tpSEF

Daily Activity Summary for tpSEF Inc.

Batch Date	Asset Class	Tradeable Instrument	Description	Opening Price	Trade High	TradeLow	Closing Price	Num of Trades	Total Notional Value
2020-04-07	CD	295523	IG33 5Y - SEF	111.2	111.2	111.2	111.2	1	110000000
2020-04-07	CD	316850	IG34 5Y - SEF	112.05	112.75	112.05	112.75	3	175000000
2020-04-07	CD	316870	CDXEM 33 - SEF	88.5	88.9	88.5	88.88	4	40000000
2020-04-07	CD	317562	HY34 5Y - SEF	92.28	92.6	92.28	92.47	11	130000000
2020-04-07	CD	CDX.EM.32.V1_60M	CDX.EM.32.V1_60M	0.8915	0.8915	0.8869	0.8869	3	50000000
2020-04-07	CD	CDX.EM.33.V1_60M	CDX.EM.33.V1_60M	0.8915	0.8935	0.887	0.887	13	140000000
2020-04-07	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	5.1814	5.2384	5.1814	5.2156	12	101500000
2020-04-07	CU	0D_NDF_USD_CLP_NDF	0D_NDF_USD_CLP_NDF	834.6	834.6	834.6	834.6	3	18000000
2020-04-07	CU	0D_NDF_USD_CNY_NDF	0D_NDF_USD_CNY_NDF	7.0445	7.0445	7.0435	7.0435	2	29000000
2020-04-07	CU	0D_NDF_USD_IDR_NDF	0D_NDF_USD_IDR_NDF	16230.0	16230.0	16100.0	16100.0	3	28000000
2020-04-07	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	75.67	75.67	75.54	75.55	8	148800000
2020-04-07	CU	0D_NDF_USD_KRW_NDF	0D_NDF_USD_KRW_NDF	1214.3	1214.3	1210.0	1212.05	5	99000000
2020-04-07	CU	10D_USD_SGD_A_FXO_-0.3466_FXO	10D_USD_SGD_A_FXO_-0.3466_FXO	0.2698947	0.2698947	0.2698947	0.2698947	2	80000000
2020-04-07	CU	10D_USD_SGD_A_FXO_0.2464_FXO	10D_USD_SGD_A_FXO_0.2464_FXO	0.1993487	0.1993487	0.1993487	0.1993487	2	80000000
2020-04-07	CU	13D_USD_SGD_A_FXO_-0.5024_FXO	13D_USD_SGD_A_FXO_-0.5024_FXO	0.4705576	0.4705576	0.4705576	0.4705576	1	15000000
2020-04-07	CU	13D_USD_SGD_A_FXO_0.4976_FXO	13D_USD_SGD_A_FXO_0.4976_FXO	0.4705576	0.4705576	0.4705576	0.4705576	1	15000000
2020-04-07	CU	153D_NDF_USD_KRW_NDF	153D_NDF_USD_KRW_NDF	1205.35	1205.35	1205.35	1205.35	1	50000000
2020-04-07	CU	16D_EUR_SEK_A_FXO_-0.2669_FXO	16D_EUR_SEK_A_FXO_-0.2669_FXO	0.2878669	0.2878669	0.2878669	0.2878669	1	20000000
2020-04-07	CU	16D_USD_JPY_A_FXO_0.376_FXO	16D_USD_JPY_A_FXO_0.376_FXO	0.4674301	0.4674301	0.4674301	0.4674301	1	20000000
2020-04-07	CU	176D_EUR_USD_B_FXO_0.2989_FXO	176D_EUR_USD_B_FXO_0.2989_FXO	1.158481	1.158481	1.158481	1.158481	1	200000000
2020-04-07	CU	176D_EUR_USD_B_FXO_0.3055_FXO	176D_EUR_USD_B_FXO_0.3055_FXO	1.194746	1.194746	1.194746	1.194746	1	250000000
2020-04-07	CU	176D_EUR_USD_B_FXO_0.3128_FXO	176D_EUR_USD_B_FXO_0.3128_FXO	1.220805	1.220805	1.220805	1.220805	1	100000000
2020-04-07	CU	17D_USD_CAD_A_FXO_0.3798_FXO	17D_USD_CAD_A_FXO_0.3798_FXO	0.6838542	0.6838542	0.6838542	0.6838542	1	50000000
2020-04-07	CU	183D_NDF_USD_INR_NDF	183D_NDF_USD_INR_NDF	78.55	78.55	78.55	78.55	2	35000000
2020-04-07	CU	187D_NDF_USD_KRW_NDF	187D_NDF_USD_KRW_NDF	1204.0	1204.0	1204.0	1204.0	1	50000000
2020-04-07	CU	18D_NDF_USD_IDR_NDF	18D_NDF_USD_IDR_NDF	16170.0	16170.0	16170.0	16170.0	1	23000000
2020-04-07	CU	1D_AUD_USD_B_FXO_0.4461_FXO	1D_AUD_USD_B_FXO_0.4461_FXO	0.2102706	0.2102706	0.2102706	0.2102706	2	50000000
2020-04-07	CU	1D_EUR_USD_B_FXO_-0.0367_FXO	1D_EUR_USD_B_FXO_-0.0367_FXO	0.0094097	0.0094097	0.0094097	0.0094097	1	50000000
2020-04-07	CU	1D_EUR_USD_B_FXO_-0.1571_FXO	1D_EUR_USD_B_FXO_-0.1571_FXO	0.05303915	0.05303915	0.05303915	0.05303915	1	50000000
2020-04-07	CU	1D_EUR_USD_B_FXO_-0.4766_FXO	1D_EUR_USD_B_FXO_-0.4766_FXO	0.2120004	0.2120004	0.2120004	0.2120004	1	75000000
2020-04-07	CU	1D_EUR_USD_B_FXO_-0.4903_FXO	1D_EUR_USD_B_FXO_-0.4903_FXO	0.2541065	0.2541065	0.2541065	0.2541065	1	10000000
2020-04-07	CU	1D_NDF_USD_KRW_NDF	1D_NDF_USD_KRW_NDF	1211.37	1211.37	1211.37	1211.37	1	5000000
2020-04-07	CU	1D_USD_CHF_A_FXO_0.3719_FXO	1D_USD_CHF_A_FXO_0.3719_FXO	0.1346334	0.1346334	0.1346334	0.1346334	1	30000000
2020-04-07	CU	1D_USD_ZAR_A_FXO_-0.1872_FXO	1D_USD_ZAR_A_FXO_-0.1872_FXO	0.2137426	0.2137426	0.2137426	0.2137426	2	30000000
2020-04-07	CU	1M_EUR_HUF_A_FXO_-0.2497_FXO	1M_EUR_HUF_A_FXO_-0.2497_FXO	0.467562	0.467562	0.467562	0.467562	1	30000000
2020-04-07	CU	1M_EUR_HUF_A_FXO_0.2504_FXO	1M_EUR_HUF_A_FXO_0.2504_FXO	0.5542105	0.5542105	0.5542105	0.5542105	1	36000000
2020-04-07	CU	1M_EUR_USD_B_FXO_-0.4971_FXO	1M_EUR_USD_B_FXO_-0.4971_FXO	1.067063	1.067063	1.067063	1.067063	1	5000000
2020-04-07	CU	1M_EUR_USD_B_FXO_-0.4986_FXO	1M_EUR_USD_B_FXO_-0.4986_FXO	1.072042	1.072042	1.072042	1.072042	1	10000000
2020-04-07	CU	1M_EUR_USD_B_FXO_0.5014_FXO	1M_EUR_USD_B_FXO_0.5014_FXO	1.049042	1.049042	1.049042	1.049042	1	10000000
2020-04-07	CU	1M_EUR_USD_B_FXO_0.5029_FXO	1M_EUR_USD_B_FXO_0.5029_FXO	1.054063	1.054063	1.054063	1.054063	1	5000000
2020-04-07	CU	1M_GBP_USD_B_FXO_-0.498_FXO	1M_GBP_USD_B_FXO_-0.498_FXO	1.691224	1.691224	1.691224	1.691224	2	25000000
2020-04-07	CU	1M_GBP_USD_B_FXO_0.502_FXO	1M_GBP_USD_B_FXO_0.502_FXO	1.641224	1.641224	1.641224	1.641224	2	25000000
2020-04-07	CU	1M_USD_CNH_A_FXO_-0.0996_FXO	1M_USD_CNH_A_FXO_-0.0996_FXO	0.08016874	0.08016874	0.08016874	0.08016874	1	20000000
2020-04-07	CU	1M_USD_CNH_A_FXO_0.0999_FXO	1M_USD_CNH_A_FXO_0.0999_FXO	0.1450672	0.1450672	0.1450672	0.1450672	1	20000000
2020-04-07	CU	1M_USD_JPY_A_FXO_-0.5023_FXO	1M_USD_JPY_A_FXO_-0.5023_FXO	1.05392	1.05392	1.05392	1.05392	1	10000000
2020-04-07	CU	1M_USD_JPY_A_FXO_0.4975_FXO	1M_USD_JPY_A_FXO_0.4975_FXO	1.073209	1.073209	1.073209	1.073209	1	10000000
2020-04-07	CU	1W_AUD_USD_B_FXO_-0.4983_FXO	1W_AUD_USD_B_FXO_-0.4983_FXO	0.5686505	0.5686505	0.5686505	0.5686505	1	37500000
2020-04-07	CU	1W_AUD_USD_B_FXO_-0.5039_FXO	1W_AUD_USD_B_FXO_-0.5039_FXO	0.5782149	0.5782149	0.5782149	0.5782149	1	37500000
2020-04-07	CU	1W_AUD_USD_B_FXO_0.4961_FXO	1W_AUD_USD_B_FXO_0.4961_FXO	0.5482149	0.5482149	0.5482149	0.5482149	1	37500000
2020-04-07	CU	1W_AUD_USD_B_FXO_0.5017_FXO	1W_AUD_USD_B_FXO_0.5017_FXO	0.5586505	0.5586505	0.5586505	0.5586505	1	37500000
2020-04-07	CU	1W_EUR_USD_B_FXO_-0.0976_FXO	1W_EUR_USD_B_FXO_-0.0976_FXO	0.06387875	0.06387875	0.06387875	0.06387875	1	56500000
2020-04-07	CU	1W_EUR_USD_B_FXO_-0.1027_FXO	1W_EUR_USD_B_FXO_-0.1027_FXO	0.06788372	0.06788372	0.06788372	0.06788372	1	165000000
2020-04-07	CU	1W_EUR_USD_B_FXO_-0.4757_FXO	1W_EUR_USD_B_FXO_-0.4757_FXO	0.4491449	0.4491449	0.4491449	0.4491449	1	50000000
2020-04-07	CU	1W_EUR_USD_B_FXO_-0.4889_FXO	1W_EUR_USD_B_FXO_-0.4889_FXO	0.4684358	0.4684358	0.4684358	0.4684358	1	150000000
2020-04-07	CU	1W_EUR_USD_B_FXO_0.1014_FXO	1W_EUR_USD_B_FXO_0.1014_FXO	0.06621967	0.06621967	0.06621967	0.06621967	1	56500000
2020-04-07	CU	1W_EUR_USD_B_FXO_0.1026_FXO	1W_EUR_USD_B_FXO_0.1026_FXO	0.0671281	0.0671281	0.0671281	0.0671281	1	165000000
