2022-05-17 | CD | 367385 | iBoxx USD Liquid Leveraged Loans Index 20Sep22 | 175.625 | 175.625 | 175.625 | 175.625 | 1 | 15000000 |
2022-05-17 | CD | 371249 | CDXEM 36 - SEF | 89.06 | 89.06 | 89.06 | 89.06 | 1 | 10000000 |
2022-05-17 | CD | 371266 | IG37 3Y - SEF | 55.6 | 55.6 | 55.6 | 55.6 | 1 | 118000000 |
2022-05-17 | CD | 371941 | HY37 5Y - SEF | 101.66 | 101.66 | 101.66 | 101.66 | 2 | 40000000 |
2022-05-17 | CD | 386061 | S37 EUR 5Y (SEF) | 92.125 | 92.125 | 90.625 | 91.625 | 24 | 795000000 |
2022-05-17 | CD | 386097 | S37 XOVER 5Y (SEF) | 444.5 | 445.5 | 438.25 | 445.5 | 9 | 110000000 |
2022-05-17 | CD | 386236 | S37 EUR 5Y (SEF 1:5) | 91.25 | 91.625 | 91.25 | 91.625 | 4 | 250000000 |
2022-05-17 | CD | 386354 | CDXEM 37 - SEF | 91.54 | 91.56 | 91.54 | 91.56 | 2 | 20000000 |
2022-05-17 | CD | 386355 | IG38 5Y - SEF | 84.6 | 85.2 | 84.15 | 84.25 | 20 | 1097500000 |
2022-05-17 | CD | 386364 | IG38 3Y - SEF | 62.2 | 62.2 | 62.2 | 62.2 | 1 | 100000000 |
2022-05-17 | CD | 389635 | HY38 5Y - SEF | 100.63 | 100.63 | 100.4 | 100.59 | 38 | 452000000 |
2022-05-17 | CD | CDX.EM.36.V1_60M | CDX.EM.36.V1_60M | 89.35 | 89.4 | 89.05 | 89.05 | 4 | 165000000 |
2022-05-17 | CD | CDX.EM.37.V1_60M | CDX.EM.37.V1_60M | 91.5 | 91.57 | 91.5 | 91.57 | 9 | 205000000 |
2022-05-17 | CU | 0D_NDF_USD_BRL_NDF | 0D_NDF_USD_BRL_NDF | 5.009 | 5.009 | 4.9508 | 4.9508 | 9 | 266000000 |
2022-05-17 | CU | 0D_NDF_USD_CLP_NDF | 0D_NDF_USD_CLP_NDF | 850.5 | 850.5 | 849.25 | 849.25 | 5 | 42000000 |
2022-05-17 | CU | 0D_NDF_USD_CNY_NDF | 0D_NDF_USD_CNY_NDF | 6.7285 | 6.7285 | 6.7285 | 6.7285 | 1 | 6000000 |
2022-05-17 | CU | 0D_NDF_USD_IDR_NDF | 0D_NDF_USD_IDR_NDF | 14665.0 | 14665.0 | 14665.0 | 14665.0 | 1 | 35000000 |
2022-05-17 | CU | 0D_NDF_USD_INR_NDF | 0D_NDF_USD_INR_NDF | 77.645 | 77.645 | 77.3925 | 77.512 | 18 | 184000000 |
2022-05-17 | CU | 0D_NDF_USD_KRW_NDF | 0D_NDF_USD_KRW_NDF | 1267.72 | 1267.72 | 1267.72 | 1267.72 | 1 | 20000000 |
2022-05-17 | CU | 0D_NDF_USD_PEN_NDF | 0D_NDF_USD_PEN_NDF | 3.7495 | 3.76 | 3.7495 | 3.76 | 4 | 28500000 |
2022-05-17 | CU | 0D_NDF_USD_PHP_NDF | 0D_NDF_USD_PHP_NDF | 52.41 | 52.41 | 52.32 | 52.38 | 5 | 73000000 |
2022-05-17 | CU | 0D_NDF_USD_TWD_NDF | 0D_NDF_USD_TWD_NDF | 29.69 | 29.69 | 29.67 | 29.67 | 4 | 108000000 |
2022-05-17 | CU | 106D_NDF_USD_BRL_NDF | 106D_NDF_USD_BRL_NDF | 5.099 | 5.099 | 5.0951 | 5.0951 | 2 | 120000000 |
2022-05-17 | CU | 108D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2022-09-02 | 5.10038 | 5.10038 | 5.10038 | 5.10038 | 1 | 200000000 |
2022-05-17 | CU | 10D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-05-27 | 4033.0 | 4033.0 | 4033.0 | 4033.0 | 1 | 85000000 |
2022-05-17 | CU | 120D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-09-14 | 4129.4 | 4129.4 | 4129.4 | 4129.4 | 1 | 628737 |
2022-05-17 | CU | 125D_NDF_USD_BRL_NDF | 125D_NDF_USD_BRL_NDF | 5.1295 | 5.1295 | 5.1295 | 5.1295 | 1 | 10000000 |
2022-05-17 | CU | 125D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-09-19 | 4121.3 | 4121.3 | 4114.3 | 4114.3 | 2 | 30000000 |
2022-05-17 | CU | 127D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2022-09-21 | 871.5 | 872.55 | 865.5 | 872.55 | 4 | 96000000 |
2022-05-17 | CU | 127D_NDF_USD_KRW | NDF_USD_KRW Maturing on 2022-09-21 | 1276.3 | 1276.3 | 1276.3 | 1276.3 | 1 | 5000000 |
2022-05-17 | CU | 13D_NDF_USD_PHP_NDF | 13D_NDF_USD_PHP_NDF | 52.516 | 52.516 | 52.496 | 52.496 | 3 | 50000000 |
2022-05-17 | CU | 14D_NDF_USD_BRL_NDF | 14D_NDF_USD_BRL_NDF | 5.03 | 5.03 | 4.961 | 4.969 | 43 | 2237400000 |
2022-05-17 | CU | 14D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2022-05-31 | 851.13 | 851.13 | 851.13 | 851.13 | 2 | 25000000 |
2022-05-17 | CU | 14D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-05-31 | 4033.67 | 4039.0 | 4033.67 | 4039.0 | 2 | 110000000 |
2022-05-17 | CU | 14D_NDF_USD_IDR | NDF_USD_IDR Maturing on 2022-05-31 | 14642.0 | 14642.0 | 14642.0 | 14642.0 | 1 | 15000000 |
2022-05-17 | CU | 14D_USD_BRL_A_FXO_0.423_FXO | 14D_USD_BRL_A_FXO_0.423_FXO | 1.194861 | 1.194861 | 1.194861 | 1.194861 | 1 | 30000000 |
2022-05-17 | CU | 15D_NDF_USD_COP_NDF | 15D_NDF_USD_COP_NDF | 4038.0 | 4038.0 | 4038.0 | 4038.0 | 1 | 5000000 |
2022-05-17 | CU | 16D_AUD_USD_B_FXO_0.2713_FXO | 16D_AUD_USD_B_FXO_0.2713_FXO | 0.3183866 | 0.3183866 | 0.3183866 | 0.3183866 | 1 | 30000000 |
2022-05-17 | CU | 16D_EUR_AUD_A_FXO_-0.2355_FXO | 16D_EUR_AUD_A_FXO_-0.2355_FXO | 0.3284646 | 0.3284646 | 0.3284646 | 0.3284646 | 1 | 50000000 |
2022-05-17 | CU | 16D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2022-06-02 | 5.03 | 5.03 | 4.933 | 4.933 | 70 | 1439050000 |
2022-05-17 | CU | 16D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2022-06-02 | 851.5 | 851.5 | 851.5 | 851.5 | 1 | 14000000 |
2022-05-17 | CU | 16D_USD_BRL_A_FXO_0.3669_FXO | 16D_USD_BRL_A_FXO_0.3669_FXO | 1.070457 | 1.070457 | 1.070457 | 1.070457 | 1 | 30000000 |
2022-05-17 | CU | 16D_USD_CHF_A_FXO_-0.4515_FXO | 16D_USD_CHF_A_FXO_-0.4515_FXO | 0.6254975 | 0.6254975 | 0.6254975 | 0.6254975 | 3 | 200000000 |
2022-05-17 | CU | 17D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2022-06-03 | 853.87 | 853.87 | 853.87 | 853.87 | 1 | 10000000 |
2022-05-17 | CU | 17D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-06-03 | 4039.13 | 4043.85 | 4039.13 | 4043.85 | 2 | 20817012 |
2022-05-17 | CU | 186D_NDF_USD_KRW_NDF | 186D_NDF_USD_KRW_NDF | 1264.0 | 1264.0 | 1264.0 | 1264.0 | 1 | 40000000 |
2022-05-17 | CU | 186D_NDF_USD_PHP_NDF | 186D_NDF_USD_PHP_NDF | 53.4 | 53.4 | 53.4 | 53.4 | 1 | 20000000 |
2022-05-17 | CU | 188D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-11-21 | 4167.25 | 4167.25 | 4167.25 | 4167.25 | 1 | 20000000 |
2022-05-17 | CU | 188D_NDF_USD_INR | NDF_USD_INR Maturing on 2022-11-21 | 79.07 | 79.07 | 79.05 | 79.05 | 2 | 40000000 |
2022-05-17 | CU | 188D_NDF_USD_PHP | NDF_USD_PHP Maturing on 2022-11-21 | 53.415 | 53.415 | 53.415 | 53.415 | 1 | 35000000 |
2022-05-17 | CU | 18D_NDF_USD_PEN_NDF | 18D_NDF_USD_PEN_NDF | 3.7539 | 3.7643 | 3.7539 | 3.7643 | 3 | 58000000 |
2022-05-17 | CU | 199D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2022-12-02 | 5.23628 | 5.23628 | 5.23628 | 5.23628 | 2 | 90000000 |
2022-05-17 | CU | 1D_AUD_USD_B_FXO_0.409_FXO | 1D_AUD_USD_B_FXO_0.409_FXO | 0.1980224 | 0.1980224 | 0.1980224 | 0.1980224 | 1 | 20000000 |
2022-05-17 | CU | 1D_EUR_GBP_A_FXO_0.4822_FXO | 1D_EUR_GBP_A_FXO_0.4822_FXO | 0.1682017 | 0.1682017 | 0.1682017 | 0.1682017 | 1 | 20000000 |
2022-05-17 | CU | 1D_EUR_USD_B_FXO_0.4285_FXO | 1D_EUR_USD_B_FXO_0.4285_FXO | 0.1988331 | 0.1988331 | 0.1988331 | 0.1988331 | 1 | 30000000 |
2022-05-17 | CU | 1D_EUR_USD_B_FXO_0.4801_FXO | 1D_EUR_USD_B_FXO_0.4801_FXO | 0.1855174 | 0.1855174 | 0.1855174 | 0.1855174 | 1 | 30000000 |
2022-05-17 | CU | 1D_GBP_USD_B_FXO_-0.345_FXO | 1D_GBP_USD_B_FXO_-0.345_FXO | 0.1816424 | 0.1816424 | 0.1816424 | 0.1816424 | 1 | 20000000 |
2022-05-17 | CU | 1D_GBP_USD_B_FXO_-0.3497_FXO | 1D_GBP_USD_B_FXO_-0.3497_FXO | 0.1851158 | 0.1851158 | 0.1851158 | 0.1851158 | 1 | 20000000 |
2022-05-17 | CU | 1D_GBP_USD_B_FXO_-0.364_FXO | 1D_GBP_USD_B_FXO_-0.364_FXO | 0.1958199 | 0.1958199 | 0.1958199 | 0.1958199 | 1 | 20000000 |
2022-05-17 | CU | 1D_NDF_USD_MYR_NDF | 1D_NDF_USD_MYR_NDF | 4.3933 | 4.3933 | 4.3933 | 4.3933 | 2 | 7000000 |
2022-05-17 | CU | 1M_EUR_JPY_A_FXO_-0.4335_FXO | 1M_EUR_JPY_A_FXO_-0.4335_FXO | 1.093312 | 1.093312 | 1.093312 | 1.093312 | 1 | 20000000 |
2022-05-17 | CU | 1M_USD_JPY_A_FXO_-0.5007_FXO | 1M_USD_JPY_A_FXO_-0.5007_FXO | 1.312805 | 1.312805 | 1.312805 | 1.312805 | 2 | 25000000 |
2022-05-17 | CU | 1M_USD_JPY_A_FXO_0.4988_FXO | 1M_USD_JPY_A_FXO_0.4988_FXO | 1.36077 | 1.36077 | 1.36077 | 1.36077 | 2 | 25000000 |
2022-05-17 | CU | 1M_USD_TRY_A_FXO_-0.1498_FXO | 1M_USD_TRY_A_FXO_-0.1498_FXO | 0.6576221 | 0.6576221 | 0.6576221 | 0.6576221 | 1 | 20000000 |
2022-05-17 | CU | 1W_EUR_USD_B_FXO_-0.498_FXO | 1W_EUR_USD_B_FXO_-0.498_FXO | 0.4898664 | 0.4898664 | 0.4898664 | 0.4898664 | 1 | 30000000 |
2022-05-17 | CU | 1W_EUR_USD_B_FXO_-0.4981_FXO | 1W_EUR_USD_B_FXO_-0.4981_FXO | 0.4665635 | 0.4665635 | 0.4665635 | 0.4665635 | 1 | 25000000 |
2022-05-17 | CU | 1W_EUR_USD_B_FXO_-0.5015_FXO | 1W_EUR_USD_B_FXO_-0.5015_FXO | 0.4713409 | 0.4713409 | 0.4713409 | 0.4713409 | 1 | 25000000 |
2022-05-17 | CU | 1W_EUR_USD_B_FXO_0.2042_FXO | 1W_EUR_USD_B_FXO_0.2042_FXO | 0.143156 | 0.143156 | 0.143156 | 0.143156 | 1 | 84500000 |
2022-05-17 | CU | 1W_EUR_USD_B_FXO_0.4985_FXO | 1W_EUR_USD_B_FXO_0.4985_FXO | 0.4603409 | 0.4603409 | 0.4603409 | 0.4603409 | 1 | 25000000 |
2022-05-17 | CU | 1W_EUR_USD_B_FXO_0.5019_FXO | 1W_EUR_USD_B_FXO_0.5019_FXO | 0.4655635 | 0.4655635 | 0.4655635 | 0.4655635 | 1 | 25000000 |
2022-05-17 | CU | 1W_EUR_USD_B_FXO_0.502_FXO | 1W_EUR_USD_B_FXO_0.502_FXO | 0.4888664 | 0.4888664 | 0.4888664 | 0.4888664 | 1 | 30000000 |
2022-05-17 | CU | 1W_USD_JPY_A_FXO_0.1913_FXO | 1W_USD_JPY_A_FXO_0.1913_FXO | 0.157563 | 0.157563 | 0.157563 | 0.157563 | 1 | 50000000 |
2022-05-17 | CU | 1W_USD_ZAR_A_FXO_-0.2495_FXO | 1W_USD_ZAR_A_FXO_-0.2495_FXO | 0.3488156 | 0.3488156 | 0.3488156 | 0.3488156 | 1 | 50000000 |
2022-05-17 | CU | 1W_USD_ZAR_A_FXO_0.2503_FXO | 1W_USD_ZAR_A_FXO_0.2503_FXO | 0.3908986 | 0.3908986 | 0.3908986 | 0.3908986 | 1 | 55000000 |
2022-05-17 | CU | 1Y_GBP_USD_B_FXO_-0.4994_FXO | 1Y_GBP_USD_B_FXO_-0.4994_FXO | 5.144589 | 5.144589 | 5.144589 | 5.144589 | 1 | 9000000 |
