2023-03-20 | CD | 296233 | HY33 5Y - SEF | 102.0 | 102.0 | 102.0 | 102.0 | 1 | 50000000 |
2023-03-20 | CD | 366465 | BBB-.8 | 78.75 | 78.75 | 75.0 | 76.5 | 1 | 5000000 |
2023-03-20 | CD | 382230 | BBB-.10 (Dollar Price) | 74.5 | 74.5 | 70.5 | 72.75 | 1 | 5000000 |
2023-03-20 | CD | 399487 | S38 EUR 5Y (SEF) | 106.125 | 106.125 | 103.59 | 103.59 | 2 | 52300000 |
2023-03-20 | CD | 400102 | IG39 5Y - SEF | 85.6 | 88.3 | 85.55 | 85.55 | 2 | 140000000 |
2023-03-20 | CD | 400111 | IG39 3Y - SEF | 60.375 | 60.375 | 60.375 | 60.375 | 3 | 595000000 |
2023-03-20 | CD | 400869 | HY39 5Y - SEF | 99.08 | 99.215 | 98.86 | 98.86 | 27 | 363000000 |
2023-03-20 | CD | 411092 | BBB-.11 (Dollar Price) | 76.5 | 76.5 | 71.0 | 74.0 | 1 | 5000000 |
2023-03-20 | CD | 411154 | BBB-.12 (Dollar Price) | 74.0 | 74.0 | 72.0 | 72.0 | 1 | 5000000 |
2023-03-20 | CD | 411529 | S39 EUR 5Y (SEF) | 109.75 | 547.75 | 98.375 | 98.375 | 7 | 225000000 |
2023-03-20 | CD | 411578 | S39 XOVER 5Y (SEF) | 547.75 | 547.75 | 510.5 | 511.0 | 10 | 115000000 |
2023-03-20 | CD | 411816 | IG40 5Y - SEF | 100.0 | 100.0 | 88.1 | 88.55 | 18 | 990000000 |
2023-03-20 | CD | 411829 | IG40 3Y - SEF | 65.375 | 65.375 | 65.375 | 65.375 | 3 | 510000000 |
2023-03-20 | CD | 411833 | IG40 10Y - SEF | 123.6 | 123.6 | 123.6 | 123.6 | 1 | 75000000 |
2023-03-20 | CD | CDX.EM.38.V1_60M | CDX.EM.38.V1_60M | 93.52 | 93.52 | 93.385 | 93.46 | 5 | 450000000 |
2023-03-20 | CD | CDX.EM.39.V1_60M | CDX.EM.39.V1_60M | 92.25 | 92.67 | 92.25 | 92.67 | 24 | 695000000 |
2023-03-20 | CU | 0D_NDF.USD.BRL.TOD_NDF | 0D_NDF.USD.BRL.TOD_NDF | 5.2675 | 5.2785 | 5.2675 | 5.2785 | 4 | 46500000 |
2023-03-20 | CU | 0D_NDF.USD.BRL.TOM_NDF | 0D_NDF.USD.BRL.TOM_NDF | 5.243 | 5.246 | 5.2416 | 5.246 | 3 | 44500000 |
2023-03-20 | CU | 0D_NDF.USD.CLP.TOM_NDF | 0D_NDF.USD.CLP.TOM_NDF | 833.0 | 833.0 | 830.5 | 830.5 | 5 | 33000000 |
2023-03-20 | CU | 0D_NDF.USD.IDR.TOM_NDF | 0D_NDF.USD.IDR.TOM_NDF | 15385.0 | 15385.0 | 15370.0 | 15370.0 | 3 | 30000000 |
2023-03-20 | CU | 0D_NDF.USD.INR.TOM_NDF | 0D_NDF.USD.INR.TOM_NDF | 82.59 | 82.59 | 82.545 | 82.554 | 7 | 120000000 |
2023-03-20 | CU | 0D_NDF.USD.KRW.TOM_NDF | 0D_NDF.USD.KRW.TOM_NDF | 1311.25 | 1311.25 | 1305.9 | 1305.9 | 8 | 156000000 |
2023-03-20 | CU | 0D_NDF.USD.PEN.TOM_NDF | 0D_NDF.USD.PEN.TOM_NDF | 3.773 | 3.773 | 3.773 | 3.773 | 3 | 39900875 |
2023-03-20 | CU | 0D_NDF.USD.PHP.TOM_NDF | 0D_NDF.USD.PHP.TOM_NDF | 54.66 | 54.68 | 54.32 | 54.32 | 19 | 127000000 |
2023-03-20 | CU | 0D_NDF.USD.TWD.TOM_NDF | 0D_NDF.USD.TWD.TOM_NDF | 30.565 | 30.565 | 30.555 | 30.555 | 2 | 8500000 |
2023-03-20 | CU | 101D_USD_JPY_A_FXO_-0.415_FXO | 101D_USD_JPY_A_FXO_-0.415_FXO | 2.147285 | 2.147285 | 0.48693 | 2.147285 | 2 | 27200000 |
2023-03-20 | CU | 10D_EUR_CAD_A_FXO_0.4198_FXO | 10D_EUR_CAD_A_FXO_0.4198_FXO | 0.3922748 | 0.3922748 | 0.3922748 | 0.3922748 | 1 | 18000000 |
2023-03-20 | CU | 10D_EUR_GBP_A_FXO_-0.4692_FXO | 10D_EUR_GBP_A_FXO_-0.4692_FXO | 0.4869184 | 0.4869184 | 0.4869184 | 0.4869184 | 1 | 50000000 |
2023-03-20 | CU | 10D_USD_BRL_A_FXO_0.3797_FXO | 10D_USD_BRL_A_FXO_0.3797_FXO | 0.8293931 | 0.8293931 | 0.8293931 | 0.8293931 | 2 | 50000000 |
2023-03-20 | CU | 10D_USD_BRL_A_FXO_0.3872_FXO | 10D_USD_BRL_A_FXO_0.3872_FXO | 0.8485811 | 0.8485811 | 0.8485811 | 0.8485811 | 2 | 25000000 |
2023-03-20 | CU | 10D_USD_BRL_A_FXO_0.3969_FXO | 10D_USD_BRL_A_FXO_0.3969_FXO | 0.8848107 | 0.8848107 | 0.8848107 | 0.8848107 | 2 | 50000000 |
2023-03-20 | CU | 11D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2023-03-31 | 5.2502 | 5.2502 | 5.2502 | 5.2502 | 3 | 97000000 |
2023-03-20 | CU | 11D_NZD_USD_B_FXO_0.3523_FXO | 10D_NZD_USD_B_FXO_0.4135_FXO | 0.4226457 | 0.4226457 | 0.345906 | 0.4226457 | 4 | 150000000 |
2023-03-20 | CU | 11D_USD_CAD_A_FXO_-0.3602_FXO | 11D_USD_CAD_A_FXO_-0.3602_FXO | 0.3386463 | 0.3386463 | 0.3386463 | 0.3386463 | 1 | 50000000 |
2023-03-20 | CU | 11D_USD_CAD_A_FXO_-0.3882_FXO | 11D_USD_CAD_A_FXO_-0.3882_FXO | 0.3766538 | 0.3766538 | 0.3766538 | 0.3766538 | 1 | 30000000 |
2023-03-20 | CU | 11D_USD_CAD_A_FXO_-0.4627_FXO | 11D_USD_CAD_A_FXO_-0.4627_FXO | 0.4998132 | 0.4998132 | 0.4998132 | 0.4998132 | 3 | 70000000 |
2023-03-20 | CU | 11D_USD_JPY_A_FXO_0.4288_FXO | 11D_USD_JPY_A_FXO_0.4288_FXO | 0.8440756 | 0.8440756 | 0.8440756 | 0.8440756 | 1 | 75000000 |
2023-03-20 | CU | 12D_NDF.USD.BRL.12D_NDF | 12D_NDF.USD.BRL.12D_NDF | 5.2515 | 5.2565 | 5.2515 | 5.2565 | 2 | 42500000 |
2023-03-20 | CU | 13D_NDF.USD.BRL.13D_NDF | 13D_NDF.USD.BRL.13D_NDF | 5.252 | 5.258 | 5.252 | 5.256 | 6 | 263000000 |
2023-03-20 | CU | 13D_NDF.USD.BRL.BMF1_NDF | 13D_NDF.USD.BRL.BMF1_NDF | 5.28 | 5.291 | 5.253 | 5.259 | 11 | 351000000 |
2023-03-20 | CU | 14D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2023-04-03 | 827.5 | 827.5 | 826.0 | 827.0 | 8 | 123000000 |
2023-03-20 | CU | 155D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2023-08-22 | 837.8 | 837.8 | 837.8 | 837.8 | 1 | 10000000 |
2023-03-20 | CU | 15D_AUD_NZD_A_FXO_0.2385_FXO | 15D_AUD_NZD_A_FXO_0.2385_FXO | 0.199719 | 0.199719 | 0.199719 | 0.199719 | 2 | 50000000 |
2023-03-20 | CU | 15D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2023-04-04 | 5.286 | 5.294 | 5.252 | 5.25725 | 39 | 804750000 |
2023-03-20 | CU | 16D_USD_PHP_A_FXO_0.3529_FXO | 16D_USD_PHP_A_FXO_0.3529_FXO | 0.4422435 | 0.4422435 | 0.4422435 | 0.4422435 | 4 | 80000000 |
2023-03-20 | CU | 1751D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2028-01-04 | 7.46506 | 7.46506 | 7.46506 | 7.46506 | 1 | 70000000 |
2023-03-20 | CU | 186D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2023-09-22 | 840.9 | 840.9 | 840.85 | 840.85 | 2 | 40000000 |
2023-03-20 | CU | 19D_NDF.USD.CLP.19D_NDF | 19D_NDF.USD.CLP.19D_NDF | 826.0 | 826.0 | 826.0 | 826.0 | 2 | 65000000 |
2023-03-20 | CU | 1D_EUR_AUD_A_FXO_0.3054_FXO | 1D_EUR_AUD_A_FXO_0.3054_FXO | 0.1048449 | 0.1048449 | 0.1048449 | 0.1048449 | 3 | 70000000 |
2023-03-20 | CU | 1D_EUR_CAD_A_FXO_-0.1817_FXO | 1D_EUR_CAD_A_FXO_-0.1817_FXO | 0.0516518 | 0.0516518 | 0.0516518 | 0.0516518 | 1 | 50000000 |
2023-03-20 | CU | 1D_NDF.USD.BRL.1D_NDF | 1D_NDF.USD.BRL.1D_NDF | 5.2416 | 5.2416 | 5.2416 | 5.2416 | 1 | 7500000 |
2023-03-20 | CU | 1D_NDF.USD.PHP.1D.FWD.1D_NDF | 1D_NDF.USD.PHP.1D.FWD.1D_NDF | 54.68 | 54.68 | 54.68 | 54.68 | 1 | 4000000 |
2023-03-20 | CU | 1D_NDF.USD.PHP.1D_NDF | 1D_NDF.USD.PHP.1D_NDF | 54.663 | 54.675 | 54.663 | 54.675 | 4 | 18000000 |
2023-03-20 | CU | 1D_USD_CAD_A_FXO_-0.1848_FXO | 1D_USD_CAD_A_FXO_-0.1848_FXO | 0.0435504 | 0.0435504 | 0.0435504 | 0.0435504 | 2 | 50000000 |
2023-03-20 | CU | 1D_USD_CAD_A_FXO_0.2124_FXO | 1D_USD_CAD_A_FXO_0.2124_FXO | 0.0521236 | 0.0521236 | 0.0521236 | 0.0521236 | 3 | 80000000 |
2023-03-20 | CU | 1D_USD_CAD_A_FXO_0.3299_FXO | 1D_USD_CAD_A_FXO_0.3299_FXO | 0.0909728 | 0.0909728 | 0.0909728 | 0.0909728 | 2 | 30000000 |
2023-03-20 | CU | 1D_USD_CAD_A_FXO_0.3489_FXO | 1D_USD_CAD_A_FXO_-0.1452_FXO | 0.0983571 | 0.0983571 | 0.0273133 | 0.0983571 | 2 | 55000000 |
2023-03-20 | CU | 1D_USD_CAD_A_FXO_0.4004_FXO | 1D_USD_CAD_A_FXO_0.4004_FXO | 0.1347688 | 0.1347688 | 0.1347688 | 0.1347688 | 1 | 30000000 |
2023-03-20 | CU | 1M_AUD_JPY_A_FXO_-0.4969_FXO | 1M_AUD_JPY_A_FXO_-0.4969_FXO | 1.725794 | 1.853996 | 1.725794 | 1.725794 | 2 | 50000000 |
2023-03-20 | CU | 1M_CAD_JPY_A_FXO_-0.5013_FXO | 1M_CAD_JPY_A_FXO_-0.5013_FXO | 1.455008 | 1.509061 | 1.455008 | 1.509061 | 2 | 20000000 |
2023-03-20 | CU | 1M_EUR_GBP_A_FXO_-0.2484_FXO | 1M_EUR_GBP_A_FXO_-0.2484_FXO | 0.2999211 | 0.3162175 | 0.2999211 | 0.2999211 | 2 | 200000000 |
2023-03-20 | CU | 1M_EUR_JPY_A_FXO_-0.5012_FXO | 1M_EUR_JPY_A_FXO_-0.5012_FXO | 1.571101 | 1.636937 | 1.571101 | 1.571101 | 2 | 20000000 |
2023-03-20 | CU | 1M_EUR_USD_B_FXO_-0.1003_FXO | 1M_EUR_USD_B_FXO_-0.1003_FXO | 0.1475567 | 1.162355 | 0.1444388 | 0.1475567 | 4 | 360000000 |
2023-03-20 | CU | 1M_EUR_USD_B_FXO_-0.1007_FXO | 1M_EUR_USD_B_FXO_-0.1007_FXO | 0.1487994 | 1.162577 | 0.1427001 | 0.1487994 | 4 | 180000000 |
2023-03-20 | CU | 1M_EUR_USD_B_FXO_-0.4985_FXO | 1M_EUR_USD_B_FXO_-0.4985_FXO | 1.140891 | 1.168891 | 1.140891 | 1.140891 | 2 | 50000000 |
