tpSEF

Daily Activity Summary for tpSEF Inc.

Batch Date	Asset Class	Tradeable Instrument	Description	Opening Price	Trade High	Trade Low	Closing Price	Num of Trades	Total Notional Value
2020-10-27	CD	296233	HY33 5Y - SEF	106.0	106.0	105.97	105.97	3	376000000
2020-10-27	CD	316850	IG34 5Y - SEF	83.58	83.58	83.58	83.58	1	50000000
2020-10-27	CD	317562	HY34 5Y - SEF	105.6	105.6	105.6	105.6	3	333000000
2020-10-27	CD	337355	IG35 5Y - SEF	58.4	60.05	58.4	59.95	14	570000000
2020-10-27	CD	338011	CDXEM 34 - SEF	94.85	94.87	94.85	94.85	7	120000000
2020-10-27	CD	338385	HY35 5Y - SEF	105.19	105.19	104.94	104.94	5	70000000
2020-10-27	CD	CDX.EM.34.V1_60M	CDX.EM.34.V1_60M	0.948	0.948	0.948	0.948	1	10000000
2020-10-27	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	5.60905	5.65475	5.60445	5.6547	7	232500000
2020-10-27	CU	0D_NDF_USD_CNY_NDF	0D_NDF_USD_CNY_NDF	6.711	6.7175	6.708	6.7175	7	95000000
2020-10-27	CU	0D_NDF_USD_COP_NDF	0D_NDF_USD_COP_NDF	3804.0	3813.0	3804.0	3813.0	3	16000000
2020-10-27	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	73.945	73.945	73.6	73.7925	10	78000000
2020-10-27	CU	0D_NDF_USD_KRW_NDF	0D_NDF_USD_KRW_NDF	1126.75	1128.52	1126.75	1128.52	13	296000000
2020-10-27	CU	0D_NDF_USD_PEN_NDF	0D_NDF_USD_PEN_NDF	3.6085	3.6085	3.6085	3.6085	1	3000000
2020-10-27	CU	0D_NDF_USD_PHP_NDF	0D_NDF_USD_PHP_NDF	48.34	48.34	48.34	48.34	1	10000000
2020-10-27	CU	0D_NDF_USD_TWD_NDF	0D_NDF_USD_TWD_NDF	28.57	28.57	28.57	28.57	1	42000000
2020-10-27	CU	10D_AUD_JPY_A_FXO_-0.3125_FXO	10D_AUD_JPY_A_FXO_-0.3125_FXO	0.511749	0.511749	0.511749	0.511749	1	30000000
2020-10-27	CU	10D_AUD_JPY_A_FXO_-0.478_FXO	10D_AUD_JPY_A_FXO_-0.478_FXO	0.925352	0.925352	0.925352	0.925352	1	30000000
2020-10-27	CU	134D_GBP_USD_B_FXO_-0.4855_FXO	134D_GBP_USD_B_FXO_-0.4855_FXO	3.130627	3.130627	3.130627	3.130627	1	50000000
2020-10-27	CU	13D_USD_CNH_A_FXO_-0.2476_FXO	13D_USD_CNH_A_FXO_-0.2476_FXO	0.2544835	0.2544835	0.2544835	0.2544835	2	200000000
2020-10-27	CU	13D_USD_CNH_A_FXO_0.2359_FXO	13D_USD_CNH_A_FXO_0.2359_FXO	0.2885941	0.2885941	0.2885941	0.2885941	2	200000000
2020-10-27	CU	13D_USD_TRY_A_FXO_-0.4834_FXO	13D_USD_TRY_A_FXO_-0.4834_FXO	1.465834	1.465834	1.465834	1.465834	1	10000000
2020-10-27	CU	1527D_NDF_USD_BRL_NDF	1527D_NDF_USD_BRL_NDF	7.038	7.038	7.038	7.038	1	7000000
2020-10-27	CU	15D_AUD_JPY_A_FXO_0.2822_FXO	15D_AUD_JPY_A_FXO_0.2822_FXO	0.4349945	0.4349945	0.4349945	0.4349945	1	30000000
2020-10-27	CU	15D_NDF_USD_INR_NDF	15D_NDF_USD_INR_NDF	73.782	73.782	73.782	73.782	3	220000000
2020-10-27	CU	16D_AUD_USD_B_FXO_0.4008_FXO	16D_AUD_USD_B_FXO_0.4008_FXO	0.5254908	0.5254908	0.5254908	0.5254908	1	50000000
2020-10-27	CU	17D_EUR_USD_B_FXO_-0.3232_FXO	17D_EUR_USD_B_FXO_-0.3232_FXO	0.5050539	0.5050539	0.5050539	0.5050539	1	50000000
2020-10-27	CU	197D_GBP_USD_B_FXO_-0.482_FXO	197D_GBP_USD_B_FXO_-0.482_FXO	3.725955	3.725955	3.725955	3.725955	1	100000000
2020-10-27	CU	197D_GBP_USD_B_FXO_-0.4862_FXO	197D_GBP_USD_B_FXO_-0.4862_FXO	3.774368	3.774368	3.774368	3.774368	1	30000000
2020-10-27	CU	1D_EUR_SEK_A_FXO_0.1465_FXO	1D_EUR_SEK_A_FXO_0.1465_FXO	0.0335852	0.0335852	0.0335852	0.0335852	1	50000000
2020-10-27	CU	1D_EUR_USD_B_FXO_-0.2645_FXO	1D_EUR_USD_B_FXO_-0.2645_FXO	0.0598086	0.0598086	0.0598086	0.0598086	1	30000000
2020-10-27	CU	1D_EUR_USD_B_FXO_-0.2734_FXO	1D_EUR_USD_B_FXO_-0.2734_FXO	0.0624983	0.0624983	0.0624983	0.0624983	1	30000000
2020-10-27	CU	1D_EUR_USD_B_FXO_0.2312_FXO	1D_EUR_USD_B_FXO_0.2312_FXO	0.06862	0.06862	0.06862	0.06862	1	25000000
2020-10-27	CU	1D_EUR_USD_B_FXO_0.2495_FXO	1D_EUR_USD_B_FXO_0.2495_FXO	0.0758288	0.0758288	0.0758288	0.0758288	1	50000000
2020-10-27	CU	1D_GBP_USD_B_FXO_-0.3969_FXO	1D_GBP_USD_B_FXO_-0.3969_FXO	0.2313238	0.2313238	0.2313238	0.2313238	1	20000000
2020-10-27	CU	1D_GBP_USD_B_FXO_0.2853_FXO	1D_GBP_USD_B_FXO_0.2853_FXO	0.1363354	0.1363354	0.1363354	0.1363354	2	50000000
2020-10-27	CU	1D_GBP_USD_B_FXO_0.336_FXO	1D_GBP_USD_B_FXO_0.336_FXO	0.1811921	0.1811921	0.1811921	0.1811921	1	10000000
2020-10-27	CU	1D_GBP_USD_B_FXO_0.3864_FXO	1D_GBP_USD_B_FXO_0.3864_FXO	0.220901	0.220901	0.220901	0.220901	1	20000000
2020-10-27	CU	1D_USD_CAD_A_FXO_-0.5016_FXO	1D_USD_CAD_A_FXO_-0.5016_FXO	0.142375	0.142375	0.142375	0.142375	1	10000000
2020-10-27	CU	1D_USD_CAD_A_FXO_0.4984_FXO	1D_USD_CAD_A_FXO_0.4984_FXO	0.1416163	0.1416163	0.1416163	0.1416163	1	10000000
2020-10-27	CU	1D_USD_CHF_A_FXO_-0.146_FXO	1D_USD_CHF_A_FXO_-0.146_FXO	0.030452	0.030452	0.030452	0.030452	1	30000000
2020-10-27	CU	1D_USD_INR_A_FXO_-0.2268_FXO	1D_USD_INR_A_FXO_-0.2268_FXO	0.0446222	0.0446222	0.0446222	0.0446222	1	50000000
2020-10-27	CU	1D_USD_INR_A_FXO_0.1408_FXO	1D_USD_INR_A_FXO_0.1408_FXO	0.0263484	0.0263484	0.0263484	0.0263484	1	30000000
2020-10-27	CU	1D_USD_JPY_A_FXO_-0.2328_FXO	1D_USD_JPY_A_FXO_-0.2328_FXO	0.0461855	0.0461855	0.0461855	0.0461855	1	30000000
2020-10-27	CU	1D_USD_JPY_A_FXO_-0.3031_FXO	1D_USD_JPY_A_FXO_-0.3031_FXO	0.0605556	0.0605556	0.0605556	0.0605556	5	130000000
2020-10-27	CU	1D_USD_JPY_A_FXO_0.4447_FXO	1D_USD_JPY_A_FXO_0.4447_FXO	0.1179666	0.1179666	0.1179666	0.1179666	1	50000000
2020-10-27	CU	1D_USD_MXN_A_FXO_-0.2063_FXO	1D_USD_MXN_A_FXO_-0.2063_FXO	0.0985711	0.0985711	0.0985711	0.0985711	1	50000000
2020-10-27	CU	1D_USD_MXN_A_FXO_0.2972_FXO	1D_USD_MXN_A_FXO_0.2972_FXO	0.1776601	0.1776601	0.1776601	0.1776601	1	50000000
2020-10-27	CU	1M_CHF_JPY_A_FXO_-0.4967_FXO	1M_CHF_JPY_A_FXO_-0.4967_FXO	0.8268003	0.8268003	0.8268003	0.8268003	2	25000000
2020-10-27	CU	1M_CHF_JPY_A_FXO_-0.4982_FXO	1M_CHF_JPY_A_FXO_-0.4982_FXO	0.8139735	0.8139735	0.8139735	0.8139735	1	15000000
2020-10-27	CU	1M_CHF_JPY_A_FXO_0.5015_FXO	1M_CHF_JPY_A_FXO_0.5015_FXO	0.8443331	0.8443331	0.8443331	0.8443331	1	15000000
2020-10-27	CU	1M_CHF_JPY_A_FXO_0.5029_FXO	1M_CHF_JPY_A_FXO_0.5029_FXO	0.8658475	0.8658475	0.8658475	0.8658475	2	25000000
2020-10-27	CU	1M_EUR_JPY_A_FXO_-0.499_FXO	1M_EUR_JPY_A_FXO_-0.499_FXO	0.932623	0.932623	0.932623	0.932623	1	10000000
2020-10-27	CU	1M_EUR_JPY_A_FXO_-0.5002_FXO	1M_EUR_JPY_A_FXO_-0.5002_FXO	0.9305496	0.9305496	0.9305496	0.9305496	1	15000000
2020-10-27	CU	1M_EUR_JPY_A_FXO_-0.5016_FXO	1M_EUR_JPY_A_FXO_-0.5016_FXO	0.9346015	0.9346015	0.9346015	0.9346015	1	10000000
2020-10-27	CU	1M_EUR_JPY_A_FXO_0.4982_FXO	1M_EUR_JPY_A_FXO_0.4982_FXO	0.9523977	0.9523977	0.9523977	0.9523977	1	10000000
2020-10-27	CU	1M_EUR_JPY_A_FXO_0.4995_FXO	1M_EUR_JPY_A_FXO_0.4995_FXO	0.9564329	0.9564329	0.9564329	0.9564329	1	15000000
2020-10-27	CU	1M_EUR_JPY_A_FXO_0.5007_FXO	1M_EUR_JPY_A_FXO_0.5007_FXO	0.9657969	0.9657969	0.9657969	0.9657969	1	10000000
2020-10-27	CU	1M_EUR_USD_B_FXO_-0.2507_FXO	1M_EUR_USD_B_FXO_-0.2507_FXO	0.4212952	0.4212952	0.4212952	0.4212952	1	50000000
