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
2020-07-09	CD	295523	IG33 5Y - SEF	69.7	72.5	69.7	71.4	6	315000000
2020-07-09	CD	296233	HY33 5Y - SEF	100.02	100.02	100.02	100.02	1	56000000
2020-07-09	CD	316850	IG34 5Y - SEF	72.95	75.2	72.95	75.1	21	893000000
2020-07-09	CD	316870	CDXEM 33 - SEF	95.9	95.9	95.55	95.55	4	40000000
2020-07-09	CD	317562	HY34 5Y - SEF	99.69	99.88	99.69	99.81	6	127000000
2020-07-09	CD	CDX.EM.33.V2_60M	CDX.EM.33.V2_60M	0.958	0.958	0.9545	0.9559	8	100000000
2020-07-09	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	5.3381	5.3715	5.2554	5.339	11	131000000
2020-07-09	CU	0D_NDF_USD_CLP_NDF	0D_NDF_USD_CLP_NDF	784.63	784.63	784.63	784.63	1	5500000
2020-07-09	CU	0D_NDF_USD_CNY_NDF	0D_NDF_USD_CNY_NDF	6.991	7.0	6.99	7.0	10	231000000
2020-07-09	CU	0D_NDF_USD_IDR_NDF	0D_NDF_USD_IDR_NDF	14465.0	14465.0	14465.0	14465.0	1	2000000
2020-07-09	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	75.045	75.045	75.025	75.025	3	40000000
2020-07-09	CU	0D_NDF_USD_KRW_NDF	0D_NDF_USD_KRW_NDF	1195.1	1197.0	1194.81	1197.0	3	13000000
2020-07-09	CU	11D_NDF_USD_IDR_NDF	11D_NDF_USD_IDR_NDF	14450.0	14466.7	14450.0	14466.7	3	23000000
2020-07-09	CU	13D_NDF_USD_BRL_NDF	13D_NDF_USD_BRL_NDF	5.34205	5.34205	5.34205	5.34205	1	23000000
2020-07-09	CU	142D_NDF_USD_BRL_NDF	142D_NDF_USD_BRL_NDF	5.37981	5.37981	5.37981	5.37981	1	20000000
2020-07-09	CU	14D_NDF_USD_IDR_NDF	14D_NDF_USD_IDR_NDF	14505.0	14505.0	14470.0	14470.0	1	40000000
2020-07-09	CU	153D_USD_JPY_A_FXO_-0.1759_FXO	153D_USD_JPY_A_FXO_-0.1759_FXO	0.5844565	0.5844565	0.5844565	0.5844565	1	50000000
2020-07-09	CU	176D_NDF_USD_BRL_NDF	176D_NDF_USD_BRL_NDF	5.3784	5.3784	5.3784	5.3784	1	25000000
2020-07-09	CU	17D_NDF_USD_IDR_NDF	17D_NDF_USD_IDR_NDF	14470.0	14515.0	14470.0	14480.0	2	43000000
2020-07-09	CU	184D_NDF_USD_IDR_NDF	184D_NDF_USD_IDR_NDF	14930.0	14930.0	14930.0	14930.0	1	20000000
2020-07-09	CU	1D_AUD_USD_B_FXO_0.2187_FXO	1D_AUD_USD_B_FXO_0.2187_FXO	0.04799599	0.04799599	0.04799599	0.04799599	1	50000000
2020-07-09	CU	1D_EUR_USD_B_FXO_-0.1833_FXO	1D_EUR_USD_B_FXO_-0.1833_FXO	0.04139023	0.04139023	0.04139023	0.04139023	2	50000000
2020-07-09	CU	1D_EUR_USD_B_FXO_-0.2368_FXO	1D_EUR_USD_B_FXO_-0.2368_FXO	0.07851402	0.07851402	0.07851402	0.07851402	1	50000000
2020-07-09	CU	1D_EUR_USD_B_FXO_-0.2996_FXO	1D_EUR_USD_B_FXO_-0.2996_FXO	0.110176	0.110176	0.110176	0.110176	1	20000000
2020-07-09	CU	1D_EUR_USD_B_FXO_0.2372_FXO	1D_EUR_USD_B_FXO_0.2372_FXO	0.08645695	0.08645695	0.08645695	0.08645695	1	20000000
2020-07-09	CU	1D_EUR_USD_B_FXO_0.4135_FXO	1D_EUR_USD_B_FXO_0.4135_FXO	0.1725728	0.1725728	0.1725728	0.1725728	1	50000000
2020-07-09	CU	1D_EUR_USD_B_FXO_0.4535_FXO	1D_EUR_USD_B_FXO_0.4535_FXO	0.1387328	0.1387328	0.1387328	0.1387328	2	50000000
2020-07-09	CU	1D_NDF_USD_KRW_NDF	1D_NDF_USD_KRW_NDF	1195.1	1197.0	1195.1	1197.0	2	4000000
2020-07-09	CU	1D_USD_JPY_A_FXO_-0.4107_FXO	1D_USD_JPY_A_FXO_-0.4107_FXO	0.1083497	0.1083497	0.1083497	0.1083497	1	25000000
2020-07-09	CU	1D_USD_JPY_A_FXO_-0.4621_FXO	1D_USD_JPY_A_FXO_-0.4621_FXO	0.1291184	0.1291184	0.1291184	0.1291184	1	25000000
2020-07-09	CU	1D_USD_JPY_A_FXO_0.3503_FXO	1D_USD_JPY_A_FXO_0.3503_FXO	0.0865307	0.0865307	0.0865307	0.0865307	1	30000000
2020-07-09	CU	1D_USD_MXN_A_FXO_0.2367_FXO	1D_USD_MXN_A_FXO_0.2367_FXO	0.1128979	0.1128979	0.1128979	0.1128979	2	30000000
2020-07-09	CU	1D_USD_ZAR_A_FXO_0.2785_FXO	1D_USD_ZAR_A_FXO_0.2785_FXO	0.1264549	0.1264549	0.1264549	0.1264549	2	40000000
2020-07-09	CU	1M_EUR_USD_B_FXO_-0.4967_FXO	1M_EUR_USD_B_FXO_-0.4967_FXO	0.9141724	0.9141724	0.9137706	0.9137706	3	85000000
2020-07-09	CU	1M_EUR_USD_B_FXO_-0.4984_FXO	1M_EUR_USD_B_FXO_-0.4984_FXO	0.9187461	0.9187461	0.9187461	0.9187461	1	15000000
2020-07-09	CU	1M_EUR_USD_B_FXO_0.5016_FXO	1M_EUR_USD_B_FXO_0.5016_FXO	0.9047461	0.9047461	0.9047461	0.9047461	1	15000000
2020-07-09	CU	1M_EUR_USD_B_FXO_0.5033_FXO	1M_EUR_USD_B_FXO_0.5033_FXO	0.9101724	0.9101724	0.9097705	0.9097705	3	85000000
2020-07-09	CU	1M_USD_CAD_A_FXO_-0.4978_FXO	1M_USD_CAD_A_FXO_-0.4978_FXO	0.6439013	0.6439013	0.6439013	0.6439013	2	37500000
2020-07-09	CU	1M_USD_CAD_A_FXO_-0.498_FXO	1M_USD_CAD_A_FXO_-0.498_FXO	0.6470766	0.6470766	0.6470766	0.6470766	1	25000000
2020-07-09	CU	1M_USD_CAD_A_FXO_-0.5016_FXO	1M_USD_CAD_A_FXO_-0.5016_FXO	0.6681762	0.6681762	0.6681762	0.6681762	1	15000000
2020-07-09	CU	1M_USD_CAD_A_FXO_-0.5034_FXO	1M_USD_CAD_A_FXO_-0.5034_FXO	0.6718857	0.6718857	0.6718857	0.6718857	3	55000000
2020-07-09	CU	1M_USD_CAD_A_FXO_0.4966_FXO	1M_USD_CAD_A_FXO_0.4966_FXO	0.6718857	0.6718857	0.6718857	0.6718857	3	55000000
2020-07-09	CU	1M_USD_CAD_A_FXO_0.4984_FXO	1M_USD_CAD_A_FXO_0.4984_FXO	0.6755585	0.6755585	0.6755585	0.6755585	1	15000000
2020-07-09	CU	1M_USD_CAD_A_FXO_0.5018_FXO	1M_USD_CAD_A_FXO_0.5018_FXO	0.6685535	0.6685535	0.6685535	0.6685535	1	25000000
2020-07-09	CU	1M_USD_CAD_A_FXO_0.502_FXO	1M_USD_CAD_A_FXO_0.502_FXO	0.6661104	0.6661104	0.6661104	0.6661104	2	37500000
2020-07-09	CU	1M_USD_JPY_A_FXO_-0.4946_FXO	1M_USD_JPY_A_FXO_-0.4946_FXO	0.6305283	0.6305283	0.6305283	0.6305283	2	25000000
2020-07-09	CU	1M_USD_JPY_A_FXO_-0.5011_FXO	1M_USD_JPY_A_FXO_-0.5011_FXO	0.6435373	0.6435373	0.6345414	0.6345414	2	52500000
2020-07-09	CU	1M_USD_JPY_A_FXO_0.4988_FXO	1M_USD_JPY_A_FXO_0.4988_FXO	0.6519321	0.6519321	0.6519321	0.6519321	1	35000000
2020-07-09	CU	1M_USD_JPY_A_FXO_0.4989_FXO	1M_USD_JPY_A_FXO_0.4989_FXO	0.6429362	0.6429362	0.6429362	0.6429362	1	17500000
2020-07-09	CU	1M_USD_JPY_A_FXO_0.5051_FXO	1M_USD_JPY_A_FXO_0.5051_FXO	0.6650474	0.6650474	0.6650474	0.6650474	2	25000000
2020-07-09	CU	1W_EUR_USD_B_FXO_0.4641_FXO	1W_EUR_USD_B_FXO_0.4641_FXO	0.4188375	0.4188375	0.4188375	0.4188375	1	50000000
2020-07-09	CU	1W_EUR_USD_B_FXO_0.4742_FXO	1W_EUR_USD_B_FXO_0.4742_FXO	0.4329123	0.4329123	0.4329123	0.4329123	1	50000000
2020-07-09	CU	1W_USD_JPY_A_FXO_-0.5063_FXO	1W_USD_JPY_A_FXO_-0.5063_FXO	0.2749405	0.2749405	0.2749405	0.2749405	1	37500000
2020-07-09	CU	1W_USD_JPY_A_FXO_0.4938_FXO	1W_USD_JPY_A_FXO_0.4938_FXO	0.2665482	0.2665482	0.2665482	0.2665482	1	37500000
2020-07-09	CU	1W_USD_KRW_A_FXO_-0.2401_FXO	1W_USD_KRW_A_FXO_-0.2401_FXO	0.1328367	0.1328367	0.1328367	0.1328367	2	50000000
2020-07-09	CU	1W_USD_KRW_A_FXO_-0.4412_FXO	1W_USD_KRW_A_FXO_-0.4412_FXO	0.2905092	0.2905092	0.2905092	0.2905092	1	30000000
2020-07-09	CU	21D_NDF_USD_IDR_NDF	21D_NDF_USD_IDR_NDF	14500.0	14500.0	14500.0	14500.0	2	20000000
2020-07-09	CU	22D_NDF_USD_BRL_NDF	22D_NDF_USD_BRL_NDF	5.3435	5.376	5.26	5.363	20	430500000
2020-07-09	CU	2D_EUR_USD_B_FXO_0.3916_FXO	2D_EUR_USD_B_FXO_0.3916_FXO	0.184025	0.184025	0.184025	0.184025	1	50000000
2020-07-09	CU	2D_NDF_USD_IDR_NDF	2D_NDF_USD_IDR_NDF	14445.0	14445.0	14445.0	14445.0	1	2000000
2020-07-09	CU	2D_NDF_USD_KRW_NDF	2D_NDF_USD_KRW_NDF	1194.1	1194.1	1194.1	1194.1	1	23000000
2020-07-09	CU	2M_AUD_USD_B_FXO_0.1633_FXO	2M_AUD_USD_B_FXO_0.1633_FXO	0.225319	0.225319	0.225319	0.225319	1	80000000
2020-07-09	CU	2M_NZD_USD_B_FXO_-0.5013_FXO	2M_NZD_USD_B_FXO_-0.5013_FXO	1.071241	1.071241	1.071241	1.071241	1	25000000
2020-07-09	CU	2M_NZD_USD_B_FXO_0.4987_FXO	2M_NZD_USD_B_FXO_0.4987_FXO	1.011241	1.011241	1.011241	1.011241	1	25000000
2020-07-09	CU	2M_USD_JPY_A_FXO_-0.1624_FXO	2M_USD_JPY_A_FXO_-0.1624_FXO	0.2567622	0.2567622	0.2567622	0.2567622	2	106000000
2020-07-09	CU	2M_USD_JPY_A_FXO_-0.251_FXO	2M_USD_JPY_A_FXO_-0.251_FXO	0.4049097	0.4049097	0.4049097	0.4049097	2	100000000
2020-07-09	CU	2M_USD_JPY_A_FXO_0.2501_FXO	2M_USD_JPY_A_FXO_0.2501_FXO	0.3432584	0.3432584	0.3432584	0.3432584	2	100000000
2020-07-09	CU	2W_EUR_NOK_A_FXO_-0.1693_FXO	2W_EUR_NOK_A_FXO_-0.1693_FXO	0.157873	0.157873	0.157873	0.157873	1	30000000
2020-07-09	CU	2W_EUR_USD_B_FXO_-0.5013_FXO	2W_EUR_USD_B_FXO_-0.5013_FXO	0.6348342	0.6348342	0.6348342	0.6348342	2	30000000
2020-07-09	CU	2W_EUR_USD_B_FXO_0.4987_FXO	2W_EUR_USD_B_FXO_0.4987_FXO	0.6188343	0.6188343	0.6188343	0.6188343	2	30000000
2020-07-09	CU	2W_GBP_USD_B_FXO_0.2882_FXO	2W_GBP_USD_B_FXO_0.2882_FXO	0.3432518	0.3432518	0.3432518	0.3432518	2	60000000
2020-07-09	CU	2W_USD_CAD_A_FXO_-0.4991_FXO	2W_USD_CAD_A_FXO_-0.4991_FXO	0.4678995	0.4678995	0.4678995	0.4678995	2	30000000
2020-07-09	CU	2W_USD_CAD_A_FXO_-0.5041_FXO	2W_USD_CAD_A_FXO_-0.5041_FXO	0.4752895	0.4752895	0.4752895	0.4752895	1	25000000
2020-07-09	CU	2W_USD_CAD_A_FXO_0.4959_FXO	2W_USD_CAD_A_FXO_0.4959_FXO	0.4701327	0.4701327	0.4701327	0.4701327	1	25000000
2020-07-09	CU	2W_USD_CAD_A_FXO_0.5008_FXO	2W_USD_CAD_A_FXO_0.5008_FXO	0.477475	0.477475	0.477475	0.477475	2	30000000
2020-07-09	CU	31D_NDF_USD_CLP_NDF	31D_NDF_USD_CLP_NDF	778.15	782.35	778.15	782.35	5	150000000
2020-07-09	CU	31D_NDF_USD_CNY_NDF	31D_NDF_USD_CNY_NDF	6.999	7.009	6.9975	7.009	14	435000000
2020-07-09	CU	31D_NDF_USD_IDR_NDF	31D_NDF_USD_IDR_NDF	14556.0	14560.0	14520.0	14545.0	5	50000000
2020-07-09	CU	31D_NDF_USD_INR_NDF	31D_NDF_USD_INR_NDF	75.3	75.38	75.28	75.38	4	140000000
2020-07-09	CU	31D_NDF_USD_KRW_NDF	31D_NDF_USD_KRW_NDF	1194.1	1194.7	1194.1	1194.7	2	14000000
2020-07-09	CU	31D_NDF_USD_PEN_NDF	31D_NDF_USD_PEN_NDF	3.5205	3.5205	3.5205	3.5205	1	14000000
2020-07-09	CU	31D_NDF_USD_PHP_NDF	31D_NDF_USD_PHP_NDF	49.51	49.51	49.51	49.51	1	14000000
2020-07-09	CU	31D_NDF_USD_TWD_NDF	31D_NDF_USD_TWD_NDF	29.325	29.325	29.31	29.31	3	60000000
2020-07-09	CU	35D_NDF_USD_KRW_NDF	35D_NDF_USD_KRW_NDF	1194.0	1194.0	1194.0	1194.0	1	23000000
2020-07-09	CU	365D_NDF_USD_TWD_NDF	365D_NDF_USD_TWD_NDF	28.515	28.515	28.515	28.515	1	10000000
2020-07-09	CU	36D_NDF_USD_IDR_NDF	36D_NDF_USD_IDR_NDF	14535.0	14545.0	14535.0	14545.0	2	26000000
2020-07-09	CU	3D_NDF_USD_BRL_NDF	3D_NDF_USD_BRL_NDF	5.3722	5.3722	5.3722	5.3722	2	103000000
2020-07-09	CU	3D_NDF_USD_IDR_NDF	3D_NDF_USD_IDR_NDF	14435.0	14435.0	14435.0	14435.0	1	24000000
2020-07-09	CU	3M_NZD_USD_B_FXO_-0.4983_FXO	3M_NZD_USD_B_FXO_-0.4983_FXO	1.309873	1.309873	1.309873	1.309873	1	21000000
2020-07-09	CU	3M_NZD_USD_B_FXO_0.5017_FXO	3M_NZD_USD_B_FXO_0.5017_FXO	1.245873	1.245873	1.245873	1.245873	1	21000000
2020-07-09	CU	3M_USD_BRL_A_FXO_-0.5199_FXO	3M_USD_BRL_A_FXO_-0.5199_FXO	3.982299	3.982299	3.982299	3.982299	1	5000000
2020-07-09	CU	3M_USD_BRL_A_FXO_0.4801_FXO	3M_USD_BRL_A_FXO_0.4801_FXO	3.982299	3.982299	3.982299	3.982299	1	5000000
2020-07-09	CU	3M_USD_HKD_A_FXO_-0.4598_FXO	3M_USD_HKD_A_FXO_-0.4598_FXO	0.1579543	0.1579543	0.1579543	0.1579543	2	100000000
2020-07-09	CU	3M_USD_SEK_A_FXO_-0.4994_FXO	3M_USD_SEK_A_FXO_-0.4994_FXO	1.797638	1.797638	1.797638	1.797638	1	30000000
2020-07-09	CU	3M_USD_SEK_A_FXO_0.4995_FXO	3M_USD_SEK_A_FXO_0.4995_FXO	1.906381	1.906381	1.906381	1.906381	1	30000000
2020-07-09	CU	3W_USD_JPY_A_FXO_-0.2219_FXO	3W_USD_JPY_A_FXO_-0.2219_FXO	0.1830151	0.1830151	0.1830151	0.1830151	2	150000000