2023-03-20 | CU | 1M_EUR_USD_B_FXO_-0.499_FXO | 1M_EUR_USD_B_FXO_-0.499_FXO | 1.158968 | 1.158968 | 1.127968 | 1.158968 | 2 | 50000000 |
2023-03-20 | CU | 1M_EUR_USD_B_FXO_-0.5004_FXO | 1M_EUR_USD_B_FXO_-0.5004_FXO | 1.163965 | 1.163965 | 1.122965 | 1.163965 | 2 | 75000000 |
2023-03-20 | CU | 1M_EUR_USD_B_FXO_-0.5014_FXO | 1M_EUR_USD_B_FXO_-0.5014_FXO | 1.180465 | 1.180465 | 1.131465 | 1.131465 | 4 | 50000000 |
2023-03-20 | CU | 1M_EUR_USD_B_FXO_-0.5016_FXO | 1M_EUR_USD_B_FXO_-0.5016_FXO | 1.171512 | 1.171512 | 1.121512 | 1.171512 | 2 | 50000000 |
2023-03-20 | CU | 1M_SGD_JPY_A_FXO_-0.2408_FXO | 1M_SGD_JPY_A_FXO_-0.2408_FXO | 0.5626499 | 0.5626499 | 0.5626499 | 0.5626499 | 1 | 20000000 |
2023-03-20 | CU | 1W_AUD_USD_B_FXO_-0.4978_FXO | 1W_AUD_USD_B_FXO_-0.4978_FXO | 0.5129641 | 0.5129641 | 0.5079641 | 0.5079641 | 4 | 80000000 |
2023-03-20 | CU | 1W_EUR_GBP_A_FXO_0.0974_FXO | 1W_EUR_GBP_A_FXO_0.0974_FXO | 0.0572524 | 0.0572524 | 0.0572524 | 0.0572524 | 2 | 60000000 |
2023-03-20 | CU | 1W_GBP_USD_B_FXO_-0.499_FXO | 1W_GBP_USD_B_FXO_-0.499_FXO | 0.7952064 | 0.7952064 | 0.7842064 | 0.7952064 | 6 | 85000000 |
2023-03-20 | CU | 1Y_EUR_USD_B_FXO_-0.501_FXO | 1Y_EUR_USD_B_FXO_-0.501_FXO | 3.904113 | 3.905808 | 3.486112 | 3.487808 | 10 | 200000000 |
2023-03-20 | CU | 21D_NDF.USD.BRL.21D_NDF | 21D_NDF.USD.BRL.21D_NDF | 5.26435 | 5.26435 | 5.26435 | 5.26435 | 2 | 65000000 |
2023-03-20 | CU | 21D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2023-04-10 | 829.77 | 829.77 | 829.77 | 829.77 | 1 | 25000000 |
2023-03-20 | CU | 22D_EUR_JPY_A_FXO_0.3078_FXO | 22D_EUR_JPY_A_FXO_0.3078_FXO | 0.5867971 | 0.5867971 | 0.5867971 | 0.5867971 | 1 | 30000000 |
2023-03-20 | CU | 22D_NDF_USD_ARS | NDF_USD_ARS Maturing on 2023-04-11 | 212.35 | 212.35 | 212.35 | 212.35 | 1 | 3000000 |
2023-03-20 | CU | 23D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2023-04-12 | 5.2644 | 5.2644 | 5.2644 | 5.2644 | 1 | 50000000 |
2023-03-20 | CU | 23D_USD_JPY_A_FXO_0.2538_FXO | 23D_USD_JPY_A_FXO_-0.1103_FXO | 0.512937 | 0.512937 | 0.2211855 | 0.512937 | 2 | 235000000 |
2023-03-20 | CU | 24D_EUR_USD_B_FXO_0.163_FXO | 24D_EUR_USD_B_FXO_0.163_FXO | 0.2206386 | 0.2206386 | 0.2206386 | 0.2206386 | 1 | 50000000 |
2023-03-20 | CU | 24D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2023-04-13 | 826.5 | 826.5 | 826.5 | 826.5 | 1 | 35000000 |
2023-03-20 | CU | 25D_NDF.USD.INR.25D_NDF | 25D_NDF.USD.INR.25D_NDF | 82.75 | 82.77 | 82.75 | 82.75 | 4 | 300000000 |
2023-03-20 | CU | 26D_NDF.USD.BRL.26D_NDF | 26D_NDF.USD.BRL.26D_NDF | 5.26905 | 5.2705 | 5.26905 | 5.2705 | 4 | 300000000 |
2023-03-20 | CU | 275D_NDF.USD.PEN.9M_NDF | 275D_NDF.USD.PEN.9M_NDF | 3.836 | 3.836 | 3.836 | 3.836 | 2 | 37278415 |
2023-03-20 | CU | 27D_NDF.USD.INR.27D_NDF | 27D_NDF.USD.INR.27D_NDF | 82.761 | 82.761 | 82.761 | 82.761 | 1 | 100000000 |
2023-03-20 | CU | 28D_NDF.USD.INR.28D_NDF | 28D_NDF.USD.INR.28D_NDF | 82.787 | 82.787 | 82.766 | 82.766 | 3 | 200000000 |
2023-03-20 | CU | 2D_EUR_USD_B_FXO_-0.4709_FXO | 2D_EUR_USD_B_FXO_-0.4709_FXO | 0.2679689 | 0.2679689 | 0.2679689 | 0.2679689 | 1 | 30000000 |
2023-03-20 | CU | 2D_NDF.USD.BRL.2D_NDF | 2D_NDF.USD.BRL.2D_NDF | 5.248 | 5.248 | 5.248 | 5.248 | 1 | 14000000 |
2023-03-20 | CU | 2D_NDF.USD.PHP.2D_NDF | 2D_NDF.USD.PHP.2D_NDF | 54.663 | 54.675 | 54.663 | 54.675 | 2 | 11500000 |
2023-03-20 | CU | 2D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2023-03-22 | 5.2734 | 5.2815 | 5.2663 | 5.2673 | 13 | 153500000 |
2023-03-20 | CU | 2D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2023-03-22 | 829.0 | 831.0 | 829.0 | 831.0 | 16 | 133000000 |
2023-03-20 | CU | 2D_NDF_USD_PEN | NDF_USD_PEN Maturing on 2023-03-22 | 3.79 | 3.79 | 3.785 | 3.785 | 4 | 8000000 |
2023-03-20 | CU | 2D_USD_JPY_A_FXO_0.4693_FXO | 1D_USD_JPY_A_FXO_-0.3625_FXO | 0.492314 | 0.492314 | 0.2579318 | 0.492314 | 2 | 100000000 |
2023-03-20 | CU | 2M_EUR_USD_B_FXO_-0.1005_FXO | 2M_EUR_USD_B_FXO_-0.1005_FXO | 0.2066493 | 1.598182 | 0.1985545 | 0.2066493 | 4 | 110000000 |
2023-03-20 | CU | 2M_EUR_USD_B_FXO_-0.5005_FXO | 2M_EUR_USD_B_FXO_-0.5005_FXO | 1.517742 | 1.593742 | 1.517742 | 1.517742 | 2 | 100000000 |
2023-03-20 | CU | 2M_EUR_USD_B_FXO_-0.5007_FXO | 2M_EUR_USD_B_FXO_-0.5007_FXO | 1.59692 | 1.59692 | 1.51892 | 1.59692 | 2 | 100000000 |
2023-03-20 | CU | 2M_USD_MXN_A_FXO_0.1_FXO | 2M_USD_MXN_A_FXO_-0.1_FXO | 0.3255223 | 2.45365 | 0.3255223 | 2.45365 | 8 | 350000000 |
2023-03-20 | CU | 30D_NDF.USD.PHP.30D_NDF | 30D_NDF.USD.PHP.30D_NDF | 54.31 | 54.31 | 54.31 | 54.31 | 1 | 12000000 |
2023-03-20 | CU | 30D_NDF_USD_COP | NDF_USD_COP Maturing on 2023-04-19 | 4861.0 | 4861.0 | 4861.0 | 4861.0 | 1 | 10000000 |
2023-03-20 | CU | 31D_NDF.USD.IDR.1D.FWD.1M_NDF | 31D_NDF.USD.IDR.1D.FWD.1M_NDF | 15390.0 | 15390.0 | 15390.0 | 15390.0 | 2 | 20000000 |
2023-03-20 | CU | 31D_NDF.USD.INR.1D.FWD.1M_NDF | 31D_NDF.USD.INR.1D.FWD.1M_NDF | 82.77 | 82.8 | 82.77 | 82.78 | 4 | 37000000 |
2023-03-20 | CU | 32D_NDF.USD.INR.1M_NDF | 32D_NDF.USD.INR.1M_NDF | 82.728 | 82.85 | 82.728 | 82.81 | 5 | 157000000 |
2023-03-20 | CU | 32D_NDF.USD.KRW.1D.FWD.1M_NDF | 32D_NDF.USD.KRW.1D.FWD.1M_NDF | 1308.4 | 1308.4 | 1303.1 | 1303.1 | 8 | 156000000 |
2023-03-20 | CU | 32D_NDF.USD.TWD.1D.FWD.1M_NDF | 32D_NDF.USD.TWD.1D.FWD.1M_NDF | 30.465 | 30.465 | 30.44 | 30.44 | 2 | 8500000 |
2023-03-20 | CU | 33D_NDF.USD.CLP.1M_NDF | 33D_NDF.USD.CLP.1M_NDF | 835.72 | 835.75 | 826.5 | 827.31 | 20 | 283358804 |
2023-03-20 | CU | 33D_NDF.USD.KRW.1M_NDF | 33D_NDF.USD.KRW.1M_NDF | 1308.8 | 1308.8 | 1303.8 | 1303.8 | 6 | 170000000 |
2023-03-20 | CU | 33D_NDF.USD.PEN.1M_NDF | 33D_NDF.USD.PEN.1M_NDF | 3.7815 | 3.785 | 3.7815 | 3.7815 | 6 | 81879290 |
2023-03-20 | CU | 33D_NDF.USD.PHP.1D.FWD.1M_NDF | 33D_NDF.USD.PHP.1D.FWD.1M_NDF | 54.68 | 54.68 | 54.33 | 54.33 | 15 | 82000000 |
2023-03-20 | CU | 33D_NDF.USD.PHP.1M_NDF | 33D_NDF.USD.PHP.1M_NDF | 54.3 | 54.34 | 54.3 | 54.335 | 7 | 95000000 |
2023-03-20 | CU | 33D_NDF.USD.TWD.1M_NDF | 33D_NDF.USD.TWD.1M_NDF | 30.45 | 30.485 | 30.42 | 30.42 | 5 | 65000000 |
2023-03-20 | CU | 33D_NDF.USD.VND.1M_NDF | 33D_NDF.USD.VND.1M_NDF | 23660.0 | 23680.0 | 23660.0 | 23680.0 | 3 | 15000000 |
2023-03-20 | CU | 34D_NDF.USD.IDR.1M_NDF | 34D_NDF.USD.IDR.1M_NDF | 15389.0 | 15393.0 | 15385.0 | 15393.0 | 10 | 105000000 |
2023-03-20 | CU | 34D_NDF.USD.PHP.1M_NDF | 34D_NDF.USD.PHP.1M_NDF | 54.7 | 54.705 | 54.58 | 54.58 | 7 | 58000000 |
2023-03-20 | CU | 35D_NDF_USD_ARS | NDF_USD_ARS Maturing on 2023-04-24 | 220.5 | 220.5 | 220.5 | 220.5 | 3 | 10000000 |
2023-03-20 | CU | 35D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2023-04-24 | 831.9 | 837.5 | 825.85 | 827.0 | 196 | 1008000000 |
2023-03-20 | CU | 35D_NDF_USD_COP | NDF_USD_COP Maturing on 2023-04-24 | 4875.0 | 4880.0 | 4855.0 | 4865.0 | 10 | 42500000 |
2023-03-20 | CU | 35D_NDF_USD_PEN | NDF_USD_PEN Maturing on 2023-04-24 | 3.799 | 3.799 | 3.782 | 3.7865 | 42 | 179000000 |
2023-03-20 | CU | 366D_NDF.USD.CLP.1Y_NDF | 366D_NDF.USD.CLP.1Y_NDF | 860.25 | 860.25 | 852.75 | 853.2 | 6 | 68463333 |
2023-03-20 | CU | 366D_NDF.USD.KRW.1Y_NDF | 366D_NDF.USD.KRW.1Y_NDF | 1287.0 | 1287.0 | 1287.0 | 1287.0 | 1 | 20000000 |
2023-03-20 | CU | 366D_NDF.USD.PHP.1Y_NDF | 366D_NDF.USD.PHP.1Y_NDF | 55.025 | 55.025 | 54.71 | 54.71 | 3 | 25000000 |
2023-03-20 | CU | 367D_NDF.USD.IDR.12M_NDF | 367D_NDF.USD.IDR.12M_NDF | 15623.0 | 15623.0 | 15623.0 | 15623.0 | 1 | 10000000 |
2023-03-20 | CU | 367D_NDF.USD.IDR.1Y_NDF | 367D_NDF.USD.IDR.1Y_NDF | 15610.0 | 15610.0 | 15610.0 | 15610.0 | 1 | 10000000 |
2023-03-20 | CU | 368D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2024-03-22 | 853.5 | 853.5 | 853.5 | 853.5 | 1 | 5000000 |
2023-03-20 | CU | 369D_NDF.USD.INR.1Y_NDF | 369D_NDF.USD.INR.1Y_NDF | 84.74 | 84.74 | 84.74 | 84.74 | 1 | 50000000 |
2023-03-20 | CU | 3D_NDF.USD.IDR.3D_NDF | 3D_NDF.USD.IDR.3D_NDF | 15374.0 | 15374.0 | 15374.0 | 15374.0 | 1 | 25000000 |
2023-03-20 | CU | 3D_NDF.USD.INR.1D.FWD.3D_NDF | 3D_NDF.USD.INR.1D.FWD.3D_NDF | 82.585 | 82.585 | 82.585 | 82.585 | 1 | 20000000 |
2023-03-20 | CU | 3D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2023-03-23 | 5.27525 | 5.27525 | 5.2406 | 5.2456 | 7 | 111500000 |
