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
2021-10-27	CD	355947	IG36 5Y - SEF	45.45	45.57	45.45	45.55	5	400000000
2021-10-27	CD	356750	HY36 5Y - SEF	109.15	109.15	109.15	109.15	1	27000000
2021-10-27	CD	366466	BB.8	62.0	64.75	62.0	63.0	1	5000000
2021-10-27	CD	370691	S36 EUR 5Y (SEF)	49.25	49.375	48.875	49.0	12	600000000
2021-10-27	CD	371227	S36 XOVER 5Y (SEF)	254.0	256.0	252.75	254.5	14	190000000
2021-10-27	CD	371249	CDXEM 36 - SEF	96.22	96.25	96.15	96.15	10	120000000
2021-10-27	CD	371259	IG37 5Y - SEF	50.75	51.3	50.75	51.3	6	425000000
2021-10-27	CD	371941	HY37 5Y - SEF	109.245	109.245	109.05	109.05	12	110000000
2021-10-27	CD	372677	-BBB-.10	505.0	505.0	505.0	505.0	2	10000000
2021-10-27	CD	CDX.EM.36.V1_60M	CDX.EM.36.V1_60M	0.9625	0.9625	0.9613	0.9613	5	65000000
2021-10-27	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	5.5703	5.5808	5.5496	5.5496	14	476750000
2021-10-27	CU	0D_NDF_USD_CLP_NDF	0D_NDF_USD_CLP_NDF	803.5	803.75	801.9	803.75	4	36957161
2021-10-27	CU	0D_NDF_USD_COP_NDF	0D_NDF_USD_COP_NDF	3765.0	3765.0	3765.0	3765.0	1	20000000
2021-10-27	CU	0D_NDF_USD_IDR_NDF	0D_NDF_USD_IDR_NDF	14210.0	14210.0	14210.0	14210.0	2	15000000
2021-10-27	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	75.0025	75.045	75.0025	75.0225	6	72000000
2021-10-27	CU	0D_NDF_USD_KRW_NDF	0D_NDF_USD_KRW_NDF	1169.74	1172.4	1169.74	1172.17	5	59000000
2021-10-27	CU	0D_NDF_USD_PEN_NDF	0D_NDF_USD_PEN_NDF	3.99	3.99	3.985	3.986	4	65000000
2021-10-27	CU	0D_NDF_USD_PHP_NDF	0D_NDF_USD_PHP_NDF	50.785	50.785	50.755	50.765	11	126000000
2021-10-27	CU	0D_NDF_USD_TWD_NDF	0D_NDF_USD_TWD_NDF	27.81	27.81	27.81	27.81	1	8000000
2021-10-27	CU	10D_NDF_USD_BRL_NDF	10D_NDF_USD_BRL_NDF	5.581	5.581	5.581	5.581	3	112000000
2021-10-27	CU	10D_NDF_USD_COP_NDF	10D_NDF_USD_COP_NDF	3766.75	3766.75	3766.75	3766.75	1	20000000
2021-10-27	CU	10D_NDF_USD_PEN_NDF	10D_NDF_USD_PEN_NDF	3.986	3.986	3.986	3.986	1	3000000
2021-10-27	CU	124D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-02-28	812.7	812.7	812.7	812.7	1	10000000
2021-10-27	CU	12D_AUD_USD_B_FXO_-0.1632_FXO	12D_AUD_USD_B_FXO_-0.1632_FXO	0.1121257	0.1121257	0.1121257	0.1121257	1	50000000
2021-10-27	CU	12D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-11-08	3767.65	3767.65	3763.15	3763.15	2	40000000
2021-10-27	CU	12D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-11-08	75.05	75.05	75.05	75.05	2	30000000
2021-10-27	CU	140D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-03-16	3800.75	3800.75	3797.75	3797.75	3	61000000
2021-10-27	CU	142D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-03-18	3798.0	3798.0	3798.0	3798.0	1	70000000
2021-10-27	CU	14D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-11-10	3765.08	3765.08	3765.08	3765.08	1	3056000
2021-10-27	CU	14D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-11-10	3.9897	3.9897	3.9897	3.9897	1	8000000
2021-10-27	CU	15D_USD_IDR_A_FXO_-0.3132_FXO	15D_USD_IDR_A_FXO_-0.3132_FXO	0.1896575	0.1896575	0.1896575	0.1896575	1	67500000
2021-10-27	CU	16D_AUD_USD_B_FXO_0.4288_FXO	16D_AUD_USD_B_FXO_0.4288_FXO	0.4516429	0.4516429	0.4516429	0.4516429	1	30000000
2021-10-27	CU	17D_NDF_USD_INR_NDF	17D_NDF_USD_INR_NDF	75.16	75.16	75.16	75.16	1	150000000
2021-10-27	CU	17D_NDF_USD_PEN_NDF	17D_NDF_USD_PEN_NDF	3.9889	3.9889	3.9889	3.9889	1	7000000
2021-10-27	CU	182D_NDF_USD_COP_NDF	182D_NDF_USD_COP_NDF	3810.75	3810.75	3810.75	3810.75	1	50000000
2021-10-27	CU	184D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-04-29	821.6	821.75	821.6	821.75	2	30000000
2021-10-27	CU	184D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-04-29	3819.85	3819.85	3819.1	3819.1	6	190000000
2021-10-27	CU	184D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-04-29	76.85	76.85	76.8075	76.8075	2	80000000
2021-10-27	CU	184D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-04-29	4.025	4.025	4.021	4.021	8	100000000
2021-10-27	CU	184D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-04-29	27.48	27.48	27.48	27.48	1	50000000
2021-10-27	CU	1D_AUD_USD_B_FXO_0.3216_FXO	1D_AUD_USD_B_FXO_0.3216_FXO	0.0801637	0.0801637	0.0801637	0.0801637	1	50000000
2021-10-27	CU	1D_EUR_USD_B_FXO_-0.3206_FXO	1D_EUR_USD_B_FXO_-0.3206_FXO	0.0887542	0.0887542	0.0887542	0.0887542	2	50000000
2021-10-27	CU	1D_EUR_USD_B_FXO_-0.3896_FXO	1D_EUR_USD_B_FXO_-0.3896_FXO	0.1254356	0.1254356	0.1254356	0.1254356	1	30000000
2021-10-27	CU	1D_EUR_USD_B_FXO_-0.474_FXO	1D_EUR_USD_B_FXO_-0.474_FXO	0.156566	0.156566	0.156566	0.156566	2	50000000
2021-10-27	CU	1D_EUR_USD_B_FXO_0.3734_FXO	1D_EUR_USD_B_FXO_0.3734_FXO	0.1134124	0.1134124	0.1134124	0.1134124	1	30000000
2021-10-27	CU	1D_USD_BRL_A_FXO_-0.4409_FXO	1D_USD_BRL_A_FXO_-0.4409_FXO	0.47853	0.47853	0.47853	0.47853	1	20000000
2021-10-27	CU	1D_USD_BRL_A_FXO_0.4971_FXO	1D_USD_BRL_A_FXO_0.4971_FXO	0.5846794	0.5846794	0.5846794	0.5846794	1	30000000
2021-10-27	CU	1D_USD_JPY_A_FXO_-0.2686_FXO	1D_USD_JPY_A_FXO_-0.2686_FXO	0.0857222	0.0857222	0.0857222	0.0857222	1	50000000
2021-10-27	CU	1D_USD_JPY_A_FXO_-0.4949_FXO	1D_USD_JPY_A_FXO_-0.4949_FXO	0.1639874	0.1639874	0.1639874	0.1639874	2	50000000
2021-10-27	CU	1D_USD_JPY_A_FXO_0.2569_FXO	1D_USD_JPY_A_FXO_0.2569_FXO	0.052655	0.052655	0.052655	0.052655	1	50000000
2021-10-27	CU	1M_EUR_PLN_A_FXO_-0.5007_FXO	1M_EUR_PLN_A_FXO_-0.5007_FXO	0.6579285	0.6579285	0.6579285	0.6579285	1	5000000
2021-10-27	CU	1M_EUR_PLN_A_FXO_0.4992_FXO	1M_EUR_PLN_A_FXO_0.4992_FXO	0.6687416	0.6687416	0.6687416	0.6687416	1	5000000
2021-10-27	CU	1M_EUR_USD_B_FXO_-0.2296_FXO	1M_EUR_USD_B_FXO_-0.2296_FXO	0.2248985	0.2248985	0.2248985	0.2248985	1	150000000
2021-10-27	CU	1M_EUR_USD_B_FXO_-0.5017_FXO	1M_EUR_USD_B_FXO_-0.5017_FXO	0.6701006	0.6701006	0.6701006	0.6701006	1	17500000
2021-10-27	CU	1M_EUR_USD_B_FXO_0.4983_FXO	1M_EUR_USD_B_FXO_0.4983_FXO	0.6511006	0.6511006	0.6511006	0.6511006	1	17500000
2021-10-27	CU	1M_GBP_USD_B_FXO_-0.498_FXO	1M_GBP_USD_B_FXO_-0.498_FXO	1.062774	1.062774	1.062774	1.062774	1	15000000
2021-10-27	CU	1M_GBP_USD_B_FXO_0.502_FXO	1M_GBP_USD_B_FXO_0.502_FXO	1.050774	1.050774	1.050774	1.050774	1	15000000
2021-10-27	CU	1M_USD_ZAR_A_FXO_-0.354_FXO	1M_USD_ZAR_A_FXO_-0.354_FXO	1.024977	1.024977	1.024977	1.024977	1	22000000
2021-10-27	CU	1M_USD_ZAR_A_FXO_-0.3658_FXO	1M_USD_ZAR_A_FXO_-0.3658_FXO	1.073232	1.073232	1.073232	1.073232	1	44000000
2021-10-27	CU	1W_AUD_NZD_A_FXO_-0.511_FXO	1W_AUD_NZD_A_FXO_-0.511_FXO	0.2959612	0.2959612	0.2959612	0.2959612	1	25000000
2021-10-27	CU	1W_AUD_NZD_A_FXO_0.4892_FXO	1W_AUD_NZD_A_FXO_0.4892_FXO	0.2788236	0.2788236	0.2788236	0.2788236	1	25000000
2021-10-27	CU	1W_EUR_CNH_A_FXO_-0.5011_FXO	1W_EUR_CNH_A_FXO_-0.5011_FXO	0.2292768	0.2292768	0.2292768	0.2292768	2	25000000
2021-10-27	CU	1W_EUR_CNH_A_FXO_0.4989_FXO	1W_EUR_CNH_A_FXO_0.4989_FXO	0.2292768	0.2292768	0.2292768	0.2292768	2	25000000
2021-10-27	CU	1W_USD_CAD_A_FXO_-0.3817_FXO	1W_USD_CAD_A_FXO_-0.3817_FXO	0.2480291	0.2480291	0.2480291	0.2480291	1	50000000
2021-10-27	CU	1W_USD_JPY_A_FXO_-0.4574_FXO	1W_USD_JPY_A_FXO_-0.4574_FXO	0.316276	0.316276	0.316276	0.316276	1	25000000
2021-10-27	CU	1W_USD_ZAR_A_FXO_-0.2557_FXO	1W_USD_ZAR_A_FXO_-0.2557_FXO	0.3172195	0.3172195	0.3172195	0.3172195	1	50000000
2021-10-27	CU	1W_USD_ZAR_A_FXO_-0.2771_FXO	1W_USD_ZAR_A_FXO_-0.2771_FXO	0.3530368	0.3530368	0.3530368	0.3530368	1	100000000
