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
2019-02-22	CD	125244	IG27 5Y - SEF	37.4	37.4	37.4	37.4	1	228000000
2019-02-22	CD	129548	HY27 5Y - SEF	106.1	106.1	106.1	106.1	2	104135100
2019-02-22	CD	186537	HY29 5Y - SEF	106.62	106.62	106.62	106.62	1	100000000
2019-02-22	CD	226385	CDXEM 29 - SEF	97.66	97.66	97.66	97.66	5	200000000
2019-02-22	CD	250865	CDXEM 30 - SEF	96.86	96.88	96.86	96.88	6	225000000
2019-02-22	CD	250868	IG31 5Y - SEF	62.05	62.4	61.7	61.7	14	689000000
2019-02-22	CD	251492	HY31 5Y - SEF	106.215	106.275	106.2	106.275	8	203000000
2019-02-22	CD	2I65BZDK5 05	CDIX_USD2I65BZDK5 05					2	25000000
2019-02-22	CU	11D_NZD_USD_B_FXO_0.3685_FXO	11D_NZD_USD_B_FXO_0.3685_FXO	0.2327101	0.2327101	0.2327101	0.2327101	1	100000000
2019-02-22	CU	1M_EUR_MXN_A_FXO_-0.5056_FXO	1M_EUR_MXN_A_FXO_-0.5056_FXO	1.127012	1.127012	1.127012	1.127012	1	5000000
2019-02-22	CU	1M_EUR_MXN_A_FXO_0.4944_FXO	1M_EUR_MXN_A_FXO_0.4944_FXO	1.127012	1.127012	1.127012	1.127012	1	5000000
2019-02-22	CU	1M_EUR_USD_B_FXO_0.3805_FXO	1M_EUR_USD_B_FXO_0.3805_FXO	0.5042743	0.5042743	0.5042743	0.5042743	3	105500000
2019-02-22	CU	1M_GBP_USD_B_FXO_-0.5004_FXO	1M_GBP_USD_B_FXO_-0.5004_FXO	1.62928	1.62928	1.62928	1.62928	2	25000000
2019-02-22	CU	1M_GBP_USD_B_FXO_0.4996_FXO	1M_GBP_USD_B_FXO_0.4996_FXO	1.56428	1.56428	1.56428	1.56428	2	25000000
2019-02-22	CU	1M_USD_BRL_A_FXO_-0.5073_FXO	1M_USD_BRL_A_FXO_-0.5073_FXO	1.463977	1.463977	1.463977	1.463977	1	10000000
2019-02-22	CU	1M_USD_BRL_A_FXO_0.4927_FXO	1M_USD_BRL_A_FXO_0.4927_FXO	1.463977	1.463977	1.463977	1.463977	1	10000000
2019-02-22	CU	1M_USD_JPY_A_FXO_-0.254_FXO	1M_USD_JPY_A_FXO_-0.254_FXO	0.2603169	0.2603169	0.2603169	0.2603169	1	50000000
2019-02-22	CU	1M_USD_JPY_A_FXO_0.252_FXO	1M_USD_JPY_A_FXO_0.252_FXO	0.2243499	0.2243499	0.2243499	0.2243499	1	50000000
2019-02-22	CU	1M_USD_TWD_A_FXO_-0.5019_FXO	1M_USD_TWD_A_FXO_-0.5019_FXO	0.386731	0.386731	0.386731	0.386731	1	10000000
2019-02-22	CU	1M_USD_TWD_A_FXO_0.4981_FXO	1M_USD_TWD_A_FXO_0.4981_FXO	0.386731	0.386731	0.386731	0.386731	1	10000000
2019-02-22	CU	1W_AUD_USD_B_FXO_-0.3215_FXO	1W_AUD_USD_B_FXO_-0.3215_FXO	0.1748804	0.1748804	0.1748804	0.1748804	1	50000000
2019-02-22	CU	1W_EUR_USD_B_FXO_-0.4922_FXO	1W_EUR_USD_B_FXO_-0.4922_FXO	0.3536235	0.3536235	0.3536235	0.3536235	1	15000000
2019-02-22	CU	1W_EUR_USD_B_FXO_-0.5053_FXO	1W_EUR_USD_B_FXO_-0.5053_FXO	0.3750198	0.3750198	0.3750198	0.3750198	1	15000000
2019-02-22	CU	1W_EUR_USD_B_FXO_0.4947_FXO	1W_EUR_USD_B_FXO_0.4947_FXO	0.3590198	0.3590198	0.3590198	0.3590198	1	15000000
2019-02-22	CU	1W_EUR_USD_B_FXO_0.5078_FXO	1W_EUR_USD_B_FXO_0.5078_FXO	0.3676235	0.3676235	0.3676235	0.3676235	1	15000000
2019-02-22	CU	1W_USD_CAD_A_FXO_-0.3934_FXO	1W_USD_CAD_A_FXO_-0.3934_FXO	0.2379188	0.2379188	0.2379188	0.2379188	1	30000000
2019-02-22	CU	1W_USD_CAD_A_FXO_-0.481_FXO	1W_USD_CAD_A_FXO_-0.481_FXO	0.320866	0.320866	0.320866	0.320866	1	50000000
2019-02-22	CU	1W_USD_CAD_A_FXO_0.4727_FXO	1W_USD_CAD_A_FXO_0.4727_FXO	0.3104179	0.3104179	0.3104179	0.3104179	2	50000000
2019-02-22	CU	1W_USD_JPY_A_FXO_-0.4947_FXO	1W_USD_JPY_A_FXO_-0.4947_FXO	0.2570319	0.2570319	0.2570319	0.2570319	1	25000000
2019-02-22	CU	1W_USD_JPY_A_FXO_0.5052_FXO	1W_USD_JPY_A_FXO_0.5052_FXO	0.2678611	0.2678611	0.2678611	0.2678611	1	25000000
2019-02-22	CU	1Y_USD_JPY_A_FXO_-0.2103_FXO	1Y_USD_JPY_A_FXO_-0.2103_FXO	1.05095	1.05095	1.05095	1.05095	2	100000000
2019-02-22	CU	1Y_USD_JPY_A_FXO_-0.4989_FXO	1Y_USD_JPY_A_FXO_-0.4989_FXO	2.87678	2.87678	2.87678	2.87678	1	35500000
2019-02-22	CU	1Y_USD_JPY_A_FXO_-0.4996_FXO	1Y_USD_JPY_A_FXO_-0.4996_FXO	2.846243	2.846243	2.846243	2.846243	1	18000000
2019-02-22	CU	1Y_USD_JPY_A_FXO_0.4978_FXO	1Y_USD_JPY_A_FXO_0.4978_FXO	3.108735	3.108735	3.108735	3.108735	1	18000000
2019-02-22	CU	1Y_USD_JPY_A_FXO_0.4983_FXO	1Y_USD_JPY_A_FXO_0.4983_FXO	3.157966	3.157966	3.157966	3.157966	1	35500000
2019-02-22	CU	20D_USD_JPY_A_FXO_-0.2674_FXO	20D_USD_JPY_A_FXO_-0.2674_FXO	0.2147987	0.2147987	0.2147987	0.2147987	1	150000000
2019-02-22	CU	27D_NZD_USD_B_FXO_-0.2448_FXO	27D_NZD_USD_B_FXO_-0.2448_FXO	0.243565	0.243565	0.243565	0.243565	1	50000000
2019-02-22	CU	2M_EUR_CHF_A_FXO_-0.5033_FXO	2M_EUR_CHF_A_FXO_-0.5033_FXO	0.7089902	0.7089902	0.7089902	0.7089902	1	25000000
2019-02-22	CU	2M_EUR_CHF_A_FXO_0.4966_FXO	2M_EUR_CHF_A_FXO_0.4966_FXO	0.709872	0.709872	0.709872	0.709872	1	25000000
2019-02-22	CU	2M_EUR_USD_B_FXO_-0.0989_FXO	2M_EUR_USD_B_FXO_-0.0989_FXO	0.1390048	0.1390048	0.1390048	0.1390048	1	85500000
2019-02-22	CU	2M_EUR_USD_B_FXO_-0.5032_FXO	2M_EUR_USD_B_FXO_-0.5032_FXO	1.138328	1.138328	1.138328	1.138328	1	37500000
2019-02-22	CU	2M_EUR_USD_B_FXO_0.1012_FXO	2M_EUR_USD_B_FXO_0.1012_FXO	0.1399319	0.1399319	0.1399319	0.1399319	1	85500000
2019-02-22	CU	2M_EUR_USD_B_FXO_0.3627_FXO	2M_EUR_USD_B_FXO_0.3627_FXO	0.6746423	0.6746423	0.6746423	0.6746423	1	50000000
2019-02-22	CU	2M_EUR_USD_B_FXO_0.4968_FXO	2M_EUR_USD_B_FXO_0.4968_FXO	1.082328	1.082328	1.082328	1.082328	1	37500000
2019-02-22	CU	2M_USD_BRL_A_FXO_-0.5111_FXO	2M_USD_BRL_A_FXO_-0.5111_FXO	2.217745	2.217745	2.217745	2.217745	1	5000000
2019-02-22	CU	2M_USD_BRL_A_FXO_-0.511_FXO	2M_USD_BRL_A_FXO_-0.511_FXO	2.201442	2.201442	2.201442	2.201442	1	25000000
2019-02-22	CU	2M_USD_BRL_A_FXO_0.4889_FXO	2M_USD_BRL_A_FXO_0.4889_FXO	2.217745	2.217745	2.217745	2.217745	1	5000000
2019-02-22	CU	2M_USD_BRL_A_FXO_0.489_FXO	2M_USD_BRL_A_FXO_0.489_FXO	2.201442	2.201442	2.201442	2.201442	1	25000000
2019-02-22	CU	2M_USD_INR_A_FXO_-0.0997_FXO	2M_USD_INR_A_FXO_-0.0997_FXO	0.1373547	0.1373547	0.1373547	0.1373547	1	56500000
2019-02-22	CU	2M_USD_INR_A_FXO_-0.499_FXO	2M_USD_INR_A_FXO_-0.499_FXO	1.076269	1.076269	1.076269	1.076269	1	25000000
2019-02-22	CU	2M_USD_INR_A_FXO_0.1003_FXO	2M_USD_INR_A_FXO_0.1003_FXO	0.1373547	0.1373547	0.1373547	0.1373547	1	56500000
