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
2018-12-14	CD	250865	CDXEM 30 - SEF	95.64	95.64	95.64	95.64	2	25000000
2018-12-14	CD	250868	IG31 5Y - SEF	77.8	79.8	77.45	79.8	9	475000000
2018-12-14	CD	251492	HY31 5Y - SEF	103.64	103.7	103.185	103.35	19	173000000
2018-12-14	CD	2I65BZDK5 05	CDIX_USD2I65BZDK5 05					2	25000000
2018-12-14	CD	97831	HY26 5Y - SEF	104.75	104.75	104.75	104.75	1	50000000
2018-12-14	CU	17D_USD_CAD_A_FXO_0.4221_FXO	17D_USD_CAD_A_FXO_0.4221_FXO	0.3749645	0.3749645	0.3749645	0.3749645	1	30000000
2018-12-14	CU	1M_NZD_USD_B_FXO_0.2466_FXO	1M_NZD_USD_B_FXO_0.2466_FXO	0.2321362	0.2321362	0.2321362	0.2321362	1	30000000
2018-12-14	CU	1M_USD_MXN_A_FXO_-0.2501_FXO	1M_USD_MXN_A_FXO_-0.2501_FXO	0.6272101	0.6272101	0.6272101	0.6272101	1	20000000
2018-12-14	CU	1M_USD_MXN_A_FXO_-0.5088_FXO	1M_USD_MXN_A_FXO_-0.5088_FXO	1.763204	1.763204	1.763204	1.763204	1	5000000
2018-12-14	CU	1M_USD_MXN_A_FXO_0.2501_FXO	1M_USD_MXN_A_FXO_0.2501_FXO	0.7347372	0.7347372	0.7347372	0.7347372	1	22000000
2018-12-14	CU	1M_USD_MXN_A_FXO_0.4912_FXO	1M_USD_MXN_A_FXO_0.4912_FXO	1.763204	1.763204	1.763204	1.763204	1	5000000
2018-12-14	CU	1M_USD_RUB_A_FXO_-0.4996_FXO	1M_USD_RUB_A_FXO_-0.4996_FXO	1.417793	1.417793	1.417793	1.417793	1	15000000
2018-12-14	CU	1M_USD_RUB_A_FXO_0.4997_FXO	1M_USD_RUB_A_FXO_0.4997_FXO	1.484493	1.484493	1.484493	1.484493	1	15000000
2018-12-14	CU	1M_USD_TWD_A_FXO_-0.4997_FXO	1M_USD_TWD_A_FXO_-0.4997_FXO	0.5817642	0.5817642	0.5817642	0.5817642	1	20000000
2018-12-14	CU	1M_USD_TWD_A_FXO_-0.5029_FXO	1M_USD_TWD_A_FXO_-0.5029_FXO	0.5817796	0.5817796	0.5817796	0.5817796	2	30000000
2018-12-14	CU	1M_USD_TWD_A_FXO_0.4971_FXO	1M_USD_TWD_A_FXO_0.4971_FXO	0.5817796	0.5817796	0.5817796	0.5817796	2	30000000
2018-12-14	CU	1M_USD_TWD_A_FXO_0.5001_FXO	1M_USD_TWD_A_FXO_0.5001_FXO	0.5817642	0.5817642	0.5817642	0.5817642	1	20000000
2018-12-14	CU	1W_EUR_AUD_A_FXO_-0.4544_FXO	1W_EUR_AUD_A_FXO_-0.4544_FXO	0.3508746	0.3508746	0.3508746	0.3508746	1	20000000
2018-12-14	CU	1W_EUR_AUD_A_FXO_0.5008_FXO	1W_EUR_AUD_A_FXO_0.5008_FXO	0.418159	0.418159	0.418159	0.418159	1	200000000
2018-12-14	CU	1W_EUR_PLN_A_FXO_-0.5011_FXO	1W_EUR_PLN_A_FXO_-0.5011_FXO	0.2209897	0.2209897	0.2209897	0.2209897	2	25000000
2018-12-14	CU	1W_EUR_PLN_A_FXO_0.4989_FXO	1W_EUR_PLN_A_FXO_0.4989_FXO	0.2209897	0.2209897	0.2209897	0.2209897	2	25000000