2021-10-27	CU	1Y_AUD_JPY_A_FXO_-0.4965_FXO	1Y_AUD_JPY_A_FXO_-0.4965_FXO	3.863145	3.863145	3.863145	3.863145	1	15000000
2021-10-27	CU	1Y_AUD_JPY_A_FXO_0.4979_FXO	1Y_AUD_JPY_A_FXO_0.4979_FXO	4.419932	4.419932	4.419932	4.419932	1	15000000
2021-10-27	CU	21D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-11-17	5.6025	5.6025	5.5817	5.5817	2	60000000
2021-10-27	CU	22D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-11-18	5.6042	5.6042	5.6042	5.6042	1	30000000
2021-10-27	CU	22D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-11-18	3767.74	3767.74	3767.74	3767.74	1	1400000
2021-10-27	CU	23D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-11-19	808.0	808.0	808.0	808.0	1	50000000
2021-10-27	CU	249D_NDF_USD_BRL_NDF	249D_NDF_USD_BRL_NDF	5.9484	5.9484	5.9484	5.9484	2	200000000
2021-10-27	CU	26D_USD_MXN_A_FXO_-0.3816_FXO	26D_USD_MXN_A_FXO_-0.3816_FXO	0.6190318	0.6190318	0.6190318	0.6190318	1	10000000
2021-10-27	CU	273D_NDF_USD_CLP_NDF	273D_NDF_USD_CLP_NDF	826.0	826.0	826.0	826.0	1	10000000
2021-10-27	CU	273D_NDF_USD_INR_NDF	273D_NDF_USD_INR_NDF	77.775	77.775	77.775	77.775	2	30000000
2021-10-27	CU	275D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-07-29	3861.0	3861.0	3859.75	3859.75	6	85000000
2021-10-27	CU	275D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-07-29	77.75	77.775	77.685	77.765	8	160000000
2021-10-27	CU	275D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-07-29	27.33	27.33	27.33	27.33	1	10000000
2021-10-27	CU	28D_USD_SGD_A_FXO_-0.4337_FXO	28D_USD_SGD_A_FXO_-0.4337_FXO	0.3272052	0.3272052	0.3272052	0.3272052	1	75000000
2021-10-27	CU	2D_AUD_USD_B_FXO_-0.3661_FXO	2D_AUD_USD_B_FXO_-0.3661_FXO	0.1423661	0.1423661	0.1423661	0.1423661	1	50000000
2021-10-27	CU	2D_EUR_USD_B_FXO_0.2981_FXO	2D_EUR_USD_B_FXO_0.2981_FXO	0.1027847	0.1027847	0.1027847	0.1027847	1	50000000
2021-10-27	CU	2D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-10-29	5.57025	5.5703	5.5553	5.5571	17	459500000
2021-10-27	CU	2D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-10-29	805.0	805.0	803.5	803.5	12	48500000
2021-10-27	CU	2D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-10-29	3771.0	3771.0	3765.0	3765.0	15	76500000
2021-10-27	CU	2D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-10-29	3.988	4.0	3.988	3.99	8	56000000
2021-10-27	CU	2D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-10-29	50.76	50.79	50.75	50.75	6	54000000
2021-10-27	CU	2D_USD_JPY_A_FXO_0.1073_FXO	2D_USD_JPY_A_FXO_0.1073_FXO	0.0305464	0.0305464	0.0305464	0.0305464	1	50000000
2021-10-27	CU	2D_USD_JPY_A_FXO_0.3577_FXO	2D_USD_JPY_A_FXO_0.3577_FXO	0.1486553	0.1486553	0.1486553	0.1486553	1	50000000
2021-10-27	CU	2W_EUR_USD_B_FXO_-0.282_FXO	2W_EUR_USD_B_FXO_-0.282_FXO	0.2102838	0.2102838	0.2102838	0.2102838	1	150000000
2021-10-27	CU	2W_USD_IDR_A_FXO_0.2304_FXO	2W_USD_IDR_A_FXO_0.2304_FXO	0.1394825	0.1394825	0.1394825	0.1394825	1	67500000
2021-10-27	CU	2Y_USD_JPY_A_FXO_-0.0997_FXO	2Y_USD_JPY_A_FXO_-0.0997_FXO	0.5724061	0.5724061	0.5724061	0.5724061	1	50000000
2021-10-27	CU	2Y_USD_JPY_A_FXO_0.1_FXO	2Y_USD_JPY_A_FXO_0.1_FXO	0.5243915	0.5243915	0.5243915	0.5243915	1	50000000
2021-10-27	CU	30D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-11-26	3769.26	3769.26	3769.26	3769.26	1	3926500
2021-10-27	CU	30D_NDF_USD_IDR_NDF	30D_NDF_USD_IDR_NDF	14250.0	14250.0	14250.0	14250.0	2	15000000
2021-10-27	CU	30D_NDF_USD_INR_NDF	30D_NDF_USD_INR_NDF	75.27	75.31	75.27	75.29	6	72000000
2021-10-27	CU	30D_NDF_USD_KRW_NDF	30D_NDF_USD_KRW_NDF	1170.8	1173.25	1170.8	1173.25	3	41000000
2021-10-27	CU	30D_NDF_USD_TWD_NDF	30D_NDF_USD_TWD_NDF	27.77	27.77	27.77	27.77	1	8000000
2021-10-27	CU	31D_NDF_USD_INR_NDF	31D_NDF_USD_INR_NDF	75.254	75.2841	75.254	75.2841	2	200000000
2021-10-27	CU	31D_NDF_USD_PHP_NDF	31D_NDF_USD_PHP_NDF	50.91	50.91	50.88	50.89	12	136000000
2021-10-27	CU	329D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-09-21	3884.5	3884.5	3884.5	3884.5	1	70000000
2021-10-27	CU	32D_NDF_USD_CLP_NDF	32D_NDF_USD_CLP_NDF	805.65	809.0	804.2	807.42	12	141281037
2021-10-27	CU	32D_NDF_USD_CNY_NDF	32D_NDF_USD_CNY_NDF	6.409	6.409	6.403	6.403	2	25000000
2021-10-27	CU	32D_NDF_USD_COP_NDF	32D_NDF_USD_COP_NDF	3764.0	3764.0	3764.0	3764.0	1	50000000
2021-10-27	CU	32D_NDF_USD_INR_NDF	32D_NDF_USD_INR_NDF	75.3	75.33	75.29	75.33	5	90000000
2021-10-27	CU	32D_NDF_USD_KRW_NDF	32D_NDF_USD_KRW_NDF	1172.25	1173.3	1172.25	1173.3	3	30000000
2021-10-27	CU	32D_NDF_USD_PEN_NDF	32D_NDF_USD_PEN_NDF	3.9944	3.9944	3.989	3.9892	11	113000000
2021-10-27	CU	33D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-11-29	805.0	805.0	805.0	805.0	2	70000000
2021-10-27	CU	33D_NDF_USD_INR_NDF	33D_NDF_USD_INR_NDF	75.2717	75.2717	75.27	75.27	3	62000000
2021-10-27	CU	33D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-11-29	50.915	50.95	50.87	50.87	11	153000000
2021-10-27	CU	34D_NDF_USD_BRL_NDF	34D_NDF_USD_BRL_NDF	5.596	5.721	5.57455	5.58905	30	1820750000
2021-10-27	CU	34D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-11-30	806.9	809.7	804.0	807.5	206	1254400000
2021-10-27	CU	34D_NDF_USD_CNY	NDF_USD_CNY Maturing on 2021-11-30	6.40725	6.409	6.407	6.409	3	57000000
2021-10-27	CU	34D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-11-30	3778.0	3778.0	3761.0	3768.0	92	477800000
2021-10-27	CU	34D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-11-30	75.247	75.32	75.247	75.32	15	270000000
2021-10-27	CU	34D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-11-30	1169.17	1172.3	1169.17	1172.3	5	112000000
2021-10-27	CU	34D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-11-30	3.9927	4.0044	3.983	3.983	85	479000000
2021-10-27	CU	34D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-11-30	27.743	27.775	27.738	27.745	11	235000000
2021-10-27	CU	34D_USD_JPY_A_FXO_0.2313_FXO	34D_USD_JPY_A_FXO_0.2313_FXO	0.2572553	0.2572553	0.2572553	0.2572553	2	100000000
2021-10-27	CU	35D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-12-01	75.31	75.31	75.28	75.28	4	65000000
2021-10-27	CU	35D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-12-01	1170.8	1173.5	1170.8	1172.3	5	107000000
2021-10-27	CU	35D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-12-01	27.75	27.755	27.75	27.755	2	174000000
2021-10-27	CU	35D_USD_KRW_A_FXO_0.4179_FXO	35D_USD_KRW_A_FXO_0.4179_FXO	0.6655849	0.6655849	0.6655849	0.6655849	1	30000000
2021-10-27	CU	35D_USD_KRW_A_FXO_0.4192_FXO	35D_USD_KRW_A_FXO_0.4192_FXO	0.6688129	0.6688129	0.6688129	0.6688129	1	50000000
2021-10-27	CU	35D_USD_KRW_A_FXO_0.4235_FXO	35D_USD_KRW_A_FXO_0.4235_FXO	0.6789212	0.6789212	0.6789212	0.6789212	1	20000000
2021-10-27	CU	364D_NDF_USD_CLP_NDF	364D_NDF_USD_CLP_NDF	840.0	844.2	836.75	836.75	6	91323876
2021-10-27	CU	366D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-10-28	843.5	843.5	843.5	843.5	1	50000000
2021-10-27	CU	367D_NDF_USD_INR_NDF	367D_NDF_USD_INR_NDF	78.68	78.68	78.63	78.67	5	60000000
2021-10-27	CU	367D_NDF_USD_KRW_NDF	367D_NDF_USD_KRW_NDF	1179.85	1180.9	1179.85	1180.9	3	30000000
2021-10-27	CU	369D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-10-31	3913.0	3913.0	3904.5	3904.5	4	50000000
2021-10-27	CU	369D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-10-31	78.66	78.68	78.59	78.67	13	200000000
2021-10-27	CU	369D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-10-31	4.098	4.098	4.098	4.098	4	30000000
2021-10-27	CU	369D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-10-31	27.17	27.17	27.17	27.17	1	10000000