2020-07-09	CU	42D_AUD_USD_B_FXO_-0.3618_FXO	42D_AUD_USD_B_FXO_-0.3618_FXO	0.5938711	0.5938711	0.5938711	0.5938711	1	80000000
2020-07-09	CU	4D_EUR_USD_B_FXO_0.3202_FXO	4D_EUR_USD_B_FXO_0.3202_FXO	0.1349472	0.1349472	0.1349472	0.1349472	1	30000000
2020-07-09	CU	4D_GBP_USD_B_FXO_0.4816_FXO	4D_GBP_USD_B_FXO_0.4816_FXO	0.3594257	0.3594257	0.3594257	0.3594257	1	20000000
2020-07-09	CU	4D_NDF_USD_RUB_NDF	4D_NDF_USD_RUB_NDF	70.59	70.59	70.59	70.59	1	47000000
2020-07-09	CU	51D_NDF_USD_BRL_NDF	51D_NDF_USD_BRL_NDF	5.2758	5.2758	5.2758	5.2758	2	50000000
2020-07-09	CU	5D_EUR_USD_B_FXO_-0.3164_FXO	5D_EUR_USD_B_FXO_-0.3164_FXO	0.1855879	0.1855879	0.1855879	0.1855879	1	75000000
2020-07-09	CU	5D_EUR_USD_B_FXO_-0.3621_FXO	5D_EUR_USD_B_FXO_-0.3621_FXO	0.2186884	0.2186884	0.2186884	0.2186884	1	50000000
2020-07-09	CU	5D_EUR_USD_B_FXO_-0.4055_FXO	5D_EUR_USD_B_FXO_-0.4055_FXO	0.2570551	0.2570551	0.2570551	0.2570551	1	50000000
2020-07-09	CU	5D_EUR_USD_B_FXO_0.1012_FXO	5D_EUR_USD_B_FXO_0.1012_FXO	0.0462294	0.0462294	0.0462294	0.0462294	1	50000000
2020-07-09	CU	5D_EUR_USD_B_FXO_0.1207_FXO	5D_EUR_USD_B_FXO_0.1207_FXO	0.05730198	0.05730198	0.05730198	0.05730198	1	50000000
2020-07-09	CU	5D_EUR_USD_B_FXO_0.277_FXO	5D_EUR_USD_B_FXO_0.277_FXO	0.1519191	0.1519191	0.1519191	0.1519191	1	50000000
2020-07-09	CU	5D_USD_JPY_A_FXO_0.3997_FXO	5D_USD_JPY_A_FXO_0.3997_FXO	0.1502864	0.1502864	0.1502864	0.1502864	1	30000000
2020-07-09	CU	63D_NDF_USD_CLP_NDF	63D_NDF_USD_CLP_NDF	778.0	782.2	778.0	782.2	5	150000000
2020-07-09	CU	63D_NDF_USD_INR_NDF	63D_NDF_USD_INR_NDF	75.63	75.63	75.63	75.63	1	100000000
2020-07-09	CU	65D_NDF_USD_IDR_NDF	65D_NDF_USD_IDR_NDF	14615.5	14615.5	14615.5	14615.5	1	50000000
2020-07-09	CU	6D_USD_CAD_A_FXO_0.2275_FXO	6D_USD_CAD_A_FXO_0.2275_FXO	0.1016231	0.1016231	0.1016231	0.1016231	2	50000000
2020-07-09	CU	6M_AUD_JPY_A_FXO_-0.4995_FXO	6M_AUD_JPY_A_FXO_-0.4995_FXO	3.114095	3.114095	3.114095	3.114095	2	65000000
2020-07-09	CU	6M_AUD_JPY_A_FXO_0.4974_FXO	6M_AUD_JPY_A_FXO_0.4974_FXO	3.428679	3.428679	3.428679	3.428679	2	65000000
2020-07-09	CU	6M_EUR_USD_B_FXO_-0.4995_FXO	6M_EUR_USD_B_FXO_-0.4995_FXO	2.27211	2.27211	2.27211	2.27211	1	15000000
2020-07-09	CU	6M_EUR_USD_B_FXO_-0.5001_FXO	6M_EUR_USD_B_FXO_-0.5001_FXO	2.274166	2.274166	2.274166	2.274166	2	15000000
2020-07-09	CU	6M_EUR_USD_B_FXO_0.4999_FXO	6M_EUR_USD_B_FXO_0.4999_FXO	2.138166	2.138166	2.138166	2.138166	2	15000000
2020-07-09	CU	6M_EUR_USD_B_FXO_0.5005_FXO	6M_EUR_USD_B_FXO_0.5005_FXO	2.14411	2.14411	2.14411	2.14411	1	15000000
2020-07-09	CU	6M_USD_CLP_A_FXO_0.2001_FXO	6M_USD_CLP_A_FXO_0.2001_FXO	1.290339	1.290339	1.290339	1.290339	1	10000000
2020-07-09	CU	6M_USD_CLP_A_FXO_0.2_FXO	6M_USD_CLP_A_FXO_0.2_FXO	1.25626	1.25626	1.25626	1.25626	1	15000000
2020-07-09	CU	6M_USD_JPY_A_FXO_-0.4992_FXO	6M_USD_JPY_A_FXO_-0.4992_FXO	1.969388	1.969388	1.969388	1.969388	1	15000000
2020-07-09	CU	6M_USD_JPY_A_FXO_0.4995_FXO	6M_USD_JPY_A_FXO_0.4995_FXO	2.101298	2.101298	2.101298	2.101298	1	15000000
2020-07-09	CU	6M_USD_MXN_A_FXO_-0.5213_FXO	6M_USD_MXN_A_FXO_-0.5213_FXO	4.383185	4.383185	4.383185	4.383185	1	5000000
2020-07-09	CU	6M_USD_MXN_A_FXO_-0.5218_FXO	6M_USD_MXN_A_FXO_-0.5218_FXO	4.369294	4.369294	4.369294	4.369294	1	40000000
2020-07-09	CU	6M_USD_MXN_A_FXO_-0.5219_FXO	6M_USD_MXN_A_FXO_-0.5219_FXO	4.383512	4.383512	4.383512	4.383512	5	65000000
2020-07-09	CU	6M_USD_MXN_A_FXO_0.4781_FXO	6M_USD_MXN_A_FXO_0.4781_FXO	4.383512	4.383512	4.383512	4.383512	5	65000000
2020-07-09	CU	6M_USD_MXN_A_FXO_0.4782_FXO	6M_USD_MXN_A_FXO_0.4782_FXO	4.369294	4.369294	4.369294	4.369294	1	40000000
2020-07-09	CU	6M_USD_MXN_A_FXO_0.4786_FXO	6M_USD_MXN_A_FXO_0.4786_FXO	4.383185	4.383185	4.383185	4.383185	1	5000000
2020-07-09	CU	7M_USD_JPY_A_FXO_0.162_FXO	7M_USD_JPY_A_FXO_0.162_FXO	0.4120064	0.4120064	0.4120064	0.4120064	1	50000000
2020-07-09	CU	7M_USD_JPY_A_FXO_0.166_FXO	7M_USD_JPY_A_FXO_0.166_FXO	0.4250503	0.4250503	0.4250503	0.4250503	3	180000000
2020-07-09	CU	905D_NDF_USD_BRL_NDF	905D_NDF_USD_BRL_NDF	5.73247	5.76459	5.73247	5.76459	4	125000000
2020-07-09	CU	92D_NDF_USD_CNY_NDF	92D_NDF_USD_CNY_NDF	7.02	7.022	7.02	7.022	4	339000000
2020-07-09	CU	92D_NDF_USD_IDR_NDF	92D_NDF_USD_IDR_NDF	14700.0	14700.0	14695.0	14695.0	2	65000000
2020-07-09	CU	92D_NDF_USD_TWD_NDF	92D_NDF_USD_TWD_NDF	29.123	29.123	29.107	29.107	2	50000000
2020-07-09	CU	93D_NDF_USD_CNY_NDF	93D_NDF_USD_CNY_NDF	7.02	7.02	7.02	7.02	1	100000000
2020-07-09	CU	9D_NDF_USD_CLP_NDF	9D_NDF_USD_CLP_NDF	784.6	784.6	784.6	784.6	1	5500000
2020-07-09	CU	9M_EUR_USD_B_FXO_-0.268_FXO	9M_EUR_USD_B_FXO_-0.268_FXO	1.16658	1.16658	1.16658	1.16658	1	30000000
2020-07-09	CU	NDF_USD_BRL_11M	NDF_USD_BRL Maturing on 2021-07-02					2	55000000
2020-07-09	CU	NDF_USD_BRL_15D	NDF_USD_BRL Maturing on 2020-07-24					1	69500000
2020-07-09	CU	NDF_USD_BRL_1M	NDF_USD_BRL Maturing on 2020-09-02					1	50000000
2020-07-09	CU	NDF_USD_BRL_26D	NDF_USD_BRL Maturing on 2020-08-04					43	897000000
2020-07-09	CU	NDF_USD_BRL_2M	NDF_USD_BRL Maturing on 2020-10-02					4	65000000
2020-07-09	CU	NDF_USD_BRL_4D	NDF_USD_BRL Maturing on 2020-07-13					18	247000000
2020-07-09	CU	NDF_USD_BRL_4M	NDF_USD_BRL Maturing on 2020-12-02					1	50000000
2020-07-09	CU	NDF_USD_BRL_5D	NDF_USD_BRL Maturing on 2020-07-14					4	140000000
2020-07-09	CU	NDF_USD_BRL_5M	NDF_USD_BRL Maturing on 2021-01-05					4	70000000
2020-07-09	CU	NDF_USD_BRL_7D	NDF_USD_BRL Maturing on 2020-07-16					4	218500000
2020-07-09	CU	NDF_USD_CLP_11D	NDF_USD_CLP Maturing on 2020-07-20					3	34500000
2020-07-09	CU	NDF_USD_CLP_13D	NDF_USD_CLP Maturing on 2020-07-22					3	55000000
2020-07-09	CU	NDF_USD_CLP_1M	NDF_USD_CLP Maturing on 2020-08-13					329	1808800000
2020-07-09	CU	NDF_USD_CLP_2M	NDF_USD_CLP Maturing on 2020-09-14					12	150000000
2020-07-09	CU	NDF_USD_CLP_3M	NDF_USD_CLP Maturing on 2020-10-13					18	270000000
2020-07-09	CU	NDF_USD_CLP_4D	NDF_USD_CLP Maturing on 2020-07-13					9	76000000
2020-07-09	CU	NDF_USD_CLP_5D	NDF_USD_CLP Maturing on 2020-07-14					10	67500000
2020-07-09	CU	NDF_USD_CLP_6D	NDF_USD_CLP Maturing on 2020-07-15					1	15000000
2020-07-09	CU	NDF_USD_CLP_6M	NDF_USD_CLP Maturing on 2021-01-13					13	190000000
2020-07-09	CU	NDF_USD_CLP_8D	NDF_USD_CLP Maturing on 2020-07-17					10	156500000
2020-07-09	CU	NDF_USD_COP_1M	NDF_USD_COP Maturing on 2020-08-13					121	648800000
2020-07-09	CU	NDF_USD_COP_28D	NDF_USD_COP Maturing on 2020-08-06					2	40000000
2020-07-09	CU	NDF_USD_COP_2M	NDF_USD_COP Maturing on 2020-09-14					2	25000000
2020-07-09	CU	NDF_USD_COP_3M	NDF_USD_COP Maturing on 2020-10-13					12	210000000
2020-07-09	CU	NDF_USD_COP_4D	NDF_USD_COP Maturing on 2020-07-13					8	55500000
2020-07-09	CU	NDF_USD_COP_5D	NDF_USD_COP Maturing on 2020-07-14					9	58000000
2020-07-09	CU	NDF_USD_COP_5M	NDF_USD_COP Maturing on 2020-12-14					1	25000000
2020-07-09	CU	NDF_USD_COP_6D	NDF_USD_COP Maturing on 2020-07-15					1	7500000
2020-07-09	CU	NDF_USD_COP_6M	NDF_USD_COP Maturing on 2021-01-13					1	10000000
2020-07-09	CU	NDF_USD_IDR_1M	NDF_USD_IDR Maturing on 2020-08-14					3	29000000
2020-07-09	CU	NDF_USD_IDR_2M	NDF_USD_IDR Maturing on 2020-09-14					2	80000000
2020-07-09	CU	NDF_USD_IDR_3M	NDF_USD_IDR Maturing on 2020-10-13					2	80000000
2020-07-09	CU	NDF_USD_IDR_5D	NDF_USD_IDR Maturing on 2020-07-14					3	29000000
2020-07-09	CU	NDF_USD_INR_12D	NDF_USD_INR Maturing on 2020-07-21					1	3000000
2020-07-09	CU	NDF_USD_INR_1M	NDF_USD_INR Maturing on 2020-08-13					6	178000000
2020-07-09	CU	NDF_USD_INR_2M	NDF_USD_INR Maturing on 2020-09-14					5	170000000
2020-07-09	CU	NDF_USD_INR_5D	NDF_USD_INR Maturing on 2020-07-14					1	3000000
2020-07-09	CU	NDF_USD_INR_6D	NDF_USD_INR Maturing on 2020-07-15					1	14000000
2020-07-09	CU	NDF_USD_KRW_1M	NDF_USD_KRW Maturing on 2020-08-14					7	66000000
2020-07-09	CU	NDF_USD_KRW_5D	NDF_USD_KRW Maturing on 2020-07-14					2	52000000
2020-07-09	CU	NDF_USD_KRW_6D	NDF_USD_KRW Maturing on 2020-07-15					1	9000000
2020-07-09	CU	NDF_USD_PEN_12M	NDF_USD_PEN Maturing on 2021-07-13					2	20000000
2020-07-09	CU	NDF_USD_PEN_1M	NDF_USD_PEN Maturing on 2020-08-13					32	168700000
2020-07-09	CU	NDF_USD_PEN_2M	NDF_USD_PEN Maturing on 2020-09-14					3	65000000
2020-07-09	CU	NDF_USD_PEN_4D	NDF_USD_PEN Maturing on 2020-07-13					1	1000000
2020-07-09	CU	NDF_USD_PEN_5D	NDF_USD_PEN Maturing on 2020-07-14					10	80000000
2020-07-09	CU	NDF_USD_PEN_6D	NDF_USD_PEN Maturing on 2020-07-15					6	55000000
2020-07-09	CU	NDF_USD_PEN_6M	NDF_USD_PEN Maturing on 2021-01-13					2	20000000
2020-07-09	CU	NDF_USD_PEN_9M	NDF_USD_PEN Maturing on 2021-04-13					1	10000000
2020-07-09	CU	NDF_USD_PHP_12M	NDF_USD_PHP Maturing on 2021-07-13					1	10000000
2020-07-09	CU	NDF_USD_PHP_1M	NDF_USD_PHP Maturing on 2020-08-13					7	38000000
2020-07-09	CU	NDF_USD_PHP_4D	NDF_USD_PHP Maturing on 2020-07-13					5	20000000
2020-07-09	CU	NDF_USD_PHP_7D	NDF_USD_PHP Maturing on 2020-07-16					2	18000000
2020-07-09	CU	NDF_USD_PHP_8D	NDF_USD_PHP Maturing on 2020-07-17					1	10000000
2020-07-09	CU	NDF_USD_TWD_11D	NDF_USD_TWD Maturing on 2020-07-20					2	20000000
2020-07-09	CU	NDF_USD_TWD_1M	NDF_USD_TWD Maturing on 2020-08-13					10	234000000
2020-07-09	CU	NDF_USD_TWD_3M	NDF_USD_TWD Maturing on 2020-10-13					3	135000000
2020-07-09	CU	NDF_USD_TWD_5D	NDF_USD_TWD Maturing on 2020-07-14					1	15000000
2020-07-09	CU	NDF_USD_TWD_8D	NDF_USD_TWD Maturing on 2020-07-17					1	15000000
2020-07-09	CU	USDCNY20200716-R18553	Non Deliverable Forward Chinese Renminbi - Value Date 2020-07-16	6.99183	6.99183	6.99183	6.99183	1	8000000
2020-07-09	CU	USDCNY20200720-R18553	Non Deliverable Forward Chinese Renminbi - Value Date 2020-07-20	6.99160	6.99160	6.99160	6.99160	1	3000000
2020-07-09	CU	USDCNY20200722-R18553	Non Deliverable Forward Chinese Renminbi - Value Date 2020-07-22	6.99216	6.99216	6.99216	6.99216	1	4000000
2020-07-09	CU	USDCNY20200723-R18553	Non Deliverable Forward Chinese Renminbi - Value Date 2020-07-23	6.99244	6.99244	6.99244	6.99244	1	3000000
2020-07-09	CU	USDCNY20200724-R18553	Non Deliverable Forward Chinese Renminbi - Value Date 2020-07-24	6.99272	6.99272	6.99272	6.99272	1	4000000
2020-07-09	CU	USDCNY20200729-R18553	Non Deliverable Forward Chinese Renminbi - Value Date 2020-07-29	6.99411	6.99411	6.99411	6.99411	1	1000000
2020-07-09	CU	USDCNY20200731-R18553	Non Deliverable Forward Chinese Renminbi - Value Date 2020-07-31	6.99467	6.99467	6.99467	6.99467	2	6000000
2020-07-09	CU	USDCNY20200803-R18553	Non Deliverable Forward Chinese Renminbi - Value Date 2020-08-03	6.99551	6.99551	6.99551	6.99551	1	13000000
2020-07-09	CU	USDCNY20200810-R18553	Non Deliverable Forward Chinese Renminbi - Value Date 2020-08-10	6.99746	6.99746	6.99746	6.99746	2	13000000
