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
2021-04-16	CD	316850	IG34 5Y - SEF	51.95	51.95	51.95	51.95	1	150000000
2021-04-16	CD	337355	IG35 5Y - SEF	45.35	45.35	45.35	45.35	1	274000000
2021-04-16	CD	355103	S35 EUR 5Y (SEF)	49.625	49.625	49.375	49.375	9	400000000
2021-04-16	CD	355947	IG36 5Y - SEF	50.15	50.4	49.95	50.3	27	1947000000
2021-04-16	CD	356249	CDXEM 35 - SEF	96.915	96.95	96.915	96.95	1	15000000
2021-04-16	CD	356750	HY36 5Y - SEF	109.965	109.965	109.875	109.875	2	25000000
2021-04-16	CD	358328	ITRAXXAEJ.IG S35 SEF	77.0	77.0	77.0	77.0	1	20000000
2021-04-16	CD	CDX.EM.35.V1_60M	CDX.EM.35.V1_60M	0.97	0.97	0.97	0.97	1	35000000
2021-04-16	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	5.6188	5.6679	5.58405	5.587	11	379000000
2021-04-16	CU	0D_NDF_USD_COP_NDF	0D_NDF_USD_COP_NDF	3610.0	3610.0	3597.0	3597.0	4	22000000
2021-04-16	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	74.455	74.54	74.42	74.54	5	149000000
2021-04-16	CU	105D_NDF_USD_BRL_NDF	105D_NDF_USD_BRL_NDF	5.683	5.683	5.683	5.683	2	70000000
2021-04-16	CU	10D_EUR_USD_B_FXO_-0.4713_FXO	10D_EUR_USD_B_FXO_-0.4713_FXO	0.3719779	0.3719779	0.3719779	0.3719779	1	50000000
2021-04-16	CU	10D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-04-26	701.0	701.0	701.0	701.0	2	136000000
2021-04-16	CU	10D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-04-26	3597.39	3597.39	3597.39	3597.39	1	16000000
2021-04-16	CU	10D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-04-26	74.45	74.54	74.45	74.54	1	54000000
2021-04-16	CU	10D_NDF_USD_INR_NDF	10D_NDF_USD_INR_NDF	74.584	74.584	74.584	74.584	2	21000000
2021-04-16	CU	10D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-04-26	48.405	48.405	48.355	48.355	2	30000000
2021-04-16	CU	11D_EUR_GBP_A_FXO_-0.2559_FXO	11D_EUR_GBP_A_FXO_-0.2559_FXO	0.1664004	0.1664004	0.1664004	0.1664004	1	40000000
2021-04-16	CU	11D_EUR_USD_B_FXO_0.4661_FXO	11D_EUR_USD_B_FXO_0.4661_FXO	0.3925577	0.3925577	0.3925577	0.3925577	3	150000000
2021-04-16	CU	11D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-04-27	74.6457	74.6457	74.6457	74.6457	1	18000000
2021-04-16	CU	11D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-04-27	48.365	48.365	48.365	48.365	1	10000000
2021-04-16	CU	12D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-04-28	699.5	704.5	698.47	704.5	7	71500000
2021-04-16	CU	12D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-04-28	74.475	74.51	74.475	74.51	1	10000000
2021-04-16	CU	12D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-04-28	28.33	28.335	28.33	28.335	4	40000000
2021-04-16	CU	13D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-04-29	703.0	703.0	703.0	703.0	1	29000000
2021-04-16	CU	13D_USD_BRL_A_FXO_-0.3983_FXO	13D_USD_BRL_A_FXO_-0.3983_FXO	0.999324	0.999324	0.999324	0.999324	1	50000000
2021-04-16	CU	14D_NDF_USD_BRL_NDF	14D_NDF_USD_BRL_NDF	5.623	5.6763	5.588	5.59195	37	1393750000
2021-04-16	CU	14D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-04-30	701.0	701.0	701.0	701.0	1	50000000
2021-04-16	CU	152D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-09-15	48.95	48.995	48.95	48.995	2	80000000
2021-04-16	CU	15D_NDF_USD_INR_NDF	15D_NDF_USD_INR_NDF	74.657	74.657	74.657	74.657	1	66000000
2021-04-16	CU	167D_NDF_USD_BRL_NDF	167D_NDF_USD_BRL_NDF	5.743	5.743	5.70158	5.70158	4	280000000
2021-04-16	CU	171D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-10-04	5.756	5.756	5.6665	5.6665	3	130000000
2021-04-16	CU	17D_NDF_USD_BRL_NDF	17D_NDF_USD_BRL_NDF	5.5897	5.5897	5.5897	5.5897	2	110000000
2021-04-16	CU	17D_NDF_USD_COP_NDF	17D_NDF_USD_COP_NDF	3600.1	3600.1	3600.1	3600.1	1	40000000
2021-04-16	CU	187D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-10-20	703.4	704.5	702.45	704.5	9	95000000
2021-04-16	CU	187D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2021-10-20	14895.0	14895.0	14895.0	14895.0	1	20000000
2021-04-16	CU	187D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-10-20	76.36	76.36	76.35	76.35	2	55000000
2021-04-16	CU	187D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-10-20	1115.1	1115.1	1115.1	1115.1	1	25000000
2021-04-16	CU	18D_AUD_USD_B_FXO_0.0915_FXO	18D_AUD_USD_B_FXO_0.0915_FXO	0.0623601	0.0623601	0.0623601	0.0623601	1	70000000
2021-04-16	CU	18D_AUD_USD_B_FXO_0.1106_FXO	18D_AUD_USD_B_FXO_0.1106_FXO	0.0785	0.0785	0.0785	0.0785	1	30000000
2021-04-16	CU	18D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-05-04	5.6341	5.675	5.5865	5.59073	59	1503250000
2021-04-16	CU	18M_AUD_USD_B_FXO_-0.499_FXO	18M_AUD_USD_B_FXO_-0.499_FXO	3.781672	3.781672	3.781672	3.781672	1	15000000
2021-04-16	CU	18M_AUD_USD_B_FXO_0.501_FXO	18M_AUD_USD_B_FXO_0.501_FXO	3.298672	3.298672	3.298672	3.298672	1	15000000
2021-04-16	CU	1D_EUR_USD_B_FXO_-0.2459_FXO	1D_EUR_USD_B_FXO_-0.2459_FXO	0.0516033	0.0516033	0.0516033	0.0516033	1	10000000
2021-04-16	CU	1D_EUR_USD_B_FXO_-0.2615_FXO	1D_EUR_USD_B_FXO_-0.2615_FXO	0.060304	0.060304	0.060304	0.060304	1	10000000
2021-04-16	CU	1D_NDF_USD_COP_NDF	1D_NDF_USD_COP_NDF	3598.0	3598.0	3598.0	3598.0	1	40000000
2021-04-16	CU	1D_NDF_USD_RUB_NDF	1D_NDF_USD_RUB_NDF	75.86	75.86	75.86	75.86	1	143000000
2021-04-16	CU	1M_AUD_USD_B_FXO_-0.5049_FXO	1M_AUD_USD_B_FXO_-0.5049_FXO	0.8168488	0.8168488	0.8168488	0.8168488	4	162500000
2021-04-16	CU	1M_AUD_USD_B_FXO_0.4951_FXO	1M_AUD_USD_B_FXO_0.4951_FXO	0.7668488	0.7668488	0.7668488	0.7668488	4	162500000
2021-04-16	CU	1M_EUR_NOK_A_FXO_-0.4995_FXO	1M_EUR_NOK_A_FXO_-0.4995_FXO	0.8725487	0.8725487	0.8725487	0.8725487	1	10000000
2021-04-16	CU	1M_EUR_NOK_A_FXO_0.5002_FXO	1M_EUR_NOK_A_FXO_0.5002_FXO	0.8991684	0.8991684	0.8991684	0.8991684	1	10000000
2021-04-16	CU	1M_EUR_USD_B_FXO_-0.5022_FXO	1M_EUR_USD_B_FXO_-0.5022_FXO	0.8001831	0.8001831	0.8001831	0.8001831	2	50000000
2021-04-16	CU	1M_EUR_USD_B_FXO_0.4978_FXO	1M_EUR_USD_B_FXO_0.4978_FXO	0.7731831	0.7731831	0.7731831	0.7731831	2	50000000
2021-04-16	CU	1M_GBP_USD_B_FXO_-0.4973_FXO	1M_GBP_USD_B_FXO_-0.4973_FXO	1.103582	1.103582	1.103582	1.103582	1	10000000
2021-04-16	CU	1M_GBP_USD_B_FXO_-0.4987_FXO	1M_GBP_USD_B_FXO_-0.4987_FXO	1.116301	1.116301	1.116301	1.116301	2	25000000
2021-04-16	CU	1M_GBP_USD_B_FXO_-0.5016_FXO	1M_GBP_USD_B_FXO_-0.5016_FXO	1.126706	1.126706	1.126706	1.126706	1	10000000
2021-04-16	CU	1M_GBP_USD_B_FXO_0.4984_FXO	1M_GBP_USD_B_FXO_0.4984_FXO	1.087706	1.087706	1.087706	1.087706	1	10000000
2021-04-16	CU	1M_GBP_USD_B_FXO_0.5013_FXO	1M_GBP_USD_B_FXO_0.5013_FXO	1.097301	1.097301	1.097301	1.097301	2	25000000
2021-04-16	CU	1M_GBP_USD_B_FXO_0.5027_FXO	1M_GBP_USD_B_FXO_0.5027_FXO	1.094582	1.094582	1.094582	1.094582	1	10000000
2021-04-16	CU	1M_NOK_SEK_A_FXO_-0.5023_FXO	1M_NOK_SEK_A_FXO_-0.5023_FXO	0.7524917	0.7524917	0.7524917	0.7524917	1	100000000
2021-04-16	CU	1M_NOK_SEK_A_FXO_0.4976_FXO	1M_NOK_SEK_A_FXO_0.4976_FXO	0.7594322	0.7594322	0.7594322	0.7594322	1	100000000
2021-04-16	CU	1M_USD_CNH_A_FXO_-0.4996_FXO	1M_USD_CNH_A_FXO_-0.4996_FXO	0.459232	0.459232	0.459232	0.459232	2	30000000