2021-10-27	CU	36D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-12-02	5.5976	5.6235	5.5736	5.60708	24	1430000000
2021-10-27	CU	36D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-12-02	805.37	805.37	805.37	805.37	2	70000000
2021-10-27	CU	3D_NDF_USD_INR_NDF	3D_NDF_USD_INR_NDF	75.0025	75.0025	75.0025	75.0025	2	12000000
2021-10-27	CU	3M_EUR_USD_B_FXO_-0.249_FXO	3M_EUR_USD_B_FXO_-0.249_FXO	0.4695105	0.4695105	0.4695105	0.4695105	1	30000000
2021-10-27	CU	3M_EUR_USD_B_FXO_0.251_FXO	3M_EUR_USD_B_FXO_0.251_FXO	0.4385528	0.4385528	0.4385528	0.4385528	1	30000000
2021-10-27	CU	3M_GBP_USD_B_FXO_-0.4999_FXO	3M_GBP_USD_B_FXO_-0.4999_FXO	2.015959	2.015959	2.015959	2.015959	1	25000000
2021-10-27	CU	3M_GBP_USD_B_FXO_0.5001_FXO	3M_GBP_USD_B_FXO_0.5001_FXO	1.927959	1.927959	1.927959	1.927959	1	25000000
2021-10-27	CU	3M_USD_JPY_A_FXO_-0.5005_FXO	3M_USD_JPY_A_FXO_-0.5005_FXO	1.239617	1.239617	1.239617	1.239617	1	50000000
2021-10-27	CU	3M_USD_JPY_A_FXO_-0.5025_FXO	3M_USD_JPY_A_FXO_-0.5025_FXO	1.247106	1.247106	1.247106	1.247106	2	30000000
2021-10-27	CU	3M_USD_JPY_A_FXO_0.4972_FXO	3M_USD_JPY_A_FXO_0.4972_FXO	1.276173	1.276173	1.276173	1.276173	2	30000000
2021-10-27	CU	3M_USD_JPY_A_FXO_0.499_FXO	3M_USD_JPY_A_FXO_0.499_FXO	1.283611	1.283611	1.283611	1.283611	1	50000000
2021-10-27	CU	3W_GBP_USD_B_FXO_-0.2514_FXO	3W_GBP_USD_B_FXO_-0.2514_FXO	0.364236	0.364236	0.364236	0.364236	1	100000000
2021-10-27	CU	3W_GBP_USD_B_FXO_0.2513_FXO	3W_GBP_USD_B_FXO_0.2513_FXO	0.3212946	0.3212946	0.3212946	0.3212946	1	100000000
2021-10-27	CU	3W_USD_JPY_A_FXO_-0.4973_FXO	3W_USD_JPY_A_FXO_-0.4973_FXO	0.5922985	0.5922985	0.5922985	0.5922985	1	50000000
2021-10-27	CU	3W_USD_JPY_A_FXO_0.5024_FXO	3W_USD_JPY_A_FXO_0.5024_FXO	0.613393	0.613393	0.613393	0.613393	1	50000000
2021-10-27	CU	442D_EUR_USD_B_FXO_-0.1748_FXO	442D_EUR_USD_B_FXO_-0.1748_FXO	0.812875	0.812875	0.812875	0.812875	1	30000000
2021-10-27	CU	44D_GBP_CHF_A_FXO_-0.5017_FXO	44D_GBP_CHF_A_FXO_-0.5017_FXO	0.9061819	0.9061819	0.9061819	0.9061819	1	10000000
2021-10-27	CU	44D_GBP_CHF_A_FXO_0.4981_FXO	44D_GBP_CHF_A_FXO_0.4981_FXO	0.9220461	0.9220461	0.9220461	0.9220461	1	10000000
2021-10-27	CU	49D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-12-15	3774.0	3774.0	3771.0	3772.02	4	66200000
2021-10-27	CU	4D_NDF_USD_KRW_NDF	4D_NDF_USD_KRW_NDF	1172.54	1172.54	1172.54	1172.54	2	18000000
2021-10-27	CU	548D_NDF_USD_COP	NDF_USD_COP Maturing on 2023-04-28	4004.5	4004.5	4004.5	4004.5	1	20000000
2021-10-27	CU	57D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-12-23	3772.0	3772.0	3772.0	3772.0	1	30000000
2021-10-27	CU	5D_AUD_USD_B_FXO_0.4971_FXO	5D_AUD_USD_B_FXO_0.4971_FXO	0.2663727	0.2663727	0.2663727	0.2663727	1	50000000
2021-10-27	CU	5D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-11-01	5.5867	5.5867	5.55755	5.55755	7	32000000
2021-10-27	CU	5D_NDF_USD_BRL_NDF	5D_NDF_USD_BRL_NDF	5.573	5.689	5.542	5.54726	68	3684200000
2021-10-27	CU	5D_NDF_USD_CLP_NDF	5D_NDF_USD_CLP_NDF	805.25	805.25	805.25	805.25	1	10000000
2021-10-27	CU	5D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-11-01	75.045	75.045	75.01	75.01	4	65000000
2021-10-27	CU	5D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-11-01	1169.74	1172.4	1169.74	1171.18	5	107000000
2021-10-27	CU	5D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-11-01	27.798	27.803	27.798	27.803	2	174000000
2021-10-27	CU	62D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-12-28	51.085	51.085	51.085	51.085	1	25000000
2021-10-27	CU	63D_NDF_USD_PEN_NDF	63D_NDF_USD_PEN_NDF	3.9945	3.9945	3.9945	3.9945	1	20000000
2021-10-27	CU	64D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-12-30	3776.08	3776.08	3776.08	3776.08	2	400000000
2021-10-27	CU	65D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-12-31	75.595	75.6025	75.595	75.6025	2	100000000
2021-10-27	CU	65D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-12-31	3.9943	3.9995	3.9943	3.9995	5	60000000
2021-10-27	CU	67D_NDF_USD_BRL_NDF	67D_NDF_USD_BRL_NDF	5.6358	5.651	5.6213	5.6213	6	519000000
2021-10-27	CU	69D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-01-04	5.6293	5.661	5.6293	5.649	4	150000000
2021-10-27	CU	6D_AUD_USD_B_FXO_-0.3101_FXO	6D_AUD_USD_B_FXO_-0.3101_FXO	0.1689464	0.1689464	0.1689464	0.1689464	1	50000000
2021-10-27	CU	6D_EUR_USD_B_FXO_-0.412_FXO	6D_EUR_USD_B_FXO_-0.412_FXO	0.2220925	0.2220925	0.2220925	0.2220925	1	100000000
2021-10-27	CU	6D_EUR_USD_B_FXO_0.3266_FXO	6D_EUR_USD_B_FXO_0.3266_FXO	0.1491918	0.1491918	0.1491918	0.1491918	2	50000000
2021-10-27	CU	6D_NDF_USD_BRL_NDF	6D_NDF_USD_BRL_NDF	5.5765	5.5765	5.5765	5.5765	1	5000000
2021-10-27	CU	6D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-11-02	805.08	807.25	802.0	807.0	24	453500000
2021-10-27	CU	6D_NDF_USD_CNY	NDF_USD_CNY Maturing on 2021-11-02	6.3925	6.3925	6.3925	6.3925	1	43000000
2021-10-27	CU	6D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-11-02	3766.0	3766.0	3761.0	3761.0	7	48500000
2021-10-27	CU	6D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-11-02	3.99	3.99	3.9846	3.9856	4	32000000
2021-10-27	CU	6D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-11-02	50.764	50.764	50.755	50.755	2	15000000
2021-10-27	CU	6D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-11-02	27.788	27.788	27.788	27.788	1	5000000
2021-10-27	CU	6D_USD_SGD_A_FXO_0.3594_FXO	6D_USD_SGD_A_FXO_0.3594_FXO	0.1161891	0.1161891	0.1161891	0.1161891	1	75000000
2021-10-27	CU	72D_EUR_SEK_A_FXO_-0.4881_FXO	72D_EUR_SEK_A_FXO_-0.4881_FXO	0.8254873	0.8254873	0.8254873	0.8254873	1	100000000
2021-10-27	CU	72D_EUR_SEK_A_FXO_0.1507_FXO	72D_EUR_SEK_A_FXO_0.1507_FXO	0.1988283	0.1988283	0.1988283	0.1988283	1	200000000
2021-10-27	CU	732D_NDF_USD_INR_NDF	732D_NDF_USD_INR_NDF	82.435	82.435	82.435	82.435	1	15000000
2021-10-27	CU	734D_NDF_USD_INR	NDF_USD_INR Maturing on 2023-10-31	82.365	82.365	82.365	82.365	1	10000000
2021-10-27	CU	75D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-01-10	27.685	27.685	27.685	27.685	1	35000000
2021-10-27	CU	78D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-01-13	27.679	27.679	27.679	27.679	1	35000000
2021-10-27	CU	796D_NDF_USD_BRL_NDF	796D_NDF_USD_BRL_NDF	6.89149	6.89149	6.89149	6.89149	4	100000000
2021-10-27	CU	79D_EUR_USD_B_FXO_-0.0863_FXO	79D_EUR_USD_B_FXO_-0.0863_FXO	0.124552	0.124552	0.124552	0.124552	1	50000000
2021-10-27	CU	7D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-11-03	5.573	5.591	5.541	5.575	73	2699750000
2021-10-27	CU	7D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-11-03	803.43	807.0	803.43	805.75	9	115500000
2021-10-27	CU	7D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-11-03	3.99	3.99	3.99	3.99	1	7000000
2021-10-27	CU	7D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-11-03	27.792	27.792	27.792	27.792	1	20000000
2021-10-27	CU	86D_EUR_USD_B_FXO_-0.3124_FXO	86D_EUR_USD_B_FXO_-0.3124_FXO	0.603805	0.603805	0.603805	0.603805	1	25000000
2021-10-27	CU	8D_NDF_USD_CNY	NDF_USD_CNY Maturing on 2021-11-04	6.3937	6.3937	6.3937	6.3937	1	43000000
2021-10-27	CU	8D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-11-04	50.805	50.83	50.79	50.79	3	40000000
2021-10-27	CU	8W_EUR_CNH_A_FXO_0.1091_FXO	8W_EUR_CNH_A_FXO_0.1091_FXO	0.1147137	0.1147137	0.1147137	0.1147137	1	25000000