2023-03-20 | CU | 3D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2023-03-23 | 831.5 | 831.5 | 825.0 | 825.0 | 13 | 133000000 |
2023-03-20 | CU | 3D_NDF_USD_COP | NDF_USD_COP Maturing on 2023-03-23 | 4838.2 | 4838.2 | 4833.0 | 4833.0 | 4 | 31500000 |
2023-03-20 | CU | 3D_NDF_USD_PEN | NDF_USD_PEN Maturing on 2023-03-23 | 3.7769 | 3.7778 | 3.774 | 3.774 | 5 | 26000000 |
2023-03-20 | CU | 3D_USD_JPY_A_FXO_0.4508_FXO | 3D_USD_JPY_A_FXO_-0.3908_FXO | 0.5202416 | 0.65434 | 0.5202416 | 0.5202416 | 2 | 150000000 |
2023-03-20 | CU | 3M_EUR_USD_B_FXO_-0.1506_FXO | 3M_EUR_USD_B_FXO_-0.1506_FXO | 0.3575984 | 0.4451725 | 0.3575984 | 0.3575984 | 2 | 60000000 |
2023-03-20 | CU | 3M_GBP_USD_B_FXO_-0.1008_FXO | 3M_GBP_USD_B_FXO_-0.1008_FXO | 0.3308566 | 2.526381 | 0.3171129 | 0.3308566 | 8 | 376000000 |
2023-03-20 | CU | 3M_USD_MXN_A_FXO_0.4853_FXO | 3M_USD_MXN_A_FXO_-0.5147_FXO | 2.933576 | 2.933576 | 2.933576 | 2.933576 | 6 | 60000000 |
2023-03-20 | CU | 3M_USD_SGD_A_FXO_0.4979_FXO | 3M_USD_SGD_A_FXO_-0.5018_FXO | 1.18157 | 1.211557 | 1.18157 | 1.18157 | 2 | 25000000 |
2023-03-20 | CU | 3M_USD_TRY_A_FXO_-0.3553_FXO | 3M_USD_TRY_A_FXO_-0.3553_FXO | 3.4202 | 3.4202 | 2.702541 | 3.4202 | 2 | 20000000 |
2023-03-20 | CU | 4D_EUR_CAD_A_FXO_-0.3282_FXO | 4D_EUR_CAD_A_FXO_-0.3282_FXO | 0.1932429 | 0.1932429 | 0.1932429 | 0.1932429 | 1 | 30000000 |
2023-03-20 | CU | 4D_EUR_USD_B_FXO_-0.2078_FXO | 2D_EUR_USD_B_FXO_-0.4709_FXO | 0.1801897 | 1.40519 | 0.1801897 | 0.1801897 | 3 | 180000000 |
2023-03-20 | CU | 4D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2023-03-24 | 830.07 | 830.07 | 830.07 | 830.07 | 2 | 10000000 |
2023-03-20 | CU | 4D_USD_CAD_A_FXO_-0.4149_FXO | 4D_USD_CAD_A_FXO_-0.4149_FXO | 0.3209298 | 0.3209298 | 0.3209298 | 0.3209298 | 2 | 80000000 |
2023-03-20 | CU | 55D_NDF.USD.PHP.55D_NDF | 55D_NDF.USD.PHP.55D_NDF | 54.336 | 54.336 | 54.336 | 54.336 | 1 | 12000000 |
2023-03-20 | CU | 56D_NZD_USD_B_FXO_-0.4615_FXO | 11D_NZD_USD_B_FXO_-0.3605_FXO | 0.3920528 | 1.167204 | 0.3920528 | 0.3920528 | 2 | 43000000 |
2023-03-20 | CU | 5D_NDF.USD.BRL.5D_NDF | 5D_NDF.USD.BRL.5D_NDF | 5.244 | 5.251 | 5.244 | 5.251 | 4 | 210000000 |
2023-03-20 | CU | 61D_NDF.USD.INR.2M_NDF | 61D_NDF.USD.INR.2M_NDF | 82.97 | 82.97 | 82.97 | 82.97 | 1 | 30000000 |
2023-03-20 | CU | 61D_NDF.USD.KRW.2M_NDF | 61D_NDF.USD.KRW.2M_NDF | 1305.65 | 1305.65 | 1301.6 | 1301.6 | 4 | 100000000 |
2023-03-20 | CU | 61D_NDF.USD.PHP.2M_NDF | 61D_NDF.USD.PHP.2M_NDF | 54.37 | 54.37 | 54.36 | 54.36 | 4 | 60000000 |
2023-03-20 | CU | 62D_NDF.USD.PHP.2M_NDF | 62D_NDF.USD.PHP.2M_NDF | 54.74 | 54.74 | 54.74 | 54.74 | 1 | 5000000 |
2023-03-20 | CU | 63D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2023-05-22 | 832.7 | 832.7 | 830.5 | 830.5 | 2 | 20000000 |
2023-03-20 | CU | 6D_NDF.USD.BRL.6D_NDF | 6D_NDF.USD.BRL.6D_NDF | 5.2468 | 5.2468 | 5.2468 | 5.2468 | 1 | 25000000 |
2023-03-20 | CU | 6D_NDF.USD.CLP.6D_NDF | 6D_NDF.USD.CLP.6D_NDF | 829.7 | 829.7 | 829.7 | 829.7 | 2 | 34695471 |
2023-03-20 | CU | 6M_EUR_JPY_A_FXO_-0.4978_FXO | 2M_EUR_JPY_A_FXO_-0.4994_FXO | 2.316581 | 3.730201 | 2.161489 | 2.316581 | 4 | 79000000 |
2023-03-20 | CU | 6M_USD_JPY_A_FXO_0.2554_FXO | 6M_USD_JPY_A_FXO_-0.256_FXO | 1.312853 | 1.438563 | 1.312853 | 1.312853 | 2 | 200000000 |
2023-03-20 | CU | 6M_USD_SGD_A_FXO_0.2153_FXO | 6M_USD_SGD_A_FXO_0.2153_FXO | 0.557542 | 0.557542 | 0.557542 | 0.557542 | 1 | 50000000 |
2023-03-20 | CU | 7D_NDF.USD.BRL.7D_NDF | 7D_NDF.USD.BRL.7D_NDF | 5.2466 | 5.2476 | 5.2466 | 5.2476 | 2 | 93000000 |
2023-03-20 | CU | 7D_NDF.USD.IDR.1D.FWD.1W_NDF | 7D_NDF.USD.IDR.1D.FWD.1W_NDF | 15392.0 | 15392.0 | 15392.0 | 15392.0 | 1 | 10000000 |
2023-03-20 | CU | 7D_NDF.USD.IDR.1W_NDF | 7D_NDF.USD.IDR.1W_NDF | 15375.0 | 15375.0 | 15375.0 | 15375.0 | 2 | 5000000 |
2023-03-20 | CU | 7D_NDF.USD.INR.1D.FWD.1W_NDF | 7D_NDF.USD.INR.1D.FWD.1W_NDF | 82.615 | 82.615 | 82.615 | 82.615 | 2 | 63000000 |
2023-03-20 | CU | 7D_NDF.USD.PHP.1D.FWD.1W_NDF | 7D_NDF.USD.PHP.1D.FWD.1W_NDF | 54.48 | 54.48 | 54.39 | 54.39 | 2 | 31000000 |
2023-03-20 | CU | 7D_NDF.USD.PHP.1W_NDF | 7D_NDF.USD.PHP.1W_NDF | 54.66 | 54.66 | 54.32 | 54.32 | 2 | 25000000 |
2023-03-20 | CU | 7D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2023-03-27 | 828.5 | 828.5 | 828.5 | 828.5 | 1 | 25000000 |
2023-03-20 | CU | 835D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2025-07-02 | 6.07163 | 6.07163 | 6.07163 | 6.07163 | 1 | 50000000 |
2023-03-20 | CU | 8D_EUR_USD_B_FXO_0.3735_FXO | 1D_EUR_USD_B_FXO_-0.3269_FXO | 0.4265471 | 0.4265471 | 0.1234747 | 0.4265471 | 2 | 60000000 |
2023-03-20 | CU | 8D_EUR_USD_B_FXO_0.3918_FXO | 1D_EUR_USD_B_FXO_-0.2784_FXO | 0.0992866 | 0.4571566 | 0.0992866 | 0.0992866 | 2 | 150000000 |
2023-03-20 | CU | 8D_NDF.USD.BRL.8D_NDF | 8D_NDF.USD.BRL.8D_NDF | 5.2496 | 5.2536 | 5.2496 | 5.2527 | 5 | 245000000 |
2023-03-20 | CU | 8D_NDF_USD_BRL | NDF_USD_BRL Maturing on 2023-03-28 | 5.2495 | 5.2495 | 5.2495 | 5.2495 | 1 | 9500000 |
2023-03-20 | CU | 8D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2023-03-28 | 831.95 | 831.95 | 830.95 | 830.95 | 6 | 61000000 |
2023-03-20 | CU | 92D_NDF.USD.CLP.3M_NDF | 92D_NDF.USD.CLP.3M_NDF | 833.7 | 833.7 | 833.4 | 833.4 | 3 | 80000000 |
2023-03-20 | CU | 92D_NDF.USD.INR.3M_NDF | 92D_NDF.USD.INR.3M_NDF | 83.105 | 83.105 | 83.105 | 83.105 | 2 | 70000000 |
2023-03-20 | CU | 92D_NDF.USD.KRW.3M_NDF | 92D_NDF.USD.KRW.3M_NDF | 1300.0 | 1300.0 | 1300.0 | 1300.0 | 1 | 50000000 |
2023-03-20 | CU | 92D_NDF.USD.PHP.3M_NDF | 92D_NDF.USD.PHP.3M_NDF | 54.782 | 54.782 | 54.725 | 54.725 | 3 | 28000000 |
2023-03-20 | CU | 93D_NDF_USD_COP | NDF_USD_COP Maturing on 2023-06-21 | 4921.35 | 4921.35 | 4921.35 | 4921.35 | 1 | 10000000 |
2023-03-20 | CU | 94D_NDF.USD.IDR.3M_NDF | 94D_NDF.USD.IDR.3M_NDF | 15417.0 | 15417.0 | 15417.0 | 15417.0 | 1 | 30000000 |
2023-03-20 | CU | 94D_NDF_USD_CLP | NDF_USD_CLP Maturing on 2023-06-22 | 835.7 | 835.7 | 835.7 | 835.7 | 2 | 50000000 |
2023-03-20 | CU | 94D_NDF_USD_PEN | NDF_USD_PEN Maturing on 2023-06-22 | 3.7965 | 3.7965 | 3.7964 | 3.7964 | 2 | 62000000 |
2023-03-20 | CU | 96D_NDF.USD.TWD.3M_NDF | 96D_NDF.USD.TWD.3M_NDF | 30.22 | 30.22 | 30.22 | 30.22 | 1 | 25000000 |
2023-03-20 | CU | 9D_NDF.USD.PHP.1D.FWD.9D_NDF | 9D_NDF.USD.PHP.1D.FWD.9D_NDF | 54.668 | 54.668 | 54.668 | 54.668 | 1 | 10000000 |
2023-03-20 | CU | 9M_USD_MXN_A_FXO_0.4765_FXO | 2M_USD_MXN_A_FXO_-0.5121_FXO | 4.706703 | 4.706703 | 2.429602 | 4.706703 | 4 | 148000000 |
2023-03-20 | CU | USDCNY20230327-R23644 | Non Deliverable Forward Chinese Renminbi - Value Date 2023-03-27 | 6.88707 | 6.88707 | 6.88707 | 6.88707 | 1 | 10000000 |
2023-03-20 | CU | USDCNY20230410-R23644 | Non Deliverable Forward Chinese Renminbi - Value Date 2023-04-10 | 6.87811 | 6.87811 | 6.87811 | 6.87811 | 1 | 10000000 |
2023-03-20 | CU | USDCNY20230417-R23644 | Non Deliverable Forward Chinese Renminbi - Value Date 2023-04-17 | 6.87381 | 6.87381 | 6.87381 | 6.87381 | 1 | 10000000 |
2023-03-20 | CU | USDCNY20230515-R23644 | Non Deliverable Forward Chinese Renminbi - Value Date 2023-05-15 | 6.85975 | 6.85975 | 6.85975 | 6.85975 | 1 | 5000000 |
2023-03-20 | CU | USDCNY20230516-R23644 | Non Deliverable Forward Chinese Renminbi - Value Date 2023-05-16 | 6.85928 | 6.85928 | 6.85928 | 6.85928 | 1 | 5000000 |
2023-03-20 | CU | USDPHP20230329-R23648 | Non Deliverable Forward Philippine Peso - Value Date 2023-03-29 | 54.6721 | 54.6721 | 54.6721 | 54.6721 | 2 | 7000000 |
2023-03-20 | CU | USDPHP20230331-R23648 | Non Deliverable Forward Philippine Peso - Value Date 2023-03-31 | 54.6732 | 54.6732 | 54.6732 | 54.6732 | 2 | 5000000 |
2023-03-20 | CU | USDPHP20230403-R23648 | Non Deliverable Forward Philippine Peso - Value Date 2023-04-03 | 54.6748 | 54.6748 | 54.6748 | 54.6748 | 2 | 6000000 |
2023-03-20 | CU | USDPHP20230405-R23648 | Non Deliverable Forward Philippine Peso - Value Date 2023-04-05 | 54.6759 | 54.6759 | 54.6759 | 54.6759 | 1 | 5000000 |
2023-03-20 | CU | USDPHP20230411-R23648 | Non Deliverable Forward Philippine Peso - Value Date 2023-04-11 | 54.6793 | 54.6793 | 54.6793 | 54.6793 | 5 | 22000000 |