2021-04-16	CU	1M_USD_CNH_A_FXO_-0.5001_FXO	1M_USD_CNH_A_FXO_-0.5001_FXO	0.4592319	0.4592319	0.4592319	0.4592319	1	25000000
2021-04-16	CU	1M_USD_CNH_A_FXO_0.4998_FXO	1M_USD_CNH_A_FXO_0.4998_FXO	0.4592319	0.4592319	0.4592319	0.4592319	1	25000000
2021-04-16	CU	1M_USD_CNH_A_FXO_0.5003_FXO	1M_USD_CNH_A_FXO_0.5003_FXO	0.459232	0.459232	0.459232	0.459232	2	30000000
2021-04-16	CU	1M_USD_SGD_A_FXO_-0.4942_FXO	1M_USD_SGD_A_FXO_-0.4942_FXO	0.4376708	0.4376708	0.4376708	0.4376708	1	10000000
2021-04-16	CU	1M_USD_SGD_A_FXO_0.5056_FXO	1M_USD_SGD_A_FXO_0.5056_FXO	0.4601461	0.4601461	0.4601461	0.4601461	1	10000000
2021-04-16	CU	1W_AUD_USD_B_FXO_-0.4968_FXO	1W_AUD_USD_B_FXO_-0.4968_FXO	0.3536953	0.3536953	0.3536953	0.3536953	1	25000000
2021-04-16	CU	1W_AUD_USD_B_FXO_0.5032_FXO	1W_AUD_USD_B_FXO_0.5032_FXO	0.3556952	0.3556952	0.3556952	0.3556952	1	25000000
2021-04-16	CU	1W_USD_CAD_A_FXO_-0.2979_FXO	1W_USD_CAD_A_FXO_-0.2979_FXO	0.1640167	0.1640167	0.1640167	0.1640167	1	25000000
2021-04-16	CU	1W_USD_CAD_A_FXO_-0.3108_FXO	1W_USD_CAD_A_FXO_-0.3108_FXO	0.1737499	0.1737499	0.1737499	0.1737499	1	25000000
2021-04-16	CU	1W_USD_CAD_A_FXO_-0.3239_FXO	1W_USD_CAD_A_FXO_-0.3239_FXO	0.1839026	0.1839026	0.1839026	0.1839026	1	50000000
2021-04-16	CU	1W_USD_CAD_A_FXO_0.243_FXO	1W_USD_CAD_A_FXO_0.243_FXO	0.1321533	0.1321533	0.1321533	0.1321533	1	50000000
2021-04-16	CU	1W_USD_CAD_A_FXO_0.254_FXO	1W_USD_CAD_A_FXO_0.254_FXO	0.140103	0.140103	0.140103	0.140103	1	25000000
2021-04-16	CU	1W_USD_CAD_A_FXO_0.2652_FXO	1W_USD_CAD_A_FXO_0.2652_FXO	0.148406	0.148406	0.148406	0.148406	1	25000000
2021-04-16	CU	1W_USD_RUB_A_FXO_-0.4996_FXO	1W_USD_RUB_A_FXO_-0.4996_FXO	0.8575487	0.8575487	0.8575487	0.8575487	1	15000000
2021-04-16	CU	1W_USD_RUB_A_FXO_0.5001_FXO	1W_USD_RUB_A_FXO_0.5001_FXO	0.88261	0.88261	0.88261	0.88261	1	15000000
2021-04-16	CU	1Y_EUR_AUD_A_FXO_-0.2494_FXO	1Y_EUR_AUD_A_FXO_-0.2494_FXO	1.073305	1.073305	1.073305	1.073305	1	30000000
2021-04-16	CU	1Y_EUR_AUD_A_FXO_0.2484_FXO	1Y_EUR_AUD_A_FXO_0.2484_FXO	1.268648	1.268648	1.268648	1.268648	1	30000000
2021-04-16	CU	1Y_EUR_JPY_A_FXO_-0.4987_FXO	1Y_EUR_JPY_A_FXO_-0.4987_FXO	2.765526	2.765526	2.765526	2.765526	1	21500000
2021-04-16	CU	1Y_EUR_JPY_A_FXO_0.4987_FXO	1Y_EUR_JPY_A_FXO_0.4987_FXO	3.029858	3.029858	3.029858	3.029858	1	21500000
2021-04-16	CU	1Y_EUR_USD_B_FXO_-0.5006_FXO	1Y_EUR_USD_B_FXO_-0.5006_FXO	3.117907	3.117907	3.117907	3.117907	1	76000000
2021-04-16	CU	1Y_EUR_USD_B_FXO_0.4994_FXO	1Y_EUR_USD_B_FXO_0.4994_FXO	2.872907	2.872907	2.872907	2.872907	1	76000000
2021-04-16	CU	1Y_USD_CAD_A_FXO_-0.1_FXO	1Y_USD_CAD_A_FXO_-0.1_FXO	0.3391286	0.3391286	0.3391286	0.3391286	2	102500000
2021-04-16	CU	1Y_USD_CAD_A_FXO_-0.4996_FXO	1Y_USD_CAD_A_FXO_-0.4996_FXO	2.442056	2.442056	2.442056	2.442056	2	40000000
2021-04-16	CU	1Y_USD_CAD_A_FXO_0.1002_FXO	1Y_USD_CAD_A_FXO_0.1002_FXO	0.3477811	0.3477811	0.3477811	0.3477811	2	102500000
2021-04-16	CU	1Y_USD_CAD_A_FXO_0.4984_FXO	1Y_USD_CAD_A_FXO_0.4984_FXO	2.634948	2.634948	2.634948	2.634948	2	40000000
2021-04-16	CU	21D_NDF_USD_BRL_NDF	21D_NDF_USD_BRL_NDF	5.6775	5.6775	5.6775	5.6775	1	100000000
2021-04-16	CU	21D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-05-07	701.25	701.25	701.25	701.25	1	20000000
2021-04-16	CU	259D_NDF_USD_BRL_NDF	259D_NDF_USD_BRL_NDF	5.81981	5.81981	5.75883	5.76247	5	250000000
2021-04-16	CU	25D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-05-11	704.5	704.5	704.5	704.5	1	14000000
2021-04-16	CU	263D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-01-04	5.785	5.785	5.73074	5.73074	5	240000000
2021-04-16	CU	26D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-05-12	3602.72	3602.72	3595.72	3602.72	3	30000000
2021-04-16	CU	279D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-01-20	704.67	704.67	704.67	704.67	2	25000000
2021-04-16	CU	279D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-01-20	3650.0	3651.0	3650.0	3650.0	4	55000000
2021-04-16	CU	279D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-01-20	77.28	77.28	77.28	77.28	2	30000000
2021-04-16	CU	2D_NDF_USD_BRL_NDF	2D_NDF_USD_BRL_NDF	5.58715	5.58715	5.58715	5.58715	2	27000000
2021-04-16	CU	2D_NDF_USD_COP_NDF	2D_NDF_USD_COP_NDF	3624.0	3624.0	3624.0	3624.0	1	6000000
2021-04-16	CU	2M_AUD_CAD_A_FXO_-0.4956_FXO	2M_AUD_CAD_A_FXO_-0.4956_FXO	0.9585617	0.9585617	0.9585617	0.9585617	1	23500000
2021-04-16	CU	2M_AUD_CAD_A_FXO_-0.4992_FXO	2M_AUD_CAD_A_FXO_-0.4992_FXO	0.9770764	0.9770764	0.9770764	0.9770764	1	25000000
2021-04-16	CU	2M_AUD_CAD_A_FXO_0.5005_FXO	2M_AUD_CAD_A_FXO_0.5005_FXO	1.012224	1.012224	1.012224	1.012224	1	25000000
2021-04-16	CU	2M_AUD_CAD_A_FXO_0.5038_FXO	2M_AUD_CAD_A_FXO_0.5038_FXO	1.014402	1.014402	1.014402	1.014402	1	23500000
2021-04-16	CU	2M_EUR_CAD_A_FXO_-0.4997_FXO	2M_EUR_CAD_A_FXO_-0.4997_FXO	0.9227843	0.9227843	0.9227843	0.9227843	1	15000000
2021-04-16	CU	2M_EUR_CAD_A_FXO_0.5_FXO	2M_EUR_CAD_A_FXO_0.5_FXO	0.9514523	0.9514523	0.9514523	0.9514523	1	15000000
2021-04-16	CU	2M_USD_JPY_A_FXO_-0.4981_FXO	2M_USD_JPY_A_FXO_-0.4981_FXO	0.9064059	0.9064059	0.9064059	0.9064059	2	62500000
2021-04-16	CU	2M_USD_JPY_A_FXO_0.5015_FXO	2M_USD_JPY_A_FXO_0.5015_FXO	0.9431909	0.9431909	0.9431909	0.9431909	2	62500000
2021-04-16	CU	2W_EUR_USD_B_FXO_0.1966_FXO	2W_EUR_USD_B_FXO_0.1966_FXO	0.1529218	0.1529218	0.1529218	0.1529218	2	70000000
2021-04-16	CU	2W_EUR_USD_B_FXO_0.1986_FXO	2W_EUR_USD_B_FXO_0.1986_FXO	0.1548981	0.1548981	0.1548981	0.1548981	1	50000000
2021-04-16	CU	2W_USD_JPY_A_FXO_-0.5074_FXO	2W_USD_JPY_A_FXO_-0.5074_FXO	0.4327753	0.4327753	0.4327753	0.4327753	2	62500000
2021-04-16	CU	2W_USD_JPY_A_FXO_0.4928_FXO	2W_USD_JPY_A_FXO_0.4928_FXO	0.4189867	0.4189867	0.4189867	0.4189867	2	62500000
2021-04-16	CU	2W_USD_TRY_A_FXO_-0.2685_FXO	2W_USD_TRY_A_FXO_-0.2685_FXO	0.5483052	0.5483052	0.5483052	0.5483052	1	100000000
2021-04-16	CU	2W_USD_TRY_A_FXO_-0.2905_FXO	2W_USD_TRY_A_FXO_-0.2905_FXO	0.614271	0.614271	0.614271	0.614271	1	50000000
2021-04-16	CU	30D_NDF_USD_CLP_NDF	30D_NDF_USD_CLP_NDF	699.0	699.0	699.0	699.0	1	25000000
2021-04-16	CU	30D_NDF_USD_COP_NDF	30D_NDF_USD_COP_NDF	3614.0	3614.0	3601.0	3601.0	4	22000000
2021-04-16	CU	30D_NDF_USD_IDR_NDF	30D_NDF_USD_IDR_NDF	14620.0	14620.0	14610.0	14610.0	2	40000000
2021-04-16	CU	30D_NDF_USD_INR_NDF	30D_NDF_USD_INR_NDF	74.84	74.86	74.83	74.83	5	67000000
2021-04-16	CU	30D_NDF_USD_KRW_NDF	30D_NDF_USD_KRW_NDF	1115.3	1115.3	1115.3	1115.3	2	25000000
2021-04-16	CU	31D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-05-17	700.0	704.5	700.0	704.5	2	74000000
2021-04-16	CU	32D_NDF_USD_INR_NDF	32D_NDF_USD_INR_NDF	74.82	74.9	74.78	74.9	5	149000000
2021-04-16	CU	33D_GBP_AUD_A_FXO_-0.4824_FXO	33D_GBP_AUD_A_FXO_-0.4824_FXO	0.7234964	0.7234964	0.7234964	0.7234964	2	80000000
2021-04-16	CU	33D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-05-19	700.02	700.02	700.02	700.02	1	60000000
2021-04-16	CU	33D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-05-19	48.57	48.57	48.48	48.48	9	108000000