2022-05-17 | CU | 1Y_GBP_USD_B_FXO_-0.5001_FXO | 1Y_GBP_USD_B_FXO_-0.5001_FXO | 5.201519 | 5.201519 | 5.201519 | 5.201519 | 1 | 9000000 |
2022-05-17 | CU | 1Y_GBP_USD_B_FXO_0.4999_FXO | 1Y_GBP_USD_B_FXO_0.4999_FXO | 4.600519 | 4.600519 | 4.600519 | 4.600519 | 1 | 9000000 |
2022-05-17 | CU | 1Y_GBP_USD_B_FXO_0.5006_FXO | 1Y_GBP_USD_B_FXO_0.5006_FXO | 4.574589 | 4.574589 | 4.574589 | 4.574589 | 1 | 9000000 |
2022-05-17 | CU | 1Y_USD_CAD_A_FXO_-0.4984_FXO | 1Y_USD_CAD_A_FXO_-0.4984_FXO | 3.10916 | 3.10916 | 3.10916 | 3.10916 | 1 | 10000000 |
2022-05-17 | CU | 1Y_USD_CAD_A_FXO_0.4983_FXO | 1Y_USD_CAD_A_FXO_0.4983_FXO | 3.446049 | 3.446049 | 3.446049 | 3.446049 | 1 | 10000000 |
2022-05-17 | CU | 20D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2022-06-06 | 853.53 | 853.53 | 853.53 | 853.53 | 1 | 30000000 |
2022-05-17 | CU | 20D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-06-06 | 4030.0 | 4030.0 | 4030.0 | 4030.0 | 2 | 12000000 |
2022-05-17 | CU | 20D_NDF_USD_TWD | NDF_USD_TWD Maturing on 2022-06-06 | 29.647 | 29.647 | 29.647 | 29.647 | 1 | 100000000 |
2022-05-17 | CU | 218D_NDF_USD_PHP | NDF_USD_PHP Maturing on 2022-12-21 | 53.46 | 53.46 | 53.46 | 53.46 | 1 | 60000000 |
2022-05-17 | CU | 21D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-06-07 | 4030.68 | 4030.68 | 4030.68 | 4030.68 | 2 | 12000000 |
2022-05-17 | CU | 21D_NDF_USD_TWD | NDF_USD_TWD Maturing on 2022-06-07 | 29.645 | 29.645 | 29.645 | 29.645 | 1 | 100000000 |
2022-05-17 | CU | 23D_EUR_USD_B_FXO_0.4252_FXO | 23D_EUR_USD_B_FXO_0.4252_FXO | 0.7097243 | 0.7097243 | 0.7097243 | 0.7097243 | 1 | 69500000 |
2022-05-17 | CU | 23D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-06-09 | 4048.16 | 4048.16 | 4048.16 | 4048.16 | 1 | 1000000 |
2022-05-17 | CU | 25D_NDF_USD_COP_NDF | 25D_NDF_USD_COP_NDF | 4040.0 | 4040.0 | 4040.0 | 4040.0 | 2 | 22000000 |
2022-05-17 | CU | 27D_NDF_USD_BRL_NDF | 27D_NDF_USD_BRL_NDF | 4.988 | 4.988 | 4.988 | 4.988 | 1 | 10000000 |
2022-05-17 | CU | 27D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-06-13 | 4038.5 | 4038.5 | 4038.5 | 4038.5 | 1 | 990467 |
2022-05-17 | CU | 280D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2023-02-21 | 892.25 | 892.85 | 892.25 | 892.85 | 2 | 30000000 |
2022-05-17 | CU | 280D_NDF_USD_TWD | NDF_USD_TWD Maturing on 2023-02-21 | 28.958 | 28.958 | 28.958 | 28.958 | 1 | 22000000 |
2022-05-17 | CU | 28D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-06-14 | 4047.2 | 4047.2 | 4047.2 | 4047.2 | 1 | 10000000 |
2022-05-17 | CU | 29D_AUD_USD_B_FXO_0.328_FXO | 29D_AUD_USD_B_FXO_0.328_FXO | 0.5246501 | 0.5246501 | 0.5246501 | 0.5246501 | 1 | 40000000 |
2022-05-17 | CU | 29D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2022-06-15 | 855.0 | 856.0 | 849.0 | 856.0 | 4 | 96000000 |
2022-05-17 | CU | 29D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-06-15 | 4049.82 | 4049.82 | 4046.0 | 4046.0 | 2 | 23189100 |
2022-05-17 | CU | 29D_NDF_USD_COP_NDF | 29D_NDF_USD_COP_NDF | 4044.0 | 4044.0 | 4044.0 | 4044.0 | 2 | 22000000 |
2022-05-17 | CU | 29D_NDF_USD_KRW | NDF_USD_KRW Maturing on 2022-06-15 | 1278.0 | 1278.0 | 1278.0 | 1278.0 | 1 | 5000000 |
2022-05-17 | CU | 29D_NDF_USD_PHP | NDF_USD_PHP Maturing on 2022-06-15 | 52.51 | 52.51 | 52.51 | 52.51 | 1 | 60000000 |
2022-05-17 | CU | 2D_EUR_JPY_A_FXO_0.3528_FXO | 2D_EUR_JPY_A_FXO_0.3528_FXO | 0.2834934 | 0.2834934 | 0.2834934 | 0.2834934 | 2 | 100000000 |
2022-05-17 | CU | 2D_EUR_JPY_A_FXO_0.3999_FXO | 2D_EUR_JPY_A_FXO_0.3999_FXO | 0.3392282 | 0.3392282 | 0.3392282 | 0.3392282 | 1 | 50000000 |
2022-05-17 | CU | 2D_EUR_USD_B_FXO_-0.2681_FXO | 2D_EUR_USD_B_FXO_-0.2681_FXO | 0.1250345 | 0.1250345 | 0.1250345 | 0.1250345 | 2 | 50000000 |
2022-05-17 | CU | 2D_EUR_USD_B_FXO_0.184_FXO | 2D_EUR_USD_B_FXO_0.184_FXO | 0.0753988 | 0.0753988 | 0.0753988 | 0.0753988 | 2 | 100000000 |
2022-05-17 | CU | 2D_EUR_USD_B_FXO_0.3474_FXO | 2D_EUR_USD_B_FXO_0.3474_FXO | 0.16591 | 0.16591 | 0.16591 | 0.16591 | 1 | 30000000 |
2022-05-17 | CU | 2D_EUR_USD_B_FXO_0.4831_FXO | 2D_EUR_USD_B_FXO_0.4831_FXO | 0.271941 | 0.271941 | 0.271941 | 0.271941 | 1 | 50000000 |
2022-05-17 | CU | 2D_EUR_USD_B_FXO_0.4941_FXO | 2D_EUR_USD_B_FXO_0.4941_FXO | 0.2778208 | 0.2778208 | 0.2778208 | 0.2778208 | 1 | 20000000 |
2022-05-17 | CU | 2D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2022-05-19 | 5.009 | 5.00915 | 4.97925 | 4.97925 | 15 | 300500000 |
2022-05-17 | CU | 2D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2022-05-19 | 852.0 | 852.0 | 851.0 | 851.0 | 12 | 52500000 |
2022-05-17 | CU | 2D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-05-19 | 4040.0 | 4040.0 | 4025.0 | 4025.0 | 8 | 51000000 |
2022-05-17 | CU | 2D_NDF_USD_PEN | NDF_USD_PEN Maturing on 2022-05-19 | 3.76 | 3.76 | 3.76 | 3.76 | 2 | 8000000 |
2022-05-17 | CU | 2D_NDF_USD_PHP | NDF_USD_PHP Maturing on 2022-05-19 | 52.468 | 52.468 | 52.33 | 52.38 | 7 | 65000000 |
2022-05-17 | CU | 2D_NDF_USD_PHP_NDF | 2D_NDF_USD_PHP_NDF | 52.45 | 52.45 | 52.43 | 52.43 | 3 | 50000000 |
2022-05-17 | CU | 2D_USD_SGD_A_FXO_-0.3128_FXO | 2D_USD_SGD_A_FXO_-0.3128_FXO | 0.1020034 | 0.1020034 | 0.1020034 | 0.1020034 | 1 | 30000000 |
2022-05-17 | CU | 2M_JPY_KRW_A_FXO_-0.4994_FXO | 2M_JPY_KRW_A_FXO_-0.4994_FXO | 2.129982 | 2.129982 | 2.129982 | 2.129982 | 1 | 3235000000 |
2022-05-17 | CU | 2M_JPY_KRW_A_FXO_0.4992_FXO | 2M_JPY_KRW_A_FXO_0.4992_FXO | 2.129982 | 2.129982 | 2.129982 | 2.129982 | 1 | 3235000000 |
2022-05-17 | CU | 2M_USD_CNH_A_FXO_-0.4993_FXO | 2M_USD_CNH_A_FXO_-0.4993_FXO | 0.9693096 | 0.9693096 | 0.9693096 | 0.9693096 | 1 | 25000000 |
2022-05-17 | CU | 2M_USD_CNH_A_FXO_-0.4999_FXO | 2M_USD_CNH_A_FXO_-0.4999_FXO | 0.9462392 | 0.9462392 | 0.9462392 | 0.9462392 | 1 | 25000000 |
2022-05-17 | CU | 2M_USD_CNH_A_FXO_-0.5_FXO | 2M_USD_CNH_A_FXO_-0.5_FXO | 0.9715267 | 0.9715267 | 0.9715267 | 0.9715267 | 1 | 37500000 |
2022-05-17 | CU | 2M_USD_CNH_A_FXO_0.4997_FXO | 2M_USD_CNH_A_FXO_0.4997_FXO | 1.001126 | 1.001126 | 1.001126 | 1.001126 | 1 | 37500000 |
2022-05-17 | CU | 2M_USD_CNH_A_FXO_0.4998_FXO | 2M_USD_CNH_A_FXO_0.4998_FXO | 0.9462392 | 0.9462392 | 0.9462392 | 0.9462392 | 1 | 25000000 |
2022-05-17 | CU | 2M_USD_CNH_A_FXO_0.5004_FXO | 2M_USD_CNH_A_FXO_0.5004_FXO | 1.003344 | 1.003344 | 1.003344 | 1.003344 | 1 | 25000000 |
2022-05-17 | CU | 2M_USD_JPY_A_FXO_-0.4993_FXO | 2M_USD_JPY_A_FXO_-0.4993_FXO | 1.772595 | 1.772595 | 1.772595 | 1.772595 | 1 | 25000000 |
2022-05-17 | CU | 2M_USD_JPY_A_FXO_0.4997_FXO | 2M_USD_JPY_A_FXO_0.4997_FXO | 1.772595 | 1.772595 | 1.772595 | 1.772595 | 1 | 25000000 |
2022-05-17 | CU | 2W_EUR_USD_B_FXO_0.2967_FXO | 2W_EUR_USD_B_FXO_0.2967_FXO | 0.3114089 | 0.3114089 | 0.3114089 | 0.3114089 | 1 | 100000000 |
2022-05-17 | CU | 2W_GBP_USD_B_FXO_-0.2763_FXO | 2W_GBP_USD_B_FXO_-0.2763_FXO | 0.4750732 | 0.4750732 | 0.4750732 | 0.4750732 | 1 | 50000000 |
2022-05-17 | CU | 2W_GBP_USD_B_FXO_-0.4965_FXO | 2W_GBP_USD_B_FXO_-0.4965_FXO | 0.994863 | 0.9952614 | 0.994863 | 0.9952614 | 2 | 30000000 |
2022-05-17 | CU | 2W_GBP_USD_B_FXO_-0.5028_FXO | 2W_GBP_USD_B_FXO_-0.5028_FXO | 1.026196 | 1.026196 | 1.026196 | 1.026196 | 3 | 45000000 |
2022-05-17 | CU | 2W_GBP_USD_B_FXO_0.2433_FXO | 2W_GBP_USD_B_FXO_0.2433_FXO | 0.3319548 | 0.3319548 | 0.3319548 | 0.3319548 | 1 | 50000000 |
2022-05-17 | CU | 2W_GBP_USD_B_FXO_0.2441_FXO | 2W_GBP_USD_B_FXO_0.2441_FXO | 0.3444806 | 0.3444806 | 0.3444806 | 0.3444806 | 1 | 200000000 |
2022-05-17 | CU | 2W_GBP_USD_B_FXO_0.3153_FXO | 2W_GBP_USD_B_FXO_0.3153_FXO | 0.4721628 | 0.4721628 | 0.4721628 | 0.4721628 | 1 | 50000000 |
2022-05-17 | CU | 2W_GBP_USD_B_FXO_0.3431_FXO | 2W_GBP_USD_B_FXO_0.3431_FXO | 0.531405 | 0.531405 | 0.531405 | 0.531405 | 1 | 50000000 |
2022-05-17 | CU | 2W_GBP_USD_B_FXO_0.351_FXO | 2W_GBP_USD_B_FXO_0.351_FXO | 0.5487564 | 0.5487564 | 0.5487564 | 0.5487564 | 1 | 30000000 |
2022-05-17 | CU | 2W_GBP_USD_B_FXO_0.383_FXO | 2W_GBP_USD_B_FXO_0.383_FXO | 0.646889 | 0.646889 | 0.646889 | 0.646889 | 1 | 200000000 |
2022-05-17 | CU | 2W_GBP_USD_B_FXO_0.4972_FXO | 2W_GBP_USD_B_FXO_0.4972_FXO | 0.9831958 | 0.9831958 | 0.9831958 | 0.9831958 | 3 | 45000000 |
2022-05-17 | CU | 2W_GBP_USD_B_FXO_0.5035_FXO | 2W_GBP_USD_B_FXO_0.5035_FXO | 0.991863 | 0.9922615 | 0.991863 | 0.9922615 | 2 | 30000000 |
2022-05-17 | CU | 2Y_USD_INR_A_FXO_-0.4978_FXO | 2Y_USD_INR_A_FXO_-0.4978_FXO | 3.914814 | 3.914814 | 3.914814 | 3.914814 | 1 | 12500000 |
2022-05-17 | CU | 2Y_USD_INR_A_FXO_0.4974_FXO | 2Y_USD_INR_A_FXO_0.4974_FXO | 3.914814 | 3.914814 | 3.914814 | 3.914814 | 1 | 12500000 |
2022-05-17 | CU | 31D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-06-17 | 4045.6 | 4045.6 | 4045.6 | 4045.6 | 1 | 10000000 |
2022-05-17 | CU | 320D_NDF_USD_BRL_NDF | 320D_NDF_USD_BRL_NDF | 5.41299 | 5.41299 | 5.41299 | 5.41299 | 1 | 25000000 |
2022-05-17 | CU | 322D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2023-04-04 | 5.39634 | 5.39634 | 5.39634 | 5.39634 | 1 | 50000000 |
2022-05-17 | CU | 32D_NDF_USD_CNY_NDF | 32D_NDF_USD_CNY_NDF | 6.739 | 6.739 | 6.739 | 6.739 | 1 | 6000000 |
2022-05-17 | CU | 32D_NDF_USD_INR_NDF | 32D_NDF_USD_INR_NDF | 77.88 | 77.88 | 77.63 | 77.75 | 18 | 184000000 |
2022-05-17 | CU | 32D_NDF_USD_KRW_NDF | 32D_NDF_USD_KRW_NDF | 1268.0 | 1268.0 | 1268.0 | 1268.0 | 1 | 20000000 |
2022-05-17 | CU | 32D_NDF_USD_TWD_NDF | 32D_NDF_USD_TWD_NDF | 29.62 | 29.62 | 29.6 | 29.6 | 2 | 28000000 |
2022-05-17 | CU | 33D_NDF_USD_CNY_NDF | 33D_NDF_USD_CNY_NDF | 6.7475 | 6.7475 | 6.728 | 6.7415 | 7 | 148000000 |