2019-02-22	CU	2M_USD_INR_A_FXO_0.5006_FXO	2M_USD_INR_A_FXO_0.5006_FXO	1.076269	1.076269	1.076269	1.076269	1	25000000
2019-02-22	CU	2W_AUD_USD_B_FXO_-0.196_FXO	2W_AUD_USD_B_FXO_-0.196_FXO	0.1434862	0.1434862	0.1434862	0.1434862	2	100000000
2019-02-22	CU	2W_AUD_USD_B_FXO_0.2005_FXO	2W_AUD_USD_B_FXO_0.2005_FXO	0.1366635	0.1366635	0.1366635	0.1366635	2	100000000
2019-02-22	CU	2W_EUR_USD_B_FXO_0.2976_FXO	2W_EUR_USD_B_FXO_0.2976_FXO	0.2537853	0.2537853	0.2537853	0.2537853	3	165000000
2019-02-22	CU	2W_GBP_USD_B_FXO_-0.4984_FXO	2W_GBP_USD_B_FXO_-0.4984_FXO	1.085779	1.085779	1.085779	1.085779	2	35000000
2019-02-22	CU	2W_GBP_USD_B_FXO_0.5016_FXO	2W_GBP_USD_B_FXO_0.5016_FXO	1.068779	1.068779	1.068779	1.068779	2	35000000
2019-02-22	CU	39D_GBP_USD_B_FXO_-0.3504_FXO	39D_GBP_USD_B_FXO_-0.3504_FXO	1.221524	1.221524	1.221524	1.221524	2	70000000
2019-02-22	CU	39D_GBP_USD_B_FXO_-0.3526_FXO	39D_GBP_USD_B_FXO_-0.3526_FXO	1.232069	1.232069	1.232069	1.232069	1	50000000
2019-02-22	CU	3D_AUD_USD_B_FXO_-0.272_FXO	3D_AUD_USD_B_FXO_-0.272_FXO	0.07278713	0.07278713	0.07278713	0.07278713	1	30000000
2019-02-22	CU	3D_EUR_USD_B_FXO_-0.238_FXO	3D_EUR_USD_B_FXO_-0.238_FXO	0.05898891	0.05898891	0.05898891	0.05898891	2	125000000
2019-02-22	CU	3M_EUR_USD_B_FXO_-0.1005_FXO	3M_EUR_USD_B_FXO_-0.1005_FXO	0.1809346	0.1809346	0.1809346	0.1809346	1	57000000
2019-02-22	CU	3M_EUR_USD_B_FXO_-0.1_FXO	3M_EUR_USD_B_FXO_-0.1_FXO	0.1799323	0.1799323	0.1799323	0.1799323	1	85500000
2019-02-22	CU	3M_EUR_USD_B_FXO_-0.5011_FXO	3M_EUR_USD_B_FXO_-0.5011_FXO	1.43711	1.43711	1.43711	1.43711	1	25000000
2019-02-22	CU	3M_EUR_USD_B_FXO_-0.5_FXO	3M_EUR_USD_B_FXO_-0.5_FXO	1.432105	1.432105	1.432105	1.432105	1	37500000
2019-02-22	CU	3M_EUR_USD_B_FXO_0.1003_FXO	3M_EUR_USD_B_FXO_0.1003_FXO	0.1757349	0.1757349	0.1757349	0.1757349	1	57000000
2019-02-22	CU	3M_EUR_USD_B_FXO_0.1008_FXO	3M_EUR_USD_B_FXO_0.1008_FXO	0.1767404	0.1767404	0.1767404	0.1767404	1	85500000
2019-02-22	CU	3M_EUR_USD_B_FXO_0.4989_FXO	3M_EUR_USD_B_FXO_0.4989_FXO	1.37311	1.37311	1.37311	1.37311	1	25000000
2019-02-22	CU	3M_EUR_USD_B_FXO_0.5_FXO	3M_EUR_USD_B_FXO_0.5_FXO	1.378105	1.378105	1.378105	1.378105	1	37500000
2019-02-22	CU	3M_USD_JPY_A_FXO_-0.2493_FXO	3M_USD_JPY_A_FXO_-0.2493_FXO	0.5143608	0.5143608	0.5143608	0.5143608	1	50000000
2019-02-22	CU	3M_USD_JPY_A_FXO_0.2502_FXO	3M_USD_JPY_A_FXO_0.2502_FXO	0.4304309	0.4304309	0.4304309	0.4304309	1	50000000
2019-02-22	CU	3M_USD_TRY_A_FXO_-0.4981_FXO	3M_USD_TRY_A_FXO_-0.4981_FXO	3.142396	3.142396	3.142396	3.142396	1	10000000
2019-02-22	CU	3M_USD_TRY_A_FXO_0.4984_FXO	3M_USD_TRY_A_FXO_0.4984_FXO	3.490455	3.490455	3.490455	3.490455	1	10000000
2019-02-22	CU	41D_USD_JPY_A_FXO_0.4718_FXO	41D_USD_JPY_A_FXO_0.4718_FXO	0.7167658	0.7167658	0.7167658	0.7167658	2	105000000
2019-02-22	CU	4D_EUR_USD_B_FXO_0.0791_FXO	4D_EUR_USD_B_FXO_0.0791_FXO	0.01991056	0.01991056	0.01991056	0.01991056	1	30000000
2019-02-22	CU	4D_GBP_USD_B_FXO_-0.3695_FXO	4D_GBP_USD_B_FXO_-0.3695_FXO	0.2271149	0.2271149	0.2271149	0.2271149	1	30000000
2019-02-22	CU	4D_GBP_USD_B_FXO_-0.3821_FXO	4D_GBP_USD_B_FXO_-0.3821_FXO	0.2284172	0.2284172	0.2284172	0.2284172	1	15000000
2019-02-22	CU	4D_GBP_USD_B_FXO_-0.4046_FXO	4D_GBP_USD_B_FXO_-0.4046_FXO	0.2480819	0.2480819	0.2480819	0.2480819	1	50000000
2019-02-22	CU	4D_GBP_USD_B_FXO_0.4381_FXO	4D_GBP_USD_B_FXO_0.4381_FXO	0.2993972	0.2993972	0.2993972	0.2993972	2	50000000
2019-02-22	CU	4D_NZD_USD_B_FXO_0.3341_FXO	4D_NZD_USD_B_FXO_0.3341_FXO	0.1156359	0.1156359	0.1156359	0.1156359	1	100000000
2019-02-22	CU	4D_USD_JPY_A_FXO_0.1904_FXO	4D_USD_JPY_A_FXO_0.1904_FXO	0.03845423	0.03845423	0.03845423	0.03845423	1	40000000
2019-02-22	CU	4M_EUR_USD_B_FXO_-0.0994_FXO	4M_EUR_USD_B_FXO_-0.0994_FXO	0.2159186	0.2159186	0.2159186	0.2159186	1	114000000
2019-02-22	CU	4M_EUR_USD_B_FXO_-0.4993_FXO	4M_EUR_USD_B_FXO_-0.4993_FXO	1.70007	1.70007	1.70007	1.70007	1	50000000
2019-02-22	CU	4M_EUR_USD_B_FXO_0.1007_FXO	4M_EUR_USD_B_FXO_0.1007_FXO	0.2122677	0.2122677	0.2122677	0.2122677	1	114000000
2019-02-22	CU	4M_EUR_USD_B_FXO_0.5007_FXO	4M_EUR_USD_B_FXO_0.5007_FXO	1.63107	1.63107	1.63107	1.63107	1	50000000
2019-02-22	CU	5D_USD_BRL_A_FXO_-0.3586_FXO	5D_USD_BRL_A_FXO_-0.3586_FXO	0.3474488	0.3474488	0.3474488	0.3474488	1	20000000
2019-02-22	CU	5D_USD_MXN_A_FXO_-0.1842_FXO	5D_USD_MXN_A_FXO_-0.1842_FXO	0.09510108	0.09510108	0.09510108	0.09510108	1	20000000
2019-02-22	CU	5D_USD_MXN_A_FXO_-0.2379_FXO	5D_USD_MXN_A_FXO_-0.2379_FXO	0.1353706	0.1353706	0.1353706	0.1353706	1	30000000
2019-02-22	CU	5D_USD_MXN_A_FXO_-0.2515_FXO	5D_USD_MXN_A_FXO_-0.2515_FXO	0.1456019	0.1456019	0.1456019	0.1456019	1	20000000
2019-02-22	CU	5M_EUR_GBP_A_FXO_-0.3872_FXO	5M_EUR_GBP_A_FXO_-0.3872_FXO	1.623346	1.623346	1.623346	1.623346	1	22000000
2019-02-22	CU	5W_EUR_CHF_A_FXO_0.2015_FXO	5W_EUR_CHF_A_FXO_0.2015_FXO	0.1505856	0.1505856	0.1505856	0.1505856	1	50000000
2019-02-22	CU	6D_EUR_USD_B_FXO_0.1852_FXO	6D_EUR_USD_B_FXO_0.1852_FXO	0.07333881	0.07333881	0.07333881	0.07333881	2	125000000
2019-02-22	CU	6D_GBP_USD_B_FXO_0.3598_FXO	6D_GBP_USD_B_FXO_0.3598_FXO	0.450134	0.450134	0.450134	0.450134	1	30000000
2019-02-22	CU	6D_USD_CLP_A_FXO_-0.2716_FXO	6D_USD_CLP_A_FXO_-0.2716_FXO	0.178739	0.178739	0.178739	0.178739	1	20000000
2019-02-22	CU	6D_USD_CLP_A_FXO_0.3883_FXO	6D_USD_CLP_A_FXO_0.3883_FXO	0.2990059	0.2990059	0.2990059	0.2990059	1	20000000
2019-02-22	CU	6M_USD_CNH_A_FXO_0.0268_FXO	6M_USD_CNH_A_FXO_0.0268_FXO	0.07063623	0.07063623	0.07063623	0.07063623	1	50000000
2019-02-22	CU	6M_USD_JPY_A_FXO_-0.2018_FXO	6M_USD_JPY_A_FXO_-0.2018_FXO	0.6393132	0.6393132	0.6393132	0.6393132	1	75000000
2019-02-22	CU	6M_USD_JPY_A_FXO_-0.2031_FXO	6M_USD_JPY_A_FXO_-0.2031_FXO	0.6443992	0.6443992	0.6443992	0.6443992	1	50000000
2019-02-22	CU	6M_USD_JPY_A_FXO_-0.2519_FXO	6M_USD_JPY_A_FXO_-0.2519_FXO	0.8120249	0.8120249	0.8120249	0.8120249	1	50000000