2018-12-14	CU	1W_USD_PHP_A_FXO_0.4513_FXO	1W_USD_PHP_A_FXO_0.4513_FXO	0.2486965	0.2486965	0.2486965	0.2486965	1	50000000
2018-12-14	CU	1W_USD_RUB_A_FXO_-0.5_FXO	1W_USD_RUB_A_FXO_-0.5_FXO	0.7102906	0.7102906	0.7102906	0.7102906	1	10000000
2018-12-14	CU	1W_USD_RUB_A_FXO_0.4998_FXO	1W_USD_RUB_A_FXO_0.4998_FXO	0.7260669	0.7260669	0.7260669	0.7260669	1	10000000
2018-12-14	CU	1W_USD_TRY_A_FXO_0.3451_FXO	1W_USD_TRY_A_FXO_0.3451_FXO	0.7037414	0.7037414	0.7037414	0.7037414	2	25000000
2018-12-14	CU	1W_USD_TRY_A_FXO_0.3517_FXO	1W_USD_TRY_A_FXO_0.3517_FXO	0.722966	0.722966	0.722966	0.722966	1	15000000
2018-12-14	CU	1W_USD_TRY_A_FXO_0.3628_FXO	1W_USD_TRY_A_FXO_0.3628_FXO	0.7557993	0.7557993	0.7557993	0.7557993	1	20000000
2018-12-14	CU	1W_USD_ZAR_A_FXO_0.3073_FXO	1W_USD_ZAR_A_FXO_0.3073_FXO	0.5639622	0.5639622	0.5639622	0.5639622	1	20000000
2018-12-14	CU	1Y_EUR_CNH_A_FXO_-0.4987_FXO	1Y_EUR_CNH_A_FXO_-0.4987_FXO	2.718123	2.718123	2.718123	2.718123	1	10000000
2018-12-14	CU	1Y_EUR_CNH_A_FXO_0.4989_FXO	1Y_EUR_CNH_A_FXO_0.4989_FXO	2.718123	2.718123	2.718123	2.718123	1	10000000
2018-12-14	CU	1Y_EUR_USD_B_FXO_-0.0996_FXO	1Y_EUR_USD_B_FXO_-0.0996_FXO	0.4884229	0.489961	0.4884229	0.489961	2	171000000
2018-12-14	CU	1Y_EUR_USD_B_FXO_-0.4992_FXO	1Y_EUR_USD_B_FXO_-0.4992_FXO	3.714667	3.714667	3.714667	3.714667	1	50000000
2018-12-14	CU	1Y_EUR_USD_B_FXO_-0.5005_FXO	1Y_EUR_USD_B_FXO_-0.5005_FXO	3.739806	3.739806	3.739806	3.739806	1	25000000
2018-12-14	CU	1Y_EUR_USD_B_FXO_0.0993_FXO	1Y_EUR_USD_B_FXO_0.0993_FXO	0.453657	0.453657	0.453657	0.453657	1	114000000
2018-12-14	CU	1Y_EUR_USD_B_FXO_0.0994_FXO	1Y_EUR_USD_B_FXO_0.0994_FXO	0.4550745	0.4550745	0.4550745	0.4550745	1	57000000
2018-12-14	CU	1Y_EUR_USD_B_FXO_0.4995_FXO	1Y_EUR_USD_B_FXO_0.4995_FXO	3.387806	3.387806	3.387806	3.387806	1	25000000
2018-12-14	CU	1Y_EUR_USD_B_FXO_0.5008_FXO	1Y_EUR_USD_B_FXO_0.5008_FXO	3.392667	3.392667	3.392667	3.392667	1	50000000
2018-12-14	CU	1Y_USD_CNH_A_FXO_-0.1001_FXO	1Y_USD_CNH_A_FXO_-0.1001_FXO	0.3764535	0.3764535	0.3764535	0.3764535	1	150000000
2018-12-14	CU	1Y_USD_CNH_A_FXO_-0.4992_FXO	1Y_USD_CNH_A_FXO_-0.4992_FXO	2.498576	2.498576	2.498576	2.498576	1	50000000
2018-12-14	CU	1Y_USD_CNH_A_FXO_0.1_FXO	1Y_USD_CNH_A_FXO_0.1_FXO	0.3764535	0.3764535	0.3764535	0.3764535	1	150000000
2018-12-14	CU	1Y_USD_CNH_A_FXO_0.4989_FXO	1Y_USD_CNH_A_FXO_0.4989_FXO	2.498576	2.498576	2.498576	2.498576	1	50000000