2021-10-27	CU	90D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-01-25	3779.9	3779.9	3779.9	3779.9	1	30000000
2021-10-27	CU	93D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-01-28	51.19	51.19	51.19	51.19	1	50000000
2021-10-27	CU	93D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-01-28	27.62	27.657	27.62	27.657	3	70000000
2021-10-27	CU	94D_NDF_USD_CLP_NDF	94D_NDF_USD_CLP_NDF	813.95	813.95	813.95	813.95	1	10000000
2021-10-27	CU	94D_NDF_USD_INR_NDF	94D_NDF_USD_INR_NDF	75.8775	75.8975	75.8775	75.8975	3	75000000
2021-10-27	CU	96D_NDF_USD_BRL_NDF	96D_NDF_USD_BRL_NDF	5.69333	5.69333	5.6635	5.6635	5	340000000
2021-10-27	CU	96D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-01-31	3788.0	3788.0	3782.4	3784.96	9	570000000
2021-10-27	CU	96D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-01-31	75.8875	75.8975	75.8875	75.8975	2	85000000
2021-10-27	CU	96D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-01-31	4.0	4.001	4.0	4.001	3	50000000
2021-10-27	CU	98D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-02-02	5.669	5.6908	5.66383	5.667	7	500000000
2021-10-27	CU	9D_AUD_USD_B_FXO_-0.3723_FXO	9D_AUD_USD_B_FXO_-0.3723_FXO	0.3059492	0.3059492	0.3059492	0.3059492	1	30000000
2021-10-27	CU	9D_EUR_USD_B_FXO_-0.1705_FXO	9D_EUR_USD_B_FXO_-0.1705_FXO	0.0975308	0.0975308	0.0975308	0.0975308	1	50000000
2021-10-27	CU	9D_EUR_USD_B_FXO_-0.1753_FXO	9D_EUR_USD_B_FXO_-0.1753_FXO	0.1009886	0.1009886	0.1009886	0.1009886	1	50000000
2021-10-27	CU	9D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-11-05	803.18	803.18	803.18	803.18	1	10000000
2021-10-27	CU	9D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-11-05	3762.83	3762.83	3762.83	3762.83	1	780000
2021-10-27	CU	9D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-11-05	1168.35	1172.54	1168.35	1172.54	1	3000000
2021-10-27	CU	9D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-11-05	27.785	27.785	27.785	27.785	2	20000000
2021-10-27	CU	USDCLP20211102-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-11-02	805.63	805.63	805.63	805.63	1	2000000
2021-10-27	CU	USDCLP20211103-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-11-03	805.9	805.9	805.9	805.9	4	13000000
2021-10-27	CU	USDCLP20211104-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-11-04	805.98	805.98	805.98	805.98	4	29000000
2021-10-27	CU	USDCLP20211105-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-11-05	806.06	806.06	806.06	806.06	4	34000000
2021-10-27	CU	USDCLP20211108-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-11-08	806.17	806.17	806.17	806.17	5	69000000
2021-10-27	CU	USDCLP20211109-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-11-09	806.38	806.38	806.38	806.38	2	22000000
2021-10-27	CU	USDCLP20211110-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-11-10	806.46	806.46	806.46	806.46	3	37000000
2021-10-27	CU	USDCLP20211112-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-11-12	806.55	806.55	806.55	806.55	1	10000000
2021-10-27	CU	USDCLP20211115-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-11-15	806.66	806.66	806.66	806.66	6	58000000
2021-10-27	CU	USDCLP20211117-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-11-17	807.01	807.01	807.01	807.01	3	19000000
2021-10-27	CU	USDCLP20211118-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-11-18	807.09	807.09	807.09	807.09	4	38000000
2021-10-27	CU	USDCLP20211122-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-11-22	807.29	807.29	807.29	807.29	3	21000000
2021-10-27	CU	USDCLP20211123-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-11-23	807.49	807.49	807.49	807.49	2	9000000
2021-10-27	CU	USDCLP20211124-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-11-24	807.57	807.57	807.57	807.57	3	11000000
2021-10-27	CU	USDCLP20211126-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-11-26	807.67	807.67	807.67	807.67	1	5000000
2021-10-27	CU	USDCLP20211129-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-11-29	807.78	807.78	807.78	807.78	3	57000000
2021-10-27	CU	USDCLP20211130-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-11-30	808.05	808.05	808.05	808.05	2	32000000
2021-10-27	CU	USDCLP20211203-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-12-03	808.29	808.29	808.29	808.29	2	19000000
2021-10-27	CU	USDCLP20211206-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-12-06	808.4	808.4	808.4	808.4	3	30000000
2021-10-27	CU	USDCLP20211207-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-12-07	808.61	808.61	808.61	808.61	1	10000000
2021-10-27	CU	USDCLP20211209-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-12-09	808.71	808.71	808.71	808.71	3	30000000
2021-10-27	CU	USDCLP20211213-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-12-13	808.96	808.96	808.96	808.96	2	35000000
2021-10-27	CU	USDCLP20211215-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-12-15	809.25	809.25	809.25	809.25	2	50000000
2021-10-27	CU	USDCLP20211216-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-12-16	809.33	809.33	809.33	809.33	1	4000000
2021-10-27	CU	USDCLP20211220-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-12-20	809.52	809.52	809.52	809.52	1	35000000
2021-10-27	CU	USDCLP20211227-R20998	Non Deliverable Forward Chilean Peso - Value Date 2021-12-27	810.08	810.08	810.08	810.08	1	13000000
2021-10-27	CU	USDCNY20211102-R20992	Non Deliverable Forward Chinese Renminbi - Value Date 2021-11-02	6.38474	6.38474	6.38474	6.38474	4	60000000
2021-10-27	CU	USDCNY20211103-R20992	Non Deliverable Forward Chinese Renminbi - Value Date 2021-11-03	6.38493	6.38493	6.38493	6.38493	1	2000000
2021-10-27	CU	USDCNY20211104-R20992	Non Deliverable Forward Chinese Renminbi - Value Date 2021-11-04	6.38511	6.38511	6.38511	6.38511	2	12000000
2021-10-27	CU	USDCNY20211110-R20992	Non Deliverable Forward Chinese Renminbi - Value Date 2021-11-10	6.38794	6.38794	6.38794	6.38794	1	10000000
2021-10-27	CU	USDCNY20211202-R20992	Non Deliverable Forward Chinese Renminbi - Value Date 2021-12-02	6.39951	6.39951	6.39951	6.39951	1	40000000
2021-10-27	CU	USDCNY20211230-R20992	Non Deliverable Forward Chinese Renminbi - Value Date 2021-12-30	6.41369	6.41369	6.41369	6.41369	1	10000000
2021-10-27	CU	USDIDR20211103-R20993	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-11-03	14182.86	14182.86	14182.86	14182.86	1	6000000
2021-10-27	CU	USDIDR20211104-R20993	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-11-04	14183.43	14183.43	14183.43	14183.43	2	6000000
2021-10-27	CU	USDIDR20211105-R20993	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-11-05	14184.0	14184.0	14184.0	14184.0	1	4000000
2021-10-27	CU	USDIDR20211108-R20993	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-11-08	14187.84	14187.84	14187.84	14187.84	2	2000000
2021-10-27	CU	USDIDR20211117-R20993	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-11-17	14199.35	14199.35	14199.35	14199.35	1	1000000
2021-10-27	CU	USDIDR20211129-R20993	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-11-29	14214.72	14214.72	14214.72	14214.72	2	5000000
2021-10-27	CU	USDIDR20211130-R20993	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-11-30	14216.0	14216.0	14216.0	14216.0	2	5000000
2021-10-27	CU	USDIDR20211201-R20993	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-12-01	14217.42	14217.42	14217.42	14217.42	1	1000000
2021-10-27	CU	USDIDR20211215-R20993	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-12-15	14237.27	14237.27	14237.27	14237.27	1	1000000