2020-04-07	CU	1W_NZD_USD_B_FXO_-0.4943_FXO	1W_NZD_USD_B_FXO_-0.4943_FXO	0.4794249	0.4794249	0.4794249	0.4794249	1	38500000
2020-04-07	CU	1W_NZD_USD_B_FXO_-0.5042_FXO	1W_NZD_USD_B_FXO_-0.5042_FXO	0.4944034	0.4944034	0.4944034	0.4944034	1	38500000
2020-04-07	CU	1W_NZD_USD_B_FXO_0.4958_FXO	1W_NZD_USD_B_FXO_0.4958_FXO	0.4694034	0.4694034	0.4694034	0.4694034	1	38500000
2020-04-07	CU	1W_NZD_USD_B_FXO_0.5057_FXO	1W_NZD_USD_B_FXO_0.5057_FXO	0.4844249	0.4844249	0.4844249	0.4844249	1	38500000
2020-04-07	CU	1W_USD_CHF_A_FXO_0.4298_FXO	1W_USD_CHF_A_FXO_0.4298_FXO	0.3240867	0.3240867	0.3240867	0.3240867	1	30000000
2020-04-07	CU	1Y_EUR_JPY_A_FXO_-0.2485_FXO	1Y_EUR_JPY_A_FXO_-0.2485_FXO	1.786112	1.786112	1.786112	1.786112	1	38000000
2020-04-07	CU	1Y_EUR_USD_B_FXO_-0.5_FXO	1Y_EUR_USD_B_FXO_-0.5_FXO	3.790868	3.790868	3.790868	3.790868	1	5000000
2020-04-07	CU	1Y_EUR_USD_B_FXO_0.5_FXO	1Y_EUR_USD_B_FXO_0.5_FXO	3.420868	3.420868	3.420868	3.420868	1	5000000
2020-04-07	CU	1Y_USD_JPY_A_FXO_-0.2459_FXO	1Y_USD_JPY_A_FXO_-0.2459_FXO	1.543512	1.543512	1.543512	1.543512	1	25000000
2020-04-07	CU	1Y_USD_JPY_A_FXO_-0.2466_FXO	1Y_USD_JPY_A_FXO_-0.2466_FXO	1.562503	1.562503	1.562503	1.562503	1	50000000
2020-04-07	CU	1Y_USD_JPY_A_FXO_-0.2496_FXO	1Y_USD_JPY_A_FXO_-0.2496_FXO	1.657334	1.657334	1.657334	1.657334	1	150000000
2020-04-07	CU	1Y_USD_JPY_A_FXO_-0.2498_FXO	1Y_USD_JPY_A_FXO_-0.2498_FXO	1.603207	1.603207	1.603207	1.603207	1	80000000
2020-04-07	CU	1Y_USD_JPY_A_FXO_-0.2501_FXO	1Y_USD_JPY_A_FXO_-0.2501_FXO	1.654552	1.654552	1.654552	1.654552	1	50000000
2020-04-07	CU	1Y_USD_JPY_A_FXO_0.2505_FXO	1Y_USD_JPY_A_FXO_0.2505_FXO	1.146486	1.146486	1.146486	1.146486	1	100000000
2020-04-07	CU	1Y_USD_JPY_A_FXO_0.2511_FXO	1Y_USD_JPY_A_FXO_0.2511_FXO	1.118324	1.118324	1.118324	1.118324	1	50000000
2020-04-07	CU	1Y_USD_JPY_A_FXO_0.251_FXO	1Y_USD_JPY_A_FXO_0.251_FXO	1.141261	1.141261	1.086581	1.086581	2	75000000
2020-04-07	CU	1Y_USD_SGD_A_FXO_-0.499_FXO	1Y_USD_SGD_A_FXO_-0.499_FXO	2.27274	2.27274	2.27274	2.27274	1	10000000
2020-04-07	CU	1Y_USD_SGD_A_FXO_0.4993_FXO	1Y_USD_SGD_A_FXO_0.4993_FXO	2.27274	2.27274	2.27274	2.27274	1	10000000
2020-04-07	CU	1Y_USD_ZAR_A_FXO_-0.1_FXO	1Y_USD_ZAR_A_FXO_-0.1_FXO	1.044551	1.044551	1.044551	1.044551	1	80000000
2020-04-07	CU	1Y_USD_ZAR_A_FXO_-0.4918_FXO	1Y_USD_ZAR_A_FXO_-0.4918_FXO	6.447289	6.447289	6.447289	6.447289	1	25000000
2020-04-07	CU	1Y_USD_ZAR_A_FXO_0.1_FXO	1Y_USD_ZAR_A_FXO_0.1_FXO	1.120475	1.120475	1.120475	1.120475	1	80000000
2020-04-07	CU	1Y_USD_ZAR_A_FXO_0.4916_FXO	1Y_USD_ZAR_A_FXO_0.4916_FXO	8.11214	8.11214	8.11214	8.11214	1	25000000
2020-04-07	CU	20D_NDF_USD_BRL_NDF	20D_NDF_USD_BRL_NDF	5.2235	5.2235	5.2235	5.2235	1	18000000
2020-04-07	CU	21D_NDF_USD_CLP_NDF	21D_NDF_USD_CLP_NDF	852.5	852.5	852.5	852.5	1	18000000
2020-04-07	CU	22D_USD_TRY_A_FXO_-0.4519_FXO	22D_USD_TRY_A_FXO_-0.4519_FXO	1.930795	1.930795	1.930795	1.930795	1	25000000
2020-04-07	CU	22D_USD_TRY_A_FXO_0.3707_FXO	22D_USD_TRY_A_FXO_0.3707_FXO	1.759091	1.759091	1.759091	1.759091	1	20000000
2020-04-07	CU	26D_NDF_USD_BRL_NDF	26D_NDF_USD_BRL_NDF	5.1905	5.247	5.1905	5.237	19	318500000
2020-04-07	CU	271D_NDF_USD_BRL_NDF	271D_NDF_USD_BRL_NDF	5.26	5.27845	5.26	5.27845	2	45000000
2020-04-07	CU	2D_NDF_USD_INR_NDF	2D_NDF_USD_INR_NDF	75.76	75.76	75.76	75.76	1	9000000
2020-04-07	CU	2M_USD_TRY_A_FXO_0.4763_FXO	2M_USD_TRY_A_FXO_0.4763_FXO	4.000397	4.000397	4.000397	4.000397	1	100000000
2020-04-07	CU	2W_USD_TRY_A_FXO_0.3164_FXO	2W_USD_TRY_A_FXO_0.3164_FXO	1.176536	1.176536	1.176536	1.176536	1	100000000
2020-04-07	CU	30D_NDF_USD_IDR_NDF	30D_NDF_USD_IDR_NDF	16370.0	16370.0	16240.0	16240.0	3	28000000
2020-04-07	CU	30D_NDF_USD_INR_NDF	30D_NDF_USD_INR_NDF	76.5	76.65	76.49	76.65	6	117800000
2020-04-07	CU	30D_NDF_USD_PEN_NDF	30D_NDF_USD_PEN_NDF	3.373	3.373	3.373	3.373	1	20000000
2020-04-07	CU	30D_NDF_USD_PHP_NDF	30D_NDF_USD_PHP_NDF	50.68	50.68	50.68	50.68	1	10000000
2020-04-07	CU	31D_NDF_USD_CNY_NDF	31D_NDF_USD_CNY_NDF	7.052	7.052	7.051	7.051	2	29000000
2020-04-07	CU	31D_NDF_USD_KRW_NDF	31D_NDF_USD_KRW_NDF	1213.7	1213.7	1209.4	1211.5	3	35000000
2020-04-07	CU	32D_NDF_USD_CLP_NDF	32D_NDF_USD_CLP_NDF	833.2	833.2	833.2	833.2	3	18000000
2020-04-07	CU	32D_NDF_USD_CNY_NDF	32D_NDF_USD_CNY_NDF	7.107	7.107	7.048	7.056	5	79000000
2020-04-07	CU	32D_NDF_USD_IDR_NDF	32D_NDF_USD_IDR_NDF	16585.0	16585.0	16585.0	16585.0	1	10000000
2020-04-07	CU	32D_NDF_USD_INR_NDF	32D_NDF_USD_INR_NDF	76.62	76.7	76.56	76.7	11	208000000
2020-04-07	CU	32D_NDF_USD_KRW_NDF	32D_NDF_USD_KRW_NDF	1210.0	1213.0	1210.0	1213.0	5	250000000
2020-04-07	CU	33D_NDF_USD_TWD_NDF	33D_NDF_USD_TWD_NDF	29.953	29.953	29.953	29.953	1	10000000
2020-04-07	CU	34D_NDF_USD_INR_NDF	34D_NDF_USD_INR_NDF	76.6	76.6	76.5	76.5	2	22000000
2020-04-07	CU	365D_NDF_USD_INR_NDF	365D_NDF_USD_INR_NDF	80.03	80.065	80.0	80.065	3	105000000
2020-04-07	CU	365D_NDF_USD_KRW_NDF	365D_NDF_USD_KRW_NDF	1200.0	1200.0	1200.0	1200.0	1	10000000
2020-04-07	CU	365D_NDF_USD_PEN_NDF	365D_NDF_USD_PEN_NDF	3.424	3.424	3.424	3.424	1	20000000
2020-04-07	CU	3D_NDF_USD_KRW_NDF	3D_NDF_USD_KRW_NDF	1211.0	1211.0	1211.0	1211.0	2	64000000
2020-04-07	CU	3D_NDF_USD_TWD_NDF	3D_NDF_USD_TWD_NDF	30.1	30.1	30.1	30.1	1	10000000
2020-04-07	CU	3D_USD_JPY_A_FXO_0.2925_FXO	3D_USD_JPY_A_FXO_0.2925_FXO	0.200877	0.200877	0.200877	0.200877	1	30000000
2020-04-07	CU	3M_EUR_JPY_A_FXO_-0.2502_FXO	3M_EUR_JPY_A_FXO_-0.2502_FXO	0.915717	0.915717	0.915717	0.915717	1	75000000
2020-04-07	CU	3M_USD_CHF_A_FXO_-0.0995_FXO	3M_USD_CHF_A_FXO_-0.0995_FXO	0.2182305	0.2182305	0.2182305	0.2182305	1	114000000
2020-04-07	CU	3M_USD_CHF_A_FXO_-0.4988_FXO	3M_USD_CHF_A_FXO_-0.4988_FXO	1.445371	1.445371	1.445371	1.445371	1	50000000
2020-04-07	CU	3M_USD_CHF_A_FXO_0.0993_FXO	3M_USD_CHF_A_FXO_0.0993_FXO	0.2206754	0.2206754	0.2206754	0.2206754	1	114000000
2020-04-07	CU	3M_USD_CHF_A_FXO_0.5004_FXO	3M_USD_CHF_A_FXO_0.5004_FXO	1.521996	1.521996	1.521996	1.521996	1	50000000
2020-04-07	CU	3M_USD_JPY_A_FXO_0.1551_FXO	3M_USD_JPY_A_FXO_0.1551_FXO	0.3178239	0.3178239	0.3178239	0.3178239	1	50000000
2020-04-07	CU	3M_USD_JPY_A_FXO_0.1606_FXO	3M_USD_JPY_A_FXO_0.1606_FXO	0.3244945	0.3244945	0.3244945	0.3244945	2	50000000
2020-04-07	CU	3W_USD_JPY_A_FXO_-0.3204_FXO	3W_USD_JPY_A_FXO_-0.3204_FXO	0.5199718	0.5199718	0.5199718	0.5199718	1	100000000
2020-04-07	CU	3Y_EUR_USD_B_FXO_-0.5001_FXO	3Y_EUR_USD_B_FXO_-0.5001_FXO	7.69441	7.69441	7.69441	7.69441	1	5000000
2020-04-07	CU	3Y_EUR_USD_B_FXO_0.4999_FXO	3Y_EUR_USD_B_FXO_0.4999_FXO	6.32641	6.32641	6.32641	6.32641	1	5000000