2022-05-17 | CU | 33D_NDF_USD_COP_NDF | 33D_NDF_USD_COP_NDF | 4053.0 | 4067.1 | 4048.0 | 4048.0 | 4 | 50000000 |
2022-05-17 | CU | 33D_NDF_USD_IDR_NDF | 33D_NDF_USD_IDR_NDF | 14676.0 | 14676.0 | 14675.0 | 14675.0 | 6 | 110000000 |
2022-05-17 | CU | 33D_NDF_USD_INR_NDF | 33D_NDF_USD_INR_NDF | 77.8725 | 77.8725 | 77.65 | 77.75 | 8 | 140000000 |
2022-05-17 | CU | 33D_NDF_USD_KRW_NDF | 33D_NDF_USD_KRW_NDF | 1265.6 | 1267.5 | 1265.6 | 1267.5 | 2 | 47000000 |
2022-05-17 | CU | 33D_NDF_USD_PEN_NDF | 33D_NDF_USD_PEN_NDF | 3.772 | 3.7724 | 3.772 | 3.7724 | 2 | 10000000 |
2022-05-17 | CU | 33D_NDF_USD_PHP_NDF | 33D_NDF_USD_PHP_NDF | 52.6 | 52.6 | 52.49 | 52.6 | 10 | 152000000 |
2022-05-17 | CU | 33D_NDF_USD_TWD_NDF | 33D_NDF_USD_TWD_NDF | 29.565 | 29.565 | 29.565 | 29.565 | 1 | 10000000 |
2022-05-17 | CU | 34D_NDF_USD_BRL_NDF | 34D_NDF_USD_BRL_NDF | 4.9876 | 4.9876 | 4.9876 | 4.9876 | 1 | 100000000 |
2022-05-17 | CU | 34D_NDF_USD_CLP_NDF | 34D_NDF_USD_CLP_NDF | 855.4 | 856.0 | 853.7 | 856.0 | 10 | 65000000 |
2022-05-17 | CU | 35D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2022-06-21 | 5.00145 | 5.00145 | 5.00145 | 5.00145 | 1 | 130000000 |
2022-05-17 | CU | 35D_NDF_USD_BRL_NDF | 35D_NDF_USD_BRL_NDF | 4.9898 | 4.9928 | 4.9898 | 4.9928 | 2 | 150000000 |
2022-05-17 | CU | 35D_NDF_USD_CNY | NDF_USD_CNY Maturing on 2022-06-21 | 6.739 | 6.7445 | 6.728 | 6.7415 | 5 | 71000000 |
2022-05-17 | CU | 35D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-06-21 | 4060.0 | 4068.0 | 4040.0 | 4050.25 | 141 | 707900000 |
2022-05-17 | CU | 35D_NDF_USD_IDR | NDF_USD_IDR Maturing on 2022-06-21 | 14687.0 | 14687.0 | 14687.0 | 14687.0 | 1 | 15000000 |
2022-05-17 | CU | 35D_NDF_USD_INR | NDF_USD_INR Maturing on 2022-06-21 | 77.88 | 77.896 | 77.63 | 77.75 | 4 | 41000000 |
2022-05-17 | CU | 35D_NDF_USD_KRW | NDF_USD_KRW Maturing on 2022-06-21 | 1277.95 | 1279.5 | 1267.7 | 1268.0 | 9 | 182000000 |
2022-05-17 | CU | 35D_NDF_USD_MYR | NDF_USD_MYR Maturing on 2022-06-21 | 4.394 | 4.394 | 4.394 | 4.394 | 1 | 13500000 |
2022-05-17 | CU | 35D_NDF_USD_PEN | NDF_USD_PEN Maturing on 2022-06-21 | 3.783 | 3.783 | 3.763 | 3.775 | 43 | 246000000 |
2022-05-17 | CU | 35D_NDF_USD_PHP | NDF_USD_PHP Maturing on 2022-06-21 | 52.718 | 52.718 | 52.5 | 52.6 | 4 | 74000000 |
2022-05-17 | CU | 35D_NDF_USD_TWD | NDF_USD_TWD Maturing on 2022-06-21 | 29.693 | 29.693 | 29.51 | 29.51 | 9 | 284000000 |
2022-05-17 | CU | 365D_NDF_USD_CLP_NDF | 365D_NDF_USD_CLP_NDF | 903.0 | 904.0 | 903.0 | 904.0 | 2 | 15000000 |
2022-05-17 | CU | 365D_NDF_USD_INR_NDF | 365D_NDF_USD_INR_NDF | 80.43 | 80.43 | 80.35 | 80.42 | 6 | 75000000 |
2022-05-17 | CU | 366D_NDF_USD_PHP | NDF_USD_PHP Maturing on 2023-05-18 | 54.11 | 54.11 | 54.11 | 54.11 | 1 | 20000000 |
2022-05-17 | CU | 367D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2023-05-19 | 904.6 | 904.6 | 904.6 | 904.6 | 3 | 35000000 |
2022-05-17 | CU | 367D_NDF_USD_COP | NDF_USD_COP Maturing on 2023-05-19 | 4301.25 | 4301.25 | 4301.25 | 4301.25 | 2 | 30000000 |
2022-05-17 | CU | 367D_NDF_USD_INR | NDF_USD_INR Maturing on 2023-05-19 | 80.51 | 80.51 | 80.43 | 80.43 | 2 | 40000000 |
2022-05-17 | CU | 36D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2022-06-22 | 857.15 | 857.15 | 853.75 | 856.5 | 198 | 1362900000 |
2022-05-17 | CU | 36D_NDF_USD_TWD | NDF_USD_TWD Maturing on 2022-06-22 | 29.593 | 29.593 | 29.593 | 29.593 | 1 | 50000000 |
2022-05-17 | CU | 379D_NDF_USD_BRL_NDF | 379D_NDF_USD_BRL_NDF | 5.4885 | 5.4885 | 5.4885 | 5.4885 | 1 | 25000000 |
2022-05-17 | CU | 38D_EUR_SEK_A_FXO_-0.4165_FXO | 38D_EUR_SEK_A_FXO_-0.4165_FXO | 0.8280135 | 0.8280135 | 0.8280135 | 0.8280135 | 1 | 30000000 |
2022-05-17 | CU | 3D_EUR_GBP_A_FXO_0.1105_FXO | 3D_EUR_GBP_A_FXO_0.1105_FXO | 0.0509201 | 0.0509201 | 0.0509201 | 0.0509201 | 1 | 30000000 |
2022-05-17 | CU | 3D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2022-05-20 | 5.0112 | 5.0112 | 4.9487 | 4.9508 | 12 | 215000000 |
2022-05-17 | CU | 3D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2022-05-20 | 849.83 | 851.5 | 849.83 | 851.0 | 17 | 275000000 |
2022-05-17 | CU | 3D_NDF_USD_CNY | NDF_USD_CNY Maturing on 2022-05-20 | 6.7285 | 6.7285 | 6.7285 | 6.7285 | 3 | 31000000 |
2022-05-17 | CU | 3D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-05-20 | 4027.0 | 4045.0 | 4027.0 | 4036.0 | 17 | 166000000 |
2022-05-17 | CU | 3D_NDF_USD_IDR | NDF_USD_IDR Maturing on 2022-05-20 | 14637.0 | 14640.0 | 14637.0 | 14640.0 | 2 | 50000000 |
2022-05-17 | CU | 3D_NDF_USD_INR | NDF_USD_INR Maturing on 2022-05-20 | 77.645 | 77.645 | 77.3925 | 77.512 | 3 | 28000000 |
2022-05-17 | CU | 3D_NDF_USD_KRW | NDF_USD_KRW Maturing on 2022-05-20 | 1271.85 | 1271.85 | 1267.43 | 1267.72 | 5 | 58000000 |
2022-05-17 | CU | 3D_NDF_USD_MYR | NDF_USD_MYR Maturing on 2022-05-20 | 4.39 | 4.3933 | 4.39 | 4.3933 | 2 | 18500000 |
2022-05-17 | CU | 3D_NDF_USD_PEN | NDF_USD_PEN Maturing on 2022-05-20 | 3.7598 | 3.7598 | 3.7598 | 3.7598 | 5 | 10000000 |
2022-05-17 | CU | 3D_NDF_USD_PHP | NDF_USD_PHP Maturing on 2022-05-20 | 52.473 | 52.473 | 52.341 | 52.341 | 7 | 61000000 |
2022-05-17 | CU | 3D_NDF_USD_TWD | NDF_USD_TWD Maturing on 2022-05-20 | 29.69 | 29.69 | 29.67 | 29.67 | 1 | 12000000 |
2022-05-17 | CU | 3D_NDF_USD_TWD_NDF | 3D_NDF_USD_TWD_NDF | 29.682 | 29.682 | 29.682 | 29.682 | 2 | 80000000 |
2022-05-17 | CU | 3D_USD_CAD_A_FXO_-0.3461_FXO | 3D_USD_CAD_A_FXO_-0.3461_FXO | 0.1739726 | 0.1739726 | 0.1739726 | 0.1739726 | 2 | 60000000 |
2022-05-17 | CU | 3M_EUR_USD_B_FXO_-0.0992_FXO | 3M_EUR_USD_B_FXO_-0.0992_FXO | 0.2473116 | 0.2473116 | 0.2473116 | 0.2473116 | 2 | 80000000 |
2022-05-17 | CU | 3M_EUR_USD_B_FXO_-0.4979_FXO | 3M_EUR_USD_B_FXO_-0.4979_FXO | 1.856134 | 1.856134 | 1.856134 | 1.856134 | 2 | 35000000 |
2022-05-17 | CU | 3M_EUR_USD_B_FXO_0.0999_FXO | 3M_EUR_USD_B_FXO_0.0999_FXO | 0.2395698 | 0.2395698 | 0.2395698 | 0.2395698 | 2 | 80000000 |
2022-05-17 | CU | 3M_EUR_USD_B_FXO_0.5021_FXO | 3M_EUR_USD_B_FXO_0.5021_FXO | 1.782134 | 1.782134 | 1.782134 | 1.782134 | 2 | 35000000 |
2022-05-17 | CU | 3M_GBP_USD_B_FXO_-0.2518_FXO | 3M_GBP_USD_B_FXO_-0.2518_FXO | 1.117721 | 1.117721 | 1.117721 | 1.117721 | 1 | 50000000 |
2022-05-17 | CU | 3M_GBP_USD_B_FXO_0.2501_FXO | 3M_GBP_USD_B_FXO_0.2501_FXO | 0.8764837 | 0.8764837 | 0.8764837 | 0.8764837 | 1 | 50000000 |
2022-05-17 | CU | 3M_USD_CAD_A_FXO_-0.3168_FXO | 3M_USD_CAD_A_FXO_-0.3168_FXO | 0.7870233 | 0.7870233 | 0.7870233 | 0.7870233 | 2 | 70000000 |
2022-05-17 | CU | 3M_USD_CAD_A_FXO_-0.5006_FXO | 3M_USD_CAD_A_FXO_-0.5006_FXO | 1.594868 | 1.594868 | 1.594868 | 1.594868 | 2 | 25000000 |
2022-05-17 | CU | 3M_USD_CAD_A_FXO_0.0491_FXO | 3M_USD_CAD_A_FXO_0.0491_FXO | 0.1229697 | 0.1229697 | 0.1229697 | 0.1229697 | 2 | 281000000 |
2022-05-17 | CU | 3M_USD_CAD_A_FXO_0.1672_FXO | 3M_USD_CAD_A_FXO_0.1672_FXO | 0.4559133 | 0.4559133 | 0.4559133 | 0.4559133 | 2 | 115000000 |
2022-05-17 | CU | 3M_USD_CAD_A_FXO_0.4987_FXO | 3M_USD_CAD_A_FXO_0.4987_FXO | 1.668945 | 1.668945 | 1.668945 | 1.668945 | 2 | 25000000 |
2022-05-17 | CU | 3M_USD_JPY_A_FXO_-0.1008_FXO | 3M_USD_JPY_A_FXO_-0.1008_FXO | 0.2899442 | 0.2899442 | 0.2899442 | 0.2899442 | 2 | 142500000 |
2022-05-17 | CU | 3M_USD_JPY_A_FXO_-0.4985_FXO | 3M_USD_JPY_A_FXO_-0.4985_FXO | 2.092908 | 2.092908 | 2.092908 | 2.092908 | 2 | 14500000 |
2022-05-17 | CU | 3M_USD_JPY_A_FXO_-0.5005_FXO | 3M_USD_JPY_A_FXO_-0.5005_FXO | 2.049335 | 2.049335 | 2.049335 | 2.049335 | 2 | 50000000 |
2022-05-17 | CU | 3M_USD_JPY_A_FXO_0.1005_FXO | 3M_USD_JPY_A_FXO_0.1005_FXO | 0.2945901 | 0.2945901 | 0.2945901 | 0.2945901 | 2 | 142500000 |
2022-05-17 | CU | 3M_USD_JPY_A_FXO_0.4983_FXO | 3M_USD_JPY_A_FXO_0.4983_FXO | 2.174808 | 2.174808 | 2.174808 | 2.174808 | 2 | 50000000 |
2022-05-17 | CU | 3M_USD_JPY_A_FXO_0.4999_FXO | 3M_USD_JPY_A_FXO_0.4999_FXO | 2.251227 | 2.251227 | 2.251227 | 2.251227 | 2 | 14500000 |
2022-05-17 | CU | 3W_AUD_JPY_A_FXO_-0.4986_FXO | 3W_AUD_JPY_A_FXO_-0.4986_FXO | 1.475589 | 1.475589 | 1.475589 | 1.475589 | 2 | 40000000 |
2022-05-17 | CU | 3W_AUD_JPY_A_FXO_0.5006_FXO | 3W_AUD_JPY_A_FXO_0.5006_FXO | 1.55711 | 1.55711 | 1.55711 | 1.55711 | 2 | 40000000 |
2022-05-17 | CU | 414D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2023-07-05 | 5.51136 | 5.51136 | 5.51136 | 5.51136 | 2 | 100000000 |
2022-05-17 | CU | 42D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2022-06-28 | 4.968 | 4.968 | 4.968 | 4.968 | 1 | 62000000 |
2022-05-17 | CU | 47D_NDF_USD_BRL_NDF | 47D_NDF_USD_BRL_NDF | 5.03355 | 5.05816 | 5.00715 | 5.00715 | 12 | 1127000000 |
2022-05-17 | CU | 48D_JPY_KRW_A_FXO_0.185_FXO | 48D_JPY_KRW_A_FXO_0.185_FXO | 0.5621275 | 0.5621275 | 0.5621275 | 0.5621275 | 1 | 5000000000 |
2022-05-17 | CU | 48D_USD_JPY_A_FXO_0.4124_FXO | 48D_USD_JPY_A_FXO_0.4124_FXO | 1.195091 | 1.195091 | 1.195091 | 1.195091 | 1 | 30000000 |
2022-05-17 | CU | 49D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2022-07-05 | 5.04605 | 5.04605 | 5.04605 | 5.04605 | 1 | 200000000 |
2022-05-17 | CU | 49D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-07-05 | 4063.29 | 4063.34 | 4063.29 | 4063.34 | 6 | 75000000 |
2022-05-17 | CU | 4D_NDF_USD_BRL_NDF | 4D_NDF_USD_BRL_NDF | 4.9635 | 4.9635 | 4.9635 | 4.9635 | 2 | 51000000 |
2022-05-17 | CU | 4D_NDF_USD_PEN_NDF | 4D_NDF_USD_PEN_NDF | 3.7498 | 3.7499 | 3.7498 | 3.7499 | 2 | 18500000 |
