tpSEF

Daily Activity Summary for tpSEF Inc.

Batch Date	Asset Class	Tradeable Instrument	Description	Opening Price	Trade High	TradeLow	Closing Price	Num of Trades	Total Notional Value
2020-09-18	CD	295523	IG33 5Y - SEF	65.5	67.85	65.5	67.85	9	798000000
2020-09-18	CD	295530	IG33 10Y - SEF	102.95	103.575	102.95	103.575	1	100000000
2020-09-18	CD	316850	IG34 5Y - SEF	69.2	71.6	68.95	71.5	34	2270000000
2020-09-18	CD	316857	IG34 10Y - SEF	107.6	107.6	107.6	107.6	5	250000000
2020-09-18	CD	317562	HY34 5Y - SEF	106.595	106.72	106.41	106.44	7	60000000
2020-09-18	CD	327863	iBoxx USD Liquid Investment Grade Index 20Sep20	346.3	346.5	346.25	346.5	3	130000000
2020-09-18	CD	336933	iBoxx USD Liquid Investment Grade Index 20Mar21	347.0	347.0	347.0	347.0	1	85000000
2020-09-18	CD	CDX.EM.33.V2_60M	CDX.EM.33.V2_60M	0.9681	0.9681	0.9674	0.9674	5	90000000
2020-09-18	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	5.2641	5.31925	5.2641	5.31825	4	87000000
2020-09-18	CU	0D_NDF_USD_CLP_NDF	0D_NDF_USD_CLP_NDF	764.5	764.5	764.5	764.5	1	2500000
2020-09-18	CU	0D_NDF_USD_CNY_NDF	0D_NDF_USD_CNY_NDF	6.7654	6.7654	6.7654	6.7654	1	15000000
2020-09-18	CU	0D_NDF_USD_IDR_NDF	0D_NDF_USD_IDR_NDF	14730.0	14730.0	14682.0	14682.0	3	18000000
2020-09-18	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	73.42	73.63	73.42	73.5925	10	69000000
2020-09-18	CU	0D_NDF_USD_KRW_NDF	0D_NDF_USD_KRW_NDF	1161.02	1163.5	1161.02	1163.5	3	20000000
2020-09-18	CU	0D_NDF_USD_TWD_NDF	0D_NDF_USD_TWD_NDF	29.015	29.025	29.005	29.025	3	25000000
2020-09-18	CU	10D_NDF_USD_BRL_NDF	10D_NDF_USD_BRL_NDF	5.265	5.397	5.265	5.397	15	500000000
2020-09-18	CU	115D_USD_RUB_A_FXO_-0.3891_FXO	115D_USD_RUB_A_FXO_-0.3891_FXO	2.259265	2.259265	2.259265	2.259265	1	30000000
2020-09-18	CU	119D_USD_BRL_A_FXO_0.4866_FXO	119D_USD_BRL_A_FXO_0.4866_FXO	4.481604	4.481604	4.481604	4.481604	1	50000000
2020-09-18	CU	11D_AUD_USD_B_FXO_0.4743_FXO	11D_AUD_USD_B_FXO_0.4743_FXO	0.3944444	0.3944444	0.3944444	0.3944444	1	50000000
2020-09-18	CU	181D_NDF_USD_TWD_NDF	181D_NDF_USD_TWD_NDF	28.22	28.22	28.215	28.215	4	70000000
2020-09-18	CU	1D_NDF_USD_BRL_NDF	1D_NDF_USD_BRL_NDF	5.292	5.292	5.292	5.292	1	7500000
2020-09-18	CU	1D_NDF_USD_INR_NDF	1D_NDF_USD_INR_NDF	73.637	73.637	73.637	73.637	1	8000000
2020-09-18	CU	1M_EUR_NOK_A_FXO_-0.2496_FXO	1M_EUR_NOK_A_FXO_-0.2496_FXO	0.3654396	0.3654396	0.3654396	0.3654396	1	30000000
2020-09-18	CU	1M_EUR_NOK_A_FXO_0.2497_FXO	1M_EUR_NOK_A_FXO_0.2497_FXO	0.4356348	0.4356348	0.4356348	0.4356348	1	30000000
2020-09-18	CU	1M_USD_CNH_A_FXO_-0.4993_FXO	1M_USD_CNH_A_FXO_-0.4993_FXO	0.6215952	0.6215952	0.6215952	0.6215952	1	25000000
2020-09-18	CU	1M_USD_CNH_A_FXO_0.5005_FXO	1M_USD_CNH_A_FXO_0.5005_FXO	0.6363761	0.6363761	0.6363761	0.6363761	1	25000000
2020-09-18	CU	1M_USD_KRW_A_FXO_-0.2498_FXO	1M_USD_KRW_A_FXO_-0.2498_FXO	0.3178953	0.3178953	0.3178953	0.3178953	1	20000000
2020-09-18	CU	1M_USD_KRW_A_FXO_0.2496_FXO	1M_USD_KRW_A_FXO_0.2496_FXO	0.3349167	0.3349167	0.3349167	0.3349167	1	20000000
2020-09-18	CU	1W_AUD_NZD_A_FXO_0.4_FXO	1W_AUD_NZD_A_FXO_0.4_FXO	0.2268193	0.2268193	0.2268193	0.2268193	1	20000000
2020-09-18	CU	1W_USD_JPY_A_FXO_-0.4921_FXO	1W_USD_JPY_A_FXO_-0.4921_FXO	0.3136932	0.3136932	0.3136932	0.3136932	2	25000000
2020-09-18	CU	1W_USD_JPY_A_FXO_-0.508_FXO	1W_USD_JPY_A_FXO_-0.508_FXO	0.3619375	0.3619375	0.3619375	0.3619375	1	60000000
2020-09-18	CU	1W_USD_JPY_A_FXO_0.4921_FXO	1W_USD_JPY_A_FXO_0.4921_FXO	0.3619375	0.3619375	0.3619375	0.3619375	1	60000000
2020-09-18	CU	1W_USD_JPY_A_FXO_0.5077_FXO	1W_USD_JPY_A_FXO_0.5077_FXO	0.3328191	0.3328191	0.3328191	0.3328191	2	25000000
2020-09-18	CU	1W_USD_JPY_A_FXO_BIN	1W_USD_JPY_A_FXO_BIN	8.75	8.75	8.75	8.75	1	3000000
2020-09-18	CU	1W_USD_MXN_A_FXO_-0.5037_FXO	1W_USD_MXN_A_FXO_-0.5037_FXO	0.7458304	0.7458304	0.7458304	0.7458304	2	10000000
2020-09-18	CU	1W_USD_MXN_A_FXO_0.4963_FXO	1W_USD_MXN_A_FXO_0.4963_FXO	0.7458304	0.7458304	0.7458304	0.7458304	2	10000000
2020-09-18	CU	1W_USD_ZAR_A_FXO_-0.4986_FXO	1W_USD_ZAR_A_FXO_-0.4986_FXO	0.9084176	0.9084176	0.9084176	0.9084176	1	10000000
2020-09-18	CU	1W_USD_ZAR_A_FXO_0.501_FXO	1W_USD_ZAR_A_FXO_0.501_FXO	0.942216	0.942216	0.942216	0.942216	1	10000000
2020-09-18	CU	1Y_USD_CHF_A_FXO_-0.4977_FXO	1Y_USD_CHF_A_FXO_-0.4977_FXO	2.721379	2.721379	2.721379	2.721379	1	8500000
2020-09-18	CU	1Y_USD_CHF_A_FXO_0.4995_FXO	1Y_USD_CHF_A_FXO_0.4995_FXO	2.994222	2.994222	2.994222	2.994222	1	8500000
2020-09-18	CU	23D_NDF_USD_BRL_NDF	23D_NDF_USD_BRL_NDF	5.2877	5.37665	5.2877	5.37665	2	69000000
2020-09-18	CU	24D_NDF_USD_BRL_NDF	24D_NDF_USD_BRL_NDF	5.32165	5.39485	5.32165	5.39255	4	158000000
2020-09-18	CU	25D_EUR_JPY_A_FXO_0.475_FXO	25D_EUR_JPY_A_FXO_0.475_FXO	0.7216715	0.7216715	0.7216715	0.7216715	2	100000000
2020-09-18	CU	28D_USD_CAD_A_FXO_0.4224_FXO	28D_USD_CAD_A_FXO_0.4224_FXO	0.5346861	0.5346861	0.5346861	0.5346861	1	100000000
2020-09-18	CU	2D_NDF_USD_BRL_NDF	2D_NDF_USD_BRL_NDF	5.2853	5.2853	5.2853	5.2853	1	9000000
2020-09-18	CU	2M_EUR_USD_B_FXO_0.1176_FXO	2M_EUR_USD_B_FXO_0.1176_FXO	0.2441391	0.2441391	0.2441391	0.2441391	1	87000000
2020-09-18	CU	2M_EUR_USD_B_FXO_0.2905_FXO	2M_EUR_USD_B_FXO_0.2905_FXO	0.7183534	0.7183534	0.7183534	0.7183534	1	50000000
2020-09-18	CU	2W_USD_CAD_A_FXO_-0.5044_FXO	2W_USD_CAD_A_FXO_-0.5044_FXO	0.4835598	0.4835598	0.4835598	0.4835598	1	5000000
2020-09-18	CU	2W_USD_CAD_A_FXO_0.4956_FXO	2W_USD_CAD_A_FXO_0.4956_FXO	0.4774965	0.4774965	0.4774965	0.4774965	1	5000000
2020-09-18	CU	2W_USD_JPY_A_FXO_0.4671_FXO	2W_USD_JPY_A_FXO_0.4671_FXO	0.4069262	0.4069262	0.4069262	0.4069262	2	60000000
2020-09-18	CU	30D_NDF_USD_CLP_NDF	30D_NDF_USD_CLP_NDF	764.65	764.65	764.65	764.65	1	2500000
2020-09-18	CU	30D_NDF_USD_CNY_NDF	30D_NDF_USD_CNY_NDF	6.786	6.7869	6.781	6.7869	9	105000000
2020-09-18	CU	30D_NDF_USD_IDR_NDF	30D_NDF_USD_IDR_NDF	14770.0	14770.0	14722.0	14750.0	5	44000000
2020-09-18	CU	30D_NDF_USD_INR_NDF	30D_NDF_USD_INR_NDF	73.64	73.83	73.64	73.81	11	71000000
2020-09-18	CU	30D_NDF_USD_KRW_NDF	30D_NDF_USD_KRW_NDF	1161.0	1163.4	1161.0	1163.4	3	20000000
2020-09-18	CU	30D_NDF_USD_PEN_NDF	30D_NDF_USD_PEN_NDF	3.526	3.526	3.526	3.526	1	1250000
2020-09-18	CU	30D_NDF_USD_PHP_NDF	30D_NDF_USD_PHP_NDF	48.56	48.56	48.56	48.56	2	10000000
2020-09-18	CU	30D_NDF_USD_TWD_NDF	30D_NDF_USD_TWD_NDF	28.79	28.8	28.78	28.785	4	75000000
2020-09-18	CU	365D_NDF_USD_INR_NDF	365D_NDF_USD_INR_NDF	76.57	76.57	76.57	76.57	1	10000000
2020-09-18	CU	365D_NDF_USD_TWD_NDF	365D_NDF_USD_TWD_NDF	27.75	27.75	27.75	27.75	1	50000000
2020-09-18	CU	3D_EUR_GBP_A_FXO_-0.4728_FXO	3D_EUR_GBP_A_FXO_-0.4728_FXO	0.1818522	0.1818522	0.1818522	0.1818522	1	30000000
2020-09-18	CU	3D_EUR_NOK_A_FXO_0.4159_FXO	3D_EUR_NOK_A_FXO_0.4159_FXO	0.1576556	0.1576556	0.1576556	0.1576556	1	50000000
2020-09-18	CU	3D_USD_JPY_A_FXO_-0.3107_FXO	3D_USD_JPY_A_FXO_-0.3107_FXO	0.1084097	0.1084097	0.1084097	0.1084097	1	30000000
2020-09-18	CU	3D_USD_JPY_A_FXO_-0.3894_FXO	3D_USD_JPY_A_FXO_-0.3894_FXO	0.1301914	0.1301914	0.1301914	0.1301914	1	30000000
2020-09-18	CU	3D_USD_JPY_A_FXO_-0.405_FXO	3D_USD_JPY_A_FXO_-0.405_FXO	0.1378012	0.1378012	0.1378012	0.1378012	1	30000000
2020-09-18	CU	3M_USD_CNH_A_FXO_-0.2497_FXO	3M_USD_CNH_A_FXO_-0.2497_FXO	0.4688734	0.4688734	0.4688734	0.4688734	1	30000000
2020-09-18	CU	3M_USD_CNH_A_FXO_-0.249_FXO	3M_USD_CNH_A_FXO_-0.249_FXO	0.4670478	0.4670478	0.4670478	0.4670478	1	100000000
2020-09-18	CU	3M_USD_CNH_A_FXO_-0.2504_FXO	3M_USD_CNH_A_FXO_-0.2504_FXO	0.476161	0.476161	0.476161	0.476161	1	25000000