2020-04-07	CU	3Y_USD_JPY_A_FXO_-0.0899_FXO	3Y_USD_JPY_A_FXO_-0.0899_FXO	0.9679168	0.9679168	0.9679168	0.9679168	3	100000000
2020-04-07	CU	449D_NDF_USD_BRL_NDF	449D_NDF_USD_BRL_NDF	5.307	5.307	5.307	5.307	1	5000000
2020-04-07	CU	4D_NDF_USD_INR_NDF	4D_NDF_USD_INR_NDF	75.65	75.65	75.55	75.55	2	22000000
2020-04-07	CU	4Y_USD_JPY_A_FXO_0.0833_FXO	4Y_USD_JPY_A_FXO_0.0833_FXO	0.5551596	0.5551596	0.5551596	0.5551596	3	100000000
2020-04-07	CU	61D_NDF_USD_KRW_NDF	61D_NDF_USD_KRW_NDF	1210.15	1210.25	1210.15	1210.25	2	65000000
2020-04-07	CU	635D_NDF_USD_BRL_NDF	635D_NDF_USD_BRL_NDF	5.38315	5.38315	5.38315	5.38315	3	100000000
2020-04-07	CU	63D_NDF_USD_PHP_NDF	63D_NDF_USD_PHP_NDF	50.95	50.95	50.95	50.95	1	10000000
2020-04-07	CU	6D_NDF_USD_IDR_NDF	6D_NDF_USD_IDR_NDF	16425.0	16425.0	16425.0	16425.0	1	10000000
2020-04-07	CU	6M_AUD_JPY_A_FXO_-0.4961_FXO	6M_AUD_JPY_A_FXO_-0.4961_FXO	3.662337	3.662337	3.662337	3.662337	1	20000000
2020-04-07	CU	6M_AUD_JPY_A_FXO_0.4987_FXO	6M_AUD_JPY_A_FXO_0.4987_FXO	4.178016	4.178016	4.178016	4.178016	1	20000000
2020-04-07	CU	6M_AUD_USD_B_FXO_-0.4997_FXO	6M_AUD_USD_B_FXO_-0.4997_FXO	2.293424	2.293424	2.293424	2.293424	1	20000000
2020-04-07	CU	6M_AUD_USD_B_FXO_0.5003_FXO	6M_AUD_USD_B_FXO_0.5003_FXO	2.058424	2.058424	2.058424	2.058424	1	20000000
2020-04-07	CU	6M_USD_CHF_A_FXO_-0.1001_FXO	6M_USD_CHF_A_FXO_-0.1001_FXO	0.3173029	0.3173029	0.3173029	0.3173029	2	171000000
2020-04-07	CU	6M_USD_CHF_A_FXO_-0.4989_FXO	6M_USD_CHF_A_FXO_-0.4989_FXO	2.057944	2.057944	2.057944	2.057944	2	75000000
2020-04-07	CU	6M_USD_CHF_A_FXO_0.1004_FXO	6M_USD_CHF_A_FXO_0.1004_FXO	0.3249387	0.3249387	0.3249387	0.3249387	2	171000000
2020-04-07	CU	6M_USD_CHF_A_FXO_0.3185_FXO	6M_USD_CHF_A_FXO_0.3185_FXO	1.065354	1.065354	1.065354	1.065354	1	30000000
2020-04-07	CU	6M_USD_CHF_A_FXO_0.4996_FXO	6M_USD_CHF_A_FXO_0.4996_FXO	2.205489	2.205489	2.205489	2.205489	2	75000000
2020-04-07	CU	6M_USD_JPY_A_FXO_-0.2492_FXO	6M_USD_JPY_A_FXO_-0.2492_FXO	1.157134	1.157134	1.157134	1.157134	1	30000000
2020-04-07	CU	6M_USD_JPY_A_FXO_-0.4657_FXO	6M_USD_JPY_A_FXO_-0.4657_FXO	2.188174	2.188174	2.188174	2.188174	1	100000000
2020-04-07	CU	6M_USD_JPY_A_FXO_0.2496_FXO	6M_USD_JPY_A_FXO_0.2496_FXO	0.8081154	0.8081154	0.8081154	0.8081154	1	30000000
2020-04-07	CU	732D_NDF_USD_INR_NDF	732D_NDF_USD_INR_NDF	83.9	83.9	83.9	83.9	1	10000000
2020-04-07	CU	7D_NDF_USD_CLP_NDF	7D_NDF_USD_CLP_NDF	853.25	853.25	853.25	853.25	1	18000000
2020-04-07	CU	7D_NDF_USD_INR_NDF	7D_NDF_USD_INR_NDF	75.97	76.0	75.97	76.0	4	62000000
2020-04-07	CU	8D_AUD_USD_B_FXO_-0.5029_FXO	8D_AUD_USD_B_FXO_-0.5029_FXO	0.6003286	0.6003286	0.6003286	0.6003286	1	37500000
2020-04-07	CU	8D_AUD_USD_B_FXO_0.4971_FXO	8D_AUD_USD_B_FXO_0.4971_FXO	0.5723286	0.5723286	0.5723286	0.5723286	1	37500000
2020-04-07	CU	8D_EUR_JPY_A_FXO_-0.4152_FXO	8D_EUR_JPY_A_FXO_-0.4152_FXO	0.4643355	0.4643355	0.4643355	0.4643355	1	30000000
2020-04-07	CU	8D_EUR_JPY_A_FXO_0.3029_FXO	8D_EUR_JPY_A_FXO_0.3029_FXO	0.2581917	0.2581917	0.2581917	0.2581917	1	25000000
2020-04-07	CU	8D_NDF_USD_IDR_NDF	8D_NDF_USD_IDR_NDF	16115.0	16115.0	16115.0	16115.0	1	23000000
2020-04-07	CU	8D_NZD_USD_B_FXO_-0.5037_FXO	8D_NZD_USD_B_FXO_-0.5037_FXO	0.5183061	0.5183061	0.5183061	0.5183061	1	38500000
2020-04-07	CU	8D_NZD_USD_B_FXO_0.4963_FXO	8D_NZD_USD_B_FXO_0.4963_FXO	0.493306	0.493306	0.493306	0.493306	1	38500000
2020-04-07	CU	8D_USD_CAD_A_FXO_-0.2038_FXO	8D_USD_CAD_A_FXO_-0.2038_FXO	0.2149474	0.2149474	0.2149474	0.2149474	1	50000000
2020-04-07	CU	8D_USD_CNH_A_FXO_-0.0877_FXO	8D_USD_CNH_A_FXO_-0.0877_FXO	0.04546386	0.04546386	0.04546386	0.04546386	1	100000000
2020-04-07	CU	8D_USD_CNH_A_FXO_0.2577_FXO	8D_USD_CNH_A_FXO_0.2577_FXO	0.1775336	0.1775336	0.1775336	0.1775336	1	100000000
2020-04-07	CU	91D_NDF_USD_INR_NDF	91D_NDF_USD_INR_NDF	77.605	77.605	77.605	77.605	1	25000000
2020-04-07	CU	91D_NDF_USD_KRW_NDF	91D_NDF_USD_KRW_NDF	1209.0	1211.1	1208.1	1211.1	5	300000000
2020-04-07	CU	9D_EUR_USD_B_FXO_-0.4839_FXO	9D_EUR_USD_B_FXO_-0.4839_FXO	0.5563591	0.5563591	0.5563591	0.5563591	1	100000000
2020-04-07	CU	9D_USD_MXN_A_FXO_-0.4765_FXO	9D_USD_MXN_A_FXO_-0.4765_FXO	2.271571	2.271571	2.271571	2.271571	1	30000000
2020-04-07	CU	9M_EUR_USD_B_FXO_-0.4876_FXO	9M_EUR_USD_B_FXO_-0.4876_FXO	3.180337	3.180337	3.180337	3.180337	1	50000000
2020-04-07	CU	9M_EUR_USD_B_FXO_-0.4965_FXO	9M_EUR_USD_B_FXO_-0.4965_FXO	3.266446	3.266446	3.266446	3.266446	1	175500000
2020-04-07	CU	9M_EUR_USD_B_FXO_0.4975_FXO	9M_EUR_USD_B_FXO_0.4975_FXO	2.991385	2.991385	2.991385	2.991385	1	138500000
2020-04-07	CU	NDF_USD_ARS_28D	NDF_USD_ARS Maturing on 2020-05-05					2	6000000
2020-04-07	CU	NDF_USD_BRL_10D	NDF_USD_BRL Maturing on 2020-04-17					1	5000000
2020-04-07	CU	NDF_USD_BRL_13D	NDF_USD_BRL Maturing on 2020-04-20					3	92000000
2020-04-07	CU	NDF_USD_BRL_15D	NDF_USD_BRL Maturing on 2020-04-22					1	50000000
2020-04-07	CU	NDF_USD_BRL_17D	NDF_USD_BRL Maturing on 2020-04-24					1	15000000
2020-04-07	CU	NDF_USD_BRL_27D	NDF_USD_BRL Maturing on 2020-05-04					3	150000000
2020-04-07	CU	NDF_USD_BRL_28D	NDF_USD_BRL Maturing on 2020-05-05					40	612000000
2020-04-07	CU	NDF_USD_BRL_2D	NDF_USD_BRL Maturing on 2020-04-09					10	101500000
2020-04-07	CU	NDF_USD_BRL_6D	NDF_USD_BRL Maturing on 2020-04-13					7	92000000
2020-04-07	CU	NDF_USD_BRL_6M	NDF_USD_BRL Maturing on 2020-11-04					1	75000000
2020-04-07	CU	NDF_USD_BRL_8D	NDF_USD_BRL Maturing on 2020-04-15					1	50000000
2020-04-07	CU	NDF_USD_BRL_8M	NDF_USD_BRL Maturing on 2021-01-05					1	75000000
2020-04-07	CU	NDF_USD_CLP_12M	NDF_USD_CLP Maturing on 2021-04-09					11	135000000
2020-04-07	CU	NDF_USD_CLP_18M	NDF_USD_CLP Maturing on 2021-10-12					4	60000000
2020-04-07	CU	NDF_USD_CLP_1M	NDF_USD_CLP Maturing on 2020-05-11					238	1364500000
2020-04-07	CU	NDF_USD_CLP_23D	NDF_USD_CLP Maturing on 2020-04-30					2	100000000
2020-04-07	CU	NDF_USD_CLP_2D	NDF_USD_CLP Maturing on 2020-04-09					7	35000000
2020-04-07	CU	NDF_USD_CLP_2M	NDF_USD_CLP Maturing on 2020-06-09					4	120000000
2020-04-07	CU	NDF_USD_CLP_3M	NDF_USD_CLP Maturing on 2020-07-09					2	200000000
2020-04-07	CU	NDF_USD_CLP_6D	NDF_USD_CLP Maturing on 2020-04-13					9	56000000
2020-04-07	CU	NDF_USD_CLP_6M	NDF_USD_CLP Maturing on 2020-10-09					16	200000000
2020-04-07	CU	NDF_USD_CLP_9M	NDF_USD_CLP Maturing on 2021-01-11					2	20000000
2020-04-07	CU	NDF_USD_COP_12M	NDF_USD_COP Maturing on 2021-04-13					2	60000000
2020-04-07	CU	NDF_USD_COP_14D	NDF_USD_COP Maturing on 2020-04-21					1	3000000
