tpSEF

Daily Activity Summary for tpSEF Inc.

Batch Date	Asset Class	Tradeable Instrument	Description	Opening Price	Trade High	TradeLow	Closing Price	Num of Trades	Total Notional Value
2019-12-12	CD	125244	IG27 5Y - SEF	22.0	22.0	22.0	22.0	1	100000000
2019-12-12	CD	276148	IG32 5Y - SEF	42.0	42.0	41.67	41.67	2	91000000
2019-12-12	CD	276161	IG32 10Y - SEF	91.75	91.75	91.75	91.75	1	29000000
2019-12-12	CD	276277	CDXEM 31 - SEF	96.55	96.55	96.55	96.55	1	100000000
2019-12-12	CD	295523	IG33 5Y - SEF	49.2	49.2	47.6	47.7	18	1278000000
2019-12-12	CD	295530	IG33 10Y - SEF	95.225	95.225	95.225	95.225	1	75000000
2019-12-12	CD	295599	CDXEM 32 - SEF	95.83	95.95	95.83	95.95	5	170000000
2019-12-12	CD	296233	HY33 5Y - SEF	108.82	108.935	108.79	108.92	16	240000000
2019-12-12	CD	83658	IG25 5Y - SEF	13.75	13.75	13.75	13.75	1	199000000
2019-12-12	CD	CDX.EM.32.V1_60M	CDX.EM.32.V1_60M	0.958	0.9597	0.958	0.9597	4	70000000
2019-12-12	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	4.1292	4.1292	4.1002	4.1023	11	168500000
2019-12-12	CU	0D_NDF_USD_CNY_NDF	0D_NDF_USD_CNY_NDF	7.01	7.01	6.99	6.99	2	12000000
2019-12-12	CU	0D_NDF_USD_IDR_NDF	0D_NDF_USD_IDR_NDF	13990.0	13990.0	13990.0	13990.0	1	1000000
2019-12-12	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	70.88	70.88	70.6675	70.6675	3	37000000
2019-12-12	CU	0D_NDF_USD_KRW_NDF	0D_NDF_USD_KRW_NDF	1187.13	1187.13	1177.1	1177.1	3	34000000
2019-12-12	CU	0D_NDF_USD_PEN_NDF	0D_NDF_USD_PEN_NDF	3.3925	3.3925	3.3925	3.3925	1	3000000
2019-12-12	CU	0D_NDF_USD_PHP_NDF	0D_NDF_USD_PHP_NDF	50.575	50.575	50.575	50.575	1	8000000
2019-12-12	CU	0D_NDF_USD_TWD_NDF	0D_NDF_USD_TWD_NDF	30.32	30.32	30.32	30.32	1	10000000
2019-12-12	CU	108D_NDF_USD_BRL_NDF	108D_NDF_USD_BRL_NDF	4.13685	4.13685	4.1111	4.1111	2	60000000
2019-12-12	CU	1115D_NDF_USD_BRL_NDF	1115D_NDF_USD_BRL_NDF	4.5475	4.5475	4.5475	4.5475	1	3000000
2019-12-12	CU	14D_NDF_USD_BRL_NDF	14D_NDF_USD_BRL_NDF	4.1069	4.1203	4.1069	4.1203	2	67000000
2019-12-12	CU	15D_EUR_SEK_A_FXO_0.2083_FXO	15D_EUR_SEK_A_FXO_0.2083_FXO	0.1386652	0.1386652	0.1386652	0.1386652	1	30000000
2019-12-12	CU	17D_NDF_USD_BRL_NDF	17D_NDF_USD_BRL_NDF	4.1051	4.1051	4.1051	4.1051	1	38000000
2019-12-12	CU	183D_NDF_USD_INR_NDF	183D_NDF_USD_INR_NDF	72.32	72.34	72.32	72.34	2	75000000
2019-12-12	CU	18D_NDF_USD_BRL_NDF	18D_NDF_USD_BRL_NDF	4.132	4.132	4.092	4.0925	36	921350000
2019-12-12	CU	1D_EUR_USD_B_FXO_-0.4613_FXO	1D_EUR_USD_B_FXO_-0.4613_FXO	0.2524161	0.2524161	0.2524161	0.2524161	1	50000000
2019-12-12	CU	1D_NDF_USD_INR_NDF	1D_NDF_USD_INR_NDF	70.8875	70.8875	70.8875	70.8875	1	4000000
2019-12-12	CU	1D_NDF_USD_KRW_NDF	1D_NDF_USD_KRW_NDF	1171.2	1171.2	1171.2	1171.2	1	50000000
2019-12-12	CU	1D_USD_CAD_A_FXO_0.1808_FXO	1D_USD_CAD_A_FXO_0.1808_FXO	0.03343728	0.03343728	0.03343728	0.03343728	1	30000000
2019-12-12	CU	1D_USD_CAD_A_FXO_0.2652_FXO	1D_USD_CAD_A_FXO_0.2652_FXO	0.05070754	0.05070754	0.05070754	0.05070754	1	30000000
2019-12-12	CU	1D_USD_CAD_A_FXO_0.2735_FXO	1D_USD_CAD_A_FXO_0.2735_FXO	0.05503365	0.05503365	0.05503365	0.05503365	1	20000000
2019-12-12	CU	1D_USD_JPY_A_FXO_-0.2998_FXO	1D_USD_JPY_A_FXO_-0.2998_FXO	0.09442963	0.09442963	0.09442963	0.09442963	1	20000000
2019-12-12	CU	1D_USD_ZAR_A_FXO_-0.4158_FXO	1D_USD_ZAR_A_FXO_-0.4158_FXO	0.212399	0.212399	0.212399	0.212399	2	30000000
2019-12-12	CU	1M_AUD_USD_B_FXO_0.3486_FXO	1M_AUD_USD_B_FXO_0.3486_FXO	0.2839576	0.2839576	0.2839576	0.2839576	2	80000000
2019-12-12	CU	1M_EUR_HUF_A_FXO_-0.4978_FXO	1M_EUR_HUF_A_FXO_-0.4978_FXO	0.5082284	0.5082284	0.5082284	0.5082284	2	15500000
2019-12-12	CU	1M_EUR_HUF_A_FXO_0.502_FXO	1M_EUR_HUF_A_FXO_0.502_FXO	0.5233754	0.5233754	0.5233754	0.5233754	2	15500000
2019-12-12	CU	1M_EUR_INR_A_FXO_-0.4986_FXO	1M_EUR_INR_A_FXO_-0.4986_FXO	0.7670411	0.7670411	0.7670411	0.7670411	1	10000000
2019-12-12	CU	1M_EUR_INR_A_FXO_0.5011_FXO	1M_EUR_INR_A_FXO_0.5011_FXO	0.7922904	0.7922904	0.7922904	0.7922904	1	10000000
2019-12-12	CU	1M_EUR_JPY_A_FXO_-0.2496_FXO	1M_EUR_JPY_A_FXO_-0.2496_FXO	0.2693915	0.2693915	0.2693915	0.2693915	2	80000000
2019-12-12	CU	1M_EUR_JPY_A_FXO_0.2515_FXO	1M_EUR_JPY_A_FXO_0.2515_FXO	0.2360898	0.2360898	0.2360898	0.2360898	2	80000000
2019-12-12	CU	1M_EUR_USD_B_FXO_-0.1012_FXO	1M_EUR_USD_B_FXO_-0.1012_FXO	0.07849016	0.07849016	0.07849016	0.07849016	4	255000000
2019-12-12	CU	1M_EUR_USD_B_FXO_-0.4999_FXO	1M_EUR_USD_B_FXO_-0.4999_FXO	0.6063192	0.6063192	0.6063192	0.6063192	4	112500000
2019-12-12	CU	1M_EUR_USD_B_FXO_-0.5024_FXO	1M_EUR_USD_B_FXO_-0.5024_FXO	0.6263475	0.6263475	0.6263475	0.6263475	1	7000000
2019-12-12	CU	1M_EUR_USD_B_FXO_0.1004_FXO	1M_EUR_USD_B_FXO_0.1004_FXO	0.07677613	0.07677613	0.07677613	0.07677613	4	255000000
2019-12-12	CU	1M_EUR_USD_B_FXO_0.4976_FXO	1M_EUR_USD_B_FXO_0.4976_FXO	0.6063475	0.6063475	0.6063475	0.6063475	1	7000000
2019-12-12	CU	1M_EUR_USD_B_FXO_0.5001_FXO	1M_EUR_USD_B_FXO_0.5001_FXO	0.5963192	0.5963192	0.5963192	0.5963192	4	112500000
2019-12-12	CU	1M_USD_CNH_A_FXO_-0.4992_FXO	1M_USD_CNH_A_FXO_-0.4992_FXO	0.6717207	0.6717207	0.6717207	0.6717207	1	25000000
2019-12-12	CU	1M_USD_CNH_A_FXO_0.5006_FXO	1M_USD_CNH_A_FXO_0.5006_FXO	0.6717207	0.6717207	0.6717207	0.6717207	1	25000000
2019-12-12	CU	1M_USD_JPY_A_FXO_-0.2632_FXO	1M_USD_JPY_A_FXO_-0.2632_FXO	0.2746423	0.2746423	0.2746423	0.2746423	1	50000000
2019-12-12	CU	1M_USD_JPY_A_FXO_-0.4968_FXO	1M_USD_JPY_A_FXO_-0.4968_FXO	0.5737076	0.5737076	0.5737076	0.5737076	3	80000000
2019-12-12	CU	1M_USD_JPY_A_FXO_0.503_FXO	1M_USD_JPY_A_FXO_0.503_FXO	0.5958531	0.5958531	0.5958531	0.5958531	3	80000000