2020-09-18	CU	3M_USD_CNH_A_FXO_0.2498_FXO	3M_USD_CNH_A_FXO_0.2498_FXO	0.5744327	0.5744327	0.5744327	0.5744327	1	100000000
2020-09-18	CU	3M_USD_CNH_A_FXO_0.25_FXO	3M_USD_CNH_A_FXO_0.25_FXO	0.5751747	0.580788	0.5751747	0.580788	2	55000000
2020-09-18	CU	3M_USD_JPY_A_FXO_-0.4978_FXO	3M_USD_JPY_A_FXO_-0.4978_FXO	1.702532	1.702532	1.702532	1.702532	1	10000000
2020-09-18	CU	3M_USD_JPY_A_FXO_-0.4997_FXO	3M_USD_JPY_A_FXO_-0.4997_FXO	1.712059	1.712059	1.712059	1.712059	1	15000000
2020-09-18	CU	3M_USD_JPY_A_FXO_-0.5015_FXO	3M_USD_JPY_A_FXO_-0.5015_FXO	1.726733	1.726733	1.726733	1.726733	1	15000000
2020-09-18	CU	3M_USD_JPY_A_FXO_0.4977_FXO	3M_USD_JPY_A_FXO_0.4977_FXO	1.803376	1.803376	1.803376	1.803376	1	15000000
2020-09-18	CU	3M_USD_JPY_A_FXO_0.4994_FXO	3M_USD_JPY_A_FXO_0.4994_FXO	1.807844	1.807844	1.807844	1.807844	1	15000000
2020-09-18	CU	3M_USD_JPY_A_FXO_0.501_FXO	3M_USD_JPY_A_FXO_0.501_FXO	1.817398	1.817398	1.817398	1.817398	1	10000000
2020-09-18	CU	3W_AUD_USD_B_FXO_-0.4897_FXO	3W_AUD_USD_B_FXO_-0.4897_FXO	0.6618007	0.6618007	0.6618007	0.6618007	1	50000000
2020-09-18	CU	3W_GBP_USD_B_FXO_-0.4207_FXO	3W_GBP_USD_B_FXO_-0.4207_FXO	0.9377466	0.9377466	0.9377466	0.9377466	1	20000000
2020-09-18	CU	43D_NDF_USD_BRL_NDF	43D_NDF_USD_BRL_NDF	5.29905	5.3793	5.29905	5.3793	5	195000000
2020-09-18	CU	47D_USD_JPY_A_FXO_-0.4847_FXO	47D_USD_JPY_A_FXO_-0.4847_FXO	1.112379	1.112379	1.112379	1.112379	1	50000000
2020-09-18	CU	48D_USD_JPY_A_FXO_0.4526_FXO	48D_USD_JPY_A_FXO_0.4526_FXO	1.059902	1.059902	1.059902	1.059902	1	50000000
2020-09-18	CU	4D_EUR_USD_B_FXO_-0.2069_FXO	4D_EUR_USD_B_FXO_-0.2069_FXO	0.08262651	0.08262651	0.08262651	0.08262651	1	50000000
2020-09-18	CU	4D_EUR_USD_B_FXO_0.2848_FXO	4D_EUR_USD_B_FXO_0.2848_FXO	0.1315764	0.1315764	0.1315764	0.1315764	1	50000000
2020-09-18	CU	4D_GBP_JPY_A_FXO_0.2273_FXO	4D_GBP_JPY_A_FXO_0.2273_FXO	0.08977983	0.08977983	0.08977983	0.08977983	2	50000000
2020-09-18	CU	4D_USD_JPY_A_FXO_0.1806_FXO	4D_USD_JPY_A_FXO_0.1806_FXO	0.04416647	0.04416647	0.04416647	0.04416647	1	50000000
2020-09-18	CU	4M_USD_CHF_A_FXO_-0.5012_FXO	4M_USD_CHF_A_FXO_-0.5012_FXO	1.670965	1.670965	1.670965	1.670965	1	15000000
2020-09-18	CU	4M_USD_CHF_A_FXO_0.4981_FXO	4M_USD_CHF_A_FXO_0.4981_FXO	1.746171	1.746171	1.746171	1.746171	1	15000000
2020-09-18	CU	55D_USD_JPY_A_FXO_0.4083_FXO	55D_USD_JPY_A_FXO_0.4083_FXO	0.9696962	0.9696962	0.9696962	0.9696962	1	100000000
2020-09-18	CU	55D_USD_RUB_A_FXO_-0.141_FXO	55D_USD_RUB_A_FXO_-0.141_FXO	0.4145893	0.4145893	0.4145893	0.4145893	1	30000000
2020-09-18	CU	56D_EUR_JPY_A_FXO_-0.392_FXO	56D_EUR_JPY_A_FXO_-0.392_FXO	0.9606031	0.9606031	0.9606031	0.9606031	1	75000000
2020-09-18	CU	59D_USD_CAD_A_FXO_-0.322_FXO	59D_USD_CAD_A_FXO_-0.322_FXO	0.6007926	0.6007926	0.6007926	0.6007926	1	100000000
2020-09-18	CU	59D_USD_JPY_A_FXO_0.4483_FXO	59D_USD_JPY_A_FXO_0.4483_FXO	1.160187	1.160187	1.160187	1.160187	1	100000000
2020-09-18	CU	5D_EUR_NOK_A_FXO_-0.4651_FXO	5D_EUR_NOK_A_FXO_-0.4651_FXO	0.3115634	0.3115634	0.3115634	0.3115634	1	50000000
2020-09-18	CU	61D_EUR_JPY_A_FXO_-0.1936_FXO	61D_EUR_JPY_A_FXO_-0.1936_FXO	0.4273131	0.4273131	0.4273131	0.4273131	1	75000000
2020-09-18	CU	62D_NDF_USD_TWD_NDF	62D_NDF_USD_TWD_NDF	28.643	28.643	28.63	28.63	3	245000000
2020-09-18	CU	6D_AUD_USD_B_FXO_-0.1735_FXO	6D_AUD_USD_B_FXO_-0.1735_FXO	0.08072208	0.08072208	0.08072208	0.08072208	3	90000000
2020-09-18	CU	6D_AUD_USD_B_FXO_-0.2048_FXO	6D_AUD_USD_B_FXO_-0.2048_FXO	0.09960907	0.09960907	0.09960907	0.09960907	1	30000000
2020-09-18	CU	6D_NDF_USD_BRL_NDF	6D_NDF_USD_BRL_NDF	5.37455	5.39245	5.37455	5.39	4	168000000
2020-09-18	CU	6D_NDF_USD_IDR_NDF	6D_NDF_USD_IDR_NDF	14707.0	14707.0	14707.0	14707.0	1	23000000
2020-09-18	CU	730D_NDF_USD_INR_NDF	730D_NDF_USD_INR_NDF	79.99	79.99	79.99	79.99	1	10000000
2020-09-18	CU	7D_NDF_USD_BRL_NDF	7D_NDF_USD_BRL_NDF	5.37445	5.37445	5.37445	5.37445	1	60000000
2020-09-18	CU	8D_NDF_USD_BRL_NDF	8D_NDF_USD_BRL_NDF	5.2925	5.3614	5.2925	5.3614	2	47500000
2020-09-18	CU	91D_NDF_USD_TWD_NDF	91D_NDF_USD_TWD_NDF	28.53	28.53	28.515	28.515	7	315000000
2020-09-18	CU	9M_USD_ZAR_A_FXO_-0.3443_FXO	9M_USD_ZAR_A_FXO_-0.3443_FXO	3.07406	3.07406	3.07406	3.07406	1	30000000
2020-09-18	CU	9M_USD_ZAR_A_FXO_-0.4949_FXO	9M_USD_ZAR_A_FXO_-0.4949_FXO	5.267639	5.267639	5.267639	5.267639	1	10000000
2020-09-18	CU	9M_USD_ZAR_A_FXO_0.4946_FXO	9M_USD_ZAR_A_FXO_0.4946_FXO	6.318532	6.318532	6.318532	6.318532	1	10000000
2020-09-18	CU	NDF_USD_ARS_1M	NDF_USD_ARS Maturing on 2020-10-22					3	6000000
2020-09-18	CU	NDF_USD_ARS_2M	NDF_USD_ARS Maturing on 2020-11-24					1	2000000
2020-09-18	CU	NDF_USD_BRL_10D	NDF_USD_BRL Maturing on 2020-09-28					1	29000000
2020-09-18	CU	NDF_USD_BRL_14D	NDF_USD_BRL Maturing on 2020-10-02					36	840500000
2020-09-18	CU	NDF_USD_BRL_17D	NDF_USD_BRL Maturing on 2020-10-05					2	45000000
2020-09-18	CU	NDF_USD_BRL_19D	NDF_USD_BRL Maturing on 2020-10-07					1	25000000
2020-09-18	CU	NDF_USD_BRL_1M	NDF_USD_BRL Maturing on 2020-11-04					5	230000000
2020-09-18	CU	NDF_USD_BRL_21D	NDF_USD_BRL Maturing on 2020-10-09					2	45000000
2020-09-18	CU	NDF_USD_BRL_26D	NDF_USD_BRL Maturing on 2020-10-14					1	38000000
2020-09-18	CU	NDF_USD_BRL_4D	NDF_USD_BRL Maturing on 2020-09-22					10	193000000
2020-09-18	CU	NDF_USD_BRL_5D	NDF_USD_BRL Maturing on 2020-09-23					8	143000000
2020-09-18	CU	NDF_USD_BRL_6M	NDF_USD_BRL Maturing on 2021-03-22					1	140000000
2020-09-18	CU	NDF_USD_CLP_1M	NDF_USD_CLP Maturing on 2020-10-22					21	74200000
2020-09-18	CU	NDF_USD_CLP_5D	NDF_USD_CLP Maturing on 2020-09-23					6	24000000
2020-09-18	CU	NDF_USD_CNY_1M	NDF_USD_CNY Maturing on 2020-10-22					2	15000000
2020-09-18	CU	NDF_USD_COP_10D	NDF_USD_COP Maturing on 2020-09-28					8	104000000
2020-09-18	CU	NDF_USD_COP_11D	NDF_USD_COP Maturing on 2020-09-29					1	7000000
2020-09-18	CU	NDF_USD_COP_12D	NDF_USD_COP Maturing on 2020-09-30					2	6000000
2020-09-18	CU	NDF_USD_COP_12M	NDF_USD_COP Maturing on 2021-09-22					1	10000000
2020-09-18	CU	NDF_USD_COP_13D	NDF_USD_COP Maturing on 2020-10-01					2	40000000
2020-09-18	CU	NDF_USD_COP_1M	NDF_USD_COP Maturing on 2020-10-22					75	581800000
2020-09-18	CU	NDF_USD_COP_21D	NDF_USD_COP Maturing on 2020-10-09					2	40000000
2020-09-18	CU	NDF_USD_COP_26D	NDF_USD_COP Maturing on 2020-10-14					1	13955355
2020-09-18	CU	NDF_USD_COP_27D	NDF_USD_COP Maturing on 2020-10-15					1	15000000
2020-09-18	CU	NDF_USD_COP_4D	NDF_USD_COP Maturing on 2020-09-22					3	7000000
2020-09-18	CU	NDF_USD_COP_5D	NDF_USD_COP Maturing on 2020-09-23					9	125500000
2020-09-18	CU	NDF_USD_COP_6D	NDF_USD_COP Maturing on 2020-09-24					4	32700000
2020-09-18	CU	NDF_USD_COP_6M	NDF_USD_COP Maturing on 2021-03-23					4	125000000
2020-09-18	CU	NDF_USD_COP_7D	NDF_USD_COP Maturing on 2020-09-25					2	7500000
2020-09-18	CU	NDF_USD_COP_9M	NDF_USD_COP Maturing on 2021-06-22					3	110000000
2020-09-18	CU	NDF_USD_IDR_1M	NDF_USD_IDR Maturing on 2020-10-23					2	15000000
2020-09-18	CU	NDF_USD_IDR_5D	NDF_USD_IDR Maturing on 2020-09-23					1	10000000
2020-09-18	CU	NDF_USD_IDR_7D	NDF_USD_IDR Maturing on 2020-09-25					1	5000000
2020-09-18	CU	NDF_USD_INR_10D	NDF_USD_INR Maturing on 2020-09-28					1	13000000
2020-09-18	CU	NDF_USD_INR_11D	NDF_USD_INR Maturing on 2020-09-29					1	13000000
2020-09-18	CU	NDF_USD_INR_18D	NDF_USD_INR Maturing on 2020-10-06					1	10000000
2020-09-18	CU	NDF_USD_INR_1M	NDF_USD_INR Maturing on 2020-10-22					6	156000000