2019-02-22	CU	6M_USD_JPY_A_FXO_-0.498_FXO	6M_USD_JPY_A_FXO_-0.498_FXO	1.897002	1.897002	1.897002	1.897002	1	50000000
2019-02-22	CU	6M_USD_JPY_A_FXO_-0.4993_FXO	6M_USD_JPY_A_FXO_-0.4993_FXO	1.878114	1.878114	1.878114	1.878114	1	25000000
2019-02-22	CU	6M_USD_JPY_A_FXO_0.2019_FXO	6M_USD_JPY_A_FXO_0.2019_FXO	0.5045618	0.5045618	0.5045618	0.5045618	1	75000000
2019-02-22	CU	6M_USD_JPY_A_FXO_0.2024_FXO	6M_USD_JPY_A_FXO_0.2024_FXO	0.5041563	0.5041563	0.5041563	0.5041563	1	39000000
2019-02-22	CU	6M_USD_JPY_A_FXO_0.2535_FXO	6M_USD_JPY_A_FXO_0.2535_FXO	0.6880857	0.6880857	0.6880857	0.6880857	1	50000000
2019-02-22	CU	6M_USD_JPY_A_FXO_0.4995_FXO	6M_USD_JPY_A_FXO_0.4995_FXO	1.997238	1.997238	1.997238	1.997238	1	25000000
2019-02-22	CU	6M_USD_JPY_A_FXO_0.5006_FXO	6M_USD_JPY_A_FXO_0.5006_FXO	2.03449	2.03449	2.03449	2.03449	1	50000000
2019-02-22	CU	73D_EUR_GBP_A_FXO_0.4292_FXO	73D_EUR_GBP_A_FXO_0.4292_FXO	1.475777	1.475777	1.475777	1.475777	1	30000000
2019-02-22	CU	NDF.USD.BRL.2D.S.B	NDF.USD.BRL.2D.S.B	3.73845	3.7406	3.7352	3.7352	14	561000000
2019-02-22	CU	NDF.USD.BRL.3D.S.B	NDF.USD.BRL.3D.S.B	3.7467	3.7467	3.74235	3.74235	3	222000000
2019-02-22	CU	NDF.USD.BRL.7D.S.B	NDF.USD.BRL.7D.S.B	3.7402	3.7407	3.7402	3.7407	2	272000000
2019-02-22	CU	NDF.USD.BRL.BMF1.S.B	NDF.USD.BRL.BMF1.S.B	3.7597	3.7611	3.7311	3.74859	64	2034500000
2019-02-22	CU	NDF.USD.BRL.BMF11.S.B	NDF.USD.BRL.BMF11.S.B	3.82845	3.82845	3.82845	3.82845	1	25000000
2019-02-22	CU	NDF.USD.BRL.BMF2.S.B	NDF.USD.BRL.BMF2.S.B	3.76865	3.76865	3.74205	3.75265	12	591000000
2019-02-22	CU	NDF.USD.BRL.TODAY.S.B	NDF.USD.BRL.TODAY.S.B	3.7587	3.759	3.7586	3.75889	7	124900000
2019-02-22	CU	NDF.USD.BRL.TOM.S.B	NDF.USD.BRL.TOM.S.B	3.7375	3.7375	3.731	3.7339	15	219000000
2019-02-22	CU	NDF.USD.CLP.1M.S.B	NDF.USD.CLP.1M.S.B	652.6	652.6	651.1	651.2	4	52000000
2019-02-22	CU	NDF.USD.CLP.2M.S.B	NDF.USD.CLP.2M.S.B	651.12	651.12	651.12	651.12	1	10000000
2019-02-22	CU	NDF.USD.CLP.3D.S.B	NDF.USD.CLP.3D.S.B	651.08	651.08	651.08	651.08	1	20000000
2019-02-22	CU	NDF.USD.CLP.3M.S.B	NDF.USD.CLP.3M.S.B	651.5	651.5	651.25	651.25	2	40000000
2019-02-22	CU	NDF.USD.CLP.6D.S.B	NDF.USD.CLP.6D.S.B	651.1	651.1	651.1	651.1	1	20000000
2019-02-22	CU	NDF.USD.CLP.IM1.S.B	NDF.USD.CLP.IM1.S.B	651.47	651.47	651.47	651.47	1	50000000
2019-02-22	CU	NDF.USD.CLP.IM2.S.B	NDF.USD.CLP.IM2.S.B	651.58	651.58	651.54	651.54	1	50000000
2019-02-22	CU	NDF.USD.CNY.17D.S.B	NDF.USD.CNY.17D.S.B	6.7048	6.7048	6.7048	6.7048	1	19000000
2019-02-22	CU	NDF.USD.CNY.19D.S.B	NDF.USD.CNY.19D.S.B	6.7057	6.7057	6.7053	6.7053	1	9000000
2019-02-22	CU	NDF.USD.CNY.1D.FWD.1M.S.B	NDF.USD.CNY.1D.FWD.1M.S.B	6.7026	6.7026	6.7026	6.7026	1	10000000
2019-02-22	CU	NDF.USD.CNY.1M.S.B	NDF.USD.CNY.1M.S.B	6.711	6.711	6.7	6.7	4	44000000
2019-02-22	CU	NDF.USD.CNY.TOM.S.B.	NDF.USD.CNY.TOM.S.B.	6.7066	6.7066	6.7066	6.7066	1	10000000
2019-02-22	CU	NDF.USD.COP.1M.S.B	NDF.USD.COP.1M.S.B	3115.75	3115.75	3115.75	3115.75	1	2000000
2019-02-22	CU	NDF.USD.COP.TODAY.S.B	NDF.USD.COP.TODAY.S.B	3111.0	3111.0	3111.0	3111.0	1	2000000
2019-02-22	CU	NDF.USD.IDR.1D.FWD.1M.S.B	NDF.USD.IDR.1D.FWD.1M.S.B	14106.0	14106.0	14086.0	14086.0	3	8000000
2019-02-22	CU	NDF.USD.IDR.1M.S.B	NDF.USD.IDR.1M.S.B	14129.0	14129.0	14075.0	14075.0	2	30000000
2019-02-22	CU	NDF.USD.IDR.1W.S.B	NDF.USD.IDR.1W.S.B	14077.0	14078.0	14035.0	14035.0	3	90000000
2019-02-22	CU	NDF.USD.IDR.2D.S.B	NDF.USD.IDR.2D.S.B	14072.0	14073.0	14036.0	14036.0	3	80000000
2019-02-22	CU	NDF.USD.IDR.IM1.S.B	NDF.USD.IDR.IM1.S.B	14070.0	14070.0	14065.0	14065.0	2	70000000
2019-02-22	CU	NDF.USD.IDR.IM4.S.B	NDF.USD.IDR.IM4.S.B	14620.0	14620.0	14615.0	14615.0	2	70000000
2019-02-22	CU	NDF.USD.IDR.TOM.S.B	NDF.USD.IDR.TOM.S.B	14059.0	14059.0	14035.0	14035.0	4	18000000
2019-02-22	CU	NDF.USD.INR.12M.S.B	NDF.USD.INR.12M.S.B	74.14	74.14	74.14	74.14	1	10000000
2019-02-22	CU	NDF.USD.INR.1D.FWD.1M.S.B	NDF.USD.INR.1D.FWD.1M.S.B	71.37	71.38	71.28	71.3	9	255000000
2019-02-22	CU	NDF.USD.INR.1M.S.B	NDF.USD.INR.1M.S.B	71.4652	71.4702	71.28	71.29	4	38000000
2019-02-22	CU	NDF.USD.INR.21D.S.B	NDF.USD.INR.21D.S.B	71.389	71.39	71.389	71.39	2	57000000
2019-02-22	CU	NDF.USD.INR.2D.S.B	NDF.USD.INR.2D.S.B	71.131	71.131	71.131	71.131	1	22000000
2019-02-22	CU	NDF.USD.INR.ENDFEB.S.B	NDF.USD.INR.ENDFEB.S.B	71.13	71.13	71.13	71.13	1	35000000
2019-02-22	CU	NDF.USD.INR.TOM.S.B	NDF.USD.INR.TOM.S.B	71.12	71.13	71.03	71.05	9	255000000
2019-02-22	CU	NDF.USD.KRW.1D.FWD.1M.S.B	NDF.USD.KRW.1D.FWD.1M.S.B	1122.94	1122.94	1121.95	1121.95	3	13000000
2019-02-22	CU	NDF.USD.KRW.1M.S.B	NDF.USD.KRW.1M.S.B	1124.5	1124.5	1123.0	1123.0	3	70000000
2019-02-22	CU	NDF.USD.KRW.3M.S.B	NDF.USD.KRW.3M.S.B	1120.82	1120.82	1120.82	1120.82	1	30000000
2019-02-22	CU	NDF.USD.KRW.9M.S.B	NDF.USD.KRW.9M.S.B	1114.5	1114.5	1114.5	1114.5	1	30000000
2019-02-22	CU	NDF.USD.KRW.TOM.S.B	NDF.USD.KRW.TOM.S.B	1123.76	1123.76	1122.76	1122.76	3	13000000
2019-02-22	CU	NDF.USD.PEN.1M.S.B	NDF.USD.PEN.1M.S.B	3.3142	3.39	3.309	3.3115	11	128520000
2019-02-22	CU	NDF.USD.PEN.1Y.S.B	NDF.USD.PEN.1Y.S.B	3.3535	3.3536	3.309	3.3515	4	62000000
2019-02-22	CU	NDF.USD.PEN.TODAY.S.B	NDF.USD.PEN.TODAY.S.B	3.311	3.311	3.311	3.311	1	10000000
2019-02-22	CU	NDF.USD.PEN.TOM.S.B	NDF.USD.PEN.TOM.S.B	3.3065	3.357	3.3057	3.3057	5	56000000
2019-02-22	CU	NDF.USD.TWD.11D.S.B	NDF.USD.TWD.11D.S.B	30.792	30.792	30.792	30.792	1	20000000
2019-02-22	CU	NDF.USD.TWD.1D.FWD.1M.S.B	NDF.USD.TWD.1D.FWD.1M.S.B	30.775	30.775	30.719	30.719	15	332000000
2019-02-22	CU	NDF.USD.TWD.1D.S.B	NDF.USD.TWD.1D.S.B	30.74	30.74	30.74	30.74	1	10000000
2019-02-22	CU	NDF.USD.TWD.1M.S.B	NDF.USD.TWD.1M.S.B	30.77	30.77	30.77	30.77	1	5000000
2019-02-22	CU	NDF.USD.TWD.2D.S.B	NDF.USD.TWD.2D.S.B	30.742	30.742	30.742	30.742	1	10000000
2019-02-22	CU	NDF.USD.TWD.3M.S.B	NDF.USD.TWD.3M.S.B	30.69	30.69	30.69	30.69	1	5000000
2019-02-22	CU	NDF.USD.TWD.5D.S.B	NDF.USD.TWD.5D.S.B	30.8	30.8	30.8	30.8	1	20000000