2019-12-12	CU	1W_EUR_HUF_A_FXO_-0.5014_FXO	1W_EUR_HUF_A_FXO_-0.5014_FXO	0.2872864	0.2872864	0.2872864	0.2872864	1	10000000
2019-12-12	CU	1W_EUR_HUF_A_FXO_0.3446_FXO	1W_EUR_HUF_A_FXO_0.3446_FXO	0.1663986	0.1663986	0.1663986	0.1663986	1	50000000
2019-12-12	CU	1W_EUR_HUF_A_FXO_0.4986_FXO	1W_EUR_HUF_A_FXO_0.4986_FXO	0.2872864	0.2872864	0.2872864	0.2872864	1	10000000
2019-12-12	CU	1W_EUR_JPY_A_FXO_-0.4702_FXO	1W_EUR_JPY_A_FXO_-0.4702_FXO	0.3372563	0.3372563	0.3372563	0.3372563	1	30000000
2019-12-12	CU	1W_EUR_JPY_A_FXO_0.4769_FXO	1W_EUR_JPY_A_FXO_0.4769_FXO	0.3484159	0.3484159	0.3484159	0.3484159	1	30000000
2019-12-12	CU	1W_EUR_JPY_A_FXO_0.4978_FXO	1W_EUR_JPY_A_FXO_0.4978_FXO	0.3725091	0.3725091	0.3725091	0.3725091	2	40000000
2019-12-12	CU	1W_EUR_USD_B_FXO_-0.4999_FXO	1W_EUR_USD_B_FXO_-0.4999_FXO	0.3868286	0.3868286	0.3868286	0.3868286	1	15000000
2019-12-12	CU	1W_EUR_USD_B_FXO_0.5001_FXO	1W_EUR_USD_B_FXO_0.5001_FXO	0.3828286	0.3828286	0.3828286	0.3828286	1	15000000
2019-12-12	CU	1W_NZD_CAD_A_FXO_-0.2544_FXO	1W_NZD_CAD_A_FXO_-0.2544_FXO	0.1863685	0.1863685	0.1863685	0.1863685	1	50000000
2019-12-12	CU	1W_NZD_CAD_A_FXO_0.2445_FXO	1W_NZD_CAD_A_FXO_0.2445_FXO	0.1690737	0.1690737	0.1690737	0.1690737	1	50000000
2019-12-12	CU	1W_NZD_JPY_A_FXO_-0.3423_FXO	1W_NZD_JPY_A_FXO_-0.3423_FXO	0.3613617	0.3613617	0.3613617	0.3613617	1	200000000
2019-12-12	CU	1W_NZD_JPY_A_FXO_0.3143_FXO	1W_NZD_JPY_A_FXO_0.3143_FXO	0.3163438	0.3163438	0.3163438	0.3163438	1	200000000
2019-12-12	CU	1W_USD_CAD_A_FXO_0.2384_FXO	1W_USD_CAD_A_FXO_0.2384_FXO	0.08941461	0.08941461	0.08941461	0.08941461	2	60000000
2019-12-12	CU	1W_USD_CAD_A_FXO_0.261_FXO	1W_USD_CAD_A_FXO_0.261_FXO	0.1007747	0.1007747	0.1007747	0.1007747	1	20000000
2019-12-12	CU	1W_USD_JPY_A_FXO_-0.4957_FXO	1W_USD_JPY_A_FXO_-0.4957_FXO	0.2983816	0.2983816	0.2983816	0.2983816	3	90000000
2019-12-12	CU	1W_USD_JPY_A_FXO_0.5042_FXO	1W_USD_JPY_A_FXO_0.5042_FXO	0.3093694	0.3093694	0.3093694	0.3093694	3	90000000
2019-12-12	CU	21D_NDF_USD_BRL_NDF	21D_NDF_USD_BRL_NDF	4.1261	4.1261	4.1261	4.1261	1	5000000
2019-12-12	CU	25D_NDF_USD_BRL_NDF	25D_NDF_USD_BRL_NDF	4.1061	4.1061	4.1061	4.1061	1	38000000
2019-12-12	CU	2D_EUR_USD_B_FXO_0.4545_FXO	2D_EUR_USD_B_FXO_0.4545_FXO	0.2534549	0.2534549	0.2534549	0.2534549	1	75000000
2019-12-12	CU	2D_EUR_USD_B_FXO_0.4814_FXO	2D_EUR_USD_B_FXO_0.4814_FXO	0.2768504	0.2768504	0.2768504	0.2768504	1	50000000
2019-12-12	CU	2D_NDF_USD_BRL_NDF	2D_NDF_USD_BRL_NDF	4.11885	4.11885	4.10245	4.10265	6	140500000
2019-12-12	CU	2D_NDF_USD_IDR_NDF	2D_NDF_USD_IDR_NDF	14033.0	14033.0	13983.0	13995.0	14	218000000
2019-12-12	CU	2D_NDF_USD_INR_NDF	2D_NDF_USD_INR_NDF	70.9	70.91	70.85	70.85	5	330000000
2019-12-12	CU	2D_NDF_USD_KRW_NDF	2D_NDF_USD_KRW_NDF	1177.07	1177.07	1176.0	1176.0	4	194000000
2019-12-12	CU	31D_NDF_USD_BRL_NDF	31D_NDF_USD_BRL_NDF	4.1337	4.1337	4.1337	4.1337	1	14000000
2019-12-12	CU	31D_NDF_USD_CLP_NDF	31D_NDF_USD_CLP_NDF	770.0	770.41	770.0	770.41	2	50000000
2019-12-12	CU	31D_NDF_USD_CNY_NDF	31D_NDF_USD_CNY_NDF	7.037	7.037	6.942	6.942	8	93000000
2019-12-12	CU	31D_NDF_USD_IDR_NDF	31D_NDF_USD_IDR_NDF	14020.0	14020.0	14020.0	14020.0	1	1000000
2019-12-12	CU	31D_NDF_USD_INR_NDF	31D_NDF_USD_INR_NDF	71.08	71.09	70.79	70.8	13	633000000
2019-12-12	CU	31D_NDF_USD_KRW_NDF	31D_NDF_USD_KRW_NDF	1186.2	1186.2	1170.5	1170.5	5	61000000
2019-12-12	CU	31D_NDF_USD_PEN_NDF	31D_NDF_USD_PEN_NDF	3.398	3.398	3.3925	3.3974	3	24000000
2019-12-12	CU	31D_NDF_USD_PHP_NDF	31D_NDF_USD_PHP_NDF	50.63	50.63	50.63	50.63	1	8000000
2019-12-12	CU	31D_NDF_USD_TWD_NDF	31D_NDF_USD_TWD_NDF	30.195	30.2	30.195	30.2	2	20000000
2019-12-12	CU	32D_NDF_USD_KRW_NDF	32D_NDF_USD_KRW_NDF	1170.2	1170.2	1170.2	1170.2	1	50000000
2019-12-12	CU	366D_NDF_USD_INR_NDF	366D_NDF_USD_INR_NDF	73.83	73.87	73.54	73.55	7	470000000
2019-12-12	CU	366D_NDF_USD_KRW_NDF	366D_NDF_USD_KRW_NDF	1161.35	1161.55	1161.35	1161.55	2	50000000
2019-12-12	CU	386D_NDF_USD_BRL_NDF	386D_NDF_USD_BRL_NDF	4.1875	4.1875	4.1875	4.1875	1	50000000
2019-12-12	CU	3D_NDF_USD_RUB_NDF	3D_NDF_USD_RUB_NDF	63.17	63.17	63.17	63.17	1	25000000
2019-12-12	CU	3D_NDF_USD_TWD_NDF	3D_NDF_USD_TWD_NDF	30.3	30.3	30.3	30.3	1	10000000
2019-12-12	CU	3M_EUR_USD_B_FXO_-0.502_FXO	3M_EUR_USD_B_FXO_-0.502_FXO	1.15206	1.15206	1.15206	1.15206	1	15000000
2019-12-12	CU	3M_EUR_USD_B_FXO_0.498_FXO	3M_EUR_USD_B_FXO_0.498_FXO	1.10206	1.10206	1.10206	1.10206	1	15000000
2019-12-12	CU	3M_USD_CHF_A_FXO_-0.502_FXO	3M_USD_CHF_A_FXO_-0.502_FXO	1.054873	1.054873	1.054873	1.054873	2	40000000
2019-12-12	CU	3M_USD_CHF_A_FXO_0.4978_FXO	3M_USD_CHF_A_FXO_0.4978_FXO	1.076319	1.076319	1.076319	1.076319	2	40000000
2019-12-12	CU	3M_USD_JPY_A_FXO_-0.2496_FXO	3M_USD_JPY_A_FXO_-0.2496_FXO	0.4712824	0.4712824	0.4712824	0.4712824	1	100000000
2019-12-12	CU	3M_USD_JPY_A_FXO_-0.2529_FXO	3M_USD_JPY_A_FXO_-0.2529_FXO	0.4870296	0.4870296	0.4870296	0.4870296	1	100000000
2019-12-12	CU	3M_USD_JPY_A_FXO_-0.5017_FXO	3M_USD_JPY_A_FXO_-0.5017_FXO	1.073065	1.073065	1.073065	1.073065	3	50000000
2019-12-12	CU	3M_USD_JPY_A_FXO_0.2522_FXO	3M_USD_JPY_A_FXO_0.2522_FXO	0.3908047	0.3908047	0.3908047	0.3908047	1	100000000
2019-12-12	CU	3M_USD_JPY_A_FXO_0.2536_FXO	3M_USD_JPY_A_FXO_0.2536_FXO	0.3861587	0.3861587	0.3861587	0.3861587	1	100000000
2019-12-12	CU	3M_USD_JPY_A_FXO_0.4981_FXO	3M_USD_JPY_A_FXO_0.4981_FXO	1.097944	1.097944	1.097944	1.097944	3	50000000
2019-12-12	CU	3M_USD_MXN_A_FXO_-0.15_FXO	3M_USD_MXN_A_FXO_-0.15_FXO	0.3335877	0.3335877	0.3335877	0.3335877	1	140000000
2019-12-12	CU	3M_USD_MXN_A_FXO_-0.5079_FXO	3M_USD_MXN_A_FXO_-0.5079_FXO	1.583518	1.583518	1.583518	1.583518	1	75000000