2023-03-20 | CU | USDPHP20230414-R23648 | Non Deliverable Forward Philippine Peso - Value Date 2023-04-14 | 54.6809 | 54.6809 | 54.6809 | 54.6809 | 1 | 5000000 |
2023-03-20 | CU | USDPHP20230417-R23648 | Non Deliverable Forward Philippine Peso - Value Date 2023-04-17 | 54.6826 | 54.6826 | 54.6826 | 54.6826 | 3 | 17000000 |
2023-03-20 | CU | USDPHP20230420-R23648 | Non Deliverable Forward Philippine Peso - Value Date 2023-04-20 | 54.6843 | 54.6843 | 54.6843 | 54.6843 | 1 | 3000000 |
2023-03-20 | CU | USDPHP20230424-R23648 | Non Deliverable Forward Philippine Peso - Value Date 2023-04-24 | 54.6865 | 54.6865 | 54.6865 | 54.6865 | 4 | 15000000 |
2023-03-20 | CU | USDTWD20230324-R23649 | Non Deliverable Forward Taiwan New Dollar - Value Date 2023-03-24 | 30.5451 | 30.5451 | 30.5451 | 30.5451 | 1 | 1000000 |
2023-03-20 | CU | USDTWD20230327-R23649 | Non Deliverable Forward Taiwan New Dollar - Value Date 2023-03-27 | 30.5379 | 30.5379 | 30.5379 | 30.5379 | 1 | 1000000 |
2023-03-20 | CU | USDTWD20230328-R23649 | Non Deliverable Forward Taiwan New Dollar - Value Date 2023-03-28 | 30.5354 | 30.5354 | 30.5354 | 30.5354 | 2 | 14000000 |
2023-03-20 | CU | USDTWD20230329-R23649 | Non Deliverable Forward Taiwan New Dollar - Value Date 2023-03-29 | 30.533 | 30.533 | 30.533 | 30.533 | 1 | 8000000 |
2023-03-20 | CU | USDTWD20230331-R23649 | Non Deliverable Forward Taiwan New Dollar - Value Date 2023-03-31 | 30.5264 | 30.5264 | 30.5264 | 30.5264 | 2 | 8000000 |
2023-03-20 | CU | USDTWD20230406-R23649 | Non Deliverable Forward Taiwan New Dollar - Value Date 2023-04-06 | 30.5068 | 30.5068 | 30.5068 | 30.5068 | 2 | 5000000 |
2023-03-20 | CU | USDTWD20230407-R23649 | Non Deliverable Forward Taiwan New Dollar - Value Date 2023-04-07 | 30.5035 | 30.5035 | 30.5035 | 30.5035 | 3 | 10000000 |
2023-03-20 | CU | USDTWD20230410-R23649 | Non Deliverable Forward Taiwan New Dollar - Value Date 2023-04-10 | 30.4937 | 30.4937 | 30.4937 | 30.4937 | 4 | 6000000 |
2023-03-20 | CU | USDTWD20230414-R23649 | Non Deliverable Forward Taiwan New Dollar - Value Date 2023-04-14 | 30.4807 | 30.4807 | 30.4807 | 30.4807 | 1 | 3000000 |
2023-03-20 | CU | USDTWD20230417-R23649 | Non Deliverable Forward Taiwan New Dollar - Value Date 2023-04-17 | 30.4709 | 30.4709 | 30.4709 | 30.4709 | 1 | 1000000 |
2023-03-20 | CU | USDTWD20230421-R23649 | Non Deliverable Forward Taiwan New Dollar - Value Date 2023-04-21 | 30.4578 | 30.4578 | 30.4578 | 30.4578 | 1 | 3000000 |
2023-03-20 | CU | USDTWD20230424-R23649 | Non Deliverable Forward Taiwan New Dollar - Value Date 2023-04-24 | 30.448 | 30.448 | 30.448 | 30.448 | 1 | 8000000 |
2023-03-20 | CU | USDTWD20230425-R23649 | Non Deliverable Forward Taiwan New Dollar - Value Date 2023-04-25 | 30.4443 | 30.4443 | 30.4443 | 30.4443 | 1 | 8000000 |
2023-03-20 | IR | EUR OIS Outright BROKEN ESTR 1T_20230510 | EUR OIS Outright BROKEN ESTR 1T_20230510 | 0.0287 | 0.0287 | 0.0287 | 0.0287 | 1 | 2000000000 |
2023-03-20 | IR | EUR OIS Outright BROKEN ESTR 1T_20230920 | EUR OIS Outright BROKEN ESTR 1T_20230920 | 0.03057 | 0.03057 | 0.03057 | 0.03057 | 1 | 1000000000 |
2023-03-20 | IR | EUR OIS Outright BROKEN ESTR 1T_20231220 | EUR OIS Outright BROKEN ESTR 1T_20231220 | 0.0296 | 0.0296 | 0.0296 | 0.0296 | 1 | 500000000 |
2023-03-20 | IR | 10Y ANN/6s PLN IRS_20330322 | 10Y ANN/6s PLN IRS_20330322 | 0.05225 | 0.05225 | 0.05225 | 0.05225 | 2 | 58000000 |
2023-03-20 | IR | 10Y SOFR LCH | | 3.19875 | 3.19875 | 3.19875 | 3.19875 | 7 | 400000000 |
2023-03-20 | IR | 10Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_3600 | 10Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_3600 | 0.1676 | 0.1676 | 0.1676 | 0.1676 | 1 | 50000000 |
2023-03-20 | IR | 1Y SOFR/FF LCH | | -1.25 | -1.125 | -1.125 | -1.125 | 2 | 675000000 |
2023-03-20 | IR | 1YEUROISOutright(EUR.1Y.ESTR.OIS)ESTR_20240322 | 1Y EUR OIS Outright (EUR.1Y.ESTR.OIS) ESTR_20240322 | 0.030375 | 0.030375 | 0.030375 | 0.030375 | 1 | 500000000 |
2023-03-20 | IR | 1Yx1D_JPY-TONAT_0_Straddle_3600 | 1Yx1D_JPY-TONAT_0_Straddle_3600 | 0.0439 | 0.0439 | 0.0439 | 0.0439 | 1 | 5000000000 |
2023-03-20 | IR | 2Y ANN/6s PLN IRS_20250322 | 2Y ANN/6s PLN IRS_20250322 | 0.06025 | 0.06025 | 0.06025 | 0.06025 | 2 | 240000000 |
2023-03-20 | IR | 2Y SOFR/FF LCH | | -0.875 | -1.0 | -1.0 | -1.0 | 3 | 950000000 |
2023-03-20 | IR | 30Y SOFR LCH | | 2.92125 | 2.92125 | 2.92125 | 2.92125 | 3 | 72000000 |
2023-03-20 | IR | 3M EUR OIS Outright (EUR.3M.ESTR.OIS)_20230622 | 3M EUR OIS Outright (EUR.3M.ESTR.OIS)_20230622 | 0.02925 | 0.02933 | 0.02925 | 0.02933 | 3 | 2000000000 |
2023-03-20 | IR | 3M SPS 3M LIBOR.qm | | 3.505 | 5.085 | 5.05 | 5.085 | 2 | 1200000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230621 | 3M.AUD.IRS_20230621 | 0.036861 | 0.036861 | 0.036861 | 0.036861 | 2 | 223000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230622 | 3M.AUD.IRS_20230622 | 0.036842 | 0.036842 | 0.036842 | 0.036842 | 1 | 50000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230623 | 3M.AUD.IRS_20230623 | 0.036823 | 0.036823 | 0.036823 | 0.036823 | 3 | 444000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230706 | 3M.AUD.IRS_20230706 | 0.03651 | 0.03651 | 0.03651 | 0.03651 | 1 | 64000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230713 | 3M.AUD.IRS_20230713 | 0.036361 | 0.036361 | 0.036361 | 0.036361 | 1 | 64000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230718 | 3M.AUD.IRS_20230718 | 0.03625 | 0.03625 | 0.03625 | 0.03625 | 1 | 64000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230724 | 3M.AUD.IRS_20230724 | 0.036121 | 0.036121 | 0.036121 | 0.036121 | 2 | 262000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230728 | 3M.AUD.IRS_20230728 | 0.036034 | 0.036034 | 0.036034 | 0.036034 | 1 | 43000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230804 | 3M.AUD.IRS_20230804 | 0.035907 | 0.035907 | 0.035907 | 0.035907 | 1 | 123000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230805 | 3M.AUD.IRS_20230805 | 0.03589 | 0.03589 | 0.03589 | 0.03589 | 2 | 93000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230810 | 3M.AUD.IRS_20230810 | 0.03578 | 0.03578 | 0.03578 | 0.03578 | 1 | 51000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230811 | 3M.AUD.IRS_20230811 | 0.035755 | 0.035755 | 0.035755 | 0.035755 | 1 | 5000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230812 | 3M.AUD.IRS_20230812 | 0.035736 | 0.035736 | 0.035736 | 0.035736 | 1 | 49000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230815 | 3M.AUD.IRS_20230815 | 0.035667 | 0.035667 | 0.035667 | 0.035667 | 2 | 96000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230823 | 3M.AUD.IRS_20230823 | 0.035506 | 0.035506 | 0.035506 | 0.035506 | 1 | 42000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230824 | 3M.AUD.IRS_20230824 | 0.035486 | 0.035486 | 0.035486 | 0.035486 | 1 | 42000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230825 | 3M.AUD.IRS_20230825 | 0.035462 | 0.035462 | 0.035462 | 0.035462 | 1 | 42000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230829 | 3M.AUD.IRS_20230829 | 0.035374 | 0.035374 | 0.035374 | 0.035374 | 1 | 96000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230902 | 3M.AUD.IRS_20230902 | 0.035287 | 0.035287 | 0.035287 | 0.035287 | 1 | 170000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230906 | 3M.AUD.IRS_20230906 | 0.035197 | 0.035197 | 0.035197 | 0.035197 | 2 | 994000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230907 | 3M.AUD.IRS_20230907 | 0.035172 | 0.035172 | 0.035172 | 0.035172 | 1 | 117000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230908 | 3M.AUD.IRS_20230908 | 0.03515 | 0.03515 | 0.03515 | 0.03515 | 4 | 1646000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230909 | 3M.AUD.IRS_20230909 | 0.035128 | 0.035128 | 0.035128 | 0.035128 | 3 | 188000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230915 | 3M.AUD.IRS_20230915 | 0.035087 | 0.035087 | 0.035087 | 0.035087 | 2 | 542000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230916 | 3M.AUD.IRS_20230916 | 0.035078 | 0.035078 | 0.035078 | 0.035078 | 1 | 542000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230919 | 3M.AUD.IRS_20230919 | 0.035058 | 0.035058 | 0.035058 | 0.035058 | 1 | 104000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230920 | 3M.AUD.IRS_20230920 | 0.03505 | 0.03505 | 0.03505 | 0.03505 | 1 | 366000000 |