2020-04-07	CU	NDF_USD_COP_17D	NDF_USD_COP Maturing on 2020-04-24					1	4000000
2020-04-07	CU	NDF_USD_COP_1M	NDF_USD_COP Maturing on 2020-05-13					127	1113500000
2020-04-07	CU	NDF_USD_COP_29D	NDF_USD_COP Maturing on 2020-05-06					1	88500000
2020-04-07	CU	NDF_USD_COP_2M	NDF_USD_COP Maturing on 2020-06-16					5	515000000
2020-04-07	CU	NDF_USD_COP_6D	NDF_USD_COP Maturing on 2020-04-13					13	52200000
2020-04-07	CU	NDF_USD_COP_6M	NDF_USD_COP Maturing on 2020-10-13					1	10000000
2020-04-07	CU	NDF_USD_COP_7D	NDF_USD_COP Maturing on 2020-04-14					1	3000000
2020-04-07	CU	NDF_USD_COP_8D	NDF_USD_COP Maturing on 2020-04-15					4	49000000
2020-04-07	CU	NDF_USD_COP_9D	NDF_USD_COP Maturing on 2020-04-16					1	2000000
2020-04-07	CU	NDF_USD_INR_10D	NDF_USD_INR Maturing on 2020-04-17					3	95000000
2020-04-07	CU	NDF_USD_INR_13D	NDF_USD_INR Maturing on 2020-04-20					3	30000000
2020-04-07	CU	NDF_USD_INR_1M	NDF_USD_INR Maturing on 2020-05-13					21	474000000
2020-04-07	CU	NDF_USD_INR_2M	NDF_USD_INR Maturing on 2020-06-09					1	120000000
2020-04-07	CU	NDF_USD_INR_3M	NDF_USD_INR Maturing on 2020-07-09					5	100000000
2020-04-07	CU	NDF_USD_INR_6D	NDF_USD_INR Maturing on 2020-04-13					19	274000000
2020-04-07	CU	NDF_USD_INR_8D	NDF_USD_INR Maturing on 2020-04-15					11	247000000
2020-04-07	CU	NDF_USD_INR_9D	NDF_USD_INR Maturing on 2020-04-16					7	245000000
2020-04-07	CU	NDF_USD_KRW_1M	NDF_USD_KRW Maturing on 2020-05-11					3	19500000
2020-04-07	CU	NDF_USD_KRW_3D	NDF_USD_KRW Maturing on 2020-04-10					2	12000000
2020-04-07	CU	NDF_USD_PEN_1M	NDF_USD_PEN Maturing on 2020-05-13					113	400000000
2020-04-07	CU	NDF_USD_PEN_6D	NDF_USD_PEN Maturing on 2020-04-13					10	65000000
2020-04-07	CU	NDF_USD_PEN_7D	NDF_USD_PEN Maturing on 2020-04-14					2	2000000
2020-04-07	CU	NDF_USD_PEN_8D	NDF_USD_PEN Maturing on 2020-04-15					1	1000000
2020-04-07	CU	NDF_USD_PEN_9M	NDF_USD_PEN Maturing on 2021-01-13					1	10000000
2020-04-07	CU	NDF_USD_PHP_12M	NDF_USD_PHP Maturing on 2021-04-08					1	10000000
2020-04-07	CU	NDF_USD_PHP_13D	NDF_USD_PHP Maturing on 2020-04-20					5	82000000
2020-04-07	CU	NDF_USD_PHP_17D	NDF_USD_PHP Maturing on 2020-04-24					1	15000000
2020-04-07	CU	NDF_USD_PHP_1M	NDF_USD_PHP Maturing on 2020-05-13					20	230000000
2020-04-07	CU	NDF_USD_PHP_20D	NDF_USD_PHP Maturing on 2020-04-27					2	40000000
2020-04-07	CU	NDF_USD_PHP_2M	NDF_USD_PHP Maturing on 2020-06-15					2	30000000
2020-04-07	CU	NDF_USD_PHP_6D	NDF_USD_PHP Maturing on 2020-04-13					12	121000000
2020-04-07	CU	NDF_USD_PHP_6M	NDF_USD_PHP Maturing on 2020-10-08					1	20000000
2020-04-07	CU	NDF_USD_PHP_8D	NDF_USD_PHP Maturing on 2020-04-15					3	41000000
2020-04-07	CU	NDF_USD_PHP_9M	NDF_USD_PHP Maturing on 2021-01-13					2	25000000
2020-04-07	CU	NDF_USD_TWD_13D	NDF_USD_TWD Maturing on 2020-04-20					1	20000000
2020-04-07	CU	NDF_USD_TWD_1M	NDF_USD_TWD Maturing on 2020-05-11					8	174000000
2020-04-07	CU	NDF_USD_TWD_2M	NDF_USD_TWD Maturing on 2020-06-09					3	115000000
2020-04-07	CU	NDF_USD_TWD_3D	NDF_USD_TWD Maturing on 2020-04-10					4	74000000
2020-04-07	CU	NDF_USD_TWD_3M	NDF_USD_TWD Maturing on 2020-07-09					1	10000000
2020-04-07	CU	NDF_USD_TWD_6D	NDF_USD_TWD Maturing on 2020-04-13					1	35000000
2020-04-07	CU	USDARS20200415-R18061	Non Deliverable Forward Agentine Peso - Value Date 2020-04-15	65.5694	65.5694	65.5694	65.5694	1	1000000
2020-04-07	CU	USDARS20200417-R18061	Non Deliverable Forward Agentine Peso - Value Date 2020-04-17	65.7359	65.7359	65.7359	65.7359	1	3000000
2020-04-07	CU	USDARS20200423-R18061	Non Deliverable Forward Agentine Peso - Value Date 2020-04-23	66.2353	66.2353	66.2353	66.2353	1	10000000
2020-04-07	CU	USDARS20200427-R18061	Non Deliverable Forward Agentine Peso - Value Date 2020-04-27	66.4018	66.4018	66.4018	66.4018	1	1000000
2020-04-07	CU	USDARS20200429-R18061	Non Deliverable Forward Agentine Peso - Value Date 2020-04-29	66.7347	66.7347	66.7347	66.7347	2	10000000
2020-04-07	CU	USDARS20200430-R18061	Non Deliverable Forward Agentine Peso - Value Date 2020-04-30	66.8179	66.8179	66.8179	66.8179	1	3000000
2020-04-07	CU	USDARS20200504-R18061	Non Deliverable Forward Agentine Peso - Value Date 2020-05-04	66.9012	66.9012	66.9012	66.9012	2	2000000
2020-04-07	CU	USDARS20200505-R18061	Non Deliverable Forward Agentine Peso - Value Date 2020-05-05	66.9844	66.9844	66.9844	66.9844	1	1000000
2020-04-07	CU	USDCNY20200416-R18054	Non Deliverable Forward Chinese Renminbi - Value Date 2020-04-16	7.05660	7.05660	7.05660	7.05660	1	10000000
2020-04-07	CU	USDCNY20200417-R18054	Non Deliverable Forward Chinese Renminbi - Value Date 2020-04-17	7.05680	7.05680	7.05680	7.05680	2	20000000
2020-04-07	CU	USDCNY20200421-R18054	Non Deliverable Forward Chinese Renminbi - Value Date 2020-04-21	7.05760	7.05760	7.05760	7.05760	1	7000000
2020-04-07	CU	USDCNY20200422-R18054	Non Deliverable Forward Chinese Renminbi - Value Date 2020-04-22	7.05780	7.05780	7.05780	7.05780	1	10000000
2020-04-07	CU	USDCNY20200428-R18054	Non Deliverable Forward Chinese Renminbi - Value Date 2020-04-28	7.05900	7.05900	7.05900	7.05900	1	10000000
2020-04-07	CU	USDCNY20200429-R18054	Non Deliverable Forward Chinese Renminbi - Value Date 2020-04-29	7.05920	7.05920	7.05920	7.05920	1	1000000
2020-04-07	CU	USDCNY20200507-R18054	Non Deliverable Forward Chinese Renminbi - Value Date 2020-05-07	7.06080	7.06080	7.06080	7.06080	1	1000000
2020-04-07	CU	USDCNY20200508-R18054	Non Deliverable Forward Chinese Renminbi - Value Date 2020-05-08	7.06100	7.06100	7.06100	7.06100	1	14000000
2020-04-07	CU	USDCNY20200511-R18054	Non Deliverable Forward Chinese Renminbi - Value Date 2020-05-11	7.06160	7.06160	7.06160	7.06160	3	17000000
2020-04-07	CU	USDCOP20200414-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-04-14	3909.15	3909.15	3909.15	3909.15	1	17000000
2020-04-07	CU	USDCOP20200415-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-04-15	3909.77	3909.77	3909.77	3909.77	3	12000000
2020-04-07	CU	USDCOP20200416-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-04-16	3909.92	3909.92	3909.92	3909.92	4	89000000
2020-04-07	CU	USDCOP20200417-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-04-17	3910.07	3910.07	3910.07	3910.07	2	5000000
2020-04-07	CU	USDCOP20200420-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-04-20	3910.29	3910.29	3910.29	3910.29	8	258000000
2020-04-07	CU	USDCOP20200421-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-04-21	3910.44	3910.44	3910.44	3910.44	2	10000000