2020-07-09	CU	USDCNY20200813-R18553	Non Deliverable Forward Chinese Renminbi - Value Date 2020-08-13	6.99830	6.99830	6.99830	6.99830	1	5000000
2020-07-09	CU	USDCNY20200814-R18553	Non Deliverable Forward Chinese Renminbi - Value Date 2020-08-14	6.99868	6.99868	6.99868	6.99868	2	9000000
2020-07-09	CU	USDCOP20200714-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-07-14	3623.85	3623.85	3623.85	3623.85	4	25000000
2020-07-09	CU	USDCOP20200715-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-07-15	3624.75	3624.75	3624.75	3624.75	5	28000000
2020-07-09	CU	USDCOP20200716-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-07-16	3625.10	3625.10	3625.10	3625.10	7	79000000
2020-07-09	CU	USDCOP20200717-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-07-17	3625.45	3625.45	3625.45	3625.45	7	38000000
2020-07-09	CU	USDCOP20200721-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-07-21	3626.02	3626.02	3626.02	3626.02	4	24000000
2020-07-09	CU	USDCOP20200722-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-07-22	3626.37	3626.37	3626.37	3626.37	3	12000000
2020-07-09	CU	USDCOP20200723-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-07-23	3627.55	3627.55	3627.55	3627.55	4	57000000
2020-07-09	CU	USDCOP20200724-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-07-24	3627.90	3627.90	3627.90	3627.90	2	12000000
2020-07-09	CU	USDCOP20200727-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-07-27	3628.40	3628.40	3628.40	3628.40	3	23000000
2020-07-09	CU	USDCOP20200730-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-07-30	3630.00	3630.00	3630.00	3630.00	4	70000000
2020-07-09	CU	USDCOP20200731-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-07-31	3630.35	3630.35	3630.35	3630.35	5	30000000
2020-07-09	CU	USDCOP20200803-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-08-03	3630.85	3630.85	3630.85	3630.85	4	38000000
2020-07-09	CU	USDCOP20200804-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-08-04	3631.20	3631.20	3631.20	3631.20	1	2000000
2020-07-09	CU	USDCOP20200806-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-08-06	3632.45	3632.45	3632.45	3632.45	3	33000000
2020-07-09	CU	USDCOP20200810-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-08-10	3633.02	3633.02	3633.02	3633.02	9	76000000
2020-07-09	CU	USDCOP20200812-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-08-12	3634.55	3634.55	3634.55	3634.55	2	15000000
2020-07-09	CU	USDCOP20200813-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-08-13	3634.90	3634.90	3634.90	3634.90	7	92000000
2020-07-09	CU	USDCOP20200814-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-08-14	3635.21	3635.21	3635.21	3635.21	1	12000000
2020-07-09	CU	USDCOP20200818-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-08-18	3635.69	3635.69	3635.69	3635.69	3	50000000
2020-07-09	CU	USDCOP20200819-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-08-19	3635.99	3635.99	3635.99	3635.99	1	10000000
2020-07-09	CU	USDCOP20200821-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-08-21	3637.35	3637.35	3637.35	3637.35	1	2000000
2020-07-09	CU	USDCOP20200831-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-08-31	3639.91	3639.91	3639.91	3639.91	2	23000000
2020-07-09	CU	USDCOP20200910-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-09-10	3643.47	3643.47	3643.47	3643.47	1	1000000
2020-07-09	CU	USDCOP20200916-R18559	Non Deliverable Forward Columbian Peso - Value Date 2020-09-16	3645.15	3645.15	3645.15	3645.15	1	2000000
2020-07-09	CU	USDIDR20200714-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-07-14	14441.710	14441.710	14441.710	14441.710	1	3000000
2020-07-09	CU	USDIDR20200715-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-07-15	14443.430	14443.430	14443.430	14443.430	4	12000000
2020-07-09	CU	USDIDR20200716-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-07-16	14445.140	14445.140	14445.140	14445.140	1	2000000
2020-07-09	CU	USDIDR20200717-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-07-17	14446.860	14446.860	14446.860	14446.860	2	6000000
2020-07-09	CU	USDIDR20200720-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-07-20	14452.000	14452.000	14452.000	14452.000	3	9000000
2020-07-09	CU	USDIDR20200722-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-07-22	14458.650	14458.650	14458.650	14458.650	3	33000000
2020-07-09	CU	USDIDR20200723-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-07-23	14461.980	14461.980	14461.980	14461.980	1	10000000
2020-07-09	CU	USDIDR20200724-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-07-24	14465.300	14465.300	14465.300	14465.300	3	19000000
2020-07-09	CU	USDIDR20200727-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-07-27	14475.290	14475.290	14475.290	14475.290	2	11000000
2020-07-09	CU	USDIDR20200728-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-07-28	14478.620	14478.620	14478.620	14478.620	1	2000000
2020-07-09	CU	USDIDR20200729-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-07-29	14481.950	14481.950	14481.950	14481.950	2	12000000
2020-07-09	CU	USDIDR20200730-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-07-30	14485.280	14485.280	14485.280	14485.280	1	10000000
2020-07-09	CU	USDIDR20200803-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-08-03	14498.610	14498.610	14498.610	14498.610	2	22000000
2020-07-09	CU	USDIDR20200804-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-08-04	14501.950	14501.950	14501.950	14501.950	4	58000000
2020-07-09	CU	USDIDR20200805-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-08-05	14505.280	14505.280	14505.280	14505.280	5	106000000
2020-07-09	CU	USDIDR20200806-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-08-06	14508.620	14508.620	14508.620	14508.620	2	58000000
2020-07-09	CU	USDIDR20200810-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-08-10	14521.980	14521.980	14521.980	14521.980	5	204000000
2020-07-09	CU	USDIDR20200812-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-08-12	14528.660	14528.660	14528.660	14528.660	2	7000000
2020-07-09	CU	USDIDR20200814-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-08-14	14534.870	14534.870	14534.870	14534.870	1	19000000
2020-07-09	CU	USDIDR20200818-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-08-18	14546.340	14546.340	14546.340	14546.340	1	9000000
2020-07-09	CU	USDIDR20200824-R18554	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-08-24	14563.560	14563.560	14563.560	14563.560	1	24000000
2020-07-09	CU	USDINR20200717-R18555	Non Deliverable Forward Indian Rupee - Value Date 2020-07-17	75.0551	75.0551	75.0551	75.0551	1	1000000
2020-07-09	CU	USDINR20200720-R18555	Non Deliverable Forward Indian Rupee - Value Date 2020-07-20	75.0890	75.0890	75.0890	75.0890	1	3000000
2020-07-09	CU	USDINR20200724-R18555	Non Deliverable Forward Indian Rupee - Value Date 2020-07-24	75.1193	75.1193	75.1193	75.1193	3	13000000
2020-07-09	CU	USDINR20200727-R18555	Non Deliverable Forward Indian Rupee - Value Date 2020-07-27	75.1420	75.1420	75.1420	75.1420	3	16000000
2020-07-09	CU	USDINR20200728-R18555	Non Deliverable Forward Indian Rupee - Value Date 2020-07-28	75.1496	75.1496	75.1496	75.1496	1	1000000
2020-07-09	CU	USDINR20200729-R18555	Non Deliverable Forward Indian Rupee - Value Date 2020-07-29	75.1572	75.1572	75.1572	75.1572	2	16000000
2020-07-09	CU	USDMYR20200714-R18556	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-07-14	4.26330	4.26330	4.26330	4.26330	1	3000000
2020-07-09	CU	USDMYR20200814-R18556	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-08-14	4.26582	4.26582	4.26582	4.26582	1	3000000
2020-07-09	CU	USDPHP20200715-R18557	Non Deliverable Forward Philippine Peso - Value Date 2020-07-15	49.4504	49.4504	49.4504	49.4504	1	3000000
2020-07-09	CU	USDPHP20200717-R18557	Non Deliverable Forward Philippine Peso - Value Date 2020-07-17	49.4585	49.4585	49.4585	49.4585	2	15000000
2020-07-09	CU	USDPHP20200722-R18557	Non Deliverable Forward Philippine Peso - Value Date 2020-07-22	49.4741	49.4741	49.4741	49.4741	1	2000000
2020-07-09	CU	USDPHP20200727-R18557	Non Deliverable Forward Philippine Peso - Value Date 2020-07-27	49.4897	49.4897	49.4897	49.4897	1	2000000
2020-07-09	CU	USDPHP20200730-R18557	Non Deliverable Forward Philippine Peso - Value Date 2020-07-30	49.4991	49.4991	49.4991	49.4991	3	17000000
2020-07-09	CU	USDPHP20200803-R18557	Non Deliverable Forward Philippine Peso - Value Date 2020-08-03	49.5116	49.5116	49.5116	49.5116	2	12000000
2020-07-09	CU	USDPHP20200804-R18557	Non Deliverable Forward Philippine Peso - Value Date 2020-08-04	49.5147	49.5147	49.5147	49.5147	2	11000000
2020-07-09	CU	USDPHP20200805-R18557	Non Deliverable Forward Philippine Peso - Value Date 2020-08-05	49.5179	49.5179	49.5179	49.5179	1	20000000
2020-07-09	CU	USDPHP20200806-R18557	Non Deliverable Forward Philippine Peso - Value Date 2020-08-06	49.5210	49.5210	49.5210	49.5210	1	17000000
2020-07-09	CU	USDPHP20200807-R18557	Non Deliverable Forward Philippine Peso - Value Date 2020-08-07	49.5241	49.5241	49.5241	49.5241	1	12000000
2020-07-09	CU	USDPHP20200810-R18557	Non Deliverable Forward Philippine Peso - Value Date 2020-08-10	49.5335	49.5335	49.5335	49.5335	1	7000000
2020-07-09	CU	USDTWD20200714-R18558	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-07-14	29.4690	29.4690	29.4690	29.4690	1	6000000
2020-07-09	CU	USDTWD20200715-R18558	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-07-15	29.4680	29.4680	29.4680	29.4680	4	56000000
2020-07-09	CU	USDTWD20200716-R18558	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-07-16	29.4670	29.4670	29.4670	29.4670	3	9000000
2020-07-09	CU	USDTWD20200717-R18558	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-07-17	29.4660	29.4660	29.4660	29.4660	3	16000000
2020-07-09	CU	USDTWD20200721-R18558	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-07-21	29.4590	29.4590	29.4590	29.4590	3	10000000
2020-07-09	CU	USDTWD20200723-R18558	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-07-23	29.4511	29.4511	29.4511	29.4511	1	1000000
2020-07-09	CU	USDTWD20200724-R18558	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-07-24	29.4471	29.4471	29.4471	29.4471	2	12000000
2020-07-09	CU	USDTWD20200731-R18558	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-07-31	29.4194	29.4194	29.4194	29.4194	3	9000000
2020-07-09	CU	USDTWD20200803-R18558	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-08-03	29.4075	29.4075	29.4075	29.4075	2	9000000
2020-07-09	CU	USDTWD20200806-R18558	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-08-06	29.3957	29.3957	29.3957	29.3957	2	18000000
2020-07-09	CU	USDTWD20200807-R18558	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-08-07	29.3917	29.3917	29.3917	29.3917	2	11000000
