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
2019-08-23	CD	129548	HY27 5Y - SEF	104.95	104.95	104.95	104.95	1	25000000
2019-08-23	CD	250868	IG31 5Y - SEF	51.75	51.75	51.75	51.75	3	75000000
2019-08-23	CD	276148	IG32 5Y - SEF	53.75	59.2	53.65	58.9	55	2975000000
2019-08-23	CD	276277	CDXEM 31 - SEF	95.28	95.28	94.95	94.95	6	90000000
2019-08-23	CD	277064	HY32 5Y - SEF	106.39	106.6	105.74	105.785	23	355000000
2019-08-23	CD	CDX.EM.31.V1_60M	CDX.EM.31.V1_60M	0.9523	0.9523	0.9493	0.9498	7	110000000
2019-08-23	CU	11D_EUR_USD_B_FXO_-0.3336_FXO	11D_EUR_USD_B_FXO_-0.3336_FXO	0.196017	0.196017	0.196017	0.196017	2	33000000
2019-08-23	CU	12D_AUD_USD_B_FXO_-0.3215_FXO	12D_AUD_USD_B_FXO_-0.3215_FXO	0.2003081	0.2003081	0.2003081	0.2003081	1	50000000
2019-08-23	CU	13D_EUR_JPY_A_FXO_0.2038_FXO	13D_EUR_JPY_A_FXO_0.2038_FXO	0.1515669	0.1515669	0.1515669	0.1515669	2	75000000
2019-08-23	CU	13D_USD_CAD_A_FXO_0.3706_FXO	13D_USD_CAD_A_FXO_0.3706_FXO	0.2783851	0.2783851	0.2783851	0.2783851	1	50000000
2019-08-23	CU	17D_EUR_USD_B_FXO_0.3215_FXO	17D_EUR_USD_B_FXO_0.3215_FXO	0.2361105	0.2361105	0.2361105	0.2361105	1	50000000
2019-08-23	CU	17D_EUR_USD_B_FXO_0.3786_FXO	17D_EUR_USD_B_FXO_0.3786_FXO	0.2942752	0.2942752	0.2942752	0.2942752	1	20000000
2019-08-23	CU	18D_USD_KRW_A_FXO_-0.2509_FXO	18D_USD_KRW_A_FXO_-0.2509_FXO	0.2467411	0.2467411	0.2467411	0.2467411	1	50000000
2019-08-23	CU	18D_USD_KRW_A_FXO_-0.3661_FXO	18D_USD_KRW_A_FXO_-0.3661_FXO	0.4151687	0.4151687	0.4151687	0.4151687	1	50000000
2019-08-23	CU	1D_EUR_USD_B_FXO_-0.4935_FXO	1D_EUR_USD_B_FXO_-0.4935_FXO	0.2276001	0.2276001	0.2276001	0.2276001	1	50000000
2019-08-23	CU	1M_AUD_JPY_A_FXO_-0.5001_FXO	1M_AUD_JPY_A_FXO_-0.5001_FXO	1.351082	1.351082	1.351062	1.351062	3	50000000
2019-08-23	CU	1M_AUD_JPY_A_FXO_0.4993_FXO	1M_AUD_JPY_A_FXO_0.4993_FXO	1.407349	1.407369	1.407349	1.407369	3	50000000
2019-08-23	CU	1M_EUR_JPY_A_FXO_-0.1808_FXO	1M_EUR_JPY_A_FXO_-0.1808_FXO	0.2640402	0.2640402	0.2640402	0.2640402	1	75000000
2019-08-23	CU	1M_EUR_JPY_A_FXO_-0.5009_FXO	1M_EUR_JPY_A_FXO_-0.5009_FXO	0.9044085	0.9044085	0.9044085	0.9044085	1	25000000
2019-08-23	CU	1M_EUR_JPY_A_FXO_0.4989_FXO	1M_EUR_JPY_A_FXO_0.4989_FXO	0.9247606	0.9247606	0.9247606	0.9247606	1	25000000
2019-08-23	CU	1M_EUR_USD_B_FXO_-0.503_FXO	1M_EUR_USD_B_FXO_-0.503_FXO	0.7811002	0.7811002	0.7811002	0.7811002	1	15000000
2019-08-23	CU	1M_EUR_USD_B_FXO_0.497_FXO	1M_EUR_USD_B_FXO_0.497_FXO	0.7501002	0.7501002	0.7501002	0.7501002	1	15000000
2019-08-23	CU	1M_USD_JPY_A_FXO_-0.4983_FXO	1M_USD_JPY_A_FXO_-0.4983_FXO	1.015622	1.015622	1.015622	1.015622	4	72500000
2019-08-23	CU	1M_USD_JPY_A_FXO_-0.4993_FXO	1M_USD_JPY_A_FXO_-0.4993_FXO	0.9784084	0.9784084	0.9784084	0.9784084	1	15000000
2019-08-23	CU	1M_USD_JPY_A_FXO_-0.4994_FXO	1M_USD_JPY_A_FXO_-0.4994_FXO	0.9844285	0.9844285	0.9844285	0.9844285	2	50000000
2019-08-23	CU	1M_USD_JPY_A_FXO_-0.5013_FXO	1M_USD_JPY_A_FXO_-0.5013_FXO	1.025139	1.025139	1.025139	1.025139	1	37500000
2019-08-23	CU	1M_USD_JPY_A_FXO_-0.501_FXO	1M_USD_JPY_A_FXO_-0.501_FXO	0.9891853	0.9891853	0.9891794	0.9891794	3	85000000
2019-08-23	CU	1M_USD_JPY_A_FXO_-0.5025_FXO	1M_USD_JPY_A_FXO_-0.5025_FXO	0.9939492	0.9939492	0.9939492	0.9939492	1	25000000
2019-08-23	CU	1M_USD_JPY_A_FXO_-0.5_FXO	1M_USD_JPY_A_FXO_-0.5_FXO	0.8783642	0.8783642	0.8783642	0.8783642	1	27500000
2019-08-23	CU	1M_USD_JPY_A_FXO_0.4973_FXO	1M_USD_JPY_A_FXO_0.4973_FXO	1.009142	1.009142	1.009142	1.009142	1	25000000
2019-08-23	CU	1M_USD_JPY_A_FXO_0.4985_FXO	1M_USD_JPY_A_FXO_0.4985_FXO	1.049872	1.049872	1.049872	1.049872	1	37500000
2019-08-23	CU	1M_USD_JPY_A_FXO_0.4988_FXO	1M_USD_JPY_A_FXO_0.4988_FXO	1.013871	1.013876	1.013871	1.013876	3	85000000
2019-08-23	CU	1M_USD_JPY_A_FXO_0.4998_FXO	1M_USD_JPY_A_FXO_0.4998_FXO	0.9028288	0.9028288	0.9028288	0.9028288	1	27500000
2019-08-23	CU	1M_USD_JPY_A_FXO_0.5003_FXO	1M_USD_JPY_A_FXO_0.5003_FXO	1.01265	1.018621	1.01265	1.018621	3	65000000
2019-08-23	CU	1M_USD_JPY_A_FXO_0.5013_FXO	1M_USD_JPY_A_FXO_0.5013_FXO	1.059391	1.059391	1.059391	1.059391	4	72500000
2019-08-23	CU	1M_USD_KRW_A_FXO_-0.2503_FXO	1M_USD_KRW_A_FXO_-0.2503_FXO	0.3380012	0.3380012	0.3380012	0.3380012	1	20000000
2019-08-23	CU	1M_USD_KRW_A_FXO_0.2502_FXO	1M_USD_KRW_A_FXO_0.2502_FXO	0.3855695	0.3855695	0.3855695	0.3855695	1	20000000
2019-08-23	CU	1W_AUD_USD_B_FXO_-0.5066_FXO	1W_AUD_USD_B_FXO_-0.5066_FXO	0.2684627	0.2684627	0.2684627	0.2684627	1	15000000
2019-08-23	CU	1W_AUD_USD_B_FXO_0.4934_FXO	1W_AUD_USD_B_FXO_0.4934_FXO	0.2544627	0.2544627	0.2544627	0.2544627	1	15000000
2019-08-23	CU	1W_EUR_JPY_A_FXO_-0.5068_FXO	1W_EUR_JPY_A_FXO_-0.5068_FXO	0.3982379	0.4065325	0.3982379	0.4065325	3	35000000
2019-08-23	CU	1W_EUR_JPY_A_FXO_0.4933_FXO	1W_EUR_JPY_A_FXO_0.4933_FXO	0.3863771	0.3946566	0.3863771	0.3946566	3	35000000
2019-08-23	CU	1W_USD_CNH_A_FXO_-0.2491_FXO	1W_USD_CNH_A_FXO_-0.2491_FXO	0.123049	0.123049	0.123049	0.123049	1	50000000
2019-08-23	CU	1W_USD_CNH_A_FXO_0.2535_FXO	1W_USD_CNH_A_FXO_0.2535_FXO	0.1328784	0.1328784	0.1328784	0.1328784	1	50000000