2020-04-07	CU	USDCOP20200422-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-04-22	3910.83	3910.83	3910.83	3910.83	4	52000000
2020-04-07	CU	USDCOP20200423-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-04-23	3910.98	3910.98	3910.98	3910.98	2	6000000
2020-04-07	CU	USDCOP20200424-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-04-24	3911.13	3911.13	3911.13	3911.13	5	38000000
2020-04-07	CU	USDCOP20200427-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-04-27	3911.35	3911.35	3911.35	3911.35	7	76000000
2020-04-07	CU	USDCOP20200428-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-04-28	3911.50	3911.50	3911.50	3911.50	1	2000000
2020-04-07	CU	USDCOP20200430-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-04-30	3912.04	3912.04	3912.04	3912.04	2	24000000
2020-04-07	CU	USDCOP20200504-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-05-04	3912.29	3912.29	3912.29	3912.29	1	18000000
2020-04-07	CU	USDCOP20200506-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-05-06	3912.94	3912.94	3912.94	3912.94	3	43000000
2020-04-07	CU	USDCOP20200512-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-05-12	3913.61	3913.61	3913.61	3913.61	3	36000000
2020-04-07	CU	USDCOP20200513-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-05-13	3914.00	3914.00	3914.00	3914.00	11	339000000
2020-04-07	CU	USDCOP20200518-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-05-18	3914.85	3914.85	3914.85	3914.85	1	2000000
2020-04-07	CU	USDCOP20200520-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-05-20	3915.77	3915.77	3915.77	3915.77	2	79000000
2020-04-07	CU	USDCOP20200527-R18060	Non Deliverable Forward Columbian Peso - Value Date 2020-05-27	3916.93	3916.93	3916.93	3916.93	1	4000000
2020-04-07	CU	USDIDR20200508-R18055	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-05-08	16284.950	16284.950	16284.950	16284.950	1	12000000
2020-04-07	CU	USDIDR20200511-R18055	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-05-11	16300.000	16300.000	16300.000	16300.000	1	12000000
2020-04-07	CU	USDINR20200415-R18056	Non Deliverable Forward Indian Rupee - Value Date 2020-04-15	75.8492	75.8492	75.8492	75.8492	2	5000000
2020-04-07	CU	USDINR20200420-R18056	Non Deliverable Forward Indian Rupee - Value Date 2020-04-20	75.9966	75.9966	75.9966	75.9966	1	1000000
2020-04-07	CU	USDINR20200421-R18056	Non Deliverable Forward Indian Rupee - Value Date 2020-04-21	76.0245	76.0245	76.0245	76.0245	2	18000000
2020-04-07	CU	USDINR20200422-R18056	Non Deliverable Forward Indian Rupee - Value Date 2020-04-22	76.0524	76.0524	76.0524	76.0524	1	8000000
2020-04-07	CU	USDINR20200423-R18056	Non Deliverable Forward Indian Rupee - Value Date 2020-04-23	76.0804	76.0804	76.0804	76.0804	2	9000000
2020-04-07	CU	USDINR20200424-R18056	Non Deliverable Forward Indian Rupee - Value Date 2020-04-24	76.1083	76.1083	76.1083	76.1083	2	11000000
2020-04-07	CU	USDINR20200427-R18056	Non Deliverable Forward Indian Rupee - Value Date 2020-04-27	76.1922	76.1922	76.1922	76.1922	2	26000000
2020-04-07	CU	USDINR20200430-R18056	Non Deliverable Forward Indian Rupee - Value Date 2020-04-30	76.2762	76.2762	76.2762	76.2762	1	1000000
2020-04-07	CU	USDINR20200508-R18056	Non Deliverable Forward Indian Rupee - Value Date 2020-05-08	76.5007	76.5007	76.5007	76.5007	2	9000000
2020-04-07	CU	USDINR20200511-R18056	Non Deliverable Forward Indian Rupee - Value Date 2020-05-11	76.5850	76.5850	76.5850	76.5850	3	12000000
2020-04-07	CU	USDINR20200512-R18056	Non Deliverable Forward Indian Rupee - Value Date 2020-05-12	76.6063	76.6063	76.6063	76.6063	1	1000000
2020-04-07	CU	USDKRW20200413-R18059	Non Deliverable Forward South Korean Won - Value Date 2020-04-13	1214.483	1214.483	1214.483	1214.483	1	2000000
2020-04-07	CU	USDKRW20200429-R18059	Non Deliverable Forward South Korean Won - Value Date 2020-04-29	1214.158	1214.158	1214.158	1214.158	1	2000000
2020-04-07	CU	USDKRW20200506-R18059	Non Deliverable Forward South Korean Won - Value Date 2020-05-06	1213.990	1213.990	1213.990	1213.990	1	2000000
2020-04-07	CU	USDKRW20200507-R18059	Non Deliverable Forward South Korean Won - Value Date 2020-05-07	1213.966	1213.966	1213.966	1213.966	1	2000000
2020-04-07	CU	USDKRW20200508-R18059	Non Deliverable Forward South Korean Won - Value Date 2020-05-08	1213.942	1213.942	1213.942	1213.942	1	2000000
2020-04-07	IR	0x3IMM LCH		0.56	1.28	1.27375	1.27375	2	1750000000
2020-04-07	IR	10Y 1M/3M		6.75	7	7	7	4	200000000
2020-04-07	IR	10Y 3M/6M		14.125	14.125	14.125	14.125	3	150000000
2020-04-07	IR	10Y ANN/6s HUF IRS_20300409	10Y ANN/6s HUF IRS_20300409	0.0186	0.0187	0.0186	0.0187	4	9900000000
2020-04-07	IR	10Y FF/3M LCH		24.375	24.75	24.375	24.75	6	775000000
2020-04-07	IR	10Y LCH.sb		0.7175	0.7175	0.7175	0.7175	18	1053000000
2020-04-07	IR	15Y 1M/3M		6.5	6.375	6.375	6.375	1	50000000
2020-04-07	IR	1M LCH.ois		0.0625	0.0725	0.0725	0.0725	1	2000000000
2020-04-07	IR	1Y FF/3M LCH		57.625	58.25	58.25	58.25	1	500000000
2020-04-07	IR	1Y SOFR/FF LCH		0.13	0.5	0.375	0.5	6	2400000000
2020-04-07	IR	1Y TRY/USD IRX Outright_20210409	1Y TRY/USD IRX Outright_20210409	0.158	0.159	0.158	0.1585	12	1240255000
2020-04-07	IR	1Y-1Y FF/3M LCH		57.625	20.125	20.125	20.125	1	500000000
2020-04-07	IR	23x26IMM LCH		0.3775	0.3775	0.3775	0.3775	2	4000000000
2020-04-07	IR	25Y 1M/3M		6.75	6.75	6.75	6.75	1	30000000
2020-04-07	IR	2X5 NOK FRA_20200916	2X5 NOK FRA_20200916	0.0061	0.0061	0.0061	0.0061	1	15000000000
2020-04-07	IR	2Y 1M/3M		17.375	18	18	18	1	250000000
2020-04-07	IR	2Y 3M/6M		15.875	15.875	15.875	15.875	2	110000000
2020-04-07	IR	2Y_BY_3M_USD-LIBOR_D0_Straddle_1800	2Y_BY_3M_USD-LIBOR_D0_Straddle_1800	0.033	0.033	0.033	0.033	3	300000000
2020-04-07	IR	2Y_BY_3M_USD-LIBOR_D0_Straddle_2022-04-11 - 2022-04-11	2Y_BY_3M_USD-LIBOR_D0_Straddle_2022-04-11 - 2022-04-11	0.00365	0.00445	0.00365	0.00445	3	2250000000
2020-04-07	IR	30Y LCH.sb		0.86	0.86	0.86	0.86	2	20000000
2020-04-07	IR	3M MAR22 LCH.ois		0.08	0.08	0.08	0.08	2	4000000000
2020-04-07	IR	3M SEP20 LCH.ois		0.08	0.08	0.08	0.08	1	2000000000
2020-04-07	IR	3Y 1M/3M		12.75	13.25	12.875	13.25	9	1466000000
2020-04-07	IR	3Y ANN/6s PLN IRS_20230409	3Y ANN/6s PLN IRS_20230409	0.0065	0.0065	0.0065	0.0065	1	99000000
2020-04-07	IR	3Y LCH.sb		0.4775	0.4775	0.4775	0.4775	2	332000000
2020-04-07	IR	3Y USD IRS Outright (USD.3Y.SB.3M)_20230409	3Y USD IRS Outright (USD.3Y.SB.3M)_20230409	0.0048	0.0048	0.0048	0.0048	1	40000000
2020-04-07	IR	3s1s ROLL DEC20		29.375	13.75	13.5	13.75	5	4500000000