2019-12-12	CU	3M_USD_MXN_A_FXO_0.1499_FXO	3M_USD_MXN_A_FXO_0.1499_FXO	0.3335877	0.3335877	0.3335877	0.3335877	1	140000000
2019-12-12	CU	3M_USD_MXN_A_FXO_0.4921_FXO	3M_USD_MXN_A_FXO_0.4921_FXO	1.583518	1.583518	1.583518	1.583518	1	75000000
2019-12-12	CU	4D_EUR_NOK_A_FXO_-0.3265_FXO	4D_EUR_NOK_A_FXO_-0.3265_FXO	0.1250552	0.1250552	0.1250552	0.1250552	1	30000000
2019-12-12	CU	4D_EUR_USD_B_FXO_0.0644_FXO	4D_EUR_USD_B_FXO_0.0644_FXO	0.02442448	0.02442448	0.02442448	0.02442448	2	100000000
2019-12-12	CU	4D_EUR_USD_B_FXO_0.4156_FXO	4D_EUR_USD_B_FXO_0.4156_FXO	0.2448268	0.2448268	0.2448268	0.2448268	1	50000000
2019-12-12	CU	4D_EUR_USD_B_FXO_0.4545_FXO	4D_EUR_USD_B_FXO_0.4545_FXO	0.2534549	0.2534549	0.2534549	0.2534549	1	70000000
2019-12-12	CU	50D_NDF_USD_BRL_NDF	50D_NDF_USD_BRL_NDF	4.11355	4.11355	4.0974	4.0974	3	140000000
2019-12-12	CU	5D_EUR_NOK_A_FXO_-0.3378_FXO	5D_EUR_NOK_A_FXO_-0.3378_FXO	0.1569494	0.1569494	0.1569494	0.1569494	1	30000000
2019-12-12	CU	6D_EUR_USD_B_FXO_-0.4819_FXO	6D_EUR_USD_B_FXO_-0.4819_FXO	0.3375115	0.3375115	0.3375115	0.3375115	1	20000000
2019-12-12	CU	6D_USD_INR_A_FXO_-0.219_FXO	6D_USD_INR_A_FXO_-0.219_FXO	0.09635095	0.09635095	0.09635095	0.09635095	1	100000000
2019-12-12	CU	6M_GBP_USD_B_FXO_-0.2009_FXO	6M_GBP_USD_B_FXO_-0.2009_FXO	1.07555	1.07555	1.07555	1.07555	1	87500000
2019-12-12	CU	6M_GBP_USD_B_FXO_-0.201_FXO	6M_GBP_USD_B_FXO_-0.201_FXO	1.077982	1.077982	1.077982	1.077982	1	90000000
2019-12-12	CU	6M_GBP_USD_B_FXO_0.1996_FXO	6M_GBP_USD_B_FXO_0.1996_FXO	0.786364	0.786364	0.786364	0.786364	1	70000000
2019-12-12	CU	6M_GBP_USD_B_FXO_0.2002_FXO	6M_GBP_USD_B_FXO_0.2002_FXO	0.7909542	0.7909542	0.7909542	0.7909542	1	75000000
2019-12-12	CU	78D_NDF_USD_BRL_NDF	78D_NDF_USD_BRL_NDF	4.125	4.13035	4.1116	4.1126	5	285000000
2019-12-12	CU	7D_NDF_USD_BRL_NDF	7D_NDF_USD_BRL_NDF	4.103	4.103	4.103	4.103	1	22500000
2019-12-12	CU	7M_EUR_USD_B_FXO_-0.5013_FXO	7M_EUR_USD_B_FXO_-0.5013_FXO	1.904708	1.904708	1.904708	1.904708	1	9500000
2019-12-12	CU	7M_EUR_USD_B_FXO_0.4987_FXO	7M_EUR_USD_B_FXO_0.4987_FXO	1.794708	1.794708	1.794708	1.794708	1	9500000
2019-12-12	CU	8D_EUR_HUF_A_FXO_-0.0989_FXO	8D_EUR_HUF_A_FXO_-0.0989_FXO	0.03455362	0.03455362	0.03455362	0.03455362	1	30000000
2019-12-12	CU	8D_EUR_HUF_A_FXO_-0.099_FXO	8D_EUR_HUF_A_FXO_-0.099_FXO	0.03459672	0.03459672	0.03459672	0.03459672	1	50000000
2019-12-12	CU	8D_EUR_HUF_A_FXO_0.0998_FXO	8D_EUR_HUF_A_FXO_0.0998_FXO	0.04200296	0.04200296	0.04200296	0.04200296	1	33000000
2019-12-12	CU	8D_EUR_HUF_A_FXO_0.0999_FXO	8D_EUR_HUF_A_FXO_0.0999_FXO	0.04205454	0.04205454	0.04205454	0.04205454	1	55000000
2019-12-12	CU	8D_EUR_JPY_A_FXO_-0.4985_FXO	8D_EUR_JPY_A_FXO_-0.4985_FXO	0.3797836	0.3797836	0.3797836	0.3797836	2	30000000
2019-12-12	CU	8D_EUR_JPY_A_FXO_0.5015_FXO	8D_EUR_JPY_A_FXO_0.5015_FXO	0.3880168	0.3880168	0.3880168	0.3880168	2	30000000
2019-12-12	CU	8D_EUR_SEK_A_FXO_0.1873_FXO	8D_EUR_SEK_A_FXO_0.1873_FXO	0.1112362	0.1112362	0.1112362	0.1112362	1	30000000
2019-12-12	CU	8D_EUR_USD_B_FXO_0.4335_FXO	8D_EUR_USD_B_FXO_0.4335_FXO	0.3259995	0.3259995	0.3259995	0.3259995	1	30000000
2019-12-12	CU	8D_GBP_USD_B_FXO_0.1376_FXO	8D_GBP_USD_B_FXO_0.1376_FXO	0.2152242	0.2152242	0.2152242	0.2152242	2	100000000
2019-12-12	CU	8D_GBP_USD_B_FXO_0.3415_FXO	8D_GBP_USD_B_FXO_0.3415_FXO	0.7433551	0.7433551	0.7433551	0.7433551	1	20000000
2019-12-12	CU	8D_GBP_USD_B_FXO_0.3437_FXO	8D_GBP_USD_B_FXO_0.3437_FXO	0.7502065	0.7502065	0.7502065	0.7502065	1	10000000
2019-12-12	CU	8D_NDF_USD_BRL_NDF	8D_NDF_USD_BRL_NDF	4.11995	4.11995	4.11995	4.11995	1	50000000
2019-12-12	CU	8D_USD_ZAR_A_FXO_0.161_FXO	8D_USD_ZAR_A_FXO_0.161_FXO	0.1601467	0.1601467	0.1601467	0.1601467	1	20000000
2019-12-12	CU	91D_NDF_USD_BRL_NDF	91D_NDF_USD_BRL_NDF	4.13315	4.13315	4.13315	4.13315	1	50000000
2019-12-12	CU	91D_NDF_USD_INR_NDF	91D_NDF_USD_INR_NDF	71.37	71.37	71.37	71.37	1	50000000
2019-12-12	CU	91D_NDF_USD_PEN_NDF	91D_NDF_USD_PEN_NDF	3.4002	3.4002	3.4002	3.4002	1	17000000
2019-12-12	CU	93D_NDF_USD_BRL_NDF	93D_NDF_USD_BRL_NDF	4.13435	4.13435	4.1193	4.1193	2	100000000
2019-12-12	CU	93D_NDF_USD_CLP_NDF	93D_NDF_USD_CLP_NDF	769.59	770.0	769.59	770.0	2	50000000
2019-12-12	CU	93D_NDF_USD_IDR_NDF	93D_NDF_USD_IDR_NDF	14164.0	14164.0	14109.0	14115.0	14	218000000
2019-12-12	CU	93D_NDF_USD_INR_NDF	93D_NDF_USD_INR_NDF	71.555	71.565	71.5085	71.5085	5	330000000
2019-12-12	CU	93D_NDF_USD_KRW_NDF	93D_NDF_USD_KRW_NDF	1174.0	1174.0	1173.62	1173.62	3	168000000
2019-12-12	CU	NDF_USD_ARS_1M	NDF_USD_ARS Maturing on 2020-01-16					6	16000000
2019-12-12	CU	NDF_USD_ARS_3M	NDF_USD_ARS Maturing on 2020-03-16					3	8000000
2019-12-12	CU	NDF_USD_ARS_6M	NDF_USD_ARS Maturing on 2020-06-16					2	5000000
2019-12-12	CU	NDF_USD_BRL_1M	NDF_USD_BRL Maturing on 2020-02-04					5	525000000
2019-12-12	CU	NDF_USD_BRL_22D	NDF_USD_BRL Maturing on 2020-01-03					74	1530650000
2019-12-12	CU	NDF_USD_BRL_3M	NDF_USD_BRL Maturing on 2020-03-18					3	240000000
2019-12-12	CU	NDF_USD_BRL_4D	NDF_USD_BRL Maturing on 2019-12-16					13	172500000
2019-12-12	CU	NDF_USD_BRL_5D	NDF_USD_BRL Maturing on 2019-12-17					6	283500000
2019-12-12	CU	NDF_USD_BRL_6D	NDF_USD_BRL Maturing on 2019-12-18					5	183500000
2019-12-12	CU	NDF_USD_BRL_6M	NDF_USD_BRL Maturing on 2020-07-02					2	260000000
2019-12-12	CU	NDF_USD_CLP_11D	NDF_USD_CLP Maturing on 2019-12-23					1	40000000
2019-12-12	CU	NDF_USD_CLP_12D	NDF_USD_CLP Maturing on 2019-12-24					1	4000000
2019-12-12	CU	NDF_USD_CLP_14D	NDF_USD_CLP Maturing on 2019-12-26					1	40000000
2019-12-12	CU	NDF_USD_CLP_18D	NDF_USD_CLP Maturing on 2019-12-30					1	15000000