2022-05-17 | CU | 4M_GBP_USD_B_FXO_-0.4999_FXO | 4M_GBP_USD_B_FXO_-0.4999_FXO | 2.990273 | 2.990273 | 2.990273 | 2.990273 | 1 | 15000000 |
2022-05-17 | CU | 4M_GBP_USD_B_FXO_-0.5_FXO | 4M_GBP_USD_B_FXO_-0.5_FXO | 3.007276 | 3.007276 | 3.007276 | 3.007276 | 1 | 15000000 |
2022-05-17 | CU | 4M_GBP_USD_B_FXO_0.5_FXO | 4M_GBP_USD_B_FXO_0.5_FXO | 2.796276 | 2.796276 | 2.796276 | 2.796276 | 1 | 15000000 |
2022-05-17 | CU | 4M_GBP_USD_B_FXO_0.5001_FXO | 4M_GBP_USD_B_FXO_0.5001_FXO | 2.782273 | 2.782273 | 2.782273 | 2.782273 | 1 | 15000000 |
2022-05-17 | CU | 4Y_USD_CAD_A_FXO_-0.491_FXO | 4Y_USD_CAD_A_FXO_-0.491_FXO | 6.542366 | 6.542366 | 6.542366 | 6.542366 | 1 | 5500000 |
2022-05-17 | CU | 4Y_USD_CAD_A_FXO_0.4915_FXO | 4Y_USD_CAD_A_FXO_0.4915_FXO | 8.286551 | 8.286551 | 8.286551 | 8.286551 | 1 | 5500000 |
2022-05-17 | CU | 552D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2023-11-20 | 916.0 | 916.0 | 916.0 | 916.0 | 1 | 10000000 |
2022-05-17 | CU | 5D_NDF_USD_COP_NDF | 5D_NDF_USD_COP_NDF | 4029.0 | 4029.0 | 4029.0 | 4029.0 | 1 | 14000000 |
2022-05-17 | CU | 63D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2022-07-19 | 859.65 | 860.15 | 859.65 | 860.15 | 6 | 150000000 |
2022-05-17 | CU | 63D_NDF_USD_IDR | NDF_USD_IDR Maturing on 2022-07-19 | 14727.0 | 14727.0 | 14727.0 | 14727.0 | 1 | 15000000 |
2022-05-17 | CU | 6D_AUD_USD_B_FXO_0.4314_FXO | 6D_AUD_USD_B_FXO_0.4314_FXO | 0.4044683 | 0.4044683 | 0.4044683 | 0.4044683 | 1 | 30000000 |
2022-05-17 | CU | 6D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2022-05-23 | 4.9778 | 4.9778 | 4.95045 | 4.9525 | 6 | 115000000 |
2022-05-17 | CU | 6D_NDF_USD_BRL_NDF | 6D_NDF_USD_BRL_NDF | 4.9777 | 4.9777 | 4.9777 | 4.9777 | 1 | 15000000 |
2022-05-17 | CU | 6D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2022-05-23 | 850.0 | 851.68 | 849.5 | 851.68 | 12 | 181000000 |
2022-05-17 | CU | 6D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-05-23 | 4030.0 | 4030.0 | 4030.0 | 4030.0 | 1 | 50000000 |
2022-05-17 | CU | 6D_NDF_USD_COP_NDF | 6D_NDF_USD_COP_NDF | 4030.85 | 4051.0 | 4030.85 | 4051.0 | 2 | 54000000 |
2022-05-17 | CU | 6D_NDF_USD_IDR | NDF_USD_IDR Maturing on 2022-05-23 | 14637.0 | 14637.0 | 14637.0 | 14637.0 | 1 | 35000000 |
2022-05-17 | CU | 6D_NDF_USD_INR_NDF | 6D_NDF_USD_INR_NDF | 77.67 | 77.67 | 77.67 | 77.67 | 2 | 65000000 |
2022-05-17 | CU | 6D_NDF_USD_PEN | NDF_USD_PEN Maturing on 2022-05-23 | 3.7706 | 3.7706 | 3.7607 | 3.7607 | 8 | 85000000 |
2022-05-17 | CU | 6D_NDF_USD_PEN_NDF | 6D_NDF_USD_PEN_NDF | 3.76 | 3.76 | 3.76 | 3.76 | 1 | 3000000 |
2022-05-17 | CU | 6D_NDF_USD_TWD | NDF_USD_TWD Maturing on 2022-05-23 | 29.649 | 29.649 | 29.649 | 29.649 | 1 | 100000000 |
2022-05-17 | CU | 6M_EUR_USD_B_FXO_-0.1505_FXO | 6M_EUR_USD_B_FXO_-0.1505_FXO | 0.5714682 | 0.5714682 | 0.5714682 | 0.5714682 | 1 | 30000000 |
2022-05-17 | CU | 6M_EUR_USD_B_FXO_-0.5012_FXO | 6M_EUR_USD_B_FXO_-0.5012_FXO | 2.699985 | 2.699985 | 2.699985 | 2.699985 | 1 | 15000000 |
2022-05-17 | CU | 6M_EUR_USD_B_FXO_0.149_FXO | 6M_EUR_USD_B_FXO_0.149_FXO | 0.5318756 | 0.5318756 | 0.5318756 | 0.5318756 | 1 | 30000000 |
2022-05-17 | CU | 6M_EUR_USD_B_FXO_0.4988_FXO | 6M_EUR_USD_B_FXO_0.4988_FXO | 2.482985 | 2.482985 | 2.482985 | 2.482985 | 1 | 15000000 |
2022-05-17 | CU | 6M_GBP_USD_B_FXO_-0.4989_FXO | 6M_GBP_USD_B_FXO_-0.4989_FXO | 3.6772 | 3.6772 | 3.6772 | 3.6772 | 1 | 15000000 |
2022-05-17 | CU | 6M_GBP_USD_B_FXO_-0.5001_FXO | 6M_GBP_USD_B_FXO_-0.5001_FXO | 3.690187 | 3.690187 | 3.690187 | 3.690187 | 1 | 10000000 |
2022-05-17 | CU | 6M_GBP_USD_B_FXO_0.4999_FXO | 6M_GBP_USD_B_FXO_0.4999_FXO | 3.375187 | 3.375187 | 3.375187 | 3.375187 | 1 | 10000000 |
2022-05-17 | CU | 6M_GBP_USD_B_FXO_0.5011_FXO | 6M_GBP_USD_B_FXO_0.5011_FXO | 3.3882 | 3.3882 | 3.3882 | 3.3882 | 1 | 15000000 |
2022-05-17 | CU | 6M_USD_CAD_A_FXO_-0.4991_FXO | 6M_USD_CAD_A_FXO_-0.4991_FXO | 2.235985 | 2.235985 | 2.235985 | 2.235985 | 2 | 17500000 |
2022-05-17 | CU | 6M_USD_CAD_A_FXO_0.4992_FXO | 6M_USD_CAD_A_FXO_0.4992_FXO | 2.40672 | 2.40672 | 2.40672 | 2.40672 | 2 | 17500000 |
2022-05-17 | CU | 6M_USD_INR_A_FXO_-0.4997_FXO | 6M_USD_INR_A_FXO_-0.4997_FXO | 1.925364 | 1.925364 | 1.925364 | 1.925364 | 1 | 25000000 |
2022-05-17 | CU | 6M_USD_INR_A_FXO_0.4992_FXO | 6M_USD_INR_A_FXO_0.4992_FXO | 1.925364 | 1.925364 | 1.925364 | 1.925364 | 1 | 25000000 |
2022-05-17 | CU | 75D_NDF_USD_BRL_NDF | 75D_NDF_USD_BRL_NDF | 5.0873 | 5.09984 | 5.0813 | 5.09984 | 3 | 200000000 |
2022-05-17 | CU | 77D_AUD_USD_B_FXO_0.3563_FXO | 77D_AUD_USD_B_FXO_0.3563_FXO | 0.9725574 | 0.9725574 | 0.9725574 | 0.9725574 | 1 | 50000000 |
2022-05-17 | CU | 77D_AUD_USD_B_FXO_0.359_FXO | 77D_AUD_USD_B_FXO_0.359_FXO | 0.9832882 | 0.9832882 | 0.9832882 | 0.9832882 | 1 | 30000000 |
2022-05-17 | CU | 77D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2022-08-02 | 5.08818 | 5.08818 | 5.08818 | 5.08818 | 1 | 100000000 |
2022-05-17 | CU | 7D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-05-24 | 4030.0 | 4030.67 | 4030.0 | 4030.67 | 2 | 70000000 |
2022-05-17 | CU | 7D_NDF_USD_IDR_NDF | 7D_NDF_USD_IDR_NDF | 14675.0 | 14675.0 | 14675.0 | 14675.0 | 1 | 35000000 |
2022-05-17 | CU | 7D_NDF_USD_PEN_NDF | 7D_NDF_USD_PEN_NDF | 3.75 | 3.75 | 3.75 | 3.75 | 2 | 55000000 |
2022-05-17 | CU | 7D_NDF_USD_PHP_NDF | 7D_NDF_USD_PHP_NDF | 52.395 | 52.4 | 52.37 | 52.37 | 4 | 59000000 |
2022-05-17 | CU | 8D_GBP_USD_B_FXO_0.0927_FXO | 8D_GBP_USD_B_FXO_0.0927_FXO | 0.0899355 | 0.0899355 | 0.0899355 | 0.0899355 | 2 | 55000000 |
2022-05-17 | CU | 8D_GBP_USD_B_FXO_0.0935_FXO | 8D_GBP_USD_B_FXO_0.0935_FXO | 0.0908668 | 0.0908668 | 0.0908668 | 0.0908668 | 1 | 45000000 |
2022-05-17 | CU | 8D_NDF_USD_BRL_NDF | 8D_NDF_USD_BRL_NDF | 4.971 | 4.971 | 4.971 | 4.971 | 1 | 50000000 |
2022-05-17 | CU | 8D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-05-25 | 4041.0 | 4041.0 | 4041.0 | 4041.0 | 1 | 17000000 |
2022-05-17 | CU | 8D_NDF_USD_PHP | NDF_USD_PHP Maturing on 2022-05-25 | 52.503 | 52.513 | 52.503 | 52.513 | 2 | 13000000 |
2022-05-17 | CU | 8D_USD_BRL_A_FXO_0.4941_FXO | 8D_USD_BRL_A_FXO_0.4941_FXO | 1.175293 | 1.175293 | 1.175293 | 1.175293 | 2 | 30000000 |
2022-05-17 | CU | 92D_NDF_USD_IDR_NDF | 92D_NDF_USD_IDR_NDF | 14755.0 | 14755.0 | 14755.0 | 14755.0 | 5 | 105000000 |
2022-05-17 | CU | 92D_NDF_USD_TWD_NDF | 92D_NDF_USD_TWD_NDF | 29.425 | 29.425 | 29.425 | 29.425 | 1 | 10000000 |
2022-05-17 | CU | 94D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2022-08-19 | 867.15 | 867.15 | 866.65 | 867.05 | 9 | 200000000 |
2022-05-17 | CU | 94D_NDF_USD_COP | NDF_USD_COP Maturing on 2022-08-19 | 4102.35 | 4110.25 | 4102.35 | 4110.25 | 2 | 30000000 |
2022-05-17 | CU | 94D_NDF_USD_PEN | NDF_USD_PEN Maturing on 2022-08-19 | 3.799 | 3.799 | 3.799 | 3.799 | 6 | 70000000 |
2022-05-17 | CU | 9D_AUD_NZD_A_FXO_-0.0767_FXO | 9D_AUD_NZD_A_FXO_-0.0767_FXO | 0.0435411 | 0.0435411 | 0.0435411 | 0.0435411 | 1 | 20000000 |
2022-05-17 | CU | 9D_AUD_NZD_A_FXO_-0.1571_FXO | 9D_AUD_NZD_A_FXO_-0.1571_FXO | 0.1095506 | 0.1095506 | 0.1095506 | 0.1095506 | 1 | 40000000 |
2022-05-17 | CU | 9D_NDF_USD_KRW | NDF_USD_KRW Maturing on 2022-05-26 | 1277.81 | 1279.36 | 1272.86 | 1272.86 | 3 | 134000000 |
2022-05-17 | CU | 9D_NDF_USD_PHP | NDF_USD_PHP Maturing on 2022-05-26 | 52.395 | 52.395 | 52.37 | 52.37 | 1 | 1000000 |
2022-05-17 | CU | 9D_NDF_USD_TWD | NDF_USD_TWD Maturing on 2022-05-26 | 29.733 | 29.733 | 29.733 | 29.733 | 1 | 10000000 |
2022-05-17 | CU | 9D_USD_BRL_A_FXO_-0.3025_FXO | 9D_USD_BRL_A_FXO_-0.3025_FXO | 0.6131819 | 0.6131819 | 0.6131819 | 0.6131819 | 3 | 130000000 |
2022-05-17 | CU | 9M_USD_CLP_A_FXO_-0.3639_FXO | 9M_USD_CLP_A_FXO_-0.3639_FXO | 3.174198 | 3.174198 | 3.174198 | 3.174198 | 3 | 50000000 |
2022-05-17 | CU | 9M_USD_CNH_A_FXO_-0.4991_FXO | 9M_USD_CNH_A_FXO_-0.4991_FXO | 1.913779 | 1.913779 | 1.913779 | 1.913779 | 1 | 17500000 |
2022-05-17 | CU | 9M_USD_CNH_A_FXO_-0.4994_FXO | 9M_USD_CNH_A_FXO_-0.4994_FXO | 1.915264 | 1.915264 | 1.915264 | 1.915264 | 1 | 11500000 |
2022-05-17 | CU | 9M_USD_CNH_A_FXO_0.4994_FXO | 9M_USD_CNH_A_FXO_0.4994_FXO | 2.037904 | 2.037904 | 2.037904 | 2.037904 | 1 | 11500000 |
2022-05-17 | CU | 9M_USD_CNH_A_FXO_0.4996_FXO | 9M_USD_CNH_A_FXO_0.4996_FXO | 2.039389 | 2.039389 | 2.039389 | 2.039389 | 1 | 17500000 |
2022-05-17 | CU | USDCNY20220523-R22008 | Non Deliverable Forward Chinese Renminbi - Value Date 2022-05-23 | 6.74414 | 6.74414 | 6.74414 | 6.74414 | 4 | 44000000 |
2022-05-17 | CU | USDCNY20220525-R22008 | Non Deliverable Forward Chinese Renminbi - Value Date 2022-05-25 | 6.74471 | 6.74471 | 6.74471 | 6.74471 | 2 | 18000000 |
2022-05-17 | CU | USDCNY20220526-R22008 | Non Deliverable Forward Chinese Renminbi - Value Date 2022-05-26 | 6.745 | 6.745 | 6.745 | 6.745 | 2 | 4000000 |
2022-05-17 | CU | USDCNY20220527-R22008 | Non Deliverable Forward Chinese Renminbi - Value Date 2022-05-27 | 6.74538 | 6.74538 | 6.74538 | 6.74538 | 1 | 3000000 |
2022-05-17 | CU | USDCNY20220531-R22008 | Non Deliverable Forward Chinese Renminbi - Value Date 2022-05-31 | 6.74689 | 6.74689 | 6.74689 | 6.74689 | 5 | 25000000 |
2022-05-17 | CU | USDCNY20220606-R22008 | Non Deliverable Forward Chinese Renminbi - Value Date 2022-06-06 | 6.74915 | 6.74915 | 6.74915 | 6.74915 | 5 | 30000000 |
2022-05-17 | CU | USDCNY20220608-R22008 | Non Deliverable Forward Chinese Renminbi - Value Date 2022-06-08 | 6.7499 | 6.7499 | 6.7499 | 6.7499 | 2 | 31000000 |