2020-07-09	CU	USDTWD20200810-R18558	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-08-10	29.3799	29.3799	29.3799	29.3799	4	20000000
2020-07-09	CU	USDTWD20200812-R18558	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-08-12	29.3719	29.3719	29.3719	29.3719	2	30000000
2020-07-09	CU	USDTWD20200813-R18558	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-08-13	29.3680	29.3680	29.3680	29.3680	2	34000000
2020-07-09	CU	USDTWD20200814-R18558	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-08-14	29.3646	29.3646	29.3646	29.3646	2	5000000
2020-07-09	CU	USDTWD20201006-R18558	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-10-06	29.1889	29.1889	29.1889	29.1889	1	1000000
2020-07-09	EQ	15602	SPX VAR SWAP [SEF]	28.55	28.55	28.55	28.55	2	200000
2020-07-09	EQ	18411	SPX VAR SWAP [SEF]	28.15	28.15	28.15	28.15	2	200000
2020-07-09	IR	10Y 1M/3M		9.625	9.625	9.625	9.625	1	50000000
2020-07-09	IR	10Y 3M/6M		11.5	11.625	11.625	11.625	1	50000000
2020-07-09	IR	10Y ANN/6s HUF IRS_20300713	10Y ANN/6s HUF IRS_20300713	0.01475	0.0149	0.01475	0.0149	2	3300000000
2020-07-09	IR	10Y LCH.sb		0.6375	0.6375	0.6375	0.6375	11	653000000
2020-07-09	IR	10Y Q/3s ZAR IRS_20300709	10Y Q/3s ZAR IRS_20300709	0.0711	0.0711	0.0711	0.0711	1	455000000
2020-07-09	IR	12Y FF/3M LCH		22.75	22.75	22.75	22.75	2	225000000
2020-07-09	IR	1Y TRY/USD IRX Outright_20210713	1Y TRY/USD IRX Outright_20210713	0.168	0.168	0.168	0.168	4	793628700
2020-07-09	IR	20Y FF/3M LCH		22.5	22.25	22.25	22.25	1	25000000
2020-07-09	IR	20Y HICPXT Outright_20400715	20Y HICPXT Outright_20400715	0.01175	0.01175	0.01175	0.01175	1	15000000
2020-07-09	IR	25Y 1M/3M		10	10	10	10	1	10000000
2020-07-09	IR	2M LCH.ois		0.0775	0.0775	0.0775	0.0775	1	500000000
2020-07-09	IR	2M_BY_3M_USD-LIBOR_D0_Payer_3600	2M_BY_3M_USD-LIBOR_D0_Payer_3600	0.0024	0.0024	0.0024	0.0024	1	255000000
2020-07-09	IR	2M_BY_3M_USD-LIBOR_D0_Receiver_3600	2M_BY_3M_USD-LIBOR_D0_Receiver_3600	0.0024	0.0024	0.0024	0.0024	1	255000000
2020-07-09	IR	2M_BY_3M_USD-LIBOR_D0_Straddle_3600	2M_BY_3M_USD-LIBOR_D0_Straddle_3600	0.0193	0.0193	0.0193	0.0193	1	150000000
2020-07-09	IR	2Y 1M/3M		9	9	8.875	9	2	500000000
2020-07-09	IR	2Y FF/3M LCH		21.5	21.5	21.5	21.5	3	2500000000
2020-07-09	IR	2Y TRY/USD IRX Outright_20220713	2Y TRY/USD IRX Outright_20220713	0.153	0.153	0.1512	0.1512	5	465471700
2020-07-09	IR	2Y-1Y FF/3M LCH		22	23.125	23.125	23.125	1	500000000
2020-07-09	IR	30Y LCH.sb		0.9125	0.9125	0.9125	0.9125	1	10000000
2020-07-09	IR	3M.EUR.FRA_20201022	3M.EUR.FRA_20201022	-0.004447	-0.004447	-0.004447	-0.004447	1	123000000
2020-07-09	IR	3M.EUR.FRA_20201027	3M.EUR.FRA_20201027	-0.004456	-0.004456	-0.004456	-0.004456	1	75000000
2020-07-09	IR	3M.EUR.FRA_20201028	3M.EUR.FRA_20201028	-0.004457	-0.004457	-0.004457	-0.004457	2	90000000
2020-07-09	IR	3M.EUR.FRA_20201104	3M.EUR.FRA_20201104	-0.004469	-0.004469	-0.004469	-0.004469	1	148000000
2020-07-09	IR	3M.EUR.FRA_20201111	3M.EUR.FRA_20201111	-0.004481	-0.004481	-0.004481	-0.004481	1	46000000
2020-07-09	IR	3M.EUR.FRA_20201112	3M.EUR.FRA_20201112	-0.004483	-0.004483	-0.004483	-0.004483	1	66000000
2020-07-09	IR	3M.EUR.FRA_20201119	3M.EUR.FRA_20201119	-0.004495	-0.004495	-0.004495	-0.004495	2	240000000
2020-07-09	IR	3M.EUR.FRA_20201123	3M.EUR.FRA_20201123	-0.004497	-0.004497	-0.004497	-0.004497	1	90000000
2020-07-09	IR	3M.EUR.FRA_20201125	3M.EUR.FRA_20201125	-0.004501	-0.004501	-0.004501	-0.004501	1	200000000
2020-07-09	IR	3M.EUR.FRA_20201127	3M.EUR.FRA_20201127	-0.004504	-0.004504	-0.004504	-0.004504	2	100000000
2020-07-09	IR	3M.EUR.FRA_20201130	3M.EUR.FRA_20201130	-0.004508	-0.004508	-0.004508	-0.004508	2	125000000
2020-07-09	IR	3M.EUR.FRA_20201204	3M.EUR.FRA_20201204	-0.004513	-0.004513	-0.004513	-0.004513	2	380000000
2020-07-09	IR	3M.EUR.FRA_20201208	3M.EUR.FRA_20201208	-0.004517	-0.004517	-0.004517	-0.004517	4	639000000
2020-07-09	IR	3M.EUR.FRA_20201210	3M.EUR.FRA_20201210	-0.004519	-0.004519	-0.004519	-0.004519	3	700000000
2020-07-09	IR	3M.EUR.FRA_20201211	3M.EUR.FRA_20201211	-0.004521	-0.004521	-0.004521	-0.004521	1	250000000
2020-07-09	IR	3M.EUR.FRA_20201215	3M.EUR.FRA_20201215	-0.004525	-0.004525	-0.004525	-0.004525	1	121000000
2020-07-09	IR	3M.EUR.FRA_20201216	3M.EUR.FRA_20201216	-0.004526	-0.004526	-0.004526	-0.004526	8	3907000000
2020-07-09	IR	3M.EUR.FRA_20201218	3M.EUR.FRA_20201218	-0.004526	-0.004526	-0.004526	-0.004526	1	125000000
2020-07-09	IR	3M.EUR.FRA_20201221	3M.EUR.FRA_20201221	-0.004526	-0.004526	-0.004526	-0.004526	1	51000000
2020-07-09	IR	3M.EUR.FRA_20201228	3M.EUR.FRA_20201228	-0.004525	-0.004525	-0.004525	-0.004525	2	849000000
2020-07-09	IR	3M.EUR.FRA_20201229	3M.EUR.FRA_20201229	-0.004525	-0.004525	-0.004525	-0.004525	2	155000000
2020-07-09	IR	3M.EUR.FRA_20210104	3M.EUR.FRA_20210104	-0.004525	-0.004525	-0.004525	-0.004525	1	406000000
2020-07-09	IR	3M.EUR.FRA_20210106	3M.EUR.FRA_20210106	-0.004524	-0.004524	-0.004524	-0.004524	5	250000000
2020-07-09	IR	3M.EUR.FRA_20210111	3M.EUR.FRA_20210111	-0.004524	-0.004524	-0.004524	-0.004524	1	233000000
2020-07-09	IR	3M.EUR.FRA_20210112	3M.EUR.FRA_20210112	-0.004524	-0.004524	-0.004524	-0.004524	1	57000000
2020-07-09	IR	3M.EUR.FRA_20210113	3M.EUR.FRA_20210113	-0.004524	-0.004524	-0.004524	-0.004524	3	1147000000
2020-07-09	IR	3M.EUR.FRA_20210126	3M.EUR.FRA_20210126	-0.004522	-0.004522	-0.004522	-0.004522	1	188000000
2020-07-09	IR	3M.EUR.FRA_20210316	3M.EUR.FRA_20210316	-0.004517	-0.004517	-0.004517	-0.004517	1	170000000
2020-07-09	IR	3M.EUR.FRA_20210322	3M.EUR.FRA_20210322	-0.004521	-0.004521	-0.004521	-0.004521	1	483000000
2020-07-09	IR	3M.EUR.FRA_20210323	3M.EUR.FRA_20210323	-0.004521	-0.004521	-0.004521	-0.004521	1	271000000
2020-07-09	IR	3M.EUR.FRA_20210406	3M.EUR.FRA_20210406	-0.004549	-0.004549	-0.004549	-0.004549	2	409000000
2020-07-09	IR	3M.EUR.FRA_20210408	3M.EUR.FRA_20210408	-0.004552	-0.004552	-0.004552	-0.004552	1	100000000
2020-07-09	IR	3M.EUR.FRA_20210412	3M.EUR.FRA_20210412	-0.004557	-0.004557	-0.004559	-0.004559	5	1171000000
2020-07-09	IR	3M.EUR.FRA_20210413	3M.EUR.FRA_20210413	-0.00456	-0.00456	-0.00456	-0.00456	1	100000000
2020-07-09	IR	3M.EUR.FRA_20210414	3M.EUR.FRA_20210414	-0.004562	-0.004562	-0.004562	-0.004562	2	100000000
2020-07-09	IR	3M.EUR.FRA_20210415	3M.EUR.FRA_20210415	-0.004563	-0.004563	-0.004563	-0.004563	1	100000000
2020-07-09	IR	3M.EUR.FRA_20210503	3M.EUR.FRA_20210503	-0.004584	-0.004584	-0.004584	-0.004584	1	967000000
2020-07-09	IR	3M.EUR.FRA_20210524	3M.EUR.FRA_20210524	-0.004607	-0.004607	-0.004607	-0.004607	2	492000000
2020-07-09	IR	3M.EUR.FRA_20210601	3M.EUR.FRA_20210601	-0.004615	-0.004615	-0.004615	-0.004615	1	62000000
2020-07-09	IR	3M.EUR.FRA_20210604	3M.EUR.FRA_20210604	-0.004618	-0.004618	-0.004618	-0.004618	1	100000000
2020-07-09	IR	3M.EUR.FRA_20210607	3M.EUR.FRA_20210607	-0.004619	-0.004619	-0.004619	-0.004619	1	50000000
2020-07-09	IR	3M.EUR.FRA_20210608	3M.EUR.FRA_20210608	-0.004623	-0.004623	-0.004623	-0.004623	1	100000000
2020-07-09	IR	3M.EUR.FRA_20210614	3M.EUR.FRA_20210614	-0.004627	-0.004627	-0.004627	-0.004627	1	50000000
2020-07-09	IR	3M.EUR.FRA_20210617	3M.EUR.FRA_20210617	-0.004632	-0.004632	-0.004632	-0.004632	2	250000000
2020-07-09	IR	3M.EUR.FRA_20210618	3M.EUR.FRA_20210618	-0.004634	-0.004634	-0.004634	-0.004634	1	140000000
2020-07-09	IR	3M.EUR.FRA_20210621	3M.EUR.FRA_20210621	-0.004635	-0.004635	-0.004635	-0.004635	4	447000000
2020-07-09	IR	3M.EUR.FRA_20210622	3M.EUR.FRA_20210622	-0.004638	-0.004638	-0.004638	-0.004638	1	698000000
2020-07-09	IR	3M.EUR.FRA_20210625	3M.EUR.FRA_20210625	-0.004642	-0.004642	-0.004642	-0.004642	1	150000000
2020-07-09	IR	3M.EUR.FRA_20210628	3M.EUR.FRA_20210628	-0.004643	-0.004643	-0.004643	-0.004643	3	320000000
2020-07-09	IR	3M.EUR.FRA_20210629	3M.EUR.FRA_20210629	-0.004647	-0.004647	-0.004647	-0.004647	1	300000000
2020-07-09	IR	3M.EUR.FRA_20210630	3M.EUR.FRA_20210630	-0.004648	-0.004648	-0.004649	-0.004649	2	368000000
2020-07-09	IR	3M.EUR.FRA_20210708	3M.EUR.FRA_20210708	-0.004659	-0.004659	-0.004659	-0.004659	1	74000000
2020-07-09	IR	3M.EUR.FRA_20210804	3M.EUR.FRA_20210804	-0.004691	-0.004691	-0.004691	-0.004691	1	386000000
2020-07-09	IR	3M.EUR.FRA_20210827	3M.EUR.FRA_20210827	-0.004719	-0.004719	-0.004719	-0.004719	1	329000000
2020-07-09	IR	3M.EUR.FRA_20211227	3M.EUR.FRA_20211227	-0.004736	-0.004736	-0.004736	-0.004736	1	57000000
2020-07-09	IR	3M.EUR.FRA_20220113	3M.EUR.FRA_20220113	-0.004734	-0.004734	-0.004734	-0.004734	2	250000000
2020-07-09	IR	3M.EUR.FRA_IMM_20201216	3M.EUR.FRA_IMM_20201216	-0.004526	-0.004526	-0.004526	-0.004526	6	674000000
2020-07-09	IR	3M.EUR.FRA_IMM_20210317	3M.EUR.FRA_IMM_20210317	-0.004517	-0.004517	-0.004517	-0.004517	15	2135000000
2020-07-09	IR	3M.EUR.FRA_IMM_20210616	3M.EUR.FRA_IMM_20210616	-0.004632	-0.004632	-0.004632	-0.004632	9	773000000
2020-07-09	IR	3M.EUR.FRA_IMM_20210915	3M.EUR.FRA_IMM_20210915	-0.004743	-0.004743	-0.004743	-0.004743	2	651000000
2020-07-09	IR	3M.EUR.FRA_IMM_20220316	3M.EUR.FRA_IMM_20220316	-0.004723	-0.004723	-0.004723	-0.004723	1	72000000
2020-07-09	IR	3M.USD.FRA_20201014	3M.USD.FRA_20201014	0.002744	0.002744	0.002744	0.002744	7	1970000000
2020-07-09	IR	3M.USD.FRA_20201015	3M.USD.FRA_20201015	0.002743	0.002743	0.002743	0.002743	15	3055000000
2020-07-09	IR	3M.USD.FRA_20201016	3M.USD.FRA_20201016	0.002743	0.002743	0.002743	0.002743	7	956000000
2020-07-09	IR	3M.USD.FRA_20201019	3M.USD.FRA_20201019	0.002742	0.002742	0.002742	0.002742	9	808000000
2020-07-09	IR	3M.USD.FRA_20201020	3M.USD.FRA_20201020	0.002741	0.002741	0.002741	0.002741	9	1842000000
2020-07-09	IR	3M.USD.FRA_20201021	3M.USD.FRA_20201021	0.00274	0.00274	0.00274	0.00274	1	25000000
2020-07-09	IR	3M.USD.FRA_20201022	3M.USD.FRA_20201022	0.002738	0.002738	0.002738	0.002738	1	388000000
2020-07-09	IR	3M.USD.FRA_20201023	3M.USD.FRA_20201023	0.002736	0.002736	0.002736	0.002736	8	1318000000
2020-07-09	IR	3M.USD.FRA_20201026	3M.USD.FRA_20201026	0.002734	0.002734	0.002734	0.002734	2	442000000
2020-07-09	IR	3M.USD.FRA_20201027	3M.USD.FRA_20201027	0.002731	0.002731	0.002731	0.002731	7	1468000000
2020-07-09	IR	3M.USD.FRA_20201028	3M.USD.FRA_20201028	0.002728	0.002728	0.002728	0.002728	5	337000000
2020-07-09	IR	3M.USD.FRA_20201029	3M.USD.FRA_20201029	0.002724	0.002724	0.002724	0.002724	6	503000000
2020-07-09	IR	3M.USD.FRA_20201030	3M.USD.FRA_20201030	0.002719	0.00272	0.002719	0.00272	11	1750000000
2020-07-09	IR	3M.USD.FRA_20201103	3M.USD.FRA_20201103	0.002706	0.002706	0.002706	0.002706	5	900000000
2020-07-09	IR	3M.USD.FRA_20201104	3M.USD.FRA_20201104	0.002702	0.002702	0.002702	0.002702	8	1308000000
2020-07-09	IR	3M.USD.FRA_20201105	3M.USD.FRA_20201105	0.002698	0.002698	0.002698	0.002698	6	605000000