2019-02-22	CU	NDF.USD.TWD.TOM.S.B	NDF.USD.TWD.TOM.S.B	30.795	30.795	30.749	30.749	15	332000000
2019-02-22	CU	NDF_USD_ARS_12M	NDF_USD_ARS Maturing on 2020-02-26					1	3000000
2019-02-22	CU	NDF_USD_ARS_1M	NDF_USD_ARS Maturing on 2019-03-26					15	58000000
2019-02-22	CU	NDF_USD_ARS_3M	NDF_USD_ARS Maturing on 2019-06-19					1	2000000
2019-02-22	CU	NDF_USD_ARS_5D	NDF_USD_ARS Maturing on 2019-02-27					2	10000000
2019-02-22	CU	NDF_USD_BRL_12D	NDF_USD_BRL Maturing on 2019-03-06					48	1583750000
2019-02-22	CU	NDF_USD_BRL_1M	NDF_USD_BRL Maturing on 2019-04-02					15	841250000
2019-02-22	CU	NDF_USD_BRL_26D	NDF_USD_BRL Maturing on 2019-03-20					1	75000000
2019-02-22	CU	NDF_USD_BRL_2M	NDF_USD_BRL Maturing on 2019-05-03					3	200000000
2019-02-22	CU	NDF_USD_BRL_3M	NDF_USD_BRL Maturing on 2019-06-19					1	75000000
2019-02-22	CU	NDF_USD_BRL_4D	NDF_USD_BRL Maturing on 2019-02-26					7	258000000
2019-02-22	CU	NDF_USD_BRL_5D	NDF_USD_BRL Maturing on 2019-02-27					8	205000000
2019-02-22	CU	NDF_USD_BRL_6D	NDF_USD_BRL Maturing on 2019-02-28					1	20000000
2019-02-22	CU	NDF_USD_CLP_11D	NDF_USD_CLP Maturing on 2019-03-05					2	50000000
2019-02-22	CU	NDF_USD_CLP_12M	NDF_USD_CLP Maturing on 2020-02-26					1	10000000
2019-02-22	CU	NDF_USD_CLP_14D	NDF_USD_CLP Maturing on 2019-03-08					1	20000000
2019-02-22	CU	NDF_USD_CLP_18M	NDF_USD_CLP Maturing on 2020-08-26					2	20000000
2019-02-22	CU	NDF_USD_CLP_1M	NDF_USD_CLP Maturing on 2019-03-26					169	673500000
2019-02-22	CU	NDF_USD_CLP_20D	NDF_USD_CLP Maturing on 2019-03-14					1	20000000
2019-02-22	CU	NDF_USD_CLP_2M	NDF_USD_CLP Maturing on 2019-04-26					1	10000000
2019-02-22	CU	NDF_USD_CLP_3M	NDF_USD_CLP Maturing on 2019-05-28					1	10000000
2019-02-22	CU	NDF_USD_CLP_4D	NDF_USD_CLP Maturing on 2019-02-26					4	28500000
2019-02-22	CU	NDF_USD_CLP_5D	NDF_USD_CLP Maturing on 2019-02-27					5	66000000
2019-02-22	CU	NDF_USD_CLP_5M	NDF_USD_CLP Maturing on 2019-07-26					3	70000000
2019-02-22	CU	NDF_USD_COP_1M	NDF_USD_COP Maturing on 2019-03-26					83	360100000
2019-02-22	CU	NDF_USD_COP_20D	NDF_USD_COP Maturing on 2019-03-14					1	10000000
2019-02-22	CU	NDF_USD_COP_24D	NDF_USD_COP Maturing on 2019-03-18					1	10000000
2019-02-22	CU	NDF_USD_COP_2M	NDF_USD_COP Maturing on 2019-04-26					2	60000000
2019-02-22	CU	NDF_USD_COP_3M	NDF_USD_COP Maturing on 2019-05-28					3	40000000
2019-02-22	CU	NDF_USD_COP_4D	NDF_USD_COP Maturing on 2019-02-26					6	25000000
2019-02-22	CU	NDF_USD_COP_5D	NDF_USD_COP Maturing on 2019-02-27					10	97000000
2019-02-22	CU	NDF_USD_COP_6D	NDF_USD_COP Maturing on 2019-02-28					2	6000000
2019-02-22	CU	NDF_USD_COP_7D	NDF_USD_COP Maturing on 2019-03-01					1	14000000
2019-02-22	CU	NDF_USD_IDR_26D	NDF_USD_IDR Maturing on 2019-03-20					2	30000000
2019-02-22	CU	NDF_USD_IDR_3M	NDF_USD_IDR Maturing on 2019-06-19					2	30000000
2019-02-22	CU	NDF_USD_IDR_5D	NDF_USD_IDR Maturing on 2019-02-27					1	10000000
2019-02-22	CU	NDF_USD_IDR_6D	NDF_USD_IDR Maturing on 2019-02-28					1	22000000
2019-02-22	CU	NDF_USD_INR_11D	NDF_USD_INR Maturing on 2019-03-05					4	70000000
2019-02-22	CU	NDF_USD_INR_17D	NDF_USD_INR Maturing on 2019-03-11					2	93000000
2019-02-22	CU	NDF_USD_INR_1M	NDF_USD_INR Maturing on 2019-03-27					4	64000000
2019-02-22	CU	NDF_USD_INR_5D	NDF_USD_INR Maturing on 2019-02-27					4	64000000
2019-02-22	CU	NDF_USD_INR_6D	NDF_USD_INR Maturing on 2019-02-28					4	143000000
2019-02-22	CU	NDF_USD_KRW_1M	NDF_USD_KRW Maturing on 2019-03-26					10	223000000
2019-02-22	CU	NDF_USD_KRW_3M	NDF_USD_KRW Maturing on 2019-05-28					1	10000000
2019-02-22	CU	NDF_USD_KRW_5D	NDF_USD_KRW Maturing on 2019-02-27					1	100000000
2019-02-22	CU	NDF_USD_KRW_6D	NDF_USD_KRW Maturing on 2019-02-28					3	77000000
2019-02-22	CU	NDF_USD_PEN_18M	NDF_USD_PEN Maturing on 2020-08-26					1	5000000
2019-02-22	CU	NDF_USD_PEN_1M	NDF_USD_PEN Maturing on 2019-03-26					37	162500000
2019-02-22	CU	NDF_USD_PEN_3M	NDF_USD_PEN Maturing on 2019-05-28					1	20000000
2019-02-22	CU	NDF_USD_PEN_4D	NDF_USD_PEN Maturing on 2019-02-26					4	25000000
2019-02-22	CU	NDF_USD_PHP_12D	NDF_USD_PHP Maturing on 2019-03-06					1	10000000
2019-02-22	CU	NDF_USD_PHP_1M	NDF_USD_PHP Maturing on 2019-03-27					3	15000000
2019-02-22	CU	NDF_USD_PHP_26D	NDF_USD_PHP Maturing on 2019-03-20					2	120000000
2019-02-22	CU	NDF_USD_PHP_3M	NDF_USD_PHP Maturing on 2019-06-19					1	20000000
2019-02-22	CU	NDF_USD_PHP_5D	NDF_USD_PHP Maturing on 2019-02-27					3	23000000
2019-02-22	CU	NDF_USD_PHP_6D	NDF_USD_PHP Maturing on 2019-02-28					1	100000000
2019-02-22	CU	NDF_USD_RUB_1M	NDF_USD_RUB Maturing on 2019-03-25					2	17000000
2019-02-22	CU	NDF_USD_TWD_10D	NDF_USD_TWD Maturing on 2019-03-04					5	89000000
2019-02-22	CU	NDF_USD_TWD_14D	NDF_USD_TWD Maturing on 2019-03-08					1	15000000
2019-02-22	CU	NDF_USD_TWD_1M	NDF_USD_TWD Maturing on 2019-03-29					6	83000000
2019-02-22	CU	NDF_USD_TWD_5D	NDF_USD_TWD Maturing on 2019-02-27					10	157000000
2019-02-22	CU	USDCNY20190305-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-03-05	6.71060	6.71060	6.71060	6.71060	3	37000000
2019-02-22	CU	USDCNY20190306-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-03-06	6.71073	6.71073	6.71073	6.71073	1	8000000
2019-02-22	CU	USDCNY20190307-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-03-07	6.71087	6.71087	6.71087	6.71087	1	5000000
2019-02-22	CU	USDCNY20190308-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-03-08	6.71100	6.71100	6.71100	6.71100	1	12000000
2019-02-22	CU	USDCNY20190311-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-03-11	6.71140	6.71140	6.71140	6.71140	1	21000000
2019-02-22	CU	USDCNY20190313-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-03-13	6.71167	6.71167	6.71167	6.71167	2	9000000
2019-02-22	CU	USDCNY20190315-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-03-15	6.71193	6.71193	6.71193	6.71193	2	4000000