2021-10-27	CU	USDINR20211108-R20994	Non Deliverable Forward Indian Rupee - Value Date 2021-11-08	75.099	75.099	75.099	75.099	1	13000000
2021-10-27	CU	USDINR20211109-R20994	Non Deliverable Forward Indian Rupee - Value Date 2021-11-09	75.108	75.108	75.108	75.108	1	13000000
2021-10-27	CU	USDKRW20211102-R20995	Non Deliverable Forward South Korean Won - Value Date 2021-11-02	1168.983	1168.983	1168.983	1168.983	1	50000000
2021-10-27	CU	USDKRW20211108-R20995	Non Deliverable Forward South Korean Won - Value Date 2021-11-08	1169.223	1169.223	1169.223	1169.223	1	50000000
2021-10-27	CU	USDKRW20211112-R20995	Non Deliverable Forward South Korean Won - Value Date 2021-11-12	1169.361	1169.361	1169.361	1169.361	1	2000000
2021-10-27	CU	USDKRW20211119-R20995	Non Deliverable Forward South Korean Won - Value Date 2021-11-19	1169.602	1169.602	1169.602	1169.602	1	13000000
2021-10-27	CU	USDKRW20211122-R20995	Non Deliverable Forward South Korean Won - Value Date 2021-11-22	1169.705	1169.705	1169.705	1169.705	2	13000000
2021-10-27	CU	USDKRW20211124-R20995	Non Deliverable Forward South Korean Won - Value Date 2021-11-24	1169.774	1169.774	1169.774	1169.774	1	2000000
2021-10-27	CU	USDPHP20211102-R20996	Non Deliverable Forward Philippine Peso - Value Date 2021-11-02	50.7673	50.7673	50.7673	50.7673	2	11000000
2021-10-27	CU	USDPHP20211103-R20996	Non Deliverable Forward Philippine Peso - Value Date 2021-11-03	50.7691	50.7691	50.7691	50.7691	1	12000000
2021-10-27	CU	USDPHP20211104-R20996	Non Deliverable Forward Philippine Peso - Value Date 2021-11-04	50.771	50.771	50.771	50.771	2	2000000
2021-10-27	CU	USDPHP20211105-R20996	Non Deliverable Forward Philippine Peso - Value Date 2021-11-05	50.7756	50.7756	50.7756	50.7756	2	34000000
2021-10-27	CU	USDPHP20211108-R20996	Non Deliverable Forward Philippine Peso - Value Date 2021-11-08	50.7892	50.7892	50.7892	50.7892	3	45000000
2021-10-27	CU	USDPHP20211112-R20996	Non Deliverable Forward Philippine Peso - Value Date 2021-11-12	50.8075	50.8075	50.8075	50.8075	1	6000000
2021-10-27	CU	USDPHP20211117-R20996	Non Deliverable Forward Philippine Peso - Value Date 2021-11-17	50.8302	50.8302	50.8302	50.8302	1	1000000
2021-10-27	CU	USDPHP20211118-R20996	Non Deliverable Forward Philippine Peso - Value Date 2021-11-18	50.8348	50.8348	50.8348	50.8348	1	1000000
2021-10-27	CU	USDPHP20211126-R20996	Non Deliverable Forward Philippine Peso - Value Date 2021-11-26	50.8713	50.8713	50.8713	50.8713	1	3000000
2021-10-27	CU	USDPHP20211129-R20996	Non Deliverable Forward Philippine Peso - Value Date 2021-11-29	50.885	50.885	50.885	50.885	1	7000000
2021-10-27	CU	USDPHP20211207-R20996	Non Deliverable Forward Philippine Peso - Value Date 2021-12-07	50.9217	50.9217	50.9217	50.9217	1	1000000
2021-10-27	CU	USDPHP20211215-R20996	Non Deliverable Forward Philippine Peso - Value Date 2021-12-15	50.9583	50.9583	50.9583	50.9583	1	30000000
2021-10-27	CU	USDPHP20211217-R20996	Non Deliverable Forward Philippine Peso - Value Date 2021-12-17	50.9675	50.9675	50.9675	50.9675	1	30000000
2021-10-27	CU	USDTWD20211102-R20997	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-11-02	27.7964	27.7964	27.7964	27.7964	2	29000000
2021-10-27	CU	USDTWD20211115-R20997	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-11-15	27.774	27.774	27.774	27.774	1	1000000
2021-10-27	CU	USDTWD20211119-R20997	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-11-19	27.7676	27.7676	27.7676	27.7676	1	1000000
2021-10-27	CU	USDTWD20211124-R20997	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-11-24	27.7596	27.7596	27.7596	27.7596	1	15000000
2021-10-27	CU	USDTWD20211130-R20997	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-11-30	27.75	27.75	27.75	27.75	1	14000000
2021-10-27	CU	USDTWD20211215-R20997	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-12-15	27.721	27.721	27.721	27.721	1	2000000
2021-10-27	CU	USDTWD20211216-R20997	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-12-16	27.719	27.719	27.719	27.719	1	2000000
2021-10-27	IR	10Y 1M/3M		12.0	12.0	12.0	12.0	1	100000000
2021-10-27	IR	10Y 3M/6M		13.125	13.0625	13.0625	13.0625	1	150000000
2021-10-27	IR	10Y ANN/6s PLN IRS_20311029	10Y ANN/6s PLN IRS_20311029	0.0278	0.0278	0.0278	0.0278	1	92000000
2021-10-27	IR	10Y LCH.sb		1.645	1.645	1.645	1.645	1	50000000
2021-10-27	IR	10Y SOFR LCH		1.39	1.39	1.39	1.39	15	1250000000
2021-10-27	IR	10Y SOFR/3M LCH		23.75	23.75	23.5	23.75	18	2552000000
2021-10-27	IR	10Y SOFR/FF LCH		1.875	1.875	1.875	1.875	1	100000000
2021-10-27	IR	10Yx3M_USD-LIBOR_0_Straddle_3600	10Yx3M_USD-LIBOR_0_Straddle_3600	0.1483	0.1483	0.1483	0.1483	2	100000000
2021-10-27	IR	10Yx6M_EUR-EURIBOR_0_Straddle_720	10Yx6M_EUR-EURIBOR_0_Straddle_720	0.0326	0.0326	0.0326	0.0326	1	100000000
2021-10-27	IR	12Y SOFR/3M LCH		24.0	24.0	24.0	24.0	1	250000000
2021-10-27	IR	15Y 3M/6M		14.125	14.125	14.125	14.125	1	50000000
2021-10-27	IR	15Y SOFR/3M LCH		24.375	24.25	24.25	24.25	1	75000000
2021-10-27	IR	1Y 1M/3M		4.0	4.0	4.0	4.0	2	1500000000
2021-10-27	IR	1Y ANN/3s PLN IRS_20221029	1Y ANN/3s PLN IRS_20221029	0.01735	0.01735	0.01735	0.01735	1	201000000
2021-10-27	IR	1Yx1D_JPY-TONAT_0_Straddle_3600	1Yx1D_JPY-TONAT_0_Straddle_3600	0.0139	0.0139	0.0139	0.0139	1	10000000000
2021-10-27	IR	2Y 1M/3M		5.625	5.75	5.5	5.5	10	3923000000
2021-10-27	IR	2Y ANN/6s PLN IRS_20231029	2Y ANN/6s PLN IRS_20231029	0.0219	0.0219	0.0219	0.0219	1	102000000
2021-10-27	IR	2Y FF/3M LCH		13.0	13.0	13.0	13.0	1	125000000
2021-10-27	IR	2Yx1D_JPY-TONAT_0_Straddle_1800	2Yx1D_JPY-TONAT_0_Straddle_1800	0.0088	0.0088	0.0088	0.0088	1	14000000000
2021-10-27	IR	2Yx3M_USD-LIBOR_0_Straddle_1080	2Yx3M_USD-LIBOR_0_Straddle_1080	0.0266	0.0266	0.0266	0.0266	1	150000000
2021-10-27	IR	2Yx3M_USD-USD-LIBOR_0_Straddle_1080	2Yx3M_USD-USD-LIBOR_0_Straddle_1080	0.0266	0.0266	0.0266	0.0266	1	100000000
2021-10-27	IR	3M LCH.am		0.135	0.1375	0.1375	0.1375	1	500000000
2021-10-27	IR	3s1s ROLL DEC22		4.0	7.25	7.25	7.25	1	1500000000
2021-10-27	IR	3s1s ROLL JUN22		4.0	4.875	4.875	4.875	1	1500000000
2021-10-27	IR	3X6 HUF FRA_20220429	3X6 HUF FRA_20220429	0.0276	0.0276	0.0276	0.0276	1	64000000000
2021-10-27	IR	3Y 1M/3M		8.25	8.125	8.125	8.125	2	900000000
2021-10-27	IR	3Y ANN/6s PLN IRS_20241029	3Y ANN/6s PLN IRS_20241029	0.024	0.024	0.024	0.024	1	69000000
2021-10-27	IR	3Y Q/3s ZAR IRS_20241027	3Y Q/3s ZAR IRS_20241027	0.058	0.058	0.058	0.058	2	540000000
2021-10-27	IR	3Y SOFR/FF LCH		3.0	2.8125	2.8125	2.8125	1	500000000
2021-10-27	IR	4Y 1M/3M		9.625	9.625	9.5	9.5	2	450000000
2021-10-27	IR	4Y 3M/6M		9.0	9.0	9.0	9.0	1	150000000
2021-10-27	IR	4Y GBP SONIA OIS_20251027	4Y GBP SONIA OIS_20251027	0.00959	0.00959	0.00959	0.00959	3	250000000
2021-10-27	IR	4Y SOFR/3M LCH		20.625	20.625	20.625	20.625	2	1020000000
2021-10-27	IR	5Y 1M/3M		10.375	10.375	10.25	10.375	5	1000000000
2021-10-27	IR	5Y ANN/6S PLN IRS_20261029	5Y ANN/6S PLN IRS_20261029	0.0263	0.0263	0.0252	0.0253	4	214000000
2021-10-27	IR	5Y FF/3M LCH		19.25	19.25	19.25	19.25	1	85000000
2021-10-27	IR	5Y SOFR LCH		1.0325	1.0325	1.0325	1.0325	9	1377000000
2021-10-27	IR	5Y SOFR/3M LCH		21.625	21.75	21.625	21.75	15	3573000000
2021-10-27	IR	5Y SOFR/FF LCH		2.625	2.625	2.625	2.625	1	150000000
2021-10-27	IR	5Y-5Y 3M/6M		10.25	16.0	16.0	16.0	1	100000000