2023-03-20 | IR | 3M.AUD.IRS_20230921 | 3M.AUD.IRS_20230921 | 0.035043 | 0.035043 | 0.035043 | 0.035043 | 1 | 514000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231003 | 3M.AUD.IRS_20231003 | 0.034956 | 0.034956 | 0.034956 | 0.034956 | 1 | 61000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231012 | 3M.AUD.IRS_20231012 | 0.034921 | 0.034921 | 0.034921 | 0.034921 | 1 | 592000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231025 | 3M.AUD.IRS_20231025 | 0.034883 | 0.034883 | 0.034883 | 0.034883 | 1 | 48000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231026 | 3M.AUD.IRS_20231026 | 0.03488 | 0.03488 | 0.03488 | 0.03488 | 3 | 177000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231101 | 3M.AUD.IRS_20231101 | 0.034862 | 0.034862 | 0.034862 | 0.034862 | 1 | 43000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231109 | 3M.AUD.IRS_20231109 | 0.034856 | 0.034856 | 0.034856 | 0.034856 | 2 | 133000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231110 | 3M.AUD.IRS_20231110 | 0.034855 | 0.034855 | 0.034855 | 0.034855 | 2 | 200000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231114 | 3M.AUD.IRS_20231114 | 0.034853 | 0.034853 | 0.034853 | 0.034853 | 1 | 40000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231115 | 3M.AUD.IRS_20231115 | 0.034852 | 0.034852 | 0.034852 | 0.034852 | 1 | 12000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231116 | 3M.AUD.IRS_20231116 | 0.034852 | 0.034852 | 0.034852 | 0.034852 | 2 | 50000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231121 | 3M.AUD.IRS_20231121 | 0.034849 | 0.034849 | 0.034849 | 0.034849 | 1 | 11000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231207 | 3M.AUD.IRS_20231207 | 0.034836 | 0.034836 | 0.034836 | 0.034836 | 1 | 46000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231213 | 3M.AUD.IRS_20231213 | 0.034832 | 0.034832 | 0.034832 | 0.034832 | 1 | 451000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231214 | 3M.AUD.IRS_20231214 | 0.034831 | 0.034831 | 0.034831 | 0.034831 | 1 | 100000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231215 | 3M.AUD.IRS_20231215 | 0.03483 | 0.03483 | 0.03483 | 0.03483 | 2 | 110000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231218 | 3M.AUD.IRS_20231218 | 0.034829 | 0.034829 | 0.034829 | 0.034829 | 2 | 127000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231221 | 3M.AUD.IRS_20231221 | 0.034827 | 0.034827 | 0.034827 | 0.034827 | 2 | 311000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231226 | 3M.AUD.IRS_20231226 | 0.034826 | 0.034826 | 0.034826 | 0.034826 | 1 | 50000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231227 | 3M.AUD.IRS_20231227 | 0.034824 | 0.034824 | 0.034824 | 0.034824 | 2 | 102000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231228 | 3M.AUD.IRS_20231228 | 0.034823 | 0.034823 | 0.034823 | 0.034823 | 1 | 39000000 |
2023-03-20 | IR | 3M.AUD.IRS_20231229 | 3M.AUD.IRS_20231229 | 0.034823 | 0.034823 | 0.034823 | 0.034823 | 1 | 163000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240109 | 3M.AUD.IRS_20240109 | 0.034816 | 0.034816 | 0.034816 | 0.034816 | 1 | 256000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240111 | 3M.AUD.IRS_20240111 | 0.034815 | 0.034815 | 0.034815 | 0.034815 | 1 | 25000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240113 | 3M.AUD.IRS_20240113 | 0.034815 | 0.034815 | 0.034815 | 0.034815 | 1 | 39000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240118 | 3M.AUD.IRS_20240118 | 0.034808 | 0.034808 | 0.034808 | 0.034808 | 1 | 35000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240119 | 3M.AUD.IRS_20240119 | 0.034807 | 0.034807 | 0.034807 | 0.034807 | 3 | 180000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240120 | 3M.AUD.IRS_20240120 | 0.034808 | 0.034808 | 0.034808 | 0.034808 | 1 | 73000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240123 | 3M.AUD.IRS_20240123 | 0.034803 | 0.034803 | 0.034803 | 0.034803 | 1 | 194000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240202 | 3M.AUD.IRS_20240202 | 0.034791 | 0.034791 | 0.034791 | 0.034791 | 1 | 35000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240208 | 3M.AUD.IRS_20240208 | 0.034783 | 0.034783 | 0.034783 | 0.034783 | 1 | 194000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240214 | 3M.AUD.IRS_20240214 | 0.034775 | 0.034775 | 0.034775 | 0.034775 | 1 | 86000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240215 | 3M.AUD.IRS_20240215 | 0.034773 | 0.034773 | 0.034773 | 0.034773 | 1 | 86000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240224 | 3M.AUD.IRS_20240224 | 0.03476 | 0.03476 | 0.03476 | 0.03476 | 1 | 150000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240227 | 3M.AUD.IRS_20240227 | 0.034754 | 0.034754 | 0.034754 | 0.034754 | 1 | 136000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240228 | 3M.AUD.IRS_20240228 | 0.034752 | 0.034752 | 0.034752 | 0.034752 | 1 | 136000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240311 | 3M.AUD.IRS_20240311 | 0.034728 | 0.034728 | 0.034728 | 0.034728 | 1 | 132000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240313 | 3M.AUD.IRS_20240313 | 0.034725 | 0.034725 | 0.034725 | 0.034725 | 2 | 643000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240314 | 3M.AUD.IRS_20240314 | 0.034724 | 0.034724 | 0.034724 | 0.034724 | 1 | 100000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240315 | 3M.AUD.IRS_20240315 | 0.034722 | 0.034722 | 0.034722 | 0.034722 | 1 | 25000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240318 | 3M.AUD.IRS_20240318 | 0.034716 | 0.034716 | 0.034716 | 0.034716 | 2 | 237000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240319 | 3M.AUD.IRS_20240319 | 0.034714 | 0.034714 | 0.034714 | 0.034714 | 1 | 85000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240320 | 3M.AUD.IRS_20240320 | 0.034711 | 0.034711 | 0.034711 | 0.034711 | 1 | 75000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240322 | 3M.AUD.IRS_20240322 | 0.034707 | 0.034707 | 0.034707 | 0.034707 | 1 | 75000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240327 | 3M.AUD.IRS_20240327 | 0.034696 | 0.034696 | 0.034696 | 0.034696 | 1 | 421000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240328 | 3M.AUD.IRS_20240328 | 0.034694 | 0.034694 | 0.034694 | 0.034694 | 1 | 273000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240402 | 3M.AUD.IRS_20240402 | 0.034683 | 0.034683 | 0.034683 | 0.034683 | 2 | 220000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240403 | 3M.AUD.IRS_20240403 | 0.03468 | 0.03468 | 0.03468 | 0.03468 | 2 | 120000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240405 | 3M.AUD.IRS_20240405 | 0.034676 | 0.034676 | 0.034676 | 0.034676 | 1 | 100000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240409 | 3M.AUD.IRS_20240409 | 0.034667 | 0.034667 | 0.034667 | 0.034667 | 1 | 78000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240411 | 3M.AUD.IRS_20240411 | 0.034662 | 0.034662 | 0.034662 | 0.034662 | 1 | 100000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240412 | 3M.AUD.IRS_20240412 | 0.03466 | 0.03466 | 0.03466 | 0.03466 | 1 | 118000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240415 | 3M.AUD.IRS_20240415 | 0.034653 | 0.034653 | 0.034653 | 0.034653 | 1 | 200000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240417 | 3M.AUD.IRS_20240417 | 0.034648 | 0.034648 | 0.034648 | 0.034648 | 1 | 44000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240418 | 3M.AUD.IRS_20240418 | 0.034645 | 0.034645 | 0.034645 | 0.034645 | 2 | 179000000 |
2023-03-20 | IR | 3M.AUD.IRS_20240419 | 3M.AUD.IRS_20240419 | 0.034643 | 0.034643 | 0.034643 | 0.034643 | 2 | 145000000 |
2023-03-20 | IR | 3M.AUD.IRS_IMM_20230907 | 3M.AUD.IRS_IMM_20230907 | 0.03515 | 0.03515 | 0.03515 | 0.03515 | 2 | 302000000 |