2019-02-22	CU	USDCNY20190318-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-03-18	6.71233	6.71233	6.71233	6.71233	3	8000000
2019-02-22	CU	USDCNY20190319-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-03-19	6.71247	6.71247	6.71247	6.71247	3	66000000
2019-02-22	CU	USDCNY20190320-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-03-20	6.71260	6.71260	6.71260	6.71260	2	16000000
2019-02-22	CU	USDCNY20190321-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-03-21	6.71273	6.71273	6.71273	6.71273	1	7000000
2019-02-22	CU	USDCNY20190322-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-03-22	6.71287	6.71287	6.71287	6.71287	2	97000000
2019-02-22	CU	USDCNY20190325-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-03-25	6.71327	6.71327	6.71327	6.71327	2	22000000
2019-02-22	CU	USDCNY20190326-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-03-26	6.71340	6.71340	6.71340	6.71340	2	22000000
2019-02-22	CU	USDCNY20190327-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-03-27	6.71353	6.71353	6.71353	6.71353	1	2000000
2019-02-22	CU	USDCNY20190328-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-03-28	6.71366	6.71366	6.71366	6.71366	1	9000000
2019-02-22	CU	USDCNY20190401-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-04-01	6.71419	6.71419	6.71419	6.71419	2	31000000
2019-02-22	CU	USDCNY20190402-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-04-02	6.71433	6.71433	6.71433	6.71433	1	2000000
2019-02-22	CU	USDCNY20190403-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-04-03	6.71446	6.71446	6.71446	6.71446	1	5000000
2019-02-22	CU	USDCNY20190408-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-04-08	6.71512	6.71512	6.71512	6.71512	1	5000000
2019-02-22	CU	USDCNY20190417-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-04-17	6.71631	6.71631	6.71631	6.71631	1	25000000
2019-02-22	CU	USDCNY20190422-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-04-22	6.71697	6.71697	6.71697	6.71697	1	25000000
2019-02-22	CU	USDCNY20190423-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-04-23	6.71710	6.71710	6.71710	6.71710	1	50000000
2019-02-22	CU	USDCNY20190430-R16386	Non Deliverable Forward Chinese Renminbi - Value Date 2019-04-30	6.71801	6.71801	6.71801	6.71801	1	22000000
2019-02-22	CU	USDIDR20190227-R16387	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-02-27	14055.710	14055.710	14055.710	14055.710	2	7000000
2019-02-22	CU	USDIDR20190228-R16387	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-02-28	14056.430	14056.430	14056.430	14056.430	2	4000000
2019-02-22	CU	USDIDR20190304-R16387	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-03-04	14059.290	14059.290	14059.290	14059.290	3	5000000
2019-02-22	CU	USDIDR20190306-R16387	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-03-06	14061.950	14061.950	14061.950	14061.950	1	1000000
2019-02-22	CU	USDIDR20190308-R16387	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-03-08	14065.850	14065.850	14065.850	14065.850	2	4000000
2019-02-22	CU	USDIDR20190311-R16387	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-03-11	14071.700	14071.700	14071.700	14071.700	3	5000000
2019-02-22	CU	USDIDR20190313-R16387	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-03-13	14075.600	14075.600	14075.600	14075.600	1	5000000
2019-02-22	CU	USDIDR20190314-R16387	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-03-14	14077.560	14077.560	14077.560	14077.560	1	7000000
2019-02-22	CU	USDIDR20190315-R16387	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-03-15	14079.510	14079.510	14079.510	14079.510	4	94000000
2019-02-22	CU	USDIDR20190320-R16387	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-03-20	14089.270	14089.270	14089.270	14089.270	4	45000000
2019-02-22	CU	USDIDR20190321-R16387	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-03-21	14091.230	14091.230	14091.230	14091.230	3	48000000
2019-02-22	CU	USDIDR20190322-R16387	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-03-22	14093.180	14093.180	14093.180	14093.180	7	57000000
2019-02-22	CU	USDIDR20190325-R16387	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-03-25	14099.040	14099.040	14099.040	14099.040	4	56000000
2019-02-22	CU	USDIDR20190327-R16387	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-03-27	14102.950	14102.950	14102.950	14102.950	2	23000000
2019-02-22	CU	USDIDR20190329-R16387	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-03-29	14106.840	14106.840	14106.840	14106.840	1	5000000
2019-02-22	CU	USDIDR20190401-R16387	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-04-01	14112.690	14112.690	14112.690	14112.690	1	2000000
2019-02-22	CU	USDIDR20190409-R16387	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-04-09	14128.290	14128.290	14128.290	14128.290	1	25000000
2019-02-22	CU	USDINR20190228-R16388	Non Deliverable Forward Indian Rupee - Value Date 2019-02-28	71.1871	71.1871	71.1871	71.1871	2	3000000
2019-02-22	CU	USDINR20190305-R16388	Non Deliverable Forward Indian Rupee - Value Date 2019-03-05	71.2300	71.2300	71.2300	71.2300	1	3000000
2019-02-22	CU	USDINR20190311-R16388	Non Deliverable Forward Indian Rupee - Value Date 2019-03-11	71.2871	71.2871	71.2871	71.2871	1	3000000
2019-02-22	CU	USDINR20190328-R16388	Non Deliverable Forward Indian Rupee - Value Date 2019-03-28	71.4496	71.4496	71.4496	71.4496	1	3000000
2019-02-22	CU	USDKRW20190227-R16389	Non Deliverable Forward South Korean Won - Value Date 2019-02-27	1124.273	1124.273	1124.273	1124.273	2	7000000
2019-02-22	CU	USDKRW20190304-R16389	Non Deliverable Forward South Korean Won - Value Date 2019-03-04	1124.137	1124.137	1124.137	1124.137	2	5000000
2019-02-22	CU	USDKRW20190308-R16389	Non Deliverable Forward South Korean Won - Value Date 2019-03-08	1124.026	1124.026	1124.026	1124.026	1	5000000
