tpSEF

Daily Activity Summary for tpSEF Inc.

Batch Date	Asset Class	Tradeable Instrument	Description	Opening Price	Trade High	Trade Low	Closing Price	Num of Trades	Total Notional Value
2021-01-27	CD	316850	IG34 5Y - SEF	68.65	68.65	68.65	68.65	1	225000000
2021-01-27	CD	317562	HY34 5Y - SEF	108.36	108.36	108.13	108.13	3	208000000
2021-01-27	CD	337355	IG35 5Y - SEF	53.85	55.45	53.7	55.45	26	2495000000
2021-01-27	CD	338011	CDXEM 34 - SEF	96.5	96.58	96.5	96.53	7	120000000
2021-01-27	CD	338385	HY35 5Y - SEF	108.18	108.23	107.82	107.82	59	930000000
2021-01-27	CD	345899	S34 EUR 5Y (SEF)	50.5	52.125	50.5	51.875	49	1750000000
2021-01-27	CD	345902	S34 XOVER 5Y (SEF)	260.5	271.5	260.5	268.5	35	430000000
2021-01-27	CD	346062	S34 EUR 5Y (SEF 5:1)	51.375	52.375	51.375	52.375	2	100000000
2021-01-27	CD	CDX.EM.34.V1_60M	CDX.EM.34.V1_60M	0.965	0.966	0.965	0.9656	12	135000000
2021-01-27	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	5.3739	5.3951	5.3603	5.3951	12	165000000
2021-01-27	CU	0D_NDF_USD_CLP_NDF	0D_NDF_USD_CLP_NDF	738.2	738.2	738.2	738.2	1	10000000
2021-01-27	CU	0D_NDF_USD_IDR_NDF	0D_NDF_USD_IDR_NDF	14135.0	14135.0	14135.0	14135.0	1	15000000
2021-01-27	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	73.0475	73.0475	73.0475	73.0475	1	6000000
2021-01-27	CU	0D_NDF_USD_KRW_NDF	0D_NDF_USD_KRW_NDF	1106.72	1108.42	1106.72	1108.42	3	10000000
2021-01-27	CU	0D_NDF_USD_PEN_NDF	0D_NDF_USD_PEN_NDF	3.6361	3.6535	3.6361	3.6535	2	12000000
2021-01-27	CU	0D_NDF_USD_PHP_NDF	0D_NDF_USD_PHP_NDF	48.112	48.12	48.11	48.12	4	51000000
2021-01-27	CU	0D_NDF_USD_TWD_NDF	0D_NDF_USD_TWD_NDF	28.015	28.03	28.015	28.03	2	40000000
2021-01-27	CU	10D_NDF_USD_TWD_NDF	10D_NDF_USD_TWD_NDF	27.989	27.989	27.989	27.989	1	6000000
2021-01-27	CU	10D_NDF_USD_VND_NDF	10D_NDF_USD_VND_NDF	23060.0	23060.0	23060.0	23060.0	1	4000000
2021-01-27	CU	138D_NDF_USD_INR_NDF	138D_NDF_USD_INR_NDF	74.41	74.41	74.407	74.407	2	200000000
2021-01-27	CU	15D_USD_CAD_A_FXO_0.4778_FXO	15D_USD_CAD_A_FXO_0.4778_FXO	0.5703335	0.5703335	0.5703335	0.5703335	2	50000000
2021-01-27	CU	16D_USD_JPY_A_FXO_0.1221_FXO	16D_USD_JPY_A_FXO_0.1221_FXO	0.066417	0.066417	0.066417	0.066417	1	50000000
2021-01-27	CU	182D_NDF_USD_IDR_NDF	182D_NDF_USD_IDR_NDF	14387.0	14387.0	14387.0	14387.0	1	10000000
2021-01-27	CU	182D_NDF_USD_INR_NDF	182D_NDF_USD_INR_NDF	74.645	74.8	74.645	74.8	3	65000000
2021-01-27	CU	182D_NDF_USD_TWD_NDF	182D_NDF_USD_TWD_NDF	27.345	27.36	27.345	27.36	3	150000000
2021-01-27	CU	19D_USD_RUB_A_FXO_-0.2031_FXO	19D_USD_RUB_A_FXO_-0.2031_FXO	0.351947	0.351947	0.351947	0.351947	1	100000000
2021-01-27	CU	19D_USD_RUB_A_FXO_-0.2725_FXO	19D_USD_RUB_A_FXO_-0.2725_FXO	0.5214874	0.5214874	0.5214874	0.5214874	1	50000000
2021-01-27	CU	1D_AUD_USD_B_FXO_0.4607_FXO	1D_AUD_USD_B_FXO_0.4607_FXO	0.1683768	0.1683768	0.1683768	0.1683768	1	20000000
2021-01-27	CU	1D_AUD_USD_B_FXO_0.4639_FXO	1D_AUD_USD_B_FXO_0.4639_FXO	0.1842905	0.1842905	0.1842905	0.1842905	1	20000000
2021-01-27	CU	1D_GBP_USD_B_FXO_0.3294_FXO	1D_GBP_USD_B_FXO_0.3294_FXO	0.1590866	0.1590866	0.1590866	0.1590866	1	20000000
2021-01-27	CU	1D_NDF_USD_IDR_NDF	1D_NDF_USD_IDR_NDF	14136.5	14136.5	14136.5	14136.5	1	15000000
2021-01-27	CU	1D_USD_JPY_A_FXO_-0.1972_FXO	1D_USD_JPY_A_FXO_-0.1972_FXO	0.0429931	0.0429931	0.0429931	0.0429931	1	50000000
2021-01-27	CU	1D_USD_RUB_A_FXO_-0.3363_FXO	1D_USD_RUB_A_FXO_-0.3363_FXO	0.1801493	0.1801493	0.1801493	0.1801493	1	20000000
2021-01-27	CU	1M_AUD_USD_B_FXO_-0.2515_FXO	1M_AUD_USD_B_FXO_-0.2515_FXO	0.336189	0.336189	0.336189	0.336189	1	20000000
2021-01-27	CU	1M_AUD_USD_B_FXO_0.2531_FXO	1M_AUD_USD_B_FXO_0.2531_FXO	0.299579	0.299579	0.299579	0.299579	1	20000000
2021-01-27	CU	1M_EUR_AUD_A_FXO_-0.499_FXO	1M_EUR_AUD_A_FXO_-0.499_FXO	0.8156382	0.8156382	0.8156382	0.8156382	1	20000000
2021-01-27	CU	1M_EUR_AUD_A_FXO_0.5007_FXO	1M_EUR_AUD_A_FXO_0.5007_FXO	0.8416715	0.8416715	0.8416715	0.8416715	1	20000000
2021-01-27	CU	1M_EUR_INR_A_FXO_-0.5005_FXO	1M_EUR_INR_A_FXO_-0.5005_FXO	0.6462646	0.6462646	0.6462646	0.6462646	1	25000000
2021-01-27	CU	1M_EUR_INR_A_FXO_0.4994_FXO	1M_EUR_INR_A_FXO_0.4994_FXO	0.6575195	0.6575195	0.6575195	0.6575195	1	25000000
2021-01-27	CU	1M_EUR_NZD_A_FXO_-0.4999_FXO	1M_EUR_NZD_A_FXO_-0.4999_FXO	0.8287102	0.8287102	0.8287102	0.8287102	2	40000000
2021-01-27	CU	1M_EUR_NZD_A_FXO_0.4999_FXO	1M_EUR_NZD_A_FXO_0.4999_FXO	0.8506899	0.8506899	0.8506899	0.8506899	2	40000000
2021-01-27	CU	1M_EUR_USD_B_FXO_-0.4961_FXO	1M_EUR_USD_B_FXO_-0.4961_FXO	0.8087171	0.8087171	0.8087171	0.8087171	1	15000000
2021-01-27	CU	1M_EUR_USD_B_FXO_-0.4962_FXO	1M_EUR_USD_B_FXO_-0.4962_FXO	0.7643654	0.7643654	0.7643654	0.7643654	3	55000000
2021-01-27	CU	1M_EUR_USD_B_FXO_-0.498_FXO	1M_EUR_USD_B_FXO_-0.498_FXO	0.8136876	0.8136876	0.8136876	0.8136876	1	15000000
2021-01-27	CU	1M_EUR_USD_B_FXO_0.502_FXO	1M_EUR_USD_B_FXO_0.502_FXO	0.8066876	0.8066876	0.8066876	0.8066876	1	15000000
2021-01-27	CU	1M_EUR_USD_B_FXO_0.5038_FXO	1M_EUR_USD_B_FXO_0.5038_FXO	0.7673654	0.7673654	0.7673654	0.7673654	3	55000000
2021-01-27	CU	1M_EUR_USD_B_FXO_0.5039_FXO	1M_EUR_USD_B_FXO_0.5039_FXO	0.8117171	0.8117171	0.8117171	0.8117171	1	15000000
2021-01-27	CU	1M_GBP_JPY_A_FXO_-0.5028_FXO	1M_GBP_JPY_A_FXO_-0.5028_FXO	0.8524275	0.8524275	0.8524275	0.8524275	1	10000000
2021-01-27	CU	1M_GBP_JPY_A_FXO_0.4971_FXO	1M_GBP_JPY_A_FXO_0.4971_FXO	0.8601571	0.8601571	0.8601571	0.8601571	1	10000000
2021-01-27	CU	1M_GBP_NZD_A_FXO_-0.5018_FXO	1M_GBP_NZD_A_FXO_-0.5018_FXO	0.8281337	0.8281337	0.8281337	0.8281337	2	35500000
2021-01-27	CU	1M_GBP_NZD_A_FXO_0.4981_FXO	1M_GBP_NZD_A_FXO_0.4981_FXO	0.8402375	0.8402375	0.8402375	0.8402375	2	35500000
2021-01-27	CU	1M_NZD_USD_B_FXO_-0.4981_FXO	1M_NZD_USD_B_FXO_-0.4981_FXO	0.8344089	0.8344089	0.8344089	0.8344089	1	15000000
2021-01-27	CU	1M_NZD_USD_B_FXO_0.5019_FXO	1M_NZD_USD_B_FXO_0.5019_FXO	0.814409	0.814409	0.814409	0.814409	1	15000000
2021-01-27	CU	1M_SGD_JPY_A_FXO_-0.499_FXO	1M_SGD_JPY_A_FXO_-0.499_FXO	0.5460658	0.5460658	0.5460658	0.5460658	1	15000000
2021-01-27	CU	1M_SGD_JPY_A_FXO_0.5009_FXO	1M_SGD_JPY_A_FXO_0.5009_FXO	0.5588519	0.5588519	0.5588519	0.5588519	1	15000000
2021-01-27	CU	1M_USD_JPY_A_FXO_-0.2507_FXO	1M_USD_JPY_A_FXO_-0.2507_FXO	0.2147211	0.2147211	0.2147211	0.2147211	1	50000000
2021-01-27	CU	1M_USD_JPY_A_FXO_-0.2528_FXO	1M_USD_JPY_A_FXO_-0.2528_FXO	0.2171408	0.2171408	0.2171408	0.2171408	2	105000000
2021-01-27	CU	1M_USD_JPY_A_FXO_-0.505_FXO	1M_USD_JPY_A_FXO_-0.505_FXO	0.5839687	0.5839687	0.5839687	0.5839687	1	15000000
2021-01-27	CU	1M_USD_JPY_A_FXO_0.2499_FXO	1M_USD_JPY_A_FXO_0.2499_FXO	0.2030551	0.2030551	0.2030551	0.2030551	2	105000000
2021-01-27	CU	1M_USD_JPY_A_FXO_0.2532_FXO	1M_USD_JPY_A_FXO_0.2532_FXO	0.2076893	0.2076893	0.2076893	0.2076893	1	50000000
2021-01-27	CU	1M_USD_JPY_A_FXO_0.495_FXO	1M_USD_JPY_A_FXO_0.495_FXO	0.5762795	0.5762795	0.5762795	0.5762795	1	15000000
2021-01-27	CU	1M_USD_MXN_A_FXO_-0.5087_FXO	1M_USD_MXN_A_FXO_-0.5087_FXO	1.740158	1.740158	1.740158	1.740158	1	10000000
2021-01-27	CU	1M_USD_MXN_A_FXO_0.4913_FXO	1M_USD_MXN_A_FXO_0.4913_FXO	1.740158	1.740158	1.740158	1.740158	1	10000000
2021-01-27	CU	1M_USD_SGD_A_FXO_-0.4948_FXO	1M_USD_SGD_A_FXO_-0.4948_FXO	0.4693542	0.4693542	0.4693542	0.4693542	1	5000000
2021-01-27	CU	1M_USD_SGD_A_FXO_0.505_FXO	1M_USD_SGD_A_FXO_0.505_FXO	0.4920076	0.4920076	0.4920076	0.4920076	1	5000000
2021-01-27	CU	1M_USD_TRY_A_FXO_-0.2498_FXO	1M_USD_TRY_A_FXO_-0.2498_FXO	0.67254	0.67254	0.67254	0.67254	2	32750000