2019-08-23	CU	1W_USD_JPY_A_FXO_-0.4764_FXO	1W_USD_JPY_A_FXO_-0.4764_FXO	0.4199648	0.4199648	0.4199648	0.4199648	1	40000000
2019-08-23	CU	1W_USD_JPY_A_FXO_-0.5005_FXO	1W_USD_JPY_A_FXO_-0.5005_FXO	0.5758058	0.5758058	0.5758058	0.5758058	1	12500000
2019-08-23	CU	1W_USD_JPY_A_FXO_-0.5033_FXO	1W_USD_JPY_A_FXO_-0.5033_FXO	0.5534256	0.5534256	0.5534256	0.5534256	2	25000000
2019-08-23	CU	1W_USD_JPY_A_FXO_0.1774_FXO	1W_USD_JPY_A_FXO_0.1774_FXO	0.1011046	0.1011046	0.1011046	0.1011046	1	30000000
2019-08-23	CU	1W_USD_JPY_A_FXO_0.2088_FXO	1W_USD_JPY_A_FXO_0.2088_FXO	0.1228255	0.1228255	0.1228255	0.1228255	2	80000000
2019-08-23	CU	1W_USD_JPY_A_FXO_0.4967_FXO	1W_USD_JPY_A_FXO_0.4967_FXO	0.5515271	0.5515271	0.5515271	0.5515271	2	25000000
2019-08-23	CU	1W_USD_JPY_A_FXO_0.4994_FXO	1W_USD_JPY_A_FXO_0.4994_FXO	0.584352	0.584352	0.584352	0.584352	1	12500000
2019-08-23	CU	1W_USD_KRW_A_FXO_-0.3497_FXO	1W_USD_KRW_A_FXO_-0.3497_FXO	0.2675368	0.2675368	0.2675368	0.2675368	1	30000000
2019-08-23	CU	1W_USD_TRY_A_FXO_-0.3564_FXO	1W_USD_TRY_A_FXO_-0.3564_FXO	0.4648584	0.4648584	0.4648584	0.4648584	1	20000000
2019-08-23	CU	1Y_EUR_INR_A_FXO_-0.4958_FXO	1Y_EUR_INR_A_FXO_-0.4958_FXO	3.151298	3.151298	3.151298	3.151298	1	15000000
2019-08-23	CU	1Y_EUR_INR_A_FXO_-0.496_FXO	1Y_EUR_INR_A_FXO_-0.496_FXO	3.171247	3.171247	3.171247	3.171247	1	25000000
2019-08-23	CU	1Y_EUR_INR_A_FXO_0.5002_FXO	1Y_EUR_INR_A_FXO_0.5002_FXO	3.550593	3.550593	3.550593	3.550593	1	15000000
2019-08-23	CU	1Y_EUR_INR_A_FXO_0.5_FXO	1Y_EUR_INR_A_FXO_0.5_FXO	3.570542	3.570542	3.570542	3.570542	1	25000000
2019-08-23	CU	1Y_EUR_USD_B_FXO_-0.4991_FXO	1Y_EUR_USD_B_FXO_-0.4991_FXO	3.096418	3.096418	3.096418	3.096418	1	20000000
2019-08-23	CU	1Y_EUR_USD_B_FXO_-0.5004_FXO	1Y_EUR_USD_B_FXO_-0.5004_FXO	3.111532	3.111532	3.111532	3.111532	1	25000000
2019-08-23	CU	1Y_EUR_USD_B_FXO_0.4996_FXO	1Y_EUR_USD_B_FXO_0.4996_FXO	2.858532	2.858532	2.858532	2.858532	1	25000000
2019-08-23	CU	1Y_EUR_USD_B_FXO_0.5009_FXO	1Y_EUR_USD_B_FXO_0.5009_FXO	2.868418	2.868418	2.868418	2.868418	1	20000000
2019-08-23	CU	1Y_USD_KRW_A_FXO_-0.2499_FXO	1Y_USD_KRW_A_FXO_-0.2499_FXO	1.052396	1.052396	1.052396	1.052396	1	30000000
2019-08-23	CU	1Y_USD_KRW_A_FXO_0.25_FXO	1Y_USD_KRW_A_FXO_0.25_FXO	1.403763	1.403763	1.403763	1.403763	1	30000000
2019-08-23	CU	20D_NZD_USD_B_FXO_0.4525_FXO	20D_NZD_USD_B_FXO_0.4525_FXO	0.3700637	0.3700637	0.3700637	0.3700637	1	50000000
2019-08-23	CU	28D_NOK_SEK_A_FXO_0.3274_FXO	28D_NOK_SEK_A_FXO_0.3274_FXO	0.3467542	0.3467542	0.3467542	0.3467542	1	250000000
2019-08-23	CU	2W_EUR_USD_B_FXO_0.3322_FXO	2W_EUR_USD_B_FXO_0.3322_FXO	0.2626159	0.2626159	0.2626159	0.2626159	1	50000000
2019-08-23	CU	2W_EUR_USD_B_FXO_0.3325_FXO	2W_EUR_USD_B_FXO_0.3325_FXO	0.2629483	0.2629483	0.2629483	0.2629483	1	50000000
2019-08-23	CU	2W_EUR_USD_B_FXO_0.3416_FXO	2W_EUR_USD_B_FXO_0.3416_FXO	0.27306	0.27306	0.27306	0.27306	2	70000000
2019-08-23	CU	2W_EUR_USD_B_FXO_0.3477_FXO	2W_EUR_USD_B_FXO_0.3477_FXO	0.279953	0.279953	0.279953	0.279953	1	30000000
2019-08-23	CU	2W_USD_MXN_A_FXO_-0.2501_FXO	2W_USD_MXN_A_FXO_-0.2501_FXO	0.3338728	0.3338728	0.3338728	0.3338728	1	10000000
2019-08-23	CU	2W_USD_MXN_A_FXO_0.25_FXO	2W_USD_MXN_A_FXO_0.25_FXO	0.3972536	0.3972536	0.3972536	0.3972536	1	11000000
2019-08-23	CU	2Y_USD_JPY_A_FXO_-0.4969_FXO	2Y_USD_JPY_A_FXO_-0.4969_FXO	3.996813	3.996813	3.996813	3.996813	1	25000000
2019-08-23	CU	2Y_USD_JPY_A_FXO_0.4973_FXO	2Y_USD_JPY_A_FXO_0.4973_FXO	4.579889	4.579889	4.579889	4.579889	1	25000000
2019-08-23	CU	35D_USD_CNH_A_FXO_-0.4941_FXO	35D_USD_CNH_A_FXO_-0.4941_FXO	0.7372586	0.7372586	0.7372586	0.7372586	1	50000000
2019-08-23	CU	35D_USD_CNH_A_FXO_-0.4956_FXO	35D_USD_CNH_A_FXO_-0.4956_FXO	0.7407423	0.7407423	0.7407423	0.7407423	1	10000000
2019-08-23	CU	3D_EUR_USD_B_FXO_-0.2343_FXO	3D_EUR_USD_B_FXO_-0.2343_FXO	0.07578629	0.07578629	0.07578629	0.07578629	1	25000000
2019-08-23	CU	3D_EUR_USD_B_FXO_-0.2374_FXO	3D_EUR_USD_B_FXO_-0.2374_FXO	0.08416391	0.08416391	0.08416391	0.08416391	1	40000000
2019-08-23	CU	3D_EUR_USD_B_FXO_-0.2426_FXO	3D_EUR_USD_B_FXO_-0.2426_FXO	0.08656367	0.08656367	0.08656367	0.08656367	1	50000000
2019-08-23	CU	3D_EUR_USD_B_FXO_-0.2513_FXO	3D_EUR_USD_B_FXO_-0.2513_FXO	0.08306788	0.08306788	0.08306788	0.08306788	1	75000000
2019-08-23	CU	3D_EUR_USD_B_FXO_-0.2584_FXO	3D_EUR_USD_B_FXO_-0.2584_FXO	0.09407684	0.09407684	0.09407684	0.09407684	2	75000000
2019-08-23	CU	3D_EUR_USD_B_FXO_-0.2638_FXO	3D_EUR_USD_B_FXO_-0.2638_FXO	0.09668785	0.09668785	0.09668785	0.09668785	1	20000000
2019-08-23	CU	3D_NZD_USD_B_FXO_-0.1274_FXO	3D_NZD_USD_B_FXO_-0.1274_FXO	0.03226443	0.03226443	0.03226443	0.03226443	1	50000000
2019-08-23	CU	3D_USD_JPY_A_FXO_-0.1853_FXO	3D_USD_JPY_A_FXO_-0.1853_FXO	0.08984037	0.08984037	0.08984037	0.08984037	1	50000000
2019-08-23	CU	3D_USD_JPY_A_FXO_-0.4385_FXO	3D_USD_JPY_A_FXO_-0.4385_FXO	0.2387206	0.2387206	0.2387206	0.2387206	1	40000000
2019-08-23	CU	3D_USD_JPY_A_FXO_0.1985_FXO	3D_USD_JPY_A_FXO_0.1985_FXO	0.08034821	0.08034821	0.08034821	0.08034821	1	50000000