2020-07-09	IR	3M.USD.FRA_20201106	3M.USD.FRA_20201106	0.002695	0.002695	0.002695	0.002695	7	1284000000
2020-07-09	IR	3M.USD.FRA_20201109	3M.USD.FRA_20201109	0.002684	0.002684	0.002684	0.002684	7	1323000000
2020-07-09	IR	3M.USD.FRA_20201110	3M.USD.FRA_20201110	0.00268	0.00268	0.00268	0.00268	7	1198000000
2020-07-09	IR	3M.USD.FRA_20201112	3M.USD.FRA_20201112	0.002675	0.002675	0.002673	0.002675	10	1658000000
2020-07-09	IR	3M.USD.FRA_20201113	3M.USD.FRA_20201113	0.002669	0.002669	0.002669	0.002669	3	430000000
2020-07-09	IR	3M.USD.FRA_20201116	3M.USD.FRA_20201116	0.002659	0.002659	0.002659	0.002659	5	740000000
2020-07-09	IR	3M.USD.FRA_20201117	3M.USD.FRA_20201117	0.002654	0.002654	0.002654	0.002654	5	1045000000
2020-07-09	IR	3M.USD.FRA_20201118	3M.USD.FRA_20201118	0.002652	0.002652	0.002652	0.002652	2	370000000
2020-07-09	IR	3M.USD.FRA_20201119	3M.USD.FRA_20201119	0.00265	0.00265	0.00265	0.00265	6	1555000000
2020-07-09	IR	3M.USD.FRA_20201120	3M.USD.FRA_20201120	0.002648	0.002648	0.002648	0.002648	5	1115000000
2020-07-09	IR	3M.USD.FRA_20201124	3M.USD.FRA_20201124	0.002641	0.002641	0.002641	0.002641	1	10000000
2020-07-09	IR	3M.USD.FRA_20201125	3M.USD.FRA_20201125	0.002639	0.002639	0.002639	0.002639	3	530000000
2020-07-09	IR	3M.USD.FRA_20201127	3M.USD.FRA_20201127	0.002638	0.002638	0.002635	0.002638	4	253000000
2020-07-09	IR	3M.USD.FRA_20201130	3M.USD.FRA_20201130	0.002633	0.002633	0.002633	0.002633	6	277000000
2020-07-09	IR	3M.USD.FRA_20201201	3M.USD.FRA_20201201	0.002625	0.002625	0.002625	0.002625	2	151000000
2020-07-09	IR	3M.USD.FRA_20201202	3M.USD.FRA_20201202	0.002623	0.002623	0.002623	0.002623	5	625000000
2020-07-09	IR	3M.USD.FRA_20201203	3M.USD.FRA_20201203	0.002621	0.002621	0.002621	0.002621	2	36000000
2020-07-09	IR	3M.USD.FRA_20201204	3M.USD.FRA_20201204	0.002619	0.002619	0.002619	0.002619	8	1046000000
2020-07-09	IR	3M.USD.FRA_20201208	3M.USD.FRA_20201208	0.002611	0.002611	0.002611	0.002611	6	415000000
2020-07-09	IR	3M.USD.FRA_20201209	3M.USD.FRA_20201209	0.002609	0.002609	0.002609	0.002609	9	1083000000
2020-07-09	IR	3M.USD.FRA_20201210	3M.USD.FRA_20201210	0.002607	0.002607	0.002607	0.002607	4	999000000
2020-07-09	IR	3M.USD.FRA_20201211	3M.USD.FRA_20201211	0.002606	0.002606	0.002606	0.002606	4	251000000
2020-07-09	IR	3M.USD.FRA_20201214	3M.USD.FRA_20201214	0.0026	0.0026	0.0026	0.0026	5	996000000
2020-07-09	IR	3M.USD.FRA_20201215	3M.USD.FRA_20201215	0.002598	0.002598	0.002598	0.002598	10	656000000
2020-07-09	IR	3M.USD.FRA_20201216	3M.USD.FRA_20201216	0.002596	0.002596	0.002596	0.002596	14	6737000000
2020-07-09	IR	3M.USD.FRA_20201217	3M.USD.FRA_20201217	0.002601	0.002601	0.002601	0.002601	1	30000000
2020-07-09	IR	3M.USD.FRA_20201218	3M.USD.FRA_20201218	0.002605	0.002605	0.002605	0.002605	13	2961000000
2020-07-09	IR	3M.USD.FRA_20201221	3M.USD.FRA_20201221	0.002619	0.002619	0.002619	0.002619	4	4000000000
2020-07-09	IR	3M.USD.FRA_20201222	3M.USD.FRA_20201222	0.002623	0.002623	0.002623	0.002623	8	5537000000
2020-07-09	IR	3M.USD.FRA_20201223	3M.USD.FRA_20201223	0.002628	0.002628	0.002628	0.002628	7	2203000000
2020-07-09	IR	3M.USD.FRA_20201224	3M.USD.FRA_20201224	0.002632	0.002632	0.002632	0.002632	7	2211000000
2020-07-09	IR	3M.USD.FRA_20201229	3M.USD.FRA_20201229	0.002646	0.002655	0.002646	0.002655	22	5219000000
2020-07-09	IR	3M.USD.FRA_20201231	3M.USD.FRA_20201231	0.002662	0.002662	0.002662	0.002662	12	5566000000
2020-07-09	IR	3M.USD.FRA_20210104	3M.USD.FRA_20210104	0.002674	0.002674	0.002674	0.002674	10	2110000000
2020-07-09	IR	3M.USD.FRA_20210105	3M.USD.FRA_20210105	0.002674	0.002674	0.002674	0.002674	10	5517000000
2020-07-09	IR	3M.USD.FRA_20210106	3M.USD.FRA_20210106	0.002674	0.002674	0.002674	0.002674	12	666000000
2020-07-09	IR	3M.USD.FRA_20210107	3M.USD.FRA_20210107	0.002674	0.002674	0.002674	0.002674	8	971000000
2020-07-09	IR	3M.USD.FRA_20210108	3M.USD.FRA_20210108	0.002674	0.002674	0.002674	0.002674	9	852000000
2020-07-09	IR	3M.USD.FRA_20210111	3M.USD.FRA_20210111	0.002674	0.002674	0.002674	0.002674	12	1426000000
2020-07-09	IR	3M.USD.FRA_20210113	3M.USD.FRA_20210113	0.002673	0.002673	0.002673	0.002673	12	1795000000
2020-07-09	IR	3M.USD.FRA_20210114	3M.USD.FRA_20210114	0.002673	0.002673	0.002673	0.002673	2	22000000
2020-07-09	IR	3M.USD.FRA_20210119	3M.USD.FRA_20210119	0.002671	0.002672	0.002671	0.002671	7	831000000
2020-07-09	IR	3M.USD.FRA_20210120	3M.USD.FRA_20210120	0.00267	0.00267	0.00267	0.00267	1	158000000
2020-07-09	IR	3M.USD.FRA_20210121	3M.USD.FRA_20210121	0.002672	0.002672	0.002672	0.002672	3	1050000000
2020-07-09	IR	3M.USD.FRA_20210122	3M.USD.FRA_20210122	0.002676	0.002676	0.002676	0.002676	1	97000000
2020-07-09	IR	3M.USD.FRA_20210125	3M.USD.FRA_20210125	0.002684	0.002684	0.002684	0.002684	3	569000000
2020-07-09	IR	3M.USD.FRA_20210126	3M.USD.FRA_20210126	0.002693	0.002693	0.002693	0.002693	3	161000000
2020-07-09	IR	3M.USD.FRA_20210128	3M.USD.FRA_20210128	0.002702	0.002702	0.002702	0.002702	2	29000000
2020-07-09	IR	3M.USD.FRA_20210129	3M.USD.FRA_20210129	0.002706	0.002709	0.002706	0.002706	7	1017000000
2020-07-09	IR	3M.USD.FRA_20210202	3M.USD.FRA_20210202	0.002723	0.002723	0.002723	0.002723	2	848000000
2020-07-09	IR	3M.USD.FRA_20210203	3M.USD.FRA_20210203	0.002727	0.002727	0.002727	0.002727	1	4000000
2020-07-09	IR	3M.USD.FRA_20210204	3M.USD.FRA_20210204	0.002731	0.002731	0.002731	0.002731	3	119000000
2020-07-09	IR	3M.USD.FRA_20210205	3M.USD.FRA_20210205	0.002736	0.002736	0.002736	0.002736	4	634000000
2020-07-09	IR	3M.USD.FRA_20210208	3M.USD.FRA_20210208	0.002742	0.002742	0.002742	0.002742	5	282000000
2020-07-09	IR	3M.USD.FRA_20210209	3M.USD.FRA_20210209	0.002752	0.002752	0.002752	0.002752	4	88000000
2020-07-09	IR	3M.USD.FRA_20210210	3M.USD.FRA_20210210	0.002757	0.002757	0.002757	0.002757	1	50000000
2020-07-09	IR	3M.USD.FRA_20210212	3M.USD.FRA_20210212	0.002765	0.002765	0.002765	0.002765	6	328000000
2020-07-09	IR	3M.USD.FRA_20210216	3M.USD.FRA_20210216	0.002782	0.002782	0.002772	0.002772	14	5044000000
2020-07-09	IR	3M.USD.FRA_20210217	3M.USD.FRA_20210217	0.002786	0.002786	0.002786	0.002786	3	1168000000
2020-07-09	IR	3M.USD.FRA_20210218	3M.USD.FRA_20210218	0.00279	0.00279	0.00279	0.00279	6	1510000000
2020-07-09	IR	3M.USD.FRA_20210219	3M.USD.FRA_20210219	0.002793	0.002793	0.002793	0.002793	4	337000000
2020-07-09	IR	3M.USD.FRA_20210222	3M.USD.FRA_20210222	0.002796	0.002796	0.002796	0.002796	2	178000000
2020-07-09	IR	3M.USD.FRA_20210223	3M.USD.FRA_20210223	0.0028	0.0028	0.0028	0.0028	5	1138000000
2020-07-09	IR	3M.USD.FRA_20210224	3M.USD.FRA_20210224	0.002802	0.002802	0.002802	0.002802	6	901000000
2020-07-09	IR	3M.USD.FRA_20210225	3M.USD.FRA_20210225	0.002804	0.002804	0.002804	0.002804	5	1158000000
2020-07-09	IR	3M.USD.FRA_20210226	3M.USD.FRA_20210226	0.002812	0.002812	0.002807	0.002812	8	1092000000
2020-07-09	IR	3M.USD.FRA_20210301	3M.USD.FRA_20210301	0.002815	0.002815	0.002815	0.002815	6	666000000
2020-07-09	IR	3M.USD.FRA_20210302	3M.USD.FRA_20210302	0.002817	0.002817	0.002817	0.002817	7	1153000000
2020-07-09	IR	3M.USD.FRA_20210303	3M.USD.FRA_20210303	0.002818	0.002818	0.002818	0.002818	2	49000000
2020-07-09	IR	3M.USD.FRA_20210304	3M.USD.FRA_20210304	0.00282	0.00282	0.00282	0.00282	1	40000000
2020-07-09	IR	3M.USD.FRA_20210308	3M.USD.FRA_20210308	0.002828	0.002828	0.002828	0.002828	1	15000000
2020-07-09	IR	3M.USD.FRA_20210309	3M.USD.FRA_20210309	0.00283	0.00283	0.00283	0.00283	4	874000000
2020-07-09	IR	3M.USD.FRA_20210310	3M.USD.FRA_20210310	0.002832	0.002832	0.002832	0.002832	6	4020000000
2020-07-09	IR	3M.USD.FRA_20210311	3M.USD.FRA_20210311	0.002834	0.002834	0.002834	0.002834	9	2925000000
2020-07-09	IR	3M.USD.FRA_20210315	3M.USD.FRA_20210315	0.002839	0.002841	0.002839	0.002839	9	2667000000
2020-07-09	IR	3M.USD.FRA_20210316	3M.USD.FRA_20210316	0.002843	0.002843	0.002843	0.002843	17	8381000000
2020-07-09	IR	3M.USD.FRA_20210317	3M.USD.FRA_20210317	0.002857	0.002857	0.002857	0.002857	1	635000000
2020-07-09	IR	3M.USD.FRA_20210318	3M.USD.FRA_20210318	0.002862	0.002862	0.002862	0.002862	6	1595000000
2020-07-09	IR	3M.USD.FRA_20210322	3M.USD.FRA_20210322	0.002865	0.002865	0.002865	0.002865	2	1755000000
2020-07-09	IR	3M.USD.FRA_20210323	3M.USD.FRA_20210323	0.002883	0.002883	0.002883	0.002883	2	1282000000
2020-07-09	IR	3M.USD.FRA_20210329	3M.USD.FRA_20210329	0.002909	0.002909	0.002909	0.002909	9	2651000000
2020-07-09	IR	3M.USD.FRA_20210330	3M.USD.FRA_20210330	0.002913	0.002913	0.002913	0.002913	7	1610000000
2020-07-09	IR	3M.USD.FRA_20210331	3M.USD.FRA_20210331	0.002918	0.002918	0.002918	0.002918	1	36000000
2020-07-09	IR	3M.USD.FRA_20210406	3M.USD.FRA_20210406	0.002704	0.002717	0.002704	0.002704	12	4203000000
2020-07-09	IR	3M.USD.FRA_20210407	3M.USD.FRA_20210407	0.002689	0.002689	0.002689	0.002689	2	1204000000
2020-07-09	IR	3M.USD.FRA_20210408	3M.USD.FRA_20210408	0.002675	0.002675	0.002675	0.002675	11	2781000000
2020-07-09	IR	3M.USD.FRA_20210412	3M.USD.FRA_20210412	0.002617	0.002625	0.002617	0.002625	15	7084000000
2020-07-09	IR	3M.USD.FRA_20210413	3M.USD.FRA_20210413	0.002603	0.002603	0.002603	0.002603	1	300000000
2020-07-09	IR	3M.USD.FRA_20210414	3M.USD.FRA_20210414	0.002589	0.002589	0.002589	0.002589	1	150000000
2020-07-09	IR	3M.USD.FRA_20210415	3M.USD.FRA_20210415	0.002574	0.002574	0.002574	0.002574	3	1234000000
2020-07-09	IR	3M.USD.FRA_20210419	3M.USD.FRA_20210419	0.002517	0.002517	0.002517	0.002517	1	553000000
2020-07-09	IR	3M.USD.FRA_20210426	3M.USD.FRA_20210426	0.002447	0.002447	0.002442	0.002447	7	2537000000
2020-07-09	IR	3M.USD.FRA_20210428	3M.USD.FRA_20210428	0.002422	0.002422	0.002422	0.002422	3	155000000
2020-07-09	IR	3M.USD.FRA_20210430	3M.USD.FRA_20210430	0.002407	0.002407	0.002407	0.002407	2	109000000
2020-07-09	IR	3M.USD.FRA_20210504	3M.USD.FRA_20210504	0.002362	0.002373	0.002357	0.002357	5	741000000
2020-07-09	IR	3M.USD.FRA_20210510	3M.USD.FRA_20210510	0.002308	0.002308	0.002302	0.002302	2	581000000
2020-07-09	IR	3M.USD.FRA_20210511	3M.USD.FRA_20210511	0.002286	0.002286	0.002286	0.002286	2	357000000
2020-07-09	IR	3M.USD.FRA_20210517	3M.USD.FRA_20210517	0.002232	0.002232	0.002225	0.002225	5	788000000
2020-07-09	IR	3M.USD.FRA_20210524	3M.USD.FRA_20210524	0.002154	0.002162	0.002154	0.002162	4	1539000000
2020-07-09	IR	3M.USD.FRA_20210525	3M.USD.FRA_20210525	0.002144	0.002144	0.002144	0.002144	3	650000000
2020-07-09	IR	3M.USD.FRA_20210528	3M.USD.FRA_20210528	0.00213	0.00213	0.00213	0.00213	5	1425000000
2020-07-09	IR	3M.USD.FRA_20210601	3M.USD.FRA_20210601	0.002098	0.002098	0.002098	0.002098	5	1222000000
2020-07-09	IR	3M.USD.FRA_20210602	3M.USD.FRA_20210602	0.002088	0.002088	0.002088	0.002088	2	748000000
2020-07-09	IR	3M.USD.FRA_20210603	3M.USD.FRA_20210603	0.002079	0.002079	0.002079	0.002079	3	2029000000