2020-10-27	CU	1M_EUR_USD_B_FXO_-0.251_FXO	1M_EUR_USD_B_FXO_-0.251_FXO	0.4224267	0.4224267	0.4224267	0.4224267	2	100000000
2020-10-27	CU	1M_EUR_USD_B_FXO_-0.4995_FXO	1M_EUR_USD_B_FXO_-0.4995_FXO	1.125294	1.125294	1.124825	1.124825	2	40000000
2020-10-27	CU	1M_EUR_USD_B_FXO_-0.5009_FXO	1M_EUR_USD_B_FXO_-0.5009_FXO	1.126443	1.129827	1.126443	1.129827	4	55000000
2020-10-27	CU	1M_EUR_USD_B_FXO_0.2493_FXO	1M_EUR_USD_B_FXO_0.2493_FXO	0.4182194	0.4182194	0.4182194	0.4182194	1	50000000
2020-10-27	CU	1M_EUR_USD_B_FXO_0.2496_FXO	1M_EUR_USD_B_FXO_0.2496_FXO	0.4619565	0.4619565	0.4193566	0.4193566	2	100000000
2020-10-27	CU	1M_EUR_USD_B_FXO_0.4991_FXO	1M_EUR_USD_B_FXO_0.4991_FXO	1.087443	1.090827	1.087443	1.090827	4	55000000
2020-10-27	CU	1M_EUR_USD_B_FXO_0.5005_FXO	1M_EUR_USD_B_FXO_0.5005_FXO	1.096294	1.096294	1.095825	1.095825	2	40000000
2020-10-27	CU	1M_USD_CAD_A_FXO_-0.497_FXO	1M_USD_CAD_A_FXO_-0.497_FXO	0.8971334	0.8971334	0.8971334	0.8971334	1	15000000
2020-10-27	CU	1M_USD_CAD_A_FXO_-0.4972_FXO	1M_USD_CAD_A_FXO_-0.4972_FXO	0.8950152	0.8950229	0.8950152	0.8950229	4	100000000
2020-10-27	CU	1M_USD_CAD_A_FXO_-0.4983_FXO	1M_USD_CAD_A_FXO_-0.4983_FXO	0.8980191	0.8980191	0.8980191	0.8980191	1	15000000
2020-10-27	CU	1M_USD_CAD_A_FXO_-0.4997_FXO	1M_USD_CAD_A_FXO_-0.4997_FXO	0.9018126	0.9018126	0.9018126	0.9018126	1	7500000
2020-10-27	CU	1M_USD_CAD_A_FXO_0.5_FXO	1M_USD_CAD_A_FXO_0.5_FXO	0.9291816	0.9291816	0.9291816	0.9291816	1	7500000
2020-10-27	CU	1M_USD_CAD_A_FXO_0.5013_FXO	1M_USD_CAD_A_FXO_0.5013_FXO	0.9329879	0.9329879	0.9329879	0.9329879	1	15000000
2020-10-27	CU	1M_USD_CAD_A_FXO_0.5023_FXO	1M_USD_CAD_A_FXO_0.5023_FXO	0.9360162	0.9360162	0.9360084	0.9360084	4	100000000
2020-10-27	CU	1M_USD_CAD_A_FXO_0.5026_FXO	1M_USD_CAD_A_FXO_0.5026_FXO	0.9397171	0.9397171	0.9397171	0.9397171	1	15000000
2020-10-27	CU	1M_USD_CNH_A_FXO_-0.2496_FXO	1M_USD_CNH_A_FXO_-0.2496_FXO	0.3412259	0.3412259	0.3412259	0.3412259	1	100000000
2020-10-27	CU	1M_USD_CNH_A_FXO_-0.4996_FXO	1M_USD_CNH_A_FXO_-0.4996_FXO	0.9492081	0.9492081	0.9492081	0.9492081	2	30000000
2020-10-27	CU	1M_USD_CNH_A_FXO_-0.5001_FXO	1M_USD_CNH_A_FXO_-0.5001_FXO	0.9079592	0.9079592	0.9079592	0.9079592	1	10000000
2020-10-27	CU	1M_USD_CNH_A_FXO_0.2499_FXO	1M_USD_CNH_A_FXO_0.2499_FXO	0.4059618	0.4059618	0.4059618	0.4059618	1	100000000
2020-10-27	CU	1M_USD_CNH_A_FXO_0.4996_FXO	1M_USD_CNH_A_FXO_0.4996_FXO	0.9332862	0.9332862	0.9332862	0.9332862	1	10000000
2020-10-27	CU	1M_USD_CNH_A_FXO_0.5001_FXO	1M_USD_CNH_A_FXO_0.5001_FXO	0.9492081	0.9492081	0.9492081	0.9492081	2	30000000
2020-10-27	CU	1M_USD_KRW_A_FXO_-0.4997_FXO	1M_USD_KRW_A_FXO_-0.4997_FXO	1.100764	1.100764	1.100763	1.100763	2	25000000
2020-10-27	CU	1M_USD_KRW_A_FXO_0.4999_FXO	1M_USD_KRW_A_FXO_0.4999_FXO	1.140656	1.140657	1.140656	1.140657	2	25000000
2020-10-27	CU	1W_EUR_NOK_A_FXO_-0.0999_FXO	1W_EUR_NOK_A_FXO_-0.0999_FXO	0.0718414	0.0718414	0.0718414	0.0718414	1	34500000
2020-10-27	CU	1W_EUR_NOK_A_FXO_-0.4996_FXO	1W_EUR_NOK_A_FXO_-0.4996_FXO	0.5335727	0.5335727	0.5335727	0.5335727	1	15000000
2020-10-27	CU	1W_EUR_NOK_A_FXO_0.0999_FXO	1W_EUR_NOK_A_FXO_0.0999_FXO	0.0721755	0.0721755	0.0721755	0.0721755	1	34500000
2020-10-27	CU	1W_EUR_NOK_A_FXO_0.2631_FXO	1W_EUR_NOK_A_FXO_0.2631_FXO	0.233035	0.233035	0.233035	0.233035	1	20000000
2020-10-27	CU	1W_EUR_NOK_A_FXO_0.5003_FXO	1W_EUR_NOK_A_FXO_0.5003_FXO	0.5437212	0.5437212	0.5437212	0.5437212	1	15000000
2020-10-27	CU	1W_EUR_USD_B_FXO_-0.2546_FXO	1W_EUR_USD_B_FXO_-0.2546_FXO	0.1758692	0.1758692	0.1758692	0.1758692	1	30000000
2020-10-27	CU	1W_EUR_USD_B_FXO_-0.2685_FXO	1W_EUR_USD_B_FXO_-0.2685_FXO	0.1886852	0.1886852	0.1886852	0.1886852	1	30000000
2020-10-27	CU	1W_EUR_USD_B_FXO_-0.4601_FXO	1W_EUR_USD_B_FXO_-0.4601_FXO	0.4041226	0.4041226	0.4041226	0.4041226	3	70000000
2020-10-27	CU	1W_EUR_USD_B_FXO_-0.4953_FXO	1W_EUR_USD_B_FXO_-0.4953_FXO	0.4373764	0.4373764	0.4373764	0.4373764	1	25000000
2020-10-27	CU	1W_EUR_USD_B_FXO_0.1496_FXO	1W_EUR_USD_B_FXO_0.1496_FXO	0.0884412	0.0884412	0.0884412	0.0884412	1	50000000
2020-10-27	CU	1W_EUR_USD_B_FXO_0.5047_FXO	1W_EUR_USD_B_FXO_0.5047_FXO	0.4453764	0.4453764	0.4453764	0.4453764	1	25000000
2020-10-27	CU	1W_USD_JPY_A_FXO_-0.1008_FXO	1W_USD_JPY_A_FXO_-0.1008_FXO	0.0396538	0.0396538	0.0396538	0.0396538	1	112500000
2020-10-27	CU	1W_USD_JPY_A_FXO_-0.5004_FXO	1W_USD_JPY_A_FXO_-0.5004_FXO	0.2863282	0.2863282	0.2863282	0.2863282	1	50000000
2020-10-27	CU	1W_USD_JPY_A_FXO_0.1047_FXO	1W_USD_JPY_A_FXO_0.1047_FXO	0.0416112	0.0416112	0.0416112	0.0416112	1	112500000
2020-10-27	CU	1W_USD_JPY_A_FXO_0.4996_FXO	1W_USD_JPY_A_FXO_0.4996_FXO	0.2882411	0.2882411	0.2882411	0.2882411	1	50000000
2020-10-27	CU	1Y_AUD_USD_B_FXO_-0.5003_FXO	1Y_AUD_USD_B_FXO_-0.5003_FXO	3.087367	3.087367	3.087367	3.087367	1	15000000
2020-10-27	CU	1Y_AUD_USD_B_FXO_0.4997_FXO	1Y_AUD_USD_B_FXO_0.4997_FXO	2.713367	2.713367	2.713367	2.713367	1	15000000
2020-10-27	CU	1Y_NZD_USD_B_FXO_-0.499_FXO	1Y_NZD_USD_B_FXO_-0.499_FXO	2.91266	2.91266	2.91266	2.91266	1	16000000
2020-10-27	CU	1Y_NZD_USD_B_FXO_0.501_FXO	1Y_NZD_USD_B_FXO_0.501_FXO	2.57766	2.57766	2.57766	2.57766	1	16000000
2020-10-27	CU	1Y_USD_CNH_A_FXO_-0.4988_FXO	1Y_USD_CNH_A_FXO_-0.4988_FXO	2.611205	2.611205	2.611205	2.611205	1	10000000
2020-10-27	CU	1Y_USD_CNH_A_FXO_0.499_FXO	1Y_USD_CNH_A_FXO_0.499_FXO	2.611205	2.611205	2.611205	2.611205	1	10000000
2020-10-27	CU	1Y_USD_ZAR_A_FXO_-0.4932_FXO	1Y_USD_ZAR_A_FXO_-0.4932_FXO	5.958324	5.958324	5.958324	5.958324	2	15000000
2020-10-27	CU	1Y_USD_ZAR_A_FXO_0.4929_FXO	1Y_USD_ZAR_A_FXO_0.4929_FXO	7.344012	7.344012	7.344012	7.344012	2	15000000
2020-10-27	CU	20D_NDF_USD_INR_NDF	20D_NDF_USD_INR_NDF	73.8075	73.8075	73.8075	73.8075	1	50000000
2020-10-27	CU	23D_USD_CNH_A_FXO_-0.2846_FXO	23D_USD_CNH_A_FXO_-0.2846_FXO	0.3844858	0.3844858	0.3844858	0.3844858	1	25000000
2020-10-27	CU	246D_NDF_USD_BRL_NDF	246D_NDF_USD_BRL_NDF	5.72541	5.72775	5.72541	5.72775	3	150000000
2020-10-27	CU	24D_USD_JPY_A_FXO_0.1767_FXO	24D_USD_JPY_A_FXO_0.1767_FXO	0.1928748	0.1928748	0.1928748	0.1928748	1	30000000
2020-10-27	CU	273D_NDF_USD_PHP_NDF	273D_NDF_USD_PHP_NDF	48.85	48.85	48.85	48.85	1	5000000
2020-10-27	CU	29D_NDF_USD_INR_NDF	29D_NDF_USD_INR_NDF	74.15	74.15	73.88	73.88	1	50000000
2020-10-27	CU	29D_NDF_USD_PHP_NDF	29D_NDF_USD_PHP_NDF	48.33	48.335	48.33	48.335	2	15000000
2020-10-27	CU	2D_EUR_USD_B_FXO_-0.1862_FXO	2D_EUR_USD_B_FXO_-0.1862_FXO	0.0715821	0.0715821	0.0715821	0.0715821	1	50000000
2020-10-27	CU	2D_EUR_USD_B_FXO_-0.4584_FXO	2D_EUR_USD_B_FXO_-0.4584_FXO	0.2452638	0.2452638	0.2452638	0.2452638	1	30000000
2020-10-27	CU	2D_EUR_USD_B_FXO_-0.4755_FXO	2D_EUR_USD_B_FXO_-0.4755_FXO	0.2592723	0.2592723	0.2592723	0.2592723	3	110000000