2022-05-17 | CU | USDCNY20220609-R22008 | Non Deliverable Forward Chinese Renminbi - Value Date 2022-06-09 | 6.75028 | 6.75028 | 6.75028 | 6.75028 | 3 | 21000000 |
2022-05-17 | CU | USDCNY20220615-R22008 | Non Deliverable Forward Chinese Renminbi - Value Date 2022-06-15 | 6.75254 | 6.75254 | 6.75254 | 6.75254 | 1 | 4000000 |
2022-05-17 | CU | USDCNY20220617-R22008 | Non Deliverable Forward Chinese Renminbi - Value Date 2022-06-17 | 6.75329 | 6.75329 | 6.75329 | 6.75329 | 1 | 2000000 |
2022-05-17 | CU | USDCNY20220621-R22008 | Non Deliverable Forward Chinese Renminbi - Value Date 2022-06-21 | 6.7548 | 6.7548 | 6.7548 | 6.7548 | 6 | 48000000 |
2022-05-17 | CU | USDCNY20220622-R22008 | Non Deliverable Forward Chinese Renminbi - Value Date 2022-06-22 | 6.75518 | 6.75518 | 6.75518 | 6.75518 | 1 | 4000000 |
2022-05-17 | CU | USDCNY20220627-R22008 | Non Deliverable Forward Chinese Renminbi - Value Date 2022-06-27 | 6.75705 | 6.75705 | 6.75705 | 6.75705 | 1 | 10000000 |
2022-05-17 | CU | USDCNY20220711-R22008 | Non Deliverable Forward Chinese Renminbi - Value Date 2022-07-11 | 6.7623 | 6.7623 | 6.7623 | 6.7623 | 2 | 10000000 |
2022-05-17 | CU | USDCNY20220713-R22008 | Non Deliverable Forward Chinese Renminbi - Value Date 2022-07-13 | 6.76305 | 6.76305 | 6.76305 | 6.76305 | 1 | 20000000 |
2022-05-17 | CU | USDCNY20220719-R22008 | Non Deliverable Forward Chinese Renminbi - Value Date 2022-07-19 | 6.7653 | 6.7653 | 6.7653 | 6.7653 | 1 | 3000000 |
2022-05-17 | CU | USDIDR20220523-R22009 | Non Deliverable Forward Indonesian Rupiah - Value Date 2022-05-23 | 14634.0 | 14634.0 | 14634.0 | 14634.0 | 3 | 5000000 |
2022-05-17 | CU | USDIDR20220524-R22009 | Non Deliverable Forward Indonesian Rupiah - Value Date 2022-05-24 | 14633.75 | 14633.75 | 14633.75 | 14633.75 | 1 | 1000000 |
2022-05-17 | CU | USDIDR20220525-R22009 | Non Deliverable Forward Indonesian Rupiah - Value Date 2022-05-25 | 14633.5 | 14633.5 | 14633.5 | 14633.5 | 2 | 48000000 |
2022-05-17 | CU | USDIDR20220602-R22009 | Non Deliverable Forward Indonesian Rupiah - Value Date 2022-06-02 | 14640.67 | 14640.67 | 14640.67 | 14640.67 | 1 | 1000000 |
2022-05-17 | CU | USDIDR20220615-R22009 | Non Deliverable Forward Indonesian Rupiah - Value Date 2022-06-15 | 14657.31 | 14657.31 | 14657.31 | 14657.31 | 4 | 53000000 |
2022-05-17 | CU | USDMYR20220523-R22011 | Non Deliverable Forward Malaysian Ringgit - Value Date 2022-05-23 | 4.38714 | 4.38714 | 4.38714 | 4.38714 | 2 | 6000000 |
2022-05-17 | CU | USDMYR20220525-R22011 | Non Deliverable Forward Malaysian Ringgit - Value Date 2022-05-25 | 4.38671 | 4.38671 | 4.38671 | 4.38671 | 1 | 3000000 |
2022-05-17 | CU | USDMYR20220526-R22011 | Non Deliverable Forward Malaysian Ringgit - Value Date 2022-05-26 | 4.3865 | 4.3865 | 4.3865 | 4.3865 | 1 | 1000000 |
2022-05-17 | CU | USDMYR20220527-R22011 | Non Deliverable Forward Malaysian Ringgit - Value Date 2022-05-27 | 4.38658 | 4.38658 | 4.38658 | 4.38658 | 1 | 1000000 |
2022-05-17 | CU | USDMYR20220531-R22011 | Non Deliverable Forward Malaysian Ringgit - Value Date 2022-05-31 | 4.38688 | 4.38688 | 4.38688 | 4.38688 | 2 | 2000000 |
2022-05-17 | CU | USDMYR20220602-R22011 | Non Deliverable Forward Malaysian Ringgit - Value Date 2022-06-02 | 4.38704 | 4.38704 | 4.38704 | 4.38704 | 2 | 2000000 |
2022-05-17 | CU | USDMYR20220607-R22011 | Non Deliverable Forward Malaysian Ringgit - Value Date 2022-06-07 | 4.38742 | 4.38742 | 4.38742 | 4.38742 | 2 | 2000000 |
2022-05-17 | CU | USDMYR20220615-R22011 | Non Deliverable Forward Malaysian Ringgit - Value Date 2022-06-15 | 4.38804 | 4.38804 | 4.38804 | 4.38804 | 1 | 1000000 |
2022-05-17 | CU | USDMYR20220621-R22011 | Non Deliverable Forward Malaysian Ringgit - Value Date 2022-06-21 | 4.3885 | 4.3885 | 4.3885 | 4.3885 | 1 | 1000000 |
2022-05-17 | CU | USDMYR20220713-R22011 | Non Deliverable Forward Malaysian Ringgit - Value Date 2022-07-13 | 4.39204 | 4.39204 | 4.39204 | 4.39204 | 1 | 1000000 |
2022-05-17 | CU | USDPHP20220519-R22012 | Non Deliverable Forward Philippine Peso - Value Date 2022-05-19 | 52.4534 | 52.4534 | 52.4534 | 52.4534 | 1 | 5000000 |
2022-05-17 | CU | USDPHP20220524-R22012 | Non Deliverable Forward Philippine Peso - Value Date 2022-05-24 | 52.4651 | 52.4651 | 52.4651 | 52.4651 | 4 | 50000000 |
2022-05-17 | CU | USDPHP20220606-R22012 | Non Deliverable Forward Philippine Peso - Value Date 2022-06-06 | 52.5501 | 52.5501 | 52.5501 | 52.5501 | 1 | 3000000 |
2022-05-17 | CU | USDPHP20220608-R22012 | Non Deliverable Forward Philippine Peso - Value Date 2022-06-08 | 52.5639 | 52.5639 | 52.5639 | 52.5639 | 1 | 12000000 |
2022-05-17 | CU | USDPHP20220613-R22012 | Non Deliverable Forward Philippine Peso - Value Date 2022-06-13 | 52.5983 | 52.5983 | 52.5983 | 52.5983 | 1 | 12000000 |
2022-05-17 | CU | USDPHP20220615-R22012 | Non Deliverable Forward Philippine Peso - Value Date 2022-06-15 | 52.6121 | 52.6121 | 52.6121 | 52.6121 | 1 | 23000000 |
2022-05-17 | CU | USDTWD20220615-R22013 | Non Deliverable Forward Taiwan New Dollar - Value Date 2022-06-15 | 29.6068 | 29.6068 | 29.6068 | 29.6068 | 1 | 4000000 |
2022-05-17 | CU | USDTWD20220616-R22013 | Non Deliverable Forward Taiwan New Dollar - Value Date 2022-06-16 | 29.6048 | 29.6048 | 29.6048 | 29.6048 | 1 | 4000000 |
2022-05-17 | EQ | 20740 | STTELSXR [SEF] | 17.5 | 17.5 | 17.5 | 17.5 | 1 | 132000000 |
2022-05-17 | IR | GBP.1M.JUN22.MPC.OIS _20220804 | GBP.1M.JUN22.MPC.OIS _20220804 | 0.01246 | 0.01246 | 0.01246 | 0.01246 | 1 | 500000000 |
2022-05-17 | IR | 0x1SPOT LCH | | 0.935 | 1.1225 | 1.1225 | 1.1225 | 1 | 1000000000 |
2022-05-17 | IR | 10Y GBP SONIA OIS_20320517 | 10Y GBP SONIA OIS_20320517 | 0.01873 | 0.01873 | 0.01873 | 0.01873 | 1 | 20000000 |
2022-05-17 | IR | 10Y Q/3s ZAR IRS_20320517 | 10Y Q/3s ZAR IRS_20320517 | 0.0851 | 0.0851 | 0.0851 | 0.0851 | 2 | 240000000 |
2022-05-17 | IR | 10Y SOFR LCH | | 2.67625 | 2.67625 | 2.67625 | 2.67625 | 13 | 850000000 |
2022-05-17 | IR | 10Y SOFR/3M LCH | | 25.75 | 25.625 | 25.625 | 25.625 | 1 | 75000000 |
2022-05-17 | IR | 15M EUR OIS Outright_20230819 | 15M EUR OIS Outright_20230819 | 0.00365 | 0.00365 | 0.00365 | 0.00365 | 1 | 100000000 |
2022-05-17 | IR | 15Y SOFR/3M LCH | | 25.75 | 25.7 | 25.625 | 25.7 | 3 | 350000000 |
2022-05-17 | IR | 18M SOFR/3M LCH | | 26.125 | 25.0 | 25.0 | 25.0 | 1 | 375000000 |
2022-05-17 | IR | 1Y ANN/3s PLN IRS_20230519 | 1Y ANN/3s PLN IRS_20230519 | 0.0729 | 0.0729 | 0.0726 | 0.0726 | 2 | 474000000 |
2022-05-17 | IR | 1Y SOFR LCH | | 2.23625 | 2.27125 | 2.26875 | 2.27125 | 2 | 750000000 |
2022-05-17 | IR | 1Y.1Y EUR OIS Outright (1y1yfwd ESTR)_20240519 | 1Y.1Y EUR OIS Outright (1y1yfwd ESTR)_20240519 | 0.01275 | 0.01275 | 0.01275 | 0.01275 | 1 | 100000000 |
2022-05-17 | IR | 1Yx3M_EUR-EURIBOR_0_Straddle_360 | 1Yx3M_EUR-EURIBOR_0_Straddle_360 | 0.0088 | 0.0088 | 0.0088 | 0.0088 | 1 | 125000000 |
2022-05-17 | IR | 25Y SOFR/FF LCH | | -0.75 | -0.75 | -0.75 | -0.75 | 1 | 19000000 |
2022-05-17 | IR | 2Y 1M/3M | | 11.5 | 11.5 | 11.5 | 11.5 | 1 | 550000000 |
2022-05-17 | IR | 2Y ANN/6s PLN IRS_20240519 | 2Y ANN/6s PLN IRS_20240519 | 0.0702 | 0.0703 | 0.0702 | 0.0702 | 3 | 366000000 |
2022-05-17 | IR | 2Y TRY OIS TLREF (2Y.3M.TLREF)_20240518 | 2Y TRY OIS TLREF (2Y.3M.TLREF)_20240518 | 0.325 | 0.325 | 0.325 | 0.325 | 1 | 110000000 |
2022-05-17 | IR | 30Y SOFR LCH | | 2.5725 | 2.5725 | 2.5725 | 2.5725 | 6 | 150000000 |
2022-05-17 | IR | 30Y SOFR/FF LCH | | -0.875 | -0.875 | -0.875 | -0.875 | 1 | 17000000 |
2022-05-17 | IR | 3M.NZD.IRS_20220823 | 3M.NZD.IRS_20220823 | 0.0221 | 0.0221 | 0.0221 | 0.0221 | 2 | 135000000 |
2022-05-17 | IR | 3M.NZD.IRS_20220824 | 3M.NZD.IRS_20220824 | 0.022184 | 0.022184 | 0.022184 | 0.022184 | 1 | 113000000 |
2022-05-17 | IR | 3M.NZD.IRS_20220826 | 3M.NZD.IRS_20220826 | 0.022353 | 0.022353 | 0.022353 | 0.022353 | 1 | 25000000 |
2022-05-17 | IR | 3M.NZD.IRS_20220827 | 3M.NZD.IRS_20220827 | 0.022529 | 0.022529 | 0.022529 | 0.022529 | 2 | 196000000 |
2022-05-17 | IR | 3M.NZD.IRS_20220830 | 3M.NZD.IRS_20220830 | 0.022693 | 0.022693 | 0.022693 | 0.022693 | 2 | 800000000 |
2022-05-17 | IR | 3M.NZD.IRS_20220902 | 3M.NZD.IRS_20220902 | 0.022951 | 0.022951 | 0.022951 | 0.022951 | 2 | 231000000 |
2022-05-17 | IR | 3M.NZD.IRS_20220903 | 3M.NZD.IRS_20220903 | 0.023131 | 0.023131 | 0.023131 | 0.023131 | 2 | 126000000 |
2022-05-17 | IR | 3M.NZD.IRS_20220907 | 3M.NZD.IRS_20220907 | 0.023387 | 0.023387 | 0.023387 | 0.023387 | 3 | 146000000 |
2022-05-17 | IR | 3M.NZD.IRS_20220908 | 3M.NZD.IRS_20220908 | 0.023475 | 0.023475 | 0.023475 | 0.023475 | 1 | 138000000 |
2022-05-17 | IR | 3M.NZD.IRS_20220909 | 3M.NZD.IRS_20220909 | 0.023563 | 0.023563 | 0.023563 | 0.023563 | 1 | 25000000 |
2022-05-17 | IR | 3M.NZD.IRS_20220915 | 3M.NZD.IRS_20220915 | 0.0241 | 0.0241 | 0.0241 | 0.0241 | 1 | 646000000 |
2022-05-17 | IR | 3M.NZD.IRS_20220916 | 3M.NZD.IRS_20220916 | 0.024191 | 0.024191 | 0.024191 | 0.024191 | 4 | 623000000 |
2022-05-17 | IR | 3M.NZD.IRS_20220920 | 3M.NZD.IRS_20220920 | 0.024557 | 0.024557 | 0.024557 | 0.024557 | 1 | 100000000 |
2022-05-17 | IR | 3M.NZD.IRS_20220922 | 3M.NZD.IRS_20220922 | 0.024742 | 0.024742 | 0.024742 | 0.024742 | 1 | 100000000 |
2022-05-17 | IR | 3M.NZD.IRS_20220923 | 3M.NZD.IRS_20220923 | 0.024835 | 0.024835 | 0.024835 | 0.024835 | 1 | 100000000 |