2019-02-22	CU	USDKRW20190313-R16389	Non Deliverable Forward South Korean Won - Value Date 2019-03-13	1123.885	1123.885	1123.885	1123.885	2	4000000
2019-02-22	CU	USDKRW20190320-R16389	Non Deliverable Forward South Korean Won - Value Date 2019-03-20	1123.689	1123.689	1123.689	1123.689	1	1000000
2019-02-22	CU	USDKRW20190322-R16389	Non Deliverable Forward South Korean Won - Value Date 2019-03-22	1123.632	1123.632	1123.632	1123.632	3	11000000
2019-02-22	CU	USDKRW20190325-R16389	Non Deliverable Forward South Korean Won - Value Date 2019-03-25	1123.548	1123.548	1123.548	1123.548	1	3000000
2019-02-22	CU	USDTWD20190227-R16390	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-02-27	30.7899	30.7899	30.7899	30.7899	1	5000000
2019-02-22	CU	USDTWD20190305-R16390	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-03-05	30.7895	30.7895	30.7895	30.7895	2	17000000
2019-02-22	CU	USDTWD20190308-R16390	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-03-08	30.7869	30.7869	30.7869	30.7869	2	11000000
2019-02-22	CU	USDTWD20190312-R16390	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-03-12	30.7833	30.7833	30.7833	30.7833	1	10000000
2019-02-22	CU	USDTWD20190314-R16390	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-03-14	30.7816	30.7816	30.7816	30.7816	2	10000000
2019-02-22	CU	USDTWD20190320-R16390	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-03-20	30.7763	30.7763	30.7763	30.7763	1	1000000
2019-02-22	CU	USDTWD20190322-R16390	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-03-22	30.7745	30.7745	30.7745	30.7745	1	1000000
2019-02-22	CU	USDTWD20190327-R16390	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-03-27	30.7697	30.7697	30.7697	30.7697	1	5000000
2019-02-22	IR	10Y ANN/6s PLN IRS	10Y ANN/6s PLN IRS	0.0228	0.0228	0.0228	0.0228	1	107000000
2019-02-22	IR	10Y AUD BSW Outright - AUD.10Y.3M/6M	AUD.10Y.3M/6M	0.00105	0.00105	0.00105	0.00105	2	64000000
2019-02-22	IR	10Y AUD IRS Outright (AUD.10Y.6M)	AUD.10Y.6M	0.0233875	0.0233875	0.0233625	0.0233625	2	60000000
2019-02-22	IR	10Y EUR IRS Outright (EUR.10Y.6M)	EUR.10Y.6M	0.006525	0.006525	0.006525	0.006525	1	75000000
2019-02-22	IR	10Y JPY IRS Outright (JPY.10Y.6M)	JPY.10Y.6M	0.0013625	0.0013625	0.0013625	0.0013625	1	1000000000
2019-02-22	IR	12Y ANN/6s PLN IRS	12Y ANN/6s PLN IRS	0.024	0.024	0.024	0.024	1	91000000
2019-02-22	IR	12Y AUD BSW Outright - AUD.12Y.3M/6M	AUD.12Y.3M/6M	0.0009875	0.0009875	0.0009875	0.0009875	1	25000000
2019-02-22	IR	12Y EUR IRS Outright (EUR.12Y.3M.ACT.ACT)	EUR.12Y.3M.ACT.ACT	0.00732	0.00732	0.00732	0.00732	1	100000000
2019-02-22	IR	12Y EUR OIS Outright (EUR.12Y.EONIA.OIS)	EUR.12Y.EONIA.OIS	0.00646	0.00646	0.00646	0.00646	1	100000000
2019-02-22	IR	18M JPY IRS Outright (JPY.18M.6M)	JPY.18M.6M	-0.000175	-0.000175	-0.000175	-0.000175	1	30000000000
2019-02-22	IR	1Y AUD IRS Outright (AUD.1Y.3M)	AUD.1Y.3M	0.0181	0.0181	0.0181	0.0181	1	200000000
2019-02-22	IR	1Y HICPXT Outright	1Y HICPXT Outright	0.011175	0.0124	0.011175	0.0124	2	125000000
2019-02-22	IR	1Y TRY/USD IRX Outright	1Y TRY/USD IRX Outright	0.2097	0.2097	0.20964	0.20964	2	192036000
2019-02-22	IR	1Y_BY_3M_USD-LIBOR_D0_Straddle	1Y_BY_3M_USD-LIBOR_D0_Straddle	0.0418	0.0418	0.0227	0.0227	3	750000000
2019-02-22	IR	2Y AUD IRS Outright (AUD.2Y.3M)	AUD.2Y.3M	0.0174	0.01745	0.0174	0.01745	2	251000000
2019-02-22	IR	2Y JPY IRS Outright (JPY.2Y.12M.3M)	JPY.2Y.12M.3M	-0.0010125	-0.0010125	-0.0010125	-0.0010125	2	20000000000
2019-02-22	IR	2Y JPY IRS Outright (JPY.2Y.6M)	JPY.2Y.6M	-0.0002375	-0.0002375	-0.0002375	-0.0002375	2	35000000000
2019-02-22	IR	2Y TRY/USD IRX Outright	2Y TRY/USD IRX Outright	0.1877	0.187868	0.187656	0.187868	5	549492000
2019-02-22	IR	30Y UKRPI Outright	30Y UKRPI Outright	0.034775	0.034775	0.034775	0.034775	1	5000000
2019-02-22	IR	3M TRY/USD IRX Outright	3M TRY/USD IRX Outright	0.2272	0.2272	0.2272	0.2272	4	3387725000
2019-02-22	IR	3M_BY_3M_USD-LIBOR_D0_Straddle	3M_BY_3M_USD-LIBOR_D0_Straddle	0.0403	0.0403	0.0403	0.0403	1	100000000
2019-02-22	IR	3Y AUD IRS Outright (AUD.3Y.3M)	AUD.3Y.3M	0.01755	0.01755	0.01755	0.01755	1	81000000
2019-02-22	IR	3Y TRY/USD IRX Outright	3Y TRY/USD IRX Outright	0.175	0.175	0.175	0.175	1	197358000
2019-02-22	IR	4Y AUD BSW Outright - AUD.4Y.3M/6M	AUD.4Y.3M/6M	0.00138125	0.00138125	0.00138125	0.00138125	1	140000000
2019-02-22	IR	5Y AUD BSW Outright - AUD.5Y.3M/6M	AUD.5Y.3M/6M	0.00135	0.00135	0.00135	0.00135	1	137000000
2019-02-22	IR	5Y AUD IRS Outright (AUD.5Y.6M)	AUD.5Y.6M	0.020025	0.020025	0.02	0.02	2	225000000
2019-02-22	IR	5Y EUR IRS Outright (EUR.5Y.6M)	EUR.5Y.6M	0.001325	0.001325	0.001325	0.001325	1	147800000
2019-02-22	IR	5Y JPY IRS Outright (JPY.5Y.6M)	JPY.5Y.6M	-0.000175	-0.000175	-0.000175	-0.000175	1	10000000000
2019-02-22	IR	5Y TRY/USD IRX Outright	5Y TRY/USD IRX Outright	0.1607	0.1607	0.1607	0.1607	1	133350000
2019-02-22	IR	6M TRY/USD IRX Outright	6M TRY/USD IRX Outright	0.219	0.219	0.219	0.219	1	234740000
2019-02-22	IR	6M USD IRS Outright (USD.6M.AM.6M)	6M USD IRS Outright (USD.6M.AM.6M)	0.0270375	0.0270375	0.0270375	0.0270375	1	500000000
2019-02-22	IR	7Y AUD BSW Outright - AUD.7Y.3M/6M	AUD.7Y.3M/6M	0.001225	0.001225	0.001225	0.001225	1	80000000
2019-02-22	IR	AUD_OIS_AONIA_0X3	AUD_OIS_AONIA_0X3					1	4000000000
2019-02-22	IR	CAD.1M.OIS	CAD.1M.OIS	0.017475	0.017475	0.017475	0.017475	1	2000000000
2019-02-22	IR	CAD.3M.CDOR.3M.JUN19	CAD.3M.CDOR.3M.JUN19	0.02125	0.02125	0.02115	0.02115	2	2961000000
2019-02-22	IR	CAD.3M.CDOR.3M.MAR19	CAD.3M.CDOR.3M.MAR19	0.021025	0.021025	0.020975	0.020975	2	1158000000
2019-02-22	IR	CAD.3M.CDOR.3M.SEP19	CAD.3M.CDOR.3M.SEP19	0.02155	0.02155	0.02155	0.02155	2	1575000000
2019-02-22	IR	CAD.3M.CDOR.APR15	CAD.3M.CDOR.APR15	0.021075	0.021075	0.021075	0.021075	1	950000000
2019-02-22	IR	CAD.3M.CDOR.APR17	CAD.3M.CDOR.APR17	0.021012	0.021012	0.021012	0.021012	1	500000000