2021-10-27	IR	5Yx6M_EUR-EURIBOR_0_Straddle_1800	5Yx6M_EUR-EURIBOR_0_Straddle_1800	0.0571	0.0571	0.0571	0.0571	1	25000000
2021-10-27	IR	6M SOFR LCH		0.06	0.08625	0.08625	0.08625	1	1200000000
2021-10-27	IR	6Y Q/3s ZAR IRS_20271027	6Y Q/3s ZAR IRS_20271027	0.0685	0.0685	0.0685	0.0685	1	150000000
2021-10-27	IR	6Y SOFR/3M LCH		22.25	22.25	22.25	22.25	1	200000000
2021-10-27	IR	7Y SOFR/FF LCH		2.25	2.5	2.375	2.5	2	125000000
2021-10-27	IR	8Y Q/3s ZAR IRS_20291027	8Y Q/3s ZAR IRS_20291027	0.0734	0.0734	0.0734	0.0734	1	125000000
2021-10-27	IR	9Y ANN/6s PLN IRS_20301029	9Y ANN/6s PLN IRS_20301029	0.02735	0.02735	0.02735	0.02735	1	101000000
2021-10-27	IR	A-EUR 10Y		0.258	0.227	0.21	0.21	23	1250000000
2021-10-27	IR	A-EUR 10Yv3		0.2265	0.2265	0.2265	0.1545	5	548600000
2021-10-27	IR	A-EUR 15Y		0.44	0.44	0.44	0.354	5	335700000
2021-10-27	IR	A-EUR 15Yv3		0.421	0.421	0.421	0.334	3	265000000
2021-10-27	IR	A-EUR 20Y		0.501	0.484	0.484	0.415	6	226000000
2021-10-27	IR	A-EUR 20Yv3		0.4925	0.4925	0.4925	0.3975	1	75000000
2021-10-27	IR	A-EUR 25Y		0.484	0.484	0.484	0.383	2	43400000
2021-10-27	IR	A-EUR 2Y		-0.347	-0.33	-0.341	-0.33	11	1795300000
2021-10-27	IR	A-EUR 30Y		0.433	0.433	0.433	0.327	13	277100000
2021-10-27	IR	A-EUR 30Yv3		0.437	0.437	0.437	0.331	2	100000000
2021-10-27	IR	A-EUR 3Y		-0.211	-0.226	-0.226	-0.187	3	650000000
2021-10-27	IR	A-EUR 3Yv3		-0.2465	-0.256	-0.257	-0.224	5	900000000
2021-10-27	IR	A-EUR 40Y		0.341	0.341	0.341	0.228	1	25000000
2021-10-27	IR	A-EUR 4Y		-0.118	-0.129	-0.129	-0.129	1	100000000
2021-10-27	IR	A-EUR 50Y		0.268	0.268	0.268	0.149	1	25000000
2021-10-27	IR	A-EUR 5Y		-0.041	-0.074	-0.074	-0.074	5	469500000
2021-10-27	IR	A-EUR 5Yv3		-0.082	-0.082	-0.082	-0.1075	1	200000000
2021-10-27	IR	A-EUR 7Y		0.091	0.075	0.075	0.051	2	275000000
2021-10-27	IR	A-EUR 7Yv3		0.051	0.051	0.051	0.0015	1	200000000
2021-10-27	IR	ASX_AUD_IRS_3M_AUD_BBSW_0X36	ASX_AUD_IRS_3M_AUD_BBSW_0X36	1.185	1.185	1.185	1.185	1	85000000
2021-10-27	IR	AUD.10Y.3M.XCCY.BSX_20311029	AUD.10Y.3M.XCCY.BSX_20311029	0.003625	0.003625	0.003625	0.003625	1	27000000
2021-10-27	IR	AUD.2Y.3M_20231028	AUD.2Y.3M_20231028	0.0084625	0.0084625	0.0084625	0.0084625	1	48500000
2021-10-27	IR	AUD.5Y.6M_20261028	AUD.5Y.6M_20261028	0.0159375	0.0159375	0.0159375	0.0159375	1	20000000
2021-10-27	IR	AUD.9Y.3M.XCCY.BSX_20301029	AUD.9Y.3M.XCCY.BSX_20301029	0.0034875	0.0034875	0.0034875	0.0034875	1	30000000
2021-10-27	IR	BOBL.DEC21.5Y_20261029	BOBL.DEC21.5Y_20261029	-0.000578	-0.000578	-0.000578	-0.000578	1	50000000
2021-10-27	IR	BUND.DEC21.10Y_20311029	BUND.DEC21.10Y_20311029	0.0019804	0.0019804	0.0019804	0.0019804	1	50000000
2021-10-27	IR	CAD.3Y.1M/3M_20241027	CAD.3Y.1M/3M_20241027	0.000275	0.000275	0.000275	0.000275	1	250000000
2021-10-27	IR	CAD_OIS_CANADA OIS_1X2	CAD_OIS_CANADA OIS_1X2	0.225	0.28	0.225	0.28	6	4712000000
2021-10-27	IR	CAD_OIS_CANADA OIS_2X4	CAD_OIS_CANADA OIS_2X4	0.305	0.38	0.305	0.38	4	10500000000
2021-10-27	IR	CLP_NDS_6M_USD_TNA_0X108	CLP_NDS_6M_USD_TNA_0X108	5.728	5.728	5.728	5.728	1	3000000000
2021-10-27	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12	4.925	4.925	4.88	4.9	10	336400000000
2021-10-27	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120	5.73	5.73	5.728	5.728	2	6000000000
2021-10-27	IR	CLP_NDS_6M_USD_TNA_0X144	CLP_NDS_6M_USD_TNA_0X144	5.748	5.748	5.748	5.748	1	2000000000
2021-10-27	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18	5.19	5.19	5.16	5.16	5	90700000000
2021-10-27	IR	CLP_NDS_6M_USD_TNA_0X180	CLP_NDS_6M_USD_TNA_0X180	5.88	5.88	5.88	5.88	1	2300000000
2021-10-27	IR	CLP_NDS_6M_USD_TNA_0X2	CLP_NDS_6M_USD_TNA_0X2	3.31	3.31	3.31	3.31	1	155400000000
2021-10-27	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24	5.11	5.11	5.08	5.08	4	95500000000
2021-10-27	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36	5.21	5.21	5.17	5.17	6	102300000000
2021-10-27	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48	5.325	5.325	5.28	5.28	4	65700000000
2021-10-27	IR	CLP_NDS_6M_USD_TNA_0X6	CLP_NDS_6M_USD_TNA_0X6	4.04	4.04	4.04	4.04	1	80200000000
2021-10-27	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60	5.435	5.435	5.39	5.43	4	45000000000
2021-10-27	IR	CLP_NDS_6M_USD_TNA_0X8	CLP_NDS_6M_USD_TNA_0X8	4.605	4.605	4.605	4.605	1	53500000000
2021-10-27	IR	CME_MXN_IRS_28D_MXN_TIIE_0X12	CME_MXN_IRS_28D_MXN_TIIE_0X12	6.4	6.48	6.4	6.48	3	1940000000
2021-10-27	IR	CME_MXN_IRS_28D_MXN_TIIE_0X120	CME_MXN_IRS_28D_MXN_TIIE_0X120	7.68	7.715	7.655	7.685	12	1600000000
2021-10-27	IR	CME_MXN_IRS_28D_MXN_TIIE_0X2	CME_MXN_IRS_28D_MXN_TIIE_0X2	5.42	5.42	5.42	5.42	1	4400000000
2021-10-27	IR	CME_MXN_IRS_28D_MXN_TIIE_0X24	CME_MXN_IRS_28D_MXN_TIIE_0X24	6.93	6.94	6.93	6.93	4	1900000000
2021-10-27	IR	CME_MXN_IRS_28D_MXN_TIIE_0X36	CME_MXN_IRS_28D_MXN_TIIE_0X36	7.27	7.27	7.27	7.27	1	100000000
2021-10-27	IR	CME_MXN_IRS_28D_MXN_TIIE_0X6	CME_MXN_IRS_28D_MXN_TIIE_0X6	5.72	5.785	5.72	5.785	5	7100000000
2021-10-27	IR	CME_MXN_IRS_28D_MXN_TIIE_0X60	CME_MXN_IRS_28D_MXN_TIIE_0X60	7.45	7.485	7.4	7.485	11	2050000000
2021-10-27	IR	CME_MXN_IRS_28D_MXN_TIIE_0X8	CME_MXN_IRS_28D_MXN_TIIE_0X8	6.11	6.11	6.11	6.11	1	870000000
2021-10-27	IR	CME_MXN_IRS_28D_MXN_TIIE_0X84	CME_MXN_IRS_28D_MXN_TIIE_0X84	7.58	7.58	7.575	7.575	2	415000000
2021-10-27	IR	COP.10Y.IBR.OIS_20311029	COP.10Y.IBR.OIS_20311029	0.06505	0.06505	0.06505	0.06505	1	11000000000
2021-10-27	IR	COP.2Y.IBR.OIS_20231029	COP.2Y.IBR.OIS_20231029	0.0531	0.0532	0.0531	0.0532	6	200000000000
2021-10-27	IR	COP.5Y.IBR.OIS_20261029	COP.5Y.IBR.OIS_20261029	0.06045	0.06045	0.06045	0.06045	1	18000000000
2021-10-27	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12	4.515	4.515	4.485	4.5	3	351000000000
2021-10-27	IR	COP_NOIS_IBR__0X120	COP_NOIS_IBR__0X120	6.525	6.525	6.525	6.525	1	11000000000
2021-10-27	IR	COP_NOIS_IBR__0X2	COP_NOIS_IBR__0X2	2.58	2.58	2.57	2.58	6	1812000000000
2021-10-27	IR	COP_NOIS_IBR__0X6	COP_NOIS_IBR__0X6	3.22	3.22	3.21	3.22	4	760000000000
2021-10-27	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60	6.045	6.055	6.045	6.055	3	54000000000
2021-10-27	IR	COP_NOIS_IBR__0X8	COP_NOIS_IBR__0X8	3.885	3.9	3.885	3.9	2	306000000000
2021-10-27	IR	COP_NOIS_IBR__0X84	COP_NOIS_IBR__0X84	6.38	6.38	6.38	6.38	1	14000000000
2021-10-27	IR	COP_NOIS_IBR__0X96	COP_NOIS_IBR__0X96	6.455	6.455	6.37	6.37	2	26000000000
2021-10-27	IR	CZK_FRA_3M_CZK_PRIBOR_187X278	CZK_FRA_3M_CZK_PRIBOR_187X278	3.61	3.61	3.575	3.575	4	17404000000
2021-10-27	IR	CZK_FRA_3M_CZK_PRIBOR_35X125	CZK_FRA_3M_CZK_PRIBOR_35X125	2.835	2.835	2.835	2.835	1	1308000000
2021-10-27	IR	ERX_EUR_IRS_3M_EUR_EURIBOR_0X180	ERX_EUR_IRS_3M_EUR_EURIBOR_0X180	0.362	0.362	0.362	0.362	1	75000000
2021-10-27	IR	ERX_EUR_IRS_3M_EUR_EURIBOR_0X48	ERX_EUR_IRS_3M_EUR_EURIBOR_0X48	-0.131	-0.131	-0.131	-0.131	1	100000000
2021-10-27	IR	ERX_EUR_IRS_3M_EUR_EURIBOR_0X60	ERX_EUR_IRS_3M_EUR_EURIBOR_0X60	-0.111	-0.111	-0.111	-0.111	1	221400000
2021-10-27	IR	EUR 10Y 12Y 3M EURIBOR Str 0.007275	EUR 3M EURIBOR_20331029	0.03515	0.03515	0.03515	0.03515	1	100000000
2021-10-27	IR	EUR.1Y.3M_20221029	EUR.1Y.3M_20221029	-0.00503	-0.00503	-0.00503	-0.00503	1	38800000
2021-10-27	IR	EUR.40Y.6M_20611029	EUR.40Y.6M_20611029	0.00296	0.00296	0.00296	0.00296	1	62100000
2021-10-27	IR	EUR.50Y.6M_20711029	EUR.50Y.6M_20711029	0.00222	0.00222	0.00222	0.00222	1	50000000
2021-10-27	IR	EUR.USD.20Y.3M.ESTR/SOFR.BSX_20411029	EUR.USD.20Y.3M.ESTR/SOFR.BSX_20411029	-0.0024375	-0.0024375	-0.0024375	-0.0024375	1	15000000