2020-10-27	CU	2D_EUR_USD_B_FXO_0.4403_FXO	2D_EUR_USD_B_FXO_0.4403_FXO	0.2534183	0.2534183	0.2534183	0.2534183	1	25000000
2020-10-27	CU	2D_EUR_USD_B_FXO_0.4559_FXO	2D_EUR_USD_B_FXO_0.4559_FXO	0.2685928	0.2685928	0.2685928	0.2685928	1	50000000
2020-10-27	CU	2D_GBP_USD_B_FXO_-0.2896_FXO	2D_GBP_USD_B_FXO_-0.2896_FXO	0.1866502	0.1866502	0.1866502	0.1866502	2	50000000
2020-10-27	CU	2D_USD_CAD_A_FXO_-0.4406_FXO	2D_USD_CAD_A_FXO_-0.4406_FXO	0.1940488	0.1940488	0.1940488	0.1940488	1	50000000
2020-10-27	CU	2D_USD_CAD_A_FXO_-0.4442_FXO	2D_USD_CAD_A_FXO_-0.4442_FXO	0.2086494	0.2086494	0.2086494	0.2086494	1	30000000
2020-10-27	CU	2D_USD_CAD_A_FXO_-0.4828_FXO	2D_USD_CAD_A_FXO_-0.4828_FXO	0.2368078	0.2368078	0.2368078	0.2368078	4	80000000
2020-10-27	CU	2D_USD_CAD_A_FXO_0.2609_FXO	2D_USD_CAD_A_FXO_0.2609_FXO	0.0994901	0.0994901	0.0994901	0.0994901	1	20000000
2020-10-27	CU	2M_EUR_AUD_A_FXO_-0.1782_FXO	2M_EUR_AUD_A_FXO_-0.1782_FXO	0.3082202	0.3082202	0.3082202	0.3082202	1	30000000
2020-10-27	CU	2M_USD_BRL_A_FXO_-0.1001_FXO	2M_USD_BRL_A_FXO_-0.1001_FXO	0.3822731	0.3870474	0.3822731	0.3870474	2	62500000
2020-10-27	CU	2M_USD_BRL_A_FXO_-0.5153_FXO	2M_USD_BRL_A_FXO_-0.5153_FXO	3.060566	3.060566	3.060566	3.060566	1	5000000
2020-10-27	CU	2M_USD_BRL_A_FXO_-0.5155_FXO	2M_USD_BRL_A_FXO_-0.5155_FXO	3.100294	3.100294	3.100294	3.100294	1	20000000
2020-10-27	CU	2M_USD_BRL_A_FXO_0.1_FXO	2M_USD_BRL_A_FXO_0.1_FXO	0.3822731	0.3870474	0.3822731	0.3870474	2	62500000
2020-10-27	CU	2M_USD_BRL_A_FXO_0.4845_FXO	2M_USD_BRL_A_FXO_0.4845_FXO	3.100294	3.100294	3.100294	3.100294	1	20000000
2020-10-27	CU	2M_USD_BRL_A_FXO_0.4847_FXO	2M_USD_BRL_A_FXO_0.4847_FXO	3.060566	3.060566	3.060566	3.060566	1	5000000
2020-10-27	CU	2M_USD_CAD_A_FXO_-0.4978_FXO	2M_USD_CAD_A_FXO_-0.4978_FXO	1.151798	1.151798	1.151765	1.151765	2	25000000
2020-10-27	CU	2M_USD_CAD_A_FXO_-0.4999_FXO	2M_USD_CAD_A_FXO_-0.4999_FXO	1.162932	1.162932	1.162932	1.162932	1	15000000
2020-10-27	CU	2M_USD_CAD_A_FXO_-0.5009_FXO	2M_USD_CAD_A_FXO_-0.5009_FXO	1.162789	1.162789	1.162789	1.162789	2	35000000
2020-10-27	CU	2M_USD_CAD_A_FXO_-0.5011_FXO	2M_USD_CAD_A_FXO_-0.5011_FXO	1.167143	1.167143	1.167143	1.167143	1	25000000
2020-10-27	CU	2M_USD_CAD_A_FXO_0.4986_FXO	2M_USD_CAD_A_FXO_0.4986_FXO	1.202059	1.202059	1.202059	1.202059	1	25000000
2020-10-27	CU	2M_USD_CAD_A_FXO_0.4987_FXO	2M_USD_CAD_A_FXO_0.4987_FXO	1.198463	1.198463	1.198463	1.198463	2	35000000
2020-10-27	CU	2M_USD_CAD_A_FXO_0.4997_FXO	2M_USD_CAD_A_FXO_0.4997_FXO	1.206259	1.206259	1.206259	1.206259	1	15000000
2020-10-27	CU	2M_USD_CAD_A_FXO_0.5016_FXO	2M_USD_CAD_A_FXO_0.5016_FXO	1.209471	1.209504	1.209471	1.209504	2	25000000
2020-10-27	CU	2M_USD_MXN_A_FXO_-0.2501_FXO	2M_USD_MXN_A_FXO_-0.2501_FXO	0.9632854	0.9632854	0.9632854	0.9632854	1	10000000
2020-10-27	CU	2W_USD_CHF_A_FXO_-0.505_FXO	2W_USD_CHF_A_FXO_-0.505_FXO	0.6869801	0.6869801	0.6869801	0.6869801	1	25000000
2020-10-27	CU	2W_USD_CHF_A_FXO_0.4951_FXO	2W_USD_CHF_A_FXO_0.4951_FXO	0.6803645	0.6803645	0.6803645	0.6803645	1	25000000
2020-10-27	CU	2W_USD_JPY_A_FXO_-0.102_FXO	2W_USD_JPY_A_FXO_-0.102_FXO	0.0929923	0.0929923	0.0929923	0.0929923	2	169500000
2020-10-27	CU	2W_USD_JPY_A_FXO_0.0984_FXO	2W_USD_JPY_A_FXO_0.0984_FXO	0.0896271	0.0896271	0.0896271	0.0896271	2	169500000
2020-10-27	CU	2W_USD_JPY_A_FXO_0.489_FXO	2W_USD_JPY_A_FXO_0.489_FXO	0.7135462	0.7135462	0.7135462	0.7135462	2	150000000
2020-10-27	CU	2W_USD_KRW_A_FXO_-0.4521_FXO	2W_USD_KRW_A_FXO_-0.4521_FXO	0.737448	0.737448	0.737448	0.737448	1	20000000
2020-10-27	CU	30D_NDF_USD_INR_NDF	30D_NDF_USD_INR_NDF	73.81	74.0	73.81	74.0	10	78000000
2020-10-27	CU	31D_NDF_USD_CNY_NDF	31D_NDF_USD_CNY_NDF	6.723	6.7315	6.72	6.7315	7	95000000
2020-10-27	CU	31D_NDF_USD_KRW_NDF	31D_NDF_USD_KRW_NDF	1127.0	1128.8	1127.0	1128.8	13	296000000
2020-10-27	CU	31D_NDF_USD_TWD_NDF	31D_NDF_USD_TWD_NDF	28.34	28.34	28.34	28.34	1	42000000
2020-10-27	CU	31D_USD_JPY_A_FXO_0.4003_FXO	31D_USD_JPY_A_FXO_0.4003_FXO	0.6426123	0.6426123	0.6426123	0.6426123	1	30000000
2020-10-27	CU	32D_NDF_USD_CLP_NDF	32D_NDF_USD_CLP_NDF	771.65	771.65	771.65	771.65	1	18978213
2020-10-27	CU	32D_NDF_USD_CNY_NDF	32D_NDF_USD_CNY_NDF	6.719	6.719	6.719	6.719	1	20000000
2020-10-27	CU	32D_NDF_USD_COP_NDF	32D_NDF_USD_COP_NDF	3809.12	3818.0	3809.0	3818.0	3	16000000
2020-10-27	CU	32D_NDF_USD_KRW_NDF	32D_NDF_USD_KRW_NDF	1128.4	1129.1	1128.4	1129.1	2	32000000
2020-10-27	CU	32D_NDF_USD_PEN_NDF	32D_NDF_USD_PEN_NDF	3.6089	3.6089	3.6089	3.6089	1	3000000
2020-10-27	CU	34D_NDF_USD_BRL_NDF	34D_NDF_USD_BRL_NDF	5.64755	5.6595	5.64755	5.6595	3	350000000
2020-10-27	CU	365D_NDF_USD_INR_NDF	365D_NDF_USD_INR_NDF	76.62	76.62	76.62	76.62	2	20000000
2020-10-27	CU	36D_EUR_USD_B_FXO_-0.4976_FXO	36D_EUR_USD_B_FXO_-0.4976_FXO	1.181309	1.181309	1.181309	1.181309	1	25000000
2020-10-27	CU	36D_EUR_USD_B_FXO_0.5024_FXO	36D_EUR_USD_B_FXO_0.5024_FXO	1.162309	1.162309	1.162309	1.162309	1	25000000
2020-10-27	CU	36D_USD_SEK_A_FXO_-0.5_FXO	36D_USD_SEK_A_FXO_-0.5_FXO	1.295043	1.295043	1.295043	1.295043	1	29500000
2020-10-27	CU	36D_USD_SEK_A_FXO_0.4995_FXO	36D_USD_SEK_A_FXO_0.4995_FXO	1.348083	1.348083	1.348083	1.348083	1	29500000
2020-10-27	CU	3D_EUR_NOK_A_FXO_-0.4087_FXO	3D_EUR_NOK_A_FXO_-0.4087_FXO	0.314384	0.314384	0.314384	0.314384	1	75000000
2020-10-27	CU	3D_EUR_NOK_A_FXO_0.2831_FXO	3D_EUR_NOK_A_FXO_0.2831_FXO	0.2065736	0.2065736	0.2065736	0.2065736	1	75000000
2020-10-27	CU	3D_EUR_USD_B_FXO_-0.4529_FXO	3D_EUR_USD_B_FXO_-0.4529_FXO	0.3095039	0.3095039	0.3095039	0.3095039	3	85000000
2020-10-27	CU	3D_EUR_USD_B_FXO_0.457_FXO	3D_EUR_USD_B_FXO_0.457_FXO	0.2999431	0.2999431	0.2999431	0.2999431	1	25000000
2020-10-27	CU	3D_USD_CAD_A_FXO_-0.4063_FXO	3D_USD_CAD_A_FXO_-0.4063_FXO	0.2173239	0.2173239	0.2173239	0.2173239	4	80000000
2020-10-27	CU	3D_USD_CAD_A_FXO_0.2938_FXO	3D_USD_CAD_A_FXO_0.2938_FXO	0.1387673	0.1387673	0.1387673	0.1387673	1	20000000
2020-10-27	CU	3D_USD_JPY_A_FXO_0.3054_FXO	3D_USD_JPY_A_FXO_0.3054_FXO	0.1125094	0.1125094	0.1125094	0.1125094	1	50000000
2020-10-27	CU	3D_USD_MXN_A_FXO_-0.4225_FXO	3D_USD_MXN_A_FXO_-0.4225_FXO	0.4171613	0.4171613	0.4171613	0.4171613	2	80000000
2020-10-27	CU	3D_USD_MXN_A_FXO_0.4588_FXO	3D_USD_MXN_A_FXO_0.4588_FXO	0.4787328	0.4787328	0.4787328	0.4787328	1	15000000
2020-10-27	CU	3M_AUD_NZD_A_FXO_-0.4994_FXO	3M_AUD_NZD_A_FXO_-0.4994_FXO	1.061692	1.061692	1.061692	1.061692	1	9500000
2020-10-27	CU	3M_AUD_NZD_A_FXO_0.5002_FXO	3M_AUD_NZD_A_FXO_0.5002_FXO	1.101168	1.101168	1.101168	1.101168	1	9500000
2020-10-27	CU	3M_EUR_GBP_A_FXO_-0.4993_FXO	3M_EUR_GBP_A_FXO_-0.4993_FXO	1.702457	1.702457	1.702457	1.702457	1	27500000
2020-10-27	CU	3M_EUR_GBP_A_FXO_0.4997_FXO	3M_EUR_GBP_A_FXO_0.4997_FXO	1.801478	1.801478	1.801478	1.801478	1	27500000