2023-03-20 | IR | 3M.AUD.IRS_IMM_20231207 | 3M.AUD.IRS_IMM_20231207 | 0.034836 | 0.034836 | 0.034836 | 0.034836 | 3 | 327000000 |
2023-03-20 | IR | 3M.AUD.IRS_IMM_20240307 | 3M.AUD.IRS_IMM_20240307 | 0.034734 | 0.034734 | 0.034734 | 0.034734 | 1 | 130000000 |
2023-03-20 | IR | 3M.AUD.IRS_IMM_20240613 | 3M.AUD.IRS_IMM_20240613 | 0.034539 | 0.034539 | 0.034539 | 0.034539 | 2 | 130000000 |
2023-03-20 | IR | 3Y EUR OIS Outright (EUR.3Y.ESTR.OIS)_20260322 | 3Y EUR OIS Outright (EUR.3Y.ESTR.OIS)_20260322 | 0.02697 | 0.02697 | 0.02697 | 0.02697 | 1 | 50000000 |
2023-03-20 | IR | 3Y SOFR LCH | | 3.62625 | 3.62625 | 3.62625 | 3.62625 | 2 | 426000000 |
2023-03-20 | IR | 4M EUR OIS Outright (EUR.4M.ESTR.OIS)_20230722 | 4M EUR OIS Outright (EUR.4M.ESTR.OIS)_20230722 | 0.0296 | 0.0296 | 0.0296 | 0.0296 | 1 | 300000000 |
2023-03-20 | IR | 4Y SOFR LCH | | 3.4625 | 3.4625 | 3.4625 | 3.4625 | 2 | 650000000 |
2023-03-20 | IR | 5Y PEN/USD SOFR_20280322 | 5Y PEN/USD SOFR_20280322 | 0.0604 | 0.0604 | 0.0604 | 0.0604 | 1 | 4700000 |
2023-03-20 | IR | 5Y SOFR LCH | | 3.345 | 3.345 | 3.345 | 3.345 | 5 | 507000000 |
2023-03-20 | IR | 5Y SOFR/FF LCH | | -0.875 | -0.75 | -0.75 | -0.75 | 1 | 100000000 |
2023-03-20 | IR | 6M.AUD.IRS_20230921 | 6M.AUD.IRS_20230921 | 0.038133 | 0.038133 | 0.038133 | 0.038133 | 1 | 25000000 |
2023-03-20 | IR | 6M.AUD.IRS_20230927 | 6M.AUD.IRS_20230927 | 0.038043 | 0.038043 | 0.038043 | 0.038043 | 1 | 30000000 |
2023-03-20 | IR | 6M.AUD.IRS_20230928 | 6M.AUD.IRS_20230928 | 0.038028 | 0.038028 | 0.038028 | 0.038028 | 2 | 27000000 |
2023-03-20 | IR | 6M.AUD.IRS_20230930 | 6M.AUD.IRS_20230930 | 0.037994 | 0.037994 | 0.037994 | 0.037994 | 2 | 32000000 |
2023-03-20 | IR | 6M.AUD.IRS_20231006 | 6M.AUD.IRS_20231006 | 0.037854 | 0.037854 | 0.037854 | 0.037854 | 1 | 20000000 |
2023-03-20 | IR | 6M.AUD.IRS_20231014 | 6M.AUD.IRS_20231014 | 0.037742 | 0.037742 | 0.037742 | 0.037742 | 1 | 52000000 |
2023-03-20 | IR | 6M.AUD.IRS_20231018 | 6M.AUD.IRS_20231018 | 0.037691 | 0.037691 | 0.037691 | 0.037691 | 1 | 25000000 |
2023-03-20 | IR | 6M.AUD.IRS_20231019 | 6M.AUD.IRS_20231019 | 0.037677 | 0.037677 | 0.037677 | 0.037677 | 1 | 25000000 |
2023-03-20 | IR | 6M.AUD.IRS_20231021 | 6M.AUD.IRS_20231021 | 0.037647 | 0.037647 | 0.037647 | 0.037647 | 1 | 27000000 |
2023-03-20 | IR | 6M.AUD.IRS_20231026 | 6M.AUD.IRS_20231026 | 0.037581 | 0.037581 | 0.037581 | 0.037581 | 1 | 110000000 |
2023-03-20 | IR | 6M.AUD.IRS_20231028 | 6M.AUD.IRS_20231028 | 0.037552 | 0.037552 | 0.037552 | 0.037552 | 1 | 85000000 |
2023-03-20 | IR | 6M.AUD.IRS_20231101 | 6M.AUD.IRS_20231101 | 0.037513 | 0.037513 | 0.037513 | 0.037513 | 2 | 46000000 |
2023-03-20 | IR | 6M.AUD.IRS_20231124 | 6M.AUD.IRS_20231124 | 0.037274 | 0.037274 | 0.037274 | 0.037274 | 1 | 24000000 |
2023-03-20 | IR | 6M.AUD.IRS_20231201 | 6M.AUD.IRS_20231201 | 0.037211 | 0.037211 | 0.037211 | 0.037211 | 1 | 50000000 |
2023-03-20 | IR | 6M.AUD.IRS_20231208 | 6M.AUD.IRS_20231208 | 0.03716 | 0.03716 | 0.03716 | 0.03716 | 1 | 50000000 |
2023-03-20 | IR | 6M.AUD.IRS_20231209 | 6M.AUD.IRS_20231209 | 0.037157 | 0.037157 | 0.037157 | 0.037157 | 1 | 59000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240125 | 6M.AUD.IRS_20240125 | 0.037011 | 0.037011 | 0.037011 | 0.037011 | 1 | 54000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240126 | 6M.AUD.IRS_20240126 | 0.037013 | 0.037013 | 0.037013 | 0.037013 | 1 | 28000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240127 | 6M.AUD.IRS_20240127 | 0.037009 | 0.037009 | 0.037009 | 0.037009 | 1 | 26000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240216 | 6M.AUD.IRS_20240216 | 0.036979 | 0.036979 | 0.036979 | 0.036979 | 1 | 27000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240218 | 6M.AUD.IRS_20240218 | 0.036978 | 0.036978 | 0.036978 | 0.036978 | 1 | 27000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240305 | 6M.AUD.IRS_20240305 | 0.036952 | 0.036952 | 0.036952 | 0.036952 | 1 | 95000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240326 | 6M.AUD.IRS_20240326 | 0.036924 | 0.036924 | 0.036924 | 0.036924 | 1 | 27000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240427 | 6M.AUD.IRS_20240427 | 0.036874 | 0.036874 | 0.036874 | 0.036874 | 1 | 39000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240506 | 6M.AUD.IRS_20240506 | 0.036854 | 0.036854 | 0.036854 | 0.036854 | 1 | 39000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240513 | 6M.AUD.IRS_20240513 | 0.03684 | 0.03684 | 0.03684 | 0.03684 | 1 | 32000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240527 | 6M.AUD.IRS_20240527 | 0.036813 | 0.036813 | 0.036813 | 0.036813 | 1 | 32000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240528 | 6M.AUD.IRS_20240528 | 0.036811 | 0.036811 | 0.036811 | 0.036811 | 1 | 44000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240530 | 6M.AUD.IRS_20240530 | 0.036807 | 0.036807 | 0.036807 | 0.036807 | 1 | 41000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240605 | 6M.AUD.IRS_20240605 | 0.036798 | 0.036798 | 0.036798 | 0.036798 | 1 | 44000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240607 | 6M.AUD.IRS_20240607 | 0.036794 | 0.036794 | 0.036794 | 0.036794 | 1 | 41000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240702 | 6M.AUD.IRS_20240702 | 0.036745 | 0.036745 | 0.036745 | 0.036745 | 1 | 45000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240703 | 6M.AUD.IRS_20240703 | 0.036743 | 0.036743 | 0.036743 | 0.036743 | 2 | 80000000 |
2023-03-20 | IR | 6M.AUD.IRS_20240710 | 6M.AUD.IRS_20240710 | 0.036729 | 0.036729 | 0.036729 | 0.036729 | 1 | 35000000 |
2023-03-20 | IR | A-EUR 10Y | | 2.876 | 2.823 | 2.823 | 2.823 | 20 | 1902000000 |
2023-03-20 | IR | A-EUR 10Yv3 | | 2.869 | 2.869 | 2.869 | 2.869 | 4 | 1025000000 |
2023-03-20 | IR | A-EUR 12Y | | 2.889 | 2.889 | 2.889 | 2.889 | 4 | 470000000 |
2023-03-20 | IR | A-EUR 15Y | | 2.875 | 2.875 | 2.875 | 2.875 | 4 | 199700000 |
2023-03-20 | IR | A-EUR 2Y | | 3.197 | 3.073 | 3.073 | 3.073 | 3 | 1090300000 |
2023-03-20 | IR | A-EUR 2Yv3 | | 3.124 | 3.124 | 3.124 | 3.124 | 1 | 569800000 |
2023-03-20 | IR | A-EUR 30Y | | 2.325 | 2.318 | 2.278 | 2.318 | 12 | 247400000 |
2023-03-20 | IR | A-EUR 4Y | | 2.998 | 2.998 | 2.998 | 2.998 | 3 | 454300000 |
2023-03-20 | IR | A-EUR 4Yv3 | | 2.933 | 2.933 | 2.933 | 2.933 | 2 | 300000000 |
2023-03-20 | IR | A-EUR 5Y | | 2.939 | 2.853 | 2.853 | 2.853 | 4 | 666300000 |
2023-03-20 | IR | A-EUR 5Yv3 | | 2.881 | 2.881 | 2.881 | 2.881 | 1 | 200000000 |
2023-03-20 | IR | A-EUR 6Y | | 2.904 | 2.904 | 2.904 | 2.904 | 2 | 305400000 |
2023-03-20 | IR | A-EUR 6Yv3 | | 2.855 | 2.855 | 2.855 | 2.855 | 1 | 200000000 |
2023-03-20 | IR | A-EUR 7Y | | 2.883 | 2.883 | 2.883 | 2.883 | 2 | 1101400000 |
2023-03-20 | IR | A-EUR 7Yv3 | | 2.845 | 2.845 | 2.845 | 2.845 | 2 | 1101400000 |
2023-03-20 | IR | A-EURESTR 10Y | | 2.647 | 2.647 | 2.647 | 2.647 | 1 | 176900000 |
2023-03-20 | IR | A-EURESTR 20Y | | 2.564 | 2.564 | 2.564 | 2.564 | 1 | 100000000 |
2023-03-20 | IR | A-EURESTR 2Y | | 2.95 | 2.95 | 2.95 | 2.95 | 5 | 610000000 |
2023-03-20 | IR | A-EURESTR 3Y | | 2.829 | 2.829 | 2.829 | 2.829 | 4 | 450000000 |
2023-03-20 | IR | A-EURESTR 5Y | | 2.672 | 2.672 | 2.672 | 2.672 | 1 | 100000000 |
2023-03-20 | IR | A-EURESTR 6Y | | 2.643 | 2.643 | 2.643 | 2.643 | 1 | 100000000 |
2023-03-20 | IR | AUD.10Y.6M_20330321 | AUD.10Y.6M_20330321 | 0.0374 | 0.0374 | 0.0374 | 0.0374 | 1 | 29000000 |
2023-03-20 | IR | AUD.30Y.6M_20530321 | AUD.30Y.6M_20530321 | 0.035525 | 0.035525 | 0.035525 | 0.035525 | 1 | 13000000 |
2023-03-20 | IR | AUD_1Y_AUCPI | AUD_1Y_AUCPI | 6.7393 | 6.7393 | 6.7393 | 6.7393 | 1 | 25000000 |
2023-03-20 | IR | BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X22 | BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X22 | 12.05145 | 12.05145 | 12.05145 | 12.05145 | 1 | 224433247 |
2023-03-20 | IR | BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X70 | BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X70 | 12.70162 | 12.70162 | 12.70162 | 12.70162 | 1 | 65742860 |
2023-03-20 | IR | CAD.OIS.1T.BOC.APR23 ISDA2021_20230608 | CAD.OIS.1T.BOC.APR23 ISDA2021_20230608 | 0.0443 | 0.0443 | 0.0443 | 0.0443 | 1 | 1000000000 |