2021-04-16	CU	342D_USD_TWD_A_FXO_0.0674_FXO	342D_USD_TWD_A_FXO_0.0674_FXO	0.2445619	0.2445619	0.2445619	0.2445619	1	40000000
2021-04-16	CU	342D_USD_TWD_A_FXO_0.1433_FXO	342D_USD_TWD_A_FXO_0.1433_FXO	0.5150471	0.5150471	0.5150471	0.5150471	1	20000000
2021-04-16	CU	34D_NDF_USD_ARS	NDF_USD_ARS Maturing on 2021-05-20	95.65	95.65	95.65	95.65	2	5000000
2021-04-16	CU	34D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-05-20	699.0	705.1	698.47	705.1	127	800000000
2021-04-16	CU	34D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-05-20	3616.0	3616.0	3593.0	3607.0	130	548570000
2021-04-16	CU	34D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2021-05-20	14600.0	14600.0	14586.0	14586.0	2	28000000
2021-04-16	CU	34D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-05-20	74.895	74.9132	74.81	74.89	11	137000000
2021-04-16	CU	34D_NDF_USD_INR_NDF	34D_NDF_USD_INR_NDF	74.778	74.778	74.778	74.778	1	10000000
2021-04-16	CU	34D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-05-20	1116.0	1116.6	1114.5	1116.6	5	39000000
2021-04-16	CU	34D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-05-20	3.628	3.6345	3.628	3.633	60	213500000
2021-04-16	CU	34D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-05-20	48.51	48.51	48.48	48.5	4	55000000
2021-04-16	CU	34D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-05-20	28.255	28.255	28.235	28.235	2	15000000
2021-04-16	CU	365D_NDF_USD_INR_NDF	365D_NDF_USD_INR_NDF	78.16	78.16	78.16	78.16	1	35000000
2021-04-16	CU	368D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-04-19	49.79	49.79	49.705	49.705	2	25000000
2021-04-16	CU	369D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-04-20	704.05	704.3	704.05	704.15	6	90000000
2021-04-16	CU	369D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-04-20	3672.75	3676.7	3671.25	3675.9	6	60000000
2021-04-16	CU	369D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-04-20	78.145	78.16	78.13	78.16	2	55000000
2021-04-16	CU	369D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-04-20	3.642	3.642	3.642	3.642	1	10000000
2021-04-16	CU	369D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-04-20	49.67	49.67	49.65	49.65	2	30000000
2021-04-16	CU	38D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-05-24	74.765	74.9	74.765	74.9	3	68000000
2021-04-16	CU	39D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-05-25	3604.14	3604.14	3604.14	3604.14	2	26000000
2021-04-16	CU	3D_EUR_GBP_A_FXO_0.4365_FXO	3D_EUR_GBP_A_FXO_0.4365_FXO	0.1133237	0.1133237	0.1133237	0.1133237	1	40000000
2021-04-16	CU	3D_NDF_USD_INR_NDF	3D_NDF_USD_INR_NDF	74.42	74.52	74.42	74.52	4	116000000
2021-04-16	CU	3M_EUR_USD_B_FXO_-0.5025_FXO	3M_EUR_USD_B_FXO_-0.5025_FXO	1.399058	1.399058	1.399058	1.399058	1	25000000
2021-04-16	CU	3M_EUR_USD_B_FXO_0.4975_FXO	3M_EUR_USD_B_FXO_0.4975_FXO	1.329058	1.329058	1.329058	1.329058	1	25000000
2021-04-16	CU	3M_NZD_USD_B_FXO_-0.2497_FXO	3M_NZD_USD_B_FXO_-0.2497_FXO	0.5346749	0.5346749	0.5346749	0.5346749	1	32000000
2021-04-16	CU	3M_NZD_USD_B_FXO_-0.2507_FXO	3M_NZD_USD_B_FXO_-0.2507_FXO	0.540357	0.540357	0.540357	0.540357	1	21000000
2021-04-16	CU	3M_NZD_USD_B_FXO_0.2477_FXO	3M_NZD_USD_B_FXO_0.2477_FXO	0.4548301	0.4548301	0.4548301	0.4548301	1	30000000
2021-04-16	CU	3M_NZD_USD_B_FXO_0.249_FXO	3M_NZD_USD_B_FXO_0.249_FXO	0.4604902	0.4604902	0.4604902	0.4604902	1	20000000
2021-04-16	CU	3M_USD_CHF_A_FXO_-0.5032_FXO	3M_USD_CHF_A_FXO_-0.5032_FXO	1.252751	1.252751	1.252751	1.252751	1	15000000
2021-04-16	CU	3M_USD_CHF_A_FXO_0.4966_FXO	3M_USD_CHF_A_FXO_0.4966_FXO	1.276723	1.276723	1.276723	1.276723	1	15000000
2021-04-16	CU	3M_USD_RUB_A_FXO_-0.25_FXO	3M_USD_RUB_A_FXO_-0.25_FXO	1.01851	1.01851	1.01851	1.01851	1	50000000
2021-04-16	CU	3M_USD_RUB_A_FXO_0.25_FXO	3M_USD_RUB_A_FXO_0.25_FXO	1.363877	1.363877	1.363877	1.363877	1	60000000
2021-04-16	CU	3M_USD_TRY_A_FXO_-0.2498_FXO	3M_USD_TRY_A_FXO_-0.2498_FXO	1.3232	1.3232	1.3232	1.3232	1	50000000
2021-04-16	CU	3M_USD_TRY_A_FXO_0.25_FXO	3M_USD_TRY_A_FXO_0.25_FXO	2.071306	2.071306	2.071306	2.071306	1	60000000
2021-04-16	CU	3W_USD_JPY_A_FXO_-0.2925_FXO	3W_USD_JPY_A_FXO_-0.2925_FXO	0.250387	0.250387	0.250387	0.250387	1	50000000
2021-04-16	CU	43D_NDF_USD_BRL_NDF	43D_NDF_USD_BRL_NDF	5.6117	5.6117	5.6117	5.6117	1	50000000
2021-04-16	CU	47D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-06-02	5.6306	5.6306	5.598301	5.598301	2	350000000
2021-04-16	CU	47D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-06-02	702.04	702.04	702.04	702.04	1	50000000
2021-04-16	CU	4D_EUR_AUD_A_FXO_-0.4851_FXO	4D_EUR_AUD_A_FXO_-0.4851_FXO	0.2143627	0.2143627	0.2143627	0.2143627	2	50000000
2021-04-16	CU	4D_GBP_USD_B_FXO_0.3511_FXO	4D_GBP_USD_B_FXO_0.3511_FXO	0.1774658	0.1774658	0.1774658	0.1774658	1	30000000
2021-04-16	CU	4D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-04-20	5.6188	5.662	5.61875	5.61875	10	142500000
2021-04-16	CU	4D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-04-20	699.0	699.5	699.0	699.0	5	31500000
2021-04-16	CU	4D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-04-20	3612.0	3612.0	3605.0	3605.0	4	13500000
2021-04-16	CU	4D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-04-20	3.628	3.628	3.628	3.628	2	5000000
2021-04-16	CU	4D_USD_RUB_A_FXO_-0.1594_FXO	4D_USD_RUB_A_FXO_-0.1594_FXO	0.1049685	0.1049685	0.1049685	0.1049685	1	25000000
2021-04-16	CU	4W_USD_TRY_A_FXO_0.4668_FXO	4W_USD_TRY_A_FXO_0.4668_FXO	2.131986	2.131986	2.131986	2.131986	1	60000000
2021-04-16	CU	4W_USD_TRY_A_FXO_0.4751_FXO	4W_USD_TRY_A_FXO_0.4751_FXO	2.181283	2.181283	2.181283	2.181283	1	32500000
2021-04-16	CU	52D_USD_JPY_A_FXO_0.2139_FXO	52D_USD_JPY_A_FXO_0.2139_FXO	0.255092	0.255092	0.255092	0.255092	1	37000000
2021-04-16	CU	532D_NDF_USD_BRL_NDF	532D_NDF_USD_BRL_NDF	6.08864	6.08864	6.08864	6.08864	1	50000000
2021-04-16	CU	552D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-10-20	706.85	706.85	706.85	706.85	1	10000000
2021-04-16	CU	55D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-06-10	698.9	698.9	698.9	698.9	2	4000000
2021-04-16	CU	56D_EUR_USD_B_FXO_-0.4093_FXO	56D_EUR_USD_B_FXO_-0.4093_FXO	0.8069264	0.8069264	0.8069264	0.8069264	1	22000000
2021-04-16	CU	57D_NDF_USD_BRL_NDF	57D_NDF_USD_BRL_NDF	5.6263	5.6263	5.6263	5.6263	2	60000000
2021-04-16	CU	59D_EUR_GBP_A_FXO_0.1958_FXO	59D_EUR_GBP_A_FXO_0.1958_FXO	0.2857699	0.2857699	0.2857699	0.2857699	1	50000000
2021-04-16	CU	5D_EUR_USD_B_FXO_-0.5006_FXO	5D_EUR_USD_B_FXO_-0.5006_FXO	0.2758228	0.2758228	0.2758228	0.2758228	1	15000000
2021-04-16	CU	5D_EUR_USD_B_FXO_0.4994_FXO	5D_EUR_USD_B_FXO_0.4994_FXO	0.2728229	0.2728229	0.2728229	0.2728229	1	15000000
2021-04-16	CU	5D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-04-21	699.5	704.5	698.5	704.5	13	135000000
2021-04-16	CU	5D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-04-21	3604.0	3604.0	3593.0	3600.0	15	207000000
2021-04-16	CU	5D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-04-21	1114.4	1114.4	1114.4	1114.4	1	14000000
2021-04-16	CU	5D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-04-21	3.6333	3.6333	3.6333	3.6333	1	4000000