2020-10-27	CU	3M_GBP_USD_B_FXO_-0.4996_FXO	3M_GBP_USD_B_FXO_-0.4996_FXO	2.779114	2.779114	2.779114	2.779114	1	25000000
2020-10-27	CU	3M_GBP_USD_B_FXO_0.5004_FXO	3M_GBP_USD_B_FXO_0.5004_FXO	2.611114	2.611114	2.611114	2.611114	1	25000000
2020-10-27	CU	3M_USD_CAD_A_FXO_-0.4979_FXO	3M_USD_CAD_A_FXO_-0.4979_FXO	1.373033	1.382223	1.373033	1.382223	2	30000000
2020-10-27	CU	3M_USD_CAD_A_FXO_-0.5005_FXO	3M_USD_CAD_A_FXO_-0.5005_FXO	1.393623	1.393623	1.393623	1.393623	1	15000000
2020-10-27	CU	3M_USD_CAD_A_FXO_0.4989_FXO	3M_USD_CAD_A_FXO_0.4989_FXO	1.449887	1.449887	1.449887	1.449887	1	15000000
2020-10-27	CU	3M_USD_CAD_A_FXO_0.5013_FXO	3M_USD_CAD_A_FXO_0.5013_FXO	1.45048	1.461308	1.45048	1.461308	2	30000000
2020-10-27	CU	3M_USD_CNH_A_FXO_-0.5_FXO	3M_USD_CNH_A_FXO_-0.5_FXO	1.343525	1.343525	1.343525	1.343525	1	10000000
2020-10-27	CU	3M_USD_CNH_A_FXO_0.4994_FXO	3M_USD_CNH_A_FXO_0.4994_FXO	1.399898	1.399898	1.399898	1.399898	1	10000000
2020-10-27	CU	3M_USD_JPY_A_FXO_-0.2516_FXO	3M_USD_JPY_A_FXO_-0.2516_FXO	0.6266108	0.6266108	0.6266108	0.6266108	1	100000000
2020-10-27	CU	3M_USD_JPY_A_FXO_0.251_FXO	3M_USD_JPY_A_FXO_0.251_FXO	0.5091465	0.5091465	0.5091465	0.5091465	1	100000000
2020-10-27	CU	3M_USD_ZAR_A_FXO_-0.4981_FXO	3M_USD_ZAR_A_FXO_-0.4981_FXO	3.236439	3.236439	3.236439	3.236439	2	30000000
2020-10-27	CU	3M_USD_ZAR_A_FXO_0.4982_FXO	3M_USD_ZAR_A_FXO_0.4982_FXO	3.605047	3.605047	3.605047	3.605047	2	30000000
2020-10-27	CU	3W_AUD_NZD_A_FXO_-0.5022_FXO	3W_AUD_NZD_A_FXO_-0.5022_FXO	0.5492767	0.5492767	0.5492767	0.5492767	1	20000000
2020-10-27	CU	3W_AUD_NZD_A_FXO_0.4978_FXO	3W_AUD_NZD_A_FXO_0.4978_FXO	0.5511573	0.5511573	0.5511573	0.5511573	1	20000000
2020-10-27	CU	3W_USD_JPY_A_FXO_-0.2465_FXO	3W_USD_JPY_A_FXO_-0.2465_FXO	0.3141114	0.3141114	0.3141114	0.3141114	1	100000000
2020-10-27	CU	3W_USD_JPY_A_FXO_0.2515_FXO	3W_USD_JPY_A_FXO_0.2515_FXO	0.2810149	0.2810149	0.2810149	0.2810149	1	100000000
2020-10-27	CU	48D_NDF_USD_INR_NDF	48D_NDF_USD_INR_NDF	74.02	74.02	74.02	74.02	1	50000000
2020-10-27	CU	4D_NDF_USD_INR_NDF	4D_NDF_USD_INR_NDF	73.7537	73.7587	73.7	73.71	6	290000000
2020-10-27	CU	55D_USD_JPY_A_FXO_0.435_FXO	55D_USD_JPY_A_FXO_0.435_FXO	0.9209145	0.9209145	0.9209145	0.9209145	1	30000000
2020-10-27	CU	56D_USD_CAD_A_FXO_0.3798_FXO	56D_USD_CAD_A_FXO_0.3798_FXO	0.7975143	0.7975143	0.7975143	0.7975143	1	20000000
2020-10-27	CU	57D_EUR_USD_B_FXO_-0.5007_FXO	57D_EUR_USD_B_FXO_-0.5007_FXO	1.439771	1.439771	1.439771	1.439771	2	25000000
2020-10-27	CU	57D_EUR_USD_B_FXO_0.4993_FXO	57D_EUR_USD_B_FXO_0.4993_FXO	1.380771	1.380771	1.380771	1.380771	2	25000000
2020-10-27	CU	57D_USD_SEK_A_FXO_-0.4997_FXO	57D_USD_SEK_A_FXO_-0.4997_FXO	1.567616	1.567616	1.567616	1.567616	2	30000000
2020-10-27	CU	57D_USD_SEK_A_FXO_0.4995_FXO	57D_USD_SEK_A_FXO_0.4995_FXO	1.647626	1.647626	1.647626	1.647626	2	30000000
2020-10-27	CU	6D_GBP_USD_B_FXO_-0.3544_FXO	6D_GBP_USD_B_FXO_-0.3544_FXO	0.3715453	0.3715453	0.3715453	0.3715453	2	50000000
2020-10-27	CU	6D_GBP_USD_B_FXO_0.2768_FXO	6D_GBP_USD_B_FXO_0.2768_FXO	0.2641975	0.2641975	0.2641975	0.2641975	2	50000000
2020-10-27	CU	6D_NDF_USD_BRL_NDF	6D_NDF_USD_BRL_NDF	5.6095	5.6728	5.605	5.6728	23	1127250000
2020-10-27	CU	732D_NDF_USD_INR_NDF	732D_NDF_USD_INR_NDF	80.0	80.0	80.0	80.0	2	20000000
2020-10-27	CU	8D_AUD_JPY_A_FXO_0.1998_FXO	8D_AUD_JPY_A_FXO_0.1998_FXO	0.215614	0.215614	0.215614	0.215614	1	30000000
2020-10-27	CU	92D_NDF_USD_CLP_NDF	92D_NDF_USD_CLP_NDF	771.3	771.3	771.3	771.3	1	18978213
2020-10-27	CU	96D_NDF_USD_BRL_NDF	96D_NDF_USD_BRL_NDF	5.66875	5.66875	5.66875	5.66875	1	50000000
2020-10-27	CU	9D_USD_INR_A_FXO_-0.4206_FXO	9D_USD_INR_A_FXO_-0.4206_FXO	0.4447853	0.4447853	0.4447853	0.4447853	2	50000000
2020-10-27	CU	NDF_USD_ARS_16D	NDF_USD_ARS Maturing on 2020-11-12	82.05	82.05	82.05	82.05	1	1000000
2020-10-27	CU	NDF_USD_BRL_14M	NDF_USD_BRL Maturing on 2022-01-04	5.808	5.808	5.808	5.808	1	20000000
2020-10-27	CU	NDF_USD_BRL_1M	NDF_USD_BRL Maturing on 2020-12-02	5.6445	5.6988	5.6445	5.6988	15	841000000
2020-10-27	CU	NDF_USD_BRL_2D	NDF_USD_BRL Maturing on 2020-10-29	5.60895	5.6354	5.60895	5.6354	15	273000000
2020-10-27	CU	NDF_USD_BRL_2M	NDF_USD_BRL Maturing on 2021-01-05	5.6445	5.6639	5.6445	5.6639	2	59000000
2020-10-27	CU	NDF_USD_BRL_32M	NDF_USD_BRL Maturing on 2023-07-05	6.34	6.34	6.34	6.34	1	10000000
2020-10-27	CU	NDF_USD_BRL_3D	NDF_USD_BRL Maturing on 2020-10-30	5.60935	5.6908	5.60935	5.6908	17	222500000
2020-10-27	CU	NDF_USD_BRL_3M	NDF_USD_BRL Maturing on 2021-02-02	5.6685	5.6685	5.6685	5.6685	1	50000000
2020-10-27	CU	NDF_USD_BRL_7D	NDF_USD_BRL Maturing on 2020-11-03	5.63795	5.684	5.63795	5.684	3	12500000
2020-10-27	CU	NDF_USD_BRL_8D	NDF_USD_BRL Maturing on 2020-11-04	5.6095	5.694	5.6095	5.694	60	1533250000
2020-10-27	CU	NDF_USD_CLP_13D	NDF_USD_CLP Maturing on 2020-11-09	772.52	772.52	772.52	772.52	2	16000000
2020-10-27	CU	NDF_USD_CLP_1M	NDF_USD_CLP Maturing on 2020-11-30	770.25	774.3	769.25	772.42	176	873600000
2020-10-27	CU	NDF_USD_CLP_2D	NDF_USD_CLP Maturing on 2020-10-29	770.0	771.75	769.5	770.5	12	68000000
2020-10-27	CU	NDF_USD_CLP_3D	NDF_USD_CLP Maturing on 2020-10-30	772.5	773.75	771.5	772.25	15	123800000
2020-10-27	CU	NDF_USD_CLP_3M	NDF_USD_CLP Maturing on 2021-01-29	770.6	770.6	769.6	770.1	7	180000000
2020-10-27	CU	NDF_USD_CLP_6D	NDF_USD_CLP Maturing on 2020-11-02	772.51	774.0	770.5	772.02	8	106000000
2020-10-27	CU	NDF_USD_CLP_6M	NDF_USD_CLP Maturing on 2021-04-29	770.5	770.75	770.5	770.75	3	30000000
2020-10-27	CU	NDF_USD_CLP_9D	NDF_USD_CLP Maturing on 2020-11-05	771.53	771.53	771.53	771.53	1	15000000
2020-10-27	CU	NDF_USD_CNY_1M	NDF_USD_CNY Maturing on 2020-11-30	6.7275	6.7275	6.7275	6.7275	1	20000000
2020-10-27	CU	NDF_USD_COP_1M	NDF_USD_COP Maturing on 2020-11-30	3805.4	3822.0	3804.72	3819.0	93	507642394
2020-10-27	CU	NDF_USD_COP_23D	NDF_USD_COP Maturing on 2020-11-19	3816.4	3816.4	3816.4	3816.4	1	4000000
2020-10-27	CU	NDF_USD_COP_27D	NDF_USD_COP Maturing on 2020-11-23	3815.45	3815.45	3815.45	3815.45	1	2000000
2020-10-27	CU	NDF_USD_COP_2D	NDF_USD_COP Maturing on 2020-10-29	3800.0	3809.0	3800.0	3809.0	5	16000000
2020-10-27	CU	NDF_USD_COP_3D	NDF_USD_COP Maturing on 2020-10-30	3815.0	3815.0	3809.0	3811.5	9	69190901
2020-10-27	CU	NDF_USD_COP_3M	NDF_USD_COP Maturing on 2021-01-29	3828.65	3828.65	3820.75	3825.9	7	62000000
2020-10-27	CU	NDF_USD_COP_7D	NDF_USD_COP Maturing on 2020-11-03	3811.0	3812.0	3810.0	3812.0	4	41000000
2020-10-27	CU	NDF_USD_COP_8D	NDF_USD_COP Maturing on 2020-11-04	3813.0	3814.0	3810.18	3810.18	9	181000000
2020-10-27	CU	NDF_USD_COP_9D	NDF_USD_COP Maturing on 2020-11-05	3816.05	3816.05	3816.05	3816.05	1	1000000
2020-10-27	CU	NDF_USD_COP_9M	NDF_USD_COP Maturing on 2021-07-29	3865.0	3865.0	3865.0	3865.0	1	10000000