2020-07-09	IR	3M.USD.FRA_20210604	3M.USD.FRA_20210604	0.002069	0.002069	0.002069	0.002069	4	2732000000
2020-07-09	IR	3M.USD.FRA_20210607	3M.USD.FRA_20210607	0.002056	0.002056	0.002056	0.002056	1	545000000
2020-07-09	IR	3M.USD.FRA_20210608	3M.USD.FRA_20210608	0.00203	0.00203	0.00203	0.00203	1	148000000
2020-07-09	IR	3M.USD.FRA_20210609	3M.USD.FRA_20210609	0.00202	0.00202	0.00202	0.00202	2	1600000000
2020-07-09	IR	3M.USD.FRA_20210610	3M.USD.FRA_20210610	0.00201	0.00201	0.00201	0.00201	1	850000000
2020-07-09	IR	3M.USD.FRA_20210611	3M.USD.FRA_20210611	0.002	0.002	0.002	0.002	3	536000000
2020-07-09	IR	3M.USD.FRA_20210614	3M.USD.FRA_20210614	0.001989	0.001989	0.001989	0.001989	3	316000000
2020-07-09	IR	3M.USD.FRA_20210616	3M.USD.FRA_20210616	0.001949	0.001949	0.001949	0.001949	1	4792000000
2020-07-09	IR	3M.USD.FRA_20210617	3M.USD.FRA_20210617	0.001937	0.001937	0.001937	0.001937	14	7218000000
2020-07-09	IR	3M.USD.FRA_20210621	3M.USD.FRA_20210621	0.001928	0.001928	0.001928	0.001928	1	56000000
2020-07-09	IR	3M.USD.FRA_20210622	3M.USD.FRA_20210622	0.001926	0.001926	0.001926	0.001926	4	1100000000
2020-07-09	IR	3M.USD.FRA_20210623	3M.USD.FRA_20210623	0.001923	0.001923	0.001923	0.001923	1	78000000
2020-07-09	IR	3M.USD.FRA_20210625	3M.USD.FRA_20210625	0.001919	0.001919	0.001919	0.001919	3	1249000000
2020-07-09	IR	3M.USD.FRA_20210629	3M.USD.FRA_20210629	0.00191	0.00191	0.00191	0.00191	1	296000000
2020-07-09	IR	3M.USD.FRA_20210630	3M.USD.FRA_20210630	0.001907	0.001907	0.001907	0.001907	4	532000000
2020-07-09	IR	3M.USD.FRA_20210706	3M.USD.FRA_20210706	0.001893	0.001893	0.001893	0.001893	8	1611000000
2020-07-09	IR	3M.USD.FRA_20210708	3M.USD.FRA_20210708	0.001889	0.001889	0.001889	0.001889	7	1383000000
2020-07-09	IR	3M.USD.FRA_20210709	3M.USD.FRA_20210709	0.001887	0.001887	0.001887	0.001887	7	1024000000
2020-07-09	IR	3M.USD.FRA_20210720	3M.USD.FRA_20210720	0.001862	0.001862	0.001862	0.001862	1	150000000
2020-07-09	IR	3M.USD.FRA_20210721	3M.USD.FRA_20210721	0.001859	0.001859	0.001859	0.001859	5	1000000000
2020-07-09	IR	3M.USD.FRA_20210723	3M.USD.FRA_20210723	0.001855	0.001855	0.001855	0.001855	1	27000000
2020-07-09	IR	3M.USD.FRA_20210726	3M.USD.FRA_20210726	0.001848	0.001848	0.001848	0.001848	1	500000000
2020-07-09	IR	3M.USD.FRA_20210804	3M.USD.FRA_20210804	0.001829	0.001829	0.001829	0.001829	4	1523000000
2020-07-09	IR	3M.USD.FRA_20210805	3M.USD.FRA_20210805	0.001826	0.001826	0.001826	0.001826	4	1386000000
2020-07-09	IR	3M.USD.FRA_20210806	3M.USD.FRA_20210806	0.001824	0.001824	0.001824	0.001824	1	886000000
2020-07-09	IR	3M.USD.FRA_20210812	3M.USD.FRA_20210812	0.001811	0.001811	0.001811	0.001811	4	1012000000
2020-07-09	IR	3M.USD.FRA_20210817	3M.USD.FRA_20210817	0.001799	0.001799	0.001799	0.001799	2	158000000
2020-07-09	IR	3M.USD.FRA_20210820	3M.USD.FRA_20210820	0.001793	0.001793	0.001793	0.001793	1	142000000
2020-07-09	IR	3M.USD.FRA_20210825	3M.USD.FRA_20210825	0.001781	0.001781	0.001781	0.001781	2	116000000
2020-07-09	IR	3M.USD.FRA_20210826	3M.USD.FRA_20210826	0.001779	0.001779	0.001779	0.001779	1	71000000
2020-07-09	IR	3M.USD.FRA_20210901	3M.USD.FRA_20210901	0.001766	0.001766	0.001766	0.001766	1	1066000000
2020-07-09	IR	3M.USD.FRA_20210902	3M.USD.FRA_20210902	0.001763	0.001763	0.001763	0.001763	1	265000000
2020-07-09	IR	3M.USD.FRA_20210903	3M.USD.FRA_20210903	0.001761	0.001761	0.001761	0.001761	4	1131000000
2020-07-09	IR	3M.USD.FRA_20210907	3M.USD.FRA_20210907	0.001752	0.001758	0.001752	0.001752	3	887000000
2020-07-09	IR	3M.USD.FRA_20210910	3M.USD.FRA_20210910	0.001745	0.001745	0.001745	0.001745	1	135000000
2020-07-09	IR	3M.USD.FRA_20210916	3M.USD.FRA_20210916	0.001734	0.001734	0.001734	0.001734	6	2208000000
2020-07-09	IR	3M.USD.FRA_20210917	3M.USD.FRA_20210917	0.001733	0.001733	0.001733	0.001733	1	1000000000
2020-07-09	IR	3M.USD.FRA_20210920	3M.USD.FRA_20210920	0.001732	0.001732	0.001732	0.001732	1	134000000
2020-07-09	IR	3M.USD.FRA_20210921	3M.USD.FRA_20210921	0.001731	0.001731	0.001731	0.001731	2	1416000000
2020-07-09	IR	3M.USD.FRA_20210923	3M.USD.FRA_20210923	0.00173	0.00173	0.00173	0.00173	1	300000000
2020-07-09	IR	3M.USD.FRA_20210924	3M.USD.FRA_20210924	0.001729	0.001729	0.001729	0.001729	1	200000000
2020-07-09	IR	3M.USD.FRA_20210927	3M.USD.FRA_20210927	0.001727	0.001727	0.001727	0.001727	1	141000000
2020-07-09	IR	3M.USD.FRA_20211001	3M.USD.FRA_20211001	0.001725	0.001725	0.001725	0.001725	3	840000000
2020-07-09	IR	3M.USD.FRA_20211004	3M.USD.FRA_20211004	0.001723	0.001723	0.001723	0.001723	2	156000000
2020-07-09	IR	3M.USD.FRA_20211006	3M.USD.FRA_20211006	0.001722	0.001722	0.001722	0.001722	4	713000000
2020-07-09	IR	3M.USD.FRA_20211007	3M.USD.FRA_20211007	0.001721	0.001721	0.001721	0.001721	1	171000000
2020-07-09	IR	3M.USD.FRA_20211008	3M.USD.FRA_20211008	0.00172	0.00172	0.00172	0.00172	2	176000000
2020-07-09	IR	3M.USD.FRA_20211012	3M.USD.FRA_20211012	0.001719	0.001719	0.001718	0.001718	2	280000000
2020-07-09	IR	3M.USD.FRA_20211014	3M.USD.FRA_20211014	0.001717	0.001717	0.001717	0.001717	1	1250000000
2020-07-09	IR	3M.USD.FRA_20211020	3M.USD.FRA_20211020	0.001713	0.001713	0.001713	0.001713	3	300000000
2020-07-09	IR	3M.USD.FRA_20211021	3M.USD.FRA_20211021	0.001712	0.001712	0.001712	0.001712	2	1200000000
2020-07-09	IR	3M.USD.FRA_20211022	3M.USD.FRA_20211022	0.001712	0.001712	0.001712	0.001712	1	240000000
2020-07-09	IR	3M.USD.FRA_20211025	3M.USD.FRA_20211025	0.001711	0.001711	0.001711	0.001711	1	100000000
2020-07-09	IR	3M.USD.FRA_20211027	3M.USD.FRA_20211027	0.001709	0.001709	0.001709	0.001709	1	132000000
2020-07-09	IR	3M.USD.FRA_20211102	3M.USD.FRA_20211102	0.001705	0.001705	0.001705	0.001705	1	425000000
2020-07-09	IR	3M.USD.FRA_20211109	3M.USD.FRA_20211109	0.001701	0.001701	0.001701	0.001701	3	292000000
2020-07-09	IR	3M.USD.FRA_20211110	3M.USD.FRA_20211110	0.0017	0.0017	0.0017	0.0017	1	400000000
2020-07-09	IR	3M.USD.FRA_20211112	3M.USD.FRA_20211112	0.001699	0.001699	0.001699	0.001699	1	100000000
2020-07-09	IR	3M.USD.FRA_20211116	3M.USD.FRA_20211116	0.001696	0.001696	0.001696	0.001696	1	103000000
2020-07-09	IR	3M.USD.FRA_20211124	3M.USD.FRA_20211124	0.001692	0.001692	0.001692	0.001692	2	300000000
2020-07-09	IR	3M.USD.FRA_20211126	3M.USD.FRA_20211126	0.00169	0.001691	0.00169	0.001691	2	641000000
2020-07-09	IR	3M.USD.FRA_20211130	3M.USD.FRA_20211130	0.001687	0.001687	0.001687	0.001687	2	700000000
2020-07-09	IR	3M.USD.FRA_20211207	3M.USD.FRA_20211207	0.001683	0.001683	0.001683	0.001683	1	58000000
2020-07-09	IR	3M.USD.FRA_20211209	3M.USD.FRA_20211209	0.001682	0.001682	0.001682	0.001682	2	556000000
2020-07-09	IR	3M.USD.FRA_20211215	3M.USD.FRA_20211215	0.001678	0.001678	0.001678	0.001678	1	450000000
2020-07-09	IR	3M.USD.FRA_20211217	3M.USD.FRA_20211217	0.00168	0.00168	0.00168	0.00168	1	58000000
2020-07-09	IR	3M.USD.FRA_20211220	3M.USD.FRA_20211220	0.001688	0.001688	0.001688	0.001688	1	31000000
2020-07-09	IR	3M.USD.FRA_20211223	3M.USD.FRA_20211223	0.001696	0.001696	0.001696	0.001696	1	121000000
2020-07-09	IR	3M.USD.FRA_20211224	3M.USD.FRA_20211224	0.001699	0.001699	0.001699	0.001699	2	337000000
2020-07-09	IR	3M.USD.FRA_20211229	3M.USD.FRA_20211229	0.001712	0.001712	0.001712	0.001712	2	214000000
2020-07-09	IR	3M.USD.FRA_20220104	3M.USD.FRA_20220104	0.001727	0.001727	0.001727	0.001727	1	58000000
2020-07-09	IR	3M.USD.FRA_20220106	3M.USD.FRA_20220106	0.001734	0.001734	0.001734	0.001734	1	189000000
2020-07-09	IR	3M.USD.FRA_20220112	3M.USD.FRA_20220112	0.00175	0.00175	0.00175	0.00175	1	244000000
2020-07-09	IR	3M.USD.FRA_20220125	3M.USD.FRA_20220125	0.001784	0.001784	0.001784	0.001784	1	244000000
2020-07-09	IR	3M.USD.FRA_IMM_20201216	3M.USD.FRA_IMM_20201216	0.002596	0.002596	0.002596	0.002596	59	6265000000
2020-07-09	IR	3M.USD.FRA_IMM_20210317	3M.USD.FRA_IMM_20210317	0.002843	0.002843	0.002843	0.002843	59	8187000000
2020-07-09	IR	3M.USD.FRA_IMM_20210616	3M.USD.FRA_IMM_20210616	0.001937	0.001937	0.001937	0.001937	43	6731000000
2020-07-09	IR	3M.USD.FRA_IMM_20210915	3M.USD.FRA_IMM_20210915	0.001734	0.001734	0.001734	0.001734	32	3622000000
2020-07-09	IR	3M.USD.FRA_IMM_20211215	3M.USD.FRA_IMM_20211215	0.001678	0.001678	0.001678	0.001678	15	720000000
2020-07-09	IR	3M.USD.FRA_IMM_20220316	3M.USD.FRA_IMM_20220316	0.001921	0.001921	0.001921	0.001921	4	134000000
2020-07-09	IR	3M.USD.FRA_IMM_20220615	3M.USD.FRA_IMM_20220615	0.001712	0.001712	0.001712	0.001712	2	85000000
2020-07-09	IR	3M_BY_3M_USD-LIBOR_D0_Payer_10800	3M_BY_3M_USD-LIBOR_D0_Payer_10800	0.015	0.04115	0.015	0.04115	2	37500000
2020-07-09	IR	3M_BY_3M_USD-LIBOR_D0_Receiver_10800	3M_BY_3M_USD-LIBOR_D0_Receiver_10800	0.0168	0.04115	0.0168	0.04115	2	37500000
2020-07-09	IR	3Y 1M/3M		9.25	9.25	9.25	9.25	1	267000000
2020-07-09	IR	3Y 3M/6M		9.125	9.5	9.5	9.5	1	200000000
2020-07-09	IR	3Y Q/3s ZAR IRS_20230709	3Y Q/3s ZAR IRS_20230709	0.0428	0.0428	0.0428	0.0428	1	300000000
2020-07-09	IR	3Y SOFR/FF LCH		0.5	0.625	0.625	0.625	1	150000000
2020-07-09	IR	3Y-1Y 1M/3M		9.625	9.625	9.5	9.625	2	750000000
2020-07-09	IR	3Y_BY_3M_USD-LIBOR_D0_Straddle_10800	3Y_BY_3M_USD-LIBOR_D0_Straddle_10800	0.258	0.258	0.258	0.258	1	50000000
2020-07-09	IR	4Y 1M/3M		9.25	9.25	9.25	9.25	1	200000000
2020-07-09	IR	4Y_BY_3M_USD-LIBOR_D0_Straddle_3600	4Y_BY_3M_USD-LIBOR_D0_Straddle_3600	0.0996	0.0996	0.0996	0.0996	1	100000000
2020-07-09	IR	5Y 3M/6M		10.125	10.375	10.375	10.375	3	340000000
2020-07-09	IR	5Y ANN/6S PLN IRS_20250713	5Y ANN/6S PLN IRS_20250713	0.0057	0.0057	0.0057	0.0057	1	100000000
2020-07-09	IR	5Y ANN/6s HUF IRS_20250713	5Y ANN/6s HUF IRS_20250713	0.0095	0.0095	0.0095	0.0095	1	4500000000
2020-07-09	IR	5Y FF/3M LCH		22.875	22.75	22.75	22.75	5	1300000000
2020-07-09	IR	5Y LCH.sb		0.3325	0.3325	0.3325	0.3325	14	1623000000
2020-07-09	IR	5Y SOFR/FF LCH		1.5	1.5	1.5	1.5	1	100000000
2020-07-09	IR	5Y_BY_3M_USD-LIBOR_D0_Straddle_3600	5Y_BY_3M_USD-LIBOR_D0_Straddle_3600	0.1105	0.1105	0.1105	0.1105	1	100000000
2020-07-09	IR	6M LCH.am		0.27	0.27	0.27	0.27	1	350000000
2020-07-09	IR	6M.EUR.FRA_20210115	6M.EUR.FRA_20210115	-0.003326	-0.003326	-0.003326	-0.003326	1	71000000
2020-07-09	IR	6M.EUR.FRA_20210208	6M.EUR.FRA_20210208	-0.003476	-0.003476	-0.003476	-0.003476	1	60000000
2020-07-09	IR	6M.EUR.FRA_20210308	6M.EUR.FRA_20210308	-0.003679	-0.003679	-0.003679	-0.003679	1	385000000
2020-07-09	IR	6M.EUR.FRA_20210316	6M.EUR.FRA_20210316	-0.003729	-0.003729	-0.003729	-0.003729	1	64000000
2020-07-09	IR	6M.EUR.FRA_20210329	6M.EUR.FRA_20210329	-0.003738	-0.003738	-0.003738	-0.003738	1	64000000
2020-07-09	IR	6M.EUR.FRA_20210616	6M.EUR.FRA_20210616	-0.003821	-0.003821	-0.003821	-0.003821	2	64000000
2020-07-09	IR	6M.EUR.FRA_20210617	6M.EUR.FRA_20210617	-0.003822	-0.003822	-0.003822	-0.003822	1	79000000