2021-01-27	CU	1M_USD_TRY_A_FXO_-0.2499_FXO	1M_USD_TRY_A_FXO_-0.2499_FXO	0.6729597	0.6729597	0.6729597	0.6729597	1	19750000
2021-01-27	CU	1M_USD_TRY_A_FXO_-0.4997_FXO	1M_USD_TRY_A_FXO_-0.4997_FXO	1.69568	1.69568	1.695551	1.695551	3	40000000
2021-01-27	CU	1M_USD_TRY_A_FXO_0.2498_FXO	1M_USD_TRY_A_FXO_0.2498_FXO	0.6906154	0.6906154	0.6906154	0.6906154	2	32750000
2021-01-27	CU	1M_USD_TRY_A_FXO_0.25_FXO	1M_USD_TRY_A_FXO_0.25_FXO	0.6910812	0.6910812	0.6910812	0.6910812	1	19750000
2021-01-27	CU	1M_USD_TRY_A_FXO_0.4994_FXO	1M_USD_TRY_A_FXO_0.4994_FXO	1.789187	1.789316	1.789187	1.789316	3	40000000
2021-01-27	CU	1M_USD_ZAR_A_FXO_-0.4994_FXO	1M_USD_ZAR_A_FXO_-0.4994_FXO	1.822119	1.822119	1.822082	1.8221	3	25000000
2021-01-27	CU	1M_USD_ZAR_A_FXO_-0.4997_FXO	1M_USD_ZAR_A_FXO_-0.4997_FXO	1.823664	1.823664	1.823664	1.823664	1	7500000
2021-01-27	CU	1M_USD_ZAR_A_FXO_0.4992_FXO	1M_USD_ZAR_A_FXO_0.4992_FXO	1.931779	1.931779	1.931779	1.931779	1	7500000
2021-01-27	CU	1M_USD_ZAR_A_FXO_0.4995_FXO	1M_USD_ZAR_A_FXO_0.4995_FXO	1.933324	1.93336	1.933324	1.933342	3	25000000
2021-01-27	CU	1W_AUD_USD_B_FXO_-0.4925_FXO	1W_AUD_USD_B_FXO_-0.4925_FXO	0.4454443	0.4590794	0.4454443	0.4590794	3	40000000
2021-01-27	CU	1W_AUD_USD_B_FXO_-0.4959_FXO	1W_AUD_USD_B_FXO_-0.4959_FXO	0.4634139	0.4634139	0.4634139	0.4634139	1	15000000
2021-01-27	CU	1W_AUD_USD_B_FXO_0.5041_FXO	1W_AUD_USD_B_FXO_0.5041_FXO	0.4664139	0.4664139	0.4664139	0.4664139	1	15000000
2021-01-27	CU	1W_AUD_USD_B_FXO_0.5075_FXO	1W_AUD_USD_B_FXO_0.5075_FXO	0.4584443	0.4720793	0.4584443	0.4720793	3	40000000
2021-01-27	CU	1W_CHF_JPY_A_FXO_0.3777_FXO	1W_CHF_JPY_A_FXO_0.3777_FXO	0.1840387	0.1840387	0.1840387	0.1840387	2	50000000
2021-01-27	CU	1W_USD_JPY_A_FXO_0.328_FXO	1W_USD_JPY_A_FXO_0.328_FXO	0.161331	0.161331	0.161331	0.161331	4	100000000
2021-01-27	CU	1W_USD_SGD_A_FXO_-0.5113_FXO	1W_USD_SGD_A_FXO_-0.5113_FXO	0.2479711	0.2479711	0.2479711	0.2479711	1	10000000
2021-01-27	CU	1W_USD_SGD_A_FXO_0.4889_FXO	1W_USD_SGD_A_FXO_0.4889_FXO	0.2328688	0.2328688	0.2328688	0.2328688	1	10000000
2021-01-27	CU	1Y_AUD_USD_B_FXO_-0.5005_FXO	1Y_AUD_USD_B_FXO_-0.5005_FXO	3.222703	3.222703	3.222703	3.222703	2	25000000
2021-01-27	CU	1Y_AUD_USD_B_FXO_-0.5006_FXO	1Y_AUD_USD_B_FXO_-0.5006_FXO	3.205988	3.205988	3.205988	3.205988	1	25000000
2021-01-27	CU	1Y_AUD_USD_B_FXO_0.4994_FXO	1Y_AUD_USD_B_FXO_0.4994_FXO	2.824988	2.824988	2.824988	2.824988	1	25000000
2021-01-27	CU	1Y_AUD_USD_B_FXO_0.4995_FXO	1Y_AUD_USD_B_FXO_0.4995_FXO	2.838703	2.838703	2.838703	2.838703	2	25000000
2021-01-27	CU	1Y_USD_CAD_A_FXO_-0.499_FXO	1Y_USD_CAD_A_FXO_-0.499_FXO	2.568741	2.568741	2.568741	2.568741	1	25000000
2021-01-27	CU	1Y_USD_CAD_A_FXO_0.4988_FXO	1Y_USD_CAD_A_FXO_0.4988_FXO	2.792991	2.792991	2.792991	2.792991	1	25000000
2021-01-27	CU	1Y_USD_CNH_A_FXO_-0.4991_FXO	1Y_USD_CNH_A_FXO_-0.4991_FXO	2.349174	2.349174	2.349174	2.349174	2	37500000
2021-01-27	CU	1Y_USD_CNH_A_FXO_-0.4992_FXO	1Y_USD_CNH_A_FXO_-0.4992_FXO	2.349174	2.349174	2.349174	2.349174	1	10000000
2021-01-27	CU	1Y_USD_CNH_A_FXO_0.4991_FXO	1Y_USD_CNH_A_FXO_0.4991_FXO	2.349174	2.349174	2.349174	2.349174	3	47500000
2021-01-27	CU	1Y_USD_KRW_A_FXO_-0.4984_FXO	1Y_USD_KRW_A_FXO_-0.4984_FXO	2.960789	2.960789	2.960789	2.960789	1	10000000
2021-01-27	CU	1Y_USD_KRW_A_FXO_-0.4985_FXO	1Y_USD_KRW_A_FXO_-0.4985_FXO	2.961851	2.961851	2.961851	2.961851	1	12500000
2021-01-27	CU	1Y_USD_KRW_A_FXO_0.4985_FXO	1Y_USD_KRW_A_FXO_0.4985_FXO	3.266697	3.266697	3.266697	3.266697	1	12500000
2021-01-27	CU	1Y_USD_KRW_A_FXO_0.4986_FXO	1Y_USD_KRW_A_FXO_0.4986_FXO	3.267759	3.267759	3.267759	3.267759	1	10000000
2021-01-27	CU	1Y_USD_TRY_A_FXO_-0.4925_FXO	1Y_USD_TRY_A_FXO_-0.4925_FXO	6.156581	6.156581	6.156581	6.156581	1	5000000
2021-01-27	CU	1Y_USD_TRY_A_FXO_0.4925_FXO	1Y_USD_TRY_A_FXO_0.4925_FXO	7.656873	7.656873	7.656873	7.656873	1	5000000
2021-01-27	CU	26D_NDF_USD_PEN_NDF	26D_NDF_USD_PEN_NDF	3.6535	3.6535	3.6535	3.6535	1	5000000
2021-01-27	CU	27D_NDF_USD_BRL_NDF	27D_NDF_USD_BRL_NDF	5.39845	5.39845	5.39845	5.39845	1	24000000
2021-01-27	CU	27D_NDF_USD_INR_NDF	27D_NDF_USD_INR_NDF	73.131	73.131	73.131	73.131	1	30000000
2021-01-27	CU	28D_NDF_USD_CLP_NDF	28D_NDF_USD_CLP_NDF	736.5	738.0	736.5	738.0	2	13000000
2021-01-27	CU	28D_NDF_USD_CNY_NDF	28D_NDF_USD_CNY_NDF	6.50475	6.50475	6.50475	6.50475	1	17000000
2021-01-27	CU	28D_NDF_USD_IDR_NDF	28D_NDF_USD_IDR_NDF	14130.0	14140.0	14130.0	14140.0	4	29000000
2021-01-27	CU	28D_NDF_USD_INR_NDF	28D_NDF_USD_INR_NDF	73.14	73.32	73.0626	73.32	7	242000000
2021-01-27	CU	28D_NDF_USD_PEN_NDF	28D_NDF_USD_PEN_NDF	3.636	3.6545	3.636	3.6516	4	29000000
2021-01-27	CU	28D_NDF_USD_PHP_NDF	28D_NDF_USD_PHP_NDF	48.15	48.16	48.15	48.16	4	51000000
2021-01-27	CU	28D_NDF_USD_TWD_NDF	28D_NDF_USD_TWD_NDF	27.931	27.97	27.931	27.945	7	315000000
2021-01-27	CU	29D_NDF_USD_KRW_NDF	29D_NDF_USD_KRW_NDF	1106.8	1108.5	1106.8	1108.5	3	10000000
2021-01-27	CU	29D_NDF_USD_TWD_NDF	29D_NDF_USD_TWD_NDF	27.94	27.955	27.94	27.955	2	40000000
2021-01-27	CU	2D_AUD_USD_B_FXO_-0.1651_FXO	2D_AUD_USD_B_FXO_-0.1651_FXO	0.0732299	0.0732299	0.0732299	0.0732299	1	75000000
2021-01-27	CU	2D_AUD_USD_B_FXO_-0.2537_FXO	2D_AUD_USD_B_FXO_-0.2537_FXO	0.1239334	0.1239334	0.1239334	0.1239334	3	150000000
2021-01-27	CU	2D_AUD_USD_B_FXO_-0.4393_FXO	2D_AUD_USD_B_FXO_-0.4393_FXO	0.247317	0.247317	0.247317	0.247317	1	20000000
2021-01-27	CU	2D_AUD_USD_B_FXO_-0.4657_FXO	2D_AUD_USD_B_FXO_-0.4657_FXO	0.2699403	0.2699403	0.2699403	0.2699403	1	30000000
2021-01-27	CU	2D_AUD_USD_B_FXO_-0.4869_FXO	2D_AUD_USD_B_FXO_-0.4869_FXO	0.288991	0.288991	0.288991	0.288991	1	30000000
2021-01-27	CU	2D_AUD_USD_B_FXO_0.2478_FXO	2D_AUD_USD_B_FXO_0.2478_FXO	0.1105394	0.1105394	0.1105394	0.1105394	3	150000000
2021-01-27	CU	2D_EUR_GBP_A_FXO_-0.3173_FXO	2D_EUR_GBP_A_FXO_-0.3173_FXO	0.1252591	0.1252591	0.1252591	0.1252591	2	120000000
2021-01-27	CU	2D_EUR_USD_B_FXO_-0.332_FXO	2D_EUR_USD_B_FXO_-0.332_FXO	0.1527066	0.1527066	0.1527066	0.1527066	1	75000000
2021-01-27	CU	2D_EUR_USD_B_FXO_0.313_FXO	2D_EUR_USD_B_FXO_0.313_FXO	0.138891	0.138891	0.138891	0.138891	1	150000000
2021-01-27	CU	2D_USD_CNH_A_FXO_-0.4471_FXO	2D_USD_CNH_A_FXO_-0.4471_FXO	0.1426928	0.1426928	0.1426928	0.1426928	1	30000000
2021-01-27	CU	2D_USD_CNH_A_FXO_-0.4747_FXO	2D_USD_CNH_A_FXO_-0.4747_FXO	0.1562357	0.1562357	0.1562357	0.1562357	1	55000000
2021-01-27	CU	2D_USD_CNH_A_FXO_-0.4819_FXO	2D_USD_CNH_A_FXO_-0.4819_FXO	0.159931	0.159931	0.159931	0.159931	1	75000000
2021-01-27	CU	2D_USD_JPY_A_FXO_-0.3474_FXO	2D_USD_JPY_A_FXO_-0.3474_FXO	0.1059014	0.1059014	0.1059014	0.1059014	1	50000000
2021-01-27	CU	2D_USD_JPY_A_FXO_0.2235_FXO	2D_USD_JPY_A_FXO_0.2235_FXO	0.0592006	0.0592006	0.0592006	0.0592006	1	50000000
2021-01-27	CU	2D_USD_JPY_A_FXO_0.2391_FXO	2D_USD_JPY_A_FXO_0.2391_FXO	0.0693262	0.0693262	0.0693262	0.0693262	1	50000000
2021-01-27	CU	2D_USD_JPY_A_FXO_0.4545_FXO	2D_USD_JPY_A_FXO_0.4545_FXO	0.1597583	0.1597583	0.1597583	0.1597583	1	50000000
2021-01-27	CU	2M_NZD_USD_B_FXO_-0.3494_FXO	2M_NZD_USD_B_FXO_-0.3494_FXO	0.7209047	0.7209047	0.7209047	0.7209047	1	25000000
2021-01-27	CU	2M_USD_CAD_A_FXO_-0.4991_FXO	2M_USD_CAD_A_FXO_-0.4991_FXO	1.072017	1.072017	1.072017	1.072017	1	10000000
2021-01-27	CU	2M_USD_CAD_A_FXO_-0.5015_FXO	2M_USD_CAD_A_FXO_-0.5015_FXO	1.079885	1.079885	1.079885	1.079885	1	25000000
2021-01-27	CU	2M_USD_CAD_A_FXO_0.4983_FXO	2M_USD_CAD_A_FXO_0.4983_FXO	1.106514	1.106514	1.106514	1.106514	1	25000000