2020-09-18	CU	NDF_USD_INR_5D	NDF_USD_INR Maturing on 2020-09-23					5	114000000
2020-09-18	CU	NDF_USD_INR_6D	NDF_USD_INR Maturing on 2020-09-24					1	8000000
2020-09-18	CU	NDF_USD_INR_6M	NDF_USD_INR Maturing on 2021-03-22					2	50000000
2020-09-18	CU	NDF_USD_INR_7D	NDF_USD_INR Maturing on 2020-09-25					1	10000000
2020-09-18	CU	NDF_USD_KRW_17D	NDF_USD_KRW Maturing on 2020-10-05					1	35000000
2020-09-18	CU	NDF_USD_KRW_1M	NDF_USD_KRW Maturing on 2020-10-23					4	69000000
2020-09-18	CU	NDF_USD_KRW_20D	NDF_USD_KRW Maturing on 2020-10-08					1	19000000
2020-09-18	CU	NDF_USD_KRW_26D	NDF_USD_KRW Maturing on 2020-10-14					1	35000000
2020-09-18	CU	NDF_USD_KRW_5D	NDF_USD_KRW Maturing on 2020-09-23					5	82000000
2020-09-18	CU	NDF_USD_KRW_7D	NDF_USD_KRW Maturing on 2020-09-25					2	32000000
2020-09-18	CU	NDF_USD_PEN_1M	NDF_USD_PEN Maturing on 2020-10-22					43	134000000
2020-09-18	CU	NDF_USD_PEN_4D	NDF_USD_PEN Maturing on 2020-09-22					2	15000000
2020-09-18	CU	NDF_USD_PEN_5D	NDF_USD_PEN Maturing on 2020-09-23					3	12000000
2020-09-18	CU	NDF_USD_PHP_1M	NDF_USD_PHP Maturing on 2020-10-21					4	19000000
2020-09-18	CU	NDF_USD_PHP_4D	NDF_USD_PHP Maturing on 2020-09-22					1	15000000
2020-09-18	CU	NDF_USD_PHP_5D	NDF_USD_PHP Maturing on 2020-09-23					5	43000000
2020-09-18	CU	NDF_USD_PHP_6D	NDF_USD_PHP Maturing on 2020-09-24					4	28000000
2020-09-18	CU	NDF_USD_TWD_12M	NDF_USD_TWD Maturing on 2021-09-22					2	15000000
2020-09-18	CU	NDF_USD_TWD_1M	NDF_USD_TWD Maturing on 2020-10-22					4	38000000
2020-09-18	CU	NDF_USD_TWD_2M	NDF_USD_TWD Maturing on 2020-11-23					2	75000000
2020-09-18	CU	NDF_USD_TWD_3M	NDF_USD_TWD Maturing on 2020-12-22					2	75000000
2020-09-18	CU	NDF_USD_TWD_4M	NDF_USD_TWD Maturing on 2021-01-22					1	30000000
2020-09-18	CU	NDF_USD_TWD_5D	NDF_USD_TWD Maturing on 2020-09-23					3	50000000
2020-09-18	CU	NDF_USD_TWD_5M	NDF_USD_TWD Maturing on 2021-02-22					1	30000000
2020-09-18	CU	NDF_USD_TWD_6D	NDF_USD_TWD Maturing on 2020-09-24					1	20000000
2020-09-18	CU	NDF_USD_TWD_6M	NDF_USD_TWD Maturing on 2021-03-22					3	30000000
2020-09-18	CU	USDCNY20200924-R18930	Non Deliverable Forward Chinese Renminbi - Value Date 2020-09-24	6.75907	6.75907	6.75907	6.75907	2	22000000
2020-09-18	CU	USDCNY20201009-R18930	Non Deliverable Forward Chinese Renminbi - Value Date 2020-10-09	6.76398	6.76398	6.76398	6.76398	2	35000000
2020-09-18	CU	USDCNY20201020-R18930	Non Deliverable Forward Chinese Renminbi - Value Date 2020-10-20	6.76780	6.76780	6.76780	6.76780	1	22000000
2020-09-18	CU	USDCNY20201021-R18930	Non Deliverable Forward Chinese Renminbi - Value Date 2020-10-21	6.76815	6.76815	6.76815	6.76815	2	40000000
2020-09-18	CU	USDCNY20201022-R18930	Non Deliverable Forward Chinese Renminbi - Value Date 2020-10-22	6.76850	6.76850	6.76850	6.76850	1	5000000
2020-09-18	CU	USDIDR20200930-R18931	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-09-30	14741.740	14741.740	14741.740	14741.740	2	13000000
2020-09-18	CU	USDIDR20201001-R18931	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-10-01	14743.470	14743.470	14743.470	14743.470	2	9000000
2020-09-18	CU	USDIDR20201020-R18931	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-10-20	14776.520	14776.520	14776.520	14776.520	1	13000000
2020-09-18	CU	USDIDR20201023-R18931	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-10-23	14781.720	14781.720	14781.720	14781.720	2	2000000
2020-09-18	CU	USDIDR20201026-R18931	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-10-26	14786.860	14786.860	14786.860	14786.860	1	7000000
2020-09-18	CU	USDIDR20201102-R18931	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-11-02	14798.880	14798.880	14798.880	14798.880	1	25000000
2020-09-18	CU	USDIDR20201117-R18931	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-11-17	14824.670	14824.670	14824.670	14824.670	1	10000000
2020-09-18	CU	USDIDR20201120-R18931	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-11-20	14829.840	14829.840	14829.840	14829.840	1	10000000
2020-09-18	CU	USDIDR20201210-R18931	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-12-10	14867.220	14867.220	14867.220	14867.220	1	15000000
2020-09-18	CU	USDINR20201007-R18932	Non Deliverable Forward Indian Rupee - Value Date 2020-10-07	73.5585	73.5585	73.5585	73.5585	1	1000000
2020-09-18	CU	USDINR20201013-R18932	Non Deliverable Forward Indian Rupee - Value Date 2020-10-13	73.6047	73.6047	73.6047	73.6047	1	1000000
2020-09-18	CU	USDINR20201020-R18932	Non Deliverable Forward Indian Rupee - Value Date 2020-10-20	73.6586	73.6586	73.6586	73.6586	1	1000000
2020-09-18	CU	USDKRW20200928-R18933	Non Deliverable Forward South Korean Won - Value Date 2020-09-28	1161.109	1161.109	1161.109	1161.109	1	12000000
2020-09-18	CU	USDKRW20201013-R18933	Non Deliverable Forward South Korean Won - Value Date 2020-10-13	1161.085	1161.085	1161.085	1161.085	1	1000000
2020-09-18	CU	USDKRW20201016-R18933	Non Deliverable Forward South Korean Won - Value Date 2020-10-16	1161.086	1161.086	1161.086	1161.086	1	5000000
2020-09-18	CU	USDKRW20201023-R18933	Non Deliverable Forward South Korean Won - Value Date 2020-10-23	1161.088	1161.088	1161.088	1161.088	2	5000000
2020-09-18	CU	USDKRW20201028-R18933	Non Deliverable Forward South Korean Won - Value Date 2020-10-28	1161.081	1161.081	1161.081	1161.081	1	1000000
2020-09-18	CU	USDPHP20200930-R18935	Non Deliverable Forward Philippine Peso - Value Date 2020-09-30	48.3906	48.3906	48.3906	48.3906	1	1000000
2020-09-18	CU	USDPHP20201002-R18935	Non Deliverable Forward Philippine Peso - Value Date 2020-10-02	48.3958	48.3958	48.3958	48.3958	1	1000000
2020-09-18	CU	USDPHP20201007-R18935	Non Deliverable Forward Philippine Peso - Value Date 2020-10-07	48.4086	48.4086	48.4086	48.4086	1	1000000
2020-09-18	CU	USDPHP20201008-R18935	Non Deliverable Forward Philippine Peso - Value Date 2020-10-08	48.4111	48.4111	48.4111	48.4111	1	2000000
2020-09-18	CU	USDPHP20201019-R18935	Non Deliverable Forward Philippine Peso - Value Date 2020-10-19	48.4394	48.4394	48.4394	48.4394	1	3000000
2020-09-18	CU	USDPHP20201020-R18935	Non Deliverable Forward Philippine Peso - Value Date 2020-10-20	48.4419	48.4419	48.4419	48.4419	1	1000000
2020-09-18	CU	USDPHP20201021-R18935	Non Deliverable Forward Philippine Peso - Value Date 2020-10-21	48.4445	48.4445	48.4445	48.4445	2	6000000
2020-09-18	CU	USDPHP20201022-R18935	Non Deliverable Forward Philippine Peso - Value Date 2020-10-22	48.4471	48.4471	48.4471	48.4471	1	1000000
2020-09-18	CU	USDTWD20200924-R18936	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-09-24	29.0060	29.0060	29.0060	29.0060	2	50000000
2020-09-18	CU	USDTWD20200925-R18936	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-09-25	28.9960	28.9960	28.9960	28.9960	1	1000000
2020-09-18	CU	USDTWD20200928-R18936	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-09-28	28.9660	28.9660	28.9660	28.9660	1	13000000
2020-09-18	CU	USDTWD20200929-R18936	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-09-29	28.9560	28.9560	28.9560	28.9560	3	41000000
2020-09-18	CU	USDTWD20200930-R18936	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-09-30	28.9490	28.9490	28.9490	28.9490	1	65000000
2020-09-18	CU	USDTWD20201005-R18936	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-10-05	28.9142	28.9142	28.9142	28.9142	7	136000000
2020-09-18	CU	USDTWD20201006-R18936	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-10-06	28.9072	28.9072	28.9072	28.9072	3	58000000
