.S.B66.92966.9566.90466.93575000000
2016-09-30CUNDF.USD.INR.TOM.S.BNDF.USD.INR.TOM.S.B66.6266.64166.5966.616575000000
2016-09-30CUNDF.USD.KRW.1M.S.BNDF.USD.KRW.1M.S.B1099.31100.21099.31100.0633000000
2016-09-30CUNDF.USD.MYR.12D.S.BNDF.USD.MYR.12D.S.B4.145874.1458764.145874.145876120000000
2016-09-30CUNDF.USD.MYR.16D.S.BNDF.USD.MYR.16D.S.B4.14654.14654.14654.1465120000000
2016-09-30CUNDF.USD.MYR.1M.S.BNDF.USD.MYR.1M.S.B4.1364.1364.1364.13613000000
2016-09-30CUNDF.USD.PEN.1M.S.BNDF.USD.PEN.1M.S.B3.4083.4213.4083.41480750000
2016-09-30CUNDF.USD.PEN.6M.S.BNDF.USD.PEN.6M.S.B3.47833.47833.47833.4783138000000
2016-09-30CUNDF.USD.PEN.TODAY.S.BNDF.USD.PEN.TODAY.S.B3.3963.3963.3963.39613000000
2016-09-30CUNDF.USD.PEN.TOM.S.BNDF.USD.PEN.TOM.S.B3.3963.4053.3963.405139000000
2016-09-30CUNDF.USD.RUB.1D.S.BNDF.USD.RUB.1D.S.B63.3663.3663.3663.361130000000
2016-09-30CUNDF.USD.RUB.1M.S.BNDF.USD.RUB.1M.S.B63.2163.2163.2163.2113000000
2016-09-30CUNDF.USD.RUB.3D.S.BNDF.USD.RUB.3D.S.B63.1263.1263.1263.1217000000
2016-09-30CUNDF.USD.RUB.OCT2ND.S.BNDF.USD.RUB.OCT2ND.S.B68.52568.52568.35568.355245000000
2016-09-30CUNDF.USD.TWD.10D.S.BNDF.USD.TWD.10D.S.B31.2631.27531.2631.27515000000
2016-09-30CUNDF.USD.TWD.13D.S.BNDF.USD.TWD.13D.S.B31.27531.27531.2631.2615000000
2016-09-30CUNDF.USD.TWD.1M.S.BNDF.USD.TWD.1M.S.B31.3431.3431.21531.215210000000
2016-09-30IR0BROKEN_BY_3M_ZAR-JIBAR_D0_Straddle0BROKEN_BY_3M_ZAR-JIBAR_D0_Straddle0.00790.00790.00790.00792750000000
2016-09-30IR10Y ANN/6s NOK IRS10Y ANN/6s NOK IRS0.014650.014650.014650.014651500000000
2016-09-30IR10Y Q/3s ZAR IRS10Y Q/3s ZAR IRS0.08140.08140.08140.08142150000000
2016-09-30IR1Y TRY/USD IRX Outright1Y TRY/USD IRX Outright0.08470.08470.08460.08464480170000
2016-09-30IR25Y UKRPI Outright25Y UKRPI Outright0.0340.0340.0340.034113400000
2016-09-30IR30Y UKRPI Outright30Y UKRPI Outright0.033450.033450.033450.03345110000000
2016-09-30IR3M_BY_3M_USD-LIBOR_D0_Straddle3M_BY_3M_USD-LIBOR_D0_Straddle0.00670.00670.00670.00671250000000
2016-09-30IR3Y TRY/USD IRX Outright3Y TRY/USD IRX Outright0.08850.08850.08850.0885160000000
2016-09-30IR4Y ANN/3s NOK IRS4Y ANN/3s NOK IRS0.01040.01040.01040.01041250000000
2016-09-30IR4Y ANN/6s NOK IRS4Y ANN/6s NOK IRS0.0121250.0121250.0121250.0121251250000000
2016-09-30IR4Y TRY/USD IRX Outright4Y TRY/USD IRX Outright0.089850.089850.089850.08985147100000
2016-09-30IR5Y ANN/6s HUF IRS5Y ANN/6s HUF IRS0.010950.010950.010950.0109513000000000
2016-09-30IR5Y TRY/USD IRX Outright5Y TRY/USD IRX Outright0.09130.09130.09130.0913139026000
2016-09-30IR9Y ANN/6s NOK IRS9Y ANN/6s NOK IRS0.01420.01420.01420.01421551000000
2016-09-30IRAUD.3Y.3M.DEC16.EFPAUD.3Y.3M.DEC16.EFP0.016850.016850.0166250.0166252100000000
2016-09-30IRBRL.DI.JAN21.S.CCBRL.DI.JAN21.S.CC0.113250.113250.113250.113251120000000
2016-09-30IRCAD.3M.OISCAD.3M.OIS0.0048750.0048750.0048750.0048751500000000
2016-09-30IRCADUSD.12Y.BA/LIBORCADUSD.12Y.BA/LIBOR0.001050.001050.001050.001051100000000
2016-09-30IREUR.10Y.3M.XCCY.BSW.S.BEUR.10Y.3M.XCCY.BSW.S.B-0.0048-0.0048-0.0048-0.0048250000000
2016-09-30IREUR.12Y.3M.XCCY.BSW.S.BEUR.12Y.3M.XCCY.BSW.S.B-0.00475-0.00475-0.00475-0.00475175000000