2020-04-07	IR	4Y ANN/6s PLS IRS_20240409	4Y ANN/6s PLS IRS_20240409	0.0069	0.0069	0.0069	0.0069	1	74000000
2020-04-07	IR	4Y FF/3M LCH		28.75	29	29	29	1	200000000
2020-04-07	IR	4Y LCH.sb		0.5125	0.5125	0.5125	0.5125	2	500000000
2020-04-07	IR	5Y 1M/3M		9.375	9.625	9.375	9.625	6	1002000000
2020-04-07	IR	5Y 3M/6M		12.875	13	13	13	3	258000000
2020-04-07	IR	5Y ANN/6s HUF IRS_20250409	5Y ANN/6s HUF IRS_20250409	0.0145	0.0145	0.0145	0.0145	1	3400000000
2020-04-07	IR	5Y CME.sb		0.5625	0.5625	0.5625	0.5625	1	250000000
2020-04-07	IR	5Y FF/3M LCH		27.125	27.75	27.75	27.75	1	50000000
2020-04-07	IR	5Y LCH.sb		0.5625	0.5625	0.5625	0.5625	12	1539000000
2020-04-07	IR	5Y_BY_3M_USD-LIBOR_D0_Payer_1800	5Y_BY_3M_USD-LIBOR_D0_Payer_1800	0.0042	0.0272	0.0042	0.0272	2	267000000
2020-04-07	IR	5Y_BY_3M_USD-LIBOR_D0_Receiver_1800	5Y_BY_3M_USD-LIBOR_D0_Receiver_1800	0.0272	0.0272	0.0272	0.0272	1	33000000
2020-04-07	IR	5x8 SEK FRA _20201216	5x8 SEK FRA _20201216	0.0009	0.0009	0.0009	0.0009	1	7000000000
2020-04-07	IR	5x8IMM LCH		0.4025	0.4025	0.4025	0.4025	1	2000000000
2020-04-07	IR	7Y 1M/3M		7.625	8.25	7.75	8.25	9	975000000
2020-04-07	IR	7Y 3M/6M		13.25	13.25	13.25	13.25	3	300000000
2020-04-07	IR	7Y CME.sb		0.63	0.709	0.709	0.709	2	500000000
2020-04-07	IR	7Y FF/3M LCH		25.375	25.875	25.875	25.875	1	75000000
2020-04-07	IR	7Y LCH.sb		0.63	0.7075	0.7075	0.7075	2	500000000
2020-04-07	IR	7Y_BY_3M_USD-LIBOR_D0_Payer_360	7Y_BY_3M_USD-LIBOR_D0_Payer_360	0.0016	0.0067	0.0016	0.0067	2	1386000000
2020-04-07	IR	7Y_BY_3M_USD-LIBOR_D0_Receiver_360	7Y_BY_3M_USD-LIBOR_D0_Receiver_360	0.0067	0.0067	0.0067	0.0067	1	204000000
2020-04-07	IR	8X11 NOK FRA _20210317	8X11 NOK FRA _20210317	0.0057	0.0057	0.0057	0.0057	1	15000000000
2020-04-07	IR	8Y 1M/3M		7.25	7.25	7.125	7.25	4	435000000
2020-04-07	IR	9M 1M/3M		35.375	36	36	36	1	100000000
2020-04-07	IR	9M FF/3M LCH		67.875	67.75	67.75	67.75	1	500000000
2020-04-07	IR	9M TRY/USD IRX Outright_20210109	9M TRY/USD IRX Outright_20210109	0.1605	0.1605	0.1605	0.1605	1	67550000
2020-04-07	IR	AUD.10Y.3M.XCCY.BSX_20300409	AUD.10Y.3M.XCCY.BSX_20300409	0.0026	0.0026	0.0026	0.0026	1	26000000
2020-04-07	IR	AUD.10Y.3M/6M_20300408	AUD.10Y.3M/6M_20300408	0.000325	0.000325	0.000325	0.000325	2	251000000
2020-04-07	IR	AUD.10Y.6M_20300408	AUD.10Y.6M_20300408	0.0101875	0.0101875	0.0101875	0.0101875	1	13000000
2020-04-07	IR	AUD.12Y.3M.XCCY.BSX_20320409	AUD.12Y.3M.XCCY.BSX_20320409	0.002575	0.002575	0.002575	0.002575	1	50000000
2020-04-07	IR	AUD.2Y.3M.XCCY.BSX_20220409	AUD.2Y.3M.XCCY.BSX_20220409	0.00275	0.00295	0.00275	0.00295	4	650000000
2020-04-07	IR	AUD.2Y.3M_20220408	AUD.2Y.3M_20220408	0.00315	0.00315	0.00315	0.00315	2	125000000
2020-04-07	IR	AUD.3M.3M_20200721	AUD.3M.3M_20200721	0.0024	0.0024	0.0024	0.0024	1	1000000000
2020-04-07	IR	AUD.3Y.3M_20230408	AUD.3Y.3M_20230408	0.0037375	0.0037375	0.0037375	0.0037375	1	41000000
2020-04-07	IR	AUD.5Y.3M/6M_20250408	AUD.5Y.3M/6M_20250408	0.0003875	0.0003875	0.0003875	0.0003875	1	121000000
2020-04-07	IR	AUD.5Y.6M_20250408	AUD.5Y.6M_20250408	0.0060875	0.0060875	0.0060875	0.0060875	1	50000000
2020-04-07	IR	AUD.6Y.3M/6M_20260408	AUD.6Y.3M/6M_20260408	0.00035	0.00035	0.00035	0.00035	2	412000000
2020-04-07	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X20	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X20					2	1526145535
2020-04-07	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X44	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X44					2	716179783
2020-04-07	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X56	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X56					1	545753400
2020-04-07	IR	CADUSD.5Y.BA/LIBOR_20250409	CADUSD.5Y.BA/LIBOR_20250409	-0.0012	-0.0012	-0.0012	-0.0012	1	250000000
2020-04-07	IR	CAD_IRS_3M_CAD_CDOR_0X48	CAD_IRS_3M_CAD_CDOR_0X48					2	400000000
2020-04-07	IR	CAD_IRS_3M_CAD_CDOR_0X60	CAD_IRS_3M_CAD_CDOR_0X60					1	50000000
2020-04-07	IR	CAD_OIS_CANADA OIS_0X12	CAD_OIS_CANADA OIS_0X12					4	850000000
2020-04-07	IR	CLP.4Y.SB.TNA_20240409	CLP.4Y.SB.TNA_20240409	0.0162	0.0162	0.0162	0.0162	1	6000000000
2020-04-07	IR	CLP.5Y.SB.TNA_20250409	CLP.5Y.SB.TNA_20250409	0.0194	0.0194	0.0194	0.0194	1	3500000000
2020-04-07	IR	CLP.7Y.SB.TNA_20270409	CLP.7Y.SB.TNA_20270409	0.0242	0.0242	0.0242	0.0242	1	2600000000
2020-04-07	IR	CLP_NDS_6M_USD_TNA_0X108	CLP_NDS_6M_USD_TNA_0X108					3	9300000000
2020-04-07	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12					6	209000000000
2020-04-07	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120					4	18700000000
2020-04-07	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18					6	216000000000
2020-04-07	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24					4	104800000000
2020-04-07	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36					2	16000000000
2020-04-07	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48					5	30000000000
2020-04-07	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60					7	51400000000
2020-04-07	IR	CLP_NDS_6M_USD_TNA_0X72	CLP_NDS_6M_USD_TNA_0X72					3	15000000000
2020-04-07	IR	CLP_NDS_6M_USD_TNA_0X84	CLP_NDS_6M_USD_TNA_0X84					1	4000000000
2020-04-07	IR	CLP_NDS_6M_USD_TNA_0X9	CLP_NDS_6M_USD_TNA_0X9					2	96000000000
2020-04-07	IR	CME_MXN_IRS_28M_MXN_TIIE_0X119	CME_MXN_IRS_28M_MXN_TIIE_0X119					18	2465000000
2020-04-07	IR	CME_MXN_IRS_28M_MXN_TIIE_0X12	CME_MXN_IRS_28M_MXN_TIIE_0X12					5	3710000000
2020-04-07	IR	CME_MXN_IRS_28M_MXN_TIIE_0X23	CME_MXN_IRS_28M_MXN_TIIE_0X23					2	1005000000
2020-04-07	IR	CME_MXN_IRS_28M_MXN_TIIE_0X35	CME_MXN_IRS_28M_MXN_TIIE_0X35					4	1140000000
2020-04-07	IR	CME_MXN_IRS_28M_MXN_TIIE_0X59	CME_MXN_IRS_28M_MXN_TIIE_0X59					4	1405000000
2020-04-07	IR	COP.2Y.IBR.OIS_20220413	COP.2Y.IBR.OIS_20220413	0.03545	0.03545	0.03545	0.03545	1	21000000000
2020-04-07	IR	COP.7Y.IBR.OIS_20270413	COP.7Y.IBR.OIS_20270413	0.0512	0.0512	0.0512	0.0512	1	7000000000
2020-04-07	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12					2	162000000000
2020-04-07	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24					3	84000000000
2020-04-07	IR	COP_NOIS_IBR__0X84	COP_NOIS_IBR__0X84					1	7000000000
2020-04-07	IR	EUR.USD.5Y.3M.BSX_20250409	EUR.USD.5Y.3M.BSX_20250409	-0.002425	-0.002425	-0.002425	-0.002425	1	100000000
2020-04-07	IR	ILS_IRS_3M_ILS_TELBOR_0X108	ILS_IRS_3M_ILS_TELBOR_0X108					1	40000000
2020-04-07	IR	IRS_20200408_3M_NZD-BBR-FRA		0.468800	0.468800	0.468800	0.468800	1	200000000
2020-04-07	IR	IRS_20200414_3M_NZD-BBR-FRA		0.462300	0.462300	0.462300	0.462300	2	200000000
