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
2019-10-17	CD	276148	IG32 5Y - SEF	48.86	48.86	48.86	48.86	1	82000000
2019-10-17	CD	276161	IG32 10Y - SEF	98.65	98.7	98.65	98.7	2	414000000
2019-10-17	CD	277064	HY32 5Y - SEF	107.595	107.595	107.595	107.595	1	44000000
2019-10-17	CD	295523	IG33 5Y - SEF	55.45	56.1	55.4	55.8	22	1259000000
2019-10-17	CD	295530	IG33 10Y - SEF	103.0	103.25	103.0	103.25	3	425000000
2019-10-17	CD	295599	CDXEM 32 - SEF	95.25	95.25	95.25	95.25	2	20000000
2019-10-17	CD	296233	HY33 5Y - SEF	107.21	107.25	107.105	107.17	23	286000000
2019-10-17	CD	CDX.EM.32.V1_60M	CDX.EM.32.V1_60M	0.952	0.953	0.9508	0.953	12	195000000
2019-10-17	CU	103D_USD_JPY_A_FXO_0.224_FXO	103D_USD_JPY_A_FXO_0.224_FXO	0.3768368	0.3768368	0.3768368	0.3768368	1	50000000
2019-10-17	CU	103D_USD_JPY_A_FXO_0.2255_FXO	103D_USD_JPY_A_FXO_0.2255_FXO	0.3801661	0.3801661	0.3801661	0.3801661	1	30000000
2019-10-17	CU	10D_NDF_USD_BRL_NDF	10D_NDF_USD_BRL_NDF	4.1677	4.1677	4.1677	4.1677	1	14000000
2019-10-17	CU	12D_EUR_JPY_A_FXO_-0.4949_FXO	12D_EUR_JPY_A_FXO_-0.4949_FXO	0.4943826	0.4943826	0.4943826	0.4943826	1	30000000
2019-10-17	CU	14D_NDF_USD_BRL_NDF	14D_NDF_USD_BRL_NDF	4.168	4.168	4.168	4.168	1	14000000
2019-10-17	CU	15D_AUD_NZD_A_FXO_-0.506_FXO	15D_AUD_NZD_A_FXO_-0.506_FXO	0.3524275	0.3524275	0.3524275	0.3524275	1	15000000
2019-10-17	CU	15D_AUD_NZD_A_FXO_0.4941_FXO	15D_AUD_NZD_A_FXO_0.4941_FXO	0.3431588	0.3431588	0.3431588	0.3431588	1	15000000
2019-10-17	CU	15D_USD_JPY_A_FXO_0.4063_FXO	15D_USD_JPY_A_FXO_0.4063_FXO	0.3806324	0.3806324	0.3806324	0.3806324	2	100000000
2019-10-17	CU	172D_USD_JPY_A_FXO_-0.2375_FXO	172D_USD_JPY_A_FXO_-0.2375_FXO	0.7102079	0.7102079	0.7102079	0.7102079	1	50000000
2019-10-17	CU	18D_USD_JPY_A_FXO_0.1729_FXO	18D_USD_JPY_A_FXO_0.1729_FXO	0.119877	0.119877	0.119877	0.119877	2	100000000
2019-10-17	CU	19D_USD_JPY_A_FXO_-0.2774_FXO	19D_USD_JPY_A_FXO_-0.2774_FXO	0.2441115	0.2441115	0.2441115	0.2441115	1	75000000
2019-10-17	CU	1D_AUD_USD_B_FXO_0.4096_FXO	1D_AUD_USD_B_FXO_0.4096_FXO	0.09919971	0.09919971	0.09919971	0.09919971	1	100000000
2019-10-17	CU	1D_AUD_USD_B_FXO_0.471_FXO	1D_AUD_USD_B_FXO_0.471_FXO	0.1346075	0.1346075	0.1346075	0.1346075	1	30000000
2019-10-17	CU	1D_EUR_GBP_A_FXO_0.2555_FXO	1D_EUR_GBP_A_FXO_0.2555_FXO	0.1531109	0.1531109	0.1531109	0.1531109	2	70000000
2019-10-17	CU	1D_EUR_GBP_A_FXO_0.3671_FXO	1D_EUR_GBP_A_FXO_0.3671_FXO	0.2649361	0.2649361	0.2649361	0.2649361	2	80000000
2019-10-17	CU	1D_EUR_USD_B_FXO_-0.3423_FXO	1D_EUR_USD_B_FXO_-0.3423_FXO	0.1065377	0.1065377	0.1065377	0.1065377	3	120000000
2019-10-17	CU	1D_GBP_USD_B_FXO_-0.2447_FXO	1D_GBP_USD_B_FXO_-0.2447_FXO	0.2297912	0.2297912	0.2297912	0.2297912	2	80000000
2019-10-17	CU	1D_GBP_USD_B_FXO_0.4446_FXO	1D_GBP_USD_B_FXO_0.4446_FXO	0.554275	0.554275	0.554275	0.554275	2	30000000
2019-10-17	CU	1D_USD_CNH_A_FXO_-0.1688_FXO	1D_USD_CNH_A_FXO_-0.1688_FXO	0.02777983	0.02777983	0.02777983	0.02777983	1	30000000
2019-10-17	CU	1D_USD_JPY_A_FXO_-0.2005_FXO	1D_USD_JPY_A_FXO_-0.2005_FXO	0.03515476	0.03515476	0.03515476	0.03515476	3	100000000
2019-10-17	CU	1D_USD_JPY_A_FXO_-0.3364_FXO	1D_USD_JPY_A_FXO_-0.3364_FXO	0.06116107	0.06116107	0.06116107	0.06116107	2	40000000
2019-10-17	CU	1M_EUR_USD_B_FXO_-0.246_FXO	1M_EUR_USD_B_FXO_-0.246_FXO	0.2673985	0.2673985	0.2673985	0.2673985	1	50000000
2019-10-17	CU	1M_EUR_USD_B_FXO_0.2481_FXO	1M_EUR_USD_B_FXO_0.2481_FXO	0.2795027	0.2795027	0.2795027	0.2795027	1	53000000
2019-10-17	CU	1M_GBP_USD_B_FXO_-0.4995_FXO	1M_GBP_USD_B_FXO_-0.4995_FXO	2.037315	2.037315	2.037315	2.037315	1	15000000
2019-10-17	CU	1M_GBP_USD_B_FXO_-0.5011_FXO	1M_GBP_USD_B_FXO_-0.5011_FXO	2.048095	2.048095	2.048095	2.048095	1	5000000
2019-10-17	CU	1M_GBP_USD_B_FXO_0.4989_FXO	1M_GBP_USD_B_FXO_0.4989_FXO	1.937095	1.937095	1.937095	1.937095	1	5000000
2019-10-17	CU	1M_GBP_USD_B_FXO_0.5005_FXO	1M_GBP_USD_B_FXO_0.5005_FXO	1.946315	1.946315	1.946315	1.946315	1	15000000
2019-10-17	CU	1M_NDF_USD_BRL_NDF	1M_NDF_USD_BRL_NDF	4.1815	4.1815	4.1815	4.1815	1	1500000
2019-10-17	CU	1M_NOK_SEK_A_FXO_-0.5012_FXO	1M_NOK_SEK_A_FXO_-0.5012_FXO	0.7025259	0.7025259	0.7025259	0.7025259	1	125000000
2019-10-17	CU	1M_NOK_SEK_A_FXO_0.4987_FXO	1M_NOK_SEK_A_FXO_0.4987_FXO	0.7128827	0.7128827	0.7128827	0.7128827	1	125000000
2019-10-17	CU	1M_USD_BRL_A_FXO_-0.5079_FXO	1M_USD_BRL_A_FXO_-0.5079_FXO	1.58331	1.58331	1.58331	1.58331	1	15000000
2019-10-17	CU	1M_USD_BRL_A_FXO_0.4921_FXO	1M_USD_BRL_A_FXO_0.4921_FXO	1.58331	1.58331	1.58331	1.58331	1	15000000
2019-10-17	CU	1M_USD_CNH_A_FXO_-0.5_FXO	1M_USD_CNH_A_FXO_-0.5_FXO	0.6646819	0.6646819	0.6646819	0.6646819	2	37500000
2019-10-17	CU	1M_USD_CNH_A_FXO_0.4999_FXO	1M_USD_CNH_A_FXO_0.4999_FXO	0.6787575	0.6787575	0.6787575	0.6787575	2	37500000
2019-10-17	CU	1W_EUR_JPY_A_FXO_-0.4949_FXO	1W_EUR_JPY_A_FXO_-0.4949_FXO	0.3433771	0.3433771	0.3433771	0.3433771	2	25000000
2019-10-17	CU	1W_EUR_JPY_A_FXO_0.5049_FXO	1W_EUR_JPY_A_FXO_0.5049_FXO	0.3583127	0.3583127	0.3583127	0.3583127	2	25000000
2019-10-17	CU	1W_USD_CHF_A_FXO_0.1822_FXO	1W_USD_CHF_A_FXO_0.1822_FXO	0.07977019	0.07977019	0.07977019	0.07977019	1	75000000
2019-10-17	CU	1W_USD_CNH_A_FXO_-0.2507_FXO	1W_USD_CNH_A_FXO_-0.2507_FXO	0.1003674	0.1003674	0.1003674	0.1003674	1	20000000
2019-10-17	CU	1W_USD_CNH_A_FXO_0.2473_FXO	1W_USD_CNH_A_FXO_0.2473_FXO	0.1050822	0.1050822	0.1050822	0.1050822	1	20000000
2019-10-17	CU	1W_USD_JPY_A_FXO_-0.3073_FXO	1W_USD_JPY_A_FXO_-0.3073_FXO	0.1480563	0.1480563	0.1480563	0.1480563	3	130000000
2019-10-17	CU	1W_USD_MXN_A_FXO_-0.5021_FXO	1W_USD_MXN_A_FXO_-0.5021_FXO	0.4143544	0.4143544	0.4143544	0.4143544	2	50000000
2019-10-17	CU	1W_USD_MXN_A_FXO_0.4979_FXO	1W_USD_MXN_A_FXO_0.4979_FXO	0.4143544	0.4143544	0.4143544	0.4143544	2	50000000
2019-10-17	CU	1W_USD_RUB_A_FXO_-0.5003_FXO	1W_USD_RUB_A_FXO_-0.5003_FXO	0.4120074	0.4120074	0.4120074	0.4120074	1	10000000
2019-10-17	CU	1W_USD_RUB_A_FXO_0.4997_FXO	1W_USD_RUB_A_FXO_0.4997_FXO	0.4166905	0.4166905	0.4166905	0.4166905	1	10000000
2019-10-17	CU	1Y_NZD_CAD_A_FXO_-0.4996_FXO	1Y_NZD_CAD_A_FXO_-0.4996_FXO	2.813772	2.813772	2.813772	2.813772	3	40000000
2019-10-17	CU	1Y_NZD_CAD_A_FXO_0.4978_FXO	1Y_NZD_CAD_A_FXO_0.4978_FXO	3.069404	3.069404	3.069404	3.069404	3	40000000
2019-10-17	CU	1Y_USD_CAD_A_FXO_-0.1011_FXO	1Y_USD_CAD_A_FXO_-0.1011_FXO	0.2994317	0.2994317	0.2994317	0.2994317	1	33500000
2019-10-17	CU	1Y_USD_CAD_A_FXO_-0.5004_FXO	1Y_USD_CAD_A_FXO_-0.5004_FXO	2.162542	2.162542	2.162542	2.162542	1	15000000
2019-10-17	CU	1Y_USD_CAD_A_FXO_0.1013_FXO	1Y_USD_CAD_A_FXO_0.1013_FXO	0.3059316	0.3059316	0.3059316	0.3059316	1	33500000
2019-10-17	CU	1Y_USD_CAD_A_FXO_0.4982_FXO	1Y_USD_CAD_A_FXO_0.4982_FXO	2.303296	2.303296	2.303296	2.303296	1	15000000
2019-10-17	CU	1Y_USD_MXN_A_FXO_-0.5232_FXO	1Y_USD_MXN_A_FXO_-0.5232_FXO	4.644084	4.644084	4.644084	4.644084	2	37500000
2019-10-17	CU	1Y_USD_MXN_A_FXO_0.4768_FXO	1Y_USD_MXN_A_FXO_0.4768_FXO	4.644084	4.644084	4.644084	4.644084	2	37500000
2019-10-17	CU	1Y_USD_PHP_A_FXO_-0.4994_FXO	1Y_USD_PHP_A_FXO_-0.4994_FXO	2.006567	2.006567	2.006567	2.006567	1	15000000
2019-10-17	CU	1Y_USD_PHP_A_FXO_0.4992_FXO	1Y_USD_PHP_A_FXO_0.4992_FXO	2.140564	2.140564	2.140564	2.140564	1	15000000
2019-10-17	CU	1Y_USD_TRY_A_FXO_-0.4903_FXO	1Y_USD_TRY_A_FXO_-0.4903_FXO	6.862289	6.862289	6.862289	6.862289	2	25000000
2019-10-17	CU	1Y_USD_TRY_A_FXO_0.4903_FXO	1Y_USD_TRY_A_FXO_0.4903_FXO	8.794083	8.794083	8.794083	8.794083	2	25000000
2019-10-17	CU	28D_USD_MXN_A_FXO_0.4386_FXO	28D_USD_MXN_A_FXO_0.4386_FXO	0.8382238	0.8382238	0.8382238	0.8382238	5	60000000
2019-10-17	CU	2M_AUD_USD_B_FXO_-0.5042_FXO	2M_AUD_USD_B_FXO_-0.5042_FXO	0.8379965	0.8379965	0.8379965	0.8379965	1	25000000
2019-10-17	CU	2M_AUD_USD_B_FXO_0.4958_FXO	2M_AUD_USD_B_FXO_0.4958_FXO	0.7859965	0.7859965	0.7859965	0.7859965	1	25000000
2019-10-17	CU	2M_EUR_CAD_A_FXO_-0.4973_FXO	2M_EUR_CAD_A_FXO_-0.4973_FXO	0.9152262	0.9152262	0.9152262	0.9152262	1	15000000
2019-10-17	CU	2M_EUR_CAD_A_FXO_0.5023_FXO	2M_EUR_CAD_A_FXO_0.5023_FXO	0.9575292	0.9575292	0.9575292	0.9575292	1	15000000
2019-10-17	CU	2M_EUR_USD_B_FXO_-0.2526_FXO	2M_EUR_USD_B_FXO_-0.2526_FXO	0.386867	0.386867	0.386867	0.386867	1	200000000
2019-10-17	CU	2M_EUR_USD_B_FXO_0.2489_FXO	2M_EUR_USD_B_FXO_0.2489_FXO	0.3910037	0.3910037	0.3910037	0.3910037	1	200000000
2019-10-17	CU	2M_USD_JPY_A_FXO_-0.0998_FXO	2M_USD_JPY_A_FXO_-0.0998_FXO	0.1576941	0.1576941	0.1576941	0.1576941	4	350000000
2019-10-17	CU	2M_USD_JPY_A_FXO_0.0987_FXO	2M_USD_JPY_A_FXO_0.0987_FXO	0.105854	0.105854	0.105854	0.105854	4	350000000
2019-10-17	CU	2W_EUR_JPY_A_FXO_0.1932_FXO	2W_EUR_JPY_A_FXO_0.1932_FXO	0.1532605	0.1532605	0.1532605	0.1532605	1	50000000
2019-10-17	CU	2W_EUR_USD_B_FXO_-0.1337_FXO	2W_EUR_USD_B_FXO_-0.1337_FXO	0.09535052	0.09535052	0.09535052	0.09535052	2	250000000
2019-10-17	CU	2W_EUR_USD_B_FXO_0.2477_FXO	2W_EUR_USD_B_FXO_0.2477_FXO	0.2139075	0.2139075	0.2139075	0.2139075	2	250000000
2019-10-17	CU	2W_USD_JPY_A_FXO_-0.2695_FXO	2W_USD_JPY_A_FXO_-0.2695_FXO	0.2089843	0.2089843	0.2089843	0.2089843	2	72000000
2019-10-17	CU	2W_USD_JPY_A_FXO_0.4176_FXO	2W_USD_JPY_A_FXO_0.4176_FXO	0.3496612	0.3496612	0.3496612	0.3496612	2	60000000
2019-10-17	CU	2Y_USD_TRY_A_FXO_-0.4781_FXO	2Y_USD_TRY_A_FXO_-0.4781_FXO	9.563634	9.563634	9.563634	9.563634	2	18000000
2019-10-17	CU	2Y_USD_TRY_A_FXO_0.4782_FXO	2Y_USD_TRY_A_FXO_0.4782_FXO	13.93482	13.93482	13.93482	13.93482	2	18000000
2019-10-17	CU	32D_USD_TWD_A_FXO_-0.2499_FXO	32D_USD_TWD_A_FXO_-0.2499_FXO	0.2075136	0.2075136	0.2075136	0.2075136	1	39000000
2019-10-17	CU	32D_USD_TWD_A_FXO_-0.4978_FXO	32D_USD_TWD_A_FXO_-0.4978_FXO	0.540409	0.540409	0.540409	0.540409	1	30000000
2019-10-17	CU	32D_USD_TWD_A_FXO_0.25_FXO	32D_USD_TWD_A_FXO_0.25_FXO	0.2075136	0.2075136	0.2075136	0.2075136	1	39000000
2019-10-17	CU	32D_USD_TWD_A_FXO_0.502_FXO	32D_USD_TWD_A_FXO_0.502_FXO	0.540409	0.540409	0.540409	0.540409	1	30000000
2019-10-17	CU	3M_AUD_USD_B_FXO_-0.2487_FXO	3M_AUD_USD_B_FXO_-0.2487_FXO	0.3973512	0.3973512	0.3973512	0.3973512	1	30000000
2019-10-17	CU	3M_AUD_USD_B_FXO_0.2534_FXO	3M_AUD_USD_B_FXO_0.2534_FXO	0.3544521	0.3544521	0.3544521	0.3544521	1	30000000
2019-10-17	CU	3M_NDF_USD_INR_NDF	3M_NDF_USD_INR_NDF	72.222	72.222	72.222	72.222	1	32000000
2019-10-17	CU	3M_USD_INR_A_FXO_0.3204_FXO	3M_USD_INR_A_FXO_0.3204_FXO	0.7044676	0.7044676	0.7044676	0.7044676	1	100000000
2019-10-17	CU	3M_USD_JPY_A_FXO_-0.2507_FXO	3M_USD_JPY_A_FXO_-0.2507_FXO	0.5209773	0.5209773	0.5209773	0.5209773	1	50000000
2019-10-17	CU	3M_USD_JPY_A_FXO_0.2505_FXO	3M_USD_JPY_A_FXO_0.2505_FXO	0.4162677	0.4162677	0.4162677	0.4162677	1	50000000
2019-10-17	CU	3Y_USD_JPY_A_FXO_-0.4962_FXO	3Y_USD_JPY_A_FXO_-0.4962_FXO	4.670279	4.670279	4.670279	4.670279	1	25000000
2019-10-17	CU	3Y_USD_JPY_A_FXO_0.4958_FXO	3Y_USD_JPY_A_FXO_0.4958_FXO	5.473673	5.473673	5.473673	5.473673	1	25000000
2019-10-17	CU	3Y_USD_PHP_A_FXO_-0.4974_FXO	3Y_USD_PHP_A_FXO_-0.4974_FXO	3.58206	3.58206	3.58206	3.58206	1	8750000
2019-10-17	CU	3Y_USD_PHP_A_FXO_0.4979_FXO	3Y_USD_PHP_A_FXO_0.4979_FXO	4.045194	4.045194	4.045194	4.045194	1	8750000
2019-10-17	CU	4D_USD_CNH_A_FXO_-0.4484_FXO	4D_USD_CNH_A_FXO_-0.4484_FXO	0.1497615	0.1497615	0.1497615	0.1497615	1	30000000
2019-10-17	CU	4D_USD_JPY_A_FXO_-0.3569_FXO	4D_USD_JPY_A_FXO_-0.3569_FXO	0.1264296	0.1264296	0.1264296	0.1264296	1	30000000
2019-10-17	CU	4D_USD_JPY_A_FXO_-0.403_FXO	4D_USD_JPY_A_FXO_-0.403_FXO	0.1384134	0.1384134	0.1384134	0.1384134	1	50000000
2019-10-17	CU	5D_USD_CNH_A_FXO_0.2985_FXO	5D_USD_CNH_A_FXO_0.2985_FXO	0.1053247	0.1053247	0.1053247	0.1053247	1	20000000
2019-10-17	CU	5D_USD_JPY_A_FXO_-0.2025_FXO	5D_USD_JPY_A_FXO_-0.2025_FXO	0.07291139	0.07291139	0.07291139	0.07291139	1	20000000
2019-10-17	CU	64D_USD_JPY_A_FXO_-0.1539_FXO	64D_USD_JPY_A_FXO_-0.1539_FXO	0.2503484	0.2503484	0.2503484	0.2503484	1	100000000
2019-10-17	CU	6D_EUR_USD_B_FXO_-0.399_FXO	6D_EUR_USD_B_FXO_-0.399_FXO	0.239906	0.239906	0.239906	0.239906	3	120000000
2019-10-17	CU	6D_USD_CHF_A_FXO_0.3286_FXO	6D_USD_CHF_A_FXO_0.3286_FXO	0.1483235	0.1483235	0.1483235	0.1483235	1	50000000