2022-05-17 | IR | 3M.NZD.IRS_20220929 | 3M.NZD.IRS_20220929 | 0.025398 | 0.025398 | 0.025398 | 0.025398 | 1 | 14000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221013 | 3M.NZD.IRS_20221013 | 0.026731 | 0.026731 | 0.026731 | 0.026731 | 1 | 20000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221018 | 3M.NZD.IRS_20221018 | 0.027208 | 0.027208 | 0.027208 | 0.027208 | 1 | 41000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221020 | 3M.NZD.IRS_20221020 | 0.027398 | 0.027398 | 0.027398 | 0.027398 | 1 | 80000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221021 | 3M.NZD.IRS_20221021 | 0.027493 | 0.027493 | 0.027493 | 0.027493 | 1 | 137000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221022 | 3M.NZD.IRS_20221022 | 0.02773 | 0.02773 | 0.02773 | 0.02773 | 1 | 366000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221025 | 3M.NZD.IRS_20221025 | 0.027872 | 0.027872 | 0.027872 | 0.027872 | 1 | 289000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221028 | 3M.NZD.IRS_20221028 | 0.028154 | 0.028154 | 0.028154 | 0.028154 | 1 | 236000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221029 | 3M.NZD.IRS_20221029 | 0.028339 | 0.028339 | 0.028339 | 0.028339 | 1 | 20000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221102 | 3M.NZD.IRS_20221102 | 0.028619 | 0.028619 | 0.028619 | 0.028619 | 1 | 249000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221103 | 3M.NZD.IRS_20221103 | 0.028711 | 0.028711 | 0.028711 | 0.028711 | 1 | 226000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221104 | 3M.NZD.IRS_20221104 | 0.028803 | 0.028803 | 0.028803 | 0.028803 | 1 | 26000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221108 | 3M.NZD.IRS_20221108 | 0.029167 | 0.029167 | 0.029167 | 0.029167 | 1 | 110000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221110 | 3M.NZD.IRS_20221110 | 0.029346 | 0.029346 | 0.029346 | 0.029346 | 1 | 46000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221112 | 3M.NZD.IRS_20221112 | 0.029607 | 0.029607 | 0.029607 | 0.029607 | 1 | 97000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221130 | 3M.NZD.IRS_20221130 | 0.03108 | 0.03108 | 0.031036 | 0.03108 | 3 | 1771000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221201 | 3M.NZD.IRS_20221201 | 0.031158 | 0.031158 | 0.031158 | 0.031158 | 2 | 231000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221202 | 3M.NZD.IRS_20221202 | 0.031235 | 0.031235 | 0.031235 | 0.031235 | 2 | 115000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221213 | 3M.NZD.IRS_20221213 | 0.032033 | 0.032033 | 0.032033 | 0.032033 | 1 | 44000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221215 | 3M.NZD.IRS_20221215 | 0.032167 | 0.032167 | 0.032167 | 0.032167 | 2 | 1147000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221223 | 3M.NZD.IRS_20221223 | 0.032668 | 0.032668 | 0.032668 | 0.032668 | 1 | 55000000 |
2022-05-17 | IR | 3M.NZD.IRS_20221229 | 3M.NZD.IRS_20221229 | 0.03301 | 0.03301 | 0.03301 | 0.03301 | 1 | 134000000 |
2022-05-17 | IR | 3M.NZD.IRS_20230103 | 3M.NZD.IRS_20230103 | 0.033265 | 0.033265 | 0.033265 | 0.033265 | 1 | 29000000 |
2022-05-17 | IR | 3M.NZD.IRS_20230110 | 3M.NZD.IRS_20230110 | 0.033588 | 0.033588 | 0.033588 | 0.033588 | 1 | 40000000 |
2022-05-17 | IR | 3M.NZD.IRS_20230111 | 3M.NZD.IRS_20230111 | 0.033635 | 0.033635 | 0.033635 | 0.033635 | 3 | 217000000 |
2022-05-17 | IR | 3M.NZD.IRS_20230114 | 3M.NZD.IRS_20230114 | 0.033809 | 0.033809 | 0.033809 | 0.033809 | 1 | 75000000 |
2022-05-17 | IR | 3M.NZD.IRS_20230119 | 3M.NZD.IRS_20230119 | 0.033988 | 0.033988 | 0.033988 | 0.033988 | 1 | 10000000 |
2022-05-17 | IR | 3M.NZD.IRS_20230120 | 3M.NZD.IRS_20230120 | 0.034029 | 0.034029 | 0.034029 | 0.034029 | 1 | 26000000 |
2022-05-17 | IR | 3M.NZD.IRS_20230203 | 3M.NZD.IRS_20230203 | 0.034567 | 0.034567 | 0.034567 | 0.034567 | 1 | 35000000 |
2022-05-17 | IR | 3M.NZD.IRS_20230211 | 3M.NZD.IRS_20230211 | 0.034878 | 0.034878 | 0.034878 | 0.034878 | 1 | 61000000 |
2022-05-17 | IR | 3M.NZD.IRS_20230216 | 3M.NZD.IRS_20230216 | 0.035009 | 0.035009 | 0.035009 | 0.035009 | 1 | 46000000 |
2022-05-17 | IR | 3M.NZD.IRS_20230228 | 3M.NZD.IRS_20230228 | 0.035388 | 0.035388 | 0.035388 | 0.035388 | 1 | 78000000 |
2022-05-17 | IR | 3M.NZD.IRS_20230302 | 3M.NZD.IRS_20230302 | 0.035476 | 0.035476 | 0.035476 | 0.035476 | 1 | 78000000 |
2022-05-17 | IR | 3Y 1M/3M | | 12.625 | 12.375 | 12.375 | 12.375 | 1 | 150000000 |
2022-05-17 | IR | 3Y ANN/6s PLN IRS_20250519 | 3Y ANN/6s PLN IRS_20250519 | 0.06775 | 0.06775 | 0.06775 | 0.06775 | 1 | 85000000 |
2022-05-17 | IR | 3Y Q/3s ZAR IRS_20250517 | 3Y Q/3s ZAR IRS_20250517 | 0.0699 | 0.0699 | 0.0699 | 0.0699 | 1 | 50000000 |
2022-05-17 | IR | 3Y-2Y 1M/3M | | 11.75 | 14.35 | 14.35 | 14.35 | 1 | 500000000 |
2022-05-17 | IR | 4Y 1M/3M | | 13.0 | 12.875 | 12.875 | 12.875 | 2 | 550000000 |
2022-05-17 | IR | 4Y TRY/USD IRX Outright SOFR ISDA21_20260520 | 4Y TRY/USD IRX Outright SOFR ISDA21_20260520 | 0.39 | 0.39 | 0.39 | 0.39 | 1 | 42579000 |
2022-05-17 | IR | 5Y ANN/6S PLN IRS_20270519 | 5Y ANN/6S PLN IRS_20270519 | 0.0642 | 0.0642 | 0.0638 | 0.0638 | 2 | 107000000 |
2022-05-17 | IR | 5Y SOFR LCH | | 2.595 | 2.595 | 2.595 | 2.595 | 11 | 1149000000 |
2022-05-17 | IR | 5Y SOFR/FF LCH | | 1.5 | 1.5 | 1.375 | 1.5 | 3 | 500000000 |
2022-05-17 | IR | 5Yx1D_USD-USD-SOFR-COMPOUND_0_Straddle_10800 | 5Yx1D_USD-USD-SOFR-COMPOUND_0_Straddle_10800 | 0.2735 | 0.2735 | 0.2735 | 0.2735 | 1 | 50000000 |
2022-05-17 | IR | 5Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_7200 | 5Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_7200 | 0.214 | 0.214 | 0.214 | 0.214 | 1 | 25000000 |
2022-05-17 | IR | 7Y 1M/3M | | 13.625 | 13.5 | 13.5 | 13.5 | 3 | 650000000 |
2022-05-17 | IR | 7Y GBP SONIA OIS_20290517 | 7Y GBP SONIA OIS_20290517 | 0.01932 | 0.01932 | 0.01932 | 0.01932 | 1 | 27800000 |
2022-05-17 | IR | 7Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_10800 | 7Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_10800 | 0.2984 | 0.2984 | 0.2984 | 0.2984 | 1 | 75000000 |
2022-05-17 | IR | A-EUR 10Y | | 1.679 | 1.764 | 1.718 | 1.76 | 40 | 2603100000 |
2022-05-17 | IR | A-EUR 10Yv3 | | 1.649 | 1.649 | 1.649 | 1.7265 | 4 | 494700000 |
2022-05-17 | IR | A-EUR 15Y | | 1.838 | 1.895 | 1.861 | 1.895 | 5 | 290000000 |
2022-05-17 | IR | A-EUR 15Yv3 | | 1.839 | 1.839 | 1.839 | 1.892 | 1 | 75000000 |
2022-05-17 | IR | A-EUR 20Y | | 1.761 | 1.761 | 1.761 | 1.81 | 22 | 718700000 |
2022-05-17 | IR | A-EUR 20Yv3 | | 1.784 | 1.784 | 1.784 | 1.828 | 2 | 85000000 |
2022-05-17 | IR | A-EUR 2Y | | 0.83 | 0.925 | 0.925 | 0.925 | 4 | 1240000000 |
2022-05-17 | IR | A-EUR 2Yv3 | | 0.804 | 0.84 | 0.84 | 0.907 | 3 | 640000000 |
2022-05-17 | IR | A-EUR 30Y | | 1.5 | 1.535 | 1.525 | 1.535 | 15 | 285100000 |
2022-05-17 | IR | A-EUR 3Yv3 | | 1.023 | 1.023 | 1.023 | 1.1165 | 1 | 300000000 |
2022-05-17 | IR | A-EUR 5Y | | 1.313 | 1.341 | 1.336 | 1.411 | 16 | 2034300000 |
2022-05-17 | IR | A-EUR 5Yv3 | | 1.263 | 1.263 | 1.263 | 1.361 | 6 | 942200000 |
2022-05-17 | IR | A-EUR 6Y | | 1.401 | 1.493 | 1.493 | 1.493 | 2 | 250000000 |
2022-05-17 | IR | A-EUR 6Yv3 | | 1.349 | 1.349 | 1.349 | 1.4395 | 1 | 150000000 |
2022-05-17 | IR | A-EUR 7Y | | 1.477 | 1.583 | 1.571 | 1.571 | 7 | 1095000000 |
2022-05-17 | IR | A-EUR 7Yv3 | | 1.426 | 1.426 | 1.426 | 1.5145 | 1 | 145000000 |
2022-05-17 | IR | AUD_OIS_AONIA_0X2 | AUD_OIS_AONIA_0X2 | 1.04 | 1.04 | 1.04 | 1.04 | 1 | 1500000000 |
2022-05-17 | IR | BOBL.JUN22.5Y ISDA2021_20270519 | BOBL.JUN22.5Y ISDA2021_20270519 | 0.0142333 | 0.0142333 | 0.0142333 | 0.0142333 | 1 | 50000000 |
2022-05-17 | IR | BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X32 | BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X32 | 12.33494 | 12.33494 | 12.33494 | 12.33494 | 1 | 313102980 |
2022-05-17 | IR | BUND.JUN22.10Y ISDA2021_20320519 | BUND.JUN22.10Y ISDA2021_20320519 | 0.0172799 | 0.0175795 | 0.0172582 | 0.0175795 | 5 | 150000000 |
2022-05-17 | IR | CLP.10Y.SB.TNA_20320519 | CLP.10Y.SB.TNA_20320519 | 0.0638 | 0.0638 | 0.0638 | 0.0638 | 1 | 3600000000 |
2022-05-17 | IR | CLP.18M.SB.TNA_20231119 | CLP.18M.SB.TNA_20231119 | 0.0888 | 0.0888 | 0.0888 | 0.0888 | 1 | 30500000000 |
2022-05-17 | IR | CLP_NDS_6M_USD_TNA_0X120 | CLP_NDS_6M_USD_TNA_0X120 | 6.375 | 6.375 | 6.375 | 6.375 | 1 | 3600000000 |
2022-05-17 | IR | CLP_NDS_6M_USD_TNA_0X18 | CLP_NDS_6M_USD_TNA_0X18 | 8.855 | 8.855 | 8.855 | 8.855 | 1 | 36600000000 |
2022-05-17 | IR | CLP_NDS_6M_USD_TNA_0X180 | CLP_NDS_6M_USD_TNA_0X180 | 6.37 | 6.37 | 6.37 | 6.37 | 1 | 2750000000 |
2022-05-17 | IR | CLP_NDS_6M_USD_TNA_0X24 | CLP_NDS_6M_USD_TNA_0X24 | 7.96 | 7.96 | 7.96 | 7.96 | 1 | 14450000000 |
2022-05-17 | IR | CLP_NDS_6M_USD_TNA_0X36 | CLP_NDS_6M_USD_TNA_0X36 | 7.285 | 7.3 | 7.275 | 7.3 | 6 | 79200000000 |
2022-05-17 | IR | CLP_NDS_6M_USD_TNA_0X60 | CLP_NDS_6M_USD_TNA_0X60 | 6.75 | 6.77 | 6.75 | 6.76 | 6 | 48050000000 |
2022-05-17 | IR | CLP_NDS_6M_USD_TNA_0X72 | CLP_NDS_6M_USD_TNA_0X72 | 6.655 | 6.655 | 6.655 | 6.655 | 1 | 5350000000 |
2022-05-17 | IR | CLP_NDS_6M_USD_TNA_0X84 | CLP_NDS_6M_USD_TNA_0X84 | 6.55 | 6.55 | 6.535 | 6.545 | 3 | 23540000000 |
2022-05-17 | IR | CLP_NDS_6M_USD_TNA_0X96 | CLP_NDS_6M_USD_TNA_0X96 | 6.46 | 6.47 | 6.46 | 6.47 | 2 | 16920000000 |
2022-05-17 | IR | CME_MXN_IRS_28D_MXN_TIIE_0X12 | CME_MXN_IRS_28D_MXN_TIIE_0X12 | 8.9 | 8.9 | 8.9 | 8.9 | 1 | 400000000 |
2022-05-17 | IR | CME_MXN_IRS_28D_MXN_TIIE_0X120 | CME_MXN_IRS_28D_MXN_TIIE_0X120 | 8.74 | 8.74 | 8.74 | 8.74 | 2 | 100000000 |
2022-05-17 | IR | CME_MXN_IRS_28D_MXN_TIIE_0X178 | CME_MXN_IRS_28D_MXN_TIIE_0X178 | 8.85 | 8.85 | 8.85 | 8.85 | 1 | 95000000 |