2020-09-18	CU	USDTWD20201008-R18936	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-10-08	28.8933	28.8933	28.8933	28.8933	1	4000000
2020-09-18	CU	USDTWD20201016-R18936	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-10-16	28.8376	28.8376	28.8376	28.8376	1	15000000
2020-09-18	CU	USDTWD20201019-R18936	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-10-19	28.8168	28.8168	28.8168	28.8168	2	32000000
2020-09-18	CU	USDTWD20201020-R18936	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-10-20	28.8099	28.8099	28.8099	28.8099	2	37000000
2020-09-18	CU	USDTWD20201021-R18936	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-10-21	28.8029	28.8029	28.8029	28.8029	1	30000000
2020-09-18	CU	USDTWD20201022-R18936	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-10-22	28.7960	28.7960	28.7960	28.7960	3	102000000
2020-09-18	CU	USDTWD20201023-R18936	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-10-23	28.7911	28.7911	28.7911	28.7911	4	164000000
2020-09-18	CU	USDTWD20201030-R18936	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-10-30	28.7572	28.7572	28.7572	28.7572	1	2000000
2020-09-18	CU	USDTWD20201123-R18936	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-11-23	28.6410	28.6410	28.6410	28.6410	1	1000000
2020-09-18	CU	USDTWD20201211-R18936	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-12-11	28.5696	28.5696	28.5696	28.5696	1	4000000
2020-09-18	IR	10Y FF/3M LCH		19.125	19.125	19.125	19.125	2	200000000
2020-09-18	IR	10Y LCH.sb		0.6925	0.6925	0.6925	0.6925	4	326000000
2020-09-18	IR	10Y.GBP.BSW.6M*3M_20300918	10Y.GBP.BSW.6M*3M_20300918	0.00129	0.0013	0.00129	0.0013	2	100000000
2020-09-18	IR	12Y FF/3M LCH		19	19	19	19	1	30000000
2020-09-18	IR	12Y LCH.sb		0.8	0.8	0.8	0.8	1	300000000
2020-09-18	IR	15Y 3M/6M		13.125	13.125	13.125	13.125	1	35000000
2020-09-18	IR	15Y LCH.sb		0.9075	0.9075	0.9075	0.9075	1	122000000
2020-09-18	IR	15x18IMM LCH		0.2025	0.2025	0.2025	0.2025	1	2000000000
2020-09-18	IR	20Y CME.sb		1.0175	1.0175	1.0175	1.0175	1	100000000
2020-09-18	IR	20Y FF/3M LCH		17.875	18.875	18.875	18.875	1	50000000
2020-09-18	IR	20Y LCH.sb		1.0175	1.0175	1.0175	1.0175	2	150000000
2020-09-18	IR	20Y SOFR/FF LCH		6.13	5.875	5.375	5.875	2	75000000
2020-09-18	IR	2Y FF/3M LCH		17.875	17.625	17.625	17.625	3	1272000000
2020-09-18	IR	30Y FF/3M LCH		16.875	17.5	17.5	17.5	1	10000000
2020-09-18	IR	30Y LCH.sb		1.0775	1.0775	1.0775	1.0775	3	48000000
2020-09-18	IR	3M DEC20 LCH.ois		0.08	0.08	0.08	0.08	1	1000000000
2020-09-18	IR	3M DEC21 LCH.ois		0.08	0.08	0.08	0.08	1	2000000000
2020-09-18	IR	3M MAR22 LCH.ois		0.08	0	0	0	1	2000000000
2020-09-18	IR	3M MAR22 LCH.qm		0.2125	0.2	0.2	0.2	1	2000000000
2020-09-18	IR	3M SOFR LCH		15.25	0.07625	0.07625	0.07625	1	1000000000
2020-09-18	IR	3M.USD.FRA_20201223	3M.USD.FRA_20201223	0.00229	0.00229	0.00229	0.00229	2	274000000
2020-09-18	IR	3M.USD.FRA_20201224	3M.USD.FRA_20201224	0.002293	0.002293	0.002293	0.002293	2	421000000
2020-09-18	IR	3M.USD.FRA_20201229	3M.USD.FRA_20201229	0.002311	0.002311	0.002309	0.002311	10	1935000000
2020-09-18	IR	3M.USD.FRA_20201231	3M.USD.FRA_20201231	0.002312	0.002312	0.002312	0.002312	4	1080000000
2020-09-18	IR	3M.USD.FRA_20210104	3M.USD.FRA_20210104	0.002313	0.002313	0.002312	0.002313	6	952000000
2020-09-18	IR	3M.USD.FRA_20210105	3M.USD.FRA_20210105	0.002313	0.002313	0.002313	0.002313	2	98000000
2020-09-18	IR	3M.USD.FRA_20210107	3M.USD.FRA_20210107	0.002315	0.002315	0.002315	0.002315	2	215000000
2020-09-18	IR	3M.USD.FRA_20210108	3M.USD.FRA_20210108	0.002316	0.002316	0.002316	0.002316	4	654000000
2020-09-18	IR	3M.USD.FRA_20210111	3M.USD.FRA_20210111	0.002318	0.002318	0.002318	0.002318	2	400000000
2020-09-18	IR	3M.USD.FRA_20210113	3M.USD.FRA_20210113	0.002319	0.002319	0.002319	0.002319	8	1688000000
2020-09-18	IR	3M.USD.FRA_20210114	3M.USD.FRA_20210114	0.002321	0.002321	0.002321	0.002321	1	105000000
2020-09-18	IR	3M.USD.FRA_20210119	3M.USD.FRA_20210119	0.002322	0.002329	0.002322	0.002322	4	917000000
2020-09-18	IR	3M.USD.FRA_20210121	3M.USD.FRA_20210121	0.002325	0.002325	0.002325	0.002325	10	1828000000
2020-09-18	IR	3M.USD.FRA_20210125	3M.USD.FRA_20210125	0.002345	0.002345	0.002345	0.002345	2	225000000
2020-09-18	IR	3M.USD.FRA_20210126	3M.USD.FRA_20210126	0.002348	0.002348	0.002348	0.002348	3	615000000
2020-09-18	IR	3M.USD.FRA_20210127	3M.USD.FRA_20210127	0.002353	0.002353	0.002353	0.002353	4	790000000
2020-09-18	IR	3M.USD.FRA_20210128	3M.USD.FRA_20210128	0.002357	0.002357	0.002357	0.002357	6	1168000000
2020-09-18	IR	3M.USD.FRA_20210129	3M.USD.FRA_20210129	0.002362	0.002363	0.002362	0.002363	8	1660000000
2020-09-18	IR	3M.USD.FRA_20210202	3M.USD.FRA_20210202	0.00238	0.00238	0.00238	0.00238	3	658000000
2020-09-18	IR	3M.USD.FRA_20210203	3M.USD.FRA_20210203	0.002385	0.002385	0.002385	0.002385	1	140000000
2020-09-18	IR	3M.USD.FRA_20210204	3M.USD.FRA_20210204	0.00239	0.00239	0.00239	0.00239	1	475000000
2020-09-18	IR	3M.USD.FRA_20210205	3M.USD.FRA_20210205	0.002394	0.002394	0.002394	0.002394	6	1250000000
2020-09-18	IR	3M.USD.FRA_20210209	3M.USD.FRA_20210209	0.002413	0.002413	0.002413	0.002413	3	289000000
2020-09-18	IR	3M.USD.FRA_20210210	3M.USD.FRA_20210210	0.002417	0.002417	0.002417	0.002417	3	1709000000
2020-09-18	IR	3M.USD.FRA_20210212	3M.USD.FRA_20210212	0.002426	0.002426	0.002426	0.002426	3	511000000
2020-09-18	IR	3M.USD.FRA_20210216	3M.USD.FRA_20210216	0.002444	0.002445	0.002444	0.002444	6	992000000
2020-09-18	IR	3M.USD.FRA_20210218	3M.USD.FRA_20210218	0.00245	0.00245	0.00245	0.00245	4	915000000
2020-09-18	IR	3M.USD.FRA_20210223	3M.USD.FRA_20210223	0.002493	0.002493	0.002493	0.002493	7	845000000
2020-09-18	IR	3M.USD.FRA_20210224	3M.USD.FRA_20210224	0.002501	0.002501	0.002501	0.002501	8	1390000000
2020-09-18	IR	3M.USD.FRA_20210226	3M.USD.FRA_20210226	0.00257	0.00257	0.002531	0.002531	5	937000000
2020-09-18	IR	3M.USD.FRA_20210302	3M.USD.FRA_20210302	0.002578	0.002578	0.002578	0.002578	1	606000000
2020-09-18	IR	3M.USD.FRA_20210303	3M.USD.FRA_20210303	0.002587	0.002587	0.002587	0.002587	2	499000000
2020-09-18	IR	3M.USD.FRA_20210304	3M.USD.FRA_20210304	0.002596	0.002596	0.002596	0.002596	2	233000000
2020-09-18	IR	3M.USD.FRA_20210308	3M.USD.FRA_20210308	0.00263	0.00263	0.002617	0.00263	8	1739000000
2020-09-18	IR	3M.USD.FRA_20210309	3M.USD.FRA_20210309	0.002639	0.002639	0.002639	0.002639	2	150000000
2020-09-18	IR	3M.USD.FRA_20210310	3M.USD.FRA_20210310	0.002648	0.002648	0.002648	0.002648	3	250000000
2020-09-18	IR	3M.USD.FRA_20210311	3M.USD.FRA_20210311	0.002657	0.002657	0.002657	0.002657	5	553000000
2020-09-18	IR	3M.USD.FRA_20210315	3M.USD.FRA_20210315	0.002677	0.002691	0.002677	0.002677	8	1679000000
2020-09-18	IR	3M.USD.FRA_20210316	3M.USD.FRA_20210316	0.0027	0.0027	0.0027	0.0027	16	4938000000
2020-09-18	IR	3M.USD.FRA_20210317	3M.USD.FRA_20210317	0.002712	0.002712	0.002712	0.002712	6	704000000
2020-09-18	IR	3M.USD.FRA_20210318	3M.USD.FRA_20210318	0.002716	0.002716	0.002716	0.002716	9	779000000
2020-09-18	IR	3M.USD.FRA_20210322	3M.USD.FRA_20210322	0.002721	0.002732	0.002721	0.002732	15	6451000000
2020-09-18	IR	3M.USD.FRA_20210323	3M.USD.FRA_20210323	0.002736	0.002736	0.002736	0.002736	4	1263000000
2020-09-18	IR	3M.USD.FRA_20210324	3M.USD.FRA_20210324	0.00274	0.00274	0.00274	0.00274	3	648000000
2020-09-18	IR	3M.USD.FRA_20210329	3M.USD.FRA_20210329	0.00276	0.00276	0.00276	0.00276	6	765000000
2020-09-18	IR	3M.USD.FRA_20210330	3M.USD.FRA_20210330	0.002764	0.002764	0.002764	0.002764	9	1407000000