2020-10-27	CU	NDF_USD_IDR_1M	NDF_USD_IDR Maturing on 2020-12-03	14685.0	14685.0	14685.0	14685.0	1	30000000
2020-10-27	CU	NDF_USD_IDR_2M	NDF_USD_IDR Maturing on 2021-01-04	14733.0	14733.0	14733.0	14733.0	1	30000000
2020-10-27	CU	NDF_USD_INR_1M	NDF_USD_INR Maturing on 2020-12-02	73.96	74.01	73.82	74.01	11	234000000
2020-10-27	CU	NDF_USD_INR_21D	NDF_USD_INR Maturing on 2020-11-17	73.8265	73.8265	73.8265	73.8265	1	11000000
2020-10-27	CU	NDF_USD_INR_27D	NDF_USD_INR Maturing on 2020-11-23	73.87	73.87	73.87	73.87	1	11000000
2020-10-27	CU	NDF_USD_INR_3M	NDF_USD_INR Maturing on 2021-01-29	74.42	74.42	74.415	74.415	2	50000000
2020-10-27	CU	NDF_USD_INR_6D	NDF_USD_INR Maturing on 2020-11-02	73.75	73.8	73.61	73.8	9	184000000
2020-10-27	CU	NDF_USD_KRW_12M	NDF_USD_KRW Maturing on 2021-10-29	1126.8	1126.8	1126.8	1126.8	1	50000000
2020-10-27	CU	NDF_USD_KRW_1M	NDF_USD_KRW Maturing on 2020-11-30	1126.3	1128.5	1126.3	1128.5	15	312000000
2020-10-27	CU	NDF_USD_KRW_24D	NDF_USD_KRW Maturing on 2020-11-20	1128.5	1128.5	1128.5	1128.5	1	1000000
2020-10-27	CU	NDF_USD_KRW_27D	NDF_USD_KRW Maturing on 2020-11-23	1128.53	1128.53	1128.53	1128.53	1	1000000
2020-10-27	CU	NDF_USD_KRW_3D	NDF_USD_KRW Maturing on 2020-10-30	1126.75	1128.22	1126.15	1128.22	13	295000000
2020-10-27	CU	NDF_USD_KRW_6M	NDF_USD_KRW Maturing on 2021-04-29	1127.5	1127.5	1127.5	1127.5	1	50000000
2020-10-27	CU	NDF_USD_PEN_1M	NDF_USD_PEN Maturing on 2020-11-30	3.6057	3.6085	3.605	3.6075	53	348500000
2020-10-27	CU	NDF_USD_PEN_2D	NDF_USD_PEN Maturing on 2020-10-29	3.605	3.6055	3.605	3.6055	3	33000000
2020-10-27	CU	NDF_USD_PEN_3D	NDF_USD_PEN Maturing on 2020-10-30	3.605	3.607	3.605	3.607	12	85500000
2020-10-27	CU	NDF_USD_PEN_6M	NDF_USD_PEN Maturing on 2021-04-29	3.612	3.6125	3.6117	3.6125	4	90000000
2020-10-27	CU	NDF_USD_PHP_10D	NDF_USD_PHP Maturing on 2020-11-06	48.315	48.315	48.315	48.315	1	15000000
2020-10-27	CU	NDF_USD_PHP_1M	NDF_USD_PHP Maturing on 2020-11-27	48.447	48.4495	48.31	48.35	11	101000000
2020-10-27	CU	NDF_USD_PHP_2D	NDF_USD_PHP Maturing on 2020-10-29	48.37	48.371	48.31	48.35	9	97000000
2020-10-27	CU	NDF_USD_PHP_3M	NDF_USD_PHP Maturing on 2021-01-28	48.425	48.425	48.425	48.425	1	20000000
2020-10-27	CU	NDF_USD_PHP_8D	NDF_USD_PHP Maturing on 2020-11-04	48.36	48.36	48.36	48.36	1	15000000
2020-10-27	CU	NDF_USD_TWD_12M	NDF_USD_TWD Maturing on 2021-10-29	26.995	26.995	26.995	26.995	2	20000000
2020-10-27	CU	NDF_USD_TWD_1M	NDF_USD_TWD Maturing on 2020-11-30	28.404	28.404	28.32	28.345	7	258000000
2020-10-27	CU	NDF_USD_TWD_2M	NDF_USD_TWD Maturing on 2020-12-29	28.235	28.235	28.235	28.235	1	200000000
2020-10-27	CU	NDF_USD_TWD_3D	NDF_USD_TWD Maturing on 2020-10-30	28.6	28.6	28.6	28.6	1	12000000
2020-10-27	CU	NDF_USD_TWD_6D	NDF_USD_TWD Maturing on 2020-11-02	28.576	28.576	28.576	28.576	1	2000000
2020-10-27	CU	NDF_USD_TWD_9D	NDF_USD_TWD Maturing on 2020-11-05	28.48	28.48	28.48	28.48	1	1000000
2020-10-27	CU	NDF_USD_TWD_9M	NDF_USD_TWD Maturing on 2021-07-29	27.24	27.24	27.24	27.24	1	15000000
2020-10-27	CU	USDARS20201030-R19137	Non Deliverable Forward Agentine Peso - Value Date 2020-10-30	78.6359	78.6359	78.6359	78.6359	1	3000000
2020-10-27	CU	USDARS20201102-R19137	Non Deliverable Forward Agentine Peso - Value Date 2020-11-02	78.9617	78.9617	78.9617	78.9617	1	2000000
2020-10-27	CU	USDARS20201109-R19137	Non Deliverable Forward Agentine Peso - Value Date 2020-11-09	80.9169	80.9169	80.9169	80.9169	3	4000000
2020-10-27	CU	USDARS20201112-R19137	Non Deliverable Forward Agentine Peso - Value Date 2020-11-12	82.5462	82.5462	82.5462	82.5462	2	3000000
2020-10-27	CU	USDARS20201116-R19137	Non Deliverable Forward Agentine Peso - Value Date 2020-11-16	83.5238	83.5238	83.5238	83.5238	1	2000000
2020-10-27	CU	USDARS20201119-R19137	Non Deliverable Forward Agentine Peso - Value Date 2020-11-19	85.1531	85.1531	85.1531	85.1531	1	2000000
2020-10-27	CU	USDARS20201120-R19137	Non Deliverable Forward Agentine Peso - Value Date 2020-11-20	85.479	85.479	85.479	85.479	2	4000000
2020-10-27	CU	USDARS20201209-R19137	Non Deliverable Forward Agentine Peso - Value Date 2020-12-09	89.691	89.691	89.691	89.691	1	2000000
2020-10-27	CU	USDARS20201211-R19137	Non Deliverable Forward Agentine Peso - Value Date 2020-12-11	91.1393	91.1393	91.1393	91.1393	1	2000000
2020-10-27	CU	USDARS20201216-R19137	Non Deliverable Forward Agentine Peso - Value Date 2020-12-16	92.3462	92.3462	92.3462	92.3462	1	4000000
2020-10-27	CU	USDCNY20201103-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-11-03	6.71286	6.71286	6.71286	6.71286	1	3000000
2020-10-27	CU	USDCNY20201104-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-11-04	6.71343	6.71343	6.71343	6.71343	6	39000000
2020-10-27	CU	USDCNY20201106-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-11-06	6.71442	6.71442	6.71442	6.71442	3	71000000
2020-10-27	CU	USDCNY20201110-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-11-10	6.7161	6.7161	6.7161	6.7161	1	3000000
2020-10-27	CU	USDCNY20201116-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-11-16	6.71862	6.71862	6.71862	6.71862	3	14000000
2020-10-27	CU	USDCNY20201119-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-11-19	6.71988	6.71988	6.71988	6.71988	1	46000000
2020-10-27	CU	USDCNY20201120-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-11-20	6.7203	6.7203	6.7203	6.7203	1	6000000
2020-10-27	CU	USDCNY20201123-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-11-23	6.72156	6.72156	6.72156	6.72156	2	21000000
2020-10-27	CU	USDCNY20201124-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-11-24	6.72198	6.72198	6.72198	6.72198	1	3000000
2020-10-27	CU	USDCNY20201125-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-11-25	6.7224	6.7224	6.7224	6.7224	1	2000000
2020-10-27	CU	USDCNY20201127-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-11-27	6.72324	6.72324	6.72324	6.72324	4	33000000
2020-10-27	CU	USDCNY20201130-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-11-30	6.7245	6.7245	6.7245	6.7245	5	41000000
2020-10-27	CU	USDCNY20201203-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-12-03	6.72584	6.72584	6.72584	6.72584	1	7000000
2020-10-27	CU	USDCNY20201207-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-12-07	6.72764	6.72764	6.72764	6.72764	1	1000000
2020-10-27	CU	USDCNY20201208-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-12-08	6.72808	6.72808	6.72808	6.72808	2	5000000
2020-10-27	CU	USDCNY20201209-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-12-09	6.72853	6.72853	6.72853	6.72853	1	6000000
2020-10-27	CU	USDCNY20201210-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-12-10	6.72898	6.72898	6.72898	6.72898	1	4000000
2020-10-27	CU	USDCNY20201211-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-12-11	6.72943	6.72943	6.72943	6.72943	1	4000000