2022-05-17 | IR | CME_MXN_IRS_28D_MXN_TIIE_0X2 | CME_MXN_IRS_28D_MXN_TIIE_0X2 | 7.47 | 7.47 | 7.47 | 7.47 | 1 | 4500000000 |
2022-05-17 | IR | CME_MXN_IRS_28D_MXN_TIIE_0X24 | CME_MXN_IRS_28D_MXN_TIIE_0X24 | 9.08 | 9.08 | 9.045 | 9.045 | 2 | 1625000000 |
2022-05-17 | IR | CME_MXN_IRS_28D_MXN_TIIE_0X60 | CME_MXN_IRS_28D_MXN_TIIE_0X60 | 8.76 | 8.76 | 8.76 | 8.76 | 1 | 50000000 |
2022-05-17 | IR | COP.10Y.IBR.OIS_20320519 | COP.10Y.IBR.OIS_20320519 | 0.09135 | 0.09135 | 0.0913 | 0.0913 | 2 | 16000000000 |
2022-05-17 | IR | COP.1Y.IBR.OIS_20230519 | COP.1Y.IBR.OIS_20230519 | 0.0899 | 0.0899 | 0.0899 | 0.0899 | 1 | 130000000000 |
2022-05-17 | IR | COP.9M.IBR.OIS_20230219 | COP.9M.IBR.OIS_20230219 | 0.0848 | 0.0848 | 0.0848 | 0.0848 | 1 | 166000000000 |
2022-05-17 | IR | COP_NOIS_IBR__0X120 | COP_NOIS_IBR__0X120 | 9.13 | 9.22 | 9.13 | 9.22 | 4 | 52000000000 |
2022-05-17 | IR | COP_NOIS_IBR__0X2 | COP_NOIS_IBR__0X2 | 6.65 | 6.65 | 6.65 | 6.65 | 1 | 330000000000 |
2022-05-17 | IR | COP_NOIS_IBR__0X24 | COP_NOIS_IBR__0X24 | 9.05 | 9.05 | 9.05 | 9.05 | 1 | 45000000000 |
2022-05-17 | IR | COP_NOIS_IBR__0X6 | COP_NOIS_IBR__0X6 | 7.84 | 7.84 | 7.84 | 7.84 | 1 | 167000000000 |
2022-05-17 | IR | COP_NOIS_IBR__0X60 | COP_NOIS_IBR__0X60 | 9.1 | 9.1 | 9.1 | 9.1 | 1 | 63000000000 |
2022-05-17 | IR | COP_NOIS_IBR__0X84 | COP_NOIS_IBR__0X84 | 9.12 | 9.12 | 9.12 | 9.12 | 1 | 16000000000 |
2022-05-17 | IR | CZK_FRA_3M_CZK_PRIBOR_552X643 | CZK_FRA_3M_CZK_PRIBOR_552X643 | 5.075 | 5.075 | 5.075 | 5.075 | 1 | 4680000000 |
2022-05-17 | IR | CZK_FRA_6M_CZK_PRIBOR_552X734 | CZK_FRA_6M_CZK_PRIBOR_552X734 | 5.035 | 5.035 | 5.035 | 5.035 | 1 | 2340000000 |
2022-05-17 | IR | EUR.1Y.1Y.FWD.3M.ACT.ACT_20240519 | EUR.1Y.1Y.FWD.3M.ACT.ACT_20240519 | 0.01479 | 0.01479 | 0.01479 | 0.01479 | 1 | 100000000 |
2022-05-17 | IR | EUR.25Y.6M_20470519 | EUR.25Y.6M_20470519 | 0.01683 | 0.01683 | 0.01683 | 0.01683 | 1 | 7000000 |
2022-05-17 | IR | EUR.2Y.3M_20240519 | EUR.2Y.3M_20240519 | 0.00836 | 0.00914 | 0.00836 | 0.00914 | 5 | 600000000 |
2022-05-17 | IR | EUR.USD.3Y.3M.ESTR/SOFR.BSX_20250519 | EUR.USD.3Y.3M.ESTR/SOFR.BSX_20250519 | -0.00285 | -0.00285 | -0.00285 | -0.00285 | 1 | 70000000 |
2022-05-17 | IR | EUR.USD.7Y.3M.ESTR/SOFR.BSX_20290519 | EUR.USD.7Y.3M.ESTR/SOFR.BSX_20290519 | -0.0026625 | -0.0026625 | -0.0026625 | -0.0026625 | 1 | 10000000 |
2022-05-17 | IR | EUR_FRA_3M_EUR_EURIBOR_400X491 | EUR_FRA_3M_EUR_EURIBOR_400X491 | 1.335 | 1.335 | 1.335 | 1.335 | 1 | 1000000000 |
2022-05-17 | IR | EUR_OIS_ESTR_0X12 | EUR_OIS_ESTR_0X12 | 0.1695 | 0.1695 | 0.1695 | 0.1695 | 1 | 400000000 |
2022-05-17 | IR | EUR_OIS_ESTR_0X120 | EUR_OIS_ESTR_0X120 | 1.484 | 1.488 | 1.474 | 1.482 | 5 | 374000000 |
2022-05-17 | IR | EUR_OIS_ESTR_0X144 | EUR_OIS_ESTR_0X144 | 1.588 | 1.588 | 1.588 | 1.588 | 2 | 243000000 |
2022-05-17 | IR | EUR_OIS_ESTR_0X180 | EUR_OIS_ESTR_0X180 | 1.62 | 1.665 | 1.62 | 1.656 | 6 | 356100000 |
2022-05-17 | IR | EUR_OIS_ESTR_0X2 | EUR_OIS_ESTR_0X2 | -0.546 | -0.542 | -0.546 | -0.542 | 4 | 4670000000 |
2022-05-17 | IR | EUR_OIS_ESTR_0X24 | EUR_OIS_ESTR_0X24 | 0.701 | 0.724 | 0.701 | 0.724 | 6 | 1100000000 |
2022-05-17 | IR | EUR_OIS_ESTR_0X300 | EUR_OIS_ESTR_0X300 | 1.513 | 1.518 | 1.513 | 1.518 | 2 | 45000000 |
2022-05-17 | IR | EUR_OIS_ESTR_0X36 | EUR_OIS_ESTR_0X36 | 0.909 | 0.909 | 0.909 | 0.909 | 1 | 33800000 |
2022-05-17 | IR | EUR_OIS_ESTR_0X360 | EUR_OIS_ESTR_0X360 | 1.434 | 1.457 | 1.421 | 1.454 | 5 | 207300000 |
2022-05-17 | IR | EUR_OIS_ESTR_0X48 | EUR_OIS_ESTR_0X48 | 1.0435 | 1.0435 | 1.0435 | 1.0435 | 1 | 150000000 |
2022-05-17 | IR | EUR_OIS_ESTR_0X480 | EUR_OIS_ESTR_0X480 | 1.33 | 1.347 | 1.314 | 1.347 | 4 | 125000000 |
2022-05-17 | IR | EUR_OIS_ESTR_12X16 | EUR_OIS_ESTR_12X16 | 1.135 | 1.135 | 1.135 | 1.135 | 1 | 1000000000 |
2022-05-17 | IR | EUR_OIS_ESTR_2X2 | EUR_OIS_ESTR_2X2 | -0.255 | -0.255 | -0.255 | -0.255 | 1 | 1000000000 |
2022-05-17 | IR | GBP_OIS_SONIA_0X120 | GBP_OIS_SONIA_0X120 | 1.87396 | 1.88903 | 1.87296 | 1.88903 | 7 | 165000000 |
2022-05-17 | IR | GBP_OIS_SONIA_0X60 | GBP_OIS_SONIA_0X60 | 2.055 | 2.055 | 2.055 | 2.055 | 3 | 95700000 |
2022-05-17 | IR | INR.USD-SOFR.5Y.ifx.NDIRX_20270520 | INR.USD-SOFR.5Y.ifx.NDIRX_20270520 | 0.066 | 0.066 | 0.066 | 0.066 | 1 | 5000000 |
2022-05-17 | IR | IRS_AUD_1MBBSW_AUD_3MBBSW_0X24 | IRS_AUD_1MBBSW_AUD_3MBBSW_0X24 | 15.0 | 15.0 | 15.0 | 15.0 | 1 | 128000000 |
2022-05-17 | IR | IRS_AUD_3MBBSW_USD_SOFR_0X12 | IRS_AUD_3MBBSW_USD_SOFR_0X12 | -17.5 | -17.5 | -17.5 | -17.5 | 3 | 700000000 |
2022-05-17 | IR | IRS_AUD_3MBBSW_USD_SOFR_0X180 | IRS_AUD_3MBBSW_USD_SOFR_0X180 | 6.25 | 6.27 | 6.25 | 6.27 | 3 | 119500000 |
2022-05-17 | IR | IRS_AUD_3MBBSW_USD_SOFR_0X24 | IRS_AUD_3MBBSW_USD_SOFR_0X24 | -6.25 | -5.75 | -6.25 | -5.75 | 4 | 575000000 |
2022-05-17 | IR | IRS_AUD_3MBBSW_USD_SOFR_0X48 | IRS_AUD_3MBBSW_USD_SOFR_0X48 | 4.75 | 4.75 | 4.75 | 4.75 | 2 | 200000000 |
2022-05-17 | IR | IRS_CAD_3MCADC_USD_USD-_0X12 | IRS_CAD_3MCADC_USD_USD-_0X12 | -50.75 | -50.75 | -50.75 | -50.75 | 1 | 200000000 |
2022-05-17 | IR | IRS_CAD_3MCADC_USD_USD-_0X24 | IRS_CAD_3MCADC_USD_USD-_0X24 | -44.75 | -44.5 | -44.75 | -44.5 | 2 | 300000000 |
2022-05-17 | IR | IRS_CAD_3MCADC_USD_USD-_0X36 | IRS_CAD_3MCADC_USD_USD-_0X36 | -40.0 | -40.0 | -40.0 | -40.0 | 5 | 700000000 |
2022-05-17 | IR | IRS_CAD_3MCADC_USD_USD-_0X60 | IRS_CAD_3MCADC_USD_USD-_0X60 | -35.0 | -35.0 | -35.0 | -35.0 | 0 | 50000000 |
2022-05-17 | IR | IRS_CAD_3MCADC_USD_USD-_8X20 | IRS_CAD_3MCADC_USD_USD-_8X20 | -39.25 | -39.25 | -39.25 | -39.25 | 1 | 250000000 |
2022-05-17 | IR | IRS_CAD_3MCDOR_USD_SOFR_0X60 | IRS_CAD_3MCDOR_USD_SOFR_0X60 | -35.0 | -35.0 | -35.0 | -35.0 | 0 | 50000000 |
2022-05-17 | IR | IRS_CAD_CAD-_CAD_3MCADB_0X360 | IRS_CAD_CAD-_CAD_3MCADB_0X360 | 31.5 | 31.5 | 31.5 | 31.5 | 2 | 65000000 |
2022-05-17 | IR | IRS_CLF_1TUF_CLP_CAMA_0X1 | IRS_CLF_1TUF_CLP_CAMA_0X1 | 0.0 | 0.0 | 0.0 | 0.0 | 2 | 1000000 |
2022-05-17 | IR | IRS_CLF_1TUF_CLP_CAMA_0X10 | IRS_CLF_1TUF_CLP_CAMA_0X10 | 0.0 | 0.0 | 0.0 | 0.0 | 1 | 300000 |
2022-05-17 | IR | IRS_CLF_1TUF_CLP_CAMA_0X12 | IRS_CLF_1TUF_CLP_CAMA_0X12 | 0.0 | 0.0 | 0.0 | 0.0 | 2 | 1000000 |
2022-05-17 | IR | IRS_CLF_1TUF_CLP_CAMA_0X2 | IRS_CLF_1TUF_CLP_CAMA_0X2 | 0.0 | 0.0 | 0.0 | 0.0 | 1 | 500000 |
2022-05-17 | IR | IRS_CLF_1TUF_CLP_CAMA_0X22 | IRS_CLF_1TUF_CLP_CAMA_0X22 | 0.0 | 0.0 | 0.0 | 0.0 | 2 | 800000 |
2022-05-17 | IR | IRS_CLF_1TUF_CLP_CAMA_0X24 | IRS_CLF_1TUF_CLP_CAMA_0X24 | 0.0 | 0.0 | 0.0 | 0.0 | 2 | 600000 |
2022-05-17 | IR | IRS_CLF_1TUF_CLP_CAMA_0X4 | IRS_CLF_1TUF_CLP_CAMA_0X4 | 0.0 | 0.0 | 0.0 | 0.0 | 5 | 1800000 |
2022-05-17 | IR | IRS_CLF_1TUF_CLP_CAMA_0X6 | IRS_CLF_1TUF_CLP_CAMA_0X6 | 0.0 | 0.0 | 0.0 | 0.0 | 2 | 600000 |
2022-05-17 | IR | IRS_CLF_1TUF_CLP_CAMA_0X8 | IRS_CLF_1TUF_CLP_CAMA_0X8 | 0.0 | 0.0 | 0.0 | 0.0 | 3 | 1100000 |
2022-05-17 | IR | IRS_CLF_6MUF_CLP_CAMA_0X108 | IRS_CLF_6MUF_CLP_CAMA_0X108 | 0.0 | 0.0 | 0.0 | 0.0 | 2 | 256000 |
2022-05-17 | IR | IRS_CLF_6MUF_CLP_CAMA_0X120 | IRS_CLF_6MUF_CLP_CAMA_0X120 | 0.0 | 0.0 | 0.0 | 0.0 | 1 | 87000 |
2022-05-17 | IR | IRS_CLF_6MUF_CLP_CAMA_0X180 | IRS_CLF_6MUF_CLP_CAMA_0X180 | 0.0 | 0.0 | 0.0 | 0.0 | 1 | 61000 |
2022-05-17 | IR | IRS_CLF_6MUF_CLP_CAMA_0X24 | IRS_CLF_6MUF_CLP_CAMA_0X24 | 0.0 | 0.0 | 0.0 | 0.0 | 1 | 402000 |
2022-05-17 | IR | IRS_CLF_6MUF_CLP_CAMA_0X36 | IRS_CLF_6MUF_CLP_CAMA_0X36 | 0.0 | 0.0 | 0.0 | 0.0 | 1 | 272000 |
2022-05-17 | IR | IRS_CLF_6MUF_CLP_CAMA_0X360 | IRS_CLF_6MUF_CLP_CAMA_0X360 | 0.0 | 0.0 | 0.0 | 0.0 | 1 | 33000 |
2022-05-17 | IR | IRS_CLF_6MUF_CLP_CAMA_0X84 | IRS_CLF_6MUF_CLP_CAMA_0X84 | 0.0 | 0.0 | 0.0 | 0.0 | 1 | 121000 |
2022-05-17 | IR | IRS_CLF_6MUF_CLP_CAMA_0X96 | IRS_CLF_6MUF_CLP_CAMA_0X96 | 0.0 | 0.0 | 0.0 | 0.0 | 1 | 107000 |
2022-05-17 | IR | IRS_CLP_CLP-_USD_USD-_0X108 | IRS_CLP_CLP-_USD_USD-_0X108 | -49.5 | -49.5 | -49.5 | -49.5 | 1 | 6897150000 |
2022-05-17 | IR | IRS_CLP_CLP-_USD_USD-_0X120 | IRS_CLP_CLP-_USD_USD-_0X120 | -47.0 | -47.0 | -47.0 | -47.0 | 2 | 4846800000 |
2022-05-17 | IR | IRS_CLP_CLP-_USD_USD-_0X144 | IRS_CLP_CLP-_USD_USD-_0X144 | -77.7 | -77.7 | -77.7 | -77.7 | 1 | 5703375000 |
2022-05-17 | IR | IRS_CLP_CLP-_USD_USD-_0X24 | IRS_CLP_CLP-_USD_USD-_0X24 | -94.0 | -94.0 | -94.0 | -94.0 | 2 | 43754250000 |
2022-05-17 | IR | IRS_CLP_CLP-_USD_USD-_0X48 | IRS_CLP_CLP-_USD_USD-_0X48 | -70.0 | -70.0 | -71.0 | -71.0 | 2 | 15501850000 |
2022-05-17 | IR | IRS_CLP_CLP-_USD_USD-_0X60 | IRS_CLP_CLP-_USD_USD-_0X60 | -55.0 | -55.0 | -55.7 | -55.7 | 2 | 12924940000 |
2022-05-17 | IR | IRS_CLP_CLP-_USD_USD-_0X72 | IRS_CLP_CLP-_USD_USD-_0X72 | -48.5 | -48.5 | -53.5 | -53.5 | 3 | 24076800000 |
2022-05-17 | IR | IRS_CLP_CLP-_USD_USD-_0X96 | IRS_CLP_CLP-_USD_USD-_0X96 | -48.0 | -48.0 | -48.0 | -48.0 | 1 | 7493200000 |
2022-05-17 | IR | IRS_COU_3MUVR_COP_IBR_0X120 | IRS_COU_3MUVR_COP_IBR_0X120 | 0.0 | 0.0 | 0.0 | 0.0 | 3 | 92573078 |
2022-05-17 | IR | IRS_COU_3MUVR_COP_IBR_0X240 | IRS_COU_3MUVR_COP_IBR_0X240 | 0.0 | 0.0 | 0.0 | 0.0 | 1 | 8863380 |
2022-05-17 | IR | IRS_COU_3MUVR_COP_IBR_0X72 | IRS_COU_3MUVR_COP_IBR_0X72 | 0.0 | 0.0 | 0.0 | 0.0 | 1 | 48256179 |
2022-05-17 | IR | IRS_COU_3MUVR_COP_IBR_0X84 | IRS_COU_3MUVR_COP_IBR_0X84 | 0.0 | 0.0 | 0.0 | 0.0 | 1 | 21009493 |
2022-05-17 | IR | IRS_COU_3MUVR_COP_IBR_0X96 | IRS_COU_3MUVR_COP_IBR_0X96 | 0.0 | 0.0 | 0.0 | 0.0 | 2 | 93557899 |