2021-04-16	CU	5D_USD_MXN_A_FXO_-0.3719_FXO	5D_USD_MXN_A_FXO_-0.3719_FXO	0.2542483	0.2542483	0.2542483	0.2542483	1	20000000
2021-04-16	CU	60D_EUR_GBP_A_FXO_-0.169_FXO	60D_EUR_GBP_A_FXO_-0.169_FXO	0.2200032	0.2200032	0.2200032	0.2200032	1	50000000
2021-04-16	CU	61D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-06-16	5.6283	5.6283	5.6283	5.6283	2	80000000
2021-04-16	CU	61D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-06-16	48.61	48.655	48.61	48.655	2	80000000
2021-04-16	CU	624D_NDF_USD_BRL_NDF	624D_NDF_USD_BRL_NDF	6.185	6.185	6.13292	6.13292	3	125000000
2021-04-16	CU	628D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2023-01-04	6.13173	6.13173	6.0918	6.0918	3	120000000
2021-04-16	CU	62D_NDF_USD_INR_NDF	62D_NDF_USD_INR_NDF	75.18	75.18	75.18	75.18	2	75000000
2021-04-16	CU	66D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-06-21	702.25	704.0	702.25	704.0	5	70000000
2021-04-16	CU	66D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-06-21	3.63	3.63	3.63	3.63	1	10000000
2021-04-16	CU	6D_CAD_CHF_A_FXO_0.4405_FXO	6D_CAD_CHF_A_FXO_0.4405_FXO	0.3089918	0.3089918	0.3089918	0.3089918	1	50000000
2021-04-16	CU	6D_EUR_GBP_A_FXO_-0.1039_FXO	6D_EUR_GBP_A_FXO_-0.1039_FXO	0.0419094	0.0419094	0.0419094	0.0419094	1	50000000
2021-04-16	CU	6D_EUR_GBP_A_FXO_-0.3232_FXO	6D_EUR_GBP_A_FXO_-0.3232_FXO	0.1684674	0.1684674	0.1684674	0.1684674	1	50000000
2021-04-16	CU	6D_EUR_GBP_A_FXO_0.1041_FXO	6D_EUR_GBP_A_FXO_0.1041_FXO	0.0420999	0.0420999	0.0420999	0.0420999	1	50000000
2021-04-16	CU	6D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-04-22	5.6682	5.6682	5.5862	5.5862	6	340000000
2021-04-16	CU	6D_NDF_USD_BRL_NDF	6D_NDF_USD_BRL_NDF	5.672	5.672	5.5882	5.5882	4	179000000
2021-04-16	CU	6D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-04-22	699.5	702.0	699.5	702.0	2	51000000
2021-04-16	CU	6D_NDF_USD_CLP_NDF	6D_NDF_USD_CLP_NDF	699.0	699.0	699.0	699.0	1	25000000
2021-04-16	CU	6D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-04-22	3597.0	3597.0	3597.0	3597.0	1	16000000
2021-04-16	CU	6D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-04-22	74.395	74.54	74.3425	74.54	6	149000000
2021-04-16	CU	6D_NDF_USD_INR_NDF	6D_NDF_USD_INR_NDF	74.54	74.54	74.54	74.54	2	21000000
2021-04-16	CU	6D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-04-22	1114.4	1114.4	1114.4	1114.4	1	14000000
2021-04-16	CU	6D_USD_BRL_A_FXO_-0.1019_FXO	6D_USD_BRL_A_FXO_-0.1019_FXO	0.1852266	0.1852266	0.1852266	0.1852266	1	15000000
2021-04-16	CU	6M_EUR_USD_B_FXO_0.0587_FXO	6M_EUR_USD_B_FXO_0.0587_FXO	0.1458953	0.1458953	0.1458953	0.1458953	1	134000000
2021-04-16	CU	6M_EUR_USD_B_FXO_0.2453_FXO	6M_EUR_USD_B_FXO_0.2453_FXO	0.7433361	0.7433361	0.7433361	0.7433361	1	50000000
2021-04-16	CU	6M_USD_PHP_A_FXO_-0.4986_FXO	6M_USD_PHP_A_FXO_-0.4986_FXO	1.261528	1.261528	1.261528	1.261528	1	10000000
2021-04-16	CU	6M_USD_PHP_A_FXO_0.5008_FXO	6M_USD_PHP_A_FXO_0.5008_FXO	1.322615	1.322615	1.322615	1.322615	1	10000000
2021-04-16	CU	730D_NDF_USD_INR_NDF	730D_NDF_USD_INR_NDF	81.95	81.95	81.95	81.95	1	35000000
2021-04-16	CU	7D_NDF_USD_IDR_NDF	7D_NDF_USD_IDR_NDF	14573.0	14573.0	14565.0	14565.0	2	40000000
2021-04-16	CU	7D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-04-23	74.407	74.455	74.3535	74.455	3	37000000
2021-04-16	CU	7D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-04-23	48.408	48.408	48.408	48.408	1	15000000
2021-04-16	CU	8D_NDF_USD_INR_NDF	8D_NDF_USD_INR_NDF	74.475	74.475	74.475	74.475	2	40000000
2021-04-16	CU	91D_NDF_USD_INR_NDF	91D_NDF_USD_INR_NDF	75.485	75.485	75.485	75.485	2	75000000
2021-04-16	CU	95D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-07-20	702.5	702.5	702.5	702.5	2	20000000
2021-04-16	CU	96D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-07-21	48.73	48.73	48.73	48.73	1	15000000
2021-04-16	CU	9D_NDF_USD_COP_NDF	9D_NDF_USD_COP_NDF	3625.0	3625.0	3625.0	3625.0	1	6000000
2021-04-16	CU	9M_AUD_USD_B_FXO_-0.4995_FXO	9M_AUD_USD_B_FXO_-0.4995_FXO	2.559386	2.559386	2.559386	2.559386	4	55000000
2021-04-16	CU	9M_AUD_USD_B_FXO_0.5005_FXO	9M_AUD_USD_B_FXO_0.5005_FXO	2.326386	2.326386	2.326386	2.326386	4	55000000
2021-04-16	CU	9M_EUR_JPY_A_FXO_-0.4981_FXO	9M_EUR_JPY_A_FXO_-0.4981_FXO	2.267469	2.267469	2.267469	2.267469	1	25000000
2021-04-16	CU	9M_EUR_JPY_A_FXO_0.5_FXO	9M_EUR_JPY_A_FXO_0.5_FXO	2.456311	2.456311	2.456311	2.456311	1	25000000
2021-04-16	CU	9M_EUR_USD_B_FXO_-0.5015_FXO	9M_EUR_USD_B_FXO_-0.5015_FXO	2.595162	2.595162	2.595162	2.595162	1	87500000
2021-04-16	CU	9M_EUR_USD_B_FXO_0.4985_FXO	9M_EUR_USD_B_FXO_0.4985_FXO	2.409162	2.409162	2.409162	2.409162	1	87500000
2021-04-16	CU	9M_USD_TRY_A_FXO_-0.25_FXO	9M_USD_TRY_A_FXO_-0.25_FXO	2.470068	2.470068	2.470068	2.470068	1	27000000
2021-04-16	CU	9M_USD_TRY_A_FXO_0.25_FXO	9M_USD_TRY_A_FXO_0.25_FXO	4.139446	4.139446	4.139446	4.139446	1	32500000
2021-04-16	CU	USDCNY20210519-R19981	Non Deliverable Forward Chinese Renminbi - Value Date 2021-05-19	6.53646	6.53646	6.53646	6.53646	1	1000000
2021-04-16	CU	USDCNY20210526-R19981	Non Deliverable Forward Chinese Renminbi - Value Date 2021-05-26	6.54	6.54	6.54	6.54	1	1000000
2021-04-16	CU	USDCNY20210528-R19981	Non Deliverable Forward Chinese Renminbi - Value Date 2021-05-28	6.541	6.541	6.541	6.541	1	9000000
2021-04-16	CU	USDCNY20210604-R19981	Non Deliverable Forward Chinese Renminbi - Value Date 2021-06-04	6.5445	6.5445	6.5445	6.5445	1	9000000
2021-04-16	CU	USDCNY20210609-R19981	Non Deliverable Forward Chinese Renminbi - Value Date 2021-06-09	6.547	6.547	6.547	6.547	2	16000000
2021-04-16	CU	USDCNY20210610-R19981	Non Deliverable Forward Chinese Renminbi - Value Date 2021-06-10	6.5475	6.5475	6.5475	6.5475	1	14000000
2021-04-16	CU	USDCNY20210616-R19981	Non Deliverable Forward Chinese Renminbi - Value Date 2021-06-16	6.5505	6.5505	6.5505	6.5505	1	30000000
2021-04-16	CU	USDIDR20210421-R19982	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-04-21	14550.86	14550.86	14550.86	14550.86	1	3000000
2021-04-16	CU	USDIDR20210422-R19982	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-04-22	14551.71	14551.71	14551.71	14551.71	1	3000000
2021-04-16	CU	USDINR20210422-R19983	Non Deliverable Forward Indian Rupee - Value Date 2021-04-22	74.3727	74.3727	74.3727	74.3727	2	4000000
2021-04-16	CU	USDINR20210423-R19983	Non Deliverable Forward Indian Rupee - Value Date 2021-04-23	74.3841	74.3841	74.3841	74.3841	1	10000000
2021-04-16	CU	USDINR20210426-R19983	Non Deliverable Forward Indian Rupee - Value Date 2021-04-26	74.4181	74.4181	74.4181	74.4181	1	7000000
2021-04-16	CU	USDINR20210429-R19983	Non Deliverable Forward Indian Rupee - Value Date 2021-04-29	74.4527	74.4527	74.4527	74.4527	2	89000000
2021-04-16	CU	USDINR20210503-R19983	Non Deliverable Forward Indian Rupee - Value Date 2021-05-03	74.4991	74.4991	74.4991	74.4991	4	36000000
2021-04-16	CU	USDINR20210504-R19983	Non Deliverable Forward Indian Rupee - Value Date 2021-05-04	74.5107	74.5107	74.5107	74.5107	2	10000000