2023-03-20 | IR | CAD_OIS_CANADA OIS_0X0 | CAD_OIS_CANADA OIS_0X0 | 4.49 | 4.49 | 4.49 | 4.49 | 2 | 4000000000 |
2023-03-20 | IR | CAD_OIS_CANADA OIS_0X108 | CAD_OIS_CANADA OIS_0X108 | 2.87 | 2.87 | 2.87 | 2.87 | 1 | 150000000 |
2023-03-20 | IR | CAD_OIS_CANADA OIS_0X96 | CAD_OIS_CANADA OIS_0X96 | 2.85 | 2.85 | 2.85 | 2.85 | 1 | 166500000 |
2023-03-20 | IR | CAD_OIS_CANADA OIS_2X2 | CAD_OIS_CANADA OIS_2X2 | 4.3 | 4.3 | 4.3 | 4.3 | 1 | 1600000000 |
2023-03-20 | IR | CAD_OIS_CANADA OIS_2X4 | CAD_OIS_CANADA OIS_2X4 | 4.125 | 4.125 | 4.125 | 4.125 | 1 | 1000000000 |
2023-03-20 | IR | CLP.3M.SB.TNA_20230622 | CLP.3M.SB.TNA_20230622 | 0.1105 | 0.1106 | 0.1105 | 0.1106 | 1 | 108300000000 |
2023-03-20 | IR | CLP_NDS_6M_USD_TNA_0X108 | CLP_NDS_6M_USD_TNA_0X108 | 5.01 | 5.07 | 4.99 | 4.99 | 2 | 7000000000 |
2023-03-20 | IR | CLP_NDS_6M_USD_TNA_0X12 | CLP_NDS_6M_USD_TNA_0X12 | 9.66 | 9.66 | 9.61 | 9.63 | 7 | 187800000000 |
2023-03-20 | IR | CLP_NDS_6M_USD_TNA_0X120 | CLP_NDS_6M_USD_TNA_0X120 | 4.94 | 5.05 | 4.94 | 4.99 | 9 | 34650000000 |
2023-03-20 | IR | CLP_NDS_6M_USD_TNA_0X18 | CLP_NDS_6M_USD_TNA_0X18 | 8.53 | 8.53 | 8.47 | 8.47 | 4 | 94400000000 |
2023-03-20 | IR | CLP_NDS_6M_USD_TNA_0X2 | CLP_NDS_6M_USD_TNA_0X2 | 11.055 | 11.06 | 11.05 | 11.06 | 2 | 216600000000 |
2023-03-20 | IR | CLP_NDS_6M_USD_TNA_0X24 | CLP_NDS_6M_USD_TNA_0X24 | 7.25 | 7.27 | 7.205 | 7.23 | 7 | 115450000000 |
2023-03-20 | IR | CLP_NDS_6M_USD_TNA_0X36 | CLP_NDS_6M_USD_TNA_0X36 | 6.14 | 6.2 | 6.14 | 6.19 | 5 | 59500000000 |
2023-03-20 | IR | CLP_NDS_6M_USD_TNA_0X48 | CLP_NDS_6M_USD_TNA_0X48 | 5.7 | 5.7 | 5.66 | 5.66 | 2 | 26250000000 |
2023-03-20 | IR | CLP_NDS_6M_USD_TNA_0X60 | CLP_NDS_6M_USD_TNA_0X60 | 5.34 | 5.34 | 5.3 | 5.305 | 6 | 52300000000 |
2023-03-20 | IR | CLP_NDS_6M_USD_TNA_0X72 | CLP_NDS_6M_USD_TNA_0X72 | 5.15 | 5.15 | 5.13 | 5.13 | 1 | 4950000000 |
2023-03-20 | IR | CLP_NDS_6M_USD_TNA_0X84 | CLP_NDS_6M_USD_TNA_0X84 | 5.09 | 5.1 | 5.06 | 5.1 | 5 | 30300000000 |
2023-03-20 | IR | CLP_NDS_6M_USD_TNA_0X96 | CLP_NDS_6M_USD_TNA_0X96 | 5.025 | 5.05 | 4.99 | 5.05 | 4 | 18150000000 |
2023-03-20 | IR | CZK_FRA_3M_CZK_PRIBOR_186X277 | CZK_FRA_3M_CZK_PRIBOR_186X277 | 6.43 | 6.43 | 6.43 | 6.43 | 1 | 2300000000 |
2023-03-20 | IR | CZK_FRA_3M_CZK_PRIBOR_277X368 | CZK_FRA_3M_CZK_PRIBOR_277X368 | 5.705 | 5.735 | 5.705 | 5.735 | 4 | 16100000000 |
2023-03-20 | IR | CZK_FRA_3M_CZK_PRIBOR_368X462 | CZK_FRA_3M_CZK_PRIBOR_368X462 | 5.1 | 5.125 | 5.1 | 5.125 | 7 | 36800000000 |
2023-03-20 | IR | CZK_FRA_6M_CZK_PRIBOR_308X490 | CZK_FRA_6M_CZK_PRIBOR_308X490 | 5.43 | 5.43 | 5.43 | 5.43 | 1 | 1000000000 |
2023-03-20 | IR | EUR.1Y.3M.ACT.ACT_20240322 | EUR.1Y.3M.ACT.ACT_20240322 | 0.031385 | 0.031385 | 0.031385 | 0.031385 | 1 | 500000000 |
2023-03-20 | IR | EUR.FRA.3M.3x6_20230920 | EUR.FRA.3M.3x6_20230920 | 0.032 | 0.032 | 0.032 | 0.032 | 1 | 1000000000 |
2023-03-20 | IR | EUR.FRA.3M.6x9_20231220 | EUR.FRA.3M.6x9_20231220 | 0.03135 | 0.03135 | 0.03135 | 0.03135 | 1 | 500000000 |
2023-03-20 | IR | EUR_FRA_3M_EUR_EURIBOR_184X275 | EUR_FRA_3M_EUR_EURIBOR_184X275 | 3.216 | 3.225 | 3.216 | 3.225 | 4 | 4800000000 |
2023-03-20 | IR | EUR_FRA_3M_EUR_EURIBOR_275X366 | EUR_FRA_3M_EUR_EURIBOR_275X366 | 3.078 | 3.078 | 3.078 | 3.078 | 2 | 3000000000 |
2023-03-20 | IR | EUR_FRA_3M_EUR_EURIBOR_548X639 | EUR_FRA_3M_EUR_EURIBOR_548X639 | 2.809 | 2.809 | 2.809 | 2.809 | 1 | 2000000000 |
2023-03-20 | IR | EUR_FRA_3M_EUR_EURIBOR_639X730 | EUR_FRA_3M_EUR_EURIBOR_639X730 | 2.725 | 2.725 | 2.725 | 2.725 | 1 | 2000000000 |
2023-03-20 | IR | EUR_FRA_3M_EUR_EURIBOR_730X821 | EUR_FRA_3M_EUR_EURIBOR_730X821 | 2.7245 | 2.7245 | 2.7245 | 2.7245 | 1 | 2000000000 |
2023-03-20 | IR | EUR_FRA_3M_EUR_EURIBOR_93X184 | EUR_FRA_3M_EUR_EURIBOR_93X184 | 3.229 | 3.237 | 3.212 | 3.212 | 4 | 3500000000 |
2023-03-20 | IR | EUR_FRA_6M_EUR_EURIBOR_184X366 | EUR_FRA_6M_EUR_EURIBOR_184X366 | 3.268 | 3.268 | 3.268 | 3.268 | 1 | 500000000 |
2023-03-20 | IR | EUR_OIS_ESTR_0X1 | EUR_OIS_ESTR_0X1 | 2.87 | 2.87 | 2.87 | 2.87 | 3 | 4000000000 |
2023-03-20 | IR | EUR_OIS_ESTR_0X24 | EUR_OIS_ESTR_0X24 | 2.87 | 2.87 | 2.87 | 2.87 | 1 | 50000000 |
2023-03-20 | IR | EUR_OIS_ESTR_0X36 | EUR_OIS_ESTR_0X36 | 2.63 | 2.735 | 2.63 | 2.735 | 1 | 100000000 |
2023-03-20 | IR | EUR_OIS_ESTR_1X2 | EUR_OIS_ESTR_1X2 | 2.958 | 3.0 | 2.9575 | 3.0 | 6 | 4100000000 |
2023-03-20 | IR | EUR_OIS_ESTR_2X6 | EUR_OIS_ESTR_2X6 | 3.083 | 3.092 | 3.083 | 3.091 | 4 | 3500000000 |
2023-03-20 | IR | EUR_OIS_ESTR_6X8 | EUR_OIS_ESTR_6X8 | 3.036 | 3.047 | 3.036 | 3.047 | 4 | 4800000000 |
2023-03-20 | IR | EUR_OIS_ESTR_8X12 | EUR_OIS_ESTR_8X12 | 2.905 | 2.905 | 2.905 | 2.905 | 2 | 3000000000 |
2023-03-20 | IR | GBP.USD.15Y.3M.SONIA/SOFR.XCCY.BSW_20380322 | GBP.USD.15Y.3M.SONIA/SOFR.XCCY.BSW_20380322 | -0.0023875 | -0.0023875 | -0.0023875 | -0.0023875 | 2 | 50000000 |
2023-03-20 | IR | GBP.USD.5Y.3M.SONIA/SOFR.XCCY.BSW_20280322 | GBP.USD.5Y.3M.SONIA/SOFR.XCCY.BSW_20280322 | -0.0018875 | -0.0018875 | -0.0018875 | -0.0018875 | 1 | 35000000 |
2023-03-20 | IR | GBP.USD.6Y.3M.SONIA/SOFR.XCCY.BSW_20290322 | GBP.USD.6Y.3M.SONIA/SOFR.XCCY.BSW_20290322 | -0.0019875 | -0.0019875 | -0.0019875 | -0.0019875 | 1 | 40000000 |
2023-03-20 | IR | GBP_OIS_SONIA_0X120 | GBP_OIS_SONIA_0X120 | 3.15912 | 3.25962 | 3.15912 | 3.25962 | 2 | 50000000 |
2023-03-20 | IR | GBP_OIS_SONIA_0X48 | GBP_OIS_SONIA_0X48 | 3.704 | 3.704 | 3.704 | 3.704 | 1 | 75000000 |
2023-03-20 | IR | IRS_CAD_3MCADC_USD_USD-_0X24 | IRS_CAD_3MCADC_USD_USD-_0X24 | -47.75 | -47.75 | -47.75 | -47.75 | 1 | 250000000 |
2023-03-20 | IR | IRS_CAD_CAD-_CAD_3MCADB_0X12 | IRS_CAD_CAD-_CAD_3MCADB_0X12 | 43.5 | 43.5 | 42.5 | 42.5 | 5 | 2000000000 |
2023-03-20 | IR | IRS_CAD_CAD-_CAD_3MCADB_0X24 | IRS_CAD_CAD-_CAD_3MCADB_0X24 | 36.75 | 37.0 | 36.75 | 37.0 | 2 | 1100000000 |
2023-03-20 | IR | IRS_CHF_SARO_USD_SOFR_0X12 | IRS_CHF_SARO_USD_SOFR_0X12 | -59.0 | -57.5 | -59.0 | -57.5 | 3 | 250000000 |
2023-03-20 | IR | IRS_CLF_1TUF_CLP_CAMA_0X1 | IRS_CLF_1TUF_CLP_CAMA_0X1 | 0.0 | 0.0 | 0.0 | 0.0 | 1 | 500000 |
2023-03-20 | IR | IRS_CLF_6MUF_CLP_CAMA_0X48 | IRS_CLF_6MUF_CLP_CAMA_0X48 | 0.0 | 0.0 | 0.0 | 0.0 | 1 | 183000 |
2023-03-20 | IR | IRS_CLF_6MUF_CLP_CAMA_0X60 | IRS_CLF_6MUF_CLP_CAMA_0X60 | 0.0 | 0.0 | 0.0 | 0.0 | 2 | 294000 |
2023-03-20 | IR | IRS_EUR_ESTR_USD_SOFR_0X120 | IRS_EUR_ESTR_USD_SOFR_0X120 | -29.75 | -29.75 | -29.75 | -29.75 | 1 | 37000000 |
2023-03-20 | IR | IRS_EUR_ESTR_USD_SOFR_0X14 | IRS_EUR_ESTR_USD_SOFR_0X14 | -30.5 | -30.5 | -30.5 | -30.5 | 1 | 200000000 |
2023-03-20 | IR | IRS_EUR_ESTR_USD_SOFR_0X144 | IRS_EUR_ESTR_USD_SOFR_0X144 | -29.75 | -29.75 | -29.75 | -29.75 | 1 | 25000000 |
2023-03-20 | IR | IRS_EUR_ESTR_USD_SOFR_0X24 | IRS_EUR_ESTR_USD_SOFR_0X24 | -30.625 | -30.25 | -30.625 | -30.25 | 4 | 650000000 |
2023-03-20 | IR | IRS_EUR_ESTR_USD_SOFR_0X30 | IRS_EUR_ESTR_USD_SOFR_0X30 | -31.25 | -31.25 | -31.25 | -31.25 | 2 | 200000000 |
2023-03-20 | IR | IRS_EUR_ESTR_USD_SOFR_0X300 | IRS_EUR_ESTR_USD_SOFR_0X300 | -22.25 | -22.25 | -22.25 | -22.25 | 1 | 28500000 |
2023-03-20 | IR | IRS_EUR_ESTR_USD_SOFR_0X36 | IRS_EUR_ESTR_USD_SOFR_0X36 | -31.75 | -31.75 | -31.75 | -31.75 | 1 | 80000000 |
2023-03-20 | IR | IRS_EUR_ESTR_USD_SOFR_0X360 | IRS_EUR_ESTR_USD_SOFR_0X360 | -17.75 | -17.625 | -17.75 | -17.625 | 3 | 49000000 |
2023-03-20 | IR | IRS_EUR_ESTR_USD_SOFR_0X60 | IRS_EUR_ESTR_USD_SOFR_0X60 | -31.5 | -28.75 | -31.5 | -28.75 | 11 | 419000000 |
2023-03-20 | IR | IRS_EUR_ESTR_USD_SOFR_0X72 | IRS_EUR_ESTR_USD_SOFR_0X72 | -29.625 | -29.625 | -29.625 | -29.625 | 2 | 125000000 |
2023-03-20 | IR | IRS_EUR_ESTR_USD_SOFR_0X8 | IRS_EUR_ESTR_USD_SOFR_0X8 | -27.25 | -27.25 | -27.25 | -27.25 | 1 | 125000000 |
2023-03-20 | IR | IRS_EUR_ESTR_USD_SOFR_0X84 | IRS_EUR_ESTR_USD_SOFR_0X84 | -29.75 | -29.75 | -29.75 | -29.75 | 1 | 32500000 |
2023-03-20 | IR | IRS_GBP_SONI_USD_SOFR_0X120 | IRS_GBP_SONI_USD_SOFR_0X120 | -20.5 | -20.125 | -20.5 | -20.125 | 2 | 140000000 |
2023-03-20 | IR | IRS_GBP_SONI_USD_SOFR_0X180 | IRS_GBP_SONI_USD_SOFR_0X180 | -24.25 | -24.0 | -24.25 | -24.0 | 2 | 100000000 |