2019-10-17	CU	6D_USD_CNH_A_FXO_0.1813_FXO	6D_USD_CNH_A_FXO_0.1813_FXO	0.06958872	0.06958872	0.06958872	0.06958872	1	20000000
2019-10-17	CU	6M_AUD_USD_B_FXO_-0.5008_FXO	6M_AUD_USD_B_FXO_-0.5008_FXO	1.487698	1.487698	1.487698	1.487698	1	15000000
2019-10-17	CU	6M_AUD_USD_B_FXO_0.4992_FXO	6M_AUD_USD_B_FXO_0.4992_FXO	1.385698	1.385698	1.385698	1.385698	1	15000000
2019-10-17	CU	6M_CNH_INR_A_FXO_-0.499_FXO	6M_CNH_INR_A_FXO_-0.499_FXO	1.659421	1.659421	1.659421	1.659421	1	35500000
2019-10-17	CU	6M_CNH_INR_A_FXO_0.5001_FXO	6M_CNH_INR_A_FXO_0.5001_FXO	1.756982	1.756982	1.756982	1.756982	1	35500000
2019-10-17	CU	6M_USD_MXN_A_FXO_-0.5151_FXO	6M_USD_MXN_A_FXO_-0.5151_FXO	3.021823	3.021823	3.021823	3.021823	2	37500000
2019-10-17	CU	6M_USD_MXN_A_FXO_0.4849_FXO	6M_USD_MXN_A_FXO_0.4849_FXO	3.021823	3.021823	3.021823	3.021823	2	37500000
2019-10-17	CU	8D_AUD_JPY_A_FXO_-0.2044_FXO	8D_AUD_JPY_A_FXO_-0.2044_FXO	0.1567117	0.1567117	0.1567117	0.1567117	1	50000000
2019-10-17	CU	8D_AUD_USD_B_FXO_-0.4484_FXO	8D_AUD_USD_B_FXO_-0.4484_FXO	0.2316711	0.2316711	0.2316711	0.2316711	1	50000000
2019-10-17	CU	97D_USD_CAD_A_FXO_-0.2247_FXO	97D_USD_CAD_A_FXO_-0.2247_FXO	0.3288724	0.3288724	0.3288724	0.3288724	1	30000000
2019-10-17	CU	9M_EUR_USD_B_FXO_0.2446_FXO	9M_EUR_USD_B_FXO_0.2446_FXO	0.8214451	0.8214451	0.8214451	0.8214451	1	25000000
2019-10-17	CU	NDF.USD.BRL.1M.S.B	NDF.USD.BRL.1M.S.B	4.1662	4.1662	4.1396	4.1396	2	48500000
2019-10-17	CU	NDF.USD.BRL.2D.S.B	NDF.USD.BRL.2D.S.B	4.15665	4.15965	4.1536	4.1536	6	398000000
2019-10-17	CU	NDF.USD.BRL.3D.S.B	NDF.USD.BRL.3D.S.B	4.16025	4.16025	4.16025	4.16025	2	74000000
2019-10-17	CU	NDF.USD.BRL.8D.S.B	NDF.USD.BRL.8D.S.B	4.16765	4.1677	4.16265	4.1677	3	89000000
2019-10-17	CU	NDF.USD.BRL.9D.S.B	NDF.USD.BRL.9D.S.B	4.16325	4.16325	4.16325	4.16325	1	32000000
2019-10-17	CU	NDF.USD.BRL.BMF1.S.B	NDF.USD.BRL.BMF1.S.B	4.15104	4.18105	4.13288	4.1725	42	1222000000
2019-10-17	CU	NDF.USD.BRL.BMF2.S.B	NDF.USD.BRL.BMF2.S.B	4.14785	4.17485	4.14785	4.17485	5	400000000
2019-10-17	CU	NDF.USD.BRL.BMF4.S.B	NDF.USD.BRL.BMF4.S.B	4.1509	4.1509	4.1509	4.1509	2	125000000
2019-10-17	CU	NDF.USD.BRL.TODAY.S.B	NDF.USD.BRL.TODAY.S.B	4.15545	4.1616	4.15545	4.1616	6	73000000
2019-10-17	CU	NDF.USD.BRL.TOM.S.B	NDF.USD.BRL.TOM.S.B	4.15605	4.1631	4.136	4.1631	7	254000000
2019-10-17	CU	NDF.USD.CLP.1M.S.B	NDF.USD.CLP.1M.S.B	713.0	713.0	712.8	713.0	4	70000000
2019-10-17	CU	NDF.USD.CLP.2M.S.B	NDF.USD.CLP.2M.S.B	712.49	712.69	712.49	712.69	3	60000000
2019-10-17	CU	NDF.USD.CLP.3M.S.B	NDF.USD.CLP.3M.S.B	712.26	712.26	712.26	712.26	1	10000000
2019-10-17	CU	NDF.USD.CNY.11D.S.B	NDF.USD.CNY.11D.S.B	7.0755	7.0755	7.0755	7.0755	1	20000000
2019-10-17	CU	NDF.USD.CNY.12M.S.B	NDF.USD.CNY.12M.S.B	7.1445	7.1445	7.1445	7.1445	1	15000000
2019-10-17	CU	NDF.USD.CNY.13D.S.B	NDF.USD.CNY.13D.S.B	7.086	7.086	7.086	7.086	2	30000000
2019-10-17	CU	NDF.USD.CNY.14D.S.B	NDF.USD.CNY.14D.S.B	7.088	7.088	7.0775	7.0775	3	50000000
2019-10-17	CU	NDF.USD.CNY.1D.FWD.1M.S.B	NDF.USD.CNY.1D.FWD.1M.S.B	7.075	7.075	7.075	7.075	1	3000000
2019-10-17	CU	NDF.USD.CNY.1M.S.B	NDF.USD.CNY.1M.S.B	7.0725	7.073	7.069	7.0707	6	126000000
2019-10-17	CU	NDF.USD.CNY.2M.S.B	NDF.USD.CNY.2M.S.B	7.0795	7.0795	7.0795	7.0795	1	40000000
2019-10-17	CU	NDF.USD.CNY.3M.S.B	NDF.USD.CNY.3M.S.B	7.0905	7.0905	7.087	7.087	2	90000000
2019-10-17	CU	NDF.USD.CNY.TOM.S.B.	NDF.USD.CNY.TOM.S.B.	7.075	7.075	7.075	7.075	1	3000000
2019-10-17	CU	NDF.USD.COP.1M.S.B	NDF.USD.COP.1M.S.B	3470.0	3470.0	3470.0	3470.0	1	3000000
2019-10-17	CU	NDF.USD.COP.TODAY.S.B	NDF.USD.COP.TODAY.S.B	3466.0	3466.0	3466.0	3466.0	1	3000000
2019-10-17	CU	NDF.USD.IDR.1D.FWD.1M.S.B	NDF.USD.IDR.1D.FWD.1M.S.B	14214.0	14214.0	14214.0	14214.0	1	5000000
2019-10-17	CU	NDF.USD.IDR.1M.S.B	NDF.USD.IDR.1M.S.B	14220.0	14220.0	14220.0	14220.0	2	30000000
2019-10-17	CU	NDF.USD.IDR.3M.S.B	NDF.USD.IDR.3M.S.B	14337.0	14337.0	14337.0	14337.0	2	30000000
2019-10-17	CU	NDF.USD.IDR.TOM.S.B	NDF.USD.IDR.TOM.S.B	14166.0	14166.0	14166.0	14166.0	1	5000000
2019-10-17	CU	NDF.USD.INR.12M.S.B	NDF.USD.INR.12M.S.B	74.35	74.35	74.35	74.35	1	10000000
2019-10-17	CU	NDF.USD.INR.1D.FWD.1M.S.B	NDF.USD.INR.1D.FWD.1M.S.B	71.475	71.475	71.41	71.41	4	40000000
2019-10-17	CU	NDF.USD.INR.1M.S.B	NDF.USD.INR.1M.S.B	71.36	71.39	71.36	71.39	3	110000000
2019-10-17	CU	NDF.USD.INR.1W.S.B	NDF.USD.INR.1W.S.B	71.17	71.17	71.17	71.17	1	75000000
2019-10-17	CU	NDF.USD.INR.6M.S.B	NDF.USD.INR.6M.S.B	72.76	72.78	72.76	72.78	2	25000000
2019-10-17	CU	NDF.USD.INR.TOM.S.B	NDF.USD.INR.TOM.S.B	71.21	71.21	71.1475	71.1475	4	40000000
2019-10-17	CU	NDF.USD.KRW.12M.S.B	NDF.USD.KRW.12M.S.B	1166.1	1166.1	1166.1	1166.1	2	25000000
2019-10-17	CU	NDF.USD.KRW.1D.FWD.1M.S.B	NDF.USD.KRW.1D.FWD.1M.S.B	1177.0	1178.52	1177.0	1178.31	4	56000000
2019-10-17	CU	NDF.USD.KRW.1M.S.B	NDF.USD.KRW.1M.S.B	1178.0	1178.1	1178.0	1178.1	3	35000000
2019-10-17	CU	NDF.USD.KRW.TOM.S.B	NDF.USD.KRW.TOM.S.B	1177.78	1179.28	1177.78	1179.08	4	56000000
2019-10-17	CU	NDF.USD.PEN.1M.S.B	NDF.USD.PEN.1M.S.B	3.3647	3.3647	3.3588	3.3588	3	38000000
2019-10-17	CU	NDF.USD.PEN.1M.S.B***	NDF.USD.PEN.1M.S.B***	3.3583	3.3583	3.3583	3.3583	1	10000000
2019-10-17	CU	NDF.USD.PEN.TODAY.S.B	NDF.USD.PEN.TODAY.S.B	3.361	3.361	3.361	3.361	1	15000000
2019-10-17	CU	NDF.USD.PEN.TOM.S.B	NDF.USD.PEN.TOM.S.B	3.3555	3.3555	3.3555	3.3555	1	15000000
2019-10-17	CU	NDF.USD.PHP.1D.FWD.1M.S.B	NDF.USD.PHP.1D.FWD.1M.S.B	51.3575	51.36	51.35	51.36	9	51000000
2019-10-17	CU	NDF.USD.PHP.1D.S.B	NDF.USD.PHP.1D.S.B	51.31	51.31	51.31	51.31	1	10000000
2019-10-17	CU	NDF.USD.PHP.2D.S.B	NDF.USD.PHP.2D.S.B	51.31	51.31	51.31	51.31	1	10000000
2019-10-17	CU	NDF.USD.PHP.TOM.S.B	NDF.USD.PHP.TOM.S.B	51.32	51.3225	51.3125	51.3225	9	51000000
2019-10-17	CU	NDF.USD.RUB.17D.S.B	NDF.USD.RUB.17D.S.B	64.301	64.301	64.301	64.301	1	11000000
2019-10-17	CU	NDF.USD.RUB.1M.S.B	NDF.USD.RUB.1M.S.B	64.27	64.27	64.27	64.27	1	1000000
2019-10-17	CU	NDF.USD.RUB.2D.S.B	NDF.USD.RUB.2D.S.B	64.1	64.301	64.1	64.1	1	11000000
2019-10-17	CU	NDF.USD.TWD.19D.S.B	NDF.USD.TWD.19D.S.B	30.47	30.47	30.47	30.47	1	25000000
2019-10-17	CU	NDF.USD.TWD.1D.FWD.1M.S.B	NDF.USD.TWD.1D.FWD.1M.S.B	30.477	30.477	30.454	30.454	4	40000000
2019-10-17	CU	NDF.USD.TWD.1M.S.B	NDF.USD.TWD.1M.S.B	30.455	30.478	30.455	30.478	5	89000000
2019-10-17	CU	NDF.USD.TWD.1W.S.B	NDF.USD.TWD.1W.S.B	30.57	30.57	30.57	30.57	2	39000000
2019-10-17	CU	NDF.USD.TWD.3M.S.B	NDF.USD.TWD.3M.S.B	30.27	30.27	30.27	30.27	1	25000000
2019-10-17	CU	NDF.USD.TWD.6M.S.B	NDF.USD.TWD.6M.S.B	30.05	30.07	30.05	30.07	3	50000000
2019-10-17	CU	NDF.USD.TWD.TOM.S.B	NDF.USD.TWD.TOM.S.B	30.632	30.632	30.602	30.602	4	40000000
2019-10-17	CU	NDF_USD_ARS_1M	NDF_USD_ARS Maturing on 2019-11-21					3	8000000
2019-10-17	CU	NDF_USD_BRL_18D	NDF_USD_BRL Maturing on 2019-11-04					51	666200000
2019-10-17	CU	NDF_USD_BRL_1M	NDF_USD_BRL Maturing on 2019-12-03					4	300200000
2019-10-17	CU	NDF_USD_BRL_26D	NDF_USD_BRL Maturing on 2019-11-12					1	43000000
2019-10-17	CU	NDF_USD_BRL_28D	NDF_USD_BRL Maturing on 2019-11-14					1	45500000
2019-10-17	CU	NDF_USD_BRL_4D	NDF_USD_BRL Maturing on 2019-10-21					12	200500000
2019-10-17	CU	NDF_USD_CLP_12M	NDF_USD_CLP Maturing on 2020-10-21					3	30000000
2019-10-17	CU	NDF_USD_CLP_13D	NDF_USD_CLP Maturing on 2019-10-30					2	56000000
2019-10-17	CU	NDF_USD_CLP_1M	NDF_USD_CLP Maturing on 2019-11-21					199	829000000
2019-10-17	CU	NDF_USD_CLP_2M	NDF_USD_CLP Maturing on 2019-12-23					2	30000000
2019-10-17	CU	NDF_USD_CLP_3M	NDF_USD_CLP Maturing on 2020-01-21					4	40000000
2019-10-17	CU	NDF_USD_CLP_4D	NDF_USD_CLP Maturing on 2019-10-21					10	66000000
2019-10-17	CU	NDF_USD_CLP_6D	NDF_USD_CLP Maturing on 2019-10-23					5	102000000
2019-10-17	CU	NDF_USD_CLP_6M	NDF_USD_CLP Maturing on 2020-04-21					1	10000000
2019-10-17	CU	NDF_USD_CLP_8D	NDF_USD_CLP Maturing on 2019-10-25					2	12000000
2019-10-17	CU	NDF_USD_CLP_9M	NDF_USD_CLP Maturing on 2020-07-21					2	40000000
2019-10-17	CU	NDF_USD_CNY_1M	NDF_USD_CNY Maturing on 2019-11-21					3	48000000
2019-10-17	CU	NDF_USD_CNY_5D	NDF_USD_CNY Maturing on 2019-10-22					1	3000000
2019-10-17	CU	NDF_USD_CNY_5M	NDF_USD_CNY Maturing on 2020-03-23					1	25000000
2019-10-17	CU	NDF_USD_COP_11D	NDF_USD_COP Maturing on 2019-10-28					1	8000000
2019-10-17	CU	NDF_USD_COP_14D	NDF_USD_COP Maturing on 2019-10-31					1	15000000
2019-10-17	CU	NDF_USD_COP_1M	NDF_USD_COP Maturing on 2019-11-21					163	581400000
2019-10-17	CU	NDF_USD_COP_26D	NDF_USD_COP Maturing on 2019-11-12					1	59000000
2019-10-17	CU	NDF_USD_COP_3M	NDF_USD_COP Maturing on 2020-01-21					2	40000000
2019-10-17	CU	NDF_USD_COP_4D	NDF_USD_COP Maturing on 2019-10-21					17	82300000
2019-10-17	CU	NDF_USD_COP_5D	NDF_USD_COP Maturing on 2019-10-22					2	10000000
2019-10-17	CU	NDF_USD_COP_6D	NDF_USD_COP Maturing on 2019-10-23					4	101000000
2019-10-17	CU	NDF_USD_COP_6M	NDF_USD_COP Maturing on 2020-04-21					1	10000000
2019-10-17	CU	NDF_USD_COP_7D	NDF_USD_COP Maturing on 2019-10-24					1	19000000
2019-10-17	CU	NDF_USD_COP_9M	NDF_USD_COP Maturing on 2020-07-21					1	10000000
2019-10-17	CU	NDF_USD_IDR_11D	NDF_USD_IDR Maturing on 2019-10-28					1	30000000
2019-10-17	CU	NDF_USD_IDR_3M	NDF_USD_IDR Maturing on 2020-01-21					1	30000000
2019-10-17	CU	NDF_USD_IDR_6M	NDF_USD_IDR Maturing on 2020-04-21					1	30000000
2019-10-17	CU	NDF_USD_INR_1M	NDF_USD_INR Maturing on 2019-11-25					9	77000000
2019-10-17	CU	NDF_USD_INR_6D	NDF_USD_INR Maturing on 2019-10-23					8	62000000
2019-10-17	CU	NDF_USD_KRW_1M	NDF_USD_KRW Maturing on 2019-11-22					7	59000000
2019-10-17	CU	NDF_USD_KRW_5D	NDF_USD_KRW Maturing on 2019-10-22					3	34000000
2019-10-17	CU	NDF_USD_PEN_11D	NDF_USD_PEN Maturing on 2019-10-28					1	10000000
2019-10-17	CU	NDF_USD_PEN_1M	NDF_USD_PEN Maturing on 2019-11-21					71	331000000
2019-10-17	CU	NDF_USD_PEN_22D	NDF_USD_PEN Maturing on 2019-11-08					1	10000000
2019-10-17	CU	NDF_USD_PEN_2M	NDF_USD_PEN Maturing on 2019-12-23					1	10000000
2019-10-17	CU	NDF_USD_PEN_3M	NDF_USD_PEN Maturing on 2020-01-21					1	10000000
2019-10-17	CU	NDF_USD_PEN_4D	NDF_USD_PEN Maturing on 2019-10-21					4	28000000
2019-10-17	CU	NDF_USD_PEN_6M	NDF_USD_PEN Maturing on 2020-04-21					2	20000000
2019-10-17	CU	NDF_USD_PEN_9M	NDF_USD_PEN Maturing on 2020-07-21					1	20000000
2019-10-17	CU	NDF_USD_PHP_1M	NDF_USD_PHP Maturing on 2019-11-21					11	163000000
2019-10-17	CU	NDF_USD_PHP_26D	NDF_USD_PHP Maturing on 2019-11-12					1	10000000
2019-10-17	CU	NDF_USD_PHP_2M	NDF_USD_PHP Maturing on 2019-12-18					4	99000000
2019-10-17	CU	NDF_USD_PHP_3M	NDF_USD_PHP Maturing on 2020-01-21					2	40000000
2019-10-17	CU	NDF_USD_PHP_4D	NDF_USD_PHP Maturing on 2019-10-21					1	5000000
2019-10-17	CU	NDF_USD_PHP_6D	NDF_USD_PHP Maturing on 2019-10-23					1	5000000
2019-10-17	CU	NDF_USD_PHP_8D	NDF_USD_PHP Maturing on 2019-10-25					2	20000000
2019-10-17	CU	NDF_USD_TWD_12M	NDF_USD_TWD Maturing on 2020-10-21					1	5000000
2019-10-17	CU	NDF_USD_TWD_19D	NDF_USD_TWD Maturing on 2019-11-05					1	5000000
2019-10-17	CU	NDF_USD_TWD_1M	NDF_USD_TWD Maturing on 2019-11-21					8	125000000
2019-10-17	CU	NDF_USD_TWD_3M	NDF_USD_TWD Maturing on 2020-01-21					1	30000000
2019-10-17	CU	NDF_USD_TWD_5D	NDF_USD_TWD Maturing on 2019-10-22					1	11500000
2019-10-17	CU	NDF_USD_TWD_6D	NDF_USD_TWD Maturing on 2019-10-23					1	11500000
2019-10-17	CU	NDF_USD_TWD_6M	NDF_USD_TWD Maturing on 2020-04-21					1	20000000
2019-10-17	CU	NDF_USD_TWD_8D	NDF_USD_TWD Maturing on 2019-10-25					1	5000000
2019-10-17	CU	USDCNY20191023-R17322	Non Deliverable Forward Chinese Renminbi - Value Date 2019-10-23	7.07779	7.07779	7.07779	7.07779	1	3000000
2019-10-17	CU	USDCNY20191030-R17322	Non Deliverable Forward Chinese Renminbi - Value Date 2019-10-30	7.07626	7.07626	7.07626	7.07626	2	5000000
2019-10-17	CU	USDCNY20191101-R17322	Non Deliverable Forward Chinese Renminbi - Value Date 2019-11-01	7.07652	7.07652	7.07652	7.07652	1	2000000
2019-10-17	CU	USDCNY20191106-R17322	Non Deliverable Forward Chinese Renminbi - Value Date 2019-11-06	7.07716	7.07716	7.07716	7.07716	2	22000000