2021-10-27	IR	EUR.USD.30Y.3M.ESTR/SOFR.BSX_20511029	EUR.USD.30Y.3M.ESTR/SOFR.BSX_20511029	-0.00215	-0.00215	-0.00215	-0.00215	1	30000000
2021-10-27	IR	EUR_FRA_3M_EUR_EURIBOR_140X231	EUR_FRA_3M_EUR_EURIBOR_140X231	-0.503	-0.503	-0.503	-0.503	1	2000000000
2021-10-27	IR	EUR_FRA_3M_EUR_EURIBOR_231X329	EUR_FRA_3M_EUR_EURIBOR_231X329	-0.465	-0.465	-0.465	-0.465	1	500000000
2021-10-27	IR	EUR_OIS_ESTR_0X108	EUR_OIS_ESTR_0X108	-0.006	-0.006	-0.006	-0.006	1	100000000
2021-10-27	IR	EUR_OIS_ESTR_0X120	EUR_OIS_ESTR_0X120	0.081	0.081	0.066	0.066	2	322600000
2021-10-27	IR	EUR_OIS_ESTR_0X180	EUR_OIS_ESTR_0X180	0.271	0.271	0.208	0.2085	4	425000000
2021-10-27	IR	EUR_OIS_ESTR_0X240	EUR_OIS_ESTR_0X240	0.343	0.343	0.255	0.255	3	173800000
2021-10-27	IR	EUR_OIS_ESTR_0X36	EUR_OIS_ESTR_0X36	-0.356	-0.35	-0.3735	-0.35	7	1617000000
2021-10-27	IR	EUR_OIS_ESTR_0X360	EUR_OIS_ESTR_0X360	0.196	0.196	0.196	0.196	1	50000000
2021-10-27	IR	EUR_OIS_ESTR_0X48	EUR_OIS_ESTR_0X48	-0.283	-0.283	-0.301	-0.29	4	875100000
2021-10-27	IR	EUR_OIS_ESTR_0X60	EUR_OIS_ESTR_0X60	-0.243	-0.238	-0.2475	-0.238	4	742800000
2021-10-27	IR	EUR_OIS_ESTR_4X8	EUR_OIS_ESTR_4X8	-0.552	-0.552	-0.552	-0.552	1	2000000000
2021-10-27	IR	EUR_OIS_ESTR_8X10	EUR_OIS_ESTR_8X10	-0.54	-0.54	-0.54	-0.54	1	500000000
2021-10-27	IR	GBP.USD.10Y.3M.SONIA/SOFR.XCCY.BSW_20311029	GBP.USD.10Y.3M.SONIA/SOFR.XCCY.BSW_20311029	-0.0013375	-0.0013375	-0.0013375	-0.0013375	2	75000000
2021-10-27	IR	GBP.USD.25Y.3M.SONIA/SOFR.XCCY.BSW_20461029	GBP.USD.25Y.3M.SONIA/SOFR.XCCY.BSW_20461029	-0.001525	-0.001525	-0.001525	-0.001525	4	100000000
2021-10-27	IR	GBP.USD.5Y.3M.SONIA/SOFR.XCCY.BSW_20261029	GBP.USD.5Y.3M.SONIA/SOFR.XCCY.BSW_20261029	-0.0013	-0.0013	-0.0013	-0.0013	1	75000000
2021-10-27	IR	GBP.USD.7Y.3M.SONIA/SOFR.XCCY.BSW_20281029	GBP.USD.7Y.3M.SONIA/SOFR.XCCY.BSW_20281029	-0.001325	-0.001325	-0.001325	-0.001325	2	125000000
2021-10-27	IR	GBP_OIS_SONIA_0X120	GBP_OIS_SONIA_0X120	0.97698	0.98237	0.97698	0.98237	3	85000000
2021-10-27	IR	GBP_OIS_SONIA_0X24	GBP_OIS_SONIA_0X24	0.893	0.893	0.893	0.893	1	123100000
2021-10-27	IR	GBP_OIS_SONIA_0X60	GBP_OIS_SONIA_0X60	0.957	0.957	0.955	0.955	2	98800000
2021-10-27	IR	GILT.DEC.21.OIF_20311027	GILT.DEC.21.OIF_20311027	0.0091619	0.0091619	0.0091619	0.0091619	2	30000000
2021-10-27	IR	INR.3Y.MIBOR.NDOIS_20241028	INR.3Y.MIBOR.NDOIS_20241028	0.05205	0.05205	0.05205	0.05205	1	6875000000
2021-10-27	IR	INR.4Y.MIBOR.NDOIS_20251028	INR.4Y.MIBOR.NDOIS_20251028	0.054475	0.054475	0.054475	0.054475	1	10600000000
2021-10-27	IR	INR.5Y.MIBOR.NDOIS_20261028	INR.5Y.MIBOR.NDOIS_20261028	0.0561	0.0561	0.0561	0.0561	1	4375000000
2021-10-27	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X120	IRS_AUD_3MBBSW_USD_3MUSDL_0X120	36.0	36.625	36.0	36.625	2	106500000
2021-10-27	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X240	IRS_AUD_3MBBSW_USD_3MUSDL_0X240	33.0	33.625	33.0	33.625	2	60000000
2021-10-27	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X14	IRS_CAD_3MCDOR_USD_3MUSDL_0X14	-27.0	-27.0	-27.25	-27.0	3	600000000
2021-10-27	IR	IRS_CAD_CAD-_CAD_3MCADB_1X4	IRS_CAD_CAD-_CAD_3MCADB_1X4	27.5	27.5	27.5	27.5	1	1000000000
2021-10-27	IR	IRS_CLF_1TUF_CLP_CAMA_0X10	IRS_CLF_1TUF_CLP_CAMA_0X10	0.0	0.0	0.0	0.0	1	500000
2021-10-27	IR	IRS_CLF_1TUF_CLP_CAMA_0X12	IRS_CLF_1TUF_CLP_CAMA_0X12	0.0	0.0	0.0	0.0	2	1000000
2021-10-27	IR	IRS_CLF_1TUF_CLP_CAMA_0X4	IRS_CLF_1TUF_CLP_CAMA_0X4	0.0	0.0	0.0	0.0	1	500000
2021-10-27	IR	IRS_CLF_6MUF_CLP_CAMA_0X120	IRS_CLF_6MUF_CLP_CAMA_0X120	0.0	0.0	0.0	0.0	2	188000
2021-10-27	IR	IRS_CLF_6MUF_CLP_CAMA_0X24	IRS_CLF_6MUF_CLP_CAMA_0X24	0.0	0.0	0.0	0.0	2	1080000
2021-10-27	IR	IRS_CLF_6MUF_CLP_CAMA_0X36	IRS_CLF_6MUF_CLP_CAMA_0X36	0.0	0.0	0.0	0.0	1	268000
2021-10-27	IR	IRS_CLF_6MUF_CLP_CAMA_0X72	IRS_CLF_6MUF_CLP_CAMA_0X72	0.0	0.0	0.0	0.0	2	370000
2021-10-27	IR	IRS_CLF_6MUF_CLP_CAMA_0X84	IRS_CLF_6MUF_CLP_CAMA_0X84	0.0	0.0	0.0	0.0	3	443000
2021-10-27	IR	IRS_CLF_6MUF_CLP_CAMA_0X96	IRS_CLF_6MUF_CLP_CAMA_0X96	0.0	0.0	0.0	0.0	1	107000
2021-10-27	IR	IRS_EUR_3MEURI_USD_3MUSDL_0X12	IRS_EUR_3MEURI_USD_3MUSDL_0X12	-12.375	-12.375	-12.375	-12.375	1	244000000
2021-10-27	IR	IRS_EUR_3MEURI_USD_3MUSDL_0X18	IRS_EUR_3MEURI_USD_3MUSDL_0X18	-13.625	-13.625	-13.625	-13.625	1	82000000
2021-10-27	IR	IRS_EUR_3MEURI_USD_3MUSDL_0X36	IRS_EUR_3MEURI_USD_3MUSDL_0X36	-12.0	-12.0	-12.125	-12.125	2	175000000
2021-10-27	IR	IRS_EUR_3MEURI_USD_3MUSDL_0X360	IRS_EUR_3MEURI_USD_3MUSDL_0X360	-10.75	-10.75	-10.75	-10.75	1	30000000
2021-10-27	IR	IRS_EUR_3MEURI_USD_3MUSDL_0X8	IRS_EUR_3MEURI_USD_3MUSDL_0X8	-12.75	-12.75	-12.75	-12.75	1	164000000
2021-10-27	IR	IRS_EUR_3MEURI_USD_3MUSDL_0X84	IRS_EUR_3MEURI_USD_3MUSDL_0X84	-13.49	-13.25	-13.5	-13.25	4	250000000
2021-10-27	IR	IRS_EUR_ESTR_USD_SOFR_0X12	IRS_EUR_ESTR_USD_SOFR_0X12	-19.125	-19.125	-19.125	-19.125	1	200000000
2021-10-27	IR	IRS_EUR_ESTR_USD_SOFR_0X120	IRS_EUR_ESTR_USD_SOFR_0X120	-22.375	-22.375	-22.375	-22.375	1	50000000
2021-10-27	IR	IRS_EUR_ESTR_USD_SOFR_0X180	IRS_EUR_ESTR_USD_SOFR_0X180	-24.375	-24.375	-24.375	-24.375	1	39000000
2021-10-27	IR	IRS_EUR_ESTR_USD_SOFR_0X24	IRS_EUR_ESTR_USD_SOFR_0X24	-18.875	-18.875	-18.875	-18.875	1	300000000
2021-10-27	IR	IRS_EUR_ESTR_USD_SOFR_0X240	IRS_EUR_ESTR_USD_SOFR_0X240	-23.75	-23.75	-23.75	-23.75	1	11000000
2021-10-27	IR	IRS_EUR_ESTR_USD_SOFR_0X48	IRS_EUR_ESTR_USD_SOFR_0X48	-19.5	-19.5	-19.5	-19.5	2	137000000
2021-10-27	IR	IRS_GBP_SONI_USD_SOFR_0X12	IRS_GBP_SONI_USD_SOFR_0X12	-12.75	-12.75	-12.75	-12.75	3	350000000
2021-10-27	IR	IRS_GBP_SONI_USD_SOFR_0X180	IRS_GBP_SONI_USD_SOFR_0X180	-14.75	-14.75	-14.75	-14.75	1	35000000
2021-10-27	IR	IRS_GBP_SONI_USD_SOFR_0X240	IRS_GBP_SONI_USD_SOFR_0X240	-16.0	-16.0	-16.0	-16.0	1	10000000
2021-10-27	IR	IRS_GBP_SONI_USD_SOFR_0X36	IRS_GBP_SONI_USD_SOFR_0X36	-11.75	-11.75	-11.75	-11.75	1	13000000
2021-10-27	IR	IRS_GBP_SONI_USD_SOFR_0X84	IRS_GBP_SONI_USD_SOFR_0X84	-13.25	-13.25	-13.25	-13.25	2	100000000
2021-10-27	IR	IRS_GBP_SONI_USD_USD-_0X48	IRS_GBP_SONI_USD_USD-_0X48	-12.375	-12.375	-12.375	-12.375	1	75000000
2021-10-27	IR	IRS_JPY_TONA_USD_SOFR_0X12	IRS_JPY_TONA_USD_SOFR_0X12	-37.0	-37.0	-37.0	-37.0	2	60000000000
2021-10-27	IR	IRS_JPY_TONA_USD_SOFR_0X36	IRS_JPY_TONA_USD_SOFR_0X36	-47.75	-47.75	-47.875	-47.875	3	45250000000
2021-10-27	IR	IRS_JPY_TONA_USD_SOFR_0X6	IRS_JPY_TONA_USD_SOFR_0X6	-35.5	-35.5	-35.5	-35.5	1	91500000000
2021-10-27	IR	IRS_JPY_TONA_USD_SOFR_0X60	IRS_JPY_TONA_USD_SOFR_0X60	-57.0	-57.0	-57.0	-57.0	2	18000000000
2021-10-27	IR	IRS_MXV_182DUDI_USD_6MUSDL_0X24	IRS_MXV_182DUDI_USD_6MUSDL_0X24	0.0	0.0	0.0	0.0	1	29097508
2021-10-27	IR	IRS_NOK_3MOIBO_USD_3MUSDL_0X84	IRS_NOK_3MOIBO_USD_3MUSDL_0X84	-1.277	-1.277	-1.277	-1.277	1	500000000
2021-10-27	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X180	IRS_NZD_3MBKBM_USD_3MUSDL_0X180	42.75	42.75	42.75	42.75	1	28000000
2021-10-27	IR	IRS_USD_3MUSDL_COP_IBR_0X108	IRS_USD_3MUSDL_COP_IBR_0X108	-17.75	-17.75	-17.75	-17.75	1	2400000
2021-10-27	IR	IRS_USD_3MUSDL_COP_IBR_0X120	IRS_USD_3MUSDL_COP_IBR_0X120	-13.75	-13.75	-20.0	-20.0	2	4400000
2021-10-27	IR	IRS_USD_3MUSDL_COP_IBR_0X96	IRS_USD_3MUSDL_COP_IBR_0X96	-16.25	-15.25	-16.25	-15.25	2	5400000
2021-10-27	IR	IRS_USD_6MUSDL_CLP_CAMA_0X60	IRS_USD_6MUSDL_CLP_CAMA_0X60	-15.0	-15.0	-15.0	-15.0	1	9900000