2019-12-12	CU	NDF_USD_CLP_1M	NDF_USD_CLP Maturing on 2020-01-16					239	843000000
2019-12-12	CU	NDF_USD_CLP_2M	NDF_USD_CLP Maturing on 2020-02-18					1	20000000
2019-12-12	CU	NDF_USD_CLP_3M	NDF_USD_CLP Maturing on 2020-03-18					8	250000000
2019-12-12	CU	NDF_USD_CLP_4D	NDF_USD_CLP Maturing on 2019-12-16					8	64000000
2019-12-12	CU	NDF_USD_CLP_5D	NDF_USD_CLP Maturing on 2019-12-17					1	5000000
2019-12-12	CU	NDF_USD_CLP_6D	NDF_USD_CLP Maturing on 2019-12-18					12	280000000
2019-12-12	CU	NDF_USD_CLP_6M	NDF_USD_CLP Maturing on 2020-06-16					7	70000000
2019-12-12	CU	NDF_USD_CLP_7D	NDF_USD_CLP Maturing on 2019-12-19					2	29000000
2019-12-12	CU	NDF_USD_CLP_8D	NDF_USD_CLP Maturing on 2019-12-20					1	15000000
2019-12-12	CU	NDF_USD_CLP_9M	NDF_USD_CLP Maturing on 2020-09-16					1	10000000
2019-12-12	CU	NDF_USD_COP_11D	NDF_USD_COP Maturing on 2019-12-23					1	17000000
2019-12-12	CU	NDF_USD_COP_15D	NDF_USD_COP Maturing on 2019-12-27					4	70000000
2019-12-12	CU	NDF_USD_COP_1M	NDF_USD_COP Maturing on 2020-01-16					152	629700000
2019-12-12	CU	NDF_USD_COP_29D	NDF_USD_COP Maturing on 2020-01-10					4	70000000
2019-12-12	CU	NDF_USD_COP_3M	NDF_USD_COP Maturing on 2020-03-18					2	50000000
2019-12-12	CU	NDF_USD_COP_4D	NDF_USD_COP Maturing on 2019-12-16					25	156500000
2019-12-12	CU	NDF_USD_COP_5D	NDF_USD_COP Maturing on 2019-12-17					6	89000000
2019-12-12	CU	NDF_USD_COP_6D	NDF_USD_COP Maturing on 2019-12-18					7	114000000
2019-12-12	CU	NDF_USD_COP_7D	NDF_USD_COP Maturing on 2019-12-19					2	40000000
2019-12-12	CU	NDF_USD_IDR_3M	NDF_USD_IDR Maturing on 2020-03-18					1	10000000
2019-12-12	CU	NDF_USD_IDR_6D	NDF_USD_IDR Maturing on 2019-12-18					1	10000000
2019-12-12	CU	NDF_USD_INR_12M	NDF_USD_INR Maturing on 2020-12-16					1	20000000
2019-12-12	CU	NDF_USD_INR_1M	NDF_USD_INR Maturing on 2020-01-16					5	105000000
2019-12-12	CU	NDF_USD_INR_5D	NDF_USD_INR Maturing on 2019-12-17					1	41000000
2019-12-12	CU	NDF_USD_INR_6M	NDF_USD_INR Maturing on 2020-06-16					2	65000000
2019-12-12	CU	NDF_USD_KRW_1M	NDF_USD_KRW Maturing on 2020-01-17					1	2000000
2019-12-12	CU	NDF_USD_KRW_3M	NDF_USD_KRW Maturing on 2020-03-18					1	30000000
2019-12-12	CU	NDF_USD_KRW_5D	NDF_USD_KRW Maturing on 2019-12-17					1	45000000
2019-12-12	CU	NDF_USD_KRW_6D	NDF_USD_KRW Maturing on 2019-12-18					5	146000000
2019-12-12	CU	NDF_USD_PEN_14D	NDF_USD_PEN Maturing on 2019-12-26					1	8000000
2019-12-12	CU	NDF_USD_PEN_1M	NDF_USD_PEN Maturing on 2020-01-16					57	215000000
2019-12-12	CU	NDF_USD_PEN_2M	NDF_USD_PEN Maturing on 2020-02-18					5	66000000
2019-12-12	CU	NDF_USD_PEN_3M	NDF_USD_PEN Maturing on 2020-03-18					1	10000000
2019-12-12	CU	NDF_USD_PEN_4D	NDF_USD_PEN Maturing on 2019-12-16					5	29000000
2019-12-12	CU	NDF_USD_PEN_6D	NDF_USD_PEN Maturing on 2019-12-18					1	10000000
2019-12-12	CU	NDF_USD_PEN_8D	NDF_USD_PEN Maturing on 2019-12-20					1	8000000
2019-12-12	CU	NDF_USD_PHP_15D	NDF_USD_PHP Maturing on 2019-12-27					1	10000000
2019-12-12	CU	NDF_USD_PHP_1M	NDF_USD_PHP Maturing on 2020-01-13					5	72000000
2019-12-12	CU	NDF_USD_PHP_21D	NDF_USD_PHP Maturing on 2020-01-02					1	20000000
2019-12-12	CU	NDF_USD_PHP_4D	NDF_USD_PHP Maturing on 2019-12-16					6	70000000
2019-12-12	CU	NDF_USD_PHP_6D	NDF_USD_PHP Maturing on 2019-12-18					6	172000000
2019-12-12	CU	NDF_USD_PHP_7D	NDF_USD_PHP Maturing on 2019-12-19					5	148000000
2019-12-12	CU	NDF_USD_TWD_11D	NDF_USD_TWD Maturing on 2019-12-23					2	33000000
2019-12-12	CU	NDF_USD_TWD_12M	NDF_USD_TWD Maturing on 2020-12-16					1	15000000
2019-12-12	CU	NDF_USD_TWD_19D	NDF_USD_TWD Maturing on 2019-12-31					1	13000000
2019-12-12	CU	NDF_USD_TWD_1M	NDF_USD_TWD Maturing on 2020-01-16					3	45000000
2019-12-12	CU	NDF_USD_TWD_2M	NDF_USD_TWD Maturing on 2020-02-18					1	10000000
2019-12-12	CU	NDF_USD_TWD_7D	NDF_USD_TWD Maturing on 2019-12-19					1	25000000
2019-12-12	CU	USDCNY20191218-R17561	Non Deliverable Forward Chinese Renminbi - Value Date 2019-12-18	7.03091	7.03091	7.03091	7.03091	1	6000000
2019-12-12	CU	USDCNY20191223-R17561	Non Deliverable Forward Chinese Renminbi - Value Date 2019-12-23	7.03320	7.03320	7.03320	7.03320	1	3000000
2019-12-12	CU	USDCNY20200109-R17561	Non Deliverable Forward Chinese Renminbi - Value Date 2020-01-09	7.03547	7.03547	7.03547	7.03547	1	1000000
2019-12-12	CU	USDCNY20200110-R17561	Non Deliverable Forward Chinese Renminbi - Value Date 2020-01-10	7.03560	7.03560	7.03560	7.03560	1	1000000
2019-12-12	CU	USDCNY20200113-R17561	Non Deliverable Forward Chinese Renminbi - Value Date 2020-01-13	7.03600	7.03600	7.03600	7.03600	1	2000000
2019-12-12	CU	USDCNY20200131-R17561	Non Deliverable Forward Chinese Renminbi - Value Date 2020-01-31	7.03976	7.03976	7.03976	7.03976	1	3000000
2019-12-12	CU	USDCOP20191217-R17565	Non Deliverable Forward Columbian Peso - Value Date 2019-12-17	3373.18	3373.18	3373.18	3373.18	3	20000000
2019-12-12	CU	USDCOP20191218-R17565	Non Deliverable Forward Columbian Peso - Value Date 2019-12-18	3373.66	3373.66	3373.66	3373.66	5	78000000
2019-12-12	CU	USDCOP20191219-R17565	Non Deliverable Forward Columbian Peso - Value Date 2019-12-19	3373.84	3373.84	3373.84	3373.84	4	112000000
2019-12-12	CU	USDCOP20191223-R17565	Non Deliverable Forward Columbian Peso - Value Date 2019-12-23	3374.29	3374.29	3374.29	3374.29	5	65000000
2019-12-12	CU	USDCOP20191224-R17565	Non Deliverable Forward Columbian Peso - Value Date 2019-12-24	3374.47	3374.47	3374.47	3374.47	2	8000000
2019-12-12	CU	USDCOP20191226-R17565	Non Deliverable Forward Columbian Peso - Value Date 2019-12-26	3374.99	3374.99	3374.99	3374.99	8	66000000