2021-01-27	CU	2M_USD_CAD_A_FXO_0.5005_FXO	2M_USD_CAD_A_FXO_0.5005_FXO	1.114368	1.114368	1.114368	1.114368	1	10000000
2021-01-27	CU	2W_AUD_USD_B_FXO_0.2325_FXO	2W_AUD_USD_B_FXO_0.2325_FXO	0.1954427	0.1954427	0.1954427	0.1954427	1	30000000
2021-01-27	CU	2Y_USD_CAD_A_FXO_-0.4978_FXO	2Y_USD_CAD_A_FXO_-0.4978_FXO	3.688765	3.688765	3.688765	3.688765	1	18000000
2021-01-27	CU	2Y_USD_CAD_A_FXO_0.4974_FXO	2Y_USD_CAD_A_FXO_0.4974_FXO	4.168936	4.168936	4.168936	4.168936	1	18000000
2021-01-27	CU	32D_NDF_USD_BRL_NDF	32D_NDF_USD_BRL_NDF	5.374	5.41905	5.3655	5.41905	19	1395750000
2021-01-27	CU	33D_NDF_USD_KRW_NDF	33D_NDF_USD_KRW_NDF	1107.65	1107.65	1107.65	1107.65	1	60000000
2021-01-27	CU	33D_USD_MXN_A_FXO_-0.1956_FXO	33D_USD_MXN_A_FXO_-0.1956_FXO	0.4395546	0.4395546	0.4395546	0.4395546	1	10000000
2021-01-27	CU	364D_NDF_USD_TWD_NDF	364D_NDF_USD_TWD_NDF	26.792	26.792	26.792	26.792	2	50000000
2021-01-27	CU	364D_USD_CNH_A_FXO_-0.4989_FXO	364D_USD_CNH_A_FXO_-0.4989_FXO	2.242391	2.242391	2.242391	2.242391	1	14500000
2021-01-27	CU	364D_USD_CNH_A_FXO_0.4994_FXO	364D_USD_CNH_A_FXO_0.4994_FXO	2.416186	2.416186	2.416186	2.416186	1	14500000
2021-01-27	CU	367D_NDF_USD_INR_NDF	367D_NDF_USD_INR_NDF	76.32	76.475	76.32	76.475	3	65000000
2021-01-27	CU	38D_NDF_USD_KRW_NDF	38D_NDF_USD_KRW_NDF	1107.4	1107.4	1107.4	1107.4	1	78000000
2021-01-27	CU	3D_NDF_USD_IDR_NDF	3D_NDF_USD_IDR_NDF	14089.0	14089.0	14089.0	14089.0	1	10000000
2021-01-27	CU	3D_NDF_USD_KRW_NDF	3D_NDF_USD_KRW_NDF	1105.4	1105.4	1105.4	1105.4	1	10000000
2021-01-27	CU	3M_EUR_AUD_A_FXO_-0.498_FXO	3M_EUR_AUD_A_FXO_-0.498_FXO	1.479649	1.479649	1.479649	1.479649	1	15000000
2021-01-27	CU	3M_EUR_AUD_A_FXO_0.5011_FXO	3M_EUR_AUD_A_FXO_0.5011_FXO	1.567358	1.567358	1.567358	1.567358	1	15000000
2021-01-27	CU	3M_EUR_USD_B_FXO_-0.088_FXO	3M_EUR_USD_B_FXO_-0.088_FXO	0.1656972	0.1656972	0.1656972	0.1656972	2	100000000
2021-01-27	CU	3M_EUR_USD_B_FXO_-0.099_FXO	3M_EUR_USD_B_FXO_-0.099_FXO	0.1897074	0.1897074	0.1897074	0.1897074	2	130000000
2021-01-27	CU	3M_EUR_USD_B_FXO_-0.5024_FXO	3M_EUR_USD_B_FXO_-0.5024_FXO	1.470137	1.470137	1.470137	1.470137	2	50000000
2021-01-27	CU	3M_EUR_USD_B_FXO_-0.5025_FXO	3M_EUR_USD_B_FXO_-0.5025_FXO	1.464095	1.464095	1.464095	1.464095	1	10000000
2021-01-27	CU	3M_EUR_USD_B_FXO_0.0991_FXO	3M_EUR_USD_B_FXO_0.0991_FXO	0.1846108	0.1846108	0.1846108	0.1846108	2	130000000
2021-01-27	CU	3M_EUR_USD_B_FXO_0.4975_FXO	3M_EUR_USD_B_FXO_0.4975_FXO	1.389095	1.389095	1.389095	1.389095	1	10000000
2021-01-27	CU	3M_EUR_USD_B_FXO_0.4976_FXO	3M_EUR_USD_B_FXO_0.4976_FXO	1.395137	1.395137	1.395137	1.395137	2	50000000
2021-01-27	CU	3M_GBP_AUD_A_FXO_-0.499_FXO	3M_GBP_AUD_A_FXO_-0.499_FXO	1.484044	1.484044	1.484044	1.484044	1	13500000
2021-01-27	CU	3M_GBP_AUD_A_FXO_0.5002_FXO	3M_GBP_AUD_A_FXO_0.5002_FXO	1.562944	1.562944	1.562944	1.562944	1	13500000
2021-01-27	CU	3M_USD_HKD_A_FXO_0.3396_FXO	3M_USD_HKD_A_FXO_0.3396_FXO	0.0677264	0.0677264	0.0677264	0.0677264	1	30000000
2021-01-27	CU	3M_USD_JPY_A_FXO_-0.2486_FXO	3M_USD_JPY_A_FXO_-0.2486_FXO	0.4661921	0.4661921	0.4661921	0.4661921	1	30000000
2021-01-27	CU	3M_USD_RUB_A_FXO_-0.25_FXO	3M_USD_RUB_A_FXO_-0.25_FXO	1.002431	1.00244	1.002431	1.00244	2	35000000
2021-01-27	CU	3M_USD_RUB_A_FXO_0.25_FXO	3M_USD_RUB_A_FXO_0.25_FXO	1.321672	1.321672	1.321323	1.321323	2	42000000
2021-01-27	CU	3W_EUR_USD_B_FXO_-0.5009_FXO	3W_EUR_USD_B_FXO_-0.5009_FXO	0.6682833	0.6682833	0.6682833	0.6682833	1	10000000
2021-01-27	CU	3W_EUR_USD_B_FXO_0.4991_FXO	3W_EUR_USD_B_FXO_0.4991_FXO	0.6532834	0.6532834	0.6532834	0.6532834	1	10000000
2021-01-27	CU	47D_NDF_USD_INR_NDF	47D_NDF_USD_INR_NDF	73.42	73.42	73.42	73.42	2	200000000
2021-01-27	CU	4D_NDF_USD_BRL_NDF	4D_NDF_USD_BRL_NDF	5.374	5.418	5.36	5.415	41	2044750000
2021-01-27	CU	4D_NDF_USD_IDR_NDF	4D_NDF_USD_IDR_NDF	14085.0	14085.0	14085.0	14085.0	1	5000000
2021-01-27	CU	4M_USD_CNH_A_FXO_-0.4996_FXO	4M_USD_CNH_A_FXO_-0.4996_FXO	1.211039	1.211039	1.211039	1.211039	1	25000000
2021-01-27	CU	4M_USD_CNH_A_FXO_0.4999_FXO	4M_USD_CNH_A_FXO_0.4999_FXO	1.260102	1.260102	1.260102	1.260102	1	25000000
2021-01-27	CU	5D_GBP_USD_B_FXO_0.1962_FXO	5D_GBP_USD_B_FXO_0.1962_FXO	0.1352021	0.1352021	0.1352021	0.1352021	1	30000000
2021-01-27	CU	5D_NDF_USD_IDR_NDF	5D_NDF_USD_IDR_NDF	14086.5	14086.5	14086.5	14086.5	1	5000000
2021-01-27	CU	5D_NDF_USD_KRW_NDF	5D_NDF_USD_KRW_NDF	1105.4	1105.4	1105.4	1105.4	1	10000000
2021-01-27	CU	5D_USD_CNH_A_FXO_0.3755_FXO	5D_USD_CNH_A_FXO_0.3755_FXO	0.1296811	0.1296811	0.1296811	0.1296811	1	100000000
2021-01-27	CU	5D_USD_JPY_A_FXO_0.1985_FXO	5D_USD_JPY_A_FXO_0.1985_FXO	0.0621965	0.0621965	0.0621965	0.0621965	2	40000000
2021-01-27	CU	5D_USD_JPY_A_FXO_0.2131_FXO	5D_USD_JPY_A_FXO_0.2131_FXO	0.0681477	0.0681477	0.0681477	0.0681477	2	50000000
2021-01-27	CU	5D_USD_JPY_A_FXO_0.2281_FXO	5D_USD_JPY_A_FXO_0.2281_FXO	0.074437	0.074437	0.074437	0.074437	1	10000000
2021-01-27	CU	5D_USD_JPY_A_FXO_0.244_FXO	5D_USD_JPY_A_FXO_0.244_FXO	0.0812655	0.0812655	0.0812655	0.0812655	1	30000000
2021-01-27	CU	61D_NDF_USD_KRW_NDF	61D_NDF_USD_KRW_NDF	1107.65	1107.65	1107.4	1107.4	2	138000000
2021-01-27	CU	61D_NDF_USD_TWD_NDF	61D_NDF_USD_TWD_NDF	27.8	27.845	27.8	27.815	6	215000000
2021-01-27	CU	66D_NDF_USD_BRL_NDF	66D_NDF_USD_BRL_NDF	5.380093	5.42795	5.380093	5.42795	7	445000000
2021-01-27	CU	6M_USD_CNH_A_FXO_-0.2499_FXO	6M_USD_CNH_A_FXO_-0.2499_FXO	0.5624303	0.5624303	0.5624303	0.5624303	1	70000000
2021-01-27	CU	6M_USD_CNH_A_FXO_0.2501_FXO	6M_USD_CNH_A_FXO_0.2501_FXO	0.6887065	0.6887065	0.6887065	0.6887065	1	70000000
2021-01-27	CU	6M_USD_JPY_A_FXO_0.2484_FXO	6M_USD_JPY_A_FXO_0.2484_FXO	0.6343846	0.6343846	0.6343846	0.6343846	1	30000000
2021-01-27	CU	705D_NDF_USD_BRL_NDF	705D_NDF_USD_BRL_NDF	5.83	5.83	5.83	5.83	1	10000000
2021-01-27	CU	7D_NDF_USD_TWD_NDF	7D_NDF_USD_TWD_NDF	27.995	27.995	27.995	27.995	1	6000000
2021-01-27	CU	82D_USD_TWD_A_FXO_0.1848_FXO	82D_USD_TWD_A_FXO_0.1848_FXO	0.2501796	0.2501796	0.2501796	0.2501796	3	100000000
2021-01-27	CU	8D_EUR_USD_B_FXO_0.4387_FXO	8D_EUR_USD_B_FXO_0.4387_FXO	0.3553862	0.3553862	0.3553862	0.3553862	1	75000000
2021-01-27	CU	8D_USD_COP_A_FXO_-0.3101_FXO	8D_USD_COP_A_FXO_-0.3101_FXO	0.4389341	0.4389341	0.4389341	0.4389341	1	30000000
2021-01-27	CU	8D_USD_JPY_A_FXO_-0.0967_FXO	8D_USD_JPY_A_FXO_-0.0967_FXO	0.0386515	0.0386515	0.0386515	0.0386515	1	70000000
2021-01-27	CU	8D_USD_JPY_A_FXO_-0.1009_FXO	8D_USD_JPY_A_FXO_-0.1009_FXO	0.0396148	0.0396148	0.0396148	0.0396148	1	30000000
2021-01-27	CU	8D_USD_JPY_A_FXO_0.0955_FXO	8D_USD_JPY_A_FXO_0.0955_FXO	0.0331858	0.0331858	0.0331858	0.0331858	1	30000000
2021-01-27	CU	8D_USD_JPY_A_FXO_0.1021_FXO	8D_USD_JPY_A_FXO_0.1021_FXO	0.0370586	0.0370586	0.0370586	0.0370586	1	70000000
2021-01-27	CU	8D_USD_JPY_A_FXO_0.3468_FXO	8D_USD_JPY_A_FXO_0.3468_FXO	0.1657203	0.1657203	0.1657203	0.1657203	1	20000000
2021-01-27	CU	90D_NDF_USD_TWD_NDF	90D_NDF_USD_TWD_NDF	27.685	27.71	27.685	27.71	2	200000000
2021-01-27	CU	91D_NDF_USD_IDR_NDF	91D_NDF_USD_IDR_NDF	14235.0	14235.0	14235.0	14235.0	1	10000000
2021-01-27	CU	91D_NDF_USD_INR_NDF	91D_NDF_USD_INR_NDF	74.01	74.01	74.01	74.01	2	130000000
2021-01-27	CU	9M_USD_CAD_A_FXO_-0.5_FXO	9M_USD_CAD_A_FXO_-0.5_FXO	2.247996	2.247996	2.247996	2.247996	5	65000000
2021-01-27	CU	9M_USD_CAD_A_FXO_0.4984_FXO	9M_USD_CAD_A_FXO_0.4984_FXO	2.407146	2.407146	2.407146	2.407146	5	65000000