2020-04-07	IR	IRS_20200416_3M_NZD-BBR-FRA		0.460300	0.460300	0.460300	0.460300	1	176000000
2020-04-07	IR	IRS_20200420_3M_NZD-BBR-FRA		0.456400	0.456400	0.456400	0.456400	1	155000000
2020-04-07	IR	IRS_20200423_3M_NZD-BBR-FRA		0.453600	0.453600	0.453600	0.453600	1	165000000
2020-04-07	IR	IRS_20200429_3M_NZD-BBR-FRA		0.448500	0.448500	0.448500	0.448500	1	320000000
2020-04-07	IR	IRS_20200430_3M_NZD-BBR-FRA		0.447700	0.447700	0.447700	0.447700	1	100000000
2020-04-07	IR	IRS_20200505_3M_NZD-BBR-FRA		0.443600	0.443600	0.443600	0.443600	2	350000000
2020-04-07	IR	IRS_20200506_3M_NZD-BBR-FRA		0.442900	0.442900	0.442900	0.442900	1	75000000
2020-04-07	IR	IRS_20200512_3M_NZD-BBR-FRA		0.438800	0.438800	0.438800	0.438800	1	100000000
2020-04-07	IR	IRS_20200513_3M_NZD-BBR-FRA		0.438200	0.438200	0.438200	0.438200	1	169000000
2020-04-07	IR	IRS_20200514_3M_NZD-BBR-FRA		0.437600	0.437600	0.437600	0.437600	1	240000000
2020-04-07	IR	IRS_20200518_3M_NZD-BBR-FRA		0.435200	0.435200	0.435200	0.435200	1	175000000
2020-04-07	IR	IRS_20200520_3M_NZD-BBR-FRA		0.434100	0.434100	0.434100	0.434100	1	150000000
2020-04-07	IR	IRS_20200526_3M_NZD-BBR-FRA		0.431000	0.431000	0.431000	0.431000	1	175000000
2020-04-07	IR	IRS_20200527_3M_NZD-BBR-FRA		0.430500	0.430500	0.430500	0.430500	2	310000000
2020-04-07	IR	IRS_20200528_3M_NZD-BBR-FRA		0.430100	0.430100	0.430100	0.430100	1	83000000
2020-04-07	IR	IRS_20200602_3M_NZD-BBR-FRA		0.427900	0.427900	0.427900	0.427900	2	120000000
2020-04-07	IR	IRS_20200604_3M_NZD-BBR-FRA		0.427100	0.427100	0.427100	0.427100	1	545000000
2020-04-07	IR	IRS_20200610_3M_NZD-BBR-FRA		0.425000	0.425000	0.425000	0.425000	1	783000000
2020-04-07	IR	IRS_20200612_3M_NZD-BBR-FRA		0.424200	0.424200	0.424200	0.424200	1	126000000
2020-04-07	IR	IRS_20200616_3M_NZD-BBR-FRA		0.423200	0.423200	0.423200	0.423200	1	115000000
2020-04-07	IR	IRS_20200617_3M_NZD-BBR-FRA		0.422900	0.422900	0.422900	0.422900	1	513000000
2020-04-07	IR	IRS_20200618_3M_NZD-BBR-FRA		0.422700	0.422700	0.422700	0.422700	3	1148000000
2020-04-07	IR	IRS_20200622_3M_NZD-BBR-FRA		0.421700	0.421700	0.421700	0.421700	3	561000000
2020-04-07	IR	IRS_20200623_3M_NZD-BBR-FRA		0.421500	0.421500	0.421500	0.421500	1	80000000
2020-04-07	IR	IRS_20200624_3M_NZD-BBR-FRA		0.421300	0.421300	0.421300	0.421300	1	130000000
2020-04-07	IR	IRS_20200625_3M_NZD-BBR-FRA		0.421100	0.421100	0.421100	0.421100	1	95000000
2020-04-07	IR	IRS_20200629_3M_NZD-BBR-FRA		0.420400	0.420400	0.420400	0.420400	1	600000000
2020-04-07	IR	IRS_20200630_3M_NZD-BBR-FRA		0.420200	0.420200	0.420200	0.420200	2	437000000
2020-04-07	IR	IRS_20200701_3M_NZD-BBR-FRA		0.420000	0.420000	0.420000	0.420000	1	200000000
2020-04-07	IR	IRS_20200707_3M_NZD-BBR-FRA		0.419300	0.419300	0.419300	0.419300	1	81000000
2020-04-07	IR	IRS_20200716_3M_NZD-BBR-FRA		0.418600	0.418600	0.418600	0.418600	3	684000000
2020-04-07	IR	IRS_20200717_3M_NZD-BBR-FRA		0.418600	0.418600	0.418600	0.418600	1	100000000
2020-04-07	IR	IRS_20200720_3M_NZD-BBR-FRA		0.418500	0.418500	0.418500	0.418500	1	100000000
2020-04-07	IR	IRS_20200805_3M_NZD-BBR-FRA		0.418900	0.418900	0.418900	0.418900	1	75000000
2020-04-07	IR	IRS_20200806_3M_NZD-BBR-FRA		0.418900	0.418900	0.418900	0.418900	3	300000000
2020-04-07	IR	IRS_20200807_3M_NZD-BBR-FRA		0.419200	0.419200	0.419200	0.419200	1	143000000
2020-04-07	IR	IRS_20200810_3M_NZD-BBR-FRA		0.419300	0.419300	0.419300	0.419300	2	900000000
2020-04-07	IR	IRS_20200811_3M_NZD-BBR-FRA		0.419400	0.419400	0.419400	0.419400	2	823000000
2020-04-07	IR	IRS_20200812_3M_NZD-BBR-FRA		0.419500	0.419500	0.419500	0.419500	2	264000000
2020-04-07	IR	IRS_20200813_3M_NZD-BBR-FRA		0.419600	0.419600	0.419600	0.419600	1	240000000
2020-04-07	IR	IRS_20200814_3M_NZD-BBR-FRA		0.419800	0.419800	0.419800	0.419800	1	110000000
2020-04-07	IR	IRS_20200817_3M_NZD-BBR-FRA		0.420000	0.420000	0.420000	0.420000	1	344000000
2020-04-07	IR	IRS_20200820_3M_NZD-BBR-FRA		0.420400	0.420400	0.420400	0.420400	1	121000000
2020-04-07	IR	IRS_20200826_3M_NZD-BBR-FRA		0.421300	0.421300	0.421300	0.421300	3	450000000
2020-04-07	IR	IRS_20200831_3M_NZD-BBR-FRA		0.422000	0.422000	0.422000	0.422000	1	395000000
2020-04-07	IR	IRS_20200901_3M_NZD-BBR-FRA		0.422100	0.422100	0.422100	0.422100	1	200000000
2020-04-07	IR	IRS_20200902_3M_NZD-BBR-FRA		0.422300	0.422300	0.422300	0.422300	1	75000000
2020-04-07	IR	IRS_20200903_3M_NZD-BBR-FRA		0.422500	0.422500	0.422500	0.422500	1	620000000
2020-04-07	IR	IRS_20200907_3M_NZD-BBR-FRA		0.423200	0.423200	0.423200	0.423200	1	500000000
2020-04-07	IR	IRS_20200914_3M_NZD-BBR-FRA		0.424600	0.424600	0.424600	0.424600	1	650000000
2020-04-07	IR	IRS_20200915_3M_NZD-BBR-FRA		0.424800	0.424800	0.424800	0.424800	1	100000000
2020-04-07	IR	IRS_20200921_3M_NZD-BBR-FRA		0.426100	0.426100	0.426100	0.426100	1	155000000
2020-04-07	IR	IRS_20200922_3M_NZD-BBR-FRA		0.426300	0.426300	0.426300	0.426300	1	245000000
2020-04-07	IR	IRS_20200923_3M_NZD-BBR-FRA		0.426500	0.426500	0.426500	0.426500	2	425000000
2020-04-07	IR	IRS_20200924_3M_NZD-BBR-FRA		0.426700	0.426700	0.426700	0.426700	1	340000000
2020-04-07	IR	IRS_20200928_3M_NZD-BBR-FRA		0.427800	0.427800	0.427800	0.427800	3	556000000
2020-04-07	IR	IRS_20200929_3M_NZD-BBR-FRA		0.427900	0.427900	0.427900	0.427900	1	150000000
2020-04-07	IR	IRS_20200930_3M_NZD-BBR-FRA		0.428100	0.428100	0.428100	0.428100	1	584000000
2020-04-07	IR	IRS_AUD_1MBBSW_AUD_3MBBSW_0X24	IRS_AUD_1MBBSW_AUD_3MBBSW_0X24					1	205000000
2020-04-07	IR	IRS_AUD_1MBBSW_AUD_3MBBSW_0X48	IRS_AUD_1MBBSW_AUD_3MBBSW_0X48					1	103000000
2020-04-07	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X36	IRS_AUD_3MBBSW_AUD_6MBBSW_0X36					4	748500000
2020-04-07	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X48	IRS_AUD_3MBBSW_AUD_6MBBSW_0X48					4	527000000
2020-04-07	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X60	IRS_AUD_3MBBSW_AUD_6MBBSW_0X60					1	60500000
2020-04-07	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X120	IRS_AUD_3MBBSW_USD_3MUSDL_0X120					2	35500000
2020-04-07	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X24	IRS_AUD_3MBBSW_USD_3MUSDL_0X24					2	250000000
2020-04-07	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X48	IRS_AUD_3MBBSW_USD_3MUSDL_0X48					1	125000000
2020-04-07	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X60	IRS_AUD_3MBBSW_USD_3MUSDL_0X60					2	69000000
2020-04-07	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X84	IRS_AUD_3MBBSW_USD_3MUSDL_0X84					2	115000000