2019-12-12	CU	USDCOP20191227-R17565	Non Deliverable Forward Columbian Peso - Value Date 2019-12-27	3375.17	3375.17	3375.17	3375.17	3	49000000
2019-12-12	CU	USDCOP20191230-R17565	Non Deliverable Forward Columbian Peso - Value Date 2019-12-30	3375.58	3375.58	3375.58	3375.58	2	80000000
2019-12-12	CU	USDCOP20200102-R17565	Non Deliverable Forward Columbian Peso - Value Date 2020-01-02	3375.84	3375.84	3375.84	3375.84	4	28000000
2019-12-12	CU	USDCOP20200103-R17565	Non Deliverable Forward Columbian Peso - Value Date 2020-01-03	3376.32	3376.32	3376.32	3376.32	6	56000000
2019-12-12	CU	USDCOP20200107-R17565	Non Deliverable Forward Columbian Peso - Value Date 2020-01-07	3376.91	3376.91	3376.91	3376.91	11	243000000
2019-12-12	CU	USDCOP20200109-R17565	Non Deliverable Forward Columbian Peso - Value Date 2020-01-09	3377.71	3377.71	3377.71	3377.71	9	136000000
2019-12-12	CU	USDCOP20200110-R17565	Non Deliverable Forward Columbian Peso - Value Date 2020-01-10	3377.90	3377.90	3377.90	3377.90	6	85000000
2019-12-12	CU	USDCOP20200113-R17565	Non Deliverable Forward Columbian Peso - Value Date 2020-01-13	3378.16	3378.16	3378.16	3378.16	9	139000000
2019-12-12	CU	USDCOP20200114-R17565	Non Deliverable Forward Columbian Peso - Value Date 2020-01-14	3378.34	3378.34	3378.34	3378.34	2	20000000
2019-12-12	CU	USDCOP20200115-R17565	Non Deliverable Forward Columbian Peso - Value Date 2020-01-15	3378.82	3378.82	3378.82	3378.82	8	210000000
2019-12-12	CU	USDCOP20200116-R17565	Non Deliverable Forward Columbian Peso - Value Date 2020-01-16	3379.00	3379.00	3379.00	3379.00	14	149000000
2019-12-12	CU	USDCOP20200117-R17565	Non Deliverable Forward Columbian Peso - Value Date 2020-01-17	3379.16	3379.16	3379.16	3379.16	9	135000000
2019-12-12	CU	USDCOP20200122-R17565	Non Deliverable Forward Columbian Peso - Value Date 2020-01-22	3379.55	3379.55	3379.55	3379.55	2	62000000
2019-12-12	CU	USDCOP20200127-R17565	Non Deliverable Forward Columbian Peso - Value Date 2020-01-27	3380.46	3380.46	3380.46	3380.46	1	35000000
2019-12-12	CU	USDCOP20200131-R17565	Non Deliverable Forward Columbian Peso - Value Date 2020-01-31	3381.33	3381.33	3381.33	3381.33	1	3000000
2019-12-12	CU	USDINR20191217-R17562	Non Deliverable Forward Indian Rupee - Value Date 2019-12-17	70.6606	70.6606	70.6606	70.6606	3	54000000
2019-12-12	CU	USDINR20191218-R17562	Non Deliverable Forward Indian Rupee - Value Date 2019-12-18	70.6661	70.6661	70.6661	70.6661	10	243000000
2019-12-12	CU	USDINR20191219-R17562	Non Deliverable Forward Indian Rupee - Value Date 2019-12-19	70.6717	70.6717	70.6717	70.6717	2	50000000
2019-12-12	CU	USDINR20191220-R17562	Non Deliverable Forward Indian Rupee - Value Date 2019-12-20	70.6773	70.6773	70.6773	70.6773	1	23000000
2019-12-12	CU	USDINR20191223-R17562	Non Deliverable Forward Indian Rupee - Value Date 2019-12-23	70.6940	70.6940	70.6940	70.6940	3	24000000
2019-12-12	CU	USDINR20191226-R17562	Non Deliverable Forward Indian Rupee - Value Date 2019-12-26	70.7142	70.7142	70.7142	70.7142	1	50000000
2019-12-12	CU	USDINR20191227-R17562	Non Deliverable Forward Indian Rupee - Value Date 2019-12-27	70.7210	70.7210	70.7210	70.7210	1	11000000
2019-12-12	CU	USDINR20200115-R17562	Non Deliverable Forward Indian Rupee - Value Date 2020-01-15	70.8492	70.8492	70.8492	70.8492	4	141000000
2019-12-12	CU	USDINR20200116-R17562	Non Deliverable Forward Indian Rupee - Value Date 2020-01-16	70.8560	70.8560	70.8560	70.8560	1	50000000
2019-12-12	CU	USDINR20200117-R17562	Non Deliverable Forward Indian Rupee - Value Date 2020-01-17	70.8634	70.8634	70.8634	70.8634	1	20000000
2019-12-12	CU	USDINR20200122-R17562	Non Deliverable Forward Indian Rupee - Value Date 2020-01-22	70.9001	70.9001	70.9001	70.9001	1	150000000
2019-12-12	CU	USDINR20200124-R17562	Non Deliverable Forward Indian Rupee - Value Date 2020-01-24	70.9148	70.9148	70.9148	70.9148	1	50000000
2019-12-12	CU	USDMYR20191218-R17563	Non Deliverable Forward Malaysian Ringgit - Value Date 2019-12-18	4.15777	4.15777	4.15777	4.15777	3	13000000
2019-12-12	CU	USDMYR20191220-R17563	Non Deliverable Forward Malaysian Ringgit - Value Date 2019-12-20	4.15834	4.15834	4.15834	4.15834	1	1000000
2019-12-12	CU	USDMYR20191223-R17563	Non Deliverable Forward Malaysian Ringgit - Value Date 2019-12-23	4.15920	4.15920	4.15920	4.15920	1	2000000
2019-12-12	CU	USDMYR20191226-R17563	Non Deliverable Forward Malaysian Ringgit - Value Date 2019-12-26	4.15933	4.15933	4.15933	4.15933	1	9000000
2019-12-12	CU	USDMYR20191227-R17563	Non Deliverable Forward Malaysian Ringgit - Value Date 2019-12-27	4.15937	4.15937	4.15937	4.15937	1	3000000
2019-12-12	CU	USDMYR20191231-R17563	Non Deliverable Forward Malaysian Ringgit - Value Date 2019-12-31	4.15953	4.15953	4.15953	4.15953	2	11000000
2019-12-12	CU	USDMYR20200102-R17563	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-01-02	4.15962	4.15962	4.15962	4.15962	1	4000000
2019-12-12	CU	USDMYR20200103-R17563	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-01-03	4.15966	4.15966	4.15966	4.15966	1	1000000
2019-12-12	CU	USDMYR20200113-R17563	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-01-13	4.16008	4.16008	4.16008	4.16008	1	1000000
2019-12-12	CU	USDMYR20200116-R17563	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-01-16	4.16020	4.16020	4.16020	4.16020	2	4000000
2019-12-12	CU	USDMYR20200310-R17563	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-03-10	4.16287	4.16287	4.16287	4.16287	1	1000000