2019-08-23	CU	3M_EUR_USD_B_FXO_-0.5004_FXO	3M_EUR_USD_B_FXO_-0.5004_FXO	1.51005	1.51005	1.51005	1.51005	1	15000000
2019-08-23	CU	3M_EUR_USD_B_FXO_0.4996_FXO	3M_EUR_USD_B_FXO_0.4996_FXO	1.44505	1.44505	1.44505	1.44505	1	15000000
2019-08-23	CU	3M_USD_CHF_A_FXO_-0.4998_FXO	3M_USD_CHF_A_FXO_-0.4998_FXO	1.410104	1.410104	1.410104	1.410104	4	60000000
2019-08-23	CU	3M_USD_CHF_A_FXO_0.4995_FXO	3M_USD_CHF_A_FXO_0.4995_FXO	1.474245	1.474245	1.474245	1.474245	4	60000000
2019-08-23	CU	3M_USD_JPY_A_FXO_-0.4993_FXO	3M_USD_JPY_A_FXO_-0.4993_FXO	1.480282	1.480282	1.480282	1.480282	1	15000000
2019-08-23	CU	3M_USD_JPY_A_FXO_0.4999_FXO	3M_USD_JPY_A_FXO_0.4999_FXO	1.555804	1.555804	1.555804	1.555804	1	15000000
2019-08-23	CU	42D_EUR_JPY_A_FXO_-0.3265_FXO	42D_EUR_JPY_A_FXO_-0.3265_FXO	0.6063898	0.6063898	0.6063898	0.6063898	2	33500000
2019-08-23	CU	4D_EUR_USD_B_FXO_-0.2354_FXO	4D_EUR_USD_B_FXO_-0.2354_FXO	0.08807979	0.08807979	0.08807979	0.08807979	1	25000000
2019-08-23	CU	4D_EUR_USD_B_FXO_-0.2502_FXO	4D_EUR_USD_B_FXO_-0.2502_FXO	0.09543535	0.09543535	0.09543535	0.09543535	1	75000000
2019-08-23	CU	4D_EUR_USD_B_FXO_0.222_FXO	4D_EUR_USD_B_FXO_0.222_FXO	0.09279144	0.09279144	0.09279144	0.09279144	1	200000000
2019-08-23	CU	4D_EUR_USD_B_FXO_0.4933_FXO	4D_EUR_USD_B_FXO_0.4933_FXO	0.2383951	0.2383951	0.2383951	0.2383951	1	100000000
2019-08-23	CU	4D_NZD_USD_B_FXO_0.1995_FXO	4D_NZD_USD_B_FXO_0.1995_FXO	0.05555993	0.05555993	0.05555993	0.05555993	1	50000000
2019-08-23	CU	4D_USD_JPY_A_FXO_0.1499_FXO	4D_USD_JPY_A_FXO_0.1499_FXO	0.0773235	0.0773235	0.0773235	0.0773235	1	100000000
2019-08-23	CU	4D_USD_JPY_A_FXO_0.3379_FXO	4D_USD_JPY_A_FXO_0.3379_FXO	0.1836439	0.1836439	0.1836439	0.1836439	1	50000000
2019-08-23	CU	4D_USD_JPY_A_FXO_0.465_FXO	4D_USD_JPY_A_FXO_0.465_FXO	0.3849283	0.3849283	0.3849283	0.3849283	1	50000000
2019-08-23	CU	5D_AUD_USD_B_FXO_-0.1901_FXO	5D_AUD_USD_B_FXO_-0.1901_FXO	0.06857186	0.06857186	0.06857186	0.06857186	1	50000000
2019-08-23	CU	5D_EUR_AUD_A_FXO_0.2813_FXO	5D_EUR_AUD_A_FXO_0.2813_FXO	0.1844399	0.1844399	0.1844399	0.1844399	1	50000000
2019-08-23	CU	5D_EUR_USD_B_FXO_0.2243_FXO	5D_EUR_USD_B_FXO_0.2243_FXO	0.08042479	0.08042479	0.08042479	0.08042479	2	60000000
2019-08-23	CU	5D_EUR_USD_B_FXO_0.37_FXO	5D_EUR_USD_B_FXO_0.37_FXO	0.1919921	0.1919921	0.1919921	0.1919921	1	200000000
2019-08-23	CU	5D_USD_CAD_A_FXO_-0.2439_FXO	5D_USD_CAD_A_FXO_-0.2439_FXO	0.09277567	0.09277567	0.09277567	0.09277567	1	30000000
2019-08-23	CU	6D_EUR_RUB_A_FXO_-0.1449_FXO	6D_EUR_RUB_A_FXO_-0.1449_FXO	0.08334607	0.08334607	0.08334607	0.08334607	1	20000000
2019-08-23	CU	6D_USD_BRL_A_FXO_0.2821_FXO	6D_USD_BRL_A_FXO_0.2821_FXO	0.3958463	0.3958463	0.3958463	0.3958463	2	135000000
2019-08-23	CU	6M_USD_CNH_A_FXO_-0.4997_FXO	6M_USD_CNH_A_FXO_-0.4997_FXO	1.66552	1.66552	1.66552	1.66552	1	10000000
2019-08-23	CU	6M_USD_CNH_A_FXO_-0.4999_FXO	6M_USD_CNH_A_FXO_-0.4999_FXO	1.66552	1.66552	1.66552	1.66552	1	15000000
2019-08-23	CU	6M_USD_CNH_A_FXO_0.4993_FXO	6M_USD_CNH_A_FXO_0.4993_FXO	1.66552	1.66552	1.66552	1.66552	1	15000000
2019-08-23	CU	6M_USD_CNH_A_FXO_0.4994_FXO	6M_USD_CNH_A_FXO_0.4994_FXO	1.66552	1.66552	1.66552	1.66552	1	10000000
2019-08-23	CU	6M_USD_JPY_A_FXO_-0.4997_FXO	6M_USD_JPY_A_FXO_-0.4997_FXO	2.012439	2.012439	2.012439	2.012439	1	25000000
2019-08-23	CU	6M_USD_JPY_A_FXO_0.499_FXO	6M_USD_JPY_A_FXO_0.499_FXO	2.143571	2.143571	2.143571	2.143571	1	25000000
2019-08-23	CU	9M_EUR_NOK_A_FXO_-0.4992_FXO	9M_EUR_NOK_A_FXO_-0.4992_FXO	2.173775	2.173775	2.173775	2.173775	1	15000000
2019-08-23	CU	9M_EUR_NOK_A_FXO_0.4992_FXO	9M_EUR_NOK_A_FXO_0.4992_FXO	2.333669	2.333669	2.333669	2.333669	1	15000000
2019-08-23	CU	9M_USD_BRL_A_FXO_-0.5238_FXO	9M_USD_BRL_A_FXO_-0.5238_FXO	4.758459	4.758459	4.758459	4.758459	1	15000000
2019-08-23	CU	9M_USD_BRL_A_FXO_0.4762_FXO	9M_USD_BRL_A_FXO_0.4762_FXO	4.758459	4.758459	4.758459	4.758459	1	15000000
2019-08-23	CU	NDF.USD.BRL.BMF1.S.B	NDF.USD.BRL.BMF1.S.B	4.09764	4.127	4.06475	4.1262	44	1105500000
2019-08-23	CU	NDF.USD.BRL.BMF17.S.B	NDF.USD.BRL.BMF17.S.B	4.2802	4.2802	4.2802	4.2802	1	42000000
2019-08-23	CU	NDF.USD.BRL.BMF2.S.B	NDF.USD.BRL.BMF2.S.B	4.0828	4.13565	4.0828	4.13565	4	200000000
2019-08-23	CU	NDF.USD.BRL.BMF5.S.B	NDF.USD.BRL.BMF5.S.B	4.1497	4.1497	4.1497	4.1497	1	42000000
2019-08-23	CU	NDF.USD.BRL.TODAY.S.B	NDF.USD.BRL.TODAY.S.B	4.0854	4.0884	4.0854	4.0863	3	26000000
2019-08-23	CU	NDF.USD.BRL.TOM.S.B	NDF.USD.BRL.TOM.S.B	4.0879	4.0892	4.0635	4.0892	3	155000000
2019-08-23	CU	NDF.USD.CNY.12M.S.B	NDF.USD.CNY.12M.S.B	7.161	7.161	7.161	7.161	2	34000000
2019-08-23	CU	NDF.USD.CNY.1D.FWD.1M.S.B	NDF.USD.CNY.1D.FWD.1M.S.B	7.096	7.1643	7.096	7.125	4	34000000
2019-08-23	CU	NDF.USD.CNY.1M.S.B	NDF.USD.CNY.1M.S.B	7.0895	7.1305	7.0895	7.127	6	116000000
2019-08-23	CU	NDF.USD.CNY.TOM.S.B.	NDF.USD.CNY.TOM.S.B.	7.0665	7.1043	7.065	7.065	4	34000000
2019-08-23	CU	NDF.USD.INR.1D.FWD.1M.S.B	NDF.USD.INR.1D.FWD.1M.S.B	72.0825	72.105	71.98	71.98	5	122000000