2020-09-18	IR	3M.USD.FRA_20210331	3M.USD.FRA_20210331	0.002768	0.002768	0.002768	0.002768	1	50000000
2020-09-18	IR	3M.USD.FRA_20210406	3M.USD.FRA_20210406	0.00253	0.002552	0.00253	0.002552	13	3766000000
2020-09-18	IR	3M.USD.FRA_20210407	3M.USD.FRA_20210407	0.002513	0.002513	0.002513	0.002513	5	680000000
2020-09-18	IR	3M.USD.FRA_20210408	3M.USD.FRA_20210408	0.002497	0.002497	0.002497	0.002497	2	203000000
2020-09-18	IR	3M.USD.FRA_20210412	3M.USD.FRA_20210412	0.002432	0.002444	0.002432	0.002432	5	475000000
2020-09-18	IR	3M.USD.FRA_20210413	3M.USD.FRA_20210413	0.002415	0.002415	0.002415	0.002415	2	254000000
2020-09-18	IR	3M.USD.FRA_20210414	3M.USD.FRA_20210414	0.002399	0.002399	0.002399	0.002399	1	175000000
2020-09-18	IR	3M.USD.FRA_20210415	3M.USD.FRA_20210415	0.002383	0.002383	0.002383	0.002383	3	315000000
2020-09-18	IR	3M.USD.FRA_20210419	3M.USD.FRA_20210419	0.002317	0.002317	0.002317	0.002317	3	505000000
2020-09-18	IR	3M.USD.FRA_20210420	3M.USD.FRA_20210420	0.002301	0.002301	0.002301	0.002301	2	305000000
2020-09-18	IR	3M.USD.FRA_20210421	3M.USD.FRA_20210421	0.002298	0.002298	0.002298	0.002298	2	855000000
2020-09-18	IR	3M.USD.FRA_20210426	3M.USD.FRA_20210426	0.002259	0.002259	0.002259	0.002259	3	357000000
2020-09-18	IR	3M.USD.FRA_20210427	3M.USD.FRA_20210427	0.002244	0.002244	0.002244	0.002244	1	122000000
2020-09-18	IR	3M.USD.FRA_20210428	3M.USD.FRA_20210428	0.002235	0.002235	0.002235	0.002235	2	266000000
2020-09-18	IR	3M.USD.FRA_20210430	3M.USD.FRA_20210430	0.002224	0.002224	0.002224	0.002224	1	495000000
2020-09-18	IR	3M.USD.FRA_20210504	3M.USD.FRA_20210504	0.002189	0.002195	0.002189	0.002189	4	4600000000
2020-09-18	IR	3M.USD.FRA_20210505	3M.USD.FRA_20210505	0.002166	0.002166	0.002166	0.002166	2	327000000
2020-09-18	IR	3M.USD.FRA_20210510	3M.USD.FRA_20210510	0.002136	0.002136	0.002121	0.002136	6	1308000000
2020-09-18	IR	3M.USD.FRA_20210511	3M.USD.FRA_20210511	0.002112	0.002112	0.002112	0.002112	2	124000000
2020-09-18	IR	3M.USD.FRA_20210512	3M.USD.FRA_20210512	0.002103	0.002103	0.002103	0.002103	4	1616000000
2020-09-18	IR	3M.USD.FRA_20210517	3M.USD.FRA_20210517	0.002058	0.002066	0.002058	0.002066	10	3993000000
2020-09-18	IR	3M.USD.FRA_20210519	3M.USD.FRA_20210519	0.002052	0.002052	0.002052	0.002052	4	348000000
2020-09-18	IR	3M.USD.FRA_20210524	3M.USD.FRA_20210524	0.002045	0.002046	0.002043	0.002046	12	2391000000
2020-09-18	IR	3M.USD.FRA_20210525	3M.USD.FRA_20210525	0.002042	0.002042	0.002042	0.002042	2	225000000
2020-09-18	IR	3M.USD.FRA_20210528	3M.USD.FRA_20210528	0.002039	0.002039	0.002039	0.002039	2	256000000
2020-09-18	IR	3M.USD.FRA_20210601	3M.USD.FRA_20210601	0.002034	0.002034	0.002034	0.002034	2	1126000000
2020-09-18	IR	3M.USD.FRA_20210602	3M.USD.FRA_20210602	0.002032	0.002032	0.002032	0.002032	4	273000000
2020-09-18	IR	3M.USD.FRA_20210603	3M.USD.FRA_20210603	0.00203	0.00203	0.00203	0.00203	3	856000000
2020-09-18	IR	3M.USD.FRA_20210604	3M.USD.FRA_20210604	0.002029	0.002029	0.002029	0.002029	4	155000000
2020-09-18	IR	3M.USD.FRA_20210607	3M.USD.FRA_20210607	0.002026	0.002026	0.002026	0.002026	5	845000000
2020-09-18	IR	3M.USD.FRA_20210608	3M.USD.FRA_20210608	0.002022	0.002022	0.002022	0.002022	9	1346000000
2020-09-18	IR	3M.USD.FRA_20210609	3M.USD.FRA_20210609	0.00202	0.00202	0.00202	0.00202	2	2252000000
2020-09-18	IR	3M.USD.FRA_20210610	3M.USD.FRA_20210610	0.002018	0.002018	0.002018	0.002018	3	684000000
2020-09-18	IR	3M.USD.FRA_20210611	3M.USD.FRA_20210611	0.002017	0.002017	0.002017	0.002017	6	2082000000
2020-09-18	IR	3M.USD.FRA_20210614	3M.USD.FRA_20210614	0.002015	0.002015	0.002015	0.002015	1	1471000000
2020-09-18	IR	3M.USD.FRA_20210615	3M.USD.FRA_20210615	0.00201	0.00201	0.00201	0.00201	7	3331000000
2020-09-18	IR	3M.USD.FRA_20210616	3M.USD.FRA_20210616	0.002007	0.002007	0.002007	0.002007	4	661000000
2020-09-18	IR	3M.USD.FRA_20210617	3M.USD.FRA_20210617	0.001997	0.001997	0.001997	0.001997	4	455000000
2020-09-18	IR	3M.USD.FRA_20210618	3M.USD.FRA_20210618	0.001996	0.001996	0.001996	0.001996	6	867000000
2020-09-18	IR	3M.USD.FRA_20210621	3M.USD.FRA_20210621	0.001991	0.001991	0.001991	0.001991	2	849000000
2020-09-18	IR	3M.USD.FRA_20210622	3M.USD.FRA_20210622	0.001989	0.001989	0.001989	0.001989	4	469000000
2020-09-18	IR	3M.USD.FRA_20210624	3M.USD.FRA_20210624	0.001986	0.001986	0.001986	0.001986	1	100000000
2020-09-18	IR	3M.USD.FRA_20210628	3M.USD.FRA_20210628	0.001979	0.001979	0.001979	0.001979	2	200000000
2020-09-18	IR	3M.USD.FRA_20210629	3M.USD.FRA_20210629	0.001977	0.001977	0.001977	0.001977	4	978000000
2020-09-18	IR	3M.USD.FRA_20210630	3M.USD.FRA_20210630	0.001976	0.001976	0.001975	0.001976	3	350000000
2020-09-18	IR	3M.USD.FRA_20210706	3M.USD.FRA_20210706	0.001965	0.001965	0.001965	0.001965	1	11000000
2020-09-18	IR	3M.USD.FRA_20210708	3M.USD.FRA_20210708	0.001962	0.001962	0.001962	0.001962	2	780000000
2020-09-18	IR	3M.USD.FRA_20210709	3M.USD.FRA_20210709	0.00196	0.00196	0.00196	0.00196	1	60000000
2020-09-18	IR	3M.USD.FRA_20210712	3M.USD.FRA_20210712	0.001955	0.001955	0.001955	0.001955	1	66000000
2020-09-18	IR	3M.USD.FRA_20210713	3M.USD.FRA_20210713	0.001953	0.001953	0.001953	0.001953	1	41000000
2020-09-18	IR	3M.USD.FRA_20210714	3M.USD.FRA_20210714	0.001951	0.001951	0.001951	0.001951	1	34000000
2020-09-18	IR	3M.USD.FRA_20210715	3M.USD.FRA_20210715	0.00195	0.00195	0.00195	0.00195	1	4000000
2020-09-18	IR	3M.USD.FRA_20210716	3M.USD.FRA_20210716	0.001948	0.001948	0.001948	0.001948	1	265000000
2020-09-18	IR	3M.USD.FRA_20210719	3M.USD.FRA_20210719	0.001943	0.001943	0.001943	0.001943	1	145000000
2020-09-18	IR	3M.USD.FRA_20210720	3M.USD.FRA_20210720	0.001941	0.001941	0.001941	0.001941	1	389000000
2020-09-18	IR	3M.USD.FRA_20210721	3M.USD.FRA_20210721	0.00194	0.00194	0.00194	0.00194	2	355000000
2020-09-18	IR	3M.USD.FRA_20210722	3M.USD.FRA_20210722	0.001938	0.001938	0.001938	0.001938	1	107000000
2020-09-18	IR	3M.USD.FRA_20210723	3M.USD.FRA_20210723	0.001936	0.001936	0.001936	0.001936	2	376000000
2020-09-18	IR	3M.USD.FRA_20210726	3M.USD.FRA_20210726	0.001931	0.001931	0.001931	0.001931	1	195000000
2020-09-18	IR	3M.USD.FRA_20210727	3M.USD.FRA_20210727	0.001929	0.001929	0.001929	0.001929	1	550000000
2020-09-18	IR	3M.USD.FRA_20210728	3M.USD.FRA_20210728	0.001928	0.001928	0.001928	0.001928	4	1007000000
2020-09-18	IR	3M.USD.FRA_20210729	3M.USD.FRA_20210729	0.001926	0.001926	0.001926	0.001926	3	250000000
2020-09-18	IR	3M.USD.FRA_20210730	3M.USD.FRA_20210730	0.001924	0.001924	0.001924	0.001924	2	350000000
2020-09-18	IR	3M.USD.FRA_20210804	3M.USD.FRA_20210804	0.001917	0.001917	0.001917	0.001917	5	765000000
2020-09-18	IR	3M.USD.FRA_20210805	3M.USD.FRA_20210805	0.001915	0.001915	0.001915	0.001915	2	863000000
2020-09-18	IR	3M.USD.FRA_20210806	3M.USD.FRA_20210806	0.001913	0.001913	0.001913	0.001913	2	491000000
2020-09-18	IR	3M.USD.FRA_20210810	3M.USD.FRA_20210810	0.001907	0.001907	0.001907	0.001907	2	861000000
2020-09-18	IR	3M.USD.FRA_20210812	3M.USD.FRA_20210812	0.001903	0.001903	0.001903	0.001903	1	160000000
2020-09-18	IR	3M.USD.FRA_20210813	3M.USD.FRA_20210813	0.001902	0.001902	0.001902	0.001902	3	200000000
2020-09-18	IR	3M.USD.FRA_20210817	3M.USD.FRA_20210817	0.001895	0.001895	0.001895	0.001895	3	1075000000
2020-09-18	IR	3M.USD.FRA_20210819	3M.USD.FRA_20210819	0.001891	0.001891	0.001891	0.001891	1	305000000
2020-09-18	IR	3M.USD.FRA_20210820	3M.USD.FRA_20210820	0.00189	0.00189	0.00189	0.00189	2	14000000
2020-09-18	IR	3M.USD.FRA_20210824	3M.USD.FRA_20210824	0.001883	0.001883	0.001883	0.001883	3	420000000