2018-12-14	CU	2M_EUR_USD_B_FXO_-0.4988_FXO	2M_EUR_USD_B_FXO_-0.4988_FXO	1.356714	1.356714	1.356714	1.356714	1	25000000
2018-12-14	CU	2M_EUR_USD_B_FXO_-0.4996_FXO	2M_EUR_USD_B_FXO_-0.4996_FXO	1.35962	1.35962	1.35962	1.35962	1	10000000
2018-12-14	CU	2M_EUR_USD_B_FXO_-0.5007_FXO	2M_EUR_USD_B_FXO_-0.5007_FXO	1.364709	1.364709	1.364709	1.364709	1	25000000
2018-12-14	CU	2M_EUR_USD_B_FXO_-0.5008_FXO	2M_EUR_USD_B_FXO_-0.5008_FXO	1.36521	1.36521	1.36521	1.36521	1	150000000
2018-12-14	CU	2M_EUR_USD_B_FXO_0.4992_FXO	2M_EUR_USD_B_FXO_0.4992_FXO	1.30921	1.30921	1.30921	1.30921	1	150000000
2018-12-14	CU	2M_EUR_USD_B_FXO_0.4993_FXO	2M_EUR_USD_B_FXO_0.4993_FXO	1.309709	1.309709	1.309709	1.309709	1	25000000
2018-12-14	CU	2M_EUR_USD_B_FXO_0.5004_FXO	2M_EUR_USD_B_FXO_0.5004_FXO	1.31362	1.31362	1.31362	1.31362	1	10000000
2018-12-14	CU	2M_EUR_USD_B_FXO_0.5012_FXO	2M_EUR_USD_B_FXO_0.5012_FXO	1.317714	1.317714	1.317714	1.317714	1	25000000
2018-12-14	CU	39D_NZD_JPY_A_FXO_0.2362_FXO	39D_NZD_JPY_A_FXO_0.2362_FXO	0.3990704	0.3990704	0.3990704	0.3990704	1	70000000
2018-12-14	CU	3D_AUD_USD_B_FXO_0.3772_FXO	3D_AUD_USD_B_FXO_0.3772_FXO	0.09021166	0.09021166	0.09021166	0.09021166	1	30000000
2018-12-14	CU	3D_AUD_USD_B_FXO_0.3994_FXO	3D_AUD_USD_B_FXO_0.3994_FXO	0.09797639	0.09797639	0.09797639	0.09797639	2	70000000
2018-12-14	CU	3D_EUR_AUD_A_FXO_-0.095_FXO	3D_EUR_AUD_A_FXO_-0.095_FXO	0.02419373	0.02419373	0.02419373	0.02419373	1	50000000
2018-12-14	CU	3D_EUR_CNH_A_FXO_-0.4826_FXO	3D_EUR_CNH_A_FXO_-0.4826_FXO	0.1280861	0.1280861	0.1280861	0.1280861	1	75000000
2018-12-14	CU	3D_EUR_USD_B_FXO_-0.2044_FXO	3D_EUR_USD_B_FXO_-0.2044_FXO	0.04301155	0.04301155	0.04301155	0.04301155	1	25000000
2018-12-14	CU	3D_EUR_USD_B_FXO_-0.3905_FXO	3D_EUR_USD_B_FXO_-0.3905_FXO	0.1483173	0.1483173	0.1483173	0.1483173	2	60000000
2018-12-14	CU	3D_EUR_USD_B_FXO_0.1811_FXO	3D_EUR_USD_B_FXO_0.1811_FXO	0.03675721	0.03675721	0.03675721	0.03675721	1	25000000
2018-12-14	CU	3D_EUR_USD_B_FXO_0.2283_FXO	3D_EUR_USD_B_FXO_0.2283_FXO	0.07100154	0.07100154	0.07100154	0.07100154	2	60000000
2018-12-14	CU	3D_EUR_USD_B_FXO_0.3566_FXO	3D_EUR_USD_B_FXO_0.3566_FXO	0.09277723	0.09277723	0.09277723	0.09277723	1	30000000
2018-12-14	CU	3D_USD_CAD_A_FXO_0.2866_FXO	3D_USD_CAD_A_FXO_0.2866_FXO	0.05033052	0.05033052	0.05033052	0.05033052	1	20000000