2019-10-17	CU	USDCNY20191112-R17322	Non Deliverable Forward Chinese Renminbi - Value Date 2019-11-12	7.07794	7.07794	7.07794	7.07794	4	54000000
2019-10-17	CU	USDCNY20191113-R17322	Non Deliverable Forward Chinese Renminbi - Value Date 2019-11-13	7.07807	7.07807	7.07807	7.07807	1	1000000
2019-10-17	CU	USDCNY20191118-R17322	Non Deliverable Forward Chinese Renminbi - Value Date 2019-11-18	7.07871	7.07871	7.07871	7.07871	2	35000000
2019-10-17	CU	USDCNY20191119-R17322	Non Deliverable Forward Chinese Renminbi - Value Date 2019-11-19	7.07884	7.07884	7.07884	7.07884	5	53000000
2019-10-17	CU	USDCNY20191120-R17322	Non Deliverable Forward Chinese Renminbi - Value Date 2019-11-20	7.07897	7.07897	7.07897	7.07897	3	7000000
2019-10-17	CU	USDCNY20191129-R17322	Non Deliverable Forward Chinese Renminbi - Value Date 2019-11-29	7.08142	7.08142	7.08142	7.08142	2	17000000
2019-10-17	CU	USDCNY20191206-R17322	Non Deliverable Forward Chinese Renminbi - Value Date 2019-12-06	7.08346	7.08346	7.08346	7.08346	1	24000000
2019-10-17	CU	USDCOP20191023-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-10-23	3451.36	3451.36	3451.36	3451.36	6	48000000
2019-10-17	CU	USDCOP20191024-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-10-24	3451.46	3451.46	3451.46	3451.46	3	29000000
2019-10-17	CU	USDCOP20191025-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-10-25	3451.56	3451.56	3451.56	3451.56	4	20000000
2019-10-17	CU	USDCOP20191028-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-10-28	3451.70	3451.70	3451.70	3451.70	6	42000000
2019-10-17	CU	USDCOP20191031-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-10-31	3452.16	3452.16	3452.16	3452.16	4	12000000
2019-10-17	CU	USDCOP20191101-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-11-01	3452.25	3452.25	3452.25	3452.25	3	7000000
2019-10-17	CU	USDCOP20191105-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-11-05	3452.42	3452.42	3452.42	3452.42	1	2000000
2019-10-17	CU	USDCOP20191106-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-11-06	3452.52	3452.52	3452.52	3452.52	1	5000000
2019-10-17	CU	USDCOP20191107-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-11-07	3452.85	3452.85	3452.85	3452.85	4	22000000
2019-10-17	CU	USDCOP20191108-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-11-08	3452.95	3452.95	3452.95	3452.95	4	29000000
2019-10-17	CU	USDCOP20191112-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-11-12	3453.12	3453.12	3453.12	3453.12	3	51000000
2019-10-17	CU	USDCOP20191114-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-11-14	3453.55	3453.55	3453.55	3453.55	1	11000000
2019-10-17	CU	USDCOP20191115-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-11-15	3453.65	3453.65	3453.65	3453.65	3	19000000
2019-10-17	CU	USDCOP20191118-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-11-18	3453.79	3453.79	3453.79	3453.79	8	74000000
2019-10-17	CU	USDCOP20191121-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-11-21	3454.25	3454.25	3454.25	3454.25	3	17000000
2019-10-17	CU	USDCOP20191122-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-11-22	3454.37	3454.37	3454.37	3454.37	1	2000000
2019-10-17	CU	USDCOP20191125-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-11-25	3454.54	3454.54	3454.54	3454.54	1	20000000
2019-10-17	CU	USDCOP20191127-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-11-27	3454.99	3454.99	3454.99	3454.99	1	3000000
2019-10-17	CU	USDCOP20191129-R17326	Non Deliverable Forward Columbian Peso - Value Date 2019-11-29	3455.14	3455.14	3455.14	3455.14	1	20000000
2019-10-17	CU	USDINR20191029-R17323	Non Deliverable Forward Indian Rupee - Value Date 2019-10-29	71.2830	71.2830	71.2830	71.2830	1	10000000
2019-10-17	CU	USDINR20191031-R17323	Non Deliverable Forward Indian Rupee - Value Date 2019-10-31	71.3006	71.3006	71.3006	71.3006	1	1000000
2019-10-17	CU	USDINR20191101-R17323	Non Deliverable Forward Indian Rupee - Value Date 2019-11-01	71.3095	71.3095	71.3095	71.3095	1	1000000
2019-10-17	CU	USDINR20191106-R17323	Non Deliverable Forward Indian Rupee - Value Date 2019-11-06	71.3536	71.3536	71.3536	71.3536	1	10000000
2019-10-17	CU	USDINR20191107-R17323	Non Deliverable Forward Indian Rupee - Value Date 2019-11-07	71.3624	71.3624	71.3624	71.3624	1	10000000
2019-10-17	CU	USDINR20191114-R17323	Non Deliverable Forward Indian Rupee - Value Date 2019-11-14	71.4243	71.4243	71.4243	71.4243	1	20000000
2019-10-17	CU	USDINR20191115-R17323	Non Deliverable Forward Indian Rupee - Value Date 2019-11-15	71.4331	71.4331	71.4331	71.4331	1	5000000
2019-10-17	CU	USDINR20191118-R17323	Non Deliverable Forward Indian Rupee - Value Date 2019-11-18	71.4596	71.4596	71.4596	71.4596	1	25000000
2019-10-17	CU	USDMYR20191029-R17324	Non Deliverable Forward Malaysian Ringgit - Value Date 2019-10-29	4.18970	4.18970	4.18970	4.18970	1	5000000
2019-10-17	CU	USDMYR20191120-R17324	Non Deliverable Forward Malaysian Ringgit - Value Date 2019-11-20	4.19113	4.19113	4.19113	4.19113	1	1000000
2019-10-17	CU	USDMYR20191129-R17324	Non Deliverable Forward Malaysian Ringgit - Value Date 2019-11-29	4.19215	4.19215	4.19215	4.19215	1	4000000
2019-10-17	CU	USDTWD20191022-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-10-22	30.6160	30.6160	30.6160	30.6160	3	44000000
2019-10-17	CU	USDTWD20191023-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-10-23	30.6070	30.6070	30.6070	30.6070	2	10000000
2019-10-17	CU	USDTWD20191024-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-10-24	30.5980	30.5980	30.5980	30.5980	4	58000000
2019-10-17	CU	USDTWD20191025-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-10-25	30.5890	30.5890	30.5890	30.5890	6	96000000
2019-10-17	CU	USDTWD20191028-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-10-28	30.5620	30.5620	30.5620	30.5620	1	20000000
2019-10-17	CU	USDTWD20191029-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-10-29	30.5579	30.5579	30.5579	30.5579	1	10000000
2019-10-17	CU	USDTWD20191031-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-10-31	30.5497	30.5497	30.5497	30.5497	2	29000000
2019-10-17	CU	USDTWD20191101-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-11-01	30.5456	30.5456	30.5456	30.5456	1	39000000
2019-10-17	CU	USDTWD20191104-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-11-04	30.5334	30.5334	30.5334	30.5334	1	4000000
2019-10-17	CU	USDTWD20191105-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-11-05	30.5293	30.5293	30.5293	30.5293	1	16000000
2019-10-17	CU	USDTWD20191106-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-11-06	30.5252	30.5252	30.5252	30.5252	1	10000000
2019-10-17	CU	USDTWD20191107-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-11-07	30.5211	30.5211	30.5211	30.5211	3	41000000
2019-10-17	CU	USDTWD20191112-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-11-12	30.5007	30.5007	30.5007	30.5007	2	108000000
2019-10-17	CU	USDTWD20191114-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-11-14	30.4925	30.4925	30.4925	30.4925	1	2000000
2019-10-17	CU	USDTWD20191115-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-11-15	30.4885	30.4885	30.4885	30.4885	3	108000000
2019-10-17	CU	USDTWD20191118-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-11-18	30.4762	30.4762	30.4762	30.4762	4	109000000
2019-10-17	CU	USDTWD20191129-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-11-29	30.4412	30.4412	30.4412	30.4412	2	6000000
2019-10-17	CU	USDTWD20191203-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-12-03	30.4298	30.4298	30.4298	30.4298	1	1000000
2019-10-17	CU	USDTWD20191210-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-12-10	30.4099	30.4099	30.4099	30.4099	1	4000000
2019-10-17	CU	USDTWD20191216-R17325	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-12-16	30.3929	30.3929	30.3929	30.3929	2	17000000
2019-10-17	EQ	2144	SPTR [SEF]	18.0	18.0	18.0	18.0	1	289000000
2019-10-17	EQ	TRS_CSI 300 Net Total Return Index_191021X200117_U	TRS_CSI 300 Net Total Return Index_USD With an Eff.dt of 2019-10-21 and Mat of 2020-01-17					1	28183
2019-10-17	IR	10Y GBP IRS Outright (GBP.10Y.6M)	GBP.10Y.6M	0.0091325	0.0091325	0.0087375	0.00893	3	65400000
2019-10-17	IR	10Y TRY/USD IRX Outright	10Y TRY/USD IRX Outright	0.1365	0.1365	0.1365	0.1365	1	17057800
2019-10-17	IR	12Y EUR IRS Outright (EUR.12Y.3M)	EUR.12Y.3M	0.001295	0.001295	0.001295	0.001295	1	25000000
2019-10-17	IR	12Y EUR IRS Outright (EUR.12Y.6M)	EUR.12Y.6M	0.0019	0.0019	0.0019	0.0019	1	25000000
2019-10-17	IR	15Y AUD IRS Outright (AUD.15Y.6M)	AUD.15Y.6M	0.015925	0.015925	0.0148625	0.0148625	1	27000000
2019-10-17	IR	1Y AUD IRS Outright (AUD.1Y.3M)	AUD.1Y.3M	0.017625	0.017625	0.007625	0.007625	3	750000000
2019-10-17	IR	1Y TRY/USD IRX Outright	1Y TRY/USD IRX Outright	0.1658	0.1658	0.1595	0.1595	10	1784585500
2019-10-17	IR	1Y UKRPI Outright	1Y UKRPI Outright	0.02915	0.02915	0.02915	0.02915	1	50000000
2019-10-17	IR	1Y_BY_6M_GBP-LIBOR_D0_Payer	1Y_BY_6M_GBP-LIBOR_D0_Payer	0.0083	0.0083	0.0083	0.0083	1	50000000
2019-10-17	IR	1Y_BY_6M_GBP-LIBOR_D0_Receiver	1Y_BY_6M_GBP-LIBOR_D0_Receiver	0.00815	0.00815	0.00815	0.00815	1	50000000
2019-10-17	IR	1Y_Jan2019_Jan2020_3M_USA-CPI-U		2.06900	2.06900	2.06900	2.06900	1	67024000
2019-10-17	IR	1Y_Jul2019_Jul2020_3M_USA-CPI-U		1.44680	1.44680	1.44680	1.44680	1	48000000
2019-10-17	IR	1Y_Mar2019_Mar2020_3M_USA-CPI-U		1.77130	1.77130	1.77130	1.77130	1	48000000
2019-10-17	IR	1Y_Nov2018_Nov2019_3M_USA-CPI-U		1.84460	1.84460	1.84460	1.84460	1	67024000
2019-10-17	IR	20Y AUD IRS Outright (AUD.20Y.6M)	AUD.20Y.6M	0.015925	0.015925	0.015925	0.015925	1	21000000
2019-10-17	IR	20Y JPY IRS Outright (JPY.20Y.6M)	JPY.20Y.6M	0.0024	0.0024	0.0021125	0.0021125	2	2000000000
2019-10-17	IR	2Y ANN/6s PLN IRS	2Y ANN/6s PLN IRS	0.0176	0.0176	0.0176	0.0176	2	200000000
2019-10-17	IR	2Y GBP IRS Outright (GBP.2Y.6M)	GBP.2Y.6M	0.00796	0.00796	0.00796	0.00796	1	123700000
2019-10-17	IR	2Y TRY/USD IRX Outright	2Y TRY/USD IRX Outright	0.1587	0.1587	0.1552	0.1552	5	158772000
2019-10-17	IR	2Y_Apr2019_Apr2021_3M_USA-CPI-U		1.51200	1.51200	1.51200	1.51200	2	49999000
2019-10-17	IR	2Y_Feb2019_Feb2021_3M_USA-CPI-U		1.71290	1.71290	1.71290	1.71290	1	98000000
2019-10-17	IR	2Y_Mar2019_Mar2021_3M_USA-CPI-U		1.62710	1.62710	1.62710	1.62710	2	24999000
2019-10-17	IR	2Y_Sep2019_Sep2021_3M_USA-CPI-U		1.56140	1.56140	1.56140	1.56140	2	99999000
2019-10-17	IR	35X38 SEK FRA	35X38 SEK FRA	0.00125	0.00125	0.00125	0.00125	1	2000000000
2019-10-17	IR	3M USD OIS Outright (USD.3M.OIS)	USD.3M.OIS	0.0162625	0.0162625	0.0162625	0.0162625	1	1000000000
2019-10-17	IR	3M_BY_3M_USD-LIBOR_D0_Straddle	3M_BY_3M_USD-LIBOR_D0_Straddle	0.0282	0.0282	0.0282	0.0282	7	1000000000
2019-10-17	IR	3Y AUD BSW Outright - AUD.3Y.3M/6M	AUD.3Y.3M/6M	0.000925	0.000925	0.000925	0.000925	1	266000000
2019-10-17	IR	3Y TRY/USD IRX Outright	3Y TRY/USD IRX Outright	0.1547	0.1547	0.1547	0.1547	1	12953600
2019-10-17	IR	3Y_Apr2019_Apr2022_3M_USA-CPI-U		1.54110	1.54110	1.54110	1.54110	1	24358000
2019-10-17	IR	3Y_Mar2019_Mar2022_3M_USA-CPI-U		1.61620	1.61620	1.61620	1.61620	1	25000000
2019-10-17	IR	4Y AUD BSW Outright - AUD.4Y.3M/6M	AUD.4Y.3M/6M	0.00085	0.00085	0.00085	0.00085	1	200000000
2019-10-17	IR	4Y TRY/USD IRX Outright	4Y TRY/USD IRX Outright	0.1483	0.1483	0.1483	0.1483	1	51156000
2019-10-17	IR	4Y_Sep2019_Sep2023_3M_USA-CPI-U		1.61930	1.61930	1.61930	1.61930	1	70436000
2019-10-17	IR	5Y GBP IRS Outright (GBP.5Y.6M)	GBP.5Y.6M	0.00824	0.00824	0.00795	0.00795	2	139400000
2019-10-17	IR	5Y JPY IRS Outright (JPY.5Y.6M)	JPY.5Y.6M	-0.0011875	-0.0011875	-0.0011875	-0.0011875	1	7000000000
2019-10-17	IR	5Y TRY/USD IRX Outright	5Y TRY/USD IRX Outright	0.1456	0.1456	0.1456	0.1456	1	87024000
2019-10-17	IR	5Y_Feb2019_Feb2024_3M_USA-CPI-U		1.69010	1.69010	1.69010	1.69010	1	37586000
2019-10-17	IR	5Y_Jan2019_Jan2024_3M_USA-CPI-U		1.70450	1.70450	1.70450	1.70450	1	190000000
2019-10-17	IR	5Y_Oct2018_Oct2023_3M_USA-CPI-U		1.59900	1.59900	1.59900	1.59900	1	175000000