2019-12-12	CU	USDTWD20191219-R17564	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-12-19	30.3150	30.3150	30.3150	30.3150	4	17000000
2019-12-12	CU	USDTWD20191220-R17564	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-12-20	30.3100	30.3100	30.3100	30.3100	2	9000000
2019-12-12	CU	USDTWD20191223-R17564	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-12-23	30.2950	30.2950	30.2950	30.2950	3	23000000
2019-12-12	CU	USDTWD20191224-R17564	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-12-24	30.2916	30.2916	30.2916	30.2916	3	30000000
2019-12-12	CU	USDTWD20191226-R17564	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-12-26	30.2847	30.2847	30.2847	30.2847	3	30000000
2019-12-12	CU	USDTWD20191227-R17564	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-12-27	30.2813	30.2813	30.2813	30.2813	2	24000000
2019-12-12	CU	USDTWD20191230-R17564	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-12-30	30.2711	30.2711	30.2711	30.2711	1	24000000
2019-12-12	CU	USDTWD20191231-R17564	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-12-31	30.2676	30.2676	30.2676	30.2676	2	17000000
2019-12-12	CU	USDTWD20200102-R17564	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-01-02	30.2608	30.2608	30.2608	30.2608	2	7000000
2019-12-12	CU	USDTWD20200106-R17564	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-01-06	30.2471	30.2471	30.2471	30.2471	2	25000000
2019-12-12	CU	USDTWD20200107-R17564	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-01-07	30.2437	30.2437	30.2437	30.2437	1	5000000
2019-12-12	CU	USDTWD20200108-R17564	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-01-08	30.2403	30.2403	30.2403	30.2403	1	6000000
2019-12-12	CU	USDTWD20200109-R17564	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-01-09	30.2369	30.2369	30.2369	30.2369	1	27000000
2019-12-12	CU	USDTWD20200113-R17564	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-01-13	30.2232	30.2232	30.2232	30.2232	2	31000000
2019-12-12	CU	USDTWD20200115-R17564	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-01-15	30.2164	30.2164	30.2164	30.2164	1	20000000
2019-12-12	CU	USDTWD20200116-R17564	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-01-16	30.2130	30.2130	30.2130	30.2130	1	4000000
2019-12-12	EQ	TRS_MSCI China A Inclusion Net Return USD Index_19	TRS_MSCI China A Inclusion Net Return USD Index_USD With an Eff.dt of 2019-12-16 and Mat of 2020-03-20					4	111066
2019-12-12	IR	0x1IMM LCH		1.74	1.7425	1.7425	1.7425	2	17000000000
2019-12-12	IR	0x3IMM LCH		1.895	1.895	1.895	1.895	1	2000000000
2019-12-12	IR	10Y 1M/3M		9.875	10	10	10	2	100000000
2019-12-12	IR	10Y FF/3M LCH		22.25	22.25	22.25	22.25	1	50000000
2019-12-12	IR	10Y LCH.sb		1.7325	1.7325	1.7325	1.7325	14	925000000
2019-12-12	IR	1Y FF/3M LCH		25.25	25	25	25	1	350000000
2019-12-12	IR	1Y UKRPI Outright_20201215	1Y UKRPI Outright_20201215	0.02705	0.02705	0.02705	0.02705	2	153800000
2019-12-12	IR	1Y-1Y 1M/3M		12.25	10	9.75	10	3	1750000000
2019-12-12	IR	1Y-1Y FF/3M LCH		25.25	22.75	22.75	22.75	1	500000000
2019-12-12	IR	1x4IMM LCH		1.825	1.825	1.825	1.825	1	2000000000
2019-12-12	IR	21x24IMM LCH		1.495	1.495	1.495	1.495	3	5000000000
2019-12-12	IR	25Y FF/3M LCH		22.25	22.25	22.25	22.25	1	75000000
2019-12-12	IR	2Y FF/3M LCH		23.875	24	23.875	23.875	2	950000000
2019-12-12	IR	2Y TRY/USD IRX Outright_20211216	2Y TRY/USD IRX Outright_20211216	0.112	0.112	0.1113	0.1113	3	236890000
2019-12-12	IR	2Y UKRPI Outright_20211215	2Y UKRPI Outright_20211215	0.0313	0.0313	0.0313	0.0313	2	75000000
2019-12-12	IR	2Y_BY_3M_USD-LIBOR_D0_Straddle_10800	2Y_BY_3M_USD-LIBOR_D0_Straddle_10800	0.1585	0.1585	0.1585	0.1585	1	90000000
2019-12-12	IR	2Y_BY_3M_USD-LIBOR_D0_Straddle_3600	2Y_BY_3M_USD-LIBOR_D0_Straddle_3600	0.0683	0.0683	0.0683	0.0683	1	200000000
2019-12-12	IR	30Y LCH.sb		1.9125	1.9125	1.9125	1.9125	1	50000000
2019-12-12	IR	3M DEC19 LCH.ois		1.555	1.555	1.555	1.555	1	2000000000
2019-12-12	IR	3M JAN20 LCH.ois		1.555	1.555	1.555	1.555	1	2000000000
2019-12-12	IR	3M JUN20 LCH.ois		1.555	1.555	1.555	1.555	1	2000000000
2019-12-12	IR	3M LCH.ois		1.555	1.55875	1.55375	1.55875	2	2500000000
2019-12-12	IR	3M SEP21 LCH.ois		1.555	1.555	1.555	1.555	3	5000000000
2019-12-12	IR	3M_BY_6M_EUR-EURIBOR_D0_Straddle_3600	3M_BY_6M_EUR-EURIBOR_D0_Straddle_3600	0.0172	0.0172	0.0172	0.0172	1	50000000
2019-12-12	IR	3Y LCH.sb		1.6075	1.6075	1.6075	1.6075	2	663000000
2019-12-12	IR	4Y 1M/3M		10.125	10.125	10.125	10.125	1	119000000
2019-12-12	IR	4Y CME.sb		1.6075	1.6075	1.6075	1.6075	1	1000000000
2019-12-12	IR	4Y LCH.sb		1.6075	1.6075	1.6075	1.6075	3	2000000000
2019-12-12	IR	4Y TRY/USD IRX Outright_20231216	4Y TRY/USD IRX Outright_20231216	0.111612	0.112	0.111612	0.112	2	55462400
2019-12-12	IR	5Y 1M/3M		10.125	10.125	10.125	10.125	1	96000000
2019-12-12	IR	5Y LCH.sb		1.62	1.62	1.62	1.62	14	1979000000
2019-12-12	IR	5Y TRY/USD IRX Outright_20241216	5Y TRY/USD IRX Outright_20241216	0.1113	0.1113	0.1113	0.1113	1	61846000
2019-12-12	IR	5Y_BY_3M_USD-LIBOR_D0_Straddle_3600	5Y_BY_3M_USD-LIBOR_D0_Straddle_3600	0.1039	0.1039	0.1039	0.1039	8	375000000
2019-12-12	IR	6Y FF/3M LCH		22.625	22.625	22.625	22.625	1	81000000
2019-12-12	IR	6x9IMM LCH		1.6325	1.6325	1.6325	1.6325	1	2000000000
2019-12-12	IR	7Y 1M/3M		9.875	10	10	10	1	200000000
2019-12-12	IR	8Y RUB IRS Outright_20271213	8Y RUB IRS Outright_20271213	0.069	0.069	0.069	0.069	1	1000000000
2019-12-12	IR	9Y 1M/3M		9.875	9.875	9.875	9.875	1	50000000
2019-12-12	IR	ARS_IRS_6M_ARS_LIBOR_0X96	ARS_IRS_6M_ARS_LIBOR_0X96					1	119630000
2019-12-12	IR	AUD.15Y.3M/6M_20341213	AUD.15Y.3M/6M_20341213	0.000525	0.000525	0.000525	0.000525	3	100000000