2022-05-17 | IR | IRS_EUR_ESTR_USD_SOFR_0X120 | IRS_EUR_ESTR_USD_SOFR_0X120 | -25.25 | -24.875 | -25.25 | -25.125 | 3 | 126000000 |
2022-05-17 | IR | IRS_EUR_ESTR_USD_SOFR_0X24 | IRS_EUR_ESTR_USD_SOFR_0X24 | -30.125 | -29.75 | -30.125 | -29.75 | 2 | 150000000 |
2022-05-17 | IR | IRS_EUR_ESTR_USD_SOFR_0X36 | IRS_EUR_ESTR_USD_SOFR_0X36 | -29.5 | -29.125 | -29.5 | -29.125 | 4 | 350000000 |
2022-05-17 | IR | IRS_EUR_ESTR_USD_SOFR_0X360 | IRS_EUR_ESTR_USD_SOFR_0X360 | -14.375 | -14.375 | -14.625 | -14.5 | 5 | 50000000 |
2022-05-17 | IR | IRS_EUR_ESTR_USD_SOFR_0X48 | IRS_EUR_ESTR_USD_SOFR_0X48 | -28.625 | -28.625 | -28.625 | -28.625 | 1 | 75000000 |
2022-05-17 | IR | IRS_EUR_ESTR_USD_SOFR_0X6 | IRS_EUR_ESTR_USD_SOFR_0X6 | -21.25 | -21.25 | -21.25 | -21.25 | 1 | 400000000 |
2022-05-17 | IR | IRS_EUR_ESTR_USD_SOFR_0X60 | IRS_EUR_ESTR_USD_SOFR_0X60 | -27.5 | -27.5 | -28.5 | -27.75 | 14 | 1345500000 |
2022-05-17 | IR | IRS_EUR_ESTR_USD_SOFR_0X72 | IRS_EUR_ESTR_USD_SOFR_0X72 | -27.375 | -27.375 | -27.375 | -27.375 | 1 | 50000000 |
2022-05-17 | IR | IRS_EUR_ESTR_USD_SOFR_0X84 | IRS_EUR_ESTR_USD_SOFR_0X84 | -26.75 | -26.75 | -26.75 | -26.75 | 1 | 100000000 |
2022-05-17 | IR | IRS_EUR_ESTR_USD_USD-_0X48 | IRS_EUR_ESTR_USD_USD-_0X48 | -28.375 | -28.375 | -28.375 | -28.375 | 1 | 50000000 |
2022-05-17 | IR | IRS_EUR_ESTR_USD_USD-_0X60 | IRS_EUR_ESTR_USD_USD-_0X60 | -28.0 | -28.0 | -28.0 | -28.0 | 1 | 200000000 |
2022-05-17 | IR | IRS_GBP_SONI_USD_SOFR_0X12 | IRS_GBP_SONI_USD_SOFR_0X12 | -20.375 | -20.375 | -20.375 | -20.375 | 1 | 150000000 |
2022-05-17 | IR | IRS_GBP_SONI_USD_SOFR_0X120 | IRS_GBP_SONI_USD_SOFR_0X120 | -15.625 | -15.625 | -15.625 | -15.625 | 3 | 115000000 |
2022-05-17 | IR | IRS_GBP_SONI_USD_SOFR_0X180 | IRS_GBP_SONI_USD_SOFR_0X180 | -12.375 | -12.375 | -12.375 | -12.375 | 3 | 80000000 |
2022-05-17 | IR | IRS_GBP_SONI_USD_SOFR_0X300 | IRS_GBP_SONI_USD_SOFR_0X300 | -11.25 | -11.0 | -11.25 | -11.0 | 2 | 55000000 |
2022-05-17 | IR | IRS_GBP_SONI_USD_SOFR_0X36 | IRS_GBP_SONI_USD_SOFR_0X36 | -21.0 | -21.0 | -21.0 | -21.0 | 1 | 25000000 |
2022-05-17 | IR | IRS_GBP_SONI_USD_SOFR_0X360 | IRS_GBP_SONI_USD_SOFR_0X360 | -10.125 | -10.125 | -10.125 | -10.125 | 1 | 20000000 |
2022-05-17 | IR | IRS_GBP_SONI_USD_SOFR_0X48 | IRS_GBP_SONI_USD_SOFR_0X48 | -21.0 | -21.0 | -21.0 | -21.0 | 2 | 100000000 |
2022-05-17 | IR | IRS_JPY_TONA_USD_SOFR_0X12 | IRS_JPY_TONA_USD_SOFR_0X12 | -54.25 | -54.25 | -54.25 | -54.25 | 2 | 45000000000 |
2022-05-17 | IR | IRS_JPY_TONA_USD_SOFR_0X120 | IRS_JPY_TONA_USD_SOFR_0X120 | -77.951 | -77.951 | -77.951 | -77.951 | 1 | 2000000000 |
2022-05-17 | IR | IRS_JPY_TONA_USD_SOFR_0X36 | IRS_JPY_TONA_USD_SOFR_0X36 | -66.75 | -66.75 | -66.75 | -66.75 | 3 | 22500000000 |
2022-05-17 | IR | IRS_JPY_TONA_USD_SOFR_0X60 | IRS_JPY_TONA_USD_SOFR_0X60 | -74.625 | -74.625 | -74.625 | -74.625 | 1 | 5000000000 |
2022-05-17 | IR | IRS_USD_USD-_COP_IBR-_0X48 | IRS_USD_USD-_COP_IBR-_0X48 | 0.0 | 0.0 | 0.0 | 0.0 | 1 | 5700000 |
2022-05-17 | IR | IRS_USD_USD-_COP_IBR-_0X72 | IRS_USD_USD-_COP_IBR-_0X72 | 0.0 | 0.0 | 0.0 | 0.0 | 3 | 12600000 |
2022-05-17 | IR | IRS_USD_USD-_COP_IBR-_0X84 | IRS_USD_USD-_COP_IBR-_0X84 | 0.0 | 0.0 | 0.0 | 0.0 | 2 | 7200000 |
2022-05-17 | IR | JPY.5Y.TONAT.OIS_20270519 | JPY.5Y.TONAT.OIS_20270519 | 0.0017375 | 0.0017375 | 0.0017375 | 0.0017375 | 1 | 5000000000 |
2022-05-17 | IR | JPY.6Y.TONAT.OIS_20280519 | JPY.6Y.TONAT.OIS_20280519 | 0.00215 | 0.00215 | 0.00215 | 0.00215 | 1 | 5000000000 |
2022-05-17 | IR | JPY.7Y.TONAT.OIS_20290519 | JPY.7Y.TONAT.OIS_20290519 | 0.0026 | 0.0026 | 0.0026 | 0.0026 | 4 | 16000000000 |
2022-05-17 | IR | JPY.USD.18M.TONAT/SOFR.BSX_20231119 | JPY.USD.18M.TONAT/SOFR.BSX_20231119 | -0.00565 | -0.00565 | -0.00565 | -0.00565 | 2 | 40000000000 |
2022-05-17 | IR | LCH_AUD_IRS_6M_AUD_BBSW_0X120 | LCH_AUD_IRS_6M_AUD_BBSW_0X120 | 3.6775 | 3.74875 | 3.6775 | 3.74875 | 3 | 144500000 |
2022-05-17 | IR | LCH_AUD_IRS_6M_AUD_BBSW_0X180 | LCH_AUD_IRS_6M_AUD_BBSW_0X180 | 3.80625 | 3.80625 | 3.80625 | 3.80625 | 1 | 18500000 |
2022-05-17 | IR | LCH_AUD_IRS_6M_AUD_BBSW_0X300 | LCH_AUD_IRS_6M_AUD_BBSW_0X300 | 3.6125 | 3.6125 | 3.6125 | 3.6125 | 1 | 13000000 |
2022-05-17 | IR | LCH_CAD_IRS_3M_CAD_CDOR_0X108 | LCH_CAD_IRS_3M_CAD_CDOR_0X108 | 3.44 | 3.44 | 3.44 | 3.44 | 1 | 200000000 |
2022-05-17 | IR | LCH_CAD_IRS_3M_CAD_CDOR_0X120 | LCH_CAD_IRS_3M_CAD_CDOR_0X120 | 3.4612 | 3.47 | 3.4612 | 3.47 | 2 | 191500000 |
2022-05-17 | IR | LCH_CAD_IRS_3M_CAD_CDOR_0X36 | LCH_CAD_IRS_3M_CAD_CDOR_0X36 | 3.1769 | 3.2061 | 3.1769 | 3.2061 | 1 | 100000000 |
2022-05-17 | IR | LCH_CAD_IRS_3M_CAD_CDOR_0X96 | LCH_CAD_IRS_3M_CAD_CDOR_0X96 | 3.4 | 3.4 | 3.4 | 3.4 | 1 | 111000000 |
2022-05-17 | IR | LCH_CZK_IRS_6M_CZK_PRIBOR_0X24 | LCH_CZK_IRS_6M_CZK_PRIBOR_0X24 | 6.07 | 6.07 | 6.05 | 6.05 | 3 | 1899000000 |
2022-05-17 | IR | LCH_CZK_IRS_6M_CZK_PRIBOR_0X60 | LCH_CZK_IRS_6M_CZK_PRIBOR_0X60 | 5.31 | 5.31 | 5.28 | 5.28 | 2 | 542000000 |
2022-05-17 | IR | LCH_EUR_IRS_1M_EUR_EURIBOR_0X120 | LCH_EUR_IRS_1M_EUR_EURIBOR_0X120 | 1.688 | 1.688 | 1.688 | 1.688 | 1 | 100000000 |
2022-05-17 | IR | LCH_EUR_IRS_1M_EUR_EURIBOR_0X36 | LCH_EUR_IRS_1M_EUR_EURIBOR_0X36 | 0.9625 | 0.9625 | 0.9625 | 0.9625 | 1 | 300000000 |
2022-05-17 | IR | LCH_EUR_IRS_1M_EUR_EURIBOR_0X60 | LCH_EUR_IRS_1M_EUR_EURIBOR_0X60 | 1.27 | 1.27 | 1.27 | 1.27 | 1 | 192200000 |
2022-05-17 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X12 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X12 | 0.326 | 0.326 | 0.326 | 0.326 | 1 | 400000000 |
2022-05-17 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X120 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X120 | 1.699 | 1.726 | 1.681 | 1.726 | 5 | 374000000 |
2022-05-17 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X144 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X144 | 1.819 | 1.819 | 1.819 | 1.819 | 2 | 243000000 |
2022-05-17 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X180 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X180 | 1.849 | 1.888 | 1.849 | 1.879 | 6 | 356100000 |
2022-05-17 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X24 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X24 | 0.84 | 0.9145 | 0.84 | 0.909 | 6 | 1100000000 |
2022-05-17 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X300 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X300 | 1.671 | 1.675 | 1.671 | 1.675 | 2 | 45000000 |
2022-05-17 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X36 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X36 | 1.055 | 1.101 | 1.055 | 1.101 | 1 | 33800000 |
2022-05-17 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X360 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X360 | 1.561 | 1.575 | 1.546 | 1.573 | 5 | 207300000 |
2022-05-17 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X48 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X48 | 1.246 | 1.246 | 1.246 | 1.246 | 1 | 150000000 |
2022-05-17 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X480 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X480 | 1.407 | 1.441 | 1.388 | 1.416 | 5 | 175000000 |
2022-05-17 | IR | LCH_EUR_IRS_6M_EUR_EURIBOR_0X120 | LCH_EUR_IRS_6M_EUR_EURIBOR_0X120 | 1.732 | 1.777 | 1.709 | 1.7628 | 13 | 581000000 |
2022-05-17 | IR | LCH_EUR_IRS_6M_EUR_EURIBOR_0X480 | LCH_EUR_IRS_6M_EUR_EURIBOR_0X480 | 1.37 | 1.37 | 1.37 | 1.37 | 1 | 50000000 |
2022-05-17 | IR | LCH_EUR_IRS_6M_EUR_EURIBOR_0X60 | LCH_EUR_IRS_6M_EUR_EURIBOR_0X60 | 1.367 | 1.427 | 1.336 | 1.4128 | 3 | 300000000 |
2022-05-17 | IR | LCH_EUR_IRS_6M_EUR_EURIBOR_0X96 | LCH_EUR_IRS_6M_EUR_EURIBOR_0X96 | 1.6415 | 1.642 | 1.6415 | 1.642 | 4 | 300000000 |
2022-05-17 | IR | LCH_EUR_IRS_6M_EUR_EURIBOR_120X360 | LCH_EUR_IRS_6M_EUR_EURIBOR_120X360 | 1.4 | 1.4 | 1.4 | 1.4 | 1 | 25125000 |
2022-05-17 | IR | LCH_EUR_IRS_6M_EUR_EURIBOR_36X276 | LCH_EUR_IRS_6M_EUR_EURIBOR_36X276 | 1.832 | 1.832 | 1.832 | 1.832 | 1 | 1000000 |
2022-05-17 | IR | LCH_EUR_IRS_6M_EUR_EURIBOR_36X60 | LCH_EUR_IRS_6M_EUR_EURIBOR_36X60 | 1.8 | 1.8 | 1.8 | 1.8 | 1 | 17840000 |
2022-05-17 | IR | MYR.5Y.3M.NDIRS_20270517 | MYR.5Y.3M.NDIRS_20270517 | 0.0393 | 0.0393 | 0.0393 | 0.0393 | 2 | 96000000 |
2022-05-17 | IR | PEN_IRS_6M_PEN_USD-SOFR-COMPOUND_0X120 | PEN_IRS_6M_PEN_USD-SOFR-COMPOUND_0X120 | 6.533 | 6.533 | 6.533 | 6.533 | 1 | 18815000 |
2022-05-17 | IR | PEN_IRS_6M_PEN_USD-SOFR-COMPOUND_0X24 | PEN_IRS_6M_PEN_USD-SOFR-COMPOUND_0X24 | 6.1684 | 6.1684 | 6.1684 | 6.1684 | 1 | 18815000 |
2022-05-17 | IR | SOPT_STRADDLE_E_EUR_6MEURIBOR_120 X 240_1.4 | SOPT_STRADDLE_E_EUR_6MEURIBOR_120 X 240_1.4 | 27.05 | 27.05 | 27.05 | 27.05 | 1 | 16125000 |
2022-05-17 | IR | SOPT_STRADDLE_E_EUR_6MEURIBOR_36 X 24_1.8 | SOPT_STRADDLE_E_EUR_6MEURIBOR_36 X 24_1.8 | 2.83 | 2.83 | 2.83 | 2.83 | 2 | 160000000 |
2022-05-17 | IR | SOPT_STRADDLE_E_EUR_6MEURIBOR_36 X 240_1.832 | SOPT_STRADDLE_E_EUR_6MEURIBOR_36 X 240_1.832 | 20.35 | 20.35 | 20.35 | 20.35 | 2 | 7500000 |
2022-05-17 | IR | TRY_IRS_M_TRY_SOFR_0X48 | TRY_IRS_M_TRY_SOFR_0X48 | 39.62 | 39.62 | 39.62 | 39.62 | 1 | 83859250 |
2022-05-17 | IR | TRY_IRS_M_TRY_SOFR_0X60 | TRY_IRS_M_TRY_SOFR_0X60 | 38.42 | 38.42 | 38.42 | 38.42 | 1 | 79112500 |
2022-05-17 | IR | XA-EUR 10Y | | 1.698 | 1.741 | 1.737 | 1.785 | 2 | 189500000 |
2022-05-17 | IR | XA-EUR 30Y | | 1.507 | 1.5425 | 1.5425 | 1.5425 | 1 | 35000000 |
2022-05-17 | IR | XA-EUR 5Y | | 1.319 | 1.347 | 1.347 | 1.418 | 1 | 192400000 |