2019-10-17	IR	6M JPY IRS Outright (JPY.6M.6M)	JPY.6M.6M	-0.0009875	-0.0009875	-0.0011875	-0.0011875	2	100000000000
2019-10-17	IR	6Y TRY/USD IRX Outright	6Y TRY/USD IRX Outright	0.1432	0.1432	0.1432	0.1432	1	38220000
2019-10-17	IR	7Y JPY IRS Outright (JPY.7Y.6M)	JPY.7Y.6M	-0.0007875	-0.0007875	-0.000825	-0.000825	2	27150000000
2019-10-17	IR	8Y JPY IRS Outright (JPY.8Y.6M)	JPY.8Y.6M	-0.00055	-0.00055	-0.00055	-0.00055	1	30000000000
2019-10-17	IR	9M TRY/USD IRX Outright	9M TRY/USD IRX Outright	0.1656	0.1656	0.1598	0.161	7	1694797000
2019-10-17	IR	9Y JPY IRS Outright (JPY.9Y.6M)	JPY.9Y.6M	-0.0002375	-0.0002375	-0.0002375	-0.0002375	1	13320000000
2019-10-17	IR	AUD.10Y.3M.XCCY.BSX	AUD.10Y.3M.XCCY.BSX	0.0030375	0.0030375	0.0030375	0.0030375	1	30000000
2019-10-17	IR	AUD.2Y.3M.XCCY.BSX	AUD.2Y.3M.XCCY.BSX	0.00195	0.00195	0.00195	0.00195	1	125000000
2019-10-17	IR	AUD.3Y.AONIA/AUDBBR	AUD.3Y.AONIA/AUDBBR	0.0023625	0.0023625	0.0023625	0.0023625	2	100000000
2019-10-17	IR	AUD.63D.DEC19.RBA.OIS	AUD.63D.DEC19.RBA.OIS	0.00595	0.00595	0.00595	0.00595	2	10000000000
2019-10-17	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X14	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X14					1	887286675
2019-10-17	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X2	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X2					1	3163772284
2019-10-17	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X38	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X38					1	329686789
2019-10-17	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X86	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X86					1	283930211
2019-10-17	IR	Broken USD OIS 1Y	Broken USD OIS 1Y	0.0143875	0.0143875	0.0143875	0.0143875	1	199000000
2019-10-17	IR	CAD.10Y.SB.3M	CAD.10Y.SB.3M	0.019325	0.019325	0.019325	0.019325	1	44500000
2019-10-17	IR	CAD.12Y.SB.3M	CAD.12Y.SB.3M	0.019775	0.019775	0.019775	0.019775	1	75000000
2019-10-17	IR	CAD.15Y.SB.3M	CAD.15Y.SB.3M	0.0204	0.0204	0.0204	0.0204	1	31000000
2019-10-17	IR	CLP.10Y.SB.TNA.S.B	CLP.10Y.SB.TNA.S.B	0.0265	0.0265	0.0265	0.0265	1	3000000000
2019-10-17	IR	CLP.10Y.SB.TNA.S.CC	CLP.10Y.SB.TNA.S.CC	0.0265	0.0265	0.0265	0.0265	1	4600000000
2019-10-17	IR	CLP.2Y.SB.TNA.S.CC.ICAP	CLP.2Y.SB.TNA.S.CC.ICAP	0.016	0.016	0.016	0.016	2	50500000000
2019-10-17	IR	CLP.3M.SB.TNA.S.CC.ICAP	CLP.3M.SB.TNA.S.CC.ICAP	0.0164	0.0164	0.0164	0.0164	2	423000000000
2019-10-17	IR	CLP.6M.SB.TNA.S.CC.ICAP	CLP.6M.SB.TNA.S.CC.ICAP	0.01585	0.01585	0.01585	0.01585	2	213000000000
2019-10-17	IR	CLP_NDS_6M_USD_TNA_0X108	CLP_NDS_6M_USD_TNA_0X108					4	16800000000
2019-10-17	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12					1	36000000000
2019-10-17	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120					13	52350000000
2019-10-17	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18					6	134000000000
2019-10-17	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24					18	307300000000
2019-10-17	IR	CLP_NDS_6M_USD_TNA_0X3	CLP_NDS_6M_USD_TNA_0X3					2	423000000000
2019-10-17	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36					2	24200000000
2019-10-17	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48					1	9200000000
2019-10-17	IR	CLP_NDS_6M_USD_TNA_0X6	CLP_NDS_6M_USD_TNA_0X6					3	248000000000
2019-10-17	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60					8	40400000000
2019-10-17	IR	CLP_NDS_6M_USD_TNA_0X72	CLP_NDS_6M_USD_TNA_0X72					1	6200000000
2019-10-17	IR	CME_MXN_IRS_28M_MXN_TIIE_0X11	CME_MXN_IRS_28M_MXN_TIIE_0X11					5	6250000000
2019-10-17	IR	CME_MXN_IRS_28M_MXN_TIIE_0X119	CME_MXN_IRS_28M_MXN_TIIE_0X119					6	2465000000
2019-10-17	IR	CME_MXN_IRS_28M_MXN_TIIE_0X2	CME_MXN_IRS_28M_MXN_TIIE_0X2					1	8300000000
2019-10-17	IR	CME_MXN_IRS_28M_MXN_TIIE_0X23	CME_MXN_IRS_28M_MXN_TIIE_0X23					2	410000000
2019-10-17	IR	CME_MXN_IRS_28M_MXN_TIIE_0X35	CME_MXN_IRS_28M_MXN_TIIE_0X35					3	1760000000
2019-10-17	IR	CME_MXN_IRS_28M_MXN_TIIE_0X47	CME_MXN_IRS_28M_MXN_TIIE_0X47					4	1010000000
2019-10-17	IR	CME_MXN_IRS_28M_MXN_TIIE_0X59	CME_MXN_IRS_28M_MXN_TIIE_0X59					6	4620000000
2019-10-17	IR	CME_MXN_IRS_28M_MXN_TIIE_0X8	CME_MXN_IRS_28M_MXN_TIIE_0X8					3	7055000000
2019-10-17	IR	CME_MXN_IRS_28M_MXN_TIIE_0X83	CME_MXN_IRS_28M_MXN_TIIE_0X83					2	500000000
2019-10-17	IR	COP.2Y.IBR.OIS.S.CC.ICAP	COP.2Y.IBR.OIS.S.CC.ICAP	0.0434	0.0434	0.0434	0.0434	1	54000000000
2019-10-17	IR	COP.6M.IBR.OIS.S.CC.ICAP	COP.6M.IBR.OIS.S.CC.ICAP	0.0419	0.0419	0.0419	0.0419	1	139000000000
2019-10-17	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12					4	352500000000
2019-10-17	IR	COP_NOIS_IBR__0X120	COP_NOIS_IBR__0X120					7	78600000000
2019-10-17	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24					15	696400000000
2019-10-17	IR	COP_NOIS_IBR__0X3	COP_NOIS_IBR__0X3					1	700000000000
2019-10-17	IR	COP_NOIS_IBR__0X36	COP_NOIS_IBR__0X36					4	139000000000
2019-10-17	IR	COP_NOIS_IBR__0X48	COP_NOIS_IBR__0X48					1	29000000000
2019-10-17	IR	COP_NOIS_IBR__0X6	COP_NOIS_IBR__0X6					5	765000000000
2019-10-17	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60					13	312600000000
2019-10-17	IR	FRA_20191022_1M_USD-LIBOR-BBA		1.848300	1.848300	1.848300	1.848300	1	75000000
2019-10-17	IR	FRA_20191022_3M_USD-LIBOR-BBA		1.991300	1.991300	1.991300	1.991300	4	1871000000
2019-10-17	IR	FRA_20191023_1M_USD-LIBOR-BBA		1.837600	1.837600	1.837600	1.837600	2	2000000000
2019-10-17	IR	FRA_20191023_3M_USD-LIBOR-BBA		1.988900	1.988900	1.988900	1.988900	1	30000000
2019-10-17	IR	FRA_20191024_1M_USD-LIBOR-BBA		1.832300	1.832300	1.832300	1.832300	3	1030000000
2019-10-17	IR	FRA_20191024_3M_USD-LIBOR-BBA		1.986500	1.986500	1.986500	1.986500	1	100000000
2019-10-17	IR	FRA_20191028_1M_USD-LIBOR-BBA		1.804500	1.804500	1.804500	1.804500	5	5450000000
2019-10-17	IR	FRA_20191029_1M_USD-LIBOR-BBA		1.798000	1.798000	1.798000	1.798000	1	100000000
2019-10-17	IR	FRA_20191029_3M_USD-LIBOR-BBA		1.974400	1.974400	1.974400	1.974400	6	1706000000
2019-10-17	IR	FRA_20191030_1M_USD-LIBOR-BBA		1.791000	1.791000	1.791000	1.791000	1	600000000
2019-10-17	IR	FRA_20191030_3M_USD-LIBOR-BBA		1.971900	1.971900	1.971900	1.971900	3	2000000000
2019-10-17	IR	FRA_20191031_3M_EUR-EURIBOR-Reuters		-0.40660	-0.40660	-0.40660	-0.40660	1	92000000
2019-10-17	IR	FRA_20191031_3M_USD-LIBOR-BBA		1.969000	1.969000	1.969000	1.969000	6	2183000000
2019-10-17	IR	FRA_20191101_1M_USD-LIBOR-BBA		1.783600	1.783600	1.783600	1.783600	2	600000000
2019-10-17	IR	FRA_20191101_3M_USD-LIBOR-BBA		1.963700	1.963700	1.963700	1.963700	3	1251000000
2019-10-17	IR	FRA_20191104_1M_USD-LIBOR-BBA		1.783600	1.783600	1.783600	1.783600	6	3470000000
2019-10-17	IR	FRA_20191104_3M_USD-LIBOR-BBA		1.957100	1.957100	1.957100	1.957100	7	1451000000
2019-10-17	IR	FRA_20191105_1M_USD-LIBOR-BBA		1.783600	1.783600	1.783600	1.783600	2	550000000
2019-10-17	IR	FRA_20191105_3M_USD-LIBOR-BBA		1.954100	1.954100	1.954100	1.954100	3	625000000
2019-10-17	IR	FRA_20191106_1M_USD-LIBOR-BBA		1.783600	1.783600	1.783600	1.783600	2	1620000000
2019-10-17	IR	FRA_20191106_3M_USD-LIBOR-BBA		1.951100	1.951100	1.951100	1.951100	2	400000000
2019-10-17	IR	FRA_20191107_1M_USD-LIBOR-BBA		1.783600	1.783600	1.783600	1.783600	4	1020000000
2019-10-17	IR	FRA_20191107_3M_EUR-EURIBOR-Reuters		-0.40700	-0.40700	-0.40700	-0.40700	1	100000000
2019-10-17	IR	FRA_20191108_1M_USD-LIBOR-BBA		1.783600	1.783600	1.783600	1.783600	6	4271000000
2019-10-17	IR	FRA_20191108_3M_EUR-EURIBOR-Reuters		-0.40760	-0.40760	-0.40760	-0.40760	1	60000000
2019-10-17	IR	FRA_20191108_3M_USD-LIBOR-BBA		1.943300	1.943300	1.943300	1.943300	5	3163000000
2019-10-17	IR	FRA_20191111_3M_EUR-EURIBOR-Reuters		-0.40730	-0.40730	-0.40730	-0.40730	1	100000000
2019-10-17	IR	FRA_20191111_6M_EUR-EURIBOR-Reuters		-0.35350	-0.35350	-0.35350	-0.35350	1	100000000
2019-10-17	IR	FRA_20191112_1M_USD-LIBOR-BBA		1.783600	1.783600	1.783600	1.783600	4	4471000000
2019-10-17	IR	FRA_20191112_3M_USD-LIBOR-BBA		1.933300	1.933300	1.933300	1.933300	7	2304000000
2019-10-17	IR	FRA_20191113_1M_USD-LIBOR-BBA		1.781500	1.781500	1.781500	1.781500	4	2175000000
2019-10-17	IR	FRA_20191113_3M_USD-LIBOR-BBA		1.930300	1.930300	1.930300	1.930300	5	2948000000
2019-10-17	IR	FRA_20191114_1M_USD-LIBOR-BBA		1.775900	1.775900	1.775900	1.775900	3	1025000000
2019-10-17	IR	FRA_20191114_3M_USD-LIBOR-BBA		1.927300	1.927300	1.927300	1.927300	8	2084000000
2019-10-17	IR	FRA_20191115_1M_USD-LIBOR-BBA		1.775600	1.775600	1.775600	1.775600	5	2800000000
2019-10-17	IR	FRA_20191115_3M_USD-LIBOR-BBA		1.922300	1.922300	1.922300	1.922300	4	3841000000
2019-10-17	IR	FRA_20191115_6M_EUR-EURIBOR-Reuters		-0.35500	-0.35500	-0.35500	-0.35500	1	500000000
2019-10-17	IR	FRA_20191118_1M_USD-LIBOR-BBA		1.771200	1.771200	1.771200	1.771200	5	4078000000
2019-10-17	IR	FRA_20191118_3M_EUR-EURIBOR-Reuters		-0.40770	-0.40770	-0.40770	-0.40770	1	400000000
2019-10-17	IR	FRA_20191118_3M_USD-LIBOR-BBA		1.915400	1.915400	1.915400	1.915400	4	876000000
2019-10-17	IR	FRA_20191118_6M_EUR-EURIBOR-Reuters		-0.35490	-0.35490	-0.35490	-0.35490	4	1601000000
2019-10-17	IR	FRA_20191119_1M_USD-LIBOR-BBA		1.769100	1.769100	1.769100	1.769100	2	930000000
2019-10-17	IR	FRA_20191119_3M_USD-LIBOR-BBA		1.912400	1.912400	1.912400	1.912400	1	200000000
2019-10-17	IR	FRA_20191119_6M_EUR-EURIBOR-Reuters		-0.35510	-0.35510	-0.35510	-0.35510	3	1401000000
2019-10-17	IR	FRA_20191120_1M_USD-LIBOR-BBA		1.767000	1.767000	1.767000	1.767000	6	5420000000
2019-10-17	IR	FRA_20191120_3M_USD-LIBOR-BBA		1.910000	1.910000	1.910000	1.910000	15	3760000000
2019-10-17	IR	FRA_20191120_6M_EUR-EURIBOR-Reuters		-0.35520	-0.35520	-0.35520	-0.35520	1	247000000
2019-10-17	IR	FRA_20191121_1M_USD-LIBOR-BBA		1.762300	1.762300	1.762300	1.762300	2	1121000000
2019-10-17	IR	FRA_20191121_3M_USD-LIBOR-BBA		1.909100	1.909100	1.909100	1.909100	3	443000000
2019-10-17	IR	FRA_20191121_6M_EUR-EURIBOR-Reuters		-0.35560	-0.35560	-0.35560	-0.35560	1	371000000
2019-10-17	IR	FRA_20191122_1M_USD-LIBOR-BBA		1.761600	1.761600	1.761600	1.761600	2	715000000
2019-10-17	IR	FRA_20191122_3M_USD-LIBOR-BBA		1.905700	1.905700	1.905700	1.905700	4	1898000000
2019-10-17	IR	FRA_20191122_6M_EUR-EURIBOR-Reuters		-0.35640	-0.35640	-0.35640	-0.35640	1	150000000
2019-10-17	IR	FRA_20191125_1M_USD-LIBOR-BBA		1.754500	1.754500	1.754500	1.754500	6	4195000000
2019-10-17	IR	FRA_20191125_3M_USD-LIBOR-BBA		1.905500	1.905500	1.905500	1.905500	4	1226000000
2019-10-17	IR	FRA_20191125_6M_EUR-EURIBOR-Reuters		-0.35680	-0.35680	-0.35680	-0.35680	2	2224000000
2019-10-17	IR	FRA_20191126_1M_USD-LIBOR-BBA		1.753600	1.753600	1.753600	1.753600	1	31000000
2019-10-17	IR	FRA_20191126_3M_USD-LIBOR-BBA		1.904600	1.904600	1.904600	1.904600	3	1000000000
2019-10-17	IR	FRA_20191126_6M_EUR-EURIBOR-Reuters		-0.35710	-0.35710	-0.35710	-0.35710	1	437000000
2019-10-17	IR	FRA_20191127_1M_USD-LIBOR-BBA		1.752500	1.752500	1.752500	1.752500	4	985000000
2019-10-17	IR	FRA_20191127_3M_EUR-EURIBOR-Reuters		-0.41070	-0.41070	-0.41070	-0.41070	1	68000000
2019-10-17	IR	FRA_20191127_3M_USD-LIBOR-BBA		1.903700	1.903700	1.903700	1.903700	8	2910000000
2019-10-17	IR	FRA_20191129_1M_USD-LIBOR-BBA		1.746800	1.746800	1.746800	1.746800	4	2269000000
2019-10-17	IR	FRA_20191129_3M_EUR-EURIBOR-Reuters		-0.41130	-0.41130	-0.41130	-0.41130	2	87000000
2019-10-17	IR	FRA_20191129_3M_USD-LIBOR-BBA		1.903100	1.903100	1.903100	1.903100	4	1190000000
2019-10-17	IR	FRA_20191202_1M_USD-LIBOR-BBA		1.750300	1.750300	1.750300	1.750300	3	1000000000
2019-10-17	IR	FRA_20191202_6M_EUR-EURIBOR-Reuters		-0.35890	-0.35890	-0.35890	-0.35890	1	500000000
2019-10-17	IR	FRA_20191203_1M_USD-LIBOR-BBA		1.747000	1.747000	1.747000	1.747000	2	2200000000
2019-10-17	IR	FRA_20191203_3M_USD-LIBOR-BBA		1.899400	1.899400	1.899400	1.899400	3	1793000000
2019-10-17	IR	FRA_20191203_6M_EUR-EURIBOR-Reuters		-0.35920	-0.35920	-0.35920	-0.35920	1	450000000
2019-10-17	IR	FRA_20191204_1M_USD-LIBOR-BBA		1.740700	1.740700	1.740700	1.740700	1	75000000
2019-10-17	IR	FRA_20191204_3M_USD-LIBOR-BBA		1.898500	1.898500	1.898500	1.898500	1	120000000
2019-10-17	IR	FRA_20191204_6M_EUR-EURIBOR-Reuters		-0.35950	-0.35950	-0.35950	-0.35950	2	740000000