2019-02-22	IR	CAD.3M.CDOR.APR18	CAD.3M.CDOR.APR18	0.021012	0.021012	0.021012	0.021012	1	250000000
2019-02-22	IR	CAD.3M.CDOR.JUL15	CAD.3M.CDOR.JUL15	0.021275	0.021275	0.021275	0.021275	1	650000000
2019-02-22	IR	CAD.3M.CDOR.JUL16	CAD.3M.CDOR.JUL16	0.021288	0.021288	0.021288	0.021288	1	200000000
2019-02-22	IR	CAD.3M.CDOR.JUL17	CAD.3M.CDOR.JUL17	0.021288	0.021288	0.021288	0.021288	1	500000000
2019-02-22	IR	CAD.3M.CDOR.JUL18	CAD.3M.CDOR.JUL18	0.021288	0.021313	0.021288	0.021288	1	550000000
2019-02-22	IR	CAD.3M.CDOR.JUL22	CAD.3M.CDOR.JUL22	0.021325	0.021325	0.021313	0.021313	1	300000000
2019-02-22	IR	CAD.3M.CDOR.JUL24	CAD.3M.CDOR.JUL24	0.021313	0.021313	0.021313	0.021313	1	150000000
2019-02-22	IR	CAD.3M.CDOR.JUL29	CAD.3M.CDOR.JUL29	0.021388	0.021388	0.021337	0.021337	2	1600000000
2019-02-22	IR	CAD.3Y.SB.3M	CAD.3Y.SB.3M	0.021725	0.021725	0.021725	0.021725	1	100000000
2019-02-22	IR	CAD.7Y.SB.3M	CAD.7Y.SB.3M	0.022792	0.022792	0.022767	0.022767	2	250000000
2019-02-22	IR	CADUSD.25Y.BA/LIBOR	CADUSD.25Y.BA/LIBOR	-0.0011	-0.0011	-0.0011	-0.0011	1	28500000
2019-02-22	IR	CADUSD.2Y.BA/LIBOR	CADUSD.2Y.BA/LIBOR	-0.00205	-0.00205	-0.00205	-0.00205	2	200000000
2019-02-22	IR	CADUSD.30Y.BA/LIBOR	CADUSD.30Y.BA/LIBOR	-0.00135	-0.00135	-0.0014	-0.0014	2	50000000
2019-02-22	IR	CLP.10Y.SB.TNA.S.B	CLP.10Y.SB.TNA.S.B	0.04035	0.04035	0.04035	0.04035	2	7800000000
2019-02-22	IR	CLP.18M.SB.TNA.S.CC.ICAP	CLP.18M.SB.TNA.S.CC.ICAP	0.0328	0.0328	0.0328	0.0328	1	11000000000
2019-02-22	IR	CLP.2Y.SB.TNA.S.B	CLP.2Y.SB.TNA.S.B	0.0328	0.0328	0.0328	0.0328	1	16000000000
2019-02-22	IR	CLP.5Y.SB.TNA.S.B	CLP.5Y.SB.TNA.S.B	0.0362	0.0362	0.0362	0.0362	2	14200000000
2019-02-22	IR	CLP.5Y.SB.TNA.S.CC.ICAP	CLP.5Y.SB.TNA.S.CC.ICAP	0.0362	0.0362	0.0362	0.0362	1	7100000000
2019-02-22	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12					3	45000000000
2019-02-22	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18					6	191500000000
2019-02-22	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24					4	49000000000
2019-02-22	IR	CLP_NDS_6M_USD_TNA_0X6	CLP_NDS_6M_USD_TNA_0X6					2	58500000000
2019-02-22	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60					3	15500000000
2019-02-22	IR	CLP_NDS_6M_USD_TNA_0X72	CLP_NDS_6M_USD_TNA_0X72					3	15000000000
2019-02-22	IR	CLP_NDS_6M_USD_TNA_0X9	CLP_NDS_6M_USD_TNA_0X9					1	21000000000
2019-02-22	IR	CME_MXN_IRS_28M_MXN_TIIE_0X119	CME_MXN_IRS_28M_MXN_TIIE_0X119					14	3125000000
2019-02-22	IR	CME_MXN_IRS_28M_MXN_TIIE_0X12	CME_MXN_IRS_28M_MXN_TIIE_0X12					28	28500000000
2019-02-22	IR	CME_MXN_IRS_28M_MXN_TIIE_0X17	CME_MXN_IRS_28M_MXN_TIIE_0X17					1	700000000
2019-02-22	IR	CME_MXN_IRS_28M_MXN_TIIE_0X24	CME_MXN_IRS_28M_MXN_TIIE_0X24					28	14170000000
2019-02-22	IR	CME_MXN_IRS_28M_MXN_TIIE_0X35	CME_MXN_IRS_28M_MXN_TIIE_0X35					2	960000000
2019-02-22	IR	CME_MXN_IRS_28M_MXN_TIIE_0X47	CME_MXN_IRS_28M_MXN_TIIE_0X47					1	280000000
2019-02-22	IR	CME_MXN_IRS_28M_MXN_TIIE_0X59	CME_MXN_IRS_28M_MXN_TIIE_0X59					20	6570000000
2019-02-22	IR	CME_MXN_IRS_28M_MXN_TIIE_0X83	CME_MXN_IRS_28M_MXN_TIIE_0X83					4	895000000
2019-02-22	IR	COP.1Y.IBR.OIS.S.CC.ICAP	COP.1Y.IBR.OIS.S.CC.ICAP	0.0439	0.0439	0.0439	0.0439	1	65000000000
2019-02-22	IR	COP.2Y.IBR.OIS.S.CC.ICAP	COP.2Y.IBR.OIS.S.CC.ICAP	0.04625	0.04625	0.04625	0.04625	4	152900000000
2019-02-22	IR	COP.3Y.IBR.OIS.S.CC.ICAP	COP.3Y.IBR.OIS.S.CC.ICAP	0.04895	0.049	0.04895	0.049	2	58000000000
2019-02-22	IR	COP.4Y.IBR.OIS.S.CC	COP.4Y.IBR.OIS.S.CC	0.0513	0.0513	0.0513	0.0513	2	60000000000
2019-02-22	IR	COP.5Y.IBR.OIS.S.CC.ICAP	COP.5Y.IBR.OIS.S.CC.ICAP	0.05335	0.0534	0.05335	0.0534	4	67000000000
2019-02-22	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12					1	65000000000
2019-02-22	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24					1	34400000000
2019-02-22	IR	COP_NOIS_IBR__0X36	COP_NOIS_IBR__0X36					3	80000000000
2019-02-22	IR	EUR 5Y 3M EURIBOR Str 0.0007	EUR 3M EURIBOR	0.0253	0.0253	0.0253	0.0253	1	100000000
2019-02-22	IR	EUR.USD.30Y.3M.BSX	EUR.USD.30Y.3M.BSX	0.000225	0.000225	0.000225	0.000225	1	11500000
2019-02-22	IR	GBP.3Y.6M.S.LL	GBP.3Y.6M.S.LL	0.01123	0.01123	0.01115	0.01115	3	364800000
2019-02-22	IR	GBP.4Y.6M.S.LL	GBP.4Y.6M.S.LL	0.0117	0.0117	0.01159	0.01159	3	550000000
2019-02-22	IR	GBP.5Y.6M.S.LL	GBP.5Y.6M.S.LL	0.012115	0.012115	0.011975	0.011975	3	221100000
2019-02-22	IR	GBP.USD.30Y.3M.XCCY.BSW	GBP.USD.30Y.3M.XCCY.BSW	0.0014	0.0014	0.0014	0.0014	1	10000000
2019-02-22	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X120	IRS_AUD_3MBBSW_AUD_6MBBSW_0X120					2	149500000
2019-02-22	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X144	IRS_AUD_3MBBSW_AUD_6MBBSW_0X144					1	65000000
2019-02-22	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X360	IRS_AUD_3MBBSW_AUD_6MBBSW_0X360					1	30000000
2019-02-22	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X48	IRS_AUD_3MBBSW_AUD_6MBBSW_0X48					2	200000000
2019-02-22	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X12	IRS_CAD_3MCDOR_USD_3MUSDL_0X12					1	500000000
2019-02-22	IR	IRS_CHF_3MCHFL_USD_3MUSDL_0X36	IRS_CHF_3MCHFL_USD_3MUSDL_0X36					2	100000000
2019-02-22	IR	IRS_CLF_1TUF_CLP_CAMA_0X17	IRS_CLF_1TUF_CLP_CAMA_0X17					1	300000
2019-02-22	IR	IRS_SEK_3MSTIB_USD_3MUSDL_0X48	IRS_SEK_3MSTIB_USD_3MUSDL_0X48					1	700000000
2019-02-22	IR	IRS_USD_3MUSDL_COP_IBR_0X60	IRS_USD_3MUSDL_COP_IBR_0X60					1	5000000
2019-02-22	IR	JPY.1Y.3M.XCCY.BSX	JPY.1Y.3M.XCCY.BSX	-0.002775	-0.002775	-0.002775	-0.002775	3	50080000000
2019-02-22	IR	JPY.2Y.3M.XCCY.BSX	JPY.2Y.3M.XCCY.BSX	-0.00331875	-0.00329375	-0.00331875	-0.00329375	4	65000000000
2019-02-22	IR	JPY.2Y.3M/6M	JPY.2Y.3M/6M	0.0007875	0.0007875	0.0007875	0.0007875	1	5000000000
2019-02-22	IR	JPY.3Y.3M.XCCY.BSX	JPY.3Y.3M.XCCY.BSX	-0.0038375	-0.0038375	-0.0038375	-0.0038375	2	20000000000
2019-02-22	IR	JPY.4Y.3M.XCCY.BSX	JPY.4Y.3M.XCCY.BSX	-0.00435	-0.00435	-0.00435	-0.00435	1	20000000000