2021-01-27	CU	9M_USD_JPY_A_FXO_-0.2501_FXO	9M_USD_JPY_A_FXO_-0.2501_FXO	0.9255283	0.9255283	0.9255283	0.9255283	1	50000000
2021-01-27	CU	9M_USD_JPY_A_FXO_0.2498_FXO	9M_USD_JPY_A_FXO_0.2498_FXO	0.8014106	0.8014106	0.8014106	0.8014106	1	50000000
2021-01-27	CU	NDF_USD_BRL_11M	NDF_USD_BRL Maturing on 2022-01-04	5.532	5.532	5.532	5.532	1	15000000
2021-01-27	CU	NDF_USD_BRL_1M	NDF_USD_BRL Maturing on 2021-03-02	5.374	5.42003	5.36395	5.42003	26	1562750000
2021-01-27	CU	NDF_USD_BRL_2D	NDF_USD_BRL Maturing on 2021-01-29	5.3739	5.3752	5.3698	5.3752	11	160500000
2021-01-27	CU	NDF_USD_BRL_2M	NDF_USD_BRL Maturing on 2021-04-05	5.4118	5.4118	5.40995	5.40995	3	327000000
2021-01-27	CU	NDF_USD_BRL_30D	NDF_USD_BRL Maturing on 2021-02-26	5.3907	5.3907	5.3907	5.3907	1	5000000
2021-01-27	CU	NDF_USD_BRL_5D	NDF_USD_BRL Maturing on 2021-02-01	5.387	5.4071	5.387	5.4071	5	45000000
2021-01-27	CU	NDF_USD_BRL_6D	NDF_USD_BRL Maturing on 2021-02-02	5.374	5.4192	5.36	5.416	94	2392930000
2021-01-27	CU	NDF_USD_BRL_71M	NDF_USD_BRL Maturing on 2027-01-05	7.65728	7.65728	7.65728	7.65728	1	5000000
2021-01-27	CU	NDF_USD_CLP_12D	NDF_USD_CLP Maturing on 2021-02-08	738.5	738.5	738.5	738.5	2	84000000
2021-01-27	CU	NDF_USD_CLP_16D	NDF_USD_CLP Maturing on 2021-02-12	737.5	737.5	733.95	733.95	4	32000000
2021-01-27	CU	NDF_USD_CLP_18M	NDF_USD_CLP Maturing on 2022-07-29	739.1	739.1	739.1	739.1	2	20000000
2021-01-27	CU	NDF_USD_CLP_1M	NDF_USD_CLP Maturing on 2021-03-03	737.48	737.48	737.48	737.48	1	40000000
2021-01-27	CU	NDF_USD_CLP_20D	NDF_USD_CLP Maturing on 2021-02-16	737.49	737.49	737.48	737.48	4	42000000
2021-01-27	CU	NDF_USD_CLP_21D	NDF_USD_CLP Maturing on 2021-02-17	738.0	738.0	738.0	738.0	1	11000000
2021-01-27	CU	NDF_USD_CLP_26D	NDF_USD_CLP Maturing on 2021-02-22	737.99	737.99	737.99	737.99	1	11000000
2021-01-27	CU	NDF_USD_CLP_2D	NDF_USD_CLP Maturing on 2021-01-29	735.0	738.5	735.0	737.05	10	82000000
2021-01-27	CU	NDF_USD_CLP_30D	NDF_USD_CLP Maturing on 2021-02-26	734.85	740.0	732.5	739.0	219	841200000
2021-01-27	CU	NDF_USD_CLP_3M	NDF_USD_CLP Maturing on 2021-04-30	739.5	739.5	739.5	739.5	1	10000000
2021-01-27	CU	NDF_USD_CLP_5D	NDF_USD_CLP Maturing on 2021-02-01	734.0	739.5	734.0	739.5	2	13000000
2021-01-27	CU	NDF_USD_CLP_5M	NDF_USD_CLP Maturing on 2021-06-30	738.5	738.5	738.5	738.5	1	20000000
2021-01-27	CU	NDF_USD_CLP_6D	NDF_USD_CLP Maturing on 2021-02-02	734.0	734.0	734.0	734.0	1	10000000
2021-01-27	CU	NDF_USD_CLP_6M	NDF_USD_CLP Maturing on 2021-07-30	737.5	739.05	737.5	739.05	4	40000000
2021-01-27	CU	NDF_USD_CLP_9M	NDF_USD_CLP Maturing on 2021-10-29	738.65	738.65	738.2	738.2	2	30000000
2021-01-27	CU	NDF_USD_CNY_30D	NDF_USD_CNY Maturing on 2021-02-26	6.494	6.50475	6.494	6.50475	2	117000000
2021-01-27	CU	NDF_USD_COP_12D	NDF_USD_COP Maturing on 2021-02-08	3642.0	3649.0	3642.0	3649.0	2	14000000
2021-01-27	CU	NDF_USD_COP_12M	NDF_USD_COP Maturing on 2022-01-31	3728.0	3728.0	3728.0	3728.0	1	536481
2021-01-27	CU	NDF_USD_COP_13D	NDF_USD_COP Maturing on 2021-02-09	3649.14	3649.14	3640.6	3640.6	2	18000000
2021-01-27	CU	NDF_USD_COP_16D	NDF_USD_COP Maturing on 2021-02-12	3638.35	3638.35	3638.35	3638.35	1	45000000
2021-01-27	CU	NDF_USD_COP_23D	NDF_USD_COP Maturing on 2021-02-19	3649.5	3649.5	3649.5	3649.5	1	2000000
2021-01-27	CU	NDF_USD_COP_26D	NDF_USD_COP Maturing on 2021-02-22	3642.75	3642.75	3642.75	3642.75	1	20000000
2021-01-27	CU	NDF_USD_COP_2D	NDF_USD_COP Maturing on 2021-01-29	3633.0	3640.0	3633.0	3640.0	10	80400000
2021-01-27	CU	NDF_USD_COP_2M	NDF_USD_COP Maturing on 2021-03-31	3629.85	3645.9	3622.0	3622.0	7	115000000
2021-01-27	CU	NDF_USD_COP_30D	NDF_USD_COP Maturing on 2021-02-26	3634.0	3667.0	3595.23	3611.0	229	1037870000
2021-01-27	CU	NDF_USD_COP_3M	NDF_USD_COP Maturing on 2021-04-30	3650.4	3650.4	3630.5	3630.5	3	45000000
2021-01-27	CU	NDF_USD_COP_5D	NDF_USD_COP Maturing on 2021-02-01	3641.0	3641.0	3621.0	3621.0	7	62600000
2021-01-27	CU	NDF_USD_COP_6D	NDF_USD_COP Maturing on 2021-02-02	3645.0	3645.0	3605.6	3605.6	10	130600000
2021-01-27	CU	NDF_USD_COP_8D	NDF_USD_COP Maturing on 2021-02-04	3640.0	3640.0	3640.0	3640.0	1	10000000
2021-01-27	CU	NDF_USD_COP_9M	NDF_USD_COP Maturing on 2021-10-29	3680.5	3680.5	3680.5	3680.5	1	30000000
2021-01-27	CU	NDF_USD_IDR_1M	NDF_USD_IDR Maturing on 2021-03-01	14185.0	14185.0	14185.0	14185.0	1	8000000
2021-01-27	CU	NDF_USD_IDR_5D	NDF_USD_IDR Maturing on 2021-02-01	14137.0	14137.0	14137.0	14137.0	1	8000000
2021-01-27	CU	NDF_USD_INR_12M	NDF_USD_INR Maturing on 2022-01-31	76.36	76.54	76.36	76.54	3	55000000
2021-01-27	CU	NDF_USD_INR_1M	NDF_USD_INR Maturing on 2021-03-17	73.26	73.42	73.26	73.32	6	279000000
2021-01-27	CU	NDF_USD_INR_2M	NDF_USD_INR Maturing on 2021-03-31	73.465	73.465	73.465	73.465	1	25000000
2021-01-27	CU	NDF_USD_INR_30D	NDF_USD_INR Maturing on 2021-02-26	73.16	73.31	73.0626	73.31	14	480000000
2021-01-27	CU	NDF_USD_INR_3M	NDF_USD_INR Maturing on 2021-04-30	74.01	74.01	74.0	74.0	5	345000000
2021-01-27	CU	NDF_USD_INR_4M	NDF_USD_INR Maturing on 2021-06-16	74.25	74.41	74.25	74.407	3	225000000
2021-01-27	CU	NDF_USD_INR_5D	NDF_USD_INR Maturing on 2021-02-01	72.8376	73.0475	72.8376	73.0475	4	57000000
2021-01-27	CU	NDF_USD_INR_6M	NDF_USD_INR Maturing on 2021-07-30	74.8	74.84	74.8	74.84	1	25000000
2021-01-27	CU	NDF_USD_INR_8D	NDF_USD_INR Maturing on 2021-02-04	72.8626	72.8626	72.8626	72.8626	1	25000000
2021-01-27	CU	NDF_USD_INR_9D	NDF_USD_INR Maturing on 2021-02-05	72.8726	72.8726	72.8726	72.8726	2	22000000
2021-01-27	CU	NDF_USD_KRW_30D	NDF_USD_KRW Maturing on 2021-02-26	1104.08	1108.4	1104.08	1107.3	7	241000000
2021-01-27	CU	NDF_USD_PEN_2D	NDF_USD_PEN Maturing on 2021-01-29	3.645	3.663	3.645	3.663	7	64000000
2021-01-27	CU	NDF_USD_PEN_30D	NDF_USD_PEN Maturing on 2021-02-26	3.6447	3.6629	3.643	3.6445	87	367500000
2021-01-27	CU	NDF_USD_PEN_3M	NDF_USD_PEN Maturing on 2021-04-30	3.6558	3.6558	3.6546	3.6546	4	40000000
2021-01-27	CU	NDF_USD_PEN_5D	NDF_USD_PEN Maturing on 2021-02-01	3.652	3.652	3.652	3.652	1	5000000
2021-01-27	CU	NDF_USD_PHP_12D	NDF_USD_PHP Maturing on 2021-02-08	48.1175	48.1175	48.1175	48.1175	2	21000000
2021-01-27	CU	NDF_USD_PHP_13D	NDF_USD_PHP Maturing on 2021-02-09	48.119	48.119	48.119	48.119	1	10000000
2021-01-27	CU	NDF_USD_PHP_2D	NDF_USD_PHP Maturing on 2021-01-29	48.068	48.12	48.068	48.105	5	58000000
2021-01-27	CU	NDF_USD_PHP_2M	NDF_USD_PHP Maturing on 2021-03-29	48.16	48.16	48.16	48.16	1	20000000
2021-01-27	CU	NDF_USD_PHP_30D	NDF_USD_PHP Maturing on 2021-02-26	48.095	48.16	48.095	48.13	8	145000000
2021-01-27	CU	NDF_USD_PHP_5D	NDF_USD_PHP Maturing on 2021-02-01	48.065	48.115	48.065	48.115	2	17000000
2021-01-27	CU	NDF_USD_PHP_8D	NDF_USD_PHP Maturing on 2021-02-04	48.088	48.088	48.088	48.088	1	15000000
2021-01-27	CU	NDF_USD_PHP_9M	NDF_USD_PHP Maturing on 2021-10-29	48.67	48.67	48.67	48.67	1	40000000
2021-01-27	CU	NDF_USD_TWD_12D	NDF_USD_TWD Maturing on 2021-02-08	27.989	27.989	27.989	27.989	1	10000000
2021-01-27	CU	NDF_USD_TWD_1M	NDF_USD_TWD Maturing on 2021-03-02	27.94	27.94	27.94	27.94	1	10000000
2021-01-27	CU	NDF_USD_TWD_29D	NDF_USD_TWD Maturing on 2021-02-25	27.914	27.914	27.914	27.914	1	30000000
2021-01-27	CU	NDF_USD_TWD_30D	NDF_USD_TWD Maturing on 2021-02-26	27.91	27.975	27.898	27.945	15	268000000
2021-01-27	CU	NDF_USD_TWD_3M	NDF_USD_TWD Maturing on 2021-04-29	27.665	27.73	27.665	27.73	7	120000000
2021-01-27	CU	NDF_USD_TWD_5D	NDF_USD_TWD Maturing on 2021-02-01	28.015	28.015	28.015	28.015	1	10000000