2019-08-23	CU	NDF.USD.INR.1D.S.B	NDF.USD.INR.1D.S.B	71.7	71.7	71.7	71.7	1	51000000
2019-08-23	CU	NDF.USD.INR.1M.S.B	NDF.USD.INR.1M.S.B	72.18	72.18	72.18	72.18	1	5000000
2019-08-23	CU	NDF.USD.INR.2D.S.B	NDF.USD.INR.2D.S.B	71.72	71.72	71.72	71.72	1	9000000
2019-08-23	CU	NDF.USD.INR.3D.S.B	NDF.USD.INR.3D.S.B	71.73	71.733	71.65	71.733	3	110000000
2019-08-23	CU	NDF.USD.INR.TOM.S.B	NDF.USD.INR.TOM.S.B	71.72	71.74	71.72	71.74	4	72000000
2019-08-23	CU	NDF.USD.KRW.1D.FWD.1M.S.B	NDF.USD.KRW.1D.FWD.1M.S.B	1209.91	1211.95	1209.91	1211.95	2	13000000
2019-08-23	CU	NDF.USD.KRW.1M.S.B	NDF.USD.KRW.1M.S.B	1213.0	1213.0	1213.0	1213.0	2	15000000
2019-08-23	CU	NDF.USD.KRW.TOM.S.B	NDF.USD.KRW.TOM.S.B	1210.89	1212.89	1210.89	1212.89	2	13000000
2019-08-23	CU	NDF.USD.PEN.1M.S.B	NDF.USD.PEN.1M.S.B	3.379	3.384	3.379	3.3815	5	82600000
2019-08-23	CU	NDF.USD.PEN.1Y.S.B	NDF.USD.PEN.1Y.S.B	3.431	3.431	3.431	3.431	2	38800000
2019-08-23	CU	NDF.USD.PEN.2M.S.B	NDF.USD.PEN.2M.S.B	3.3849	3.3849	3.3849	3.3849	1	20000000
2019-08-23	CU	NDF.USD.PEN.TOM.S.B	NDF.USD.PEN.TOM.S.B	3.3743	3.3743	3.3743	3.3743	2	38800000
2019-08-23	CU	NDF.USD.PHP.12M.S.B	NDF.USD.PHP.12M.S.B	53.3	53.3	53.3	53.3	2	15000000
2019-08-23	CU	NDF.USD.PHP.1D.FWD.1M.S.B	NDF.USD.PHP.1D.FWD.1M.S.B	52.46	52.46	52.46	52.46	1	13000000
2019-08-23	CU	NDF.USD.PHP.2Y.S.B	NDF.USD.PHP.2Y.S.B	54.1	54.1	54.1	54.1	2	15000000
2019-08-23	CU	NDF.USD.PHP.TOM.S.B	NDF.USD.PHP.TOM.S.B	52.39	52.39	52.39	52.39	1	13000000
2019-08-23	CU	NDF.USD.RUB.8D.S.B	NDF.USD.RUB.8D.S.B	65.81	65.81	65.79	65.79	2	3000000
2019-08-23	CU	NDF.USD.RUB.IM1.S.B	NDF.USD.RUB.IM1.S.B	66.205	66.205	66.205	66.205	1	2000000
2019-08-23	CU	NDF.USD.TWD.1D.FWD.1M.S.B	NDF.USD.TWD.1D.FWD.1M.S.B	31.325	31.325	31.32	31.32	2	150000000
2019-08-23	CU	NDF.USD.TWD.1D.FWD.2D.S.B	NDF.USD.TWD.1D.FWD.2D.S.B	31.39	31.39	31.39	31.39	1	50000000
2019-08-23	CU	NDF.USD.TWD.1M.S.B	NDF.USD.TWD.1M.S.B	31.33	31.39	31.33	31.39	3	50000000
2019-08-23	CU	NDF.USD.TWD.1W.S.B	NDF.USD.TWD.1W.S.B	31.416	31.416	31.416	31.416	1	15000000
2019-08-23	CU	NDF.USD.TWD.2M.S.B	NDF.USD.TWD.2M.S.B	31.275	31.275	31.275	31.275	1	30000000
2019-08-23	CU	NDF.USD.TWD.3D.S.B	NDF.USD.TWD.3D.S.B	31.383	31.383	31.383	31.383	1	100000000
2019-08-23	CU	NDF_USD_ARS_1M	NDF_USD_ARS Maturing on 2019-09-27					12	28000000
2019-08-23	CU	NDF_USD_ARS_6D	NDF_USD_ARS Maturing on 2019-08-29					1	3500000
2019-08-23	CU	NDF_USD_ARS_7D	NDF_USD_ARS Maturing on 2019-08-30					1	3500000
2019-08-23	CU	NDF_USD_BRL_12D	NDF_USD_BRL Maturing on 2019-09-04					60	948000000
2019-08-23	CU	NDF_USD_BRL_1M	NDF_USD_BRL Maturing on 2019-10-02					7	657000000
2019-08-23	CU	NDF_USD_BRL_2M	NDF_USD_BRL Maturing on 2019-11-04					1	25000000
2019-08-23	CU	NDF_USD_BRL_40M	NDF_USD_BRL Maturing on 2023-01-04					2	9000000
2019-08-23	CU	NDF_USD_BRL_4D	NDF_USD_BRL Maturing on 2019-08-27					8	84000000
2019-08-23	CU	NDF_USD_BRL_5D	NDF_USD_BRL Maturing on 2019-08-28					3	60000000
2019-08-23	CU	NDF_USD_BRL_6D	NDF_USD_BRL Maturing on 2019-08-29					1	14000000
2019-08-23	CU	NDF_USD_BRL_7D	NDF_USD_BRL Maturing on 2019-08-30					1	40000000
2019-08-23	CU	NDF_USD_CLP_11D	NDF_USD_CLP Maturing on 2019-09-03					1	65000000
2019-08-23	CU	NDF_USD_CLP_14D	NDF_USD_CLP Maturing on 2019-09-06					1	15000000
2019-08-23	CU	NDF_USD_CLP_1M	NDF_USD_CLP Maturing on 2019-09-27					174	587000000
2019-08-23	CU	NDF_USD_CLP_20D	NDF_USD_CLP Maturing on 2019-09-12					2	80000000
2019-08-23	CU	NDF_USD_CLP_3M	NDF_USD_CLP Maturing on 2019-11-27					5	130000000
2019-08-23	CU	NDF_USD_CLP_4D	NDF_USD_CLP Maturing on 2019-08-27					6	48000000
2019-08-23	CU	NDF_USD_CLP_5D	NDF_USD_CLP Maturing on 2019-08-28					6	29000000
2019-08-23	CU	NDF_USD_CLP_6D	NDF_USD_CLP Maturing on 2019-08-29					2	12000000
2019-08-23	CU	NDF_USD_CLP_7D	NDF_USD_CLP Maturing on 2019-08-30					1	80000000
2019-08-23	CU	NDF_USD_CNY_1M	NDF_USD_CNY Maturing on 2019-09-27					3	37000000
2019-08-23	CU	NDF_USD_CNY_5D	NDF_USD_CNY Maturing on 2019-08-28					1	3000000
2019-08-23	CU	NDF_USD_COP_11D	NDF_USD_COP Maturing on 2019-09-03					7	263000000
2019-08-23	CU	NDF_USD_COP_1M	NDF_USD_COP Maturing on 2019-09-27					130	796500000
2019-08-23	CU	NDF_USD_COP_2M	NDF_USD_COP Maturing on 2019-10-28					4	80000000
2019-08-23	CU	NDF_USD_COP_3M	NDF_USD_COP Maturing on 2019-11-27					2	20000000
2019-08-23	CU	NDF_USD_COP_4D	NDF_USD_COP Maturing on 2019-08-27					11	42000000
2019-08-23	CU	NDF_USD_COP_5D	NDF_USD_COP Maturing on 2019-08-28					5	40000000
2019-08-23	CU	NDF_USD_COP_6M	NDF_USD_COP Maturing on 2020-02-27					1	10000000
2019-08-23	CU	NDF_USD_COP_7D	NDF_USD_COP Maturing on 2019-08-30					2	20000000
2019-08-23	CU	NDF_USD_IDR_1M	NDF_USD_IDR Maturing on 2019-09-27					3	25000000
2019-08-23	CU	NDF_USD_IDR_3M	NDF_USD_IDR Maturing on 2019-11-27					1	5000000
2019-08-23	CU	NDF_USD_IDR_5D	NDF_USD_IDR Maturing on 2019-08-28					3	40000000
2019-08-23	CU	NDF_USD_INR_1M	NDF_USD_INR Maturing on 2019-09-30					3	55000000
2019-08-23	CU	NDF_USD_INR_5D	NDF_USD_INR Maturing on 2019-08-28					4	105000000