2020-09-18	IR	3M.USD.FRA_20210826	3M.USD.FRA_20210826	0.00188	0.00188	0.00188	0.00188	5	1653000000
2020-09-18	IR	3M.USD.FRA_20210831	3M.USD.FRA_20210831	0.001875	0.001875	0.001875	0.001875	3	296000000
2020-09-18	IR	3M.USD.FRA_20210901	3M.USD.FRA_20210901	0.00187	0.00187	0.00187	0.00187	4	2781000000
2020-09-18	IR	3M.USD.FRA_20210902	3M.USD.FRA_20210902	0.001868	0.001868	0.001868	0.001868	1	101000000
2020-09-18	IR	3M.USD.FRA_20210903	3M.USD.FRA_20210903	0.001866	0.001866	0.001866	0.001866	3	1023000000
2020-09-18	IR	3M.USD.FRA_20210907	3M.USD.FRA_20210907	0.001859	0.001864	0.001859	0.001864	5	623000000
2020-09-18	IR	3M.USD.FRA_20210908	3M.USD.FRA_20210908	0.001858	0.001858	0.001858	0.001858	3	617000000
2020-09-18	IR	3M.USD.FRA_20210910	3M.USD.FRA_20210910	0.001854	0.001854	0.001854	0.001854	1	50000000
2020-09-18	IR	3M.USD.FRA_20210913	3M.USD.FRA_20210913	0.001853	0.001853	0.001853	0.001853	2	331000000
2020-09-18	IR	3M.USD.FRA_20210915	3M.USD.FRA_20210915	0.001846	0.001846	0.001846	0.001846	2	176000000
2020-09-18	IR	3M.USD.FRA_20210916	3M.USD.FRA_20210916	0.001846	0.001846	0.001846	0.001846	2	937000000
2020-09-18	IR	3M.USD.FRA_20210917	3M.USD.FRA_20210917	0.001846	0.001846	0.001846	0.001846	2	95000000
2020-09-18	IR	3M.USD.FRA_20210920	3M.USD.FRA_20210920	0.001848	0.001848	0.001848	0.001848	1	208000000
2020-09-18	IR	3M.USD.FRA_20210921	3M.USD.FRA_20210921	0.001848	0.001848	0.001848	0.001848	1	660000000
2020-09-18	IR	3M.USD.FRA_20210922	3M.USD.FRA_20210922	0.001848	0.001848	0.001848	0.001848	2	257000000
2020-09-18	IR	3M.USD.FRA_20210924	3M.USD.FRA_20210924	0.001848	0.001848	0.001848	0.001848	1	397000000
2020-09-18	IR	3M.USD.FRA_20210928	3M.USD.FRA_20210928	0.00185	0.00185	0.00185	0.00185	1	660000000
2020-09-18	IR	3M.USD.FRA_20210929	3M.USD.FRA_20210929	0.00185	0.00185	0.00185	0.00185	1	660000000
2020-09-18	IR	3M.USD.FRA_20210930	3M.USD.FRA_20210930	0.00185	0.00185	0.00185	0.00185	1	326000000
2020-09-18	IR	3M.USD.FRA_20211004	3M.USD.FRA_20211004	0.001852	0.001852	0.001852	0.001852	3	273000000
2020-09-18	IR	3M.USD.FRA_20211006	3M.USD.FRA_20211006	0.001852	0.001852	0.001852	0.001852	2	755000000
2020-09-18	IR	3M.USD.FRA_20211018	3M.USD.FRA_20211018	0.001856	0.001856	0.001856	0.001856	1	660000000
2020-09-18	IR	3M.USD.FRA_20211021	3M.USD.FRA_20211021	0.001856	0.001856	0.001856	0.001856	1	280000000
2020-09-18	IR	3M.USD.FRA_20211025	3M.USD.FRA_20211025	0.001868	0.001868	0.001868	0.001868	2	33000000
2020-09-18	IR	3M.USD.FRA_20211027	3M.USD.FRA_20211027	0.00187	0.00187	0.00187	0.00187	1	250000000
2020-09-18	IR	3M.USD.FRA_20211102	3M.USD.FRA_20211102	0.001873	0.001873	0.001873	0.001873	3	682000000
2020-09-18	IR	3M.USD.FRA_20211103	3M.USD.FRA_20211103	0.001873	0.001873	0.001873	0.001873	1	175000000
2020-09-18	IR	3M.USD.FRA_20211104	3M.USD.FRA_20211104	0.001874	0.001874	0.001874	0.001874	1	530000000
2020-09-18	IR	3M.USD.FRA_20211105	3M.USD.FRA_20211105	0.001874	0.001874	0.001874	0.001874	1	151000000
2020-09-18	IR	3M.USD.FRA_20211108	3M.USD.FRA_20211108	0.001875	0.001875	0.001875	0.001875	1	72000000
2020-09-18	IR	3M.USD.FRA_20211109	3M.USD.FRA_20211109	0.001877	0.001877	0.001877	0.001877	3	659000000
2020-09-18	IR	3M.USD.FRA_20211115	3M.USD.FRA_20211115	0.001879	0.001879	0.001879	0.001879	1	65000000
2020-09-18	IR	3M.USD.FRA_20211116	3M.USD.FRA_20211116	0.00188	0.00188	0.00188	0.00188	1	65000000
2020-09-18	IR	3M.USD.FRA_20211126	3M.USD.FRA_20211126	0.001885	0.001885	0.001885	0.001885	1	25000000
2020-09-18	IR	3M.USD.FRA_20211129	3M.USD.FRA_20211129	0.001886	0.001886	0.001886	0.001886	1	50000000
2020-09-18	IR	3M.USD.FRA_20211203	3M.USD.FRA_20211203	0.00189	0.00189	0.00189	0.00189	1	60000000
2020-09-18	IR	3M.USD.FRA_20211207	3M.USD.FRA_20211207	0.001892	0.001892	0.001892	0.001892	2	591000000
2020-09-18	IR	3M.USD.FRA_20211210	3M.USD.FRA_20211210	0.001893	0.001893	0.001893	0.001893	2	356000000
2020-09-18	IR	3M.USD.FRA_20211213	3M.USD.FRA_20211213	0.001895	0.001895	0.001895	0.001895	2	213000000
2020-09-18	IR	3M.USD.FRA_20211214	3M.USD.FRA_20211214	0.001895	0.001895	0.001895	0.001895	2	591000000
2020-09-18	IR	3M.USD.FRA_20211215	3M.USD.FRA_20211215	0.001896	0.001896	0.001896	0.001896	1	496000000
2020-09-18	IR	3M.USD.FRA_20211216	3M.USD.FRA_20211216	0.001897	0.001897	0.001897	0.001897	3	865000000
2020-09-18	IR	3M.USD.FRA_20211217	3M.USD.FRA_20211217	0.001899	0.001899	0.001899	0.001899	1	98000000
2020-09-18	IR	3M.USD.FRA_20211220	3M.USD.FRA_20211220	0.001907	0.001907	0.001907	0.001907	2	115000000
2020-09-18	IR	3M.USD.FRA_20211222	3M.USD.FRA_20211222	0.001913	0.001913	0.001913	0.001913	1	66000000
2020-09-18	IR	3M.USD.FRA_20211224	3M.USD.FRA_20211224	0.001918	0.001918	0.001918	0.001918	1	345000000
2020-09-18	IR	3M.USD.FRA_20211231	3M.USD.FRA_20211231	0.001937	0.001937	0.001937	0.001937	1	345000000
2020-09-18	IR	3M.USD.FRA_20220105	3M.USD.FRA_20220105	0.00195	0.00195	0.00195	0.00195	1	164000000
2020-09-18	IR	3M.USD.FRA_20220107	3M.USD.FRA_20220107	0.001956	0.001956	0.001956	0.001956	1	189000000
2020-09-18	IR	3M.USD.FRA_20220110	3M.USD.FRA_20220110	0.001963	0.001963	0.001963	0.001963	2	100000000
2020-09-18	IR	3M.USD.FRA_20220118	3M.USD.FRA_20220118	0.001986	0.001986	0.001983	0.001986	2	850000000
2020-09-18	IR	3M.USD.FRA_20220125	3M.USD.FRA_20220125	0.002004	0.002004	0.002004	0.002004	1	138000000
2020-09-18	IR	3M.USD.FRA_20220131	3M.USD.FRA_20220131	0.002018	0.002018	0.002018	0.002018	1	110000000
2020-09-18	IR	3M.USD.FRA_20220201	3M.USD.FRA_20220201	0.002023	0.002023	0.002023	0.002023	1	210000000
2020-09-18	IR	3M.USD.FRA_20220209	3M.USD.FRA_20220209	0.002045	0.002045	0.002045	0.002045	1	111000000
2020-09-18	IR	3M.USD.FRA_20220215	3M.USD.FRA_20220215	0.002061	0.002061	0.002061	0.002061	1	148000000
2020-09-18	IR	3M.USD.FRA_20220222	3M.USD.FRA_20220222	0.00208	0.00208	0.00208	0.00208	1	131000000
2020-09-18	IR	3M.USD.FRA_20220228	3M.USD.FRA_20220228	0.002101	0.002101	0.002101	0.002101	1	137000000
2020-09-18	IR	3M.USD.FRA_20220301	3M.USD.FRA_20220301	0.002103	0.002103	0.002103	0.002103	1	901000000
2020-09-18	IR	3M.USD.FRA_20220303	3M.USD.FRA_20220303	0.002109	0.002109	0.002109	0.002109	2	154000000
2020-09-18	IR	3M.USD.FRA_20220307	3M.USD.FRA_20220307	0.002117	0.002117	0.002117	0.002117	2	943000000
2020-09-18	IR	3M.USD.FRA_20220308	3M.USD.FRA_20220308	0.002123	0.002123	0.002123	0.002123	2	367000000
2020-09-18	IR	3M.USD.FRA_20220310	3M.USD.FRA_20220310	0.002128	0.002128	0.002128	0.002128	1	100000000
2020-09-18	IR	3M.USD.FRA_20220315	3M.USD.FRA_20220315	0.002142	0.002142	0.002142	0.002142	1	553000000
2020-09-18	IR	3M.USD.FRA_20220316	3M.USD.FRA_20220316	0.002145	0.002145	0.002145	0.002145	3	2658000000
2020-09-18	IR	3M.USD.FRA_20220317	3M.USD.FRA_20220317	0.002143	0.002143	0.002143	0.002143	2	322000000
2020-09-18	IR	3M.USD.FRA_20220321	3M.USD.FRA_20220321	0.002137	0.002137	0.002137	0.002137	1	107000000
2020-09-18	IR	3M.USD.FRA_20220330	3M.USD.FRA_20220330	0.002128	0.002128	0.002128	0.002128	1	315000000
2020-09-18	IR	3M.USD.FRA_20220404	3M.USD.FRA_20220404	0.002121	0.002121	0.002121	0.002121	2	642000000
2020-09-18	IR	3M.USD.FRA_20220405	3M.USD.FRA_20220405	0.00212	0.00212	0.00212	0.00212	1	20000000
2020-09-18	IR	3M.USD.FRA_20220411	3M.USD.FRA_20220411	0.002111	0.002111	0.002111	0.002111	2	1603000000
2020-09-18	IR	3M.USD.FRA_20220413	3M.USD.FRA_20220413	0.002108	0.002108	0.002108	0.002108	1	145000000
2020-09-18	IR	3M.USD.FRA_20220419	3M.USD.FRA_20220419	0.002098	0.002098	0.002098	0.002098	1	214000000