2021-01-27	CU	NDF_USD_TWD_6M	NDF_USD_TWD Maturing on 2021-07-30	27.325	27.365	27.325	27.365	5	120000000
2021-01-27	CU	NDF_USD_TWD_7D	NDF_USD_TWD Maturing on 2021-02-03	27.988	27.988	27.988	27.988	1	5000000
2021-01-27	CU	NDF_USD_TWD_9D	NDF_USD_TWD Maturing on 2021-02-05	28.003	28.04	27.995	28.0175	5	120000000
2021-01-27	CU	NDF_USD_TWD_9M	NDF_USD_TWD Maturing on 2021-10-29	27.045	27.045	27.045	27.045	2	50000000
2021-01-27	CU	USDCLP20210202-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-02-02	737.98	737.98	737.98	737.98	2	5000000
2021-01-27	CU	USDCLP20210203-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-02-03	737.97	737.97	737.97	737.97	4	16000000
2021-01-27	CU	USDCLP20210204-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-02-04	737.97	737.97	737.97	737.97	5	29000000
2021-01-27	CU	USDCLP20210205-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-02-05	737.96	737.96	737.96	737.96	7	65000000
2021-01-27	CU	USDCLP20210208-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-02-08	737.95	737.95	737.95	737.95	4	36000000
2021-01-27	CU	USDCLP20210209-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-02-09	737.94	737.94	737.94	737.94	4	35000000
2021-01-27	CU	USDCLP20210210-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-02-10	737.94	737.94	737.94	737.94	1	4000000
2021-01-27	CU	USDCLP20210211-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-02-11	737.93	737.93	737.93	737.93	2	6000000
2021-01-27	CU	USDCLP20210212-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-02-12	737.92	737.92	737.92	737.92	2	25000000
2021-01-27	CU	USDCLP20210216-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-02-16	737.92	737.92	737.92	737.92	7	83000000
2021-01-27	CU	USDCLP20210216-R19577	Non Deliverable Forward Chilean Peso - Value Date 2021-02-16	737.92	737.92	737.92	737.92	1	20000000
2021-01-27	CU	USDCLP20210217-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-02-17	737.9	737.9	737.9	737.9	5	24000000
2021-01-27	CU	USDCLP20210218-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-02-18	737.89	737.89	737.89	737.89	2	18000000
2021-01-27	CU	USDCLP20210222-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-02-22	737.88	737.88	737.88	737.88	3	81000000
2021-01-27	CU	USDCLP20210224-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-02-24	737.86	737.86	737.86	737.86	4	18000000
2021-01-27	CU	USDCLP20210225-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-02-25	737.86	737.86	737.86	737.86	6	78000000
2021-01-27	CU	USDCLP20210226-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-02-26	737.85	737.85	737.85	737.85	10	165000000
2021-01-27	CU	USDCLP20210301-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-03-01	737.85	737.85	737.85	737.85	2	25000000
2021-01-27	CU	USDCLP20210302-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-03-02	737.84	737.84	737.84	737.84	1	41000000
2021-01-27	CU	USDCLP20210304-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-03-04	737.83	737.83	737.83	737.83	1	19000000
2021-01-27	CU	USDCLP20210309-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-03-09	737.82	737.82	737.82	737.82	1	1000000
2021-01-27	CU	USDCLP20210310-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-03-10	737.81	737.81	737.81	737.81	2	5000000
2021-01-27	CU	USDCLP20210311-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-03-11	737.81	737.81	737.81	737.81	1	3000000
2021-01-27	CU	USDCLP20210312-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-03-12	737.81	737.81	737.81	737.81	1	1000000
2021-01-27	CU	USDCLP20210315-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-03-15	737.8	737.8	737.8	737.8	1	2000000
2021-01-27	CU	USDCLP20210316-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-03-16	737.8	737.8	737.8	737.8	1	1000000
2021-01-27	CU	USDCLP20210317-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-03-17	737.79	737.79	737.79	737.79	2	37000000
2021-01-27	CU	USDCLP20210317-R19577	Non Deliverable Forward Chilean Peso - Value Date 2021-03-17	737.79	737.79	737.79	737.79	1	20000000
2021-01-27	CU	USDCLP20210322-R19576	Non Deliverable Forward Chilean Peso - Value Date 2021-03-22	737.78	737.78	737.78	737.78	2	31000000
2021-01-27	CU	USDIDR20210203-R19571	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-02-03	14086.57	14086.57	14086.57	14086.57	2	4000000
2021-01-27	CU	USDIDR20210204-R19571	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-02-04	14087.29	14087.29	14087.29	14087.29	1	3000000
2021-01-27	CU	USDIDR20210208-R19571	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-02-08	14092.99	14092.99	14092.99	14092.99	1	3000000
2021-01-27	CU	USDIDR20210209-R19571	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-02-09	14094.66	14094.66	14094.66	14094.66	1	1000000
2021-01-27	CU	USDIDR20210219-R19571	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-02-19	14111.32	14111.32	14111.32	14111.32	1	1000000
2021-01-27	CU	USDIDR20210222-R19571	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-02-22	14116.33	14116.33	14116.33	14116.33	4	12000000
2021-01-27	CU	USDIDR20210225-R19571	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-02-25	14121.33	14121.33	14121.33	14121.33	1	2000000
2021-01-27	CU	USDINR20210222-R19572	Non Deliverable Forward Indian Rupee - Value Date 2021-02-22	73.0499	73.0499	73.0499	73.0499	1	15000000
2021-01-27	CU	USDINR20210225-R19572	Non Deliverable Forward Indian Rupee - Value Date 2021-02-25	73.0792	73.0792	73.0792	73.0792	1	15000000
2021-01-27	CU	USDINR20210316-R19572	Non Deliverable Forward Indian Rupee - Value Date 2021-03-16	73.2536	73.2536	73.2536	73.2536	1	3000000
2021-01-27	CU	USDINR20210317-R19572	Non Deliverable Forward Indian Rupee - Value Date 2021-03-17	73.2627	73.2627	73.2627	73.2627	2	21000000
2021-01-27	CU	USDINR20210318-R19572	Non Deliverable Forward Indian Rupee - Value Date 2021-03-18	73.2719	73.2719	73.2719	73.2719	1	6000000
2021-01-27	CU	USDINR20210319-R19572	Non Deliverable Forward Indian Rupee - Value Date 2021-03-19	73.281	73.281	73.281	73.281	1	1000000
2021-01-27	CU	USDINR20210322-R19572	Non Deliverable Forward Indian Rupee - Value Date 2021-03-22	73.3085	73.3085	73.3085	73.3085	1	1000000
2021-01-27	CU	USDINR20210324-R19572	Non Deliverable Forward Indian Rupee - Value Date 2021-03-24	73.3268	73.3268	73.3268	73.3268	1	33000000
2021-01-27	CU	USDINR20210325-R19572	Non Deliverable Forward Indian Rupee - Value Date 2021-03-25	73.336	73.336	73.336	73.336	1	2000000
2021-01-27	CU	USDINR20210330-R19572	Non Deliverable Forward Indian Rupee - Value Date 2021-03-30	73.3818	73.3818	73.3818	73.3818	1	16000000
2021-01-27	CU	USDINR20210331-R19572	Non Deliverable Forward Indian Rupee - Value Date 2021-03-31	73.391	73.391	73.391	73.391	1	35000000
2021-01-27	CU	USDINR20210406-R19572	Non Deliverable Forward Indian Rupee - Value Date 2021-04-06	73.5976	73.5976	73.5976	73.5976	1	35000000
2021-01-27	CU	USDKRW20210204-R19573	Non Deliverable Forward South Korean Won - Value Date 2021-02-04	1105.409	1105.409	1105.409	1105.409	1	1000000
2021-01-27	CU	USDKRW20210223-R19573	Non Deliverable Forward South Korean Won - Value Date 2021-02-23	1105.453	1105.453	1105.453	1105.453	1	1000000
2021-01-27	CU	USDPHP20210209-R19574	Non Deliverable Forward Philippine Peso - Value Date 2021-02-09	48.0937	48.0937	48.0937	48.0937	1	2000000
2021-01-27	CU	USDPHP20210216-R19574	Non Deliverable Forward Philippine Peso - Value Date 2021-02-16	48.1045	48.1045	48.1045	48.1045	1	1000000