2023-03-20 | IR | IRS_GBP_SONI_USD_SOFR_0X24 | IRS_GBP_SONI_USD_SOFR_0X24 | -11.125 | -11.125 | -11.125 | -11.125 | 0 | 37500000 |
2023-03-20 | IR | IRS_GBP_SONI_USD_SOFR_0X240 | IRS_GBP_SONI_USD_SOFR_0X240 | -29.25 | -29.25 | -29.25 | -29.25 | 1 | 25000000 |
2023-03-20 | IR | IRS_GBP_SONI_USD_SOFR_0X300 | IRS_GBP_SONI_USD_SOFR_0X300 | -31.25 | -31.25 | -31.25 | -31.25 | 1 | 21000000 |
2023-03-20 | IR | IRS_GBP_SONI_USD_SOFR_0X36 | IRS_GBP_SONI_USD_SOFR_0X36 | -15.25 | -15.25 | -15.25 | -15.25 | 1 | 131000000 |
2023-03-20 | IR | IRS_GBP_SONI_USD_USD-_0X24 | IRS_GBP_SONI_USD_USD-_0X24 | -11.125 | -11.125 | -11.125 | -11.125 | 0 | 37500000 |
2023-03-20 | IR | IRS_NZD_3MBKBM_USD_SOFR_0X84 | IRS_NZD_3MBKBM_USD_SOFR_0X84 | 4.25 | 4.25 | 4.25 | 4.25 | 1 | 30000000 |
2023-03-20 | IR | IRS_SEK_3MSTIB_USD_SOFR_0X24 | IRS_SEK_3MSTIB_USD_SOFR_0X24 | -28.5 | -28.5 | -28.5 | -28.5 | 1 | 1200000000 |
2023-03-20 | IR | JPY.USD.9M.TONAT/SOFR.BSX_20231223 | JPY.USD.9M.TONAT/SOFR.BSX_20231223 | -0.00485 | -0.00485 | -0.00485 | -0.00485 | 1 | 20000000000 |
2023-03-20 | IR | JPY_OIS_TONAR_0X12 | JPY_OIS_TONAR_0X12 | 0.035 | 0.035 | 0.035 | 0.035 | 1 | 25000000000 |
2023-03-20 | IR | LCH_AUD_IRS_3M_AUD_BBSW_0X2 | LCH_AUD_IRS_3M_AUD_BBSW_0X2 | 3.62375 | 3.62375 | 3.62375 | 3.62375 | 1 | 500000000 |
2023-03-20 | IR | LCH_AUD_IRS_3M_AUD_BBSW_0X36 | LCH_AUD_IRS_3M_AUD_BBSW_0X36 | 3.3325 | 3.3325 | 3.3325 | 3.3325 | 1 | 87500000 |
2023-03-20 | IR | LCH_AUD_IRS_6M_AUD_BBSW_0X120 | LCH_AUD_IRS_6M_AUD_BBSW_0X120 | 3.8525 | 3.8525 | 3.8525 | 3.8525 | 1 | 18000000 |
2023-03-20 | IR | LCH_CAD_IRS_3M_CAD_CDOR_0X108 | LCH_CAD_IRS_3M_CAD_CDOR_0X108 | 3.1224 | 3.1224 | 3.1224 | 3.1224 | 1 | 82000000 |
2023-03-20 | IR | LCH_CAD_IRS_3M_CAD_CDOR_0X120 | LCH_CAD_IRS_3M_CAD_CDOR_0X120 | 3.151 | 3.151 | 3.151 | 3.151 | 1 | 75000000 |
2023-03-20 | IR | LCH_CAD_IRS_3M_CAD_CDOR_0X24 | LCH_CAD_IRS_3M_CAD_CDOR_0X24 | 4.0429 | 4.06773 | 4.0429 | 4.06773 | 3 | 700000000 |
2023-03-20 | IR | LCH_CZK_IRS_3M_CZK_PRIBOR_0X12 | LCH_CZK_IRS_3M_CZK_PRIBOR_0X12 | 6.71 | 6.74 | 6.71 | 6.74 | 4 | 5396000000 |
2023-03-20 | IR | LCH_CZK_IRS_6M_CZK_PRIBOR_0X108 | LCH_CZK_IRS_6M_CZK_PRIBOR_0X108 | 4.1625 | 4.1625 | 4.1625 | 4.1625 | 1 | 150000000 |
2023-03-20 | IR | LCH_CZK_IRS_6M_CZK_PRIBOR_0X132 | LCH_CZK_IRS_6M_CZK_PRIBOR_0X132 | 4.13 | 4.13 | 4.13 | 4.13 | 1 | 127000000 |
2023-03-20 | IR | LCH_CZK_IRS_6M_CZK_PRIBOR_0X24 | LCH_CZK_IRS_6M_CZK_PRIBOR_0X24 | 5.68 | 5.73 | 5.65 | 5.73 | 4 | 3246000000 |
2023-03-20 | IR | LCH_CZK_IRS_6M_CZK_PRIBOR_0X60 | LCH_CZK_IRS_6M_CZK_PRIBOR_0X60 | 4.57 | 4.57 | 4.57 | 4.57 | 1 | 253000000 |
2023-03-20 | IR | LCH_CZK_IRS_6M_CZK_PRIBOR_0X96 | LCH_CZK_IRS_6M_CZK_PRIBOR_0X96 | 4.21 | 4.21 | 4.21 | 4.21 | 1 | 116000000 |
2023-03-20 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X120 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X120 | 2.8115 | 2.886 | 2.8115 | 2.856 | 2 | 350900000 |
2023-03-20 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X144 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X144 | 2.8855 | 2.9025 | 2.8855 | 2.9025 | 2 | 250000000 |
2023-03-20 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X180 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X180 | 2.9 | 2.9 | 2.9 | 2.9 | 1 | 125000000 |
2023-03-20 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X24 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X24 | 3.028 | 3.053 | 3.028 | 3.053 | 1 | 50000000 |
2023-03-20 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X240 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X240 | 2.72 | 2.72 | 2.72 | 2.72 | 1 | 100000000 |
2023-03-20 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X36 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X36 | 2.901 | 2.909 | 2.901 | 2.909 | 3 | 300000000 |
2023-03-20 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X60 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X60 | 2.716 | 2.8605 | 2.716 | 2.8605 | 1 | 100000000 |
2023-03-20 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X72 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X72 | 2.803 | 2.816 | 2.803 | 2.816 | 1 | 100000000 |
2023-03-20 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_0X96 | LCH_EUR_IRS_3M_EUR_EURIBOR_0X96 | 2.8125 | 2.8125 | 2.8125 | 2.8125 | 1 | 200000000 |
2023-03-20 | IR | LCH_EUR_IRS_3M_EUR_EURIBOR_6X12 | LCH_EUR_IRS_3M_EUR_EURIBOR_6X12 | 3.188 | 3.188 | 3.188 | 3.188 | 1 | 500000000 |
2023-03-20 | IR | LCH_EUR_IRS_6M_EUR_EURIBOR_0X120 | LCH_EUR_IRS_6M_EUR_EURIBOR_0X120 | 2.76671 | 2.88947 | 2.76371 | 2.85731 | 27 | 1164000000 |
2023-03-20 | IR | LCH_EUR_IRS_6M_EUR_EURIBOR_0X144 | LCH_EUR_IRS_6M_EUR_EURIBOR_0X144 | 2.871 | 2.883 | 2.866 | 2.883 | 2 | 250000000 |
2023-03-20 | IR | LCH_EUR_IRS_6M_EUR_EURIBOR_0X180 | LCH_EUR_IRS_6M_EUR_EURIBOR_0X180 | 2.835 | 2.854 | 2.835 | 2.854 | 1 | 125000000 |
2023-03-20 | IR | LCH_EUR_IRS_6M_EUR_EURIBOR_0X360 | LCH_EUR_IRS_6M_EUR_EURIBOR_0X360 | 2.22861 | 2.32 | 2.22861 | 2.314 | 1 | 15000000 |
2023-03-20 | IR | LCH_EUR_IRS_6M_EUR_EURIBOR_0X60 | LCH_EUR_IRS_6M_EUR_EURIBOR_0X60 | 2.76989 | 2.922 | 2.76989 | 2.91845 | 1 | 100000000 |
2023-03-20 | IR | LCH_EUR_IRS_6M_EUR_EURIBOR_0X96 | LCH_EUR_IRS_6M_EUR_EURIBOR_0X96 | 2.834 | 2.834 | 2.834 | 2.834 | 1 | 200000000 |
2023-03-20 | IR | LCH_EUR_IRS_6M_EUR_EURIBOR_36X396 | LCH_EUR_IRS_6M_EUR_EURIBOR_36X396 | 2.055 | 2.055 | 2.055 | 2.055 | 1 | 23812500 |
2023-03-20 | IR | LCHF_AUD_IRS_6M_AUD_BBSW_0X120 | LCHF_AUD_IRS_6M_AUD_BBSW_0X120 | 3.90875 | 3.90875 | 3.89625 | 3.89625 | 2 | 59500000 |
2023-03-20 | IR | LCHF_AUD_IRS_6M_AUD_BBSW_0X240 | LCHF_AUD_IRS_6M_AUD_BBSW_0X240 | 3.97375 | 3.97375 | 3.97375 | 3.97375 | 1 | 17500000 |
2023-03-20 | IR | LCHF_AUD_IRS_6M_AUD_BBSW_0X48 | LCHF_AUD_IRS_6M_AUD_BBSW_0X48 | 3.5975 | 3.5975 | 3.49 | 3.49 | 1 | 67000000 |
2023-03-20 | IR | MYR.5Y.3M.NDIRS_20280320 | MYR.5Y.3M.NDIRS_20280320 | 0.0364 | 0.0364 | 0.0356 | 0.0356 | 2 | 98000000 |
2023-03-20 | IR | SOPT_PAYER_E_EUR_3MEURIBOR_12 X 12_5.955 | SOPT_PAYER_E_EUR_3MEURIBOR_12 X 12_5.955 | 0.05 | 0.05 | 0.05 | 0.05 | 1 | 4000000000 |
2023-03-20 | IR | SOPT_PAYER_E_EUR_6MEURIBOR_36 X 360_3.555 | SOPT_PAYER_E_EUR_6MEURIBOR_36 X 360_3.555 | 4.13 | 4.13 | 4.13 | 4.13 | 1 | 75000000 |
2023-03-20 | IR | SOPT_RECEIVER_E_EUR_3MEURIBOR_12 X 12_-0.045 | SOPT_RECEIVER_E_EUR_3MEURIBOR_12 X 12_-0.045 | 0.03 | 0.03 | 0.03 | 0.03 | 1 | 4000000000 |
2023-03-20 | IR | SOPT_RECEIVER_E_EUR_6MEURIBOR_36 X 360_0.555 | SOPT_RECEIVER_E_EUR_6MEURIBOR_36 X 360_0.555 | 3.7 | 3.7 | 3.7 | 3.7 | 1 | 75000000 |
2023-03-20 | IR | SOPT_STRADDLE_E_EUR_3MEURIBOR_12 X 12_2.937 | SOPT_STRADDLE_E_EUR_3MEURIBOR_12 X 12_2.937 | 1.12 | 1.12 | 1.12 | 1.12 | 1 | 500000000 |
2023-03-20 | IR | SOPT_STRADDLE_E_EUR_3MEURIBOR_12 X 12_2.955 | SOPT_STRADDLE_E_EUR_3MEURIBOR_12 X 12_2.955 | 1.115 | 1.115 | 1.115 | 1.115 | 1 | 980000000 |
2023-03-20 | IR | SOPT_STRADDLE_E_EUR_3MEURIBOR_8 X 12_3.028 | SOPT_STRADDLE_E_EUR_3MEURIBOR_8 X 12_3.028 | 1.0 | 1.0 | 1.0 | 1.0 | 1 | 574000000 |
2023-03-20 | IR | SOPT_STRADDLE_E_EUR_6MEURIBOR_2 X 120_2.862 | SOPT_STRADDLE_E_EUR_6MEURIBOR_2 X 120_2.862 | 4.9 | 4.9 | 4.9 | 4.9 | 1 | 50000000 |
2023-03-20 | IR | SOPT_STRADDLE_E_USD_MSOFR_24 X 360_2.7825 | SOPT_STRADDLE_E_USD_MSOFR_24 X 360_2.7825 | 20.3 | 20.3 | 20.3 | 20.3 | 1 | 25000000 |
2023-03-20 | IR | THB.1Y.THOR.NDOIS_20240322 | THB.1Y.THOR.NDOIS_20240322 | 0.0173 | 0.0173 | 0.0173 | 0.0173 | 1 | 1725000000 |
2023-03-20 | IR | TRY_IRS_M_TRY_SOFR_0X12 | TRY_IRS_M_TRY_SOFR_0X12 | 40.06 | 40.08 | 40.06 | 40.08 | 6 | 2890632600 |
2023-03-20 | IR | TRY_IRS_M_TRY_SOFR_0X18 | TRY_IRS_M_TRY_SOFR_0X18 | 37.2218 | 37.2218 | 37.16 | 37.16 | 6 | 3989834490 |
2023-03-20 | IR | TRY_IRS_M_TRY_SOFR_0X24 | TRY_IRS_M_TRY_SOFR_0X24 | 36.398 | 36.44 | 36.398 | 36.44 | 6 | 1635489300 |
2023-03-20 | IR | TRY_IRS_M_TRY_SOFR_0X36 | TRY_IRS_M_TRY_SOFR_0X36 | 32.77 | 32.77 | 32.77 | 32.77 | 6 | 1551562800 |
2023-03-20 | IR | TRY_IRS_M_TRY_SOFR_0X48 | TRY_IRS_M_TRY_SOFR_0X48 | 30.58 | 30.58 | 30.58 | 30.58 | 6 | 1277757600 |
2023-03-20 | IR | USD_OIS_FFE_0X12 | USD_OIS_FFE_0X12 | 4.19 | 4.19 | 4.19 | 4.19 | 1 | 160000000 |