2020-09-18	IR	3M.USD.FRA_20220426	3M.USD.FRA_20220426	0.002084	0.002084	0.002084	0.002084	1	140000000
2020-09-18	IR	3M.USD.FRA_IMM_20210317	3M.USD.FRA_IMM_20210317	0.0027	0.0027	0.0027	0.0027	21	1602000000
2020-09-18	IR	3M.USD.FRA_IMM_20210616	3M.USD.FRA_IMM_20210616	0.001997	0.001997	0.001997	0.001997	21	2447000000
2020-09-18	IR	3M.USD.FRA_IMM_20210915	3M.USD.FRA_IMM_20210915	0.001846	0.001846	0.001846	0.001846	17	1043000000
2020-09-18	IR	3M.USD.FRA_IMM_20211215	3M.USD.FRA_IMM_20211215	0.001896	0.001896	0.001896	0.001896	8	844000000
2020-09-18	IR	3M.USD.FRA_IMM_20220316	3M.USD.FRA_IMM_20220316	0.002142	0.002142	0.002142	0.002142	7	572000000
2020-09-18	IR	3M.USD.FRA_IMM_20220615	3M.USD.FRA_IMM_20220615	0.001988	0.001988	0.001988	0.001988	2	481000000
2020-09-18	IR	3M.USD.IRS_20210102	3M.USD.IRS_20210102	0.002313	0.002313	0.002313	0.002313	2	325000000
2020-09-18	IR	3M.USD.IRS_20210113	3M.USD.IRS_20210113	0.002319	0.002319	0.002319	0.002319	1	113000000
2020-09-18	IR	3M.USD.IRS_20210114	3M.USD.IRS_20210114	0.002321	0.002321	0.002321	0.002321	1	132000000
2020-09-18	IR	3M.USD.IRS_20210120	3M.USD.IRS_20210120	0.002331	0.002331	0.002331	0.002331	1	750000000
2020-09-18	IR	3M.USD.IRS_20210121	3M.USD.IRS_20210121	0.002325	0.002325	0.002325	0.002325	1	10000000
2020-09-18	IR	3M.USD.IRS_20210123	3M.USD.IRS_20210123	0.002345	0.002345	0.002345	0.002345	1	345000000
2020-09-18	IR	3M.USD.IRS_20210301	3M.USD.IRS_20210301	0.00257	0.00257	0.00257	0.00257	1	111000000
2020-09-18	IR	3M.USD.IRS_20210307	3M.USD.IRS_20210307	0.002617	0.002617	0.002617	0.002617	1	51000000
2020-09-18	IR	3M.USD.IRS_20210316	3M.USD.IRS_20210316	0.0027	0.0027	0.0027	0.0027	2	448000000
2020-09-18	IR	3M.USD.IRS_20210317	3M.USD.IRS_20210317	0.002712	0.002712	0.002712	0.002712	4	482000000
2020-09-18	IR	3M.USD.IRS_20210318	3M.USD.IRS_20210318	0.002716	0.002716	0.002716	0.002716	3	297000000
2020-09-18	IR	3M.USD.IRS_20210321	3M.USD.IRS_20210321	0.002721	0.002721	0.002721	0.002721	1	50000000
2020-09-18	IR	3M.USD.IRS_20210329	3M.USD.IRS_20210329	0.00276	0.00276	0.00276	0.00276	1	400000000
2020-09-18	IR	3M.USD.IRS_20210330	3M.USD.IRS_20210330	0.002764	0.002764	0.002764	0.002764	1	240000000
2020-09-18	IR	3M.USD.IRS_20210420	3M.USD.IRS_20210420	0.002301	0.002301	0.002301	0.002301	1	572000000
2020-09-18	IR	3M.USD.IRS_20210427	3M.USD.IRS_20210427	0.002244	0.002244	0.002244	0.002244	1	555000000
2020-09-18	IR	3M.USD.IRS_20210430	3M.USD.IRS_20210430	0.002224	0.002224	0.002224	0.002224	2	605000000
2020-09-18	IR	3M.USD.IRS_20210501	3M.USD.IRS_20210501	0.002195	0.002195	0.002195	0.002195	2	403000000
2020-09-18	IR	3M.USD.IRS_20210503	3M.USD.IRS_20210503	0.002182	0.002182	0.002182	0.002182	1	200000000
2020-09-18	IR	3M.USD.IRS_20210505	3M.USD.IRS_20210505	0.002166	0.002166	0.002166	0.002166	1	148000000
2020-09-18	IR	3M.USD.IRS_20210517	3M.USD.IRS_20210517	0.002058	0.002058	0.002058	0.002058	2	473000000
2020-09-18	IR	3M.USD.IRS_20210525	3M.USD.IRS_20210525	0.002042	0.002042	0.002042	0.002042	1	50000000
2020-09-18	IR	3M.USD.IRS_20210608	3M.USD.IRS_20210608	0.002022	0.002022	0.002022	0.002022	1	530000000
2020-09-18	IR	3M.USD.IRS_20210915	3M.USD.IRS_20210915	0.001846	0.001846	0.001846	0.001846	1	190000000
2020-09-18	IR	3M.USD.IRS_20210916	3M.USD.IRS_20210916	0.001846	0.001846	0.001846	0.001846	1	65000000
2020-09-18	IR	3M.USD.IRS_20210917	3M.USD.IRS_20210917	0.001846	0.001846	0.001846	0.001846	1	65000000
2020-09-18	IR	3M.USD.IRS_20211110	3M.USD.IRS_20211110	0.001877	0.001877	0.001877	0.001877	1	252000000
2020-09-18	IR	3M.USD.IRS_20211126	3M.USD.IRS_20211126	0.001885	0.001885	0.001885	0.001885	1	201000000
2020-09-18	IR	3M.USD.IRS_20211127	3M.USD.IRS_20211127	0.001886	0.001886	0.001886	0.001886	1	100000000
2020-09-18	IR	3M.USD.IRS_20211214	3M.USD.IRS_20211214	0.001895	0.001895	0.001895	0.001895	1	60000000
2020-09-18	IR	3M.USD.IRS_20211216	3M.USD.IRS_20211216	0.001897	0.001897	0.001897	0.001897	2	560000000
2020-09-18	IR	3M.USD.IRS_20211220	3M.USD.IRS_20211220	0.001907	0.001907	0.001907	0.001907	1	114000000
2020-09-18	IR	3M.USD.IRS_20220314	3M.USD.IRS_20220314	0.002139	0.002139	0.002139	0.002139	1	87000000
2020-09-18	IR	3M.USD.IRS_20220317	3M.USD.IRS_20220317	0.002143	0.002143	0.002143	0.002143	1	65000000
2020-09-18	IR	3M.USD.IRS_20220406	3M.USD.IRS_20220406	0.002119	0.002119	0.002119	0.002119	1	65000000
2020-09-18	IR	3M.USD.IRS_20220418	3M.USD.IRS_20220418	0.002098	0.002098	0.002098	0.002098	2	222000000
2020-09-18	IR	3M.USD.IRS_20220421	3M.USD.IRS_20220421	0.002094	0.002094	0.002094	0.002094	1	959000000
2020-09-18	IR	3M.USD.IRS_20220427	3M.USD.IRS_20220427	0.002082	0.002082	0.002082	0.002082	1	166000000
2020-09-18	IR	3M.USD.IRS_IMM_20210317	3M.USD.IRS_IMM_20210317	0.0027	0.0027	0.0027	0.0027	5	1093000000
2020-09-18	IR	3M.USD.IRS_IMM_20210616	3M.USD.IRS_IMM_20210616	0.001997	0.001997	0.001997	0.001997	5	1012000000
2020-09-18	IR	3M.USD.IRS_IMM_20210915	3M.USD.IRS_IMM_20210915	0.001846	0.001846	0.001846	0.001846	4	369000000
2020-09-18	IR	3M.USD.IRS_IMM_20211215	3M.USD.IRS_IMM_20211215	0.001896	0.001896	0.001896	0.001896	6	1014000000
2020-09-18	IR	3M.USD.IRS_IMM_20220316	3M.USD.IRS_IMM_20220316	0.002142	0.002142	0.002142	0.002142	2	26000000
2020-09-18	IR	3M.USD.IRS_IMM_20220615	3M.USD.IRS_IMM_20220615	0.001988	0.001988	0.001988	0.001988	1	511000000
2020-09-18	IR	3X6 PLN FRA_20210322	3X6 PLN FRA_20210322	0.00185	0.00185	0.00185	0.00185	2	2500000000
2020-09-18	IR	3Y 3M/6M		8.625	8.75	8.75	8.75	1	100000000
2020-09-18	IR	3x6IMM LCH		0.1975	0.1975	0.1975	0.1975	1	1000000000
2020-09-18	IR	4Y FF/3M LCH		19.125	19.5	19.25	19.25	6	1593000000
2020-09-18	IR	4Y TRY/USD IRX Outright_20240922	4Y TRY/USD IRX Outright_20240922	0.151	0.1525	0.151	0.1525	2	67288400
2020-09-18	IR	5Y ANN/6S NOK IRS_20250922	5Y ANN/6S NOK IRS_20250922	0.006525	0.006525	0.006525	0.006525	1	250000000
2020-09-18	IR	5Y FF/3M LCH		19.125	19.5	19.5	19.5	5	471000000
2020-09-18	IR	5Y LCH.sb		0.3375	0.3375	0.3375	0.3375	7	1230000000
2020-09-18	IR	5Y SOFR/3M LCH		20.63	20.5	20.5	20.5	2	450000000
2020-09-18	IR	5Y SOFR/FF LCH		1.63	1	1	1	1	188000000
2020-09-18	IR	5Y_BY_3M_USD-LIBOR_D0_Straddle_1800	5Y_BY_3M_USD-LIBOR_D0_Straddle_1800	0.0527	0.0527	0.0527	0.0527	6	350000000
2020-09-18	IR	6Y LCH.sb		0.41	0.41	0.41	0.41	1	550000000
2020-09-18	IR	6s3s ROLL DEC20		4.375	6.875	6.875	6.875	1	500000000
2020-09-18	IR	7Y FF/3M LCH		19.25	19.25	19.25	19.25	2	225000000
2020-09-18	IR	7Y LCH.sb		0.485	0.485	0.485	0.485	1	236000000
2020-09-18	IR	8Y 3M/6M		11.75	11.75	11.75	11.75	1	25000000
2020-09-18	IR	9M FF/3M LCH		17	16.625	16.625	16.625	1	1400000000
2020-09-18	IR	ASX_AUD_IRS_3M_AUD_BBSW_0X36	ASX_AUD_IRS_3M_AUD_BBSW_0X36					3	354000000
2020-09-18	IR	AUD.3Y.3M.XCCY.BSX_20230922	AUD.3Y.3M.XCCY.BSX_20230922	0.0011	0.0011	0.0011	0.0011	1	84000000
2020-09-18	IR	AUD.4Y.3M.XCCY.BSX_20240922	AUD.4Y.3M.XCCY.BSX_20240922	0.00125	0.00125	0.00125	0.00125	3	313000000
2020-09-18	IR	AUD.7Y.3M.XCCY.BSX_20270922	AUD.7Y.3M.XCCY.BSX_20270922	0.001775	0.001775	0.001775	0.001775	1	73000000
2020-09-18	IR	AUD.8Y.3M.XCCY.BSX_20280922	AUD.8Y.3M.XCCY.BSX_20280922	0.0019375	0.0019375	0.0019375	0.0019375	1	32000000
2020-09-18	IR	AUD.8Y.3M/6M_20280921	AUD.8Y.3M/6M_20280921	0.000225	0.000225	0.000225	0.000225	2	76000000
2020-09-18	IR	AUD.9Y.3M/6M_20290921	AUD.9Y.3M/6M_20290921	0.000225	0.000225	0.000225	0.000225	2	68000000