2016-09-30IREUR.3Y.3M.XCCY.BSW.S.BEUR.3Y.3M.XCCY.BSW.S.B-0.004275-0.004275-0.004275-0.004275150000000
2016-09-30IRGBP.1M.OIS.NOV.MPC.S.LGBP.1M.OIS.NOV.MPC.S.L0.001650.001650.001650.0016512000000000
2016-09-30IRJPY.10Y.3M.XCCY.BSW.S.BJPY.10Y.3M.XCCY.BSW.S.B-0.007488-0.007488-0.007488-0.0074881500000000
2016-09-30IRJPY.10Y.3M.XCCY.BSXJPY.10Y.3M.XCCY.BSX-0.0074-0.0074-0.0074-0.007415000000000
2016-09-30IRJPY.10Y.6MJPY.10Y.6M0.0005750.0005750.00050.000537940000000
2016-09-30IRJPY.11Y.3M.XCCY.BSXJPY.11Y.3M.XCCY.BSX-0.0073-0.0073-0.0073-0.007315000000000
2016-09-30IRJPY.15Y.6M.S.LLJPY.15Y.6M.S.LL0.0022750.0022750.0022750.0022751500000000
2016-09-30IRJPY.18M.6MJPY.18M.6M-0.0007375-0.0007375-0.0007375-0.0007375130000000000
2016-09-30IRJPY.1Y.3M/6MJPY.1Y.3M/6M0.00043750.00043750.00043750.00043753250000000000
2016-09-30IRJPY.20Y.6MJPY.20Y.6M0.00376250.00376250.00368750.003687523000000000
2016-09-30IRJPY.2Y.6M.3MJPY.2Y.6M.3M-0.00135-0.00135-0.00135-0.00135350000000000
2016-09-30IRJPY.2Y.TONAT.OISJPY.2Y.TONAT.OIS-0.00225-0.00225-0.00225-0.00225350000000000
2016-09-30IRJPY.4Y.3M.XCCY.BSXJPY.4Y.3M.XCCY.BSX-0.0077-0.0077-0.0077-0.0077112800000000
2016-09-30IRJPY.4Y.6MJPY.4Y.6M-0.00105-0.00105-0.00105-0.00105112500000000
2016-09-30IRJPY.5Y.6MJPY.5Y.6M-0.00094375-0.000875-0.00095-0.000875384140000000
2016-09-30IRJPY.7Y.6MJPY.7Y.6M-0.00053125-0.00053125-0.00053125-0.00053125150000000000
2016-09-30IRJPY.9Y.3M.XCCY.BSXJPY.9Y.3M.XCCY.BSX-0.007625-0.007625-0.007625-0.00762516110000000
2016-09-30IRMXN.130*1.TIIE.28D.S.CCMXN.130*1.TIIE.28D.S.CC0.06420.06420.06370.0645820000000
2016-09-30IRMXN.3*1.TIIE.28D.S.CCMXN.3*1.TIIE.28D.S.CC0.05150.05150.05150.0515415000000000
2016-09-30IRMXN.91*1.TIIE.28D.S.CCMXN.91*1.TIIE.28D.S.CC0.06190.06190.06190.06191150000000
2016-09-30IRUSD.10Y.1M/3MUSD.10Y.1M/3M0.0013370.0013370.0013370.001337175000000
2016-09-30IRUSD.10Y.SB.3MUSD.10Y.SB.3M0.0141040.0146870.0141040.01459618996000000
2016-09-30IRUSD.11M.OISUSD.11M.OIS0.0055250.0055250.0055250.0055251200000000
2016-09-30IRUSD.1Y.3M/6MUSD.1Y.3M/6M0.0032750.0032750.0032750.0032751300000000
2016-09-30IRUSD.1Y.OISUSD.1Y.OIS0.0055870.0055870.0055870.0055871300000000
2016-09-30IRUSD.2Y.SB.3MUSD.2Y.SB.3M0.010.010.010.012497000000
2016-09-30IRUSD.30Y.SB.3MUSD.30Y.SB.3M0.0172730.0179160.0172730.0179168235000000
2016-09-30IRUSD.3M.1M/3M.DEC16USD.3M.1M/3M.DEC160.0026380.0026380.0026380.00263822000000000
2016-09-30IRUSD.3M.OIS.SEP17USD.3M.OIS.SEP170.006350.006350.006350.0063512200000000
2016-09-30IRUSD.4Y.3M/6MUSD.4Y.3M/6M0.0023870.0023870.0023870.0023871150000000
2016-09-30IRUSD.4Y.SB.3MUSD.4Y.SB.3M0.011250.011250.011250.011251164000000
2016-09-30IRUSD.5Y.1M/3MUSD.5Y.1M/3M0.001750.0017620.001750.0017627950000000
2016-09-30IRUSD.5Y.3M/6MUSD.5Y.3M/6M0.0022370.0022370.0022370.0022372150000000
2016-09-30IRUSD.5Y.SB.3MUSD.5Y.SB.3M0.0114060.0118750.0113030.01177581637000000
2016-09-30IRUSD.6Y.SB.3MUSD.6Y.SB.3M0.0123880.0123880.0123880.0123881500000000
2016-09-30IRUSD.7Y.SB.3MUSD.7Y.SB.3M0.01310.01310.01310.01311350000000
2016-09-30IRUSD.9Y.SB.3MUSD.9Y.SB.3M0.0141250.0141250.0141250.014125175000000
2016-09-30IRUSD.FRA.3M.SEP17USD.FRA.3M.SEP170.0099750.0099750.0099750.00997512200000000