2021-04-16	CU	USDINR20210505-R19983	Non Deliverable Forward Indian Rupee - Value Date 2021-05-05	74.5223	74.5223	74.5223	74.5223	3	25000000
2021-04-16	CU	USDINR20210510-R19983	Non Deliverable Forward Indian Rupee - Value Date 2021-05-10	74.5803	74.5803	74.5803	74.5803	1	50000000
2021-04-16	CU	USDINR20210511-R19983	Non Deliverable Forward Indian Rupee - Value Date 2021-05-11	74.5919	74.5919	74.5919	74.5919	1	1000000
2021-04-16	CU	USDINR20210512-R19983	Non Deliverable Forward Indian Rupee - Value Date 2021-05-12	74.6035	74.6035	74.6035	74.6035	4	33000000
2021-04-16	CU	USDINR20210517-R19983	Non Deliverable Forward Indian Rupee - Value Date 2021-05-17	74.6616	74.6616	74.6616	74.6616	4	20000000
2021-04-16	CU	USDINR20210518-R19983	Non Deliverable Forward Indian Rupee - Value Date 2021-05-18	74.6732	74.6732	74.6732	74.6732	3	53000000
2021-04-16	CU	USDINR20210519-R19983	Non Deliverable Forward Indian Rupee - Value Date 2021-05-19	74.6849	74.6849	74.6849	74.6849	1	70000000
2021-04-16	CU	USDINR20210520-R19983	Non Deliverable Forward Indian Rupee - Value Date 2021-05-20	74.6965	74.6965	74.6965	74.6965	2	50000000
2021-04-16	CU	USDINR20210521-R19983	Non Deliverable Forward Indian Rupee - Value Date 2021-05-21	74.7075	74.7075	74.7075	74.7075	3	130000000
2021-04-16	CU	USDINR20210525-R19983	Non Deliverable Forward Indian Rupee - Value Date 2021-05-25	74.7514	74.7514	74.7514	74.7514	1	3000000
2021-04-16	CU	USDINR20210621-R19983	Non Deliverable Forward Indian Rupee - Value Date 2021-06-21	75.0485	75.0485	75.0485	75.0485	1	3000000
2021-04-16	CU	USDKRW20210423-R19984	Non Deliverable Forward South Korean Won - Value Date 2021-04-23	1114.734	1114.734	1114.734	1114.734	1	1000000
2021-04-16	CU	USDKRW20210427-R19984	Non Deliverable Forward South Korean Won - Value Date 2021-04-27	1114.78	1114.78	1114.78	1114.78	1	7000000
2021-04-16	CU	USDKRW20210428-R19984	Non Deliverable Forward South Korean Won - Value Date 2021-04-28	1114.783	1114.783	1114.783	1114.783	2	10000000
2021-04-16	CU	USDKRW20210430-R19984	Non Deliverable Forward South Korean Won - Value Date 2021-04-30	1114.79	1114.79	1114.79	1114.79	2	7000000
2021-04-16	CU	USDKRW20210503-R19984	Non Deliverable Forward South Korean Won - Value Date 2021-05-03	1114.801	1114.801	1114.801	1114.801	1	1000000
2021-04-16	CU	USDKRW20210506-R19984	Non Deliverable Forward South Korean Won - Value Date 2021-05-06	1114.811	1114.811	1114.811	1114.811	4	116000000
2021-04-16	CU	USDKRW20210510-R19984	Non Deliverable Forward South Korean Won - Value Date 2021-05-10	1114.825	1114.825	1114.825	1114.825	7	172000000
2021-04-16	CU	USDKRW20210512-R19984	Non Deliverable Forward South Korean Won - Value Date 2021-05-12	1114.832	1114.832	1114.832	1114.832	2	12000000
2021-04-16	CU	USDKRW20210513-R19984	Non Deliverable Forward South Korean Won - Value Date 2021-05-13	1114.836	1114.836	1114.836	1114.836	4	58000000
2021-04-16	CU	USDKRW20210514-R19984	Non Deliverable Forward South Korean Won - Value Date 2021-05-14	1114.839	1114.839	1114.839	1114.839	1	6000000
2021-04-16	CU	USDKRW20210517-R19984	Non Deliverable Forward South Korean Won - Value Date 2021-05-17	1114.85	1114.85	1114.85	1114.85	4	64000000
2021-04-16	CU	USDKRW20210520-R19984	Non Deliverable Forward South Korean Won - Value Date 2021-05-20	1114.86	1114.86	1114.86	1114.86	2	5000000
2021-04-16	CU	USDKRW20210521-R19984	Non Deliverable Forward South Korean Won - Value Date 2021-05-21	1114.86	1114.86	1114.86	1114.86	1	6000000
2021-04-16	CU	USDKRW20210525-R19984	Non Deliverable Forward South Korean Won - Value Date 2021-05-25	1114.86	1114.86	1114.86	1114.86	1	8000000
2021-04-16	CU	USDMYR20210421-R19985	Non Deliverable Forward Malaysian Ringgit - Value Date 2021-04-21	4.12774	4.12774	4.12774	4.12774	1	2000000
2021-04-16	CU	USDMYR20210422-R19985	Non Deliverable Forward Malaysian Ringgit - Value Date 2021-04-22	4.12799	4.12799	4.12799	4.12799	1	9000000
2021-04-16	CU	USDMYR20210430-R19985	Non Deliverable Forward Malaysian Ringgit - Value Date 2021-04-30	4.12945	4.12945	4.12945	4.12945	1	1000000
2021-04-16	CU	USDMYR20210506-R19985	Non Deliverable Forward Malaysian Ringgit - Value Date 2021-05-06	4.12994	4.12994	4.12994	4.12994	1	8000000
2021-04-16	CU	USDMYR20210510-R19985	Non Deliverable Forward Malaysian Ringgit - Value Date 2021-05-10	4.13027	4.13027	4.13027	4.13027	1	3000000
2021-04-16	CU	USDMYR20210517-R19985	Non Deliverable Forward Malaysian Ringgit - Value Date 2021-05-17	4.13085	4.13085	4.13085	4.13085	1	2000000
2021-04-16	CU	USDMYR20210519-R19985	Non Deliverable Forward Malaysian Ringgit - Value Date 2021-05-19	4.13102	4.13102	4.13102	4.13102	3	13000000
2021-04-16	CU	USDMYR20210521-R19985	Non Deliverable Forward Malaysian Ringgit - Value Date 2021-05-21	4.13121	4.13121	4.13121	4.13121	2	6000000
2021-04-16	CU	USDPHP20210420-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-04-20	48.3926	48.3926	48.3926	48.3926	3	9000000
2021-04-16	CU	USDPHP20210421-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-04-21	48.3951	48.3951	48.3951	48.3951	1	1000000
2021-04-16	CU	USDPHP20210422-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-04-22	48.3977	48.3977	48.3977	48.3977	1	8000000
2021-04-16	CU	USDPHP20210423-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-04-23	48.4003	48.4003	48.4003	48.4003	1	2000000
2021-04-16	CU	USDPHP20210426-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-04-26	48.408	48.408	48.408	48.408	4	35000000
2021-04-16	CU	USDPHP20210427-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-04-27	48.4136	48.4136	48.4136	48.4136	1	2000000
2021-04-16	CU	USDPHP20210428-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-04-28	48.4191	48.4191	48.4191	48.4191	1	16000000
2021-04-16	CU	USDPHP20210429-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-04-29	48.4247	48.4247	48.4247	48.4247	2	11000000
2021-04-16	CU	USDPHP20210430-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-04-30	48.4302	48.4302	48.4302	48.4302	2	19000000
2021-04-16	CU	USDPHP20210503-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-05-03	48.4469	48.4469	48.4469	48.4469	3	9000000
2021-04-16	CU	USDPHP20210504-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-05-04	48.4525	48.4525	48.4525	48.4525	2	3000000
2021-04-16	CU	USDPHP20210506-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-05-06	48.4636	48.4636	48.4636	48.4636	1	6000000
2021-04-16	CU	USDPHP20210507-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-05-07	48.4692	48.4692	48.4692	48.4692	1	4000000
2021-04-16	CU	USDPHP20210510-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-05-10	48.4859	48.4859	48.4859	48.4859	1	2000000
2021-04-16	CU	USDPHP20210512-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-05-12	48.497	48.497	48.497	48.497	1	5000000
2021-04-16	CU	USDPHP20210517-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-05-17	48.5249	48.5249	48.5249	48.5249	6	54000000
2021-04-16	CU	USDPHP20210518-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-05-18	48.5304	48.5304	48.5304	48.5304	1	2000000