2021-01-27	CU	USDPHP20210217-R19574	Non Deliverable Forward Philippine Peso - Value Date 2021-02-17	48.1061	48.1061	48.1061	48.1061	1	1000000
2021-01-27	CU	USDPHP20210222-R19574	Non Deliverable Forward Philippine Peso - Value Date 2021-02-22	48.1138	48.1138	48.1138	48.1138	1	1000000
2021-01-27	CU	USDPHP20210302-R19574	Non Deliverable Forward Philippine Peso - Value Date 2021-03-02	48.1284	48.1284	48.1284	48.1284	1	4000000
2021-01-27	CU	USDPHP20210308-R19574	Non Deliverable Forward Philippine Peso - Value Date 2021-03-08	48.141	48.141	48.141	48.141	1	2000000
2021-01-27	CU	USDPHP20210311-R19574	Non Deliverable Forward Philippine Peso - Value Date 2021-03-11	48.1472	48.1472	48.1472	48.1472	1	1000000
2021-01-27	CU	USDPHP20210317-R19574	Non Deliverable Forward Philippine Peso - Value Date 2021-03-17	48.1598	48.1598	48.1598	48.1598	1	1000000
2021-01-27	CU	USDTWD20210209-R19575	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-02-09	27.9963	27.9963	27.9963	27.9963	1	10000000
2021-01-27	CU	USDTWD20210225-R19575	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-02-25	27.9379	27.9379	27.9379	27.9379	1	10000000
2021-01-27	CU	USDTWD20210318-R19575	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-03-18	27.8549	27.8549	27.8549	27.8549	1	6000000
2021-01-27	EQ	17407	BCOMLI [SEF]	20.0	20.0	20.0	20.0	1	30000000
2021-01-27	EQ	17493	SPX VAR SWAP [SEF]	32.2	32.2	32.2	32.2	2	250000
2021-01-27	EQ	2144	SPTR [SEF]	26.0	26.0	26.0	26.0	2	556000000
2021-01-27	IR	10Y 3M/6M		11.75	11.875	11.875	11.875	1	56000000
2021-01-27	IR	10Y ANN/6s PLN IRS_20310129	10Y ANN/6s PLN IRS_20310129	0.01155	0.01155	0.01155	0.01155	1	20000000
2021-01-27	IR	10Y FF/3M LCH		19.0	18.875	18.75	18.875	2	100000000
2021-01-27	IR	10Y LCH.sb		1.085	1.085	1.085	1.085	11	739000000
2021-01-27	IR	10Y Q/3s ZAR IRS_20310127	10Y Q/3s ZAR IRS_20310127	0.06695	0.06695	0.06695	0.06695	1	200000000
2021-01-27	IR	10Y SOFR/3M LCH		21.88	21.75	21.75	21.75	1	100000000
2021-01-27	IR	10Y SOFR/FF LCH		3.0	3.0	3.0	3.0	1	500000000
2021-01-27	IR	12Y FF/3M LCH		18.875	18.875	18.875	18.875	1	50000000
2021-01-27	IR	1Y TRY/USD IRX Outright_20220129	1Y TRY/USD IRX Outright_20220129	0.1575	0.1575	0.1575	0.1575	1	125800000
2021-01-27	IR	1Y_BY_3M_USD-LIBOR_D0_Straddle_10800	1Y_BY_3M_USD-LIBOR_D0_Straddle_10800	0.1321	0.1321	0.1321	0.1321	2	125000000
2021-01-27	IR	20Y 3M/6M		13.375	13.375	13.375	13.375	1	30000000
2021-01-27	IR	20Y LCH.sb		1.47	1.47	1.47	1.47	8	320000000
2021-01-27	IR	2Y FF/3M LCH		12.25	12.0	12.0	12.0	2	500000000
2021-01-27	IR	2Y LCH.sb		0.1975	0.1975	0.1975	0.1975	1	250000000
2021-01-27	IR	30Y LCH.sb		1.5475	1.5475	1.5475	1.5475	9	252000000
2021-01-27	IR	30Y SOFR/3M LCH		23.63	23.625	23.625	23.625	2	50000000
2021-01-27	IR	3M JAN22.ois_20210317	3M JAN22.ois_20210317	0.000775	0.000775	0.000775	0.000775	1	4000000000
2021-01-27	IR	3M JUL23 LCH.ois		0.0725	0.2	0.2	0.2	2	2000000000
2021-01-27	IR	3M JUL23 LCH.qm		0.195	0.42	0.42	0.42	2	2000000000
2021-01-27	IR	3Y 3M/6M		4.875	4.875	4.875	4.875	2	1300000000
2021-01-27	IR	3Y ANN/6S NOK IRS_20240129	3Y ANN/6S NOK IRS_20240129	0.007875	0.007875	0.007875	0.007875	1	1000000000
2021-01-27	IR	3Y LCH.sb		0.2575	0.26375	0.26375	0.26375	5	882000000
2021-01-27	IR	3Y SOFR/FF LCH		1.25	1.5	1.5	1.5	3	550000000
2021-01-27	IR	4Y LCH.sb		0.375	0.375	0.375	0.375	2	650000000
2021-01-27	IR	4Y SOFR/FF LCH		1.38	1.625	1.625	1.625	1	125000000
2021-01-27	IR	4Y.GBP.BSW.6M*3M_20250127	4Y.GBP.BSW.6M*3M_20250127	0.00121	0.00121	0.00121	0.00121	1	149800000
2021-01-27	IR	5X8 HUF FRA_20210915	5X8 HUF FRA_20210915	0.0074	0.0074	0.0074	0.0074	1	175000000000
2021-01-27	IR	5Y ANN/6s HUF IRS_20260129	5Y ANN/6s HUF IRS_20260129	0.01285	0.01285	0.01285	0.01285	1	6100000000
2021-01-27	IR	5Y ANN/6S PLN IRS_20260129	5Y ANN/6S PLN IRS_20260129	0.00655	0.00655	0.00635	0.00635	2	76000000
2021-01-27	IR	5Y GBP SONIA OIS_20260127	5Y GBP SONIA OIS_20260127	0.0003	0.0003	0.0003	0.0003	1	50000000
2021-01-27	IR	5Y LCH.sb		0.51	0.51	0.51	0.51	13	1847000000
2021-01-27	IR	5Y Q/3s ZAR IRS_20260127	5Y Q/3s ZAR IRS_20260127	0.0495	0.0496	0.0495	0.04955	3	680000000
2021-01-27	IR	6M_BY_3M_USD-LIBOR_D0_Straddle_10800	6M_BY_3M_USD-LIBOR_D0_Straddle_10800	0.0945	0.0945	0.0945	0.0945	2	125000000
2021-01-27	IR	6Y.GBP.BSW.6M*3M_20270127	6Y.GBP.BSW.6M*3M_20270127	0.00134	0.00134	0.00134	0.00134	1	100000000
2021-01-27	IR	7Y 1M/3M		10.75	10.875	10.875	10.875	2	100000000
2021-01-27	IR	7Y LCH.sb		0.775	0.775	0.775	0.775	4	550000000
2021-01-27	IR	7Y SOFR/FF LCH		2.13	2.13	2.13	2.13	1	703000000
2021-01-27	IR	8X11 HUF FRA_20211215	8X11 HUF FRA_20211215	0.00765	0.00765	0.00765	0.00765	1	175000000000
2021-01-27	IR	9Y FF/3M LCH		19.0	18.875	18.875	18.875	1	17000000
2021-01-27	IR	AUD.10Y.6M.MAR21.EFP_20310128	AUD.10Y.6M.MAR21.EFP_20310128	0.0108	0.0108	0.0108	0.0108	1	40000000
2021-01-27	IR	AUD.10Y.6M_20310128	AUD.10Y.6M_20310128	0.0106	0.0106	0.0106	0.0106	2	52000000
2021-01-27	IR	AUD.3Y.3M.XCCY.BSX_20240129	AUD.3Y.3M.XCCY.BSX_20240129	0.0002865	0.0002865	0.0002865	0.0002865	1	167000000
2021-01-27	IR	AUD.3Y.3M_20240128	AUD.3Y.3M_20240128	0.0015125	0.0015125	0.0015125	0.0015125	2	166000000
2021-01-27	IR	AUD.5Y.6M_20260128	AUD.5Y.6M_20260128	0.004225	0.004225	0.004225	0.004225	2	130000000
2021-01-27	IR	AUD.6Y.3M.XCCY.BSX_20270129	AUD.6Y.3M.XCCY.BSX_20270129	0.0009625	0.0009625	0.0009625	0.0009625	1	67000000
2021-01-27	IR	AUD.7Y.3M.XCCY.BSX_20280129	AUD.7Y.3M.XCCY.BSX_20280129	0.00115	0.00115	0.00115	0.00115	1	58000000
2021-01-27	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X11	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X11	3.43	3.43	3.43	3.43	1	2989887338
2021-01-27	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X20	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X20	4.7275	4.7275	4.7275	4.7275	1	1665708976
2021-01-27	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X29	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X29	5.535	5.535	5.52	5.52	2	1183564788
2021-01-27	IR	CAD.3Y.SB.3M_20240127	CAD.3Y.SB.3M_20240127	0.005975	0.005975	0.005975	0.005975	1	166000000
2021-01-27	IR	CAD.4Y.CORRA/CDOR_20250127	CAD.4Y.CORRA/CDOR_20250127	0.002575	0.002575	0.002575	0.002575	1	62500000
2021-01-27	IR	CAD.4Y.SB.3M_20250127	CAD.4Y.SB.3M_20250127	0.007325	0.007325	0.007325	0.007325	1	250000000
2021-01-27	IR	CAD.5Y.CORRA/CDOR_20260127	CAD.5Y.CORRA/CDOR_20260127	0.002625	0.002625	0.002625	0.002625	1	50000000
2021-01-27	IR	CAD.5Y.SB.3M_20260127	CAD.5Y.SB.3M_20260127	0.00855	0.00855	0.00855	0.00855	1	100500000
2021-01-27	IR	CLP_NDS_6M_USD_TNA_0X108	CLP_NDS_6M_USD_TNA_0X108	2.45	2.45	2.41	2.41	2	9000000000
2021-01-27	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12	0.445	0.45	0.435	0.44	9	203200000000
2021-01-27	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120	2.59	2.59	2.55	2.55	10	32700000000
2021-01-27	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18	0.58	0.58	0.565	0.57	3	46700000000
2021-01-27	IR	CLP_NDS_6M_USD_TNA_0X180	CLP_NDS_6M_USD_TNA_0X180	2.93	2.93	2.93	2.93	1	3000000000
2021-01-27	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24	0.74	0.74	0.73	0.74	5	70400000000
2021-01-27	IR	CLP_NDS_6M_USD_TNA_0X240	CLP_NDS_6M_USD_TNA_0X240	3.0	3.0	3.0	3.0	1	2400000000
2021-01-27	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36	1.02	1.02	1.0	1.0	4	34400000000
2021-01-27	IR	CLP_NDS_6M_USD_TNA_0X6	CLP_NDS_6M_USD_TNA_0X6	0.335	0.34	0.335	0.34	3	165000000000