2018-12-14	CU	3D_USD_JPY_A_FXO_0.4806_FXO	3D_USD_JPY_A_FXO_0.4806_FXO	0.1260509	0.1260509	0.1260509	0.1260509	1	30000000
2018-12-14	CU	3D_USD_JPY_A_FXO_0.4859_FXO	3D_USD_JPY_A_FXO_0.4859_FXO	0.1299871	0.1299871	0.1299871	0.1299871	1	50000000
2018-12-14	CU	3M_EUR_USD_B_FXO_-0.4977_FXO	3M_EUR_USD_B_FXO_-0.4977_FXO	1.654898	1.654898	1.654898	1.654898	1	125000000
2018-12-14	CU	3M_EUR_USD_B_FXO_-0.5001_FXO	3M_EUR_USD_B_FXO_-0.5001_FXO	1.650876	1.650876	1.650876	1.650876	4	125000000
2018-12-14	CU	3M_EUR_USD_B_FXO_-0.5009_FXO	3M_EUR_USD_B_FXO_-0.5009_FXO	1.672091	1.672091	1.672091	1.672091	1	21000000
2018-12-14	CU	3M_EUR_USD_B_FXO_-0.5021_FXO	3M_EUR_USD_B_FXO_-0.5021_FXO	1.661606	1.661606	1.661606	1.661606	1	15000000
2018-12-14	CU	3M_EUR_USD_B_FXO_0.4979_FXO	3M_EUR_USD_B_FXO_0.4979_FXO	1.568606	1.568606	1.568606	1.568606	1	15000000
2018-12-14	CU	3M_EUR_USD_B_FXO_0.4991_FXO	3M_EUR_USD_B_FXO_0.4991_FXO	1.589091	1.589091	1.589091	1.589091	1	21000000
2018-12-14	CU	3M_EUR_USD_B_FXO_0.4999_FXO	3M_EUR_USD_B_FXO_0.4999_FXO	1.577875	1.577875	1.577875	1.577875	4	125000000
2018-12-14	CU	3M_EUR_USD_B_FXO_0.5023_FXO	3M_EUR_USD_B_FXO_0.5023_FXO	1.604898	1.604898	1.604898	1.604898	1	125000000
2018-12-14	CU	3M_USD_JPY_A_FXO_-0.1001_FXO	3M_USD_JPY_A_FXO_-0.1001_FXO	0.2052338	0.2052338	0.2052338	0.2052338	11	1253550000
2018-12-14	CU	3M_USD_JPY_A_FXO_-0.1002_FXO	3M_USD_JPY_A_FXO_-0.1002_FXO	0.2047882	0.2047882	0.2047882	0.2047882	2	80000000
2018-12-14	CU	3M_USD_JPY_A_FXO_-0.9392_FXO	3M_USD_JPY_A_FXO_-0.9392_FXO	4.070716	4.070716	4.070716	4.070716	4	19500000
2018-12-14	CU	3M_USD_JPY_A_FXO_0.0998_FXO	3M_USD_JPY_A_FXO_0.0998_FXO	0.1425487	0.1425487	0.1425487	0.1425487	2	80000000
2018-12-14	CU	3M_USD_JPY_A_FXO_0.1001_FXO	3M_USD_JPY_A_FXO_0.1001_FXO	0.1424676	0.1424676	0.1424676	0.1424676	11	1255500000
2018-12-14	CU	3M_USD_JPY_A_FXO_0.846_FXO	3M_USD_JPY_A_FXO_0.846_FXO	5.591938	5.591938	5.591938	5.591938	4	21450000
2018-12-14	CU	3W_GBP_USD_B_FXO_0.0907_FXO	3W_GBP_USD_B_FXO_0.0907_FXO	0.1133624	0.1133624	0.1133624	0.1133624	1	20000000
2018-12-14	CU	3W_GBP_USD_B_FXO_0.0962_FXO	3W_GBP_USD_B_FXO_0.0962_FXO	0.1217733	0.1217733	0.1217733	0.1217733	2	70000000
2018-12-14	CU	3W_GBP_USD_B_FXO_0.0981_FXO	3W_GBP_USD_B_FXO_0.0981_FXO	0.1246889	0.1246889	0.1246889	0.1246889	1	20000000