2019-10-17	IR	FRA_20191205_1M_USD-LIBOR-BBA		1.739000	1.739000	1.739000	1.739000	2	2397000000
2019-10-17	IR	FRA_20191205_3M_USD-LIBOR-BBA		1.897600	1.897600	1.897600	1.897600	7	1261000000
2019-10-17	IR	FRA_20191205_6M_EUR-EURIBOR-Reuters		-0.35980	-0.35980	-0.35980	-0.35980	3	912000000
2019-10-17	IR	FRA_20191206_1M_USD-LIBOR-BBA		1.737200	1.737200	1.737200	1.737200	5	1622000000
2019-10-17	IR	FRA_20191206_3M_USD-LIBOR-BBA		1.896700	1.896700	1.896700	1.896700	3	2046000000
2019-10-17	IR	FRA_20191206_6M_EUR-EURIBOR-Reuters		-0.36020	-0.36020	-0.36020	-0.36020	3	1119000000
2019-10-17	IR	FRA_20191209_1M_USD-LIBOR-BBA		1.727400	1.727400	1.727400	1.727400	5	4140000000
2019-10-17	IR	FRA_20191209_3M_USD-LIBOR-BBA		1.893900	1.893900	1.893900	1.893900	4	2358000000
2019-10-17	IR	FRA_20191209_6M_EUR-EURIBOR-Reuters		-0.36100	-0.36100	-0.36100	-0.36100	1	1128000000
2019-10-17	IR	FRA_20191210_1M_USD-LIBOR-BBA		1.724200	1.724200	1.724200	1.724200	2	282000000
2019-10-17	IR	FRA_20191210_3M_EUR-EURIBOR-Reuters		-0.41580	-0.41580	-0.41580	-0.41580	3	1387000000
2019-10-17	IR	FRA_20191210_3M_USD-LIBOR-BBA		1.893000	1.893000	1.893000	1.893000	4	837000000
2019-10-17	IR	FRA_20191210_6M_EUR-EURIBOR-Reuters		-0.36130	-0.36130	-0.36130	-0.36130	2	268000000
2019-10-17	IR	FRA_20191211_1M_USD-LIBOR-BBA		1.719300	1.719300	1.719300	1.719300	3	839000000
2019-10-17	IR	FRA_20191211_3M_USD-LIBOR-BBA		1.892100	1.892100	1.892100	1.892100	4	720000000
2019-10-17	IR	FRA_20191211_6M_EUR-EURIBOR-Reuters		-0.36170	-0.36170	-0.36170	-0.36170	4	3384000000
2019-10-17	IR	FRA_20191212_1M_USD-LIBOR-BBA		1.716900	1.716900	1.716900	1.716900	1	700000000
2019-10-17	IR	FRA_20191212_3M_EUR-EURIBOR-Reuters		-0.41660	-0.41660	-0.41660	-0.41660	2	2050000000
2019-10-17	IR	FRA_20191212_3M_USD-LIBOR-BBA		1.891200	1.891200	1.891200	1.891200	4	1285000000
2019-10-17	IR	FRA_20191212_6M_EUR-EURIBOR-Reuters		-0.36210	-0.36210	-0.36210	-0.36210	3	2392000000
2019-10-17	IR	FRA_20191213_1M_USD-LIBOR-BBA		1.716400	1.716400	1.716400	1.716400	3	1250000000
2019-10-17	IR	FRA_20191213_3M_EUR-EURIBOR-Reuters		-0.41700	-0.41700	-0.41700	-0.41700	3	530000000
2019-10-17	IR	FRA_20191213_3M_USD-LIBOR-BBA		1.890300	1.890300	1.890300	1.890300	2	326000000
2019-10-17	IR	FRA_20191216_1M_USD-LIBOR-BBA		1.712600	1.712600	1.712600	1.712600	2	225000000
2019-10-17	IR	FRA_20191216_3M_EUR-EURIBOR-Reuters		-0.41820	-0.41820	-0.41820	-0.41820	3	2737000000
2019-10-17	IR	FRA_20191216_3M_USD-LIBOR-BBA		1.887500	1.887500	1.887500	1.887500	4	2248000000
2019-10-17	IR	FRA_20191216_6M_EUR-EURIBOR-Reuters		-0.36360	-0.36360	-0.36360	-0.36360	1	69000000
2019-10-17	IR	FRA_20191217_1M_USD-LIBOR-BBA		1.711300	1.711300	1.711300	1.711300	3	868000000
2019-10-17	IR	FRA_20191217_3M_EUR-EURIBOR-Reuters		-0.41860	-0.41860	-0.41860	-0.41860	2	123000000
2019-10-17	IR	FRA_20191217_3M_USD-LIBOR-BBA		1.886600	1.886600	1.886600	1.886600	9	3741000000
2019-10-17	IR	FRA_20191218_1M_USD-LIBOR-BBA		1.708600	1.708600	1.708600	1.708600	4	2900000000
2019-10-17	IR	FRA_20191218_3M_EUR-EURIBOR-Reuters		-0.41900	-0.41900	-0.41900	-0.41900	18	9250000000
2019-10-17	IR	FRA_20191218_3M_USD-LIBOR-BBA		1.886400	1.886400	1.886400	1.886400	58	20100000000
2019-10-17	IR	FRA_20191218_6M_EUR-EURIBOR-Reuters		-0.36430	-0.36430	-0.36430	-0.36430	5	2800000000
2019-10-17	IR	FRA_20191219_1M_USD-LIBOR-BBA		1.707300	1.707300	1.707300	1.707300	3	2225000000
2019-10-17	IR	FRA_20191219_3M_EUR-EURIBOR-Reuters		-0.41960	-0.41960	-0.41960	-0.41960	1	39000000
2019-10-17	IR	FRA_20191219_3M_USD-LIBOR-BBA		1.882700	1.882700	1.882700	1.882700	8	8082000000
2019-10-17	IR	FRA_20191220_1M_USD-LIBOR-BBA		1.706000	1.706000	1.706000	1.706000	5	5980000000
2019-10-17	IR	FRA_20191220_3M_EUR-EURIBOR-Reuters		-0.42010	-0.42010	-0.42010	-0.42010	2	388000000
2019-10-17	IR	FRA_20191220_3M_USD-LIBOR-BBA		1.879700	1.879700	1.879700	1.879700	4	1166000000
2019-10-17	IR	FRA_20191223_1M_USD-LIBOR-BBA		1.700900	1.700900	1.700900	1.700900	1	807000000
2019-10-17	IR	FRA_20191223_3M_EUR-EURIBOR-Reuters		-0.42170	-0.42170	-0.42170	-0.42170	2	1004000000
2019-10-17	IR	FRA_20191223_3M_USD-LIBOR-BBA		1.870700	1.870700	1.870700	1.870700	7	1897000000
2019-10-17	IR	FRA_20191224_3M_EUR-EURIBOR-Reuters		-0.42230	-0.42230	-0.42230	-0.42230	1	35000000
2019-10-17	IR	FRA_20191224_3M_USD-LIBOR-BBA		1.867700	1.867700	1.867700	1.867700	4	1099000000
2019-10-17	IR	FRA_20191227_1M_USD-LIBOR-BBA		1.693500	1.693500	1.693500	1.693500	6	2801000000
2019-10-17	IR	FRA_20191227_3M_EUR-EURIBOR-Reuters		-0.42390	-0.42390	-0.42390	-0.42390	1	155000000
2019-10-17	IR	FRA_20191227_3M_USD-LIBOR-BBA		1.858800	1.858800	1.858800	1.858800	3	1700000000
2019-10-17	IR	FRA_20191230_1M_USD-LIBOR-BBA		1.688000	1.688000	1.688000	1.688000	2	150000000
2019-10-17	IR	FRA_20191230_3M_EUR-EURIBOR-Reuters		-0.42550	-0.42550	-0.42550	-0.42550	1	510000000
2019-10-17	IR	FRA_20191230_3M_USD-LIBOR-BBA		1.849800	1.849800	1.849800	1.849800	10	5258000000
2019-10-17	IR	FRA_20191230_6M_EUR-EURIBOR-Reuters		-0.36850	-0.36850	-0.36850	-0.36850	1	65000000
2019-10-17	IR	FRA_20191231_3M_EUR-EURIBOR-Reuters		-0.42600	-0.42600	-0.42600	-0.42600	2	661000000
2019-10-17	IR	FRA_20191231_3M_USD-LIBOR-BBA		1.846800	1.846800	1.846800	1.846800	4	308000000
2019-10-17	IR	FRA_20200102_1M_USD-LIBOR-BBA		1.669800	1.669800	1.669800	1.669800	7	2590000000
2019-10-17	IR	FRA_20200102_3M_USD-LIBOR-BBA		1.833900	1.833900	1.833900	1.833900	7	5366000000
2019-10-17	IR	FRA_20200103_1M_USD-LIBOR-BBA		1.667600	1.667600	1.667600	1.667600	6	2697000000
2019-10-17	IR	FRA_20200103_3M_USD-LIBOR-BBA		1.829400	1.829400	1.829400	1.829400	8	2599000000
2019-10-17	IR	FRA_20200106_3M_EUR-EURIBOR-Reuters		-0.42930	-0.42930	-0.42930	-0.42930	5	1318000000
2019-10-17	IR	FRA_20200106_3M_USD-LIBOR-BBA		1.815800	1.815800	1.815800	1.815800	5	890000000
2019-10-17	IR	FRA_20200107_3M_EUR-EURIBOR-Reuters		-0.42980	-0.42980	-0.42980	-0.42980	1	249000000
2019-10-17	IR	FRA_20200107_3M_USD-LIBOR-BBA		1.811200	1.811200	1.811200	1.811200	4	764000000
2019-10-17	IR	FRA_20200108_1M_USD-LIBOR-BBA		1.645400	1.645400	1.645400	1.645400	2	229000000
2019-10-17	IR	FRA_20200108_3M_USD-LIBOR-BBA		1.806700	1.806700	1.806700	1.806700	4	637000000
2019-10-17	IR	FRA_20200109_1M_USD-LIBOR-BBA		1.642900	1.642900	1.642900	1.642900	1	97000000
2019-10-17	IR	FRA_20200109_3M_EUR-EURIBOR-Reuters		-0.43090	-0.43090	-0.43090	-0.43090	3	127000000
2019-10-17	IR	FRA_20200109_3M_USD-LIBOR-BBA		1.802200	1.802200	1.802200	1.802200	5	1209000000
2019-10-17	IR	FRA_20200110_1M_USD-LIBOR-BBA		1.640200	1.640200	1.640200	1.640200	2	541000000
2019-10-17	IR	FRA_20200110_3M_EUR-EURIBOR-Reuters		-0.43250	-0.43250	-0.43250	-0.43250	1	100000000
2019-10-17	IR	FRA_20200110_3M_USD-LIBOR-BBA		1.792100	1.792100	1.792100	1.792100	5	2528000000
2019-10-17	IR	FRA_20200110_6M_EUR-EURIBOR-Reuters		-0.37320	-0.37320	-0.37320	-0.37320	1	198000000
2019-10-17	IR	FRA_20200113_1M_USD-LIBOR-BBA		1.628500	1.628500	1.628500	1.628500	4	516000000
2019-10-17	IR	FRA_20200113_3M_USD-LIBOR-BBA		1.782800	1.782800	1.782800	1.782800	10	3091000000
2019-10-17	IR	FRA_20200114_1M_USD-LIBOR-BBA		1.624600	1.624600	1.624600	1.624600	1	156000000
2019-10-17	IR	FRA_20200114_3M_EUR-EURIBOR-Reuters		-0.43360	-0.43360	-0.43360	-0.43360	1	138000000
2019-10-17	IR	FRA_20200114_3M_USD-LIBOR-BBA		1.779500	1.779500	1.779500	1.779500	2	161000000
2019-10-17	IR	FRA_20200115_1M_USD-LIBOR-BBA		1.618100	1.618100	1.618100	1.618100	3	335000000
2019-10-17	IR	FRA_20200115_3M_EUR-EURIBOR-Reuters		-0.43410	-0.43410	-0.43410	-0.43410	5	1100000000
2019-10-17	IR	FRA_20200115_3M_USD-LIBOR-BBA		1.775000	1.775000	1.775000	1.775000	7	4386000000
2019-10-17	IR	FRA_20200116_1M_USD-LIBOR-BBA		1.617100	1.617100	1.617100	1.617100	1	100000000
2019-10-17	IR	FRA_20200116_3M_EUR-EURIBOR-Reuters		-0.43450	-0.43450	-0.43450	-0.43450	1	65000000
2019-10-17	IR	FRA_20200116_3M_USD-LIBOR-BBA		1.772900	1.772900	1.772900	1.772900	1	286000000
2019-10-17	IR	FRA_20200117_1M_USD-LIBOR-BBA		1.615900	1.615900	1.615900	1.615900	2	167000000
2019-10-17	IR	FRA_20200117_3M_EUR-EURIBOR-Reuters		-0.43490	-0.43490	-0.43490	-0.43490	2	1000000000
2019-10-17	IR	FRA_20200117_3M_USD-LIBOR-BBA		1.770700	1.770700	1.770700	1.770700	4	536000000
2019-10-17	IR	FRA_20200120_3M_EUR-EURIBOR-Reuters		-0.43610	-0.43610	-0.43610	-0.43610	5	5199000000
2019-10-17	IR	FRA_20200121_1M_USD-LIBOR-BBA		1.608800	1.608800	1.608800	1.608800	7	2767000000
2019-10-17	IR	FRA_20200121_3M_EUR-EURIBOR-Reuters		-0.43650	-0.43650	-0.43650	-0.43650	1	670000000
2019-10-17	IR	FRA_20200121_3M_USD-LIBOR-BBA		1.762100	1.762100	1.762100	1.762100	9	3414000000
2019-10-17	IR	FRA_20200122_3M_EUR-EURIBOR-Reuters		-0.43690	-0.43690	-0.43690	-0.43690	1	513000000
2019-10-17	IR	FRA_20200122_3M_USD-LIBOR-BBA		1.760000	1.760000	1.760000	1.760000	2	587000000
2019-10-17	IR	FRA_20200123_3M_EUR-EURIBOR-Reuters		-0.43730	-0.43730	-0.43730	-0.43730	2	1470000000
2019-10-17	IR	FRA_20200123_3M_USD-LIBOR-BBA		1.757900	1.757900	1.757900	1.757900	4	690000000
2019-10-17	IR	FRA_20200124_1M_USD-LIBOR-BBA		1.602800	1.602800	1.602800	1.602800	3	725000000
2019-10-17	IR	FRA_20200124_3M_EUR-EURIBOR-Reuters		-0.43770	-0.43770	-0.43770	-0.43770	1	150000000
2019-10-17	IR	FRA_20200124_3M_USD-LIBOR-BBA		1.755700	1.755700	1.755700	1.755700	2	150000000
2019-10-17	IR	FRA_20200127_3M_EUR-EURIBOR-Reuters		-0.43880	-0.43880	-0.43880	-0.43880	4	2885000000
2019-10-17	IR	FRA_20200127_3M_USD-LIBOR-BBA		1.749300	1.749300	1.749300	1.749300	6	1776000000
2019-10-17	IR	FRA_20200128_3M_EUR-EURIBOR-Reuters		-0.43920	-0.43920	-0.43920	-0.43920	3	742000000
2019-10-17	IR	FRA_20200128_3M_USD-LIBOR-BBA		1.747100	1.747100	1.747100	1.747100	1	200000000
2019-10-17	IR	FRA_20200129_1M_USD-LIBOR-BBA		1.592900	1.592900	1.592900	1.592900	1	100000000
2019-10-17	IR	FRA_20200129_3M_EUR-EURIBOR-Reuters		-0.43960	-0.43960	-0.43960	-0.43960	1	328000000
2019-10-17	IR	FRA_20200129_3M_USD-LIBOR-BBA		1.745000	1.745000	1.745000	1.745000	1	111000000
2019-10-17	IR	FRA_20200130_3M_EUR-EURIBOR-Reuters		-0.43990	-0.43990	-0.43990	-0.43990	3	742000000
2019-10-17	IR	FRA_20200130_3M_USD-LIBOR-BBA		1.742900	1.742900	1.742900	1.742900	1	250000000
2019-10-17	IR	FRA_20200131_3M_EUR-EURIBOR-Reuters		-0.44000	-0.44000	-0.44000	-0.44000	2	956000000
2019-10-17	IR	FRA_20200131_3M_USD-LIBOR-BBA		1.741600	1.741600	1.741600	1.741600	2	851000000
2019-10-17	IR	FRA_20200131_6M_EUR-EURIBOR-Reuters		-0.37830	-0.37830	-0.37830	-0.37830	1	58000000
2019-10-17	IR	FRA_20200203_1M_USD-LIBOR-BBA		1.590800	1.590800	1.590800	1.590800	1	100000000
2019-10-17	IR	FRA_20200203_3M_EUR-EURIBOR-Reuters		-0.44100	-0.44100	-0.44100	-0.44100	4	3678000000
2019-10-17	IR	FRA_20200203_3M_USD-LIBOR-BBA		1.734300	1.734300	1.734300	1.734300	5	1010000000
2019-10-17	IR	FRA_20200204_3M_EUR-EURIBOR-Reuters		-0.44110	-0.44110	-0.44110	-0.44110	1	500000000
2019-10-17	IR	FRA_20200204_3M_USD-LIBOR-BBA		1.732900	1.732900	1.732900	1.732900	1	50000000
2019-10-17	IR	FRA_20200205_3M_USD-LIBOR-BBA		1.730700	1.730700	1.730700	1.730700	7	970000000
2019-10-17	IR	FRA_20200206_1M_USD-LIBOR-BBA		1.590800	1.590800	1.590800	1.590800	1	550000000
2019-10-17	IR	FRA_20200206_3M_EUR-EURIBOR-Reuters		-0.44170	-0.44170	-0.44170	-0.44170	1	100000000
2019-10-17	IR	FRA_20200206_3M_USD-LIBOR-BBA		1.728600	1.728600	1.728600	1.728600	2	500000000
2019-10-17	IR	FRA_20200207_1M_USD-LIBOR-BBA		1.590900	1.590900	1.590900	1.590900	1	150000000
2019-10-17	IR	FRA_20200207_3M_EUR-EURIBOR-Reuters		-0.44200	-0.44200	-0.44200	-0.44200	2	527000000
2019-10-17	IR	FRA_20200207_3M_USD-LIBOR-BBA		1.726400	1.726400	1.726400	1.726400	1	25000000
2019-10-17	IR	FRA_20200210_1M_USD-LIBOR-BBA		1.590800	1.590800	1.590800	1.590800	3	725000000
2019-10-17	IR	FRA_20200210_3M_EUR-EURIBOR-Reuters		-0.44350	-0.44350	-0.44350	-0.44350	4	642000000
2019-10-17	IR	FRA_20200210_3M_USD-LIBOR-BBA		1.719300	1.719300	1.719300	1.719300	4	569000000
2019-10-17	IR	FRA_20200211_1M_USD-LIBOR-BBA		1.590800	1.590800	1.590800	1.590800	1	100000000