2021-01-27	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60	1.525	1.54	1.525	1.54	2	12000000000
2021-01-27	IR	CLP_NDS_6M_USD_TNA_0X9	CLP_NDS_6M_USD_TNA_0X9	0.37	0.37	0.37	0.37	1	32000000000
2021-01-27	IR	CME_MXN_IRS_28M_MXN_TIIE_0X119	CME_MXN_IRS_28M_MXN_TIIE_0X119	5.49	5.49	5.49	5.49	1	150000000
2021-01-27	IR	CME_MXN_IRS_28M_MXN_TIIE_0X12	CME_MXN_IRS_28M_MXN_TIIE_0X12	4.205	4.205	4.19	4.19	3	2820000000
2021-01-27	IR	CME_MXN_IRS_28M_MXN_TIIE_0X2	CME_MXN_IRS_28M_MXN_TIIE_0X2	4.39	4.39	4.39	4.39	1	1000000000
2021-01-27	IR	CME_MXN_IRS_28M_MXN_TIIE_0X23	CME_MXN_IRS_28M_MXN_TIIE_0X23	4.25	4.25	4.22	4.22	7	3200000000
2021-01-27	IR	CME_MXN_IRS_28M_MXN_TIIE_0X35	CME_MXN_IRS_28M_MXN_TIIE_0X35	4.38	4.38	4.38	4.38	1	360000000
2021-01-27	IR	CME_MXN_IRS_28M_MXN_TIIE_0X59	CME_MXN_IRS_28M_MXN_TIIE_0X59	4.69	4.69	4.69	4.69	4	805000000
2021-01-27	IR	COP.18M.IBR.OIS_20220729	COP.18M.IBR.OIS_20220729	0.01815	0.01815	0.01815	0.01815	2	172000000000
2021-01-27	IR	COP.1Y.IBR.OIS_20220129	COP.1Y.IBR.OIS_20220129	0.01655	0.01655	0.01655	0.01655	1	110000000000
2021-01-27	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12	1.65	1.665	1.65	1.655	5	475000000000
2021-01-27	IR	COP_NOIS_IBR__0X120	COP_NOIS_IBR__0X120	4.12	4.12	4.12	4.12	1	9000000000
2021-01-27	IR	COP_NOIS_IBR__0X18	COP_NOIS_IBR__0X18	1.815	1.815	1.815	1.815	2	172000000000
2021-01-27	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24	1.985	1.985	1.985	1.985	5	241000000000
2021-01-27	IR	COP_NOIS_IBR__0X3	COP_NOIS_IBR__0X3	1.645	1.645	1.64	1.64	2	576000000000
2021-01-27	IR	COP_NOIS_IBR__0X36	COP_NOIS_IBR__0X36	2.365	2.365	2.365	2.365	1	25000000000
2021-01-27	IR	COP_NOIS_IBR__0X48	COP_NOIS_IBR__0X48	2.745	2.745	2.73	2.73	2	38000000000
2021-01-27	IR	COP_NOIS_IBR__0X6	COP_NOIS_IBR__0X6	1.63	1.63	1.62	1.625	4	648000000000
2021-01-27	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60	3.07	3.07	3.07	3.07	2	32000000000
2021-01-27	IR	COP_NOIS_IBR__0X84	COP_NOIS_IBR__0X84	3.57	3.57	3.57	3.57	1	12000000000
2021-01-27	IR	COP_NOIS_IBR__0X9	COP_NOIS_IBR__0X9	1.65	1.65	1.625	1.64	7	777000000000
2021-01-27	IR	COP_NOIS_IBR__0X96	COP_NOIS_IBR__0X96	3.77	3.77	3.77	3.77	1	11000000000
2021-01-27	IR	ERX_EUR_IRS_6M_EUR_EURIBOR_0X108	ERX_EUR_IRS_6M_EUR_EURIBOR_0X108	-0.264	-0.264	-0.264	-0.264	1	100000000
2021-01-27	IR	ERX_EUR_IRS_6M_EUR_EURIBOR_0X120	ERX_EUR_IRS_6M_EUR_EURIBOR_0X120	-0.217	-0.217	-0.217	-0.217	1	100000000
2021-01-27	IR	ERX_EUR_IRS_6M_EUR_EURIBOR_0X480	ERX_EUR_IRS_6M_EUR_EURIBOR_0X480	0.019	0.035	0.019	0.035	2	100000000
2021-01-27	IR	ERX_EUR_IRS_6M_EUR_EURIBOR_0X72	ERX_EUR_IRS_6M_EUR_EURIBOR_0X72	-0.405	-0.405	-0.405	-0.405	1	150000000
2021-01-27	IR	ERX_EUR_IRS_6M_EUR_EURIBOR_0X84	ERX_EUR_IRS_6M_EUR_EURIBOR_0X84	-0.358	-0.358	-0.358	-0.358	1	150000000
2021-01-27	IR	EUR.10Y.3M.ACT.ACT_20310129	EUR.10Y.3M.ACT.ACT_20310129	-0.00245	-0.00245	-0.00245	-0.00245	1	100000000
2021-01-27	IR	EUR.10Y.6M_20310129	EUR.10Y.6M_20310129	-0.00205	-0.00205	-0.00214	-0.00212	5	1350800000
2021-01-27	IR	EUR.10Y.EONIA.OIS_20310129	EUR.10Y.EONIA.OIS_20310129	-0.00256	-0.00256	-0.00256	-0.00256	1	100000000
2021-01-27	IR	EUR.15Y.3M_20360129	EUR.15Y.3M_20360129	-0.00019	-0.00019	-0.00028	-0.00028	3	250000000
2021-01-27	IR	EUR.15Y.6M_20360129	EUR.15Y.6M_20360129	-0.000015	-0.000015	-0.000105	-0.000105	3	250000000
2021-01-27	IR	EUR.2Y.6M_20230129	EUR.2Y.6M_20230129	-0.00528	-0.00528	-0.00528	-0.00528	1	200000000
2021-01-27	IR	EUR.30Y.6M_20510129	EUR.30Y.6M_20510129	0.00081	0.00081	0.000725	0.00074	8	559550000
2021-01-27	IR	EUR.8Y.6M_20290129	EUR.8Y.6M_20290129	-0.00314	-0.00312	-0.00314	-0.00312	4	554000000
2021-01-27	IR	EUR.USD.10Y.3M.BSX_20310129	EUR.USD.10Y.3M.BSX_20310129	-0.0016	-0.001575	-0.0016	-0.001575	2	100000000
2021-01-27	IR	EUR.USD.5Y.3M.BSX_20260129	EUR.USD.5Y.3M.BSX_20260129	-0.00115	-0.00115	-0.00115	-0.00115	1	50000000
2021-01-27	IR	EUR.USD.7Y.3M.BSX_20280129	EUR.USD.7Y.3M.BSX_20280129	-0.0013875	-0.0013875	-0.0013875	-0.0013875	1	71500000
2021-01-27	IR	EUR_OIS_EONIA_0X120	EUR_OIS_EONIA_0X120	-0.244	-0.242	-0.254	-0.254	4	300000000
2021-01-27	IR	GBP.USD.10Y.3M.XCCY.BSW_20310129	GBP.USD.10Y.3M.XCCY.BSW_20310129	-0.00025	-0.00025	-0.00025	-0.00025	1	50000000
2021-01-27	IR	GBP.USD.3Y.3M.XCCY.BSW_20240129	GBP.USD.3Y.3M.XCCY.BSW_20240129	-0.000425	-0.000425	-0.000425	-0.000425	1	133000000
2021-01-27	IR	GBP.USD.4Y.3M.XCCY.BSW_20250129	GBP.USD.4Y.3M.XCCY.BSW_20250129	-0.0003375	-0.0003375	-0.0003375	-0.0003375	1	100000000
2021-01-27	IR	GBP.USD.7Y.3M.XCCY.BSW_20280129	GBP.USD.7Y.3M.XCCY.BSW_20280129	-0.000275	-0.000275	-0.000275	-0.000275	1	71000000
2021-01-27	IR	GBP_OIS_SONIA_0X120	GBP_OIS_SONIA_0X120	0.24294	0.249	0.222	0.236	12	443900000
2021-01-27	IR	GBP_OIS_SONIA_0X180	GBP_OIS_SONIA_0X180	0.37	0.37	0.359	0.359	2	65800000
2021-01-27	IR	GBP_OIS_SONIA_0X240	GBP_OIS_SONIA_0X240	0.42	0.42	0.408	0.412	4	85000000
2021-01-27	IR	GBP_OIS_SONIA_0X360	GBP_OIS_SONIA_0X360	0.429	0.429	0.395	0.395	2	30000000
2021-01-27	IR	GBP_OIS_SONIA_0X60	GBP_OIS_SONIA_0X60	0.034	0.034	0.028	0.034	3	298000000
2021-01-27	IR	INR.USD.3Y.ifx.NDIRX_20240201	INR.USD.3Y.ifx.NDIRX_20240201	0.0528	0.0528	0.0528	0.0528	2	30000000
2021-01-27	IR	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X12	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X12	3.74	3.74	3.74	3.74	1	9500000000
2021-01-27	IR	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X24	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X24	4.025	4.025	4.025	4.025	1	9675000000
2021-01-27	IR	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X60	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X60	4.75	4.75	4.75	4.75	1	2075000000
2021-01-27	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X120	IRS_AUD_3MBBSW_AUD_6MBBSW_0X120	3.125	3.125	3.125	3.125	1	51500000
2021-01-27	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X144	IRS_AUD_3MBBSW_AUD_6MBBSW_0X144	3.375	3.375	3.375	3.375	1	43500000
2021-01-27	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X12	IRS_AUD_3MBBSW_USD_3MUSDL_0X12	-2.625	-2.625	-2.625	-2.625	2	165000000
2021-01-27	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X120	IRS_AUD_3MBBSW_USD_3MUSDL_0X120	17.0	17.0	17.0	17.0	1	75000000
2021-01-27	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X24	IRS_AUD_3MBBSW_USD_3MUSDL_0X24	0.5	0.75	0.375	0.375	3	475000000
2021-01-27	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X36	IRS_AUD_3MBBSW_USD_3MUSDL_0X36	3.375	3.375	3.375	3.375	3	275000000
2021-01-27	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X12	IRS_CAD_3MCDOR_USD_3MUSDL_0X12	-29.5	-29.5	-29.5	-29.5	2	500000000
2021-01-27	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X120	IRS_CAD_3MCDOR_USD_3MUSDL_0X120	-12.5	-12.5	-12.5	-12.5	1	50000000
2021-01-27	IR	IRS_CLF_1TUF_CLP_CAMA_0X14	IRS_CLF_1TUF_CLP_CAMA_0X14	0.0	0.0	0.0	0.0	1	300000
2021-01-27	IR	IRS_CLF_1TUF_CLP_CAMA_0X3	IRS_CLF_1TUF_CLP_CAMA_0X3	0.0	0.0	0.0	0.0	1	1000000
2021-01-27	IR	IRS_CLF_6MUF_CLP_CAMA_0X120	IRS_CLF_6MUF_CLP_CAMA_0X120	0.0	0.0	0.0	0.0	1	122000
2021-01-27	IR	IRS_CLF_6MUF_CLP_CAMA_0X180	IRS_CLF_6MUF_CLP_CAMA_0X180	0.0	0.0	0.0	0.0	1	70000
2021-01-27	IR	IRS_CLF_6MUF_CLP_CAMA_0X24	IRS_CLF_6MUF_CLP_CAMA_0X24	0.0	0.0	0.0	0.0	1	609000
2021-01-27	IR	IRS_CLF_6MUF_CLP_CAMA_0X240	IRS_CLF_6MUF_CLP_CAMA_0X240	0.0	0.0	0.0	0.0	3	226000
2021-01-27	IR	IRS_CLF_6MUF_CLP_CAMA_0X36	IRS_CLF_6MUF_CLP_CAMA_0X36	0.0	0.0	0.0	0.0	1	300000