2020-07-09	IR	6M.EUR.FRA_20210621	6M.EUR.FRA_20210621	-0.003827	-0.003827	-0.003827	-0.003827	1	118000000
2020-07-09	IR	6M.EUR.FRA_20210705	6M.EUR.FRA_20210705	-0.003855	-0.003855	-0.003855	-0.003855	2	91000000
2020-07-09	IR	6M.EUR.FRA_20210707	6M.EUR.FRA_20210707	-0.00386	-0.00386	-0.00386	-0.00386	1	25000000
2020-07-09	IR	6M.EUR.FRA_20210715	6M.EUR.FRA_20210715	-0.003873	-0.003873	-0.003873	-0.003873	1	180000000
2020-07-09	IR	6M.EUR.FRA_20210805	6M.EUR.FRA_20210805	-0.0039	-0.0039	-0.0039	-0.0039	1	225000000
2020-07-09	IR	6M.EUR.FRA_20210810	6M.EUR.FRA_20210810	-0.003906	-0.003906	-0.003906	-0.003906	1	250000000
2020-07-09	IR	6M.EUR.FRA_20210823	6M.EUR.FRA_20210823	-0.003922	-0.003922	-0.003922	-0.003922	1	50000000
2020-07-09	IR	6M.EUR.FRA_20210831	6M.EUR.FRA_20210831	-0.003926	-0.003926	-0.003926	-0.003926	1	28000000
2020-07-09	IR	6M.USD.FRA_20210114	6M.USD.FRA_20210114	0.003565	0.003565	0.003565	0.003565	1	50000000
2020-07-09	IR	6M.USD.FRA_20210119	6M.USD.FRA_20210119	0.003544	0.003544	0.003544	0.003544	2	92000000
2020-07-09	IR	6M.USD.FRA_20210122	6M.USD.FRA_20210122	0.003525	0.003525	0.003525	0.003525	2	13000000
2020-07-09	IR	6M.USD.FRA_20210125	6M.USD.FRA_20210125	0.003518	0.003523	0.003518	0.003518	5	492000000
2020-07-09	IR	6M.USD.FRA_20210127	6M.USD.FRA_20210127	0.003507	0.003507	0.003507	0.003507	1	25000000
2020-07-09	IR	6M.USD.FRA_20210128	6M.USD.FRA_20210128	0.003504	0.003504	0.003504	0.003504	3	115000000
2020-07-09	IR	6M.USD.FRA_20210129	6M.USD.FRA_20210129	0.003492	0.0035	0.003492	0.003492	7	221000000
2020-07-09	IR	6M.USD.FRA_20210203	6M.USD.FRA_20210203	0.003483	0.003483	0.003483	0.003483	2	95000000
2020-07-09	IR	6M.USD.FRA_20210204	6M.USD.FRA_20210204	0.003479	0.003479	0.003479	0.003479	1	28000000
2020-07-09	IR	6M.USD.FRA_20210205	6M.USD.FRA_20210205	0.003476	0.003476	0.003476	0.003476	2	200000000
2020-07-09	IR	6M.USD.FRA_20210208	6M.USD.FRA_20210208	0.00347	0.003474	0.00347	0.00347	4	177000000
2020-07-09	IR	6M.USD.FRA_20210210	6M.USD.FRA_20210210	0.003459	0.003459	0.003459	0.003459	3	59000000
2020-07-09	IR	6M.USD.FRA_20210212	6M.USD.FRA_20210212	0.003452	0.003452	0.003452	0.003452	1	25000000
2020-07-09	IR	6M.USD.FRA_20210216	6M.USD.FRA_20210216	0.00345	0.00345	0.00345	0.00345	2	77000000
2020-07-09	IR	6M.USD.FRA_20210217	6M.USD.FRA_20210217	0.003434	0.003434	0.003434	0.003434	1	52000000
2020-07-09	IR	6M.USD.FRA_20210219	6M.USD.FRA_20210219	0.003429	0.003429	0.003429	0.003429	3	100000000
2020-07-09	IR	6M.USD.FRA_20210222	6M.USD.FRA_20210222	0.003425	0.003425	0.003425	0.003425	2	28000000
2020-07-09	IR	6M.USD.FRA_20210224	6M.USD.FRA_20210224	0.00342	0.00342	0.00342	0.00342	2	113000000
2020-07-09	IR	6M.USD.FRA_20210225	6M.USD.FRA_20210225	0.003418	0.003418	0.003418	0.003418	1	95000000
2020-07-09	IR	6M.USD.FRA_20210226	6M.USD.FRA_20210226	0.003417	0.003417	0.003412	0.003412	2	164000000
2020-07-09	IR	6M.USD.FRA_20210301	6M.USD.FRA_20210301	0.003405	0.003405	0.003405	0.003405	3	120000000
2020-07-09	IR	6M.USD.FRA_20210302	6M.USD.FRA_20210302	0.003404	0.003404	0.003404	0.003404	1	28000000
2020-07-09	IR	6M.USD.FRA_20210303	6M.USD.FRA_20210303	0.003402	0.003402	0.003402	0.003402	2	65000000
2020-07-09	IR	6M.USD.FRA_20210308	6M.USD.FRA_20210308	0.003395	0.003395	0.003395	0.003395	2	65000000
2020-07-09	IR	6M.USD.FRA_20210309	6M.USD.FRA_20210309	0.003393	0.003393	0.003393	0.003393	1	30000000
2020-07-09	IR	6M.USD.FRA_20210310	6M.USD.FRA_20210310	0.003391	0.003391	0.003391	0.003391	1	1000000
2020-07-09	IR	6M.USD.FRA_20210315	6M.USD.FRA_20210315	0.003386	0.003386	0.003384	0.003384	2	63000000
2020-07-09	IR	6M.USD.FRA_20210316	6M.USD.FRA_20210316	0.003382	0.003382	0.003382	0.003382	4	123000000
2020-07-09	IR	6M.USD.FRA_20210322	6M.USD.FRA_20210322	0.00337	0.00337	0.00337	0.00337	2	70000000
2020-07-09	IR	6M.USD.FRA_20210323	6M.USD.FRA_20210323	0.003363	0.003363	0.003363	0.003363	1	60000000
2020-07-09	IR	6M.USD.FRA_20210325	6M.USD.FRA_20210325	0.003356	0.003356	0.003356	0.003356	1	60000000
2020-07-09	IR	6M.USD.FRA_20210329	6M.USD.FRA_20210329	0.003342	0.003342	0.003342	0.003342	1	22000000
2020-07-09	IR	6M.USD.FRA_20210331	6M.USD.FRA_20210331	0.003335	0.003335	0.003335	0.003335	2	32000000
2020-07-09	IR	6M.USD.FRA_20210401	6M.USD.FRA_20210401	0.003332	0.003332	0.003332	0.003332	2	102000000
2020-07-09	IR	6M.USD.FRA_20210406	6M.USD.FRA_20210406	0.003315	0.003319	0.003315	0.003319	2	259000000
2020-07-09	IR	6M.USD.FRA_20210408	6M.USD.FRA_20210408	0.003308	0.003308	0.003308	0.003308	1	59000000
2020-07-09	IR	6M.USD.FRA_20210413	6M.USD.FRA_20210413	0.003291	0.003291	0.003291	0.003291	2	98000000
2020-07-09	IR	6M.USD.FRA_20210416	6M.USD.FRA_20210416	0.00328	0.00328	0.00328	0.00328	1	2000000
2020-07-09	IR	6M.USD.FRA_20210419	6M.USD.FRA_20210419	0.003269	0.003269	0.003269	0.003269	2	279000000
2020-07-09	IR	6M.USD.FRA_20210420	6M.USD.FRA_20210420	0.003265	0.003265	0.003265	0.003265	2	283000000
2020-07-09	IR	6M.USD.FRA_20210423	6M.USD.FRA_20210423	0.003261	0.003261	0.003261	0.003261	1	300000000
2020-07-09	IR	6M.USD.FRA_20210426	6M.USD.FRA_20210426	0.003261	0.003261	0.003261	0.003261	2	153000000
2020-07-09	IR	6M.USD.FRA_20210427	6M.USD.FRA_20210427	0.003261	0.003261	0.003261	0.003261	1	41000000
2020-07-09	IR	6M.USD.FRA_20210429	6M.USD.FRA_20210429	0.003261	0.003261	0.003261	0.003261	1	119000000
2020-07-09	IR	6M.USD.FRA_20210504	6M.USD.FRA_20210504	0.003264	0.003264	0.003262	0.003262	3	681000000
2020-07-09	IR	6M.USD.FRA_20210506	6M.USD.FRA_20210506	0.003264	0.003264	0.003264	0.003264	1	100000000
2020-07-09	IR	6M.USD.FRA_20210510	6M.USD.FRA_20210510	0.003264	0.003264	0.003264	0.003264	3	705000000
2020-07-09	IR	6M.USD.FRA_20210512	6M.USD.FRA_20210512	0.003264	0.003264	0.003264	0.003264	1	43000000
2020-07-09	IR	6M.USD.FRA_20210513	6M.USD.FRA_20210513	0.003264	0.003264	0.003264	0.003264	2	113000000
2020-07-09	IR	6M.USD.FRA_20210517	6M.USD.FRA_20210517	0.003266	0.003267	0.003266	0.003267	6	1129000000
2020-07-09	IR	6M.USD.FRA_20210518	6M.USD.FRA_20210518	0.003268	0.003268	0.003268	0.003268	1	188000000
2020-07-09	IR	6M.USD.FRA_20210519	6M.USD.FRA_20210519	0.003269	0.003269	0.003269	0.003269	1	200000000
2020-07-09	IR	6M.USD.FRA_20210520	6M.USD.FRA_20210520	0.00327	0.00327	0.00327	0.00327	3	71000000
2020-07-09	IR	6M.USD.FRA_20210524	6M.USD.FRA_20210524	0.003271	0.003276	0.003271	0.003276	4	186000000
2020-07-09	IR	6M.USD.FRA_20210525	6M.USD.FRA_20210525	0.003278	0.003278	0.003278	0.003278	2	75000000
2020-07-09	IR	6M.USD.FRA_20210527	6M.USD.FRA_20210527	0.003282	0.003282	0.003282	0.003282	2	105000000
2020-07-09	IR	6M.USD.FRA_20210528	6M.USD.FRA_20210528	0.003284	0.003284	0.003284	0.003284	4	302000000
2020-07-09	IR	6M.USD.FRA_20210601	6M.USD.FRA_20210601	0.003287	0.003287	0.003287	0.003287	1	35000000
2020-07-09	IR	6M.USD.FRA_20210603	6M.USD.FRA_20210603	0.003291	0.003291	0.003291	0.003291	1	200000000
2020-07-09	IR	6M.USD.FRA_20210604	6M.USD.FRA_20210604	0.003293	0.003293	0.003293	0.003293	2	68000000
2020-07-09	IR	6M.USD.FRA_20210607	6M.USD.FRA_20210607	0.003299	0.003299	0.003299	0.003299	1	25000000
2020-07-09	IR	6M.USD.FRA_20210611	6M.USD.FRA_20210611	0.003308	0.003308	0.003308	0.003308	1	64000000
2020-07-09	IR	6M.USD.FRA_20210614	6M.USD.FRA_20210614	0.003314	0.003314	0.003314	0.003314	4	361000000
2020-07-09	IR	6M.USD.FRA_20210615	6M.USD.FRA_20210615	0.003316	0.003316	0.003316	0.003316	2	171000000
2020-07-09	IR	6M.USD.FRA_20210616	6M.USD.FRA_20210616	0.003317	0.003317	0.003317	0.003317	5	584000000
2020-07-09	IR	6M.USD.FRA_20210618	6M.USD.FRA_20210618	0.0033	0.0033	0.0033	0.0033	1	73000000
2020-07-09	IR	6M.USD.FRA_20210621	6M.USD.FRA_20210621	0.003275	0.003275	0.003275	0.003275	3	82000000
2020-07-09	IR	6M.USD.FRA_20210622	6M.USD.FRA_20210622	0.003267	0.003267	0.003267	0.003267	1	32000000
2020-07-09	IR	6M.USD.FRA_20210624	6M.USD.FRA_20210624	0.003251	0.003251	0.003251	0.003251	3	269000000
2020-07-09	IR	6M.USD.FRA_20210629	6M.USD.FRA_20210629	0.00321	0.00321	0.00321	0.00321	4	326000000
2020-07-09	IR	6M.USD.FRA_20210630	6M.USD.FRA_20210630	0.003196	0.003201	0.003196	0.003201	2	40000000
2020-07-09	IR	6M.USD.FRA_20210706	6M.USD.FRA_20210706	0.003147	0.003157	0.003147	0.003157	9	836000000
2020-07-09	IR	6M.USD.FRA_20210712	6M.USD.FRA_20210712	0.003102	0.003102	0.003102	0.003102	1	56000000
2020-07-09	IR	6M.USD.FRA_20210713	6M.USD.FRA_20210713	0.003089	0.003089	0.003089	0.003089	2	704000000
2020-07-09	IR	6M.USD.FRA_20210714	6M.USD.FRA_20210714	0.00308	0.00308	0.00308	0.00308	1	31000000
2020-07-09	IR	6M.USD.FRA_20210719	6M.USD.FRA_20210719	0.003039	0.003039	0.003039	0.003039	3	312000000
2020-07-09	IR	6M.USD.FRA_20210726	6M.USD.FRA_20210726	0.002989	0.002989	0.002989	0.002989	2	86000000
2020-07-09	IR	6M.USD.FRA_20210809	6M.USD.FRA_20210809	0.002872	0.002872	0.002872	0.002872	1	26000000
2020-07-09	IR	6M.USD.FRA_20210816	6M.USD.FRA_20210816	0.002817	0.002817	0.002817	0.002817	1	26000000
2020-07-09	IR	6M.USD.FRA_20211015	6M.USD.FRA_20211015	0.002595	0.002595	0.002595	0.002595	1	36000000
2020-07-09	IR	6M.USD.FRA_20211018	6M.USD.FRA_20211018	0.002592	0.002592	0.002592	0.002592	1	36000000
2020-07-09	IR	6M.USD.FRA_20211110	6M.USD.FRA_20211110	0.002558	0.002558	0.002558	0.002558	1	11000000
2020-07-09	IR	6M.USD.FRA_20211122	6M.USD.FRA_20211122	0.002542	0.002542	0.002542	0.002542	1	11000000
2020-07-09	IR	6M.USD.FRA_20211231	6M.USD.FRA_20211231	0.002522	0.002522	0.002522	0.002522	1	11000000
2020-07-09	IR	6M.USD.FRA_20220110	6M.USD.FRA_20220110	0.002532	0.002532	0.002532	0.002532	1	42000000
2020-07-09	IR	6M.USD.FRA_20220112	6M.USD.FRA_20220112	0.002534	0.002534	0.002534	0.002534	2	97000000
2020-07-09	IR	6M.USD.FRA_20220128	6M.USD.FRA_20220128	0.002551	0.002551	0.002551	0.002551	1	64000000
2020-07-09	IR	6M.USD.FRA_20220131	6M.USD.FRA_20220131	0.002554	0.002554	0.002554	0.002554	1	150000000
2020-07-09	IR	6M.USD.FRA_20220314	6M.USD.FRA_20220314	0.002609	0.002609	0.002609	0.002609	1	53000000
2020-07-09	IR	6M.USD.FRA_20220329	6M.USD.FRA_20220329	0.002636	0.002636	0.002636	0.002636	1	53000000
2020-07-09	IR	6M.USD.FRA_20220419	6M.USD.FRA_20220419	0.002659	0.002659	0.002659	0.002659	1	299000000
2020-07-09	IR	6M.USD.FRA_20220421	6M.USD.FRA_20220421	0.002667	0.002667	0.002667	0.002667	1	14000000
2020-07-09	IR	6M.USD.FRA_20220429	6M.USD.FRA_20220429	0.002677	0.002677	0.002677	0.002677	1	68000000
2020-07-09	IR	6M.USD.FRA_20220503	6M.USD.FRA_20220503	0.002682	0.002682	0.00268	0.002682	3	128000000
2020-07-09	IR	6M.USD.FRA_20220509	6M.USD.FRA_20220509	0.002691	0.002691	0.002689	0.002691	3	203000000
2020-07-09	IR	6M.USD.FRA_20220516	6M.USD.FRA_20220516	0.0027	0.0027	0.002698	0.002698	3	273000000
2020-07-09	IR	6M.USD.FRA_20220519	6M.USD.FRA_20220519	0.002703	0.002703	0.002703	0.002703	1	58000000