2018-12-14	CU	3W_USD_PHP_A_FXO_-0.1098_FXO	3W_USD_PHP_A_FXO_-0.1098_FXO	0.0609229	0.0609229	0.0609229	0.0609229	1	50000000
2018-12-14	CU	47D_MXN_JPY_A_FXO_-0.463_FXO	47D_MXN_JPY_A_FXO_-0.463_FXO	2.140704	2.140704	2.140704	2.140704	1	3100000000
2018-12-14	CU	47D_USD_MXN_A_FXO_0.473_FXO	47D_USD_MXN_A_FXO_0.473_FXO	2.034305	2.034305	2.034305	2.034305	1	150000000
2018-12-14	CU	4D_EUR_AUD_A_FXO_0.16_FXO	4D_EUR_AUD_A_FXO_0.16_FXO	0.05516076	0.05516076	0.05516076	0.05516076	1	50000000
2018-12-14	CU	4D_EUR_USD_B_FXO_-0.1982_FXO	4D_EUR_USD_B_FXO_-0.1982_FXO	0.07842496	0.07842496	0.07842496	0.07842496	4	170000000
2018-12-14	CU	4D_EUR_USD_B_FXO_-0.2102_FXO	4D_EUR_USD_B_FXO_-0.2102_FXO	0.08452927	0.08452927	0.08452927	0.08452927	1	30000000
2018-12-14	CU	4D_EUR_USD_B_FXO_0.3703_FXO	4D_EUR_USD_B_FXO_0.3703_FXO	0.1770735	0.1770735	0.1770735	0.1770735	1	30000000
2018-12-14	CU	4D_EUR_USD_B_FXO_0.3867_FXO	4D_EUR_USD_B_FXO_0.3867_FXO	0.1883902	0.1883902	0.1883902	0.1883902	4	170000000
2018-12-14	CU	4D_NZD_JPY_A_FXO_-0.2403_FXO	4D_NZD_JPY_A_FXO_-0.2403_FXO	0.1146381	0.1146381	0.1146381	0.1146381	2	80000000
2018-12-14	CU	4D_NZD_JPY_A_FXO_-0.2874_FXO	4D_NZD_JPY_A_FXO_-0.2874_FXO	0.1453575	0.1453575	0.1453575	0.1453575	1	30000000
2018-12-14	CU	4D_USD_JPY_A_FXO_0.2809_FXO	4D_USD_JPY_A_FXO_0.2809_FXO	0.07302542	0.07302542	0.07302542	0.07302542	1	30000000
2018-12-14	CU	4D_USD_TRY_A_FXO_-0.2504_FXO	4D_USD_TRY_A_FXO_-0.2504_FXO	0.2724605	0.2724605	0.2724605	0.2724605	1	30000000
2018-12-14	CU	4D_USD_TRY_A_FXO_0.2502_FXO	4D_USD_TRY_A_FXO_0.2502_FXO	0.3304069	0.3304069	0.3304069	0.3304069	1	33000000
2018-12-14	CU	4D_USD_ZAR_A_FXO_-0.1743_FXO	4D_USD_ZAR_A_FXO_-0.1743_FXO	0.1564837	0.1564837	0.1564837	0.1564837	1	20000000
2018-12-14	CU	4D_USD_ZAR_A_FXO_-0.3024_FXO	4D_USD_ZAR_A_FXO_-0.3024_FXO	0.3404769	0.3404769	0.3404769	0.3404769	1	20000000
2018-12-14	CU	4W_EUR_USD_B_FXO_-0.498_FXO	4W_EUR_USD_B_FXO_-0.498_FXO	0.8202166	0.8202166	0.8202166	0.8202166	1	10000000
2018-12-14	CU	4W_EUR_USD_B_FXO_0.502_FXO	4W_EUR_USD_B_FXO_0.502_FXO	0.8120166	0.8120166	0.8120166	0.8120166	1	10000000
2018-12-14	CU	4W_GBP_USD_B_FXO_-0.1005_FXO	4W_GBP_USD_B_FXO_-0.1005_FXO	0.1988509	0.1988509	0.1988509	0.1988509	3	100000000
2018-12-14	CU	4W_GBP_USD_B_FXO_0.0994_FXO	4W_GBP_USD_B_FXO_0.0994_FXO	0.1669086	0.1669086	0.1669086	0.1669086	3	100000000