2019-12-12	IR	AUD.3M.3M_20200313	AUD.3M.3M_20200313	0.008875	0.008875	0.008875	0.008875	1	750000000
2019-12-12	IR	AUD.7Y.3M/6M_20261213	AUD.7Y.3M/6M_20261213	0.0008	0.0008	0.0008	0.0008	2	204000000
2019-12-12	IR	CAD.25Y.SB.3M_20441212	CAD.25Y.SB.3M_20441212	0.02245	0.02245	0.02245	0.02245	1	28500000
2019-12-12	IR	CAD.30Y.SB.3M_20491212	CAD.30Y.SB.3M_20491212	0.0221	0.0221	0.0221	0.0221	1	25000000
2019-12-12	IR	CAD.OIS.1T.BOC.JAN20_20200304	CAD.OIS.1T.BOC.JAN20_20200304	0.0173	0.0173	0.0173	0.0173	1	2000000000
2019-12-12	IR	CAD_OIS_CANADA OIS_4X5	CAD_OIS_CANADA OIS_4X5					1	3000000000
2019-12-12	IR	CLP.18M.SB.TNA.S.CC	CLP.18M.SB.TNA.S.CC	0.0186	0.0186	0.0186	0.0186	1	21000000000
2019-12-12	IR	CLP.3Y.SB.TNA.S.CC.ICAP	CLP.3Y.SB.TNA.S.CC.ICAP	0.0207	0.0207	0.0207	0.0207	1	7000000000
2019-12-12	IR	CLP.5Y.SB.TNA.S.B	CLP.5Y.SB.TNA.S.B	0.0248	0.02485	0.0248	0.02485	2	18000000000
2019-12-12	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12					6	208900000000
2019-12-12	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120					3	25200000000
2019-12-12	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18					4	104400000000
2019-12-12	IR	CLP_NDS_6M_USD_TNA_0X180	CLP_NDS_6M_USD_TNA_0X180					1	12850000000
2019-12-12	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24					4	119000000000
2019-12-12	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36					8	135600000000
2019-12-12	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48					2	16000000000
2019-12-12	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60					1	8200000000
2019-12-12	IR	CLP_NDS_6M_USD_TNA_0X84	CLP_NDS_6M_USD_TNA_0X84					2	8000000000
2019-12-12	IR	CLP_NDS_6M_USD_TNA_0X9	CLP_NDS_6M_USD_TNA_0X9					1	31000000000
2019-12-12	IR	COP.10Y.IBR.OIS.S.CC.iCAP	COP.10Y.IBR.OIS.S.CC.iCAP	0.05505	0.05505	0.05505	0.05505	2	44000000000
2019-12-12	IR	COP.2Y.IBR.OIS.S.CC	COP.2Y.IBR.OIS.S.CC	0.0442	0.0442	0.0442	0.0442	2	108000000000
2019-12-12	IR	COP.2Y.IBR.OIS.S.CC.ICAP	COP.2Y.IBR.OIS.S.CC.ICAP	0.0442	0.0442	0.0442	0.0442	1	36000000000
2019-12-12	IR	COP.5Y.IBR.OIS.S.CC	COP.5Y.IBR.OIS.S.CC	0.0483	0.0483	0.0483	0.0483	2	46000000000
2019-12-12	IR	COP.5Y.IBR.OIS.S.CC.ICAP	COP.5Y.IBR.OIS.S.CC.ICAP	0.04815	0.04815	0.04815	0.04815	1	38000000000
2019-12-12	IR	COP.7Y.IBR.OIS.S.CC.ICAP	COP.7Y.IBR.OIS.S.CC.ICAP	0.05105	0.05105	0.05105	0.05105	1	28700000000
2019-12-12	IR	COP_NOIS_IBR__0X120	COP_NOIS_IBR__0X120					5	99000000000
2019-12-12	IR	COP_NOIS_IBR__0X144	COP_NOIS_IBR__0X144					1	16000000000
2019-12-12	IR	COP_NOIS_IBR__0X18	COP_NOIS_IBR__0X18					1	48300000000
2019-12-12	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24					4	144000000000
2019-12-12	IR	COP_NOIS_IBR__0X3	COP_NOIS_IBR__0X3					1	407000000000
2019-12-12	IR	COP_NOIS_IBR__0X36	COP_NOIS_IBR__0X36					2	61000000000
2019-12-12	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60					2	62000000000
2019-12-12	IR	COP_NOIS_IBR__0X84	COP_NOIS_IBR__0X84					3	77300000000
2019-12-12	IR	EUR.9Y.3M_20281216	EUR.9Y.3M_20281216	-0.0005	-0.0005	-0.0005	-0.0005	1	250000000
2019-12-12	IR	EUR.9Y.6M_20281216	EUR.9Y.6M_20281216	0.000195	0.000195	0.000195	0.000195	1	250000000
2019-12-12	IR	GBP.10Y.6M.S.LL	GBP.10Y.6M.S.LL	0.009391	0.010216	0.009391	0.010216	2	50000000
2019-12-12	IR	GBP.12Y.6M_20311212	GBP.12Y.6M_20311212	0.01	0.01	0.01	0.01	1	47500000
2019-12-12	IR	GBP.15Y.6M_20341212	GBP.15Y.6M_20341212	0.01037	0.01037	0.01037	0.01037	1	77000000
2019-12-12	IR	GBP.20Y.6M_20391212	GBP.20Y.6M_20391212	0.01061	0.01061	0.01061	0.01061	1	29500000
2019-12-12	IR	GBP.5Y.3M/6M.S.LL	GBP.5Y.3M/6M.S.LL	0.00073	0.00073	0.00073	0.00073	1	50000000
2019-12-12	IR	IRO_STRADDLE_AUD_3Month BBSW_STRIKE_0.859_13-DEC-1	IRO_STRADDLE_AUD_3Month BBSW_STRIKE_0.859_13-DEC-1					1	37500000
2019-12-12	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X24	IRS_AUD_3MBBSW_AUD_6MBBSW_0X24					3	851000000
2019-12-12	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X36	IRS_AUD_3MBBSW_AUD_6MBBSW_0X36					2	434000000
2019-12-12	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X48	IRS_AUD_3MBBSW_AUD_6MBBSW_0X48					1	101500000
2019-12-12	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X72	IRS_AUD_3MBBSW_AUD_6MBBSW_0X72					1	137000000
2019-12-12	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X84	IRS_AUD_3MBBSW_AUD_6MBBSW_0X84					1	118000000
2019-12-12	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X24	IRS_AUD_3MBBSW_USD_3MUSDL_0X24					1	150000000
2019-12-12	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X36	IRS_AUD_3MBBSW_USD_3MUSDL_0X36					1	623000000
2019-12-12	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X48	IRS_AUD_3MBBSW_USD_3MUSDL_0X48					1	468500000
2019-12-12	IR	IRS_CAD_1MCADB_CAD_3MCADB_0X36	IRS_CAD_1MCADB_CAD_3MCADB_0X36					1	165500000
2019-12-12	IR	IRS_CAD_1MCADB_CAD_3MCADB_0X48	IRS_CAD_1MCADB_CAD_3MCADB_0X48					1	125000000
2019-12-12	IR	IRS_CHF_3MCHFL_USD_3MUSDL_0X60	IRS_CHF_3MCHFL_USD_3MUSDL_0X60					1	60000000
2019-12-12	IR	IRS_CLF_1TUF_CLP_CAMA_0X10	IRS_CLF_1TUF_CLP_CAMA_0X10					1	500000
2019-12-12	IR	IRS_CLF_1TUF_CLP_CAMA_0X12	IRS_CLF_1TUF_CLP_CAMA_0X12					1	300000
2019-12-12	IR	IRS_CLF_1TUF_CLP_CAMA_0X13	IRS_CLF_1TUF_CLP_CAMA_0X13					1	300000
2019-12-12	IR	IRS_CLF_1TUF_CLP_CAMA_0X5	IRS_CLF_1TUF_CLP_CAMA_0X5					1	500000
2019-12-12	IR	IRS_CLF_6MUF_CLP_CAMA_0X240	IRS_CLF_6MUF_CLP_CAMA_0X240					3	275000
2019-12-12	IR	IRS_CLF_6MUF_CLP_CAMA_0X48	IRS_CLF_6MUF_CLP_CAMA_0X48					1	300000
2019-12-12	IR	IRS_CLF_6MUF_CLP_CAMA_0X72	IRS_CLF_6MUF_CLP_CAMA_0X72					1	200000