2019-08-23	CU	NDF_USD_INR_7D	NDF_USD_INR Maturing on 2019-08-30					1	43000000
2019-08-23	CU	NDF_USD_KRW_1M	NDF_USD_KRW Maturing on 2019-09-30					8	161000000
2019-08-23	CU	NDF_USD_KRW_26D	NDF_USD_KRW Maturing on 2019-09-18					2	130000000
2019-08-23	CU	NDF_USD_KRW_3M	NDF_USD_KRW Maturing on 2019-12-18					2	130000000
2019-08-23	CU	NDF_USD_KRW_5D	NDF_USD_KRW Maturing on 2019-08-28					7	158000000
2019-08-23	CU	NDF_USD_PEN_14D	NDF_USD_PEN Maturing on 2019-09-06					2	30000000
2019-08-23	CU	NDF_USD_PEN_18D	NDF_USD_PEN Maturing on 2019-09-10					1	9000000
2019-08-23	CU	NDF_USD_PEN_1M	NDF_USD_PEN Maturing on 2019-09-27					60	381000000
2019-08-23	CU	NDF_USD_PEN_4D	NDF_USD_PEN Maturing on 2019-08-27					3	27000000
2019-08-23	CU	NDF_USD_PEN_5D	NDF_USD_PEN Maturing on 2019-08-28					20	238000000
2019-08-23	CU	NDF_USD_PHP_11D	NDF_USD_PHP Maturing on 2019-09-03					1	4000000
2019-08-23	CU	NDF_USD_PHP_12M	NDF_USD_PHP Maturing on 2020-08-27					1	10000000
2019-08-23	CU	NDF_USD_PHP_1M	NDF_USD_PHP Maturing on 2019-09-30					6	93000000
2019-08-23	CU	NDF_USD_PHP_5D	NDF_USD_PHP Maturing on 2019-08-28					4	85000000
2019-08-23	CU	NDF_USD_PHP_6D	NDF_USD_PHP Maturing on 2019-08-29					1	5000000
2019-08-23	CU	NDF_USD_TWD_11D	NDF_USD_TWD Maturing on 2019-09-03					1	10000000
2019-08-23	CU	NDF_USD_TWD_1M	NDF_USD_TWD Maturing on 2019-09-30					19	291000000
2019-08-23	CU	NDF_USD_TWD_5D	NDF_USD_TWD Maturing on 2019-08-28					16	231000000
2019-08-23	CU	NDF_USD_TWD_7D	NDF_USD_TWD Maturing on 2019-08-30					1	20000000
2019-08-23	CU	USDCNY20190906-R17102	Non Deliverable Forward Chinese Renminbi - Value Date 2019-09-06	7.07444	7.07444	7.07444	7.07444	2	35000000
2019-08-23	CU	USDCNY20190909-R17102	Non Deliverable Forward Chinese Renminbi - Value Date 2019-09-09	7.07638	7.07638	7.07638	7.07638	2	25000000
2019-08-23	CU	USDCNY20190918-R17102	Non Deliverable Forward Chinese Renminbi - Value Date 2019-09-18	7.08219	7.08219	7.08219	7.08219	1	2000000
2019-08-23	CU	USDCNY20190919-R17102	Non Deliverable Forward Chinese Renminbi - Value Date 2019-09-19	7.08283	7.08283	7.08283	7.08283	1	14000000
2019-08-23	CU	USDCNY20190927-R17102	Non Deliverable Forward Chinese Renminbi - Value Date 2019-09-27	7.08800	7.08800	7.08800	7.08800	1	49000000
2019-08-23	CU	USDCNY20191008-R17102	Non Deliverable Forward Chinese Renminbi - Value Date 2019-10-08	7.09180	7.09180	7.09180	7.09180	1	5000000
2019-08-23	CU	USDCNY20191009-R17102	Non Deliverable Forward Chinese Renminbi - Value Date 2019-10-09	7.09214	7.09214	7.09214	7.09214	2	6000000
2019-08-23	CU	USDIDR20190828-R17103	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-08-28	14210.860	14210.860	14210.860	14210.860	1	1000000
2019-08-23	CU	USDIDR20190829-R17103	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-08-29	14211.710	14211.710	14211.710	14211.710	3	16000000
2019-08-23	CU	USDIDR20190830-R17103	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-08-30	14212.570	14212.570	14212.570	14212.570	1	10000000
2019-08-23	CU	USDIDR20190903-R17103	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-09-03	14216.000	14216.000	14216.000	14216.000	1	1000000
2019-08-23	CU	USDIDR20190905-R17103	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-09-05	14220.740	14220.740	14220.740	14220.740	1	2000000
2019-08-23	CU	USDIDR20190916-R17103	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-09-16	14246.850	14246.850	14246.850	14246.850	1	3000000
2019-08-23	CU	USDIDR20190917-R17103	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-09-17	14249.220	14249.220	14249.220	14249.220	2	10000000
2019-08-23	CU	USDIDR20190918-R17103	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-09-18	14251.600	14251.600	14251.600	14251.600	1	1000000
2019-08-23	CU	USDIDR20190923-R17103	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-09-23	14263.480	14263.480	14263.480	14263.480	3	50000000
2019-08-23	CU	USDIDR20190925-R17103	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-09-25	14268.240	14268.240	14268.240	14268.240	1	26000000
2019-08-23	CU	USDIDR20190927-R17103	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-09-27	14273.000	14273.000	14273.000	14273.000	1	8000000
2019-08-23	CU	USDIDR20190930-R17103	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-09-30	14279.950	14279.950	14279.950	14279.950	1	11000000
2019-08-23	CU	USDINR20190829-R17104	Non Deliverable Forward Indian Rupee - Value Date 2019-08-29	71.6668	71.6668	71.6668	71.6668	1	8000000
2019-08-23	CU	USDINR20190911-R17104	Non Deliverable Forward Indian Rupee - Value Date 2019-09-11	71.8166	71.8166	71.8166	71.8166	1	8000000
2019-08-23	CU	USDINR20190918-R17104	Non Deliverable Forward Indian Rupee - Value Date 2019-09-18	71.8889	71.8889	71.8889	71.8889	1	1000000
2019-08-23	CU	USDINR20190923-R17104	Non Deliverable Forward Indian Rupee - Value Date 2019-09-23	71.9406	71.9406	71.9406	71.9406	1	9000000
2019-08-23	CU	USDINR20190926-R17104	Non Deliverable Forward Indian Rupee - Value Date 2019-09-26	71.9717	71.9717	71.9717	71.9717	1	10000000