2018-12-14	CU	5D_EUR_AUD_A_FXO_-0.2495_FXO	5D_EUR_AUD_A_FXO_-0.2495_FXO	0.1102983	0.1102983	0.1102983	0.1102983	1	50000000
2018-12-14	CU	5D_EUR_AUD_A_FXO_-0.3598_FXO	5D_EUR_AUD_A_FXO_-0.3598_FXO	0.1857005	0.1857005	0.1857005	0.1857005	1	50000000
2018-12-14	CU	5D_EUR_AUD_A_FXO_-0.374_FXO	5D_EUR_AUD_A_FXO_-0.374_FXO	0.203689	0.203689	0.203689	0.203689	1	100000000
2018-12-14	CU	5D_EUR_USD_B_FXO_0.2564_FXO	5D_EUR_USD_B_FXO_0.2564_FXO	0.122031	0.122031	0.122031	0.122031	1	50000000
2018-12-14	CU	5D_USD_ZAR_A_FXO_-0.1019_FXO	5D_USD_ZAR_A_FXO_-0.1019_FXO	0.1016373	0.1016373	0.1016373	0.1016373	1	20000000
2018-12-14	CU	5D_USD_ZAR_A_FXO_-0.1051_FXO	5D_USD_ZAR_A_FXO_-0.1051_FXO	0.1084914	0.1084914	0.1084914	0.1084914	1	50000000
2018-12-14	CU	6D_AUD_USD_B_FXO_0.1213_FXO	6D_AUD_USD_B_FXO_0.1213_FXO	0.0575204	0.0575204	0.0575204	0.0575204	1	50000000
2018-12-14	CU	6D_EUR_USD_B_FXO_-0.3591_FXO	6D_EUR_USD_B_FXO_-0.3591_FXO	0.2933865	0.2933865	0.2933865	0.2933865	2	70000000
2018-12-14	CU	6D_EUR_USD_B_FXO_0.1656_FXO	6D_EUR_USD_B_FXO_0.1656_FXO	0.09767782	0.09767782	0.09767782	0.09767782	1	30000000
2018-12-14	CU	6D_GBP_USD_B_FXO_-0.3127_FXO	6D_GBP_USD_B_FXO_-0.3127_FXO	0.3442743	0.3442743	0.3442743	0.3442743	1	15000000
2018-12-14	CU	6D_GBP_USD_B_FXO_-0.3211_FXO	6D_GBP_USD_B_FXO_-0.3211_FXO	0.3569513	0.3569513	0.3569513	0.3569513	1	30000000
2018-12-14	CU	9M_USD_MXN_A_FXO_-0.1_FXO	9M_USD_MXN_A_FXO_-0.1_FXO	0.6983305	0.6983305	0.6983305	0.6983305	1	227000000
2018-12-14	CU	9M_USD_MXN_A_FXO_-0.5259_FXO	9M_USD_MXN_A_FXO_-0.5259_FXO	5.188896	5.188896	5.188896	5.188896	1	100000000
2018-12-14	CU	9M_USD_MXN_A_FXO_0.1_FXO	9M_USD_MXN_A_FXO_0.1_FXO	0.6983305	0.6983305	0.6983305	0.6983305	1	227000000
2018-12-14	CU	9M_USD_MXN_A_FXO_0.4741_FXO	9M_USD_MXN_A_FXO_0.4741_FXO	5.188896	5.188896	5.188896	5.188896	1	100000000
2018-12-14	CU	NDF.USD.BRL.1M.S.B	NDF.USD.BRL.1M.S.B	3.904	3.904	3.904	3.904	2	200000000
2018-12-14	CU	NDF.USD.BRL.2D.S.B	NDF.USD.BRL.2D.S.B	3.90795	3.90935	3.90055	3.90055	4	100000000
2018-12-14	CU	NDF.USD.BRL.3D.S.B	NDF.USD.BRL.3D.S.B	3.90025	3.90025	3.90025	3.90025	1	12000000
2018-12-14	CU	NDF.USD.BRL.7D.S.B	NDF.USD.BRL.7D.S.B	3.9044	3.9105	3.9044	3.9104	6	226500000
2018-12-14	CU	NDF.USD.BRL.BMF1.S.B	NDF.USD.BRL.BMF1.S.B	3.9135	3.9171	3.892	3.9107	54	1275000000
2018-12-14	CU	NDF.USD.BRL.BMF2.S.B	NDF.USD.BRL.BMF2.S.B	3.91335	3.91835	3.90035	3.9146	10	430000000