2019-10-17	IR	FRA_20200211_3M_EUR-EURIBOR-Reuters		-0.44360	-0.44360	-0.44360	-0.44360	2	298000000
2019-10-17	IR	FRA_20200211_3M_USD-LIBOR-BBA		1.717700	1.717700	1.717700	1.717700	1	88000000
2019-10-17	IR	FRA_20200212_1M_USD-LIBOR-BBA		1.590800	1.590800	1.590800	1.590800	1	890000000
2019-10-17	IR	FRA_20200212_3M_USD-LIBOR-BBA		1.715600	1.715600	1.715600	1.715600	2	326000000
2019-10-17	IR	FRA_20200213_1M_USD-LIBOR-BBA		1.590800	1.590800	1.590800	1.590800	1	50000000
2019-10-17	IR	FRA_20200213_3M_EUR-EURIBOR-Reuters		-0.44450	-0.44450	-0.44450	-0.44450	1	90000000
2019-10-17	IR	FRA_20200214_1M_USD-LIBOR-BBA		1.590900	1.590900	1.590900	1.590900	2	325000000
2019-10-17	IR	FRA_20200217_3M_EUR-EURIBOR-Reuters		-0.44640	-0.44640	-0.44640	-0.44640	2	157000000
2019-10-17	IR	FRA_20200218_1M_USD-LIBOR-BBA		1.590800	1.590800	1.590800	1.590800	3	1605000000
2019-10-17	IR	FRA_20200218_3M_EUR-EURIBOR-Reuters		-0.44660	-0.44660	-0.44660	-0.44660	2	93000000
2019-10-17	IR	FRA_20200218_3M_USD-LIBOR-BBA		1.702600	1.702600	1.702600	1.702600	4	528000000
2019-10-17	IR	FRA_20200219_1M_USD-LIBOR-BBA		1.590800	1.590800	1.590800	1.590800	2	813000000
2019-10-17	IR	FRA_20200219_3M_USD-LIBOR-BBA		1.700400	1.700400	1.700400	1.700400	2	2000000000
2019-10-17	IR	FRA_20200219_6M_EUR-EURIBOR-Reuters		-0.38290	-0.38290	-0.38290	-0.38290	1	40000000
2019-10-17	IR	FRA_20200220_1M_USD-LIBOR-BBA		1.589400	1.589400	1.589400	1.589400	4	2000000000
2019-10-17	IR	FRA_20200220_3M_EUR-EURIBOR-Reuters		-0.44730	-0.44730	-0.44730	-0.44730	1	100000000
2019-10-17	IR	FRA_20200220_3M_USD-LIBOR-BBA		1.697700	1.697700	1.697700	1.697700	3	1900000000
2019-10-17	IR	FRA_20200221_3M_USD-LIBOR-BBA		1.696300	1.696300	1.696300	1.696300	1	121000000
2019-10-17	IR	FRA_20200224_3M_EUR-EURIBOR-Reuters		-0.44860	-0.44860	-0.44860	-0.44860	1	570000000
2019-10-17	IR	FRA_20200224_3M_USD-LIBOR-BBA		1.691400	1.691400	1.691400	1.691400	3	390000000
2019-10-17	IR	FRA_20200226_6M_EUR-EURIBOR-Reuters		-0.38430	-0.38430	-0.38430	-0.38430	1	207000000
2019-10-17	IR	FRA_20200228_3M_EUR-EURIBOR-Reuters		-0.44970	-0.44970	-0.44970	-0.44970	2	100000000
2019-10-17	IR	FRA_20200228_3M_USD-LIBOR-BBA		1.686100	1.686100	1.686100	1.686100	2	321000000
2019-10-17	IR	FRA_20200302_1M_USD-LIBOR-BBA		1.576700	1.576700	1.576700	1.576700	1	100000000
2019-10-17	IR	FRA_20200302_3M_EUR-EURIBOR-Reuters		-0.45070	-0.45070	-0.45070	-0.45070	1	200000000
2019-10-17	IR	FRA_20200302_3M_USD-LIBOR-BBA		1.681700	1.681700	1.681700	1.681700	2	459000000
2019-10-17	IR	FRA_20200304_3M_USD-LIBOR-BBA		1.678900	1.678900	1.678900	1.678900	3	1587000000
2019-10-17	IR	FRA_20200304_6M_EUR-EURIBOR-Reuters		-0.38610	-0.38610	-0.38610	-0.38610	1	50000000
2019-10-17	IR	FRA_20200305_1M_USD-LIBOR-BBA		1.572700	1.572700	1.572700	1.572700	1	50000000
2019-10-17	IR	FRA_20200305_3M_USD-LIBOR-BBA		1.677500	1.677500	1.677500	1.677500	3	907000000
2019-10-17	IR	FRA_20200306_1M_USD-LIBOR-BBA		1.572500	1.572500	1.572500	1.572500	1	100000000
2019-10-17	IR	FRA_20200306_6M_EUR-EURIBOR-Reuters		-0.38680	-0.38680	-0.38680	-0.38680	1	100000000
2019-10-17	IR	FRA_20200309_1M_USD-LIBOR-BBA		1.569400	1.569400	1.569400	1.569400	1	175000000
2019-10-17	IR	FRA_20200309_3M_USD-LIBOR-BBA		1.672000	1.672000	1.672000	1.672000	4	379000000
2019-10-17	IR	FRA_20200310_3M_EUR-EURIBOR-Reuters		-0.45290	-0.45290	-0.45290	-0.45290	1	28000000
2019-10-17	IR	FRA_20200310_3M_USD-LIBOR-BBA		1.670600	1.670600	1.670600	1.670600	2	261000000
2019-10-17	IR	FRA_20200310_6M_EUR-EURIBOR-Reuters		-0.38740	-0.38740	-0.38740	-0.38740	4	653000000
2019-10-17	IR	FRA_20200312_3M_USD-LIBOR-BBA		1.667800	1.667800	1.667800	1.667800	2	552000000
2019-10-17	IR	FRA_20200313_1M_USD-LIBOR-BBA		1.564800	1.564800	1.564800	1.564800	1	50000000
2019-10-17	IR	FRA_20200313_3M_EUR-EURIBOR-Reuters		-0.45460	-0.45460	-0.45460	-0.45460	2	100000000
2019-10-17	IR	FRA_20200313_3M_USD-LIBOR-BBA		1.666400	1.666400	1.666400	1.666400	2	207000000
2019-10-17	IR	FRA_20200313_6M_EUR-EURIBOR-Reuters		-0.38820	-0.38820	-0.38820	-0.38820	1	890000000
2019-10-17	IR	FRA_20200316_1M_USD-LIBOR-BBA		1.562100	1.562100	1.562100	1.562100	1	75000000
2019-10-17	IR	FRA_20200316_3M_EUR-EURIBOR-Reuters		-0.45540	-0.45540	-0.45540	-0.45540	1	241000000
2019-10-17	IR	FRA_20200316_3M_USD-LIBOR-BBA		1.662300	1.662300	1.662300	1.662300	4	884000000
2019-10-17	IR	FRA_20200316_6M_EUR-EURIBOR-Reuters		-0.38860	-0.38860	-0.38860	-0.38860	2	268000000
2019-10-17	IR	FRA_20200317_1M_USD-LIBOR-BBA		1.561000	1.561000	1.561000	1.561000	3	324000000
2019-10-17	IR	FRA_20200317_3M_USD-LIBOR-BBA		1.660900	1.660900	1.660900	1.660900	2	935000000
2019-10-17	IR	FRA_20200318_1M_USD-LIBOR-BBA		1.559700	1.559700	1.559700	1.559700	2	175000000
2019-10-17	IR	FRA_20200318_3M_EUR-EURIBOR-Reuters		-0.45620	-0.45620	-0.45620	-0.45620	12	2862000000
2019-10-17	IR	FRA_20200318_3M_USD-LIBOR-BBA		1.659500	1.659500	1.659500	1.659500	60	10639000000
2019-10-17	IR	FRA_20200318_6M_EUR-EURIBOR-Reuters		-0.38910	-0.38910	-0.38910	-0.38910	4	958000000
2019-10-17	IR	FRA_20200319_3M_USD-LIBOR-BBA		1.658500	1.658500	1.658500	1.658500	1	27000000
2019-10-17	IR	FRA_20200320_1M_USD-LIBOR-BBA		1.558000	1.558000	1.558000	1.558000	1	52000000
2019-10-17	IR	FRA_20200320_3M_EUR-EURIBOR-Reuters		-0.45700	-0.45700	-0.45700	-0.45700	4	823000000
2019-10-17	IR	FRA_20200320_3M_USD-LIBOR-BBA		1.655700	1.655700	1.655700	1.655700	2	413000000
2019-10-17	IR	FRA_20200320_6M_EUR-EURIBOR-Reuters		-0.38960	-0.38960	-0.38960	-0.38960	1	295000000
2019-10-17	IR	FRA_20200323_3M_USD-LIBOR-BBA		1.654500	1.654500	1.654500	1.654500	1	75000000
2019-10-17	IR	FRA_20200323_6M_EUR-EURIBOR-Reuters		-0.38970	-0.38970	-0.38970	-0.38970	2	473000000
2019-10-17	IR	FRA_20200324_1M_USD-LIBOR-BBA		1.546100	1.546100	1.546100	1.546100	1	286000000
2019-10-17	IR	FRA_20200324_3M_EUR-EURIBOR-Reuters		-0.45750	-0.45750	-0.45750	-0.45750	1	32000000
2019-10-17	IR	FRA_20200324_3M_USD-LIBOR-BBA		1.653500	1.653500	1.653500	1.653500	1	151000000
2019-10-17	IR	FRA_20200324_6M_EUR-EURIBOR-Reuters		-0.38990	-0.38990	-0.38990	-0.38990	1	66000000
2019-10-17	IR	FRA_20200325_3M_EUR-EURIBOR-Reuters		-0.45770	-0.45770	-0.45770	-0.45770	1	500000000
2019-10-17	IR	FRA_20200325_3M_USD-LIBOR-BBA		1.652500	1.652500	1.652500	1.652500	2	382000000
2019-10-17	IR	FRA_20200325_6M_EUR-EURIBOR-Reuters		-0.39000	-0.39000	-0.39000	-0.39000	2	198000000
2019-10-17	IR	FRA_20200326_3M_USD-LIBOR-BBA		1.651500	1.651500	1.651500	1.651500	2	130000000
2019-10-17	IR	FRA_20200326_6M_EUR-EURIBOR-Reuters		-0.39020	-0.39020	-0.39020	-0.39020	1	100000000
2019-10-17	IR	FRA_20200330_1M_USD-LIBOR-BBA		1.540400	1.540400	1.540400	1.540400	1	200000000
2019-10-17	IR	FRA_20200330_3M_EUR-EURIBOR-Reuters		-0.45880	-0.45880	-0.45880	-0.45880	2	851000000
2019-10-17	IR	FRA_20200330_3M_USD-LIBOR-BBA		1.647500	1.647500	1.647500	1.647500	1	50000000
2019-10-17	IR	FRA_20200330_6M_EUR-EURIBOR-Reuters		-0.39070	-0.39070	-0.39070	-0.39070	3	300000000
2019-10-17	IR	FRA_20200331_3M_USD-LIBOR-BBA		1.647300	1.647300	1.647300	1.647300	5	1150000000
2019-10-17	IR	FRA_20200401_3M_USD-LIBOR-BBA		1.646300	1.646300	1.646300	1.646300	4	541000000
2019-10-17	IR	FRA_20200402_3M_USD-LIBOR-BBA		1.645300	1.645300	1.645300	1.645300	1	154000000
2019-10-17	IR	FRA_20200403_6M_EUR-EURIBOR-Reuters		-0.39130	-0.39130	-0.39130	-0.39130	3	100000000
2019-10-17	IR	FRA_20200406_3M_USD-LIBOR-BBA		1.641200	1.641200	1.641200	1.641200	3	1230000000
2019-10-17	IR	FRA_20200406_6M_EUR-EURIBOR-Reuters		-0.39170	-0.39170	-0.39170	-0.39170	1	100000000
2019-10-17	IR	FRA_20200407_3M_EUR-EURIBOR-Reuters		-0.46040	-0.46040	-0.46040	-0.46040	2	95000000
2019-10-17	IR	FRA_20200407_3M_USD-LIBOR-BBA		1.640200	1.640200	1.640200	1.640200	6	975000000
2019-10-17	IR	FRA_20200407_6M_EUR-EURIBOR-Reuters		-0.39180	-0.39180	-0.39180	-0.39180	3	582000000
2019-10-17	IR	FRA_20200408_3M_USD-LIBOR-BBA		1.639200	1.639200	1.639200	1.639200	5	1325000000
2019-10-17	IR	FRA_20200409_3M_EUR-EURIBOR-Reuters		-0.46090	-0.46090	-0.46090	-0.46090	2	100000000
2019-10-17	IR	FRA_20200409_3M_USD-LIBOR-BBA		1.638200	1.638200	1.638200	1.638200	6	1768000000
2019-10-17	IR	FRA_20200414_3M_USD-LIBOR-BBA		1.633100	1.633100	1.633100	1.633100	9	2799000000
2019-10-17	IR	FRA_20200415_1M_USD-LIBOR-BBA		1.522400	1.522400	1.522400	1.522400	1	1000000000
2019-10-17	IR	FRA_20200415_3M_EUR-EURIBOR-Reuters		-0.46220	-0.46220	-0.46220	-0.46220	2	200000000
2019-10-17	IR	FRA_20200415_3M_USD-LIBOR-BBA		1.632100	1.632100	1.632100	1.632100	7	1500000000
2019-10-17	IR	FRA_20200416_3M_EUR-EURIBOR-Reuters		-0.46240	-0.46240	-0.46240	-0.46240	1	200000000
2019-10-17	IR	FRA_20200416_3M_USD-LIBOR-BBA		1.631100	1.631100	1.631100	1.631100	3	458000000
2019-10-17	IR	FRA_20200417_3M_EUR-EURIBOR-Reuters		-0.46260	-0.46260	-0.46260	-0.46260	1	100000000
2019-10-17	IR	FRA_20200417_3M_USD-LIBOR-BBA		1.630100	1.630100	1.630100	1.630100	8	1837000000
2019-10-17	IR	FRA_20200420_1M_USD-LIBOR-BBA		1.518500	1.518500	1.518500	1.518500	1	1000000000
2019-10-17	IR	FRA_20200420_3M_EUR-EURIBOR-Reuters		-0.46330	-0.46330	-0.46330	-0.46330	1	100000000
2019-10-17	IR	FRA_20200420_3M_USD-LIBOR-BBA		1.627000	1.627000	1.627000	1.627000	4	1201000000
2019-10-17	IR	FRA_20200421_3M_USD-LIBOR-BBA		1.626000	1.626000	1.626000	1.626000	3	430000000
2019-10-17	IR	FRA_20200422_3M_EUR-EURIBOR-Reuters		-0.46370	-0.46370	-0.46370	-0.46370	1	100000000
2019-10-17	IR	FRA_20200422_3M_USD-LIBOR-BBA		1.625000	1.625000	1.625000	1.625000	1	254000000
2019-10-17	IR	FRA_20200423_1M_USD-LIBOR-BBA		1.515800	1.515800	1.515800	1.515800	2	125000000
2019-10-17	IR	FRA_20200423_3M_USD-LIBOR-BBA		1.624000	1.624000	1.624000	1.624000	1	139000000
2019-10-17	IR	FRA_20200424_3M_USD-LIBOR-BBA		1.622900	1.622900	1.622900	1.622900	3	793000000
2019-10-17	IR	FRA_20200427_3M_USD-LIBOR-BBA		1.619900	1.619900	1.619900	1.619900	9	3599000000
2019-10-17	IR	FRA_20200428_3M_USD-LIBOR-BBA		1.618900	1.618900	1.618900	1.618900	3	1679000000
2019-10-17	IR	FRA_20200429_3M_EUR-EURIBOR-Reuters		-0.46560	-0.46560	-0.46560	-0.46560	1	90000000
2019-10-17	IR	FRA_20200429_3M_USD-LIBOR-BBA		1.617900	1.617900	1.617900	1.617900	2	746000000
2019-10-17	IR	FRA_20200430_3M_EUR-EURIBOR-Reuters		-0.46600	-0.46600	-0.46600	-0.46600	1	100000000
2019-10-17	IR	FRA_20200430_3M_USD-LIBOR-BBA		1.616300	1.616300	1.616300	1.616300	4	3157000000
2019-10-17	IR	FRA_20200501_3M_USD-LIBOR-BBA		1.614400	1.614400	1.614400	1.614400	1	254000000
2019-10-17	IR	FRA_20200504_3M_USD-LIBOR-BBA		1.612300	1.612300	1.612300	1.612300	2	1018000000
2019-10-17	IR	FRA_20200505_1M_USD-LIBOR-BBA		1.510800	1.510800	1.510800	1.510800	1	25000000
2019-10-17	IR	FRA_20200505_3M_USD-LIBOR-BBA		1.611300	1.611300	1.611300	1.611300	4	3766000000
2019-10-17	IR	FRA_20200506_1M_USD-LIBOR-BBA		1.510900	1.510900	1.510900	1.510900	1	55000000
2019-10-17	IR	FRA_20200506_3M_USD-LIBOR-BBA		1.610300	1.610300	1.610300	1.610300	4	1223000000
2019-10-17	IR	FRA_20200507_3M_USD-LIBOR-BBA		1.609300	1.609300	1.609300	1.609300	4	859000000
2019-10-17	IR	FRA_20200508_3M_EUR-EURIBOR-Reuters		-0.46810	-0.46810	-0.46810	-0.46810	1	130000000
2019-10-17	IR	FRA_20200511_1M_USD-LIBOR-BBA		1.510800	1.510800	1.510800	1.510800	1	150000000
2019-10-17	IR	FRA_20200511_3M_EUR-EURIBOR-Reuters		-0.46830	-0.46830	-0.46830	-0.46830	1	300000000
2019-10-17	IR	FRA_20200511_3M_USD-LIBOR-BBA		1.605300	1.605300	1.605300	1.605300	3	1588000000
2019-10-17	IR	FRA_20200511_6M_EUR-EURIBOR-Reuters		-0.39760	-0.39760	-0.39760	-0.39760	3	350000000
2019-10-17	IR	FRA_20200512_3M_USD-LIBOR-BBA		1.604300	1.604300	1.604300	1.604300	5	2363000000
2019-10-17	IR	FRA_20200513_1M_USD-LIBOR-BBA		1.507700	1.507700	1.507700	1.507700	1	100000000
2019-10-17	IR	FRA_20200513_3M_USD-LIBOR-BBA		1.603300	1.603300	1.603300	1.603300	3	1129000000
2019-10-17	IR	FRA_20200514_3M_USD-LIBOR-BBA		1.602300	1.602300	1.602300	1.602300	6	2082000000
2019-10-17	IR	FRA_20200515_1M_USD-LIBOR-BBA		1.507400	1.507400	1.507400	1.507400	1	30000000
2019-10-17	IR	FRA_20200515_3M_USD-LIBOR-BBA		1.600600	1.600600	1.600600	1.600600	4	289000000