2020-04-07	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X96	IRS_AUD_3MBBSW_USD_3MUSDL_0X96					3	124000000
2020-04-07	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X180	IRS_CAD_3MCDOR_USD_3MUSDL_0X180					1	50000000
2020-04-07	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X240	IRS_CAD_3MCDOR_USD_3MUSDL_0X240					1	15000000
2020-04-07	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X36	IRS_CAD_3MCDOR_USD_3MUSDL_0X36					1	50000000
2020-04-07	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X360	IRS_CAD_3MCDOR_USD_3MUSDL_0X360					1	25000000
2020-04-07	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X60	IRS_CAD_3MCDOR_USD_3MUSDL_0X60					7	928000000
2020-04-07	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X96	IRS_CAD_3MCDOR_USD_3MUSDL_0X96					1	90000000
2020-04-07	IR	IRS_CLF_1TUF_CLP_CAMA_0X1	IRS_CLF_1TUF_CLP_CAMA_0X1					1	500000
2020-04-07	IR	IRS_CLF_1TUF_CLP_CAMA_0X2	IRS_CLF_1TUF_CLP_CAMA_0X2					1	500000
2020-04-07	IR	IRS_CLF_1TUF_CLP_CAMA_0X3	IRS_CLF_1TUF_CLP_CAMA_0X3					1	500000
2020-04-07	IR	IRS_CLF_1TUF_CLP_CAMA_0X5	IRS_CLF_1TUF_CLP_CAMA_0X5					1	300000
2020-04-07	IR	IRS_CLF_1TUF_CLP_CAMA_0X7	IRS_CLF_1TUF_CLP_CAMA_0X7					1	300000
2020-04-07	IR	IRS_CLF_1TUF_CLP_CAMA_0X8	IRS_CLF_1TUF_CLP_CAMA_0X8					1	300000
2020-04-07	IR	IRS_CLF_6MUF_CLP_CAMA_0X108	IRS_CLF_6MUF_CLP_CAMA_0X108					2	200000
2020-04-07	IR	IRS_CLF_6MUF_CLP_CAMA_0X24	IRS_CLF_6MUF_CLP_CAMA_0X24					3	1565000
2020-04-07	IR	IRS_CLF_6MUF_CLP_CAMA_0X60	IRS_CLF_6MUF_CLP_CAMA_0X60					3	1190000
2020-04-07	IR	IRS_DKK_3MCIBO_USD_3MUSDL_0X12	IRS_DKK_3MCIBO_USD_3MUSDL_0X12					1	858000000
2020-04-07	IR	IRS_DKK_3MCIBO_USD_3MUSDL_0X24	IRS_DKK_3MCIBO_USD_3MUSDL_0X24					1	858000000
2020-04-07	IR	IRS_EUR_3MEURI_USD_3MUSDL_0X120	IRS_EUR_3MEURI_USD_3MUSDL_0X120					4	275000000
2020-04-07	IR	IRS_USD_3MUSDL_COP_IBR_0X24	IRS_USD_3MUSDL_COP_IBR_0X24					1	10200000
2020-04-07	IR	IRS_USD_3MUSDL_COP_IBR_0X36	IRS_USD_3MUSDL_COP_IBR_0X36					1	6800000
2020-04-07	IR	IRS_USD_6MUSDL_CLP_CAMA_0X12	IRS_USD_6MUSDL_CLP_CAMA_0X12					1	51000000
2020-04-07	IR	IRS_USD_6MUSDL_CLP_CAMA_0X120	IRS_USD_6MUSDL_CLP_CAMA_0X120					1	5000000
2020-04-07	IR	IRS_USD_6MUSDL_CLP_CAMA_0X18	IRS_USD_6MUSDL_CLP_CAMA_0X18					1	34000000
2020-04-07	IR	IRS_USD_6MUSDL_CLP_CAMA_0X24	IRS_USD_6MUSDL_CLP_CAMA_0X24					1	25500000
2020-04-07	IR	IRS_USD_6MUSDL_CLP_CAMA_0X36	IRS_USD_6MUSDL_CLP_CAMA_0X36					2	41000000
2020-04-07	IR	IRS_USD_6MUSDL_CLP_CAMA_0X48	IRS_USD_6MUSDL_CLP_CAMA_0X48					1	5000000
2020-04-07	IR	IRS_USD_6MUSDL_CLP_CAMA_0X60	IRS_USD_6MUSDL_CLP_CAMA_0X60					1	10500000
2020-04-07	IR	JPY.10Y.3M.XCCY.BSX_20300409	JPY.10Y.3M.XCCY.BSX_20300409	-0.0068	-0.0068	-0.0068	-0.0068	1	1000000000
2020-04-07	IR	JPY.10Y.6M_20300409	JPY.10Y.6M_20300409	0.000525	0.000525	0.000525	0.000525	1	1200000000
2020-04-07	IR	JPY.1Y.3M.XCCY.BSX_20210409	JPY.1Y.3M.XCCY.BSX_20210409	-0.003325	-0.003325	-0.003325	-0.003325	2	25370000000
2020-04-07	IR	JPY.1Y.6M_20210409	JPY.1Y.6M_20210409	0.0	0.0	0.0	0.0	1	30000000000
2020-04-07	IR	JPY.5Y.3M.XCCY.BSX_20250409	JPY.5Y.3M.XCCY.BSX_20250409	-0.0059	-0.0059	-0.0059	-0.0059	2	5000000000
2020-04-07	IR	LCHL_CAD_IRS_3M_CAD_CDOR_0X60	LCHL_CAD_IRS_3M_CAD_CDOR_0X60					2	200000000
2020-04-07	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X36	LCH_AUD_IRS_3M_AUD_BBSW_0X36					2	146000000
2020-04-07	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120					3	65000000
2020-04-07	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X60	LCH_AUD_IRS_6M_AUD_BBSW_0X60					2	60000000
2020-04-07	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X24	LCH_CAD_IRS_3M_CAD_CDOR_0X24					3	575000000
2020-04-07	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X48	LCH_CAD_IRS_3M_CAD_CDOR_0X48					1	70000000
2020-04-07	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X60	LCH_CAD_IRS_3M_CAD_CDOR_0X60					4	575000000
2020-04-07	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X120	LCH_NZD_IRS_3M_NZD_BKBM_0X120					1	25000000
2020-04-07	IR	MXN.130*1.TIIE.28D_20300327	MXN.130*1.TIIE.28D_20300327	0.0699	0.0702	0.0699	0.0702	3	540000000
2020-04-07	IR	MXN.3*1.TIIE.28D_20200701	MXN.3*1.TIIE.28D_20200701	0.06325	0.06325	0.06325	0.06325	1	5200000000
2020-04-07	IR	MXN.6*1.TIIE.28D_20200923	MXN.6*1.TIIE.28D_20200923	0.0592	0.0592	0.0592	0.0592	1	2600000000
2020-04-07	IR	MXN.65*1.TIIE.28D_20250402	MXN.65*1.TIIE.28D_20250402	0.062675	0.062675	0.062675	0.062675	1	275000000
2020-04-07	IR	MXN.91*1.TIIE.28D_20270331	MXN.91*1.TIIE.28D_20270331	0.0665	0.066525	0.0665	0.066525	2	850000000
2020-04-07	IR	MYR_NDS_3M_USD_KLIBOR_0X60	MYR_NDS_3M_USD_KLIBOR_0X60					1	46000000
2020-04-07	IR	NZD.3M.3M (SPS)_20200910	NZD.3M.3M (SPS)_20200910	0.0042	0.0042	0.0042	0.0042	1	670000000
2020-04-07	IR	SOPT_STRADDLE_E_USD_3MLIBOR_24 X 120_.89	SOPT_STRADDLE_E_USD_3MLIBOR_24 X 120_0.890					2	100000000
2020-04-07	IR	SOPT_STRADDLE_E_USD_3MLIBOR_24 X 60_.75	SOPT_STRADDLE_E_USD_3MLIBOR_24 X 60_0.75000					1	100000000
2020-04-07	IR	SOPT_STRADDLE_E_USD_3MLIBOR_24 X 60_.8125	SOPT_STRADDLE_E_USD_3MLIBOR_24 X 60_0.81250					1	100000000
2020-04-07	IR	USD 1Y 3Y 3M LIBOR Str 0.004475	USD 3M LIBOR_20230409	0.0102	0.0102	0.0102	0.0102	1	100000000
2020-04-07	IR	USD 1Y 3Y 3M LIBOR Str 0.004525	USD 3M LIBOR_20230409	0.0102	0.0102	0.0102	0.0102	1	250000000
2020-04-07	IR	USD.10Y.FF/3M_20300409	USD.10Y.FF/3M_20300409	0.0024375	0.0024375	0.0024375	0.0024375	1	26000000
2020-04-07	IR	USD.20Y.FF/3M_20400409	USD.20Y.FF/3M_20400409	0.0023875	0.0023875	0.0023875	0.0023875	1	14000000
2020-04-07	IR	USD.FRA.1M.0x1_20200514	USD.FRA.1M.0x1_20200514	0.008	0.008	0.008	0.008	1	1000000000
2020-04-07	IR	USD.FRA.1M.0x1_20200518	USD.FRA.1M.0x1_20200518	0.0074	0.0074	0.0074	0.0074	1	1000000000
2020-04-07	IR	USD.FRA.1M.0x1_20200520	USD.FRA.1M.0x1_20200520	0.0071	0.0071	0.0071	0.0071	1	3000000000
2020-04-07	IR	USD.FRA.1M.1x2_20200630	USD.FRA.1M.1x2_20200630	0.00435	0.00435	0.0043	0.0043	2	5000000000
2020-04-07	IR	USD.FRA.3M.0x3_20200714	USD.FRA.3M.0x3_20200714	0.012875	0.012875	0.012875	0.012875	1	500000000
2020-04-07	IR	USD.FRA.3M.0x3_20200720	USD.FRA.3M.0x3_20200720	0.0121	0.0121	0.0121	0.0121	1	750000000
2020-04-07	IR	USD.FRA.3M.0x3_20200722	USD.FRA.3M.0x3_20200722	0.011825	0.011825	0.011825	0.011825	1	800000000
2020-04-07	IR	USD.FRA.3M.0x3_20200724	USD.FRA.3M.0x3_20200724	0.0116375	0.0116375	0.0116375	0.0116375	1	1000000000
2020-04-07	IR	USD.FRA.3M.1x4_20200817	USD.FRA.3M.1x4_20200817	0.009075	0.009075	0.009075	0.009075	1	1000000000