2019-12-12	IR	IRS_CLF_6MUF_CLP_CAMA_0X84	IRS_CLF_6MUF_CLP_CAMA_0X84					1	200000
2019-12-12	IR	IRS_USD_3MUSDL_COP_IBR_0X144	IRS_USD_3MUSDL_COP_IBR_0X144					1	2100000
2019-12-12	IR	IRS_USD_3MUSDL_COP_IBR_0X180	IRS_USD_3MUSDL_COP_IBR_0X180					1	1900000
2019-12-12	IR	JPY.10Y.6M_20291216	JPY.10Y.6M_20291216	0.0009	0.0009	0.0009	0.0009	1	4940000000
2019-12-12	IR	JPY.18M.3M.XCCY.BSX_20210616	JPY.18M.3M.XCCY.BSX_20210616	-0.003325	-0.0033125	-0.003325	-0.0033125	3	105120000000
2019-12-12	IR	JPY.1Y.3M.XCCY.BSX_20201216	JPY.1Y.3M.XCCY.BSX_20201216	-0.0031	-0.0031	-0.0031	-0.0031	1	18740000000
2019-12-12	IR	JPY.20Y.6M_20391216	JPY.20Y.6M_20391216	0.0029375	0.0029375	0.0029375	0.0029375	1	2500000000
2019-12-12	IR	JPY.2Y.3M.XCCY.BSX_20211216	JPY.2Y.3M.XCCY.BSX_20211216	-0.0033625	-0.00335	-0.0033625	-0.00335	3	69360000000
2019-12-12	IR	JPY.9M.3M.XCCY.BSX_20200916	JPY.9M.3M.XCCY.BSX_20200916	-0.0030625	-0.0030625	-0.0030625	-0.0030625	1	40000000000
2019-12-12	IR	JPY.9Y.6M_20281216	JPY.9Y.6M_20281216	0.0006875	0.0006875	0.0006875	0.0006875	2	6000000000
2019-12-12	IR	LCHF_AUD_IRS_3M_AUD_BBSW_0X36	LCHF_AUD_IRS_3M_AUD_BBSW_0X36					1	100000000
2019-12-12	IR	LCHL_CAD_IRS_3M_CAD_CDOR_0X36	LCHL_CAD_IRS_3M_CAD_CDOR_0X36					2	296000000
2019-12-12	IR	LCHL_CAD_IRS_3M_CAD_CDOR_0X48	LCHL_CAD_IRS_3M_CAD_CDOR_0X48					1	100000000
2019-12-12	IR	LCHL_CAD_IRS_3M_CAD_CDOR_0X60	LCHL_CAD_IRS_3M_CAD_CDOR_0X60					2	250000000
2019-12-12	IR	LCH_AUD_IRS_3M_AUD_BBSW_3X5	LCH_AUD_IRS_3M_AUD_BBSW_3X5					1	1000000000
2019-12-12	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X108	LCH_AUD_IRS_6M_AUD_BBSW_0X108					1	55000000
2019-12-12	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120					1	100000000
2019-12-12	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X144	LCH_AUD_IRS_6M_AUD_BBSW_0X144					1	42000000
2019-12-12	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X108	LCH_CAD_IRS_3M_CAD_CDOR_0X108					1	110000000
2019-12-12	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X120	LCH_CAD_IRS_3M_CAD_CDOR_0X120					2	250000000
2019-12-12	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X144	LCH_CAD_IRS_3M_CAD_CDOR_0X144					1	85000000
2019-12-12	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X36	LCH_CAD_IRS_3M_CAD_CDOR_0X36					1	164000000
2019-12-12	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X360	LCH_CAD_IRS_3M_CAD_CDOR_0X360					1	10000000
2019-12-12	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X60	LCH_CAD_IRS_3M_CAD_CDOR_0X60					2	219000000
2019-12-12	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X72	LCH_CAD_IRS_3M_CAD_CDOR_0X72					1	200000000
2019-12-12	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X84	LCH_CAD_IRS_3M_CAD_CDOR_0X84					1	86500000
2019-12-12	IR	LCH_JPY_IRS_3M_JPY_LIBOR_0X36	LCH_JPY_IRS_3M_JPY_LIBOR_0X36					1	1370000000
2019-12-12	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X120	LCH_NZD_IRS_3M_NZD_BKBM_0X120					2	47000000
2019-12-12	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X144	LCH_NZD_IRS_3M_NZD_BKBM_0X144					2	60000000
2019-12-12	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X180	LCH_NZD_IRS_3M_NZD_BKBM_0X180					1	16500000
2019-12-12	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X24	LCH_NZD_IRS_3M_NZD_BKBM_0X24					2	296000000
2019-12-12	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X36	LCH_NZD_IRS_3M_NZD_BKBM_0X36					1	82250000
2019-12-12	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X48	LCH_NZD_IRS_3M_NZD_BKBM_0X48					3	212000000
2019-12-12	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X60	LCH_NZD_IRS_3M_NZD_BKBM_0X60					3	191500000
2019-12-12	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X84	LCH_NZD_IRS_3M_NZD_BKBM_0X84					1	30000000
2019-12-12	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X96	LCH_NZD_IRS_3M_NZD_BKBM_0X96					1	32000000
2019-12-12	IR	LCH_SGD_IRS_6M_SGD_SOR-VWAP_0X12	LCH_SGD_IRS_6M_SGD_SOR-VWAP_0X12					1	48000000
2019-12-12	IR	LCH_ZAR_IRS_3M_ZAR_JIBAR_0X12	LCH_ZAR_IRS_3M_ZAR_JIBAR_0X12					1	730000000
2019-12-12	IR	NZD.12Y.6M.3M_20311216	NZD.12Y.6M.3M_20311216	0.017475	0.017475	0.017475	0.017475	1	20000000
2019-12-12	IR	NZD.5Y.6M.3M_20241216	NZD.5Y.6M.3M_20241216	0.013325	0.013325	0.013325	0.013325	1	45000000
2019-12-12	IR	SOPT_PAYER_E_USD_3MLIBOR_60 X 420_2.041	SOPT_PAYER_E_USD_3MLIBOR_60 X 420_2.041					1	12000000
2019-12-12	IR	SOPT_RECEIVER_E_USD_3MLIBOR_60 X 420_2.041	SOPT_RECEIVER_E_USD_3MLIBOR_60 X 420_2.041					1	12000000
2019-12-12	IR	SOPT_STRADDLE_E_AUD_6MBBSW_84 X 240_1.9365	SOPT_STRADDLE_E_AUD_6MBBSW_84 X 240_1.9365					1	25000000
2019-12-12	IR	SOPT_STRADDLE_E_CAD_3MCDOR_1 X 120_2.085	SOPT_STRADDLE_E_CAD_3MCDOR_1 X 120_2.085000					2	50000000
2019-12-12	IR	USD.2Y.SB.3M	USD.2Y.SB.3M	0.016262	0.016262	0.016262	0.016262	1	149000000
2019-12-12	IR	USD.3M.OIS.JUN20	USD.3M.OIS.JUN20	0.0141	0.0141	0.0141	0.0141	1	2000000000
2019-12-12	IR	USD.3Y.SB.3M	USD.3Y.SB.3M	0.016	0.016	0.016	0.016	1	100000000
2019-12-12	IR	USD.5Y.1M/3M	USD.5Y.1M/3M	0.001012	0.001012	0.001012	0.001012	1	75000000
2019-12-12	IR	USD.7Y.FF/3M.S.LL	USD.7Y.FF/3M.S.LL	0.00225	0.00225	0.00225	0.00225	1	40000000
2019-12-12	IR	USD.7Y.FF/3M_20261216	USD.7Y.FF/3M_20261216	0.00225	0.00225	0.00225	0.00225	1	25000000
2019-12-12	IR	USD.FRA.1M.0x1_20200117	USD.FRA.1M.0x1_20200117	0.01745	0.01745	0.01745	0.01745	1	3000000000
2019-12-12	IR	USD.FRA.3M.JUN20	USD.FRA.3M.JUN20	0.016262	0.016262	0.016262	0.016262	1	2000000000
2019-12-12	IR	USD_IRS_3M_USD_LIBOR_0X480	USD_IRS_3M_USD_LIBOR_0X480					1	25000000