2019-10-17	IR	FRA_20200515_6M_EUR-EURIBOR-Reuters		-0.39830	-0.39830	-0.39830	-0.39830	1	11000000
2019-10-17	IR	FRA_20200519_3M_USD-LIBOR-BBA		1.597300	1.597300	1.597300	1.597300	2	326000000
2019-10-17	IR	FRA_20200520_3M_USD-LIBOR-BBA		1.596300	1.596300	1.596300	1.596300	5	3531000000
2019-10-17	IR	FRA_20200520_6M_EUR-EURIBOR-Reuters		-0.39870	-0.39870	-0.39870	-0.39870	1	117000000
2019-10-17	IR	FRA_20200521_3M_USD-LIBOR-BBA		1.595300	1.595300	1.595300	1.595300	5	2650000000
2019-10-17	IR	FRA_20200521_6M_EUR-EURIBOR-Reuters		-0.39890	-0.39890	-0.39890	-0.39890	1	124000000
2019-10-17	IR	FRA_20200522_3M_USD-LIBOR-BBA		1.593700	1.593700	1.593700	1.593700	2	398000000
2019-10-17	IR	FRA_20200522_6M_EUR-EURIBOR-Reuters		-0.39920	-0.39920	-0.39920	-0.39920	2	823000000
2019-10-17	IR	FRA_20200525_6M_EUR-EURIBOR-Reuters		-0.39940	-0.39940	-0.39940	-0.39940	3	1604000000
2019-10-17	IR	FRA_20200526_3M_USD-LIBOR-BBA		1.590200	1.590200	1.590200	1.590200	3	1200000000
2019-10-17	IR	FRA_20200527_1M_USD-LIBOR-BBA		1.496500	1.496500	1.496500	1.496500	1	100000000
2019-10-17	IR	FRA_20200528_3M_USD-LIBOR-BBA		1.588200	1.588200	1.588200	1.588200	2	780000000
2019-10-17	IR	FRA_20200529_3M_USD-LIBOR-BBA		1.587400	1.587400	1.587400	1.587400	6	1776000000
2019-10-17	IR	FRA_20200529_6M_EUR-EURIBOR-Reuters		-0.40010	-0.40010	-0.40010	-0.40010	1	80000000
2019-10-17	IR	FRA_20200601_3M_EUR-EURIBOR-Reuters		-0.47110	-0.47110	-0.47110	-0.47110	3	211000000
2019-10-17	IR	FRA_20200601_3M_USD-LIBOR-BBA		1.584200	1.584200	1.584200	1.584200	3	918000000
2019-10-17	IR	FRA_20200601_6M_EUR-EURIBOR-Reuters		-0.40030	-0.40030	-0.40030	-0.40030	2	177000000
2019-10-17	IR	FRA_20200602_3M_USD-LIBOR-BBA		1.583200	1.583200	1.583200	1.583200	1	254000000
2019-10-17	IR	FRA_20200602_6M_EUR-EURIBOR-Reuters		-0.40040	-0.40040	-0.40040	-0.40040	3	651000000
2019-10-17	IR	FRA_20200603_3M_USD-LIBOR-BBA		1.582200	1.582200	1.582200	1.582200	2	194000000
2019-10-17	IR	FRA_20200604_3M_USD-LIBOR-BBA		1.581200	1.581200	1.581200	1.581200	1	1386000000
2019-10-17	IR	FRA_20200604_6M_EUR-EURIBOR-Reuters		-0.40070	-0.40070	-0.40070	-0.40070	1	176000000
2019-10-17	IR	FRA_20200605_1M_USD-LIBOR-BBA		1.487600	1.487600	1.487600	1.487600	1	50000000
2019-10-17	IR	FRA_20200605_3M_USD-LIBOR-BBA		1.579900	1.579900	1.579900	1.579900	6	1782000000
2019-10-17	IR	FRA_20200608_1M_USD-LIBOR-BBA		1.484200	1.484200	1.484200	1.484200	3	199000000
2019-10-17	IR	FRA_20200608_3M_USD-LIBOR-BBA		1.577200	1.577200	1.577200	1.577200	1	1000000000
2019-10-17	IR	FRA_20200608_6M_EUR-EURIBOR-Reuters		-0.40130	-0.40130	-0.40130	-0.40130	1	150000000
2019-10-17	IR	FRA_20200609_3M_USD-LIBOR-BBA		1.576200	1.576200	1.576200	1.576200	1	65000000
2019-10-17	IR	FRA_20200609_6M_EUR-EURIBOR-Reuters		-0.40140	-0.40140	-0.40140	-0.40140	2	200000000
2019-10-17	IR	FRA_20200610_1M_USD-LIBOR-BBA		1.481700	1.481700	1.481700	1.481700	1	50000000
2019-10-17	IR	FRA_20200610_6M_EUR-EURIBOR-Reuters		-0.40160	-0.40160	-0.40160	-0.40160	1	100000000
2019-10-17	IR	FRA_20200611_1M_USD-LIBOR-BBA		1.479900	1.479900	1.479900	1.479900	1	100000000
2019-10-17	IR	FRA_20200611_6M_EUR-EURIBOR-Reuters		-0.40160	-0.40160	-0.40160	-0.40160	2	906000000
2019-10-17	IR	FRA_20200612_6M_EUR-EURIBOR-Reuters		-0.40190	-0.40190	-0.40190	-0.40190	2	595000000
2019-10-17	IR	FRA_20200615_3M_USD-LIBOR-BBA		1.570100	1.570100	1.570100	1.570100	3	2228000000
2019-10-17	IR	FRA_20200616_3M_USD-LIBOR-BBA		1.569200	1.569200	1.569200	1.569200	1	500000000
2019-10-17	IR	FRA_20200617_3M_EUR-EURIBOR-Reuters		-0.47250	-0.47250	-0.47250	-0.47250	7	1353000000
2019-10-17	IR	FRA_20200617_3M_USD-LIBOR-BBA		1.568100	1.568100	1.568100	1.568100	46	13533000000
2019-10-17	IR	FRA_20200617_6M_EUR-EURIBOR-Reuters		-0.40210	-0.40210	-0.40210	-0.40210	3	2364000000
2019-10-17	IR	FRA_20200618_1M_USD-LIBOR-BBA		1.477200	1.477200	1.477200	1.477200	1	425000000
2019-10-17	IR	FRA_20200618_3M_USD-LIBOR-BBA		1.567100	1.567100	1.567100	1.567100	2	1640000000
2019-10-17	IR	FRA_20200619_1M_USD-LIBOR-BBA		1.476900	1.476900	1.476900	1.476900	1	275000000
2019-10-17	IR	FRA_20200622_1M_USD-LIBOR-BBA		1.475800	1.475800	1.475800	1.475800	2	199000000
2019-10-17	IR	FRA_20200622_3M_USD-LIBOR-BBA		1.564400	1.564400	1.564400	1.564400	5	375000000
2019-10-17	IR	FRA_20200622_6M_EUR-EURIBOR-Reuters		-0.40260	-0.40260	-0.40260	-0.40260	1	450000000
2019-10-17	IR	FRA_20200623_3M_USD-LIBOR-BBA		1.563800	1.563800	1.563800	1.563800	1	213000000
2019-10-17	IR	FRA_20200624_3M_USD-LIBOR-BBA		1.563100	1.563100	1.563100	1.563100	1	50000000
2019-10-17	IR	FRA_20200626_1M_USD-LIBOR-BBA		1.474100	1.474100	1.474100	1.474100	1	875000000
2019-10-17	IR	FRA_20200626_3M_USD-LIBOR-BBA		1.560600	1.560600	1.560600	1.560600	3	3526000000
2019-10-17	IR	FRA_20200629_1M_USD-LIBOR-BBA		1.472900	1.472900	1.472900	1.472900	1	875000000
2019-10-17	IR	FRA_20200629_3M_USD-LIBOR-BBA		1.559700	1.559700	1.559700	1.559700	3	1287000000
2019-10-17	IR	FRA_20200630_3M_USD-LIBOR-BBA		1.559100	1.559100	1.559100	1.559100	1	1174000000
2019-10-17	IR	FRA_20200701_3M_USD-LIBOR-BBA		1.558400	1.558400	1.558400	1.558400	2	1032000000
2019-10-17	IR	FRA_20200702_3M_USD-LIBOR-BBA		1.557700	1.557700	1.557700	1.557700	2	1058000000
2019-10-17	IR	FRA_20200706_3M_USD-LIBOR-BBA		1.555000	1.555000	1.555000	1.555000	3	2107000000
2019-10-17	IR	FRA_20200707_3M_USD-LIBOR-BBA		1.554400	1.554400	1.554400	1.554400	2	500000000
2019-10-17	IR	FRA_20200708_3M_USD-LIBOR-BBA		1.553700	1.553700	1.553700	1.553700	1	67000000
2019-10-17	IR	FRA_20200709_3M_USD-LIBOR-BBA		1.553000	1.553000	1.553000	1.553000	2	241000000
2019-10-17	IR	FRA_20200710_3M_USD-LIBOR-BBA		1.551000	1.551000	1.551000	1.551000	2	608000000
2019-10-17	IR	FRA_20200713_3M_USD-LIBOR-BBA		1.550300	1.550300	1.550300	1.550300	4	2486000000
2019-10-17	IR	FRA_20200714_3M_USD-LIBOR-BBA		1.549700	1.549700	1.549700	1.549700	2	250000000
2019-10-17	IR	FRA_20200715_3M_USD-LIBOR-BBA		1.549000	1.549000	1.549000	1.549000	1	200000000
2019-10-17	IR	FRA_20200716_3M_USD-LIBOR-BBA		1.548300	1.548300	1.548300	1.548300	4	482000000
2019-10-17	IR	FRA_20200717_3M_USD-LIBOR-BBA		1.546800	1.546800	1.546800	1.546800	2	150000000
2019-10-17	IR	FRA_20200720_3M_USD-LIBOR-BBA		1.545700	1.545700	1.545700	1.545700	2	298000000
2019-10-17	IR	FRA_20200721_3M_USD-LIBOR-BBA		1.545000	1.545000	1.545000	1.545000	1	105000000
2019-10-17	IR	FRA_20200722_3M_USD-LIBOR-BBA		1.544300	1.544300	1.544300	1.544300	3	1230000000
2019-10-17	IR	FRA_20200723_3M_USD-LIBOR-BBA		1.543600	1.543600	1.543600	1.543600	1	175000000
2019-10-17	IR	FRA_20200724_3M_USD-LIBOR-BBA		1.542200	1.542200	1.542200	1.542200	3	1151000000
2019-10-17	IR	FRA_20200727_3M_USD-LIBOR-BBA		1.541000	1.541000	1.541000	1.541000	1	1020000000
2019-10-17	IR	FRA_20200728_3M_USD-LIBOR-BBA		1.540300	1.540300	1.540300	1.540300	4	1653000000
2019-10-17	IR	FRA_20200730_3M_USD-LIBOR-BBA		1.538900	1.538900	1.538900	1.538900	3	478000000
2019-10-17	IR	FRA_20200731_3M_USD-LIBOR-BBA		1.538600	1.538600	1.538600	1.538600	6	2774000000
2019-10-17	IR	FRA_20200803_3M_USD-LIBOR-BBA		1.536300	1.536300	1.536300	1.536300	3	2931000000
2019-10-17	IR	FRA_20200807_3M_USD-LIBOR-BBA		1.533000	1.533000	1.533000	1.533000	1	883000000
2019-10-17	IR	FRA_20200810_3M_USD-LIBOR-BBA		1.531600	1.531600	1.531600	1.531600	1	59000000
2019-10-17	IR	FRA_20200814_3M_USD-LIBOR-BBA		1.528500	1.528500	1.528500	1.528500	1	168000000
2019-10-17	IR	FRA_20200820_3M_USD-LIBOR-BBA		1.524900	1.524900	1.524900	1.524900	3	1770000000
2019-10-17	IR	FRA_20200821_1M_USD-LIBOR-BBA		1.449900	1.449900	1.449900	1.449900	1	66000000
2019-10-17	IR	FRA_20200821_3M_USD-LIBOR-BBA		1.523900	1.523900	1.523900	1.523900	3	1370000000
2019-10-17	IR	FRA_20200821_6M_EUR-EURIBOR-Reuters		-0.40780	-0.40780	-0.40780	-0.40780	1	53000000
2019-10-17	IR	FRA_20200825_1M_USD-LIBOR-BBA		1.445400	1.445400	1.445400	1.445400	1	37000000
2019-10-17	IR	FRA_20200826_1M_USD-LIBOR-BBA		1.442600	1.442600	1.442600	1.442600	1	29000000
2019-10-17	IR	FRA_20200904_3M_EUR-EURIBOR-Reuters		-0.48150	-0.48150	-0.48150	-0.48150	2	215000000
2019-10-17	IR	FRA_20200914_3M_USD-LIBOR-BBA		1.508100	1.508100	1.508100	1.508100	2	286000000
2019-10-17	IR	FRA_20200916_3M_EUR-EURIBOR-Reuters		-0.48350	-0.48350	-0.48350	-0.48350	4	973000000
2019-10-17	IR	FRA_20200916_3M_USD-LIBOR-BBA		1.506700	1.506700	1.506700	1.506700	22	3183000000
2019-10-17	IR	FRA_20200917_3M_USD-LIBOR-BBA		1.506000	1.506000	1.506000	1.506000	1	17000000
2019-10-17	IR	FRA_20200918_3M_USD-LIBOR-BBA		1.505300	1.505300	1.505300	1.505300	1	51000000
2019-10-17	IR	FRA_20200921_3M_USD-LIBOR-BBA		1.505400	1.505400	1.505400	1.505400	2	216000000
2019-10-17	IR	FRA_20200925_3M_USD-LIBOR-BBA		1.505800	1.505800	1.505800	1.505800	2	343000000
2019-10-17	IR	FRA_20200925_6M_EUR-EURIBOR-Reuters		-0.40880	-0.40880	-0.40880	-0.40880	1	97000000
2019-10-17	IR	FRA_20200928_3M_USD-LIBOR-BBA		1.505700	1.505700	1.505700	1.505700	2	629000000
2019-10-17	IR	FRA_20200929_3M_USD-LIBOR-BBA		1.505700	1.505700	1.505700	1.505700	2	791000000
2019-10-17	IR	FRA_20200930_3M_USD-LIBOR-BBA		1.505800	1.505800	1.505800	1.505800	3	791000000
2019-10-17	IR	FRA_20200930_6M_EUR-EURIBOR-Reuters		-0.40880	-0.40880	-0.40880	-0.40880	1	80000000
2019-10-17	IR	FRA_20201001_3M_USD-LIBOR-BBA		1.506000	1.506000	1.506000	1.506000	1	60000000
2019-10-17	IR	FRA_20201002_3M_USD-LIBOR-BBA		1.506000	1.506000	1.506000	1.506000	1	519000000
2019-10-17	IR	FRA_20201005_3M_USD-LIBOR-BBA		1.505900	1.505900	1.505900	1.505900	2	519000000
2019-10-17	IR	FRA_20201007_3M_USD-LIBOR-BBA		1.506000	1.506000	1.506000	1.506000	1	245000000
2019-10-17	IR	FRA_20201008_3M_EUR-EURIBOR-Reuters		-0.48670	-0.48670	-0.48670	-0.48670	1	325000000
2019-10-17	IR	FRA_20201008_3M_USD-LIBOR-BBA		1.506000	1.506000	1.506000	1.506000	1	68000000
2019-10-17	IR	FRA_20201009_3M_USD-LIBOR-BBA		1.506200	1.506200	1.506200	1.506200	1	51000000
2019-10-17	IR	FRA_20201013_3M_USD-LIBOR-BBA		1.506200	1.506200	1.506200	1.506200	1	398000000
2019-10-17	IR	FRA_20201014_6M_EUR-EURIBOR-Reuters		-0.40830	-0.40830	-0.40830	-0.40830	2	1000000000
2019-10-17	IR	FRA_20201015_3M_USD-LIBOR-BBA		1.506300	1.506300	1.506300	1.506300	1	53000000
2019-10-17	IR	FRA_20201016_3M_USD-LIBOR-BBA		1.506400	1.506400	1.506400	1.506400	1	144000000
2019-10-17	IR	FRA_20201019_3M_USD-LIBOR-BBA		1.506400	1.506400	1.506400	1.506400	3	339000000
2019-10-17	IR	FRA_20201020_3M_USD-LIBOR-BBA		1.506400	1.506400	1.506400	1.506400	1	59000000
2019-10-17	IR	FRA_20201026_3M_USD-LIBOR-BBA		1.506600	1.506600	1.506600	1.506600	2	2412000000
2019-10-17	IR	FRA_20201027_3M_USD-LIBOR-BBA		1.506600	1.506600	1.506600	1.506600	1	139000000
2019-10-17	IR	FRA_20201028_3M_USD-LIBOR-BBA		1.506700	1.506700	1.506700	1.506700	2	139000000
2019-10-17	IR	FRA_20201029_3M_USD-LIBOR-BBA		1.506700	1.506700	1.506700	1.506700	1	49000000
2019-10-17	IR	FRA_20201030_6M_EUR-EURIBOR-Reuters		-0.40730	-0.40730	-0.40730	-0.40730	1	100000000
2019-10-17	IR	FRA_20201102_3M_USD-LIBOR-BBA		1.506800	1.506800	1.506800	1.506800	4	1931000000
2019-10-17	IR	FRA_20201103_3M_USD-LIBOR-BBA		1.506900	1.506900	1.506900	1.506900	1	783000000
2019-10-17	IR	FRA_20201105_3M_USD-LIBOR-BBA		1.506900	1.506900	1.506900	1.506900	1	1565000000
2019-10-17	IR	FRA_20201106_3M_USD-LIBOR-BBA		1.507000	1.507000	1.507000	1.507000	1	619000000
2019-10-17	IR	FRA_20201109_3M_USD-LIBOR-BBA		1.507000	1.507000	1.507000	1.507000	2	619000000
2019-10-17	IR	FRA_20201113_3M_USD-LIBOR-BBA		1.507300	1.507300	1.507300	1.507300	1	447000000
2019-10-17	IR	FRA_20201116_3M_USD-LIBOR-BBA		1.507300	1.507300	1.507300	1.507300	2	500000000
2019-10-17	IR	FRA_20201119_3M_USD-LIBOR-BBA		1.507400	1.507400	1.507400	1.507400	1	98000000
2019-10-17	IR	FRA_20201123_3M_USD-LIBOR-BBA		1.507500	1.507500	1.507500	1.507500	1	500000000
2019-10-17	IR	FRA_20201123_6M_EUR-EURIBOR-Reuters		-0.40500	-0.40500	-0.40500	-0.40500	1	790000000
2019-10-17	IR	FRA_20201124_6M_EUR-EURIBOR-Reuters		-0.40500	-0.40500	-0.40500	-0.40500	1	827000000