2020-10-27	CU	USDCNY20201228-R19131	Non Deliverable Forward Chinese Renminbi - Value Date 2020-12-28	6.73705	6.73705	6.73705	6.73705	1	6000000
2020-10-27	CU	USDIDR20201105-R19132	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-11-05	14659.29	14659.29	14659.29	14659.29	1	7000000
2020-10-27	CU	USDIDR20201106-R19132	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-11-06	14659.43	14659.43	14659.43	14659.43	1	1000000
2020-10-27	CU	USDIDR20201110-R19132	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-11-10	14660.0	14660.0	14660.0	14660.0	1	6000000
2020-10-27	CU	USDIDR20201113-R19132	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-11-13	14664.3	14664.3	14664.3	14664.3	3	9000000
2020-10-27	CU	USDIDR20201118-R19132	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-11-18	14671.47	14671.47	14671.47	14671.47	3	17000000
2020-10-27	CU	USDIDR20201123-R19132	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-11-23	14678.64	14678.64	14678.64	14678.64	1	7000000
2020-10-27	CU	USDIDR20201127-R19132	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-11-27	14684.38	14684.38	14684.38	14684.38	2	16000000
2020-10-27	CU	USDIDR20201130-R19132	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-11-30	14688.69	14688.69	14688.69	14688.69	2	8000000
2020-10-27	CU	USDIDR20201201-R19132	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-12-01	14690.13	14690.13	14690.13	14690.13	1	10000000
2020-10-27	CU	USDIDR20201202-R19132	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-12-02	14691.56	14691.56	14691.56	14691.56	3	8000000
2020-10-27	CU	USDINR20201102-R19133	Non Deliverable Forward Indian Rupee - Value Date 2020-11-02	73.7843	73.7843	73.7843	73.7843	1	3000000
2020-10-27	CU	USDINR20201105-R19133	Non Deliverable Forward Indian Rupee - Value Date 2020-11-05	73.795	73.795	73.795	73.795	3	20000000
2020-10-27	CU	USDINR20201106-R19133	Non Deliverable Forward Indian Rupee - Value Date 2020-11-06	73.8022	73.8022	73.8022	73.8022	1	2000000
2020-10-27	CU	USDINR20201109-R19133	Non Deliverable Forward Indian Rupee - Value Date 2020-11-09	73.8239	73.8239	73.8239	73.8239	2	17000000
2020-10-27	CU	USDINR20201112-R19133	Non Deliverable Forward Indian Rupee - Value Date 2020-11-12	73.8456	73.8456	73.8456	73.8456	1	21000000
2020-10-27	CU	USDINR20201113-R19133	Non Deliverable Forward Indian Rupee - Value Date 2020-11-13	73.8528	73.8528	73.8528	73.8528	1	1000000
2020-10-27	CU	USDINR20201117-R19133	Non Deliverable Forward Indian Rupee - Value Date 2020-11-17	73.8817	73.8817	73.8817	73.8817	7	72000000
2020-10-27	CU	USDINR20201120-R19133	Non Deliverable Forward Indian Rupee - Value Date 2020-11-20	73.9034	73.9034	73.9034	73.9034	4	110000000
2020-10-27	CU	USDINR20201123-R19133	Non Deliverable Forward Indian Rupee - Value Date 2020-11-23	73.9251	73.9251	73.9251	73.9251	7	105000000
2020-10-27	CU	USDINR20201124-R19133	Non Deliverable Forward Indian Rupee - Value Date 2020-11-24	73.9323	73.9323	73.9323	73.9323	1	7000000
2020-10-27	CU	USDINR20201125-R19133	Non Deliverable Forward Indian Rupee - Value Date 2020-11-25	73.9395	73.9395	73.9395	73.9395	1	5000000
2020-10-27	CU	USDINR20201127-R19133	Non Deliverable Forward Indian Rupee - Value Date 2020-11-27	73.954	73.954	73.954	73.954	4	61000000
2020-10-27	CU	USDINR20201201-R19133	Non Deliverable Forward Indian Rupee - Value Date 2020-12-01	73.984	73.984	73.984	73.984	1	21000000
2020-10-27	CU	USDINR20201202-R19133	Non Deliverable Forward Indian Rupee - Value Date 2020-12-02	73.9914	73.9914	73.9914	73.9914	2	29000000
2020-10-27	CU	USDINR20201204-R19133	Non Deliverable Forward Indian Rupee - Value Date 2020-12-04	74.0064	74.0064	74.0064	74.0064	1	3000000
2020-10-27	CU	USDINR20201209-R19133	Non Deliverable Forward Indian Rupee - Value Date 2020-12-09	74.0439	74.0439	74.0439	74.0439	1	6000000
2020-10-27	CU	USDINR20201216-R19133	Non Deliverable Forward Indian Rupee - Value Date 2020-12-16	74.0964	74.0964	74.0964	74.0964	1	12000000
2020-10-27	CU	USDMYR20201104-R19134	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-11-04	4.16671	4.16671	4.16671	4.16671	2	18000000
2020-10-27	CU	USDMYR20201117-R19134	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-11-17	4.16801	4.16801	4.16801	4.16801	2	14000000
2020-10-27	CU	USDMYR20201119-R19134	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-11-19	4.16819	4.16819	4.16819	4.16819	1	1000000
2020-10-27	CU	USDMYR20201127-R19134	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-11-27	4.16892	4.16892	4.16892	4.16892	1	3000000
2020-10-27	CU	USDMYR20201130-R19134	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-11-30	4.1692	4.1692	4.1692	4.1692	2	24000000
2020-10-27	CU	USDMYR20201202-R19134	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-12-02	4.16946	4.16946	4.16946	4.16946	2	18000000
2020-10-27	CU	USDMYR20201207-R19134	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-12-07	4.1701	4.1701	4.1701	4.1701	1	1000000
2020-10-27	CU	USDMYR20201211-R19134	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-12-11	4.17062	4.17062	4.17062	4.17062	1	7000000
2020-10-27	CU	USDPHP20201103-R19135	Non Deliverable Forward Philippine Peso - Value Date 2020-11-03	48.4391	48.4391	48.4391	48.4391	1	1000000
2020-10-27	CU	USDPHP20201112-R19135	Non Deliverable Forward Philippine Peso - Value Date 2020-11-12	48.4428	48.4428	48.4428	48.4428	1	3000000
2020-10-27	CU	USDPHP20201119-R19135	Non Deliverable Forward Philippine Peso - Value Date 2020-11-19	48.4462	48.4462	48.4462	48.4462	1	3000000
2020-10-27	CU	USDPHP20201127-R19135	Non Deliverable Forward Philippine Peso - Value Date 2020-11-27	48.45	48.45	48.45	48.45	1	16000000
2020-10-27	CU	USDPHP20201215-R19135	Non Deliverable Forward Philippine Peso - Value Date 2020-12-15	48.4805	48.4805	48.4805	48.4805	1	16000000
2020-10-27	CU	USDPHP20201216-R19135	Non Deliverable Forward Philippine Peso - Value Date 2020-12-16	48.4822	48.4822	48.4822	48.4822	1	16000000
2020-10-27	CU	USDTWD20201104-R19136	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-11-04	28.4963	28.4963	28.4963	28.4963	1	6000000
2020-10-27	CU	USDTWD20201119-R19136	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-11-19	28.3965	28.3965	28.3965	28.3965	2	18000000
2020-10-27	CU	USDTWD20201120-R19136	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-11-20	28.3903	28.3903	28.3903	28.3903	1	18000000
2020-10-27	EQ	17405	BCOMLI [SEF]	20.0	20.0	20.0	20.0	1	27831952
2020-10-27	IR	10Y 1M/3M		12.125	12.0	12.0	12.0	7	470000000
2020-10-27	IR	10Y FF/3M LCH		20.875	20.875	20.875	20.875	1	250000000
2020-10-27	IR	10Y LCH.sb		0.83	0.83	0.83	0.83	4	277000000
2020-10-27	IR	10Y SOFR/FF LCH		2.25	2.25	2.25	2.25	2	369000000