2019-08-23	CU	USDKRW20190828-R17105	Non Deliverable Forward South Korean Won - Value Date 2019-08-28	1210.717	1210.717	1210.717	1210.717	1	9000000
2019-08-23	CU	USDKRW20190906-R17105	Non Deliverable Forward South Korean Won - Value Date 2019-09-06	1210.434	1210.434	1210.434	1210.434	1	9000000
2019-08-23	CU	USDKRW20191004-R17105	Non Deliverable Forward South Korean Won - Value Date 2019-10-04	1209.563	1209.563	1209.563	1209.563	1	1000000
2019-08-23	CU	USDKRW20191007-R17105	Non Deliverable Forward South Korean Won - Value Date 2019-10-07	1209.449	1209.449	1209.449	1209.449	1	1000000
2019-08-23	CU	USDTWD20190830-R17106	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-08-30	31.3401	31.3401	31.3401	31.3401	2	10000000
2019-08-23	CU	USDTWD20190903-R17106	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-09-03	31.3270	31.3270	31.3270	31.3270	1	1000000
2019-08-23	CU	USDTWD20190906-R17106	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-09-06	31.3206	31.3206	31.3206	31.3206	1	4000000
2019-08-23	CU	USDTWD20190909-R17106	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-09-09	31.3142	31.3142	31.3142	31.3142	1	4000000
2019-08-23	CU	USDTWD20190910-R17106	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-09-10	31.3121	31.3121	31.3121	31.3121	1	3000000
2019-08-23	CU	USDTWD20190916-R17106	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-09-16	31.2994	31.2994	31.2994	31.2994	2	5000000
2019-08-23	CU	USDTWD20190917-R17106	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-09-17	31.2972	31.2972	31.2972	31.2972	1	4000000
2019-08-23	CU	USDTWD20190918-R17106	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-09-18	31.2951	31.2951	31.2951	31.2951	3	22000000
2019-08-23	CU	USDTWD20190920-R17106	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-09-20	31.2909	31.2909	31.2909	31.2909	1	1000000
2019-08-23	CU	USDTWD20190923-R17106	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-09-23	31.2845	31.2845	31.2845	31.2845	2	29000000
2019-08-23	IR	10Y EUR IRS Outright (EUR.10Y.3M.ACT.ACT)	EUR.10Y.3M.ACT.ACT	-0.00263	-0.00263	-0.00263	-0.00263	1	80000000
2019-08-23	IR	10Y EUR OIS Outright (EUR.10Y.EONIA.OIS)	EUR.10Y.EONIA.OIS	-0.003915	-0.003915	-0.003915	-0.003915	1	80000000
2019-08-23	IR	10Y UKRPI Outright	10Y UKRPI Outright	0.03725	0.03725	0.03725	0.03725	1	25000000
2019-08-23	IR	15Y JPY IRS Outright (JPY.15Y.6M)	JPY.15Y.6M	0.000525	0.000525	0.000525	0.000525	1	2000000000
2019-08-23	IR	1Y_BY_3M_USD-LIBOR_D0_Straddle	1Y_BY_3M_USD-LIBOR_D0_Straddle	0.0054	0.0115	0.0054	0.0115	4	1100000000
2019-08-23	IR	1Y_BY_6M_EUR-EURIBOR_D0_Straddle	1Y_BY_6M_EUR-EURIBOR_D0_Straddle	0.0147	0.0149	0.0147	0.0149	3	250000000
2019-08-23	IR	2Y ANN/6s HUF IRS	2Y ANN/6s HUF IRS	0.0041	0.0041	0.004	0.004	4	29900000000
2019-08-23	IR	2Y_BY_6M_EUR-EURIBOR_D0_Straddle	2Y_BY_6M_EUR-EURIBOR_D0_Straddle	0.0553	0.0553	0.0553	0.0553	1	25000000
2019-08-23	IR	3M_BY_6M_EUR-EURIBOR_D0_Straddle	3M_BY_6M_EUR-EURIBOR_D0_Straddle	0.0223	0.0223	0.0223	0.0223	1	25000000
2019-08-23	IR	3Y_BY_3M_USD-LIBOR_D0_Payer	3Y_BY_3M_USD-LIBOR_D0_Payer	0.0025	0.0046	0.0025	0.0046	2	3300000000
2019-08-23	IR	3Y_BY_3M_USD-LIBOR_D0_Receiver	3Y_BY_3M_USD-LIBOR_D0_Receiver	0.00255	0.0046	0.00255	0.0046	2	3300000000
2019-08-23	IR	3Y_BY_3M_USD-LIBOR_D0_Straddle	3Y_BY_3M_USD-LIBOR_D0_Straddle	0.1482	0.1482	0.1482	0.1482	1	50000000
2019-08-23	IR	5M JPY OIS Outright (JPY.5M.TONAT.OIS)	JPY.5M.TONAT.OIS	-0.001225	-0.001225	-0.001225	-0.001225	1	60000000000
2019-08-23	IR	5Y ANN/6s HUF IRS	5Y ANN/6s HUF IRS	0.0075	0.0075	0.0075	0.0075	1	3000000000
2019-08-23	IR	5Y UKRPI Outright	5Y UKRPI Outright	0.03765	0.03765	0.03765	0.03765	1	58400000
2019-08-23	IR	7Y_BY_3M_USD-LIBOR_D0_Straddle	7Y_BY_3M_USD-LIBOR_D0_Straddle	0.2166	0.2166	0.2166	0.2166	1	50000000
2019-08-23	IR	AUD.10Y.3M.XCCY.BSX	AUD.10Y.3M.XCCY.BSX	0.0033625	0.0033625	0.0033625	0.0033625	2	29000000
2019-08-23	IR	AUD.10Y.6M.SEP19.EFP	AUD.10Y.6M.SEP19.EFP	0.011275	0.0114375	0.011275	0.0114375	1	26000000
2019-08-23	IR	AUD.10Y.AONIA/AUDBBR	AUD.10Y.AONIA/AUDBBR	0.0026875	0.0026875	0.0026875	0.0026875	1	40000000
2019-08-23	IR	AUD.12Y.3M.XCCY.BSX	AUD.12Y.3M.XCCY.BSX	0.0037	0.0037	0.003696	0.003696	2	25000000
2019-08-23	IR	AUD.3M.3M.SEP19.EFP.IMM	AUD.3M.3M.SEP19.EFP.IMM	0.009575	0.009575	0.009575	0.009575	2	3400000000
2019-08-23	IR	AUD.3Y.3M.SEP19.EFP	AUD.3Y.3M.SEP19.EFP	0.0072875	0.0074375	0.0072375	0.0074375	1	84000000
2019-08-23	IR	AUD.91D.DEC19.OIF	AUD.91D.DEC19.OIF	0.00595	0.00595	0.00595	0.00595	1	1495000000
2019-08-23	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X40	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X40					1	619000000
2019-08-23	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X64	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X64					1	442000000
2019-08-23	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X88	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X88					1	204000000