2019-10-17	IR	FRA_20201127_3M_USD-LIBOR-BBA		1.507600	1.507600	1.507600	1.507600	1	500000000
2019-10-17	IR	FRA_20201201_3M_USD-LIBOR-BBA		1.507700	1.507700	1.507700	1.507700	1	1000000000
2019-10-17	IR	FRA_20201202_3M_USD-LIBOR-BBA		1.507700	1.507700	1.507700	1.507700	1	1000000000
2019-10-17	IR	FRA_20201203_3M_USD-LIBOR-BBA		1.507700	1.507700	1.507700	1.507700	1	58000000
2019-10-17	IR	FRA_20201204_3M_USD-LIBOR-BBA		1.507800	1.507800	1.507800	1.507800	1	37000000
2019-10-17	IR	FRA_20201204_6M_EUR-EURIBOR-Reuters		-0.40390	-0.40390	-0.40390	-0.40390	1	240000000
2019-10-17	IR	FRA_20201207_3M_USD-LIBOR-BBA		1.507900	1.507900	1.507900	1.507900	1	68000000
2019-10-17	IR	FRA_20201208_3M_USD-LIBOR-BBA		1.507900	1.507900	1.507900	1.507900	1	37000000
2019-10-17	IR	FRA_20201209_3M_USD-LIBOR-BBA		1.507900	1.507900	1.507900	1.507900	1	25000000
2019-10-17	IR	FRA_20201211_6M_EUR-EURIBOR-Reuters		-0.40310	-0.40310	-0.40310	-0.40310	1	1266000000
2019-10-17	IR	FRA_20201214_3M_USD-LIBOR-BBA		1.508100	1.508100	1.508100	1.508100	2	68000000
2019-10-17	IR	FRA_20201216_3M_EUR-EURIBOR-Reuters		-0.48800	-0.48800	-0.48800	-0.48800	3	370000000
2019-10-17	IR	FRA_20201216_3M_USD-LIBOR-BBA		1.508200	1.508200	1.508200	1.508200	9	806000000
2019-10-17	IR	FRA_20201217_3M_EUR-EURIBOR-Reuters		-0.48790	-0.48790	-0.48790	-0.48790	1	214000000
2019-10-17	IR	FRA_20201217_3M_USD-LIBOR-BBA		1.508200	1.508200	1.508200	1.508200	1	2000000000
2019-10-17	IR	FRA_20201221_3M_EUR-EURIBOR-Reuters		-0.48740	-0.48740	-0.48740	-0.48740	1	167000000
2019-10-17	IR	FRA_20201230_3M_EUR-EURIBOR-Reuters		-0.48630	-0.48630	-0.48630	-0.48630	1	433000000
2019-10-17	IR	FRA_20210107_3M_EUR-EURIBOR-Reuters		-0.48500	-0.48500	-0.48500	-0.48500	1	59000000
2019-10-17	IR	FRA_20210108_3M_EUR-EURIBOR-Reuters		-0.48490	-0.48490	-0.48490	-0.48490	2	445000000
2019-10-17	IR	FRA_20210111_3M_EUR-EURIBOR-Reuters		-0.48420	-0.48420	-0.48420	-0.48420	1	150000000
2019-10-17	IR	FRA_20210115_3M_EUR-EURIBOR-Reuters		-0.48350	-0.48350	-0.48350	-0.48350	1	50000000
2019-10-17	IR	FRA_20210129_3M_EUR-EURIBOR-Reuters		-0.48030	-0.48030	-0.48030	-0.48030	1	185000000
2019-10-17	IR	FRA_20210201_3M_EUR-EURIBOR-Reuters		-0.47970	-0.47970	-0.47970	-0.47970	1	189000000
2019-10-17	IR	FRA_20210202_3M_EUR-EURIBOR-Reuters		-0.47960	-0.47960	-0.47960	-0.47960	1	100000000
2019-10-17	IR	FRA_20210317_3M_EUR-EURIBOR-Reuters		-0.47130	-0.47130	-0.47130	-0.47130	6	533000000
2019-10-17	IR	GBP 3Y 5Y 3M LIBOR Cap 0.01725	GBP 3M LIBOR	0.0030175	0.0030175	0.00300175	0.00300175	1	100000000
2019-10-17	IR	GBP.2Y.3M	GBP.2Y.3M	0.00725	0.00725	0.00725	0.00725	1	15000000
2019-10-17	IR	IDR.USD.2Y.ifx.NDIRX.S.B	IDR.USD.2Y.ifx.NDIRX.S.B	0.0678	0.0678	0.0678	0.0678	2	8000000
2019-10-17	IR	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X12	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X12					2	15000000000
2019-10-17	IR	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X24	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X24					2	7700000000
2019-10-17	IR	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X60	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X60					2	2460000000
2019-10-17	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X108	IRS_AUD_3MBBSW_AUD_6MBBSW_0X108					1	172000000
2019-10-17	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X120	IRS_AUD_3MBBSW_AUD_6MBBSW_0X120					1	156000000
2019-10-17	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X12	IRS_AUD_3MBBSW_USD_3MUSDL_0X12					3	1250000000
2019-10-17	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X24	IRS_AUD_3MBBSW_USD_3MUSDL_0X24					1	150000000
2019-10-17	IR	IRS_CAD_1MCADB_CAD_3MCADB_0X60	IRS_CAD_1MCADB_CAD_3MCADB_0X60					2	200000000
2019-10-17	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X12	IRS_CAD_3MCDOR_USD_3MUSDL_0X12					1	200000000
2019-10-17	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X120	IRS_CAD_3MCDOR_USD_3MUSDL_0X120					3	170000000
2019-10-17	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X360	IRS_CAD_3MCDOR_USD_3MUSDL_0X360					1	25000000
2019-10-17	IR	IRS_CLF_1TUF_CLP_CAMA_0X11	IRS_CLF_1TUF_CLP_CAMA_0X11					3	900000
2019-10-17	IR	IRS_CLF_1TUF_CLP_CAMA_0X12	IRS_CLF_1TUF_CLP_CAMA_0X12					1	300000
2019-10-17	IR	IRS_CLF_1TUF_CLP_CAMA_0X13	IRS_CLF_1TUF_CLP_CAMA_0X13					2	600000
2019-10-17	IR	IRS_CLF_1TUF_CLP_CAMA_0X7	IRS_CLF_1TUF_CLP_CAMA_0X7					2	600000
2019-10-17	IR	IRS_CLF_1TUF_CLP_CAMA_0X8	IRS_CLF_1TUF_CLP_CAMA_0X8					2	600000
2019-10-17	IR	IRS_CLF_6MUF_CLP_CAMA_0X144	IRS_CLF_6MUF_CLP_CAMA_0X144					2	210000
2019-10-17	IR	IRS_CLF_6MUF_CLP_CAMA_0X180	IRS_CLF_6MUF_CLP_CAMA_0X180					2	168000
2019-10-17	IR	IRS_CLF_6MUF_CLP_CAMA_0X240	IRS_CLF_6MUF_CLP_CAMA_0X240					2	110000
2019-10-17	IR	IRS_CLF_6MUF_CLP_CAMA_0X36	IRS_CLF_6MUF_CLP_CAMA_0X36					1	300000
2019-10-17	IR	IRS_CLF_6MUF_CLP_CAMA_0X48	IRS_CLF_6MUF_CLP_CAMA_0X48					1	300000
2019-10-17	IR	IRS_JPY_3MJPYL_USD_3MUSDL_0X240	IRS_JPY_3MJPYL_USD_3MUSDL_0X240					1	2500000000
2019-10-17	IR	IRS_JPY_3MJPYL_USD_3MUSDL_0X60	IRS_JPY_3MJPYL_USD_3MUSDL_0X60					1	10500000000
2019-10-17	IR	IRS_NOK_3MOIBO_USD_3MUSDL_0X180	IRS_NOK_3MOIBO_USD_3MUSDL_0X180					1	100000000
2019-10-17	IR	IRS_NOK_3MOIBO_USD_3MUSDL_0X240	IRS_NOK_3MOIBO_USD_3MUSDL_0X240					1	100000000
2019-10-17	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X108	IRS_NZD_3MBKBM_USD_3MUSDL_0X108					1	55250000
2019-10-17	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X120	IRS_NZD_3MBKBM_USD_3MUSDL_0X120					1	50000000
2019-10-17	IR	IRS_USD_1MUSDL_MXN_28DMXNT_0X12	IRS_USD_1MUSDL_MXN_28DMXNT_0X12					2	150000000
2019-10-17	IR	IRS_USD_1MUSDL_MXN_28DMXNT_0X8	IRS_USD_1MUSDL_MXN_28DMXNT_0X8					2	217500000
2019-10-17	IR	JPY.2Y.3M.XCCY.BSX	JPY.2Y.3M.XCCY.BSX	-0.00345	-0.00345	-0.0034875	-0.0034875	4	85720000000
2019-10-17	IR	JPY.3Y.3M.XCCY.BSX	JPY.3Y.3M.XCCY.BSX	-0.0038375	-0.0038375	-0.003875	-0.003875	4	57000000000
2019-10-17	IR	JSCC_JPY_IRS_6M_JPY_LIBOR_0X120	JSCC_JPY_IRS_6M_JPY_LIBOR_0X120					1	990000000
2019-10-17	IR	JSCC_JPY_IRS_6M_JPY_LIBOR_0X240	JSCC_JPY_IRS_6M_JPY_LIBOR_0X240					1	500000000
2019-10-17	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X36	LCH_AUD_IRS_3M_AUD_BBSW_0X36					3	268000000
2019-10-17	IR	LCH_AUD_IRS_3M_AUD_BBSW_1X4	LCH_AUD_IRS_3M_AUD_BBSW_1X4					1	1000000000
2019-10-17	IR	LCH_AUD_IRS_3M_AUD_BBSW_22X25	LCH_AUD_IRS_3M_AUD_BBSW_22X25					1	300000000
2019-10-17	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120					5	142500000
2019-10-17	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X360	LCH_AUD_IRS_6M_AUD_BBSW_0X360					2	25000000
2019-10-17	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X120	LCH_CAD_IRS_3M_CAD_CDOR_0X120					2	100000000
2019-10-17	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X36	LCH_CAD_IRS_3M_CAD_CDOR_0X36					2	700000000
2019-10-17	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X60	LCH_CAD_IRS_3M_CAD_CDOR_0X60					4	346000000
2019-10-17	IR	LCH_CZK_IRS_3M_CZK_PRIBOR_0X12	LCH_CZK_IRS_3M_CZK_PRIBOR_0X12					1	3470000000
2019-10-17	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X12	LCH_CZK_IRS_6M_CZK_PRIBOR_0X12					1	3470000000
2019-10-17	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X60	LCH_CZK_IRS_6M_CZK_PRIBOR_0X60					4	1194000000
2019-10-17	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X12	LCH_NZD_IRS_3M_NZD_BKBM_0X12					1	450000000
2019-10-17	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X24	LCH_NZD_IRS_3M_NZD_BKBM_0X24					2	149250000
2019-10-17	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X48	LCH_NZD_IRS_3M_NZD_BKBM_0X48					1	50000000
2019-10-17	IR	MXN.130*1.TIIE.28D.S.CC	MXN.130*1.TIIE.28D.S.CC	0.0675	0.0677	0.0675	0.0676	4	1120000000
2019-10-17	IR	MXN.156*1.TIIE.28D.S.CC	MXN.156*1.TIIE.28D.S.CC	0.0687	0.0687	0.0687	0.0687	2	795000000
2019-10-17	IR	MXN.3*1.TIIE.28D.S.CC	MXN.3*1.TIIE.28D.S.CC	0.07845	0.07845	0.0784	0.0784	2	14200000000
2019-10-17	IR	MXN.52*1.TIIE.28D.S.CC	MXN.52*1.TIIE.28D.S.CC	0.0648	0.0648	0.0648	0.0648	1	270000000
2019-10-17	IR	MYR.2Y.3M.NDIRS.S.B	MYR.2Y.3M.NDIRS.S.B	0.03205	0.03205	0.03205	0.03205	2	220000000
2019-10-17	IR	MYR_NDS_3M_USD_KLIBOR_0X60	MYR_NDS_3M_USD_KLIBOR_0X60					1	46000000
2019-10-17	IR	SOPT_STRADDLE_E_CAD_3MCDOR_1 X 60_1.8925	SOPT_STRADDLE_E_CAD_3MCDOR_1 X 60_1.892500					1	25000000
2019-10-17	IR	SOPT_STRADDLE_E_CAD_3MCDOR_3 X 60_1.89	SOPT_STRADDLE_E_CAD_3MCDOR_3 X 60_1.890000					2	250000000
2019-10-17	IR	TRY_IRS_3M_TRY_LIBOR_0X3	TRY_IRS_3M_TRY_LIBOR_0X3					2	719939100
2019-10-17	IR	TRY_IRS_3M_TRY_LIBOR_0X6	TRY_IRS_3M_TRY_LIBOR_0X6					1	249985000
2019-10-17	IR	TRY_IRS_3M_TRY_LIBOR_0X9	TRY_IRS_3M_TRY_LIBOR_0X9					2	259602000
2019-10-17	IR	USD 2Y 3Y 3M LIBOR Str 0.0145	USD 3M LIBOR	0.008075	0.008075	0.008075	0.008075	1	250000000
2019-10-17	IR	USD 2Y 5Y 3M LIBOR Str 0.01465	USD 3M LIBOR	0.0286	0.0286	0.0286	0.0286	1	100000000
2019-10-17	IR	USD.10Y.1M/3M	USD.10Y.1M/3M	0.001087	0.001087	0.001087	0.001087	2	218000000
2019-10-17	IR	USD.10Y.3M/6M	USD.10Y.3M/6M	0.000825	0.000875	0.000825	0.000875	3	125000000
2019-10-17	IR	USD.10Y.SB.3M	USD.10Y.SB.3M	0.017063	0.017063	0.016478	0.016773	5	287000000
2019-10-17	IR	USD.12Y.1M/3M	USD.12Y.1M/3M	0.001075	0.001075	0.001075	0.001075	1	100000000
2019-10-17	IR	USD.12Y.SB.3M	USD.12Y.SB.3M	0.017	0.017	0.017	0.017	1	100000000
2019-10-17	IR	USD.15Y.1M/3M	USD.15Y.1M/3M	0.00105	0.00105	0.00105	0.00105	1	75000000
2019-10-17	IR	USD.15Y.SB.3M	USD.15Y.SB.3M	0.017538	0.017538	0.017538	0.017538	1	41000000
2019-10-17	IR	USD.1Y.1M/3M	USD.1Y.1M/3M	0.00145	0.00145	0.00145	0.00145	1	500000000
2019-10-17	IR	USD.1Y.FF/3M.S.LL	USD.1Y.FF/3M.S.LL	0.0029	0.0029	0.00275	0.002788	3	1150000000
2019-10-17	IR	USD.1Y.OIS	USD.1Y.OIS	0.014725	0.014738	0.014725	0.014738	1	250000000
2019-10-17	IR	USD.20Y.3M/BMA	USD.20Y.3M/BMA	0.008075	0.008075	0.008075	0.008075	1	25000000
2019-10-17	IR	USD.2Y.1M/3M	USD.2Y.1M/3M	0.001288	0.001288	0.001288	0.001288	1	125000000
2019-10-17	IR	USD.2Y.FF/3M.S.LL	USD.2Y.FF/3M.S.LL	0.002575	0.002575	0.002563	0.002563	2	500000000
2019-10-17	IR	USD.2Y.SB.3M	USD.2Y.SB.3M	0.016425	0.016425	0.016425	0.016425	1	130000000
2019-10-17	IR	USD.2Y.SOFR/FF.S.LL	USD.2Y.SOFR/FF.S.LL	-0.000313	-0.000313	-0.000325	-0.000325	3	750000000
2019-10-17	IR	USD.30Y.SB.3M	USD.30Y.SB.3M	0.018772	0.018772	0.018607	0.018607	2	50000000
2019-10-17	IR	USD.3M.1M/3M.JUN20	USD.3M.1M/3M.JUN20	0.001063	0.001063	0.001063	0.001063	1	1250000000
2019-10-17	IR	USD.3M.1M/3M.SEP20	USD.3M.1M/3M.SEP20	0.001012	0.001012	0.001012	0.001012	1	1250000000
2019-10-17	IR	USD.3M.AM.3M	USD.3M.AM.3M	0.019963	0.019963	0.019963	0.019963	1	600000000
2019-10-17	IR	USD.3M.OIS	USD.3M.OIS	0.016338	0.016338	0.016338	0.016338	1	500000000
2019-10-17	IR	USD.3M.OIS.DEC19	USD.3M.OIS.DEC19	0.01525	0.01525	0.0152	0.0152	2	2000000000
2019-10-17	IR	USD.3Y.FF/3M.S.LL	USD.3Y.FF/3M.S.LL	0.002437	0.002437	0.002437	0.002437	1	120000000
2019-10-17	IR	USD.3Y.SB.3M	USD.3Y.SB.3M	0.015713	0.015915	0.015713	0.015915	2	633000000
2019-10-17	IR	USD.4Y.SB.3M	USD.4Y.SB.3M	0.015488	0.015488	0.015488	0.015488	1	100000000
2019-10-17	IR	USD.5Y.1M/3M	USD.5Y.1M/3M	0.001125	0.00115	0.001125	0.00115	2	350000000
2019-10-17	IR	USD.5Y.SB.3M	USD.5Y.SB.3M	0.015624	0.015768	0.015624	0.015636	3	350000000
2019-10-17	IR	USD.7Y.1M/3M	USD.7Y.1M/3M	0.001125	0.001125	0.001087	0.0011	7	660000000
2019-10-17	IR	USD.7Y.3M/6M	USD.7Y.3M/6M	0.0008	0.0008	0.0008	0.0008	2	175000000
2019-10-17	IR	USD.7Y.3M/BMA	USD.7Y.3M/BMA	0.00715	0.00715	0.00715	0.00715	1	15000000
2019-10-17	IR	USD.7Y.FF/3M.S.LL	USD.7Y.FF/3M.S.LL	0.0024	0.0024	0.0024	0.0024	1	75000000
2019-10-17	IR	USD.8Y.1M/3M	USD.8Y.1M/3M	0.0011	0.001112	0.0011	0.001112	3	191000000
2019-10-17	IR	USD.9Y.1M/3M	USD.9Y.1M/3M	0.001125	0.001125	0.001125	0.001125	1	50000000
2019-10-17	IR	USD.FRA.3M.01D	USD.FRA.3M.01D	0.01965	0.0197	0.01965	0.0197	2	1500000000
2019-10-17	IR	USD.FRA.3M.04D	USD.FRA.3M.04D	0.019625	0.019625	0.019625	0.019625	1	2000000000
2019-10-17	IR	USD.FRA.3M.DEC19	USD.FRA.3M.DEC19	0.01915	0.01915	0.019	0.019	2	2000000000