2020-10-27	IR	10Y TRY/USD IRX Outright_20301030	10Y TRY/USD IRX Outright_20301030	0.1415	0.1415	0.1415	0.1415	1	16326000
2020-10-27	IR	12Y SOFR/FF LCH		2.63	2.63	2.63	2.63	1	100000000
2020-10-27	IR	12Y.GBP.BSW.6M*3M_20321027	12Y.GBP.BSW.6M*3M_20321027	0.0014	0.0014	0.0014	0.0014	1	25000000
2020-10-27	IR	15Y LCH.sb		1.065	1.065	1.065	1.065	1	150000000
2020-10-27	IR	1Y 1M/3M		5.875	5.875	5.875	5.875	1	500000000
2020-10-27	IR	1Y TRY/USD IRX Outright_20211030	1Y TRY/USD IRX Outright_20211030	0.1765	0.18	0.1765	0.18	8	637728000
2020-10-27	IR	2Y LCH.sb		0.235	0.23875	0.23875	0.23875	1	100000000
2020-10-27	IR	2Y TRY/USD IRX Outright_20221030	2Y TRY/USD IRX Outright_20221030	0.17	0.17	0.1699	0.1699	2	52288000
2020-10-27	IR	30Y 1M/3M		13.375	13.25	13.25	13.25	4	147000000
2020-10-27	IR	30Y LCH.sb		1.2525	1.2525	1.2525	1.2525	6	156000000
2020-10-27	IR	3M SOFR LCH		0.08375	8.375	0.08375	0.08375	1	700000000
2020-10-27	IR	3M.NZD.IRS_20210205	3M.NZD.IRS_20210205	0.002655	0.002655	0.002655	0.002655	1	106000000
2020-10-27	IR	3M.NZD.IRS_20210211	3M.NZD.IRS_20210211	0.002625	0.002625	0.002625	0.002625	2	150000000
2020-10-27	IR	3M.NZD.IRS_20210216	3M.NZD.IRS_20210216	0.0026	0.0026	0.0026	0.0026	1	30000000
2020-10-27	IR	3M.NZD.IRS_20210220	3M.NZD.IRS_20210220	0.00258	0.00258	0.00258	0.00258	1	112000000
2020-10-27	IR	3M.NZD.IRS_20210225	3M.NZD.IRS_20210225	0.002555	0.002555	0.002555	0.002555	1	25000000
2020-10-27	IR	3M.NZD.IRS_20210227	3M.NZD.IRS_20210227	0.002545	0.002545	0.002545	0.002545	1	175000000
2020-10-27	IR	3M.NZD.IRS_20210228	3M.NZD.IRS_20210228	0.00253	0.00253	0.00253	0.00253	1	253000000
2020-10-27	IR	3M.NZD.IRS_20210307	3M.NZD.IRS_20210307	0.002495	0.002495	0.002495	0.002495	1	209000000
2020-10-27	IR	3M.NZD.IRS_20210309	3M.NZD.IRS_20210309	0.002485	0.002485	0.002485	0.002485	1	47000000
2020-10-27	IR	3M.NZD.IRS_20210323	3M.NZD.IRS_20210323	0.002323	0.002323	0.002323	0.002323	1	104000000
2020-10-27	IR	3Y 1M/3M		9.875	9.75	9.75	9.75	1	150000000
2020-10-27	IR	3Y 3M/6M		9.625	9.625	9.625	9.625	1	50000000
2020-10-27	IR	4Y TRY/USD IRX Outright_20241030	4Y TRY/USD IRX Outright_20241030	0.1547	0.1547	0.1547	0.1547	2	144749600
2020-10-27	IR	4Y_BY_6M_JPY-LIBOR_D0_Payer_1800	4Y_BY_6M_JPY-LIBOR_D0_Payer_1800	0.0014	0.0014	0.0014	0.0014	1	1000000000
2020-10-27	IR	5Y 1M/3M		11.25	11.125	11.125	11.125	7	776000000
2020-10-27	IR	5Y 3M/6M		11.875	11.875	11.875	11.875	1	50000000
2020-10-27	IR	5Y FF/3M LCH		20.625	20.625	20.625	20.625	1	50000000
2020-10-27	IR	5Y LCH.sb		0.4175	0.4175	0.4175	0.4175	10	1077000000
2020-10-27	IR	5Y SOFR/FF LCH		1.0	1.0	1.0	1.0	1	144000000
2020-10-27	IR	6Y SOFR/FF CME		1.25	1.625	1.625	1.625	3	700000000
2020-10-27	IR	6Y SOFR/FF LCH		1.25	1.5	1.5	1.5	3	620000000
2020-10-27	IR	7Y FF/3M LCH		20.875	20.875	20.875	20.875	2	175000000
2020-10-27	IR	8Y FF/3M LCH		20.875	20.875	20.875	20.875	3	200000000
2020-10-27	IR	AUD.10Y.6M.DEC20.EFP_20301028	AUD.10Y.6M.DEC20.EFP_20301028	0.007375	0.007375	0.007375	0.007375	1	25000000
2020-10-27	IR	AUD.10Y.6M_20301028	AUD.10Y.6M_20301028	0.0074	0.0074	0.0074	0.0074	1	30000000
2020-10-27	IR	AUD.28D.NOV20.RBA.OIS_20201202	AUD.28D.NOV20.RBA.OIS_20201202	0.000525	0.000525	0.000525	0.000525	1	2000000000
2020-10-27	IR	AUD.5Y.6M.DEC20.EFP_20251028	AUD.5Y.6M.DEC20.EFP_20251028	0.002375	0.002375	0.002375	0.002375	1	75000000
2020-10-27	IR	AUD.5Y.6M_20251028	AUD.5Y.6M_20251028	0.002425	0.002425	0.002425	0.002425	1	59000000
2020-10-27	IR	AUD_OIS_AONIA_9X10	AUD_OIS_AONIA_9X10	0.0275	0.0275	0.0275	0.0275	1	5000000000
2020-10-27	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X14	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X14	3.37	3.37	3.37	3.37	1	1223077157
2020-10-27	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X38	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X38	5.845	5.845	5.845	5.845	1	460474455
2020-10-27	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X50	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X50	6.495	6.495	6.495	6.495	2	702248124
2020-10-27	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X74	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X74	7.2425	7.2425	7.2425	7.2425	2	473527964
2020-10-27	IR	BUND.DEC20_20301029	BUND.DEC20_20301029	-0.002733	-0.0027199	-0.002733	-0.0027199	2	63000000
2020-10-27	IR	CAD.10Y.SB.3M_20301027	CAD.10Y.SB.3M_20301027	0.011225	0.011225	0.01105	0.01105	3	137000000
2020-10-27	IR	CAD.10Y.SPD.3M_20301027	CAD.10Y.SPD.3M_20301027	0.0110799	0.0110799	0.0110799	0.0110799	1	100000000
2020-10-27	IR	CAD.12Y.SB.3M_20321027	CAD.12Y.SB.3M_20321027	0.012475	0.012475	0.012475	0.012475	1	15000000
2020-10-27	IR	CAD.3Y.CORRA/CDOR_20231027	CAD.3Y.CORRA/CDOR_20231027	0.002775	0.002775	0.002775	0.002775	3	400000000
2020-10-27	IR	CAD.5Y.SB.3M_20251027	CAD.5Y.SB.3M_20251027	0.0077	0.0077	0.0077	0.0077	1	24000000
2020-10-27	IR	CAD.5Y.SPD.3M_20251027	CAD.5Y.SPD.3M_20251027	0.0076789	0.0076789	0.0076789	0.0076789	1	195500000
2020-10-27	IR	CAD.6Y.SB.3M_20261027	CAD.6Y.SB.3M_20261027	0.00845	0.00845	0.00845	0.00845	1	40000000
2020-10-27	IR	CAD.7Y.SB.3M_20271027	CAD.7Y.SB.3M_20271027	0.00915	0.00915	0.00915	0.00915	1	17000000
2020-10-27	IR	CAD.8Y.SB.3M_20281027	CAD.8Y.SB.3M_20281027	0.0099	0.0099	0.0098	0.0098	2	126000000
2020-10-27	IR	CAD.9Y.SB.3M_20291027	CAD.9Y.SB.3M_20291027	0.010575	0.010575	0.010425	0.010425	3	244500000
2020-10-27	IR	CAD.OIS.1T.BOC.OCT20_20201209	CAD.OIS.1T.BOC.OCT20_20201209	0.00215	0.00215	0.00215	0.00215	1	2000000000
2020-10-27	IR	CAD_IRS_3M_CAD_CDOR_0X120	CAD_IRS_3M_CAD_CDOR_0X120	1.1055	1.1055	1.1055	1.1055	1	100000000
2020-10-27	IR	CAD_IRS_3M_CAD_CDOR_0X60	CAD_IRS_3M_CAD_CDOR_0X60	0.7685	0.7685	0.7685	0.7685	1	196000000
2020-10-27	IR	CAD_OIS_CANADA OIS_10X12	CAD_OIS_CANADA OIS_10X12	0.21	0.21	0.21	0.21	2	5428000000
2020-10-27	IR	CAD_OIS_CANADA OIS_8X10	CAD_OIS_CANADA OIS_8X10	0.2075	0.2075	0.2075	0.2075	1	3000000000
2020-10-27	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12	0.46	0.465	0.46	0.465	5	116800000000
2020-10-27	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120	2.26	2.26	2.26	2.26	3	12900000000
2020-10-27	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24	0.61	0.61	0.61	0.61	6	70800000000
2020-10-27	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48	1.0	1.0	1.0	1.0	1	9700000000
2020-10-27	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60	1.27	1.27	1.27	1.27	3	23700000000
2020-10-27	IR	CLP_NDS_6M_USD_TNA_0X84	CLP_NDS_6M_USD_TNA_0X84	1.78	1.785	1.77	1.78	9	56000000000
2020-10-27	IR	CLP_NDS_6M_USD_TNA_0X96	CLP_NDS_6M_USD_TNA_0X96	1.975	1.975	1.975	1.975	1	5100000000
2020-10-27	IR	CME_MXN_IRS_28M_MXN_TIIE_0X119	CME_MXN_IRS_28M_MXN_TIIE_0X119	5.8	5.8	5.8	5.8	1	80000000