2021-01-27	IR	IRS_CLF_6MUF_CLP_CAMA_0X60	IRS_CLF_6MUF_CLP_CAMA_0X60	0.0	0.0	0.0	0.0	2	540000
2021-01-27	IR	IRS_GBP_3MGBPL_GBP_6MGBPL_0X120	IRS_GBP_3MGBPL_GBP_6MGBPL_0X120	14.5	14.5	14.5	14.5	1	75000000
2021-01-27	IR	IRS_GBP_3MGBPL_USD_3MUSDL_0X120	IRS_GBP_3MGBPL_USD_3MUSDL_0X120	-2.5	-2.5	-2.5	-2.5	1	100000000
2021-01-27	IR	IRS_GBP_SONI_GBP_3MGBPL_0X240	IRS_GBP_SONI_GBP_3MGBPL_0X240	0.0	0.0	0.0	0.0	1	15000000
2021-01-27	IR	IRS_GBP_SONI_GBP_3MGBPL_0X60	IRS_GBP_SONI_GBP_3MGBPL_0X60	0.0	0.0	0.0	0.0	1	58200000
2021-01-27	IR	IRS_JPY_3MJPYL_USD_3MUSDL_0X120	IRS_JPY_3MJPYL_USD_3MUSDL_0X120	-41.75	-41.75	-41.75	-41.75	1	2000000000
2021-01-27	IR	IRS_JPY_3MJPYL_USD_3MUSDL_0X24	IRS_JPY_3MJPYL_USD_3MUSDL_0X24	-25.125	-25.125	-25.125	-25.125	1	30000000000
2021-01-27	IR	IRS_JPY_3MJPYL_USD_3MUSDL_0X240	IRS_JPY_3MJPYL_USD_3MUSDL_0X240	-48.375	-48.375	-48.375	-48.375	1	1000000000
2021-01-27	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X60	IRS_NZD_3MBKBM_USD_3MUSDL_0X60	7.0	7.0	7.0	7.0	1	50000000
2021-01-27	IR	IRS_USD_1MUSDL_MXN_28DMXNT_0X239	IRS_USD_1MUSDL_MXN_28DMXNT_0X239	-9.5	-9.5	-12.4	-12.4	8	70500000
2021-01-27	IR	IRS_USD_3MUSDL_USD_6MUSDL_0X144	IRS_USD_3MUSDL_USD_6MUSDL_0X144	12.375	12.375	12.375	12.375	1	61000000
2021-01-27	IR	IRS_USD_3MUSDL_USD_6MUSDL_0X180	IRS_USD_3MUSDL_USD_6MUSDL_0X180	12.75	12.875	12.75	12.875	3	140000000
2021-01-27	IR	IRS_USD_3MUSDL_USD_6MUSDL_0X240	IRS_USD_3MUSDL_USD_6MUSDL_0X240	13.5	13.5	13.5	13.5	2	70000000
2021-01-27	IR	IRS_USD_3MUSDL_USD_6MUSDL_0X84	IRS_USD_3MUSDL_USD_6MUSDL_0X84	10.375	10.375	10.375	10.375	1	341000000
2021-01-27	IR	IRS_USD_3MUSDL_USD_6MUSDL_0X96	IRS_USD_3MUSDL_USD_6MUSDL_0X96	11.0	11.0	11.0	11.0	1	300000000
2021-01-27	IR	IRS_USD_6MUSDL_CLP_CAMA_0X24	IRS_USD_6MUSDL_CLP_CAMA_0X24	13.5	13.5	13.5	13.5	1	15000000
2021-01-27	IR	IRS_USD_6MUSDL_CLP_CAMA_0X300	IRS_USD_6MUSDL_CLP_CAMA_0X300	60.0	60.0	60.0	60.0	1	2200000
2021-01-27	IR	JPY.1Y.12M.3M_20220131	JPY.1Y.12M.3M_20220131	-0.000825	-0.000825	-0.000825	-0.000825	1	10000000000
2021-01-27	IR	JPY.2Y.3M.XCCY.BSX_20230131	JPY.2Y.3M.XCCY.BSX_20230131	-0.002525	-0.002525	-0.002525	-0.002525	1	2000000000
2021-01-27	IR	JPY.2Y.TONAT.OIS_20230131	JPY.2Y.TONAT.OIS_20230131	-0.000875	-0.000875	-0.000875	-0.000875	1	20000000000
2021-01-27	IR	JPY.3Y.3M.XCCY.BSX_20240131	JPY.3Y.3M.XCCY.BSX_20240131	-0.002825	-0.002825	-0.002825	-0.002825	1	6690000000
2021-01-27	IR	JPY.4Y.3M.XCCY.BSX_20250131	JPY.4Y.3M.XCCY.BSX_20250131	-0.0030976	-0.0030976	-0.0030976	-0.0030976	1	5000000000
2021-01-27	IR	JPY.5Y.3M.XCCY.BSX_20260131	JPY.5Y.3M.XCCY.BSX_20260131	-0.003325	-0.003325	-0.003325	-0.003325	1	4000000000
2021-01-27	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X36	LCH_AUD_IRS_3M_AUD_BBSW_0X36	0.15625	0.15625	0.15625	0.15625	1	99500000
2021-01-27	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120	1.08875	1.08875	1.08875	1.08875	1	32000000
2021-01-27	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X48	LCH_AUD_IRS_6M_AUD_BBSW_0X48	0.3	0.3	0.3	0.3	1	150000000
2021-01-27	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X60	LCH_AUD_IRS_6M_AUD_BBSW_0X60	0.43875	0.43875	0.4375	0.4375	2	122500000
2021-01-27	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X84	LCH_AUD_IRS_6M_AUD_BBSW_0X84	0.7275	0.7275	0.7275	0.7275	1	90000000
2021-01-27	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X120	LCH_CAD_IRS_3M_CAD_CDOR_0X120	1.3275	1.3275	1.3275	1.3275	1	101500000
2021-01-27	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X36	LCH_CAD_IRS_3M_CAD_CDOR_0X36	0.5975	0.5975	0.5975	0.5975	1	150000000
2021-01-27	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X360	LCH_CAD_IRS_3M_CAD_CDOR_0X360	1.8365	1.8365	1.8365	1.8365	1	40000000
2021-01-27	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	-0.232	-0.231	-0.242	-0.242	5	400000000
2021-01-27	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X60	LCH_EUR_IRS_3M_EUR_EURIBOR_0X60	-0.4765	-0.4765	-0.4765	-0.4765	1	200000000
2021-01-27	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X84	LCH_EUR_IRS_3M_EUR_EURIBOR_0X84	-0.39	-0.39	-0.39	-0.39	1	200000000
2021-01-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X108	LCH_EUR_IRS_6M_EUR_EURIBOR_0X108	-0.266	-0.266	-0.266	-0.266	1	100000000
2021-01-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	-0.208	-0.202	-0.226	-0.212	25	1302600000
2021-01-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X180	LCH_EUR_IRS_6M_EUR_EURIBOR_0X180	-0.02	-0.0175	-0.02	-0.0175	2	150000000
2021-01-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X24	LCH_EUR_IRS_6M_EUR_EURIBOR_0X24	-0.528	-0.528	-0.528	-0.528	5	547000000
2021-01-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X240	LCH_EUR_IRS_6M_EUR_EURIBOR_0X240	0.086	0.086	0.086	0.086	1	21200000
2021-01-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X360	LCH_EUR_IRS_6M_EUR_EURIBOR_0X360	0.0785	0.085	0.068	0.085	7	61600000
2021-01-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X480	LCH_EUR_IRS_6M_EUR_EURIBOR_0X480	0.021	0.037	0.021	0.037	2	100000000
2021-01-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	-0.444	-0.442	-0.444	-0.442	2	300000000
2021-01-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X72	LCH_EUR_IRS_6M_EUR_EURIBOR_0X72	-0.407	-0.407	-0.407	-0.407	1	150000000
2021-01-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X84	LCH_EUR_IRS_6M_EUR_EURIBOR_0X84	-0.356	-0.356	-0.36	-0.36	2	350000000
2021-01-27	IR	LCH_GBP_IRS_6M_GBP_LIBOR_0X120	LCH_GBP_IRS_6M_GBP_LIBOR_0X120	0.485	0.485	0.485	0.485	2	79800000
2021-01-27	IR	LCH_GBP_IRS_6M_GBP_LIBOR_0X360	LCH_GBP_IRS_6M_GBP_LIBOR_0X360	0.678	0.678	0.678	0.678	1	14000000
2021-01-27	IR	LCH_GBP_IRS_6M_GBP_LIBOR_0X60	LCH_GBP_IRS_6M_GBP_LIBOR_0X60	0.253	0.253	0.253	0.253	1	79400000
2021-01-27	IR	LCH_JPY_IRS_6M_JPY_LIBOR_0X24	LCH_JPY_IRS_6M_JPY_LIBOR_0X24	-0.063125	-0.063125	-0.063125	-0.063125	1	2000000000
2021-01-27	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X120	LCH_NZD_IRS_3M_NZD_BKBM_0X120	1.1375	1.1375	1.1375	1.1375	1	25000000
2021-01-27	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X36	LCH_NZD_IRS_3M_NZD_BKBM_0X36	0.3875	0.3875	0.3875	0.3875	1	33000000
2021-01-27	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X60	LCH_NZD_IRS_3M_NZD_BKBM_0X60	0.6	0.6225	0.6	0.6225	1	20000000
2021-01-27	IR	LCH_SEK_IRS_3M_SEK_STIBOR_0X120	LCH_SEK_IRS_3M_SEK_STIBOR_0X120	0.405	0.405	0.405	0.405	1	100000000
2021-01-27	IR	MAR23 SOFR/FF LCH		1.0	1.0	1.0	1.0	1	2000000000
2021-01-27	IR	MXN.130*1.TIIE.28D_20310116	MXN.130*1.TIIE.28D_20310116	0.0545	0.0545	0.0545	0.0545	1	260000000
2021-01-27	IR	MXN.65*1.TIIE.28D_20260122	MXN.65*1.TIIE.28D_20260122	0.0469	0.0469	0.0469	0.0469	1	450000000
2021-01-27	IR	PEN.10Y.SB.6M_20310129	PEN.10Y.SB.6M_20310129	0.0292	0.0292	0.0292	0.0292	2	15000000
2021-01-27	IR	PEN_IRS_6M_PEN_LIBOR_0X120	PEN_IRS_6M_PEN_LIBOR_0X120	2.97	2.97	2.97	2.97	1	18222500
2021-01-27	IR	PEN_IRS_6M_PEN_LIBOR_0X24	PEN_IRS_6M_PEN_LIBOR_0X24	0.7475	0.7675	0.7475	0.7675	2	36445000
2021-01-27	IR	TRY_IRS_3M_TRY_LIBOR_0X6	TRY_IRS_3M_TRY_LIBOR_0X6	15.7	15.7	15.7	15.7	1	158039000
2021-01-27	IR	TRY_IRS_3M_TRY_LIBOR_0X9	TRY_IRS_3M_TRY_LIBOR_0X9	15.73	15.73	15.73	15.73	1	109298000
2021-01-27	IR	USD.1Y.OIS_20220131	USD.1Y.OIS_20220131	0.000675	0.000675	0.000675	0.000675	1	250000000
2021-01-27	IR	USD.9Y.FF/3M.SYD_20300129	USD.9Y.FF/3M.SYD_20300129	0.0018875	0.0018875	0.0018875	0.0018875	1	17000000