2019-02-22	IR	JPY.5Y.3M.XCCY.BSX	JPY.5Y.3M.XCCY.BSX	-0.0048	-0.0048	-0.0048	-0.0048	2	21000000000
2019-02-22	IR	LCHL_CAD_IRS_3M_CAD_CDOR_0X24	LCHL_CAD_IRS_3M_CAD_CDOR_0X24					1	125000000
2019-02-22	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X12	LCH_AUD_IRS_3M_AUD_BBSW_0X12					1	200000000
2019-02-22	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X24	LCH_AUD_IRS_3M_AUD_BBSW_0X24					2	370500000
2019-02-22	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X36	LCH_AUD_IRS_3M_AUD_BBSW_0X36					3	325000000
2019-02-22	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120					2	64000000
2019-02-22	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X60	LCH_AUD_IRS_6M_AUD_BBSW_0X60					1	150000000
2019-02-22	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X12	LCH_CAD_IRS_3M_CAD_CDOR_0X12					1	250000000
2019-02-22	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X21	LCH_CAD_IRS_3M_CAD_CDOR_0X21					1	570000000
2019-02-22	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X24	LCH_CAD_IRS_3M_CAD_CDOR_0X24					2	600000000
2019-02-22	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X36	LCH_CAD_IRS_3M_CAD_CDOR_0X36					1	60000000
2019-02-22	IR	MXN.13*1.TIIE.28D.S.CC	MXN.13*1.TIIE.28D.S.CC	0.08385	0.0839	0.08385	0.0839	2	3000000000
2019-02-22	IR	MXN.26*1.TIIE.28D.S.CC	MXN.26*1.TIIE.28D.S.CC	0.0817	0.0817	0.0817	0.0817	3	1520000000
2019-02-22	IR	MXN.39*1.TIIE.28D.S.CC	MXN.39*1.TIIE.28D.S.CC	0.08085	0.081	0.08085	0.081	4	1440000000
2019-02-22	IR	MXN.52*1.TIIE.28D.S.CC	MXN.52*1.TIIE.28D.S.CC	0.08085	0.08085	0.08085	0.08085	1	275000000
2019-02-22	IR	MXN.65*1.TIIE.28D.S.CC	MXN.65*1.TIIE.28D.S.CC	0.081	0.0811	0.081	0.08105	8	1370000000
2019-02-22	IR	MXN.91*1.TIIE.28D.S.CC	MXN.91*1.TIIE.28D.S.CC	0.0824	0.0824	0.082175	0.082175	2	355000000
2019-02-22	IR	PEN_IRS_6M_PEN_LIBOR_0X24	PEN_IRS_6M_PEN_LIBOR_0X24					1	16530000
2019-02-22	IR	SOPT_PAYER_E_USD_3MLIBOR_6 X 60_2.535	SOPT_PAYER_E_USD_3MLIBOR_6 X 60_2.535					1	50000000
2019-02-22	IR	SOPT_PAYER_E_USD_3MLIBOR_6 X 60_2.785	SOPT_PAYER_E_USD_3MLIBOR_6 X 60_2.785					1	200000000
2019-02-22	IR	SOPT_RECEIVER_E_USD_3MLIBOR_6 X 60_2.535	SOPT_RECEIVER_E_USD_3MLIBOR_6 X 60_2.535					1	50000000
2019-02-22	IR	TRY_IRS_3M_TRY_LIBOR_0X12	TRY_IRS_3M_TRY_LIBOR_0X12					1	63462700
2019-02-22	IR	TRY_IRS_3M_TRY_LIBOR_0X24	TRY_IRS_3M_TRY_LIBOR_0X24					1	34131200
2019-02-22	IR	USD.0D.QM.AUG22	USD.0D.QM.AUG22	0.0314	0.0314	0.0314	0.0314	1	10000000
2019-02-22	IR	USD.10Y.3M/6M	USD.10Y.3M/6M	0.000975	0.000975	0.000975	0.000975	3	258000000
2019-02-22	IR	USD.10Y.FF/3M.S.LL	USD.10Y.FF/3M.S.LL	0.00275	0.00275	0.00275	0.00275	2	100000000
2019-02-22	IR	USD.10Y.SB.3M	USD.10Y.SB.3M	0.026913	0.026913	0.026625	0.026649	9	645000000
2019-02-22	IR	USD.12Y.3M/6M	USD.12Y.3M/6M	0.001025	0.001025	0.001025	0.001025	2	200000000
2019-02-22	IR	USD.15Y.FF/3M.S.LL	USD.15Y.FF/3M.S.LL	0.0028	0.0028	0.0028	0.0028	1	40000000
2019-02-22	IR	USD.15Y.SB.3M	USD.15Y.SB.3M	0.027675	0.027675	0.027675	0.027675	1	47000000
2019-02-22	IR	USD.18M.FF/3M.S.LL	USD.18M.FF/3M.S.LL	0.0024	0.0024	0.0024	0.0024	1	150000000
2019-02-22	IR	USD.1Y.3M/6M	USD.1Y.3M/6M	0.0007	0.0007	0.0007	0.0007	1	200000000
2019-02-22	IR	USD.20Y.SB.3M	USD.20Y.SB.3M	0.02815	0.02815	0.02805	0.02805	2	175000000
2019-02-22	IR	USD.25Y.SB.3M	USD.25Y.SB.3M	0.0283	0.0283	0.0283	0.0283	1	57000000
2019-02-22	IR	USD.25Y.SB.3M.S.CC	USD.25Y.SB.3M.S.CC	0.028625	0.028625	0.028625	0.028625	1	57000000
2019-02-22	IR	USD.2Y-1Y.FF/3M.S.LL	USD.2Y-1Y.FF/3M.S.LL	0.002638	0.002638	0.002638	0.002638	1	500000000
2019-02-22	IR	USD.2Y.FF/3M.S.LL	USD.2Y.FF/3M.S.LL	0.002475	0.0025	0.002475	0.0025	3	1365000000
2019-02-22	IR	USD.2Y.SB.3M	USD.2Y.SB.3M	0.026225	0.02625	0.026212	0.02625	4	550000000
2019-02-22	IR	USD.30Y.SB.3M	USD.30Y.SB.3M	0.0283	0.0283	0.028125	0.028125	3	115000000
2019-02-22	IR	USD.30Y.SB.3M.S.CC	USD.30Y.SB.3M.S.CC	0.02865	0.02865	0.02865	0.02865	1	50000000
2019-02-22	IR	USD.3M.AM.3M	USD.3M.AM.3M	0.026475	0.026475	0.026475	0.026475	1	1000000000
2019-02-22	IR	USD.3M.OIS	USD.3M.OIS	0.024075	0.024075	0.024075	0.024075	1	1000000000
2019-02-22	IR	USD.3M.OIS.JUN19	USD.3M.OIS.JUN19	0.0239	0.0239	0.0239	0.0239	1	2000000000
2019-02-22	IR	USD.3M.OIS.MAR20	USD.3M.OIS.MAR20	0.0229	0.0229	0.0229	0.0229	1	2000000000
2019-02-22	IR	USD.3Y.1M/3M	USD.3Y.1M/3M	0.001063	0.001063	0.00105	0.00105	5	858000000
2019-02-22	IR	USD.3Y.FF/3M.S.LL	USD.3Y.FF/3M.S.LL	0.0025	0.00255	0.0025	0.00255	10	2294000000
2019-02-22	IR	USD.4Y.1M/3M	USD.4Y.1M/3M	0.001	0.001012	0.001	0.001	4	675000000
2019-02-22	IR	USD.4Y.3M/6M	USD.4Y.3M/6M	0.000788	0.000788	0.000788	0.000788	1	50000000
2019-02-22	IR	USD.4Y.FF/3M.S.LL	USD.4Y.FF/3M.S.LL	0.002587	0.002587	0.002587	0.002587	1	200000000
2019-02-22	IR	USD.5Y.1M/3M	USD.5Y.1M/3M	0.000975	0.000975	0.000975	0.000975	1	100000000
2019-02-22	IR	USD.5Y.FF/3M.S.LL	USD.5Y.FF/3M.S.LL	0.002625	0.002625	0.002625	0.002625	1	50000000
2019-02-22	IR	USD.5Y.SB.3M	USD.5Y.SB.3M	0.025395	0.025395	0.02526	0.02534	7	866000000
2019-02-22	IR	USD.7Y.1M/3M	USD.7Y.1M/3M	0.000925	0.000925	0.000925	0.000925	2	125000000
2019-02-22	IR	USD.7Y.FF/3M.S.LL	USD.7Y.FF/3M.S.LL	0.002687	0.002687	0.002687	0.002687	2	150000000
2019-02-22	IR	USD.7Y.SB.3M	USD.7Y.SB.3M	0.025756	0.025756	0.025756	0.025756	1	50000000
2019-02-22	IR	USD.8Y.SB.3M	USD.8Y.SB.3M	0.026075	0.02615	0.026025	0.026025	3	251000000
2019-02-22	IR	USD.9Y.SB.3M	USD.9Y.SB.3M	0.026375	0.026425	0.026325	0.026325	3	450000000
2019-02-22	IR	USD.FRA.3M.02D	USD.FRA.3M.02D	0.026425	0.026425	0.0264	0.0264	2	1200000000
2019-02-22	IR	USD.FRA.3M.07D	USD.FRA.3M.07D	0.026287	0.026287	0.026287	0.026287	3	6000000000
2019-02-22	IR	USD.FRA.3M.JUN19	USD.FRA.3M.JUN19	0.026	0.026	0.026	0.026	1	2000000000
2019-02-22	IR	USD.FRA.3M.MAR20	USD.FRA.3M.MAR20	0.025325	0.025325	0.025325	0.025325	1	2000000000