2020-10-27	IR	CME_MXN_IRS_28M_MXN_TIIE_0X12	CME_MXN_IRS_28M_MXN_TIIE_0X12	4.405	4.405	4.405	4.405	3	7915000000
2020-10-27	IR	CME_MXN_IRS_28M_MXN_TIIE_0X23	CME_MXN_IRS_28M_MXN_TIIE_0X23	4.495	4.495	4.495	4.495	1	540000000
2020-10-27	IR	CME_MXN_IRS_28M_MXN_TIIE_0X35	CME_MXN_IRS_28M_MXN_TIIE_0X35	4.685	4.69	4.68	4.69	5	1820000000
2020-10-27	IR	CME_MXN_IRS_28M_MXN_TIIE_0X47	CME_MXN_IRS_28M_MXN_TIIE_0X47	4.88	4.88	4.88	4.88	2	285000000
2020-10-27	IR	CME_MXN_IRS_28M_MXN_TIIE_0X8	CME_MXN_IRS_28M_MXN_TIIE_0X8	4.4175	4.4175	4.4175	4.4175	2	9075000000
2020-10-27	IR	CME_MXN_IRS_28M_MXN_TIIE_0X83	CME_MXN_IRS_28M_MXN_TIIE_0X83	5.415	5.415	5.415	5.415	1	175000000
2020-10-27	IR	COP.10Y.IBR.OIS_20301029	COP.10Y.IBR.OIS_20301029	0.04295	0.0431	0.04295	0.04305	6	107000000000
2020-10-27	IR	COP.1Y.IBR.OIS_20211029	COP.1Y.IBR.OIS_20211029	0.0177	0.0177	0.0177	0.0177	1	118000000000
2020-10-27	IR	COP.6M.IBR.OIS_20210429	COP.6M.IBR.OIS_20210429	0.01665	0.01665	0.01665	0.01665	1	236000000000
2020-10-27	IR	COP.8Y.IBR.OIS_20281029	COP.8Y.IBR.OIS_20281029	0.0395	0.0395	0.0395	0.0395	1	12000000000
2020-10-27	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12	1.78	1.78	1.78	1.78	2	154000000000
2020-10-27	IR	COP_NOIS_IBR__0X120	COP_NOIS_IBR__0X120	4.29	4.31	4.29	4.305	6	65000000000
2020-10-27	IR	COP_NOIS_IBR__0X18	COP_NOIS_IBR__0X18	1.96	1.965	1.96	1.965	4	169000000000
2020-10-27	IR	COP_NOIS_IBR__0X36	COP_NOIS_IBR__0X36	2.46	2.46	2.46	2.46	1	27000000000
2020-10-27	IR	COP_NOIS_IBR__0X6	COP_NOIS_IBR__0X6	1.665	1.675	1.665	1.675	2	306000000000
2020-10-27	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60	3.15	3.15	3.15	3.15	1	17000000000
2020-10-27	IR	COP_NOIS_IBR__0X84	COP_NOIS_IBR__0X84	3.73	3.73	3.73	3.73	2	26000000000
2020-10-27	IR	COP_NOIS_IBR__0X9	COP_NOIS_IBR__0X9	1.72	1.72	1.72	1.72	1	102000000000
2020-10-27	IR	COP_NOIS_IBR__0X96	COP_NOIS_IBR__0X96	3.94	3.95	3.94	3.95	4	39000000000
2020-10-27	IR	EUR.USD.15Y.3M.BSX_20351029	EUR.USD.15Y.3M.BSX_20351029	-0.0018375	-0.0018375	-0.0018375	-0.0018375	1	60000000
2020-10-27	IR	EUR.USD.25Y.3M.BSX_20451029	EUR.USD.25Y.3M.BSX_20451029	-0.00135	-0.00135	-0.00135	-0.00135	1	11000000
2020-10-27	IR	EUR.USD.30Y.3M.BSX_20501029	EUR.USD.30Y.3M.BSX_20501029	-0.0011	-0.0011	-0.0011	-0.0011	1	10000000
2020-10-27	IR	GBP.USD.25Y.3M.XCCY.BSW_20451029	GBP.USD.25Y.3M.XCCY.BSW_20451029	-0.000342	-0.000342	-0.000342	-0.000342	1	10000000
2020-10-27	IR	INR.USD.3Y.ifx.NDIRX_20231102	INR.USD.3Y.ifx.NDIRX_20231102	0.0475	0.0475	0.0475	0.0475	1	18000000
2020-10-27	IR	INR.USD.4Y.ifx.NDIRX_20241102	INR.USD.4Y.ifx.NDIRX_20241102	0.0493	0.0493	0.0493	0.0493	1	14000000
2020-10-27	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X84	IRS_AUD_3MBBSW_AUD_6MBBSW_0X84	1.75	1.75	1.75	1.75	1	108000000
2020-10-27	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X12	IRS_CAD_3MCDOR_USD_3MUSDL_0X12	-32.5	-32.5	-32.5	-32.5	3	400000000
2020-10-27	IR	IRS_CAD_CAD-_CAD_3MCADB_0X180	IRS_CAD_CAD-_CAD_3MCADB_0X180	27.5	27.5	27.5	27.5	2	70000000
2020-10-27	IR	IRS_CAD_CAD-_CAD_3MCADB_0X24	IRS_CAD_CAD-_CAD_3MCADB_0X24	27.25	27.25	27.25	27.25	1	250000000
2020-10-27	IR	IRS_CHF_3MCHFL_USD_3MUSDL_0X36	IRS_CHF_3MCHFL_USD_3MUSDL_0X36	-9.25	-9.25	-9.25	-9.25	1	75000000
2020-10-27	IR	IRS_CHF_3MCHFL_USD_3MUSDL_0X60	IRS_CHF_3MCHFL_USD_3MUSDL_0X60	-11.74	-11.74	-11.74	-11.74	1	50000000
2020-10-27	IR	IRS_CLF_6MUF_CLP_CAMA_0X24	IRS_CLF_6MUF_CLP_CAMA_0X24	0.0	0.0	0.0	0.0	3	2100000
2020-10-27	IR	IRS_CLF_6MUF_CLP_CAMA_0X36	IRS_CLF_6MUF_CLP_CAMA_0X36	0.0	0.0	0.0	0.0	2	1200000
2020-10-27	IR	IRS_CLF_6MUF_CLP_CAMA_0X60	IRS_CLF_6MUF_CLP_CAMA_0X60	0.0	0.0	0.0	0.0	2	600000
2020-10-27	IR	IRS_CNH_USD_3MLIBOR_0X24	IRS_CNH_USD_3MLIBOR_0X24	2.62	2.62	2.62	2.62	1	134100000
2020-10-27	IR	IRS_SEK_3MSTIB_USD_3MUSDL_0X180	IRS_SEK_3MSTIB_USD_3MUSDL_0X180	2.75	2.75	2.75	2.75	1	161500000
2020-10-27	IR	IRS_SEK_3MSTIB_USD_3MUSDL_0X300	IRS_SEK_3MSTIB_USD_3MUSDL_0X300	4.97	4.97	4.97	4.97	1	100000000
2020-10-27	IR	IRS_USD_1MUSDL_MXN_28DMXNT_0X59	IRS_USD_1MUSDL_MXN_28DMXNT_0X59	8.0	8.0	8.0	8.0	2	10000000
2020-10-27	IR	IRS_USD_6MUSDL_CLP_CAMA_0X48	IRS_USD_6MUSDL_CLP_CAMA_0X48	27.5	27.5	27.5	27.5	1	6300000
2020-10-27	IR	JPY.10Y.6M_20301029	JPY.10Y.6M_20301029	0.0005125	0.0005125	0.0005	0.0005	2	4970000000
2020-10-27	IR	JPY.20Y.6M_20401029	JPY.20Y.6M_20401029	0.0029125	0.0029125	0.0029125	0.0029125	1	1000000000
2020-10-27	IR	JPY.3Y.3M.XCCY.BSX_20231029	JPY.3Y.3M.XCCY.BSX_20231029	-0.00315	-0.00315	-0.0031625	-0.00315	5	38380000000
2020-10-27	IR	JPY.5Y.6M_20251029	JPY.5Y.6M_20251029	-0.0003875	-0.0003875	-0.0003875	-0.0003875	1	6000000000
2020-10-27	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120	0.73125	0.745	0.73125	0.7425	4	143000000
2020-10-27	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X144	LCH_AUD_IRS_6M_AUD_BBSW_0X144	0.8925	0.905	0.8925	0.905	3	158000000
2020-10-27	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X180	LCH_AUD_IRS_6M_AUD_BBSW_0X180	1.045	1.05125	1.045	1.05125	2	50000000
2020-10-27	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X24	LCH_CAD_IRS_3M_CAD_CDOR_0X24	0.5175	0.5175	0.5175	0.5175	5	1050000000
2020-10-27	IR	MXN.13*1.TIIE.28D_20211027	MXN.13*1.TIIE.28D_20211027	0.04405	0.04405	0.04405	0.04405	1	2100000000
2020-10-27	IR	MXN.26*1.TIIE.28D_20221026	MXN.26*1.TIIE.28D_20221026	0.0449	0.0449	0.0449	0.0449	2	3750000000
2020-10-27	IR	MXN.9*1.TIIE.28D_20210707	MXN.9*1.TIIE.28D_20210707	0.04415	0.04415	0.04415	0.04415	3	12150000000
2020-10-27	IR	MYR_NDS_3M_USD_KLIBOR_0X120	MYR_NDS_3M_USD_KLIBOR_0X120	2.27	2.27	2.27	2.27	1	24000000
2020-10-27	IR	MYR_NDS_3M_USD_KLIBOR_0X24	MYR_NDS_3M_USD_KLIBOR_0X24	1.8125	1.8125	1.8125	1.8125	1	110000000
2020-10-27	IR	MYR_NDS_3M_USD_KLIBOR_0X60	MYR_NDS_3M_USD_KLIBOR_0X60	1.995	1.995	1.995	1.995	2	315000000
2020-10-27	IR	MYR_NDS_3M_USD_KLIBOR_0X84	MYR_NDS_3M_USD_KLIBOR_0X84	2.12	2.12	2.12	2.12	1	198000000
2020-10-27	IR	PEN_IRS_6M_PEN_LIBOR_0X24	PEN_IRS_6M_PEN_LIBOR_0X24	0.9675	0.9675	0.9675	0.9675	2	72150000
2020-10-27	IR	SOPT_STRADDLE_E_CAD_3MCDOR_1 X 60_.77	SOPT_STRADDLE_E_CAD_3MCDOR_1 X 60_0.770000	0.55	0.55	0.52	0.52	2	50000000
2020-10-27	IR	TRY_IRS_3M_TRY_LIBOR_0X120	TRY_IRS_3M_TRY_LIBOR_0X120	14.14	14.14	14.14	14.14	1	31831800
2020-10-27	IR	TRY_IRS_3M_TRY_LIBOR_0X84	TRY_IRS_3M_TRY_LIBOR_0X84	14.89	14.89	14.89	14.89	1	39177600
2020-10-27	IR	TWD_IRS_3M_TWD_TAIBOR_0X120	TWD_IRS_3M_TWD_TAIBOR_0X120	0.775	0.775	0.775	0.775	1	300000000
2020-10-27	IR	USD.10Y.FF/3M_20301029	USD.10Y.FF/3M_20301029	0.0021	0.0021	0.0021	0.0021	1	22000000
2020-10-27	IR	USD.1Y.FF/3M_20220616	USD.1Y.FF/3M_20220616	0.001725	0.001725	0.001725	0.001725	2	1000000000
2020-10-27	IR	USD.6Y.FF/3M_20261029	USD.6Y.FF/3M_20261029	0.0020875	0.0020875	0.0020875	0.0020875	1	17000000