2021-04-16	CU	USDPHP20210520-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-05-20	48.5404	48.5404	48.5404	48.5404	2	4000000
2021-04-16	CU	USDPHP20210524-R19986	Non Deliverable Forward Philippine Peso - Value Date 2021-05-24	48.5581	48.5581	48.5581	48.5581	1	3000000
2021-04-16	CU	USDTWD20210422-R19987	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-04-22	28.3261	28.3261	28.3261	28.3261	1	11000000
2021-04-16	CU	USDTWD20210423-R19987	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-04-23	28.3227	28.3227	28.3227	28.3227	1	1000000
2021-04-16	CU	USDTWD20210426-R19987	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-04-26	28.3124	28.3124	28.3124	28.3124	2	26000000
2021-04-16	CU	USDTWD20210428-R19987	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-04-28	28.3059	28.3059	28.3059	28.3059	2	27000000
2021-04-16	CU	USDTWD20210503-R19987	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-05-03	28.2905	28.2905	28.2905	28.2905	2	19000000
2021-04-16	CU	USDTWD20210506-R19987	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-05-06	28.2812	28.2812	28.2812	28.2812	2	19000000
2021-04-16	CU	USDTWD20210510-R19987	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-05-10	28.2688	28.2688	28.2688	28.2688	2	5000000
2021-04-16	CU	USDTWD20210517-R19987	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-05-17	28.2472	28.2472	28.2472	28.2472	1	17000000
2021-04-16	CU	USDTWD20210521-R19987	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-05-21	28.2351	28.2351	28.2351	28.2351	1	12000000
2021-04-16	CU	USDTWD20210629-R19987	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-06-29	28.1155	28.1155	28.1155	28.1155	1	5000000
2021-04-16	CU	USDTWD20210630-R19987	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-06-30	28.112	28.112	28.112	28.112	1	5000000
2021-04-16	CU	USDTWD20210701-R19987	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-07-01	28.1084	28.1084	28.1084	28.1084	1	5000000
2021-04-16	CU	USDTWD20210707-R19987	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-07-07	28.0871	28.0871	28.0871	28.0871	1	5000000
2021-04-16	CU	USDTWD20210708-R19987	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-07-08	28.0836	28.0836	28.0836	28.0836	1	5000000
2021-04-16	CU	USDTWD20210709-R19987	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-07-09	28.08	28.08	28.08	28.08	1	5000000
2021-04-16	EQ	19487	SPX VAR SWAP [SEF]	16.8	16.8	16.8	16.8	2	250000
2021-04-16	EQ	19488	SPTR [SEF]	25.0	25.0	25.0	25.0	1	398000000
2021-04-16	EQ	2144	SPTR [SEF]	27.0	398.0	27.0	27.5	2	815000000
2021-04-16	IR	10Y FF/3M LCH		18.125	18.375	18.375	18.375	1	150000000
2021-04-16	IR	10Y GBP SONIA OIS_20310416	10Y GBP SONIA OIS_20310416	0.00742	0.00742	0.00742	0.00742	1	75000000
2021-04-16	IR	10Y LCH.am		1.545	1.545	1.545	1.545	1	150000000
2021-04-16	IR	10Y LCH.ois		1.3675	1.36875	1.36875	1.36875	1	150000000
2021-04-16	IR	10Y LCH.sb		1.5625	1.5625	1.5625	1.5625	22	1311000000
2021-04-16	IR	10Y SOFR/FF LCH		6.0	6.0	6.0	6.0	1	100000000
2021-04-16	IR	11Y LCH.sb		1.6375	1.6375	1.6375	1.6375	1	200000000
2021-04-16	IR	12Y 1M/3M		12.375	12.25	12.25	12.25	1	50000000
2021-04-16	IR	12Y LCH.sb		1.7	1.7	1.7	1.7	1	93000000
2021-04-16	IR	1Mx6M_EUR-EURIBOR_0_Straddle_3600	1Mx6M_EUR-EURIBOR_0_Straddle_3600	0.009	0.009	0.009	0.009	1	25000000
2021-04-16	IR	1Y LCH.ois		0.09	0.0925	0.0925	0.0925	1	500000000
2021-04-16	IR	1Yx3M_USD-LIBOR_0_Payer_3600	1Yx3M_USD-LIBOR_0_Payer_3600	0.0136	0.0299	0.0136	0.0299	2	298000000
2021-04-16	IR	1Yx3M_USD-LIBOR_0_Receiver_3600	1Yx3M_USD-LIBOR_0_Receiver_3600	0.0115	0.0299	0.0115	0.0299	2	298000000
2021-04-16	IR	20Y 3M/6M		14.125	14.25	14.25	14.25	1	35000000
2021-04-16	IR	20Y FF/3M LCH		18.5	18.125	18.125	18.125	1	50000000
2021-04-16	IR	25Y FF/3M LCH		18.5	18.375	18.375	18.375	1	30000000
2021-04-16	IR	2Mx6M_EUR-EURIBOR_0_Straddle_1800	2Mx6M_EUR-EURIBOR_0_Straddle_1800	0.00445	0.00445	0.00445	0.00445	1	50000000
2021-04-16	IR	2Y 3M/6M		3.0	3.125	3.125	3.125	5	1150000000
2021-04-16	IR	30Y 3M/6M		14.625	14.375	14.375	14.375	1	25000000
2021-04-16	IR	30Y FF/3M LCH		18.5	18.25	18.25	18.25	1	25000000
2021-04-16	IR	30Y LCH.sb		1.9925	1.9925	1.9925	1.9925	4	71000000
2021-04-16	IR	3Y 3M/6M		4.375	4.5	4.5	4.5	1	175000000
2021-04-16	IR	40Y LCH.sb		1.935	1.935	1.935	1.935	1	13000000
2021-04-16	IR	4Y 3M/6M		7.375	7.25	7.25	7.25	1	150000000
2021-04-16	IR	5Y 1M/3M		10.375	10.25	10.25	10.25	1	500000000
2021-04-16	IR	5Y 3M/6M		8.875	8.875	8.875	8.875	1	175000000
2021-04-16	IR	5Y GBP SONIA OIS_20260416	5Y GBP SONIA OIS_20260416	0.00415	0.00415	0.00414	0.00414	3	247000000
2021-04-16	IR	5Y LCH.sb		0.905	0.905	0.905	0.905	13	1288000000
2021-04-16	IR	5Y Q/3s ZAR IRS_20260416	5Y Q/3s ZAR IRS_20260416	0.0559	0.0559	0.0559	0.0559	1	40000000
2021-04-16	IR	5Y SOFR/FF LCH		4.125	4.0	4.0	4.0	1	200000000
2021-04-16	IR	5Y TRY/USD IRX Outright_20260420	5Y TRY/USD IRX Outright_20260420	0.1815	0.1815	0.1815	0.1815	1	25792000
2021-04-16	IR	6Y FF/3M LCH		17.625	17.875	17.875	17.875	1	100000000
2021-04-16	IR	6Y TRY/USD IRX Outright_20270420	6Y TRY/USD IRX Outright_20270420	0.1775	0.1775	0.1775	0.1775	1	23417500
2021-04-16	IR	7Y 3M/6M		10.75	10.875	10.875	10.875	3	400000000
2021-04-16	IR	7Y FF/3M LCH		17.75	18.0	17.875	17.875	7	875000000
2021-04-16	IR	7Y LCH.am		1.2325	1.2325	1.2325	1.2325	1	250000000
2021-04-16	IR	7Y LCH.ois		1.0575	1.0575	1.0575	1.0575	1	250000000
2021-04-16	IR	7Y LCH.sb		1.2475	1.2475	1.2475	1.2475	1	75000000
2021-04-16	IR	8Y SOFR/FF LCH		5.375	5.375	5.375	5.375	2	100000000
2021-04-16	IR	AUD.10Y.3M/6M_20310419	AUD.10Y.3M/6M_20310419	0.00055	0.00055	0.00055	0.00055	1	106000000
2021-04-16	IR	AUD.10Y.6M.JUN21.EFP_20310419	AUD.10Y.6M.JUN21.EFP_20310419	0.017075	0.017075	0.017075	0.017075	2	52000000
2021-04-16	IR	AUD.1Y.3M_20230419	AUD.1Y.3M_20230419	0.0026	0.0026	0.0026	0.0026	1	250000000
2021-04-16	IR	AUD.20Y.3M/6M_20410419	AUD.20Y.3M/6M_20410419	0.0008625	0.0008625	0.0008625	0.0008625	1	59000000
2021-04-16	IR	AUD.3Y.3M.JUN21.EFP_20240419	AUD.3Y.3M.JUN21.EFP_20240419	0.0032	0.0032	0.0032	0.0032	2	164000000
2021-04-16	IR	AUD.4Y.3M/6M_20250419	AUD.4Y.3M/6M_20250419	0.0004625	0.000475	0.0004625	0.000475	3	399000000
2021-04-16	IR	AUD.5Y.3M.XCCY.BSX_20260420	AUD.5Y.3M.XCCY.BSX_20260420	0.001646	0.001646	0.001646	0.001646	1	51000000
2021-04-16	IR	AUD.5Y.3M/6M_20260419	AUD.5Y.3M/6M_20260419	0.0004875	0.0004875	0.000475	0.0004875	4	402000000
2021-04-16	IR	AUD.6Y.3M/6M_20270419	AUD.6Y.3M/6M_20270419	0.0004875	0.0004875	0.0004875	0.0004875	1	68000000
2021-04-16	IR	AUD.7Y.6M_20280419	AUD.7Y.6M_20280419	0.0125625	0.0125625	0.0125625	0.0125625	1	87000000
2021-04-16	IR	AUD.8Y.6M_20290419	AUD.8Y.6M_20290419	0.01435	0.01435	0.01435	0.01435	1	153000000
2021-04-16	IR	AUD.9Y.6M_20300419	AUD.9Y.6M_20300419	0.015825	0.015825	0.015825	0.015825	1	69000000
2021-04-16	IR	CADUSD.3M.BA/LIBOR_20210720	CADUSD.3M.BA/LIBOR_20210720	-0.00345	-0.00345	-0.00345	-0.00345	1	1000000000