2020-09-18	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X27	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X27					1	1209670147
2020-09-18	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X51	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X51					1	654492577
2020-09-18	IR	CAD.10Y.SPD.3M_20300918	CAD.10Y.SPD.3M_20300918	0.0105742	0.0105742	0.0105742	0.0105742	1	50000000
2020-09-18	IR	CAD.5Y.SPD.3M_20250918	CAD.5Y.SPD.3M_20250918	0.0074762	0.0074762	0.0074762	0.0074762	1	98000000
2020-09-18	IR	CAD_IRS_3M_CAD_CDOR_0X24	CAD_IRS_3M_CAD_CDOR_0X24					1	250000000
2020-09-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X119	CME_MXN_IRS_28M_MXN_TIIE_0X119					7	1000000000
2020-09-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X12	CME_MXN_IRS_28M_MXN_TIIE_0X12					1	2125000000
2020-09-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X143	CME_MXN_IRS_28M_MXN_TIIE_0X143					1	115000000
2020-09-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X2	CME_MXN_IRS_28M_MXN_TIIE_0X2					4	13350000000
2020-09-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X24	CME_MXN_IRS_28M_MXN_TIIE_0X24					2	240000000
2020-09-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X36	CME_MXN_IRS_28M_MXN_TIIE_0X36					1	90000000
2020-09-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X5	CME_MXN_IRS_28M_MXN_TIIE_0X5					8	26125000000
2020-09-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X59	CME_MXN_IRS_28M_MXN_TIIE_0X59					13	5645000000
2020-09-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X8	CME_MXN_IRS_28M_MXN_TIIE_0X8					1	6100000000
2020-09-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X83	CME_MXN_IRS_28M_MXN_TIIE_0X83					2	450000000
2020-09-18	IR	COP.2Y.IBR.OIS_20220922	COP.2Y.IBR.OIS_20220922	0.0217	0.0217	0.0217	0.0217	1	38000000000
2020-09-18	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12					3	225000000000
2020-09-18	IR	COP_NOIS_IBR__0X18	COP_NOIS_IBR__0X18					1	50000000000
2020-09-18	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24					1	38000000000
2020-09-18	IR	COP_NOIS_IBR__0X3	COP_NOIS_IBR__0X3					1	296000000000
2020-09-18	IR	COP_NOIS_IBR__0X6	COP_NOIS_IBR__0X6					6	1192000000000
2020-09-18	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60					1	16000000000
2020-09-18	IR	COP_NOIS_IBR__0X9	COP_NOIS_IBR__0X9					1	99000000000
2020-09-18	IR	EUR.USD.2Y.3M.BSX_20220922	EUR.USD.2Y.3M.BSX_20220922	-0.000975	-0.000975	-0.000975	-0.000975	1	100000000
2020-09-18	IR	GBP.10Y.6M_20300918	GBP.10Y.6M_20300918	0.00332	0.00332	0.00332	0.00332	2	50000000
2020-09-18	IR	GBP.5Y.6M_20250918	GBP.5Y.6M_20250918	0.00118	0.00118	0.00118	0.00118	2	99800000
2020-09-18	IR	GBP.USD.10Y.3M.XCCY.BSW_20300922	GBP.USD.10Y.3M.XCCY.BSW_20300922	0.0002125	0.0002125	0.0002125	0.0002125	1	63000000
2020-09-18	IR	GBP.USD.7Y.3M.XCCY.BSW_20270922	GBP.USD.7Y.3M.XCCY.BSW_20270922	0.0002125	0.0002125	0.0002125	0.0002125	1	297000000
2020-09-18	IR	GBP.USD.8Y.3M.XCCY.BSW_20280922	GBP.USD.8Y.3M.XCCY.BSW_20280922	0.0002375	0.0002375	0.0002375	0.0002375	1	520000000
2020-09-18	IR	GBP.USD.9Y.3M.XCCY.BSW_20290922	GBP.USD.9Y.3M.XCCY.BSW_20290922	0.00025	0.00025	0.0002125	0.0002125	2	301000000
2020-09-18	IR	GILT.DEC.20_20300918	GILT.DEC.20_20300918	0.0033868	0.0034827	0.0033272	0.0034827	3	100000000
2020-09-18	IR	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X12	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X12					1	11580000000
2020-09-18	IR	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X6	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X6					1	22600000000
2020-09-18	IR	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X9	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X9					1	30500000000
2020-09-18	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X180	IRS_AUD_3MBBSW_USD_3MUSDL_0X180					1	17500000
2020-09-18	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X12	IRS_CAD_3MCDOR_USD_3MUSDL_0X12					1	100000000
2020-09-18	IR	IRS_JPY_3MJPYL_USD_3MUSDL_0X36	IRS_JPY_3MJPYL_USD_3MUSDL_0X36					1	9350000000
2020-09-18	IR	IRS_JPY_3MJPYL_USD_3MUSDL_0X48	IRS_JPY_3MJPYL_USD_3MUSDL_0X48					1	7000000000
2020-09-18	IR	IRS_NOK_3MOIBO_USD_3MUSDL_0X72	IRS_NOK_3MOIBO_USD_3MUSDL_0X72					1	662500000
2020-09-18	IR	IRS_NOK_3MOIBO_USD_3MUSDL_0X96	IRS_NOK_3MOIBO_USD_3MUSDL_0X96					1	500000000
2020-09-18	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X24	IRS_NZD_3MBKBM_USD_3MUSDL_0X24					1	100000000
2020-09-18	IR	IRS_USD_3MUSDL_COP_IBR_0X180	IRS_USD_3MUSDL_COP_IBR_0X180					1	1900000
2020-09-18	IR	IRS_USD_3MUSDL_COP_IBR_0X48	IRS_USD_3MUSDL_COP_IBR_0X48					1	5200000
2020-09-18	IR	IRS_USD_3MUSDL_COP_IBR_0X60	IRS_USD_3MUSDL_COP_IBR_0X60					2	8600000
2020-09-18	IR	IRS_USD_3MUSDL_COP_IBR_0X72	IRS_USD_3MUSDL_COP_IBR_0X72					2	7400000
2020-09-18	IR	JPY.2Y.3M.XCCY.BSX_20220924	JPY.2Y.3M.XCCY.BSX_20220924	-0.00315	-0.0031125	-0.003175	-0.0031125	7	53060000000
2020-09-18	IR	JPY.3Y.3M.XCCY.BSX_20230924	JPY.3Y.3M.XCCY.BSX_20230924	-0.0036	-0.0036	-0.0036	-0.0036	1	5000000000
2020-09-18	IR	JPY.5Y.3M.XCCY.BSX_20250924	JPY.5Y.3M.XCCY.BSX_20250924	-0.004275	-0.004275	-0.0042875	-0.0042875	5	13000000000
2020-09-18	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X36	LCH_AUD_IRS_3M_AUD_BBSW_0X36					3	267500000
2020-09-18	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120					4	136000000
2020-09-18	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X48	LCH_AUD_IRS_6M_AUD_BBSW_0X48					1	125000000
2020-09-18	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X60	LCH_AUD_IRS_6M_AUD_BBSW_0X60					1	50000000
2020-09-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X120	LCH_CAD_IRS_3M_CAD_CDOR_0X120					3	225000000
2020-09-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X144	LCH_CAD_IRS_3M_CAD_CDOR_0X144					1	84000000
2020-09-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X48	LCH_CAD_IRS_3M_CAD_CDOR_0X48					3	300000000
2020-09-18	IR	LCH_ZAR_IRS_3M_ZAR_JIBAR_0X12	LCH_ZAR_IRS_3M_ZAR_JIBAR_0X12					1	500000000
2020-09-18	IR	MXN.26*1.TIIE.28D_20220919	MXN.26*1.TIIE.28D_20220919	0.04405	0.04435	0.04405	0.04435	3	4450000000
2020-09-18	IR	MXN.39*1.TIIE.28D_20230918	MXN.39*1.TIIE.28D_20230918	0.04535	0.045675	0.04535	0.045675	3	3020000000
2020-09-18	IR	MYR_NDS_3M_USD_KLIBOR_0X48	MYR_NDS_3M_USD_KLIBOR_0X48					2	224000000
2020-09-18	IR	MYR_NDS_3M_USD_KLIBOR_0X60	MYR_NDS_3M_USD_KLIBOR_0X60					3	270000000
2020-09-18	IR	MYR_NDS_3M_USD_KLIBOR_0X84	MYR_NDS_3M_USD_KLIBOR_0X84					1	66000000
2020-09-18	IR	PEN.4Y.SB.6M_20240922	PEN.4Y.SB.6M_20240922	0.014125	0.014125	0.014125	0.014125	1	6250000
2020-09-18	IR	PEN.5Y.SB.6M_20250922	PEN.5Y.SB.6M_20250922	0.0161	0.0161	0.0161	0.0161	1	5000000
2020-09-18	IR	SGD.10Y.6M_20300922	SGD.10Y.6M_20300922	0.0082	0.0082	0.0082	0.0082	1	8500000
2020-09-18	IR	SGD.20Y.6M_20400922	SGD.20Y.6M_20400922	0.0098	0.0098	0.0098	0.0098	1	4500000
2020-09-18	IR	SGD.4Y.6M_20240922	SGD.4Y.6M_20240922	0.0039	0.0039	0.0039	0.0039	2	36000000
2020-09-18	IR	TRY_IRS_3M_TRY_LIBOR_0X3	TRY_IRS_3M_TRY_LIBOR_0X3					1	310575000
2020-09-18	IR	TRY_IRS_3M_TRY_LIBOR_0X9	TRY_IRS_3M_TRY_LIBOR_0X9					1	112867500
2020-09-18	IR	USD 3M 2Y 3M LIBOR Cap 0.002075	USD 3M LIBOR_20220922	0.0012	0.0012	0.0012	0.0012	1	175000000
2020-09-18	IR	USD 3M 2Y 3M LIBOR Flr 0.002075	USD 3M LIBOR_20220922	0.0012	0.0012	0.0012	0.0012	1	175000000
2020-09-18	IR	USD 3M 2Y 3M LIBOR Str 0.002075	USD 3M LIBOR_20220922	0.0024	0.0024	0.0024	0.0024	2	1050000000