2020-07-09	IR	6M.USD.FRA_20220523	6M.USD.FRA_20220523	0.002706	0.002706	0.002706	0.002706	2	137000000
2020-07-09	IR	6M.USD.FRA_20220531	6M.USD.FRA_20220531	0.002715	0.002717	0.002715	0.002717	2	163000000
2020-07-09	IR	6Y ANN/6s HUF IRS_20260713	6Y ANN/6s HUF IRS_20260713	0.0105	0.0105	0.0105	0.0105	1	1600000000
2020-07-09	IR	6Y FF/3M LCH		22.75	22.75	22.75	22.75	2	444000000
2020-07-09	IR	6s3s ROLL DEC21		8.25	9	9	9	1	1500000000
2020-07-09	IR	6s3s ROLL MAR22		8.25	10.25	10.25	10.25	1	1000000000
2020-07-09	IR	7Y 3M/6M		10.625	10.625	10.625	10.625	1	100000000
2020-07-09	IR	7Y ANN/6s HUF IRS_20270713	7Y ANN/6s HUF IRS_20270713	0.0117	0.0117	0.0117	0.0117	2	5500000000
2020-07-09	IR	7Y LCH.sb		0.47	0.47	0.47	0.47	2	135000000
2020-07-09	IR	7Y TRY/USD IRX Outright_20270713	7Y TRY/USD IRX Outright_20270713	0.11986	0.1215	0.11986	0.121485	4	131113600
2020-07-09	IR	8Y Q/3s ZAR IRS_20280709	8Y Q/3s ZAR IRS_20280709	0.0652	0.0652	0.0652	0.0652	1	525000000
2020-07-09	IR	9M TRY/USD IRX Outright_20210413	9M TRY/USD IRX Outright_20210413	0.1637	0.1637	0.1637	0.1637	1	102990000
2020-07-09	IR	9Y ANN/6s HUF IRS_20290713	9Y ANN/6s HUF IRS_20290713	0.0138	0.0138	0.0138	0.0138	1	1800000000
2020-07-09	IR	9Y LCH.sb		0.59	0.59	0.59	0.59	2	222000000
2020-07-09	IR	ASX_AUD_IRS_3M_AUD_BBSW_0X36	ASX_AUD_IRS_3M_AUD_BBSW_0X36					2	225000000
2020-07-09	IR	AUD.1Y.3M.XCCY.BSX_20210713	AUD.1Y.3M.XCCY.BSX_20210713	0.0013875	0.0014	0.0013875	0.0014	3	500000000
2020-07-09	IR	AUD.3Y.3M.SEP20.EFP_20230710	AUD.3Y.3M.SEP20.EFP_20230710	0.0019625	0.0019625	0.0019625	0.0019625	1	150000000
2020-07-09	IR	AUD.3Y.3M.XCCY.BSX_20230713	AUD.3Y.3M.XCCY.BSX_20230713	0.001725	0.001725	0.001725	0.001725	1	100000000
2020-07-09	IR	AUD.3Y.3M/6M_20230710	AUD.3Y.3M/6M_20230710	0.000475	0.000475	0.000475	0.000475	1	57000000
2020-07-09	IR	AUD.4Y.3M/6M_20240710	AUD.4Y.3M/6M_20240710	0.0004625	0.0004625	0.0004625	0.0004625	1	86000000
2020-07-09	IR	AUD.5Y.3M/6M_20250710	AUD.5Y.3M/6M_20250710	0.00045	0.00045	0.00045	0.00045	1	34000000
2020-07-09	IR	AUD.5Y.6M_20250710	AUD.5Y.6M_20250710	0.003825	0.003825	0.003825	0.003825	1	40000000
2020-07-09	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X53	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X53					1	599615370
2020-07-09	IR	CAD.2Y.SPD.3M_20220709	CAD.2Y.SPD.3M_20220709	0.0055934	0.0055934	0.0055684	0.0055684	2	747500000
2020-07-09	IR	CAD.3Y.SPD.3M_20230709	CAD.3Y.SPD.3M_20230709	0.0060264	0.0060264	0.0059981	0.0059981	2	500000000
2020-07-09	IR	CLP.2Y.SB.TNA_20220713	CLP.2Y.SB.TNA_20220713	0.0055	0.0055	0.0055	0.0055	1	19600000000
2020-07-09	IR	CLP.5Y.SB.TNA_20250713	CLP.5Y.SB.TNA_20250713	0.0116	0.0116	0.0116	0.0116	1	8000000000
2020-07-09	IR	CLP_NDS_6M_USD_TNA_0X108	CLP_NDS_6M_USD_TNA_0X108					7	32900000000
2020-07-09	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12					3	78000000000
2020-07-09	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120					13	54300000000
2020-07-09	IR	CLP_NDS_6M_USD_TNA_0X144	CLP_NDS_6M_USD_TNA_0X144					1	2600000000
2020-07-09	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18					2	32000000000
2020-07-09	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24					6	129200000000
2020-07-09	IR	CLP_NDS_6M_USD_TNA_0X240	CLP_NDS_6M_USD_TNA_0X240					1	1700000000
2020-07-09	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36					1	8000000000
2020-07-09	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48					1	6000000000
2020-07-09	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60					18	129900000000
2020-07-09	IR	CLP_NDS_6M_USD_TNA_0X72	CLP_NDS_6M_USD_TNA_0X72					5	25800000000
2020-07-09	IR	CLP_NDS_6M_USD_TNA_0X84	CLP_NDS_6M_USD_TNA_0X84					1	5900000000
2020-07-09	IR	CME_MXN_IRS_28M_MXN_TIIE_0X107	CME_MXN_IRS_28M_MXN_TIIE_0X107					2	920000000
2020-07-09	IR	CME_MXN_IRS_28M_MXN_TIIE_0X119	CME_MXN_IRS_28M_MXN_TIIE_0X119					2	290000000
2020-07-09	IR	CME_MXN_IRS_28M_MXN_TIIE_0X12	CME_MXN_IRS_28M_MXN_TIIE_0X12					8	11500000000
2020-07-09	IR	CME_MXN_IRS_28M_MXN_TIIE_0X2	CME_MXN_IRS_28M_MXN_TIIE_0X2					3	22770000000
2020-07-09	IR	CME_MXN_IRS_28M_MXN_TIIE_0X23	CME_MXN_IRS_28M_MXN_TIIE_0X23					7	3905000000
2020-07-09	IR	CME_MXN_IRS_28M_MXN_TIIE_0X5	CME_MXN_IRS_28M_MXN_TIIE_0X5					6	18330000000
2020-07-09	IR	CME_MXN_IRS_28M_MXN_TIIE_0X59	CME_MXN_IRS_28M_MXN_TIIE_0X59					5	2150000000
2020-07-09	IR	CME_MXN_IRS_28M_MXN_TIIE_0X71	CME_MXN_IRS_28M_MXN_TIIE_0X71					1	640000000
2020-07-09	IR	CME_MXN_IRS_28M_MXN_TIIE_0X95	CME_MXN_IRS_28M_MXN_TIIE_0X95					2	1010000000
2020-07-09	IR	COP_NOIS_IBR__0X18	COP_NOIS_IBR__0X18					1	49000000000
2020-07-09	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24					4	148000000000
2020-07-09	IR	COP_NOIS_IBR__0X3	COP_NOIS_IBR__0X3					1	291000000000
2020-07-09	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60					4	64000000000
2020-07-09	IR	COP_NOIS_IBR__0X84	COP_NOIS_IBR__0X84					1	12000000000
2020-07-09	IR	COP_NOIS_IBR__0X9	COP_NOIS_IBR__0X9					1	98000000000
2020-07-09	IR	COP_NOIS_IBR__0X96	COP_NOIS_IBR__0X96					1	11000000000
2020-07-09	IR	EUR.12Y.6M_20320713	EUR.12Y.6M_20320713	-0.00097	-0.00097	-0.00097	-0.00097	1	25000000
2020-07-09	IR	GBP.USD.2Y.3M.XCCY.BSW_20220713	GBP.USD.2Y.3M.XCCY.BSW_20220713	-0.000325	-0.000325	-0.000325	-0.000325	1	300000000
2020-07-09	IR	GBP.USD.3Y.3M.XCCY.BSW_20230713	GBP.USD.3Y.3M.XCCY.BSW_20230713	-0.0003125	-0.0003125	-0.0003125	-0.0003125	1	200000000
2020-07-09	IR	GILT.SEP.20_20300709	GILT.SEP.20_20300709	0.003679	0.003679	0.003679	0.003679	1	25000000
2020-07-09	IR	INR.USD.3Y.ifx.NDIRX_20230714	INR.USD.3Y.ifx.NDIRX_20230714	0.0472	0.0472	0.0472	0.0472	1	50000000
2020-07-09	IR	INR.USD.4Y.ifx.NDIRX_20240714	INR.USD.4Y.ifx.NDIRX_20240714	0.0484	0.0484	0.0484	0.0484	1	38500000
2020-07-09	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X36	IRS_AUD_3MBBSW_AUD_6MBBSW_0X36					1	150000000
2020-07-09	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X120	IRS_AUD_3MBBSW_USD_3MUSDL_0X120					2	65500000
2020-07-09	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X144	IRS_AUD_3MBBSW_USD_3MUSDL_0X144					1	26000000
2020-07-09	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X180	IRS_AUD_3MBBSW_USD_3MUSDL_0X180					3	38000000
2020-07-09	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X60	IRS_AUD_3MBBSW_USD_3MUSDL_0X60					2	150000000
2020-07-09	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X120	IRS_CAD_3MCDOR_USD_3MUSDL_0X120					1	50000000
2020-07-09	IR	IRS_CHF_3MCHFL_USD_3MUSDL_0X60	IRS_CHF_3MCHFL_USD_3MUSDL_0X60					2	80000000
2020-07-09	IR	IRS_CLF_6MUF_CLP_CAMA_0X36	IRS_CLF_6MUF_CLP_CAMA_0X36					1	300000
2020-07-09	IR	IRS_COU_1TUVR_COP_IBR_0X6	IRS_COU_1TUVR_COP_IBR_0X6					2	794352336
2020-07-09	IR	IRS_COU_1TUVR_COP_IBR_0X9	IRS_COU_1TUVR_COP_IBR_0X9					1	533195404
2020-07-09	IR	IRS_EUR_3MEURI_USD_3MUSDL_0X36	IRS_EUR_3MEURI_USD_3MUSDL_0X36					1	100000000
2020-07-09	IR	IRS_JPY_3MJPYL_USD_3MUSDL_0X120	IRS_JPY_3MJPYL_USD_3MUSDL_0X120					2	4000000000
2020-07-09	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X12	IRS_NZD_3MBKBM_USD_3MUSDL_0X12					1	200000000
2020-07-09	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X24	IRS_NZD_3MBKBM_USD_3MUSDL_0X24					1	100000000
2020-07-09	IR	IRS_USD_3MUSDL_COP_IBR_0X108	IRS_USD_3MUSDL_COP_IBR_0X108					2	13000000
2020-07-09	IR	IRS_USD_3MUSDL_COP_IBR_0X60	IRS_USD_3MUSDL_COP_IBR_0X60					2	25800000
2020-07-09	IR	IRS_USD_6MUSDL_CLP_CAMA_0X108	IRS_USD_6MUSDL_CLP_CAMA_0X108					1	5700000
2020-07-09	IR	IRS_USD_6MUSDL_CLP_CAMA_0X120	IRS_USD_6MUSDL_CLP_CAMA_0X120					1	5200000
2020-07-09	IR	IRS_USD_6MUSDL_CLP_CAMA_0X144	IRS_USD_6MUSDL_CLP_CAMA_0X144					2	8800000
2020-07-09	IR	IRS_USD_6MUSDL_CLP_CAMA_0X24	IRS_USD_6MUSDL_CLP_CAMA_0X24					5	95000000
2020-07-09	IR	IRS_USD_6MUSDL_CLP_CAMA_0X48	IRS_USD_6MUSDL_CLP_CAMA_0X48					1	34000000
2020-07-09	IR	IRS_USD_6MUSDL_CLP_CAMA_0X72	IRS_USD_6MUSDL_CLP_CAMA_0X72					1	22700000
2020-07-09	IR	IRS_USD_6MUSDL_CLP_CAMA_0X96	IRS_USD_6MUSDL_CLP_CAMA_0X96					1	6400000
2020-07-09	IR	JPY.10Y.6M_20300713	JPY.10Y.6M_20300713	0.0004	0.0004	0.0004	0.0004	1	990000000
2020-07-09	IR	JPY.20Y.6M_20400713	JPY.20Y.6M_20400713	0.002375	0.002375	0.002375	0.002375	1	500000000
2020-07-09	IR	JPY.4Y.3M/6M_20240713	JPY.4Y.3M/6M_20240713	0.0004875	0.0004875	0.0004875	0.0004875	1	25000000000
2020-07-09	IR	JPY.6Y.3M.XCCY.BSX_20260713	JPY.6Y.3M.XCCY.BSX_20260713	-0.0052875	-0.0052793	-0.005325	-0.005325	4	16000000000
2020-07-09	IR	LCHL_CAD_IRS_3M_CAD_CDOR_0X120	LCHL_CAD_IRS_3M_CAD_CDOR_0X120					1	50000000
2020-07-09	IR	LCHL_CAD_IRS_3M_CAD_CDOR_0X360	LCHL_CAD_IRS_3M_CAD_CDOR_0X360					1	10000000
2020-07-09	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X36	LCH_AUD_IRS_3M_AUD_BBSW_0X36					1	250000000
2020-07-09	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120					2	80000000
2020-07-09	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X120	LCH_CAD_IRS_3M_CAD_CDOR_0X120					10	459500000
2020-07-09	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X240	LCH_CAD_IRS_3M_CAD_CDOR_0X240					3	125000000
2020-07-09	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X360	LCH_CAD_IRS_3M_CAD_CDOR_0X360					5	83500000
2020-07-09	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X60	LCH_CAD_IRS_3M_CAD_CDOR_0X60					4	449000000
2020-07-09	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X72	LCH_CAD_IRS_3M_CAD_CDOR_0X72					1	150000000
2020-07-09	IR	MYR_NDS_3M_USD_KLIBOR_0X12	MYR_NDS_3M_USD_KLIBOR_0X12					1	440000000
2020-07-09	IR	MYR_NDS_3M_USD_KLIBOR_0X24	MYR_NDS_3M_USD_KLIBOR_0X24					2	440000000
2020-07-09	IR	MYR_NDS_3M_USD_KLIBOR_0X60	MYR_NDS_3M_USD_KLIBOR_0X60					1	92000000
2020-07-09	IR	SOPT_STRADDLE_E_USD_3MLIBOR_24 X 120_.775	SOPT_STRADDLE_E_USD_3MLIBOR_24 X 120_0.775					1	100000000
2020-07-09	IR	SOPT_STRADDLE_E_USD_3MLIBOR_24 X 120_.785	SOPT_STRADDLE_E_USD_3MLIBOR_24 X 120_0.7850					1	75000000
2020-07-09	IR	SOPT_STRADDLE_E_USD_3MLIBOR_24 X 120_.8075	SOPT_STRADDLE_E_USD_3MLIBOR_24 X 120_0.8075					2	150000000
2020-07-09	IR	SOPT_STRADDLE_E_USD_3MLIBOR_48 X 360_.959	SOPT_STRADDLE_E_USD_3MLIBOR_48 X 360_0.9590					1	25000000
2020-07-09	IR	SOPT_STRADDLE_E_USD_3MLIBOR_60 X 360_.967	SOPT_STRADDLE_E_USD_3MLIBOR_60 X 360_0.967					1	25000000
2020-07-09	IR	TWD.4Y.3M.TAIBOR.IRS_20240713	TWD.4Y.3M.TAIBOR.IRS_20240713	0.0052	0.0052	0.0052	0.0052	1	1000000000
2020-07-09	IR	USD.10Y.FF/3M_20300713	USD.10Y.FF/3M_20300713	0.0022875	0.0022875	0.0022875	0.0022875	1	25000000
2020-07-09	IR	USD.FRA.3M.1x4_20201103	USD.FRA.3M.1x4_20201103	0.0026625	0.0026625	0.0026625	0.0026625	1	500000000
2020-07-09	IR	USD.FRA.3M.1x4_20201117	USD.FRA.3M.1x4_20201117	0.0027	0.0027	0.0027	0.0027	1	1000000000