2021-04-16	IR	CLP.2Y.SB.TNA_20230420	CLP.2Y.SB.TNA_20230420	0.0119	0.0119	0.0118	0.0118	3	36000000000
2021-04-16	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12	0.675	0.675	0.65	0.665	11	365200000000
2021-04-16	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120	3.27	3.29	3.27	3.288	5	12420000000
2021-04-16	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18	0.93	0.945	0.93	0.935	9	156800000000
2021-04-16	IR	CLP_NDS_6M_USD_TNA_0X180	CLP_NDS_6M_USD_TNA_0X180	3.665	3.69	3.663	3.688	4	10600000000
2021-04-16	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24	1.235	1.235	1.18	1.195	18	304550000000
2021-04-16	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36	1.595	1.595	1.595	1.595	4	35800000000
2021-04-16	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48	1.98	1.98	1.97	1.97	13	190200000000
2021-04-16	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60	2.36	2.36	2.31	2.31	9	46740000000
2021-04-16	IR	CLP_NDS_6M_USD_TNA_0X72	CLP_NDS_6M_USD_TNA_0X72	2.625	2.63	2.605	2.605	7	35000000000
2021-04-16	IR	CLP_NDS_6M_USD_TNA_0X8	CLP_NDS_6M_USD_TNA_0X8	0.52	0.525	0.515	0.525	6	225400000000
2021-04-16	IR	CME_MXN_IRS_28D_MXN_TIIE_0X12	CME_MXN_IRS_28D_MXN_TIIE_0X12	4.535	4.535	4.515	4.515	5	4025000000
2021-04-16	IR	CME_MXN_IRS_28D_MXN_TIIE_0X120	CME_MXN_IRS_28D_MXN_TIIE_0X120	6.6	6.62	6.565	6.565	8	897000000
2021-04-16	IR	CME_MXN_IRS_28D_MXN_TIIE_0X2	CME_MXN_IRS_28D_MXN_TIIE_0X2	4.3	4.3	4.29	4.29	3	9000000000
2021-04-16	IR	CME_MXN_IRS_28D_MXN_TIIE_0X24	CME_MXN_IRS_28D_MXN_TIIE_0X24	4.865	4.865	4.85	4.855	6	2350000000
2021-04-16	IR	CME_MXN_IRS_28D_MXN_TIIE_0X36	CME_MXN_IRS_28D_MXN_TIIE_0X36	5.21	5.21	5.21	5.21	1	355000000
2021-04-16	IR	CME_MXN_IRS_28D_MXN_TIIE_0X4	CME_MXN_IRS_28D_MXN_TIIE_0X4	4.355	4.355	4.35	4.35	6	12600000000
2021-04-16	IR	CME_MXN_IRS_28D_MXN_TIIE_0X60	CME_MXN_IRS_28D_MXN_TIIE_0X60	5.76	5.76	5.75	5.75	2	675000000
2021-04-16	IR	CME_MXN_IRS_28D_MXN_TIIE_0X8	CME_MXN_IRS_28D_MXN_TIIE_0X8	4.415	4.415	4.405	4.405	8	9555000000
2021-04-16	IR	COP.9M.IBR.OIS_20220120	COP.9M.IBR.OIS_20220120	0.019	0.019	0.019	0.019	1	144000000000
2021-04-16	IR	COP_NOIS_IBR__0X120	COP_NOIS_IBR__0X120	5.18	5.18	5.18	5.18	1	20000000000
2021-04-16	IR	COP_NOIS_IBR__0X2	COP_NOIS_IBR__0X2	1.705	1.705	1.705	1.705	1	289000000000
2021-04-16	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24	2.73	2.745	2.73	2.745	2	130000000000
2021-04-16	IR	COP_NOIS_IBR__0X48	COP_NOIS_IBR__0X48	3.805	3.805	3.805	3.805	2	40000000000
2021-04-16	IR	COP_NOIS_IBR__0X6	COP_NOIS_IBR__0X6	1.8	1.8	1.8	1.8	1	145000000000
2021-04-16	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60	4.18	4.19	4.18	4.19	3	72000000000
2021-04-16	IR	COP_NOIS_IBR__0X84	COP_NOIS_IBR__0X84	4.725	4.725	4.725	4.725	1	13000000000
2021-04-16	IR	EUR.10Y.3M.ACT.ACT_20310420	EUR.10Y.3M.ACT.ACT_20310420	0.00013	0.00027	0.00013	0.00027	2	115000000
2021-04-16	IR	EUR.10Y.6M_20310420	EUR.10Y.6M_20310420	0.00079	0.00079	0.00079	0.00079	1	29900000
2021-04-16	IR	EUR.10Y.EONIA.OIS_20310420	EUR.10Y.EONIA.OIS_20310420	-0.00011	0.00003	-0.00011	0.00003	2	115000000
2021-04-16	IR	EUR.11Y.3M.ACT.ACT_20320420	EUR.11Y.3M.ACT.ACT_20320420	0.00091	0.00091	0.00091	0.00091	1	100000000
2021-04-16	IR	EUR.11Y.EONIA.OIS_20320420	EUR.11Y.EONIA.OIS_20320420	0.00065	0.00065	0.00065	0.00065	1	100000000
2021-04-16	IR	EUR.20Y.3M_20410420	EUR.20Y.3M_20410420	0.004335	0.004335	0.004335	0.004335	1	30000000
2021-04-16	IR	EUR.20Y.6M_20410420	EUR.20Y.6M_20410420	0.00462	0.00462	0.00462	0.00462	1	30000000
2021-04-16	IR	EUR.25Y.6M_20460420	EUR.25Y.6M_20460420	0.00502	0.00502	0.00502	0.00502	1	12500000
2021-04-16	IR	EUR.30Y.3M_20510420	EUR.30Y.3M_20510420	0.00462	0.00462	0.00462	0.00462	1	50000000
2021-04-16	IR	EUR.30Y.6M_20510420	EUR.30Y.6M_20510420	0.004775	0.004775	0.004775	0.004775	1	50000000
2021-04-16	IR	EUR.7Y.6M_20280420	EUR.7Y.6M_20280420	-0.00152	-0.00152	-0.00152	-0.00152	2	250000000
2021-04-16	IR	EUR.USD.10Y.3M.BSX_20310420	EUR.USD.10Y.3M.BSX_20310420	-0.0011875	-0.0011875	-0.0011875	-0.0011875	1	20000000
2021-04-16	IR	EUR.USD.2Y.3M.BSX_20230420	EUR.USD.2Y.3M.BSX_20230420	-0.0008625	-0.0008625	-0.0008625	-0.0008625	3	601000000
2021-04-16	IR	EUR.USD.5Y.3M.BSX_20260420	EUR.USD.5Y.3M.BSX_20260420	-0.0008375	-0.000825	-0.0008375	-0.000825	2	160000000
2021-04-16	IR	EUR.USD.6Y.3M.BSX_20270420	EUR.USD.6Y.3M.BSX_20270420	-0.0009	-0.0009	-0.0009	-0.0009	1	30000000
2021-04-16	IR	EUR_OIS_EONIA_0X180	EUR_OIS_EONIA_0X180	0.277	0.277	0.277	0.277	1	80000000
2021-04-16	IR	EUR_OIS_ESTR_0X2	EUR_OIS_ESTR_0X2	-0.571	-0.571	-0.571	-0.571	1	2000000000
2021-04-16	IR	EUR_OIS_ESTR_1X12	EUR_OIS_ESTR_1X12	-0.5805	-0.5805	-0.5805	-0.5805	1	1127200000
2021-04-16	IR	EUR_OIS_ESTR_1X16	EUR_OIS_ESTR_1X16	-0.582	-0.582	-0.582	-0.582	1	900000000
2021-04-16	IR	GBP.USD.10Y.3M.XCCY.BSW_20310420	GBP.USD.10Y.3M.XCCY.BSW_20310420	0.0001375	0.0001375	0.0001375	0.0001375	1	54000000
2021-04-16	IR	GBP.USD.1Y.3M.XCCY.BSW_20220420	GBP.USD.1Y.3M.XCCY.BSW_20220420	-0.000275	-0.000275	-0.000275	-0.000275	1	100000000
2021-04-16	IR	GBP.USD.30Y.3M.XCCY.BSW_20510420	GBP.USD.30Y.3M.XCCY.BSW_20510420	-0.00005	-0.00005	-0.00005	-0.00005	1	20000000
2021-04-16	IR	GBP.USD.8Y.3M.XCCY.BSW_20290420	GBP.USD.8Y.3M.XCCY.BSW_20290420	0.000125	0.000125	0.000125	0.000125	1	25000000
2021-04-16	IR	GBP_OIS_SONIA_0X120	GBP_OIS_SONIA_0X120	0.747	0.748	0.727	0.73941	8	258500000
2021-04-16	IR	GBP_OIS_SONIA_0X180	GBP_OIS_SONIA_0X180	0.889	0.889	0.872	0.872	2	50000000
2021-04-16	IR	GBP_OIS_SONIA_0X24	GBP_OIS_SONIA_0X24	0.103	0.104	0.103	0.104	2	186000000
2021-04-16	IR	GBP_OIS_SONIA_0X36	GBP_OIS_SONIA_0X36	0.207	0.207	0.207	0.207	1	130000000
2021-04-16	IR	GBP_OIS_SONIA_0X360	GBP_OIS_SONIA_0X360	0.903	0.911	0.889	0.911	3	45000000
2021-04-16	IR	GBP_OIS_SONIA_0X48	GBP_OIS_SONIA_0X48	0.317	0.317	0.317	0.317	1	200000000
2021-04-16	IR	GBP_OIS_SONIA_0X60	GBP_OIS_SONIA_0X60	0.415	0.415	0.409	0.409	3	230000000
2021-04-16	IR	GILT.JUN.21.OIF_20310416	GILT.JUN.21.OIF_20310416	0.0074729	0.0074729	0.0074729	0.0074729	1	50000000
2021-04-16	IR	IDR.USD.3Y.ifx.NDIRX_20240421	IDR.USD.3Y.ifx.NDIRX_20240421	0.0525	0.0525	0.0525	0.0525	2	15000000
2021-04-16	IR	INR.1Y.MIBOR.NDOIS_20220419	INR.1Y.MIBOR.NDOIS_20220419	0.0381	0.0381	0.0381	0.0381	1	7720000000
2021-04-16	IR	INR.5Y.MIBOR.NDOIS_20260419	INR.5Y.MIBOR.NDOIS_20260419	0.0509	0.0512	0.0509	0.0512	2	3440000000
2021-04-16	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X120	IRS_AUD_3MBBSW_USD_3MUSDL_0X120	25.25	25.25	25.25	25.25	1	25000000
2021-04-16	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X120	IRS_CAD_3MCDOR_USD_3MUSDL_0X120	-12.5	-12.5	-13.05	-13.0	4	200000000
2021-04-16	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X60	IRS_CAD_3MCDOR_USD_3MUSDL_0X60	-18.75	-18.75	-18.778	-18.778	3	410000000
2021-04-16	IR	IRS_CHF_3MCHFL_USD_3MUSDL_0X84	IRS_CHF_3MCHFL_USD_3MUSDL_0X84	-13.75	-13.75	-13.75	-13.75	1	50000000
2021-04-16	IR	IRS_CLF_6MUF_CLP_CAMA_0X120	IRS_CLF_6MUF_CLP_CAMA_0X120	0.0	0.0	0.0	0.0	2	172000