2019-08-23	IR	CAD.BOC.OIS.APR20	CAD.BOC.OIS.APR20	0.01355	0.01355	0.01355	0.01355	2	2000000000
2019-08-23	IR	CAD.BOC.OIS.MAR20	CAD.BOC.OIS.MAR20	0.01385	0.01385	0.01385	0.01385	2	2330000000
2019-08-23	IR	CAD.BOC.OIS.OCT19	CAD.BOC.OIS.OCT19	0.0157	0.0157	0.0157	0.0157	1	2000000000
2019-08-23	IR	CAD.BOC.OIS.SEP19	CAD.BOC.OIS.SEP19	0.017075	0.017075	0.017075	0.017075	1	2000000000
2019-08-23	IR	CAD_OIS_CANADA OIS_0X3	CAD_OIS_CANADA OIS_0X3					1	500000000
2019-08-23	IR	CAD_OIS_CANADA OIS_2X3	CAD_OIS_CANADA OIS_2X3					2	2000000000
2019-08-23	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120					1	2000000000
2019-08-23	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18					4	52200000000
2019-08-23	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24					4	38000000000
2019-08-23	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48					2	46400000000
2019-08-23	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60					1	14800000000
2019-08-23	IR	CLP_NDS_6M_USD_TNA_0X96	CLP_NDS_6M_USD_TNA_0X96					2	6400000000
2019-08-23	IR	CME_MXN_IRS_28M_MXN_TIIE_0X119	CME_MXN_IRS_28M_MXN_TIIE_0X119					3	455000000
2019-08-23	IR	CME_MXN_IRS_28M_MXN_TIIE_0X12	CME_MXN_IRS_28M_MXN_TIIE_0X12					9	12090000000
2019-08-23	IR	CME_MXN_IRS_28M_MXN_TIIE_0X143	CME_MXN_IRS_28M_MXN_TIIE_0X143					1	230000000
2019-08-23	IR	CME_MXN_IRS_28M_MXN_TIIE_0X2	CME_MXN_IRS_28M_MXN_TIIE_0X2					2	12925000000
2019-08-23	IR	CME_MXN_IRS_28M_MXN_TIIE_0X24	CME_MXN_IRS_28M_MXN_TIIE_0X24					13	8250000000
2019-08-23	IR	CME_MXN_IRS_28M_MXN_TIIE_0X35	CME_MXN_IRS_28M_MXN_TIIE_0X35					11	2495000000
2019-08-23	IR	CME_MXN_IRS_28M_MXN_TIIE_0X47	CME_MXN_IRS_28M_MXN_TIIE_0X47					4	1115000000
2019-08-23	IR	CME_MXN_IRS_28M_MXN_TIIE_0X5	CME_MXN_IRS_28M_MXN_TIIE_0X5					7	18520000000
2019-08-23	IR	CME_MXN_IRS_28M_MXN_TIIE_0X59	CME_MXN_IRS_28M_MXN_TIIE_0X59					6	1600000000
2019-08-23	IR	CME_MXN_IRS_28M_MXN_TIIE_0X8	CME_MXN_IRS_28M_MXN_TIIE_0X8					5	14430000000
2019-08-23	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12					2	140000000000
2019-08-23	IR	COP_NOIS_IBR__0X120	COP_NOIS_IBR__0X120					7	86000000000
2019-08-23	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24					4	161000000000
2019-08-23	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60					3	92000000000
2019-08-23	IR	COP_NOIS_IBR__0X84	COP_NOIS_IBR__0X84					5	100000000000
2019-08-23	IR	COP_NOIS_IBR__0X9	COP_NOIS_IBR__0X9					2	186000000000
2019-08-23	IR	DEC19.CAD.3M.CORRA/CDOR	DEC19.CAD.3M.CORRA/CDOR	0.0036	0.0036	0.0036	0.0036	1	2000000000
2019-08-23	IR	GBP.10Y.6M.S.LL	GBP.10Y.6M.S.LL	0.007282	0.007282	0.007282	0.007282	1	25000000
2019-08-23	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X6	IRS_AUD_3MBBSW_USD_3MUSDL_0X6					2	400000000
2019-08-23	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X60	IRS_AUD_3MBBSW_USD_3MUSDL_0X60					1	100000000
2019-08-23	IR	IRS_CAD_CAD-_CAD_3MCADB_3X6	IRS_CAD_CAD-_CAD_3MCADB_3X6					2	2000000000
2019-08-23	IR	IRS_CLF_6MUF_CLP_CAMA_0X120	IRS_CLF_6MUF_CLP_CAMA_0X120					1	100000
2019-08-23	IR	IRS_CLF_6MUF_CLP_CAMA_0X48	IRS_CLF_6MUF_CLP_CAMA_0X48					1	1245000
2019-08-23	IR	IRS_CLF_6MUF_CLP_CAMA_0X60	IRS_CLF_6MUF_CLP_CAMA_0X60					1	498000
2019-08-23	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X12	IRS_NZD_3MBKBM_USD_3MUSDL_0X12					1	338500000
2019-08-23	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X24	IRS_NZD_3MBKBM_USD_3MUSDL_0X24					2	566000000
2019-08-23	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X60	IRS_NZD_3MBKBM_USD_3MUSDL_0X60					1	160000000
2019-08-23	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X84	IRS_NZD_3MBKBM_USD_3MUSDL_0X84					1	50000000
2019-08-23	IR	JPY.1Y.3M.XCCY.BSX	JPY.1Y.3M.XCCY.BSX	-0.003475	-0.003475	-0.0035	-0.0035	2	40000000000
2019-08-23	IR	JPY.6M.3M.XCCY.BSX	JPY.6M.3M.XCCY.BSX	-0.003875	-0.003875	-0.0039	-0.0039	2	80000000000
2019-08-23	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X36	LCH_AUD_IRS_3M_AUD_BBSW_0X36					2	131000000
2019-08-23	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120					1	25000000
2019-08-23	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X60	LCH_AUD_IRS_6M_AUD_BBSW_0X60					1	30000000
2019-08-23	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X84	LCH_AUD_IRS_6M_AUD_BBSW_0X84					1	100000000
2019-08-23	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X120	LCH_CAD_IRS_3M_CAD_CDOR_0X120					1	111500000
2019-08-23	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X300	LCH_CAD_IRS_3M_CAD_CDOR_0X300					1	50000000
2019-08-23	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X24	LCH_CZK_IRS_6M_CZK_PRIBOR_0X24					1	585000000
2019-08-23	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X108	LCH_NZD_IRS_3M_NZD_BKBM_0X108					1	27500000
2019-08-23	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X120	LCH_NZD_IRS_3M_NZD_BKBM_0X120					1	25000000
2019-08-23	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X24	LCH_NZD_IRS_3M_NZD_BKBM_0X24					2	246500000