2021-10-27	IR	JPY.10Y.TONAT.OIS_20311031	JPY.10Y.TONAT.OIS_20311031	0.001075	0.001075	0.001075	0.001075	1	1000000000
2021-10-27	IR	JPY.2Y.TONAT.OIS_20231031	JPY.2Y.TONAT.OIS_20231031	-0.0001625	-0.0001625	-0.0001625	-0.0001625	1	42500000000
2021-10-27	IR	JPY.3Y.TONAT.OIS_20241031	JPY.3Y.TONAT.OIS_20241031	-0.0000625	-0.0000625	-0.0000625	-0.0000625	1	10000000000
2021-10-27	IR	JPY.5Y.TONAT.OIS_20261031	JPY.5Y.TONAT.OIS_20261031	0.000125	0.000125	0.0000688	0.0000688	2	11000000000
2021-10-27	IR	JPY.USD.1Y.TONAT/SOFR.BSX_20221031	JPY.USD.1Y.TONAT/SOFR.BSX_20221031	-0.00365	-0.00365	-0.0037	-0.0037	3	20000000000
2021-10-27	IR	JPY_OIS_TONAR_0X120	JPY_OIS_TONAR_0X120	0.1075	0.10375	0.10375	0.1075	1	9820000000
2021-10-27	IR	JPY_OIS_TONAR_0X144	JPY_OIS_TONAR_0X144	0.1525	0.1525	0.1525	0.1525	1	4980000000
2021-10-27	IR	JPY_OIS_TONAR_0X180	JPY_OIS_TONAR_0X180	0.23375	0.23375	0.23375	0.23375	1	4000000000
2021-10-27	IR	JPY_OIS_TONAR_0X240	JPY_OIS_TONAR_0X240	0.355	0.355	0.355	0.355	1	5000000000
2021-10-27	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X36	LCH_AUD_IRS_3M_AUD_BBSW_0X36	1.0525	1.21375	1.0525	1.21375	5	564500000
2021-10-27	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120	2.02375	2.02375	1.9425	1.96625	8	267500000
2021-10-27	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X300	LCH_AUD_IRS_6M_AUD_BBSW_0X300	2.13125	2.13125	2.13125	2.13125	1	33000000
2021-10-27	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X360	LCH_AUD_IRS_6M_AUD_BBSW_0X360	2.09875	2.10375	2.09625	2.10375	3	36500000
2021-10-27	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X48	LCH_AUD_IRS_6M_AUD_BBSW_0X48	1.44	1.46875	1.44	1.46875	2	195000000
2021-10-27	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X60	LCH_AUD_IRS_6M_AUD_BBSW_0X60	1.595	1.595	1.595	1.595	1	48500000
2021-10-27	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X24	LCH_CAD_IRS_3M_CAD_CDOR_0X24	1.29	1.29	1.29	1.29	1	223500000
2021-10-27	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X36	LCH_CAD_IRS_3M_CAD_CDOR_0X36	1.5525	1.5525	1.5525	1.5525	1	150000000
2021-10-27	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X60	LCH_CAD_IRS_3M_CAD_CDOR_0X60	1.758	1.758	1.758	1.758	1	100000000
2021-10-27	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X24	LCH_CZK_IRS_6M_CZK_PRIBOR_0X24	3.32	3.32	3.32	3.32	1	574000000
2021-10-27	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X60	LCH_CZK_IRS_6M_CZK_PRIBOR_0X60	3.155	3.155	3.155	3.155	3	721000000
2021-10-27	IR	LCH_EUR_IRS_12M_EUR_EURIBOR_0X24	LCH_EUR_IRS_12M_EUR_EURIBOR_0X24	-0.329	-0.328	-0.329	-0.328	4	1000000000
2021-10-27	IR	LCH_EUR_IRS_12M_EUR_EURIBOR_12X24	LCH_EUR_IRS_12M_EUR_EURIBOR_12X24	-0.135	-0.135	-0.135	-0.135	1	1000000000
2021-10-27	IR	LCH_EUR_IRS_1M_EUR_EURIBOR_0X12	LCH_EUR_IRS_1M_EUR_EURIBOR_0X12	-0.518	-0.518	-0.518	-0.518	1	500000000
2021-10-27	IR	LCH_EUR_IRS_1M_EUR_EURIBOR_0X120	LCH_EUR_IRS_1M_EUR_EURIBOR_0X120	0.221	0.221	0.221	0.221	1	100000000
2021-10-27	IR	LCH_EUR_IRS_1M_EUR_EURIBOR_0X36	LCH_EUR_IRS_1M_EUR_EURIBOR_0X36	-0.271	-0.271	-0.271	-0.271	1	100000000
2021-10-27	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X108	LCH_EUR_IRS_3M_EUR_EURIBOR_0X108	0.1505	0.1505	0.149	0.149	2	250000000
2021-10-27	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X12	LCH_EUR_IRS_3M_EUR_EURIBOR_0X12	-0.5	-0.5	-0.5	-0.5	1	500000000
2021-10-27	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	0.24	0.24	0.1905	0.196	4	572600000
2021-10-27	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X180	LCH_EUR_IRS_3M_EUR_EURIBOR_0X180	0.425	0.425	0.361	0.361	3	350000000
2021-10-27	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X24	LCH_EUR_IRS_3M_EUR_EURIBOR_0X24	-0.357	-0.357	-0.357	-0.357	1	500000000
2021-10-27	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X240	LCH_EUR_IRS_3M_EUR_EURIBOR_0X240	0.492	0.492	0.409	0.409	3	173800000
2021-10-27	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X36	LCH_EUR_IRS_3M_EUR_EURIBOR_0X36	-0.241	-0.231	-0.258	-0.24	7	1617000000
2021-10-27	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X360	LCH_EUR_IRS_3M_EUR_EURIBOR_0X360	0.397	0.398	0.342	0.342	1	50000000
2021-10-27	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X48	LCH_EUR_IRS_3M_EUR_EURIBOR_0X48	-0.156	-0.156	-0.174	-0.158	4	875100000
2021-10-27	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X60	LCH_EUR_IRS_3M_EUR_EURIBOR_0X60	-0.088	-0.086	-0.111	-0.097	3	521400000
2021-10-27	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X96	LCH_EUR_IRS_3M_EUR_EURIBOR_0X96	0.092	0.092	0.092	0.092	1	168600000
2021-10-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X108	LCH_EUR_IRS_6M_EUR_EURIBOR_0X108	0.187	0.187	0.187	0.187	1	150000000
2021-10-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	0.267	0.267	0.204	0.204	11	640500000
2021-10-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X24	LCH_EUR_IRS_6M_EUR_EURIBOR_0X24	-0.341	-0.327	-0.349	-0.33	3	1250000000
2021-10-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X240	LCH_EUR_IRS_6M_EUR_EURIBOR_0X240	0.484	0.484	0.439	0.442	1	29000000
2021-10-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X360	LCH_EUR_IRS_6M_EUR_EURIBOR_0X360	0.422	0.422	0.344	0.344	7	165000000
2021-10-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X480	LCH_EUR_IRS_6M_EUR_EURIBOR_0X480	0.325	0.325	0.308	0.31	1	31100000
2021-10-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	-0.046	-0.044	-0.074	-0.056	5	599500000
2021-10-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X600	LCH_EUR_IRS_6M_EUR_EURIBOR_0X600	0.251	0.251	0.228	0.228	1	25000000
2021-10-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X96	LCH_EUR_IRS_6M_EUR_EURIBOR_0X96	0.132	0.132	0.132	0.132	1	168600000
2021-10-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_12X24	LCH_EUR_IRS_6M_EUR_EURIBOR_12X24	-0.161	-0.161	-0.161	-0.161	1	1000000000
2021-10-27	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_24X48	LCH_EUR_IRS_6M_EUR_EURIBOR_24X48	0.072	0.072	0.072	0.072	1	125000000
2021-10-27	IR	LCHF_NZD_IRS_3M_NZD_BKBM_0X24	LCHF_NZD_IRS_3M_NZD_BKBM_0X24	2.1725	2.1725	2.1725	2.1725	2	100000000
2021-10-27	IR	TRY_IRS_3M_TRY_LIBOR_0X10	TRY_IRS_3M_TRY_LIBOR_0X10	20.33	20.33	20.33	20.33	3	144609380
2021-10-27	IR	TRY_IRS_3M_TRY_LIBOR_0X12	TRY_IRS_3M_TRY_LIBOR_0X12	21.13	21.13	21.13	21.13	3	114165300
2021-10-27	IR	TRY_IRS_3M_TRY_LIBOR_0X24	TRY_IRS_3M_TRY_LIBOR_0X24	20.74	20.74	20.74	20.74	1	312092000
2021-10-27	IR	TRY_IRS_3M_TRY_LIBOR_0X36	TRY_IRS_3M_TRY_LIBOR_0X36	20.3	20.3	20.3	20.3	1	45652800
2021-10-27	IR	TRY_IRS_3M_TRY_LIBOR_0X60	TRY_IRS_3M_TRY_LIBOR_0X60	19.74	19.74	19.74	19.74	1	157949000
2021-10-27	IR	TRY_OIS_TLREF_0X2	TRY_OIS_TLREF_0X2	15.4	15.4	15.4	15.4	1	1160000000
2021-10-27	IR	TWD.10Y.3M.TAIBOR.IRS_20311031	TWD.10Y.3M.TAIBOR.IRS_20311031	0.008	0.008	0.008	0.008	1	300000000
2021-10-27	IR	TWD.5Y.3M.TAIBOR.IRS_20261031	TWD.5Y.3M.TAIBOR.IRS_20261031	0.00765	0.00765	0.00765	0.00765	1	600000000
2021-10-27	IR	TWD_IRS_3M_TWD_TAIBOR_0X120	TWD_IRS_3M_TWD_TAIBOR_0X120	0.81	0.81	0.81	0.81	1	600000000
2021-10-27	IR	TWD_IRS_3M_TWD_TAIBOR_0X60	TWD_IRS_3M_TWD_TAIBOR_0X60	0.77	0.77	0.77	0.77	1	1200000000
2021-10-27	IR	TWD_NDS_3M_USD_TAIBOR_0X36	TWD_NDS_3M_USD_TAIBOR_0X36	0.735	0.735	0.735	0.735	1	300000000
2021-10-27	IR	USD.FRA.3M.1x4_20220201	USD.FRA.3M.1x4_20220201	0.001325	0.001325	0.001325	0.001325	4	4000000000