2021-04-16	IR	IRS_CLF_6MUF_CLP_CAMA_0X144	IRS_CLF_6MUF_CLP_CAMA_0X144	0.0	0.0	0.0	0.0	1	170000
2021-04-16	IR	IRS_CLF_6MUF_CLP_CAMA_0X180	IRS_CLF_6MUF_CLP_CAMA_0X180	0.0	0.0	0.0	0.0	2	164000
2021-04-16	IR	IRS_CLF_6MUF_CLP_CAMA_0X240	IRS_CLF_6MUF_CLP_CAMA_0X240	0.0	0.0	0.0	0.0	1	62000
2021-04-16	IR	IRS_CLF_6MUF_CLP_CAMA_0X300	IRS_CLF_6MUF_CLP_CAMA_0X300	0.0	0.0	0.0	0.0	1	42000
2021-04-16	IR	IRS_CLF_6MUF_CLP_CAMA_0X60	IRS_CLF_6MUF_CLP_CAMA_0X60	0.0	0.0	0.0	0.0	1	140000
2021-04-16	IR	IRS_GBP_3MGBPL_GBP_SONI_0X600	IRS_GBP_3MGBPL_GBP_SONI_0X600	-11.9	-11.9	-11.9	-11.9	1	25000000
2021-04-16	IR	IRS_GBP_SONI_GBP_3MGBPL_0X60	IRS_GBP_SONI_GBP_3MGBPL_0X60	0.0	0.0	0.0	0.0	1	410000000
2021-04-16	IR	IRS_GBP_SONI_GBP_3MGBPL_0X84	IRS_GBP_SONI_GBP_3MGBPL_0X84	0.0	0.0	0.0	0.0	1	130000000
2021-04-16	IR	IRS_JPY_3MJPYL_USD_3MUSDL_0X60	IRS_JPY_3MJPYL_USD_3MUSDL_0X60	-30.98	-30.98	-30.98	-30.98	1	5000000000
2021-04-16	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X24	IRS_NZD_3MBKBM_USD_3MUSDL_0X24	5.0	5.0	5.0	5.0	1	246000000
2021-04-16	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X60	IRS_NZD_3MBKBM_USD_3MUSDL_0X60	16.5	16.5	16.5	16.5	1	100000000
2021-04-16	IR	IRS_USD_1MUSDL_MXN_28DMXNT_0X24	IRS_USD_1MUSDL_MXN_28DMXNT_0X24	8.0	8.0	8.0	8.0	1	10000000
2021-04-16	IR	IRS_USD_3MUSDL_COP_IBR_0X48	IRS_USD_3MUSDL_COP_IBR_0X48	-35.0	-35.0	-35.0	-35.0	1	5200000
2021-04-16	IR	IRS_USD_3MUSDL_COP_IBR_0X60	IRS_USD_3MUSDL_COP_IBR_0X60	-32.5	-32.5	-32.5	-32.5	1	4300000
2021-04-16	IR	IRS_USD_3MUSDL_COP_IBR_0X72	IRS_USD_3MUSDL_COP_IBR_0X72	-33.0	-33.0	-33.0	-33.0	1	3700000
2021-04-16	IR	IRS_USD_3MUSDL_COP_IBR_0X84	IRS_USD_3MUSDL_COP_IBR_0X84	-29.25	-29.25	-29.25	-29.25	1	3200000
2021-04-16	IR	IRS_USD_6MUSDL_CLP_CAMA_0X36	IRS_USD_6MUSDL_CLP_CAMA_0X36	38.5	38.5	36.0	36.0	3	40400000
2021-04-16	IR	IRS_USD_6MUSDL_CLP_CAMA_0X48	IRS_USD_6MUSDL_CLP_CAMA_0X48	36.0	36.0	36.0	36.0	1	12600000
2021-04-16	IR	IRS_USD_USD-_USD_USD-_26X28	IRS_USD_USD-_USD_USD-_26X28	3.375	3.375	3.375	3.375	1	4000000000
2021-04-16	IR	IRS_USD_USD-_USD_USD-_28X32	IRS_USD_USD-_USD_USD-_28X32	3.375	3.375	3.375	3.375	1	4000000000
2021-04-16	IR	JPY.10Y.6M_20310420	JPY.10Y.6M_20310420	0.0013	0.0013	0.0013	0.0013	3	6410000000
2021-04-16	IR	JPY.18M.6M.3M_20221020	JPY.18M.6M.3M_20221020	-0.0006313	-0.0006313	-0.0006313	-0.0006313	1	1000000000
2021-04-16	IR	JPY.18M.6M_20221020	JPY.18M.6M_20221020	-0.0003313	-0.0003313	-0.0003313	-0.0003313	1	15000000000
2021-04-16	IR	JPY.20Y.6M_20410420	JPY.20Y.6M_20410420	0.003975	0.003975	0.003975	0.003975	2	2000000000
2021-04-16	IR	JPY.2Y.3M/6M_20230420	JPY.2Y.3M/6M_20230420	0.0003625	0.0003625	0.0003625	0.0003625	1	5000000000
2021-04-16	IR	JPY.3Y.6M_20240420	JPY.3Y.6M_20240420	-0.000225	-0.000225	-0.000225	-0.000225	1	16000000000
2021-04-16	IR	JPY.6Y.6M_20270420	JPY.6Y.6M_20270420	0.00025	0.00025	0.00025	0.00025	1	4000000000
2021-04-16	IR	JSCC_JPY_IRS_6M_JPY_LIBOR_0X240	JSCC_JPY_IRS_6M_JPY_LIBOR_0X240	0.39625	0.39625	0.39625	0.39625	1	1450000000
2021-04-16	IR	JSCC_JPY_IRS_6M_JPY_LIBOR_0X360	JSCC_JPY_IRS_6M_JPY_LIBOR_0X360	0.5375	0.5375	0.5375	0.5375	1	1000000000
2021-04-16	IR	JUN23 SOFR/FF LCH		5.25	3.25	3.25	3.25	1	2000000000
2021-04-16	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120	1.7025	1.70375	1.695	1.70375	6	419500000
2021-04-16	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X144	LCH_AUD_IRS_6M_AUD_BBSW_0X144	1.89625	1.9025	1.89625	1.9025	2	127500000
2021-04-16	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X240	LCH_AUD_IRS_6M_AUD_BBSW_0X240	2.20875	2.20875	2.20875	2.20875	1	7500000
2021-04-16	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X96	LCH_AUD_IRS_6M_AUD_BBSW_0X96	1.43	1.43625	1.43	1.43625	2	184000000
2021-04-16	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X108	LCH_CAD_IRS_3M_CAD_CDOR_0X108	1.8842	1.8842	1.8842	1.8842	1	50000000
2021-04-16	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X360	LCH_CAD_IRS_3M_CAD_CDOR_0X360	2.4507	2.4507	2.4507	2.4507	1	35000000
2021-04-16	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X84	LCH_CAD_IRS_3M_CAD_CDOR_0X84	1.6602	1.6602	1.6602	1.6602	1	63000000
2021-04-16	IR	LCH_EUR_IRS_1M_EUR_EURIBOR_0X48	LCH_EUR_IRS_1M_EUR_EURIBOR_0X48	-0.4545	-0.4545	-0.4545	-0.4545	1	150000000
2021-04-16	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X12	LCH_EUR_IRS_3M_EUR_EURIBOR_0X12	-0.545	-0.545	-0.545	-0.545	1	102000000
2021-04-16	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X180	LCH_EUR_IRS_3M_EUR_EURIBOR_0X180	0.3075	0.3075	0.3075	0.3075	1	80000000
2021-04-16	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X240	LCH_EUR_IRS_3M_EUR_EURIBOR_0X240	0.4415	0.4415	0.4415	0.4415	2	150000000
2021-04-16	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X48	LCH_EUR_IRS_3M_EUR_EURIBOR_0X48	-0.435	-0.435	-0.435	-0.435	1	150000000
2021-04-16	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_1X12	LCH_EUR_IRS_3M_EUR_EURIBOR_1X12	-0.54	-0.54	-0.54	-0.54	1	1127200000
2021-04-16	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_1X16	LCH_EUR_IRS_3M_EUR_EURIBOR_1X16	-0.537	-0.537	-0.537	-0.537	1	900000000
2021-04-16	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	0.073	0.088	0.07	0.074	19	1132400000
2021-04-16	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X240	LCH_EUR_IRS_6M_EUR_EURIBOR_0X240	0.47	0.47	0.461	0.461	3	190000000
2021-04-16	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X360	LCH_EUR_IRS_6M_EUR_EURIBOR_0X360	0.491	0.506	0.485	0.485	12	344400000
2021-04-16	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X48	LCH_EUR_IRS_6M_EUR_EURIBOR_0X48	-0.386	-0.386	-0.386	-0.386	1	100000000
2021-04-16	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	-0.303	-0.303	-0.313	-0.308	9	856000000
2021-04-16	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X600	LCH_EUR_IRS_6M_EUR_EURIBOR_0X600	0.425	0.425	0.416	0.416	4	90000000
2021-04-16	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X84	LCH_EUR_IRS_6M_EUR_EURIBOR_0X84	-0.141	-0.141	-0.142	-0.142	2	150000000
2021-04-16	IR	LCH_ZAR_IRS_3M_ZAR_JIBAR_0X300	LCH_ZAR_IRS_3M_ZAR_JIBAR_0X300	8.485	8.485	8.485	8.485	1	68000000
2021-04-16	IR	LCH_ZAR_IRS_3M_ZAR_JIBAR_0X360	LCH_ZAR_IRS_3M_ZAR_JIBAR_0X360	8.53	8.535	8.53	8.535	1	66000000
2021-04-16	IR	LCHL_CAD_IRS_3M_CAD_CDOR_0X120	LCHL_CAD_IRS_3M_CAD_CDOR_0X120	1.9726	1.9726	1.9726	1.9726	1	50000000
2021-04-16	IR	MAR24 SOFR/FF LCH		5.25	3.25	3.125	3.25	4	20000000000
2021-04-16	IR	MXN.26*1.TIIE.28D_20230417	MXN.26*1.TIIE.28D_20230417	0.04855	0.04855	0.04855	0.04855	1	100000000
2021-04-16	IR	SEP23 SOFR/FF LCH		5.25	3.25	3.25	3.25	1	2000000000
2021-04-16	IR	SOPT_STRADDLE_E_EUR_6MEURIBOR_12 X 24_-0.418	SOPT_STRADDLE_E_EUR_6MEURIBOR_12 X 24_-0.418	0.385	0.385	0.385	0.385	1	284000000
2021-04-16	IR	SOPT_STRADDLE_E_EUR_6MEURIBOR_24 X 24_-0.274	SOPT_STRADDLE_E_EUR_6MEURIBOR_24 X 24_-0.274	0.745	0.745	0.745	0.745	1	200000000
2021-04-16	IR	USD.FRA.3M.1x4_20210804	USD.FRA.3M.1x4_20210804	0.001875	0.001875	0.001875	0.001875	1	2000000000