2019-08-23	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X60	LCH_NZD_IRS_3M_NZD_BKBM_0X60					2	100000000
2019-08-23	IR	MAR20.CAD.3M.CORRA/CDOR	MAR20.CAD.3M.CORRA/CDOR	0.003325	0.003325	0.003325	0.003325	1	2000000000
2019-08-23	IR	MXN.26*1.TIIE.28D.S.CC	MXN.26*1.TIIE.28D.S.CC	0.0703	0.0703	0.07025	0.07025	2	1415000000
2019-08-23	IR	MXN.65*1.TIIE.28D.S.CC	MXN.65*1.TIIE.28D.S.CC	0.0667	0.0667	0.0667	0.0667	2	370000000
2019-08-23	IR	NZD.2Y.6M.3M	NZD.2Y.6M.3M	0.009725	0.009725	0.009725	0.009725	1	112000000
2019-08-23	IR	NZD.3Y.6M.3M	NZD.3Y.6M.3M	0.00955	0.00955	0.00955	0.00955	1	75000000
2019-08-23	IR	PEN.2Y.SB.6M.S.B	PEN.2Y.SB.6M.S.B	0.0345	0.0345	0.0345	0.0345	1	5000000
2019-08-23	IR	SOPT_STRADDLE_E_AUD_6MBBSW_1 X 60_.86875	SOPT_STRADDLE_E_AUD_6MBBSW_1 X 60_0.86875					1	75000000
2019-08-23	IR	SOPT_STRADDLE_E_USD_3MLIBOR_6 X 120_1.4	SOPT_STRADDLE_E_USD_3MLIBOR_6 X 120_1.4					1	50000000
2019-08-23	IR	SOPT_STRADDLE_E_USD_3MLIBOR_6 X 120_1.4025	SOPT_STRADDLE_E_USD_3MLIBOR_6 X 120_1.4025					1	100000000
2019-08-23	IR	SOPT_STRADDLE_E_USD_3MLIBOR_6 X 120_1.41625	SOPT_STRADDLE_E_USD_3MLIBOR_6 X 120_1.41625					3	250000000
2019-08-23	IR	SOPT_STRADDLE_E_USD_3MLIBOR_6 X 120_1.42	SOPT_STRADDLE_E_USD_3MLIBOR_6 X 120_1.42000					1	25000000
2019-08-23	IR	TWD_NDS_3M_USD_TAIBOR_0X48	TWD_NDS_3M_USD_TAIBOR_0X48					1	1000000000
2019-08-23	IR	USD 1Y 2Y 3M LIBOR Str 0.0134	USD 3M LIBOR	0.0062	0.0062	0.0062	0.0062	1	500000000
2019-08-23	IR	USD.10Y.1M/3M	USD.10Y.1M/3M	0.000975	0.000975	0.000963	0.000963	2	100000000
2019-08-23	IR	USD.10Y.SB.3M	USD.10Y.SB.3M	0.015196	0.015196	0.014324	0.014324	10	625000000
2019-08-23	IR	USD.12Y.SB.3M	USD.12Y.SB.3M	0.01605	0.01605	0.01605	0.01605	1	31000000
2019-08-23	IR	USD.15Y.SB.3M	USD.15Y.SB.3M	0.0166	0.0166	0.0166	0.0166	1	50000000
2019-08-23	IR	USD.18M.FF/3M.S.LL	USD.18M.FF/3M.S.LL	0.002812	0.002812	0.002812	0.002812	1	201000000
2019-08-23	IR	USD.1Y.FF/3M.S.LL	USD.1Y.FF/3M.S.LL	0.002775	0.002887	0.002775	0.002887	5	2180000000
2019-08-23	IR	USD.20Y.1M/3M	USD.20Y.1M/3M	0.000963	0.000963	0.000963	0.000963	1	100000000
2019-08-23	IR	USD.20Y.FF/3M.S.LL	USD.20Y.FF/3M.S.LL	0.002312	0.002312	0.002312	0.002312	1	50000000
2019-08-23	IR	USD.20Y.SB.3M	USD.20Y.SB.3M	0.0172	0.0172	0.01575	0.01575	2	140000000
2019-08-23	IR	USD.25Y.SB.3M	USD.25Y.SB.3M	0.015975	0.015975	0.015975	0.015975	1	200000000
2019-08-23	IR	USD.2Y.1M/3M	USD.2Y.1M/3M	0.0013	0.001313	0.0013	0.001313	5	1481000000
2019-08-23	IR	USD.2Y.FF/3M.S.LL	USD.2Y.FF/3M.S.LL	0.002725	0.002725	0.002725	0.002725	1	150000000
2019-08-23	IR	USD.2Y.SB.3M	USD.2Y.SB.3M	0.016237	0.016262	0.016237	0.016237	4	650000000
2019-08-23	IR	USD.30Y.SB.3M	USD.30Y.SB.3M	0.016056	0.016171	0.016056	0.016171	2	111000000
2019-08-23	IR	USD.3M.1M/3M.OCT19	USD.3M.1M/3M.OCT19	0.00195	0.00195	0.00195	0.00195	2	3000000000
2019-08-23	IR	USD.3M.1M/3M.SEP19	USD.3M.1M/3M.SEP19	0.001775	0.001775	0.001737	0.001737	3	6000000000
2019-08-23	IR	USD.3M.AM.1M	USD.3M.AM.1M	0.019563	0.019563	0.019563	0.019563	1	1600000000
2019-08-23	IR	USD.3M.OIS	USD.3M.OIS	0.019013	0.019013	0.019013	0.019013	1	1000000000
2019-08-23	IR	USD.3M.OIS.OCT19	USD.3M.OIS.OCT19	0.016925	0.016925	0.016925	0.016925	1	1000000000
2019-08-23	IR	USD.3M.OIS.SEP19	USD.3M.OIS.SEP19	0.0173	0.0173	0.0173	0.0173	1	2000000000
2019-08-23	IR	USD.3Y.1M/3M	USD.3Y.1M/3M	0.001162	0.001175	0.00115	0.00115	6	1704000000
2019-08-23	IR	USD.3Y.3M/6M	USD.3Y.3M/6M	0.000638	0.00075	0.000638	0.00075	2	235000000
2019-08-23	IR	USD.3Y.FF/3M.S.LL	USD.3Y.FF/3M.S.LL	0.002563	0.002563	0.002563	0.002563	1	150000000
2019-08-23	IR	USD.4Y.1M/3M	USD.4Y.1M/3M	0.0011	0.0011	0.0011	0.0011	1	250000000
2019-08-23	IR	USD.5Y-5Y.1M/3M	USD.5Y-5Y.1M/3M	0.000913	0.000913	0.000913	0.000913	2	150000000
2019-08-23	IR	USD.5Y.1M/3M	USD.5Y.1M/3M	0.00105	0.00105	0.001012	0.001025	16	2775000000
2019-08-23	IR	USD.5Y.3M/6M	USD.5Y.3M/6M	0.00075	0.0008	0.00075	0.0008	1	79000000
2019-08-23	IR	USD.5Y.FF/3M.S.LL	USD.5Y.FF/3M.S.LL	0.002537	0.002537	0.002537	0.002537	1	50000000
2019-08-23	IR	USD.5Y.SB.3M	USD.5Y.SB.3M	0.014229	0.014229	0.01346	0.013616	10	1376000000
2019-08-23	IR	USD.6M.AM.1M	USD.6M.AM.1M	0.0178	0.0178	0.0178	0.0178	1	800000000
2019-08-23	IR	USD.6M.OIS	USD.6M.OIS	0.017438	0.017438	0.01687	0.01687	2	1130000000
2019-08-23	IR	USD.6Y.3M/6M	USD.6Y.3M/6M	0.0008	0.0008	0.0008	0.0008	3	250000000
2019-08-23	IR	USD.7Y.1M/3M	USD.7Y.1M/3M	0.001025	0.001025	0.001012	0.001012	3	527000000
2019-08-23	IR	USD.8Y.3M/6M	USD.8Y.3M/6M	0.000875	0.000875	0.000875	0.000875	1	50000000
2019-08-23	IR	USD.9M.FF/3M.S.LL	USD.9M.FF/3M.S.LL	0.002988	0.002988	0.002988	0.002988	1	330000000
2019-08-23	IR	USD.9Y.1M/3M	USD.9Y.1M/3M	0.000988	0.000988	0.000988	0.000988	2	200000000
2019-08-23	IR	USD.FRA.1M.02D	USD.FRA.1M.02D	0.0211	0.0211	0.0211	0.0211	1	1000000000
2019-08-23	IR	USD.FRA.3M.02D	USD.FRA.3M.02D	0.0211	0.0211	0.0211	0.0211	1	1000000000
2019-08-23	IR	USD.FRA.3M.OCT19	USD.FRA.3M.OCT19	0.02	0.02	0.02	0.02	1	1000000000
2019-08-23	IR	USD.FRA.3M.SEP19	USD.FRA.3M.SEP19	0.02015	0.02015	0.02015	0.02015	1	2000000000