2018-12-14	CU	NDF.USD.BRL.BMF3.S.B	NDF.USD.BRL.BMF3.S.B	3.9192	3.9192	3.9123	3.9123	2	150000000
2018-12-14	CU	NDF.USD.BRL.BMF5.S.B	NDF.USD.BRL.BMF5.S.B	3.9367	3.9367	3.9367	3.9367	1	20000000
2018-12-14	CU	NDF.USD.BRL.IM1.S.B	NDF.USD.BRL.IM1.S.B	3.9038	3.9091	3.89945	3.89945	5	174000000
2018-12-14	CU	NDF.USD.BRL.TODAY.S.B	NDF.USD.BRL.TODAY.S.B	3.91205	3.9121	3.9015	3.9015	5	30500000
2018-12-14	CU	NDF.USD.BRL.TOM.S.B	NDF.USD.BRL.TOM.S.B	3.9024	3.9102	3.8994	3.9102	13	152000000
2018-12-14	CU	NDF.USD.CLP.1M.S.B	NDF.USD.CLP.1M.S.B	685.0	687.3	683.1	683.1	4	9128000
2018-12-14	CU	NDF.USD.CLP.9D.S.B	NDF.USD.CLP.9D.S.B	684.5	687.05	684.5	687.05	1	19000000
2018-12-14	CU	NDF.USD.CLP.TOM.S.B	NDF.USD.CLP.TOM.S.B	685.0	687.65	684.75	687.65	4	28000000
2018-12-14	CU	NDF.USD.CNY.1D.FWD.1M.S.B	NDF.USD.CNY.1D.FWD.1M.S.B	6.9069	6.913	6.9069	6.913	4	33000000
2018-12-14	CU	NDF.USD.CNY.1M.S.B	NDF.USD.CNY.1M.S.B	6.9135	6.914	6.9095	6.9095	3	25000000
2018-12-14	CU	NDF.USD.CNY.3M.S.B	NDF.USD.CNY.3M.S.B	6.925	6.925	6.925	6.925	1	50000000
2018-12-14	CU	NDF.USD.CNY.IM1.S.B	NDF.USD.CNY.IM1.S.B	6.9	6.9	6.9	6.9	2	13000000
2018-12-14	CU	NDF.USD.CNY.TOM.S.B.	NDF.USD.CNY.TOM.S.B.	6.8929	6.8994	6.8929	6.8994	2	20000000
2018-12-14	CU	NDF.USD.IDR.1M.S.B	NDF.USD.IDR.1M.S.B	14589.0	14589.0	14589.0	14589.0	1	5000000
2018-12-14	CU	NDF.USD.IDR.3D.S.B	NDF.USD.IDR.3D.S.B	14620.0	14620.0	14620.0	14620.0	3	90100000
2018-12-14	CU	NDF.USD.IDR.IM1.S.B	NDF.USD.IDR.IM1.S.B	14568.0	14615.0	14568.0	14613.0	5	108100000
2018-12-14	CU	NDF.USD.IDR.IM2.S.B	NDF.USD.IDR.IM2.S.B	14746.0	14793.0	14746.0	14793.0	2	18000000
2018-12-14	CU	NDF.USD.INR.1D.FWD.1M.S.B	NDF.USD.INR.1D.FWD.1M.S.B	72.18	72.27	72.18	72.27	4	53000000
2018-12-14	CU	NDF.USD.INR.1M.S.B	NDF.USD.INR.1M.S.B	72.27	72.33	72.13	72.21	9	235000000
2018-12-14	CU	NDF.USD.INR.2M.S.B	NDF.USD.INR.2M.S.B	72.5235	72.5235	72.5235	72.5235	2	100000000
2018-12-14	CU	NDF.USD.INR.3D.S.B	NDF.USD.INR.3D.S.B	72.02	72.02	72.02	72.02	4	39000000
2018-12-14	CU	NDF.USD.INR.3M.S.B	NDF.USD.INR.3M.S.B	72.815	72.88	72.68	72.7	7	135000000
2018-12-14	CU	NDF.USD.INR.IM1.S.B	NDF.USD.INR.IM1.S.B	71.9	72.0	71.9	72.0	5	47000000
2018-12-14	CU	NDF.USD.INR.IM2.S.B	NDF.USD.INR.IM2.S.B	72.73	72.73	72.73	72.73	1	8000000
2018-12-14	CU	NDF.USD.INR.TOM.S.B	NDF.USD.INR.TOM.S.B	71.86	71.95	71.86	71.95	4	53000000
2018-12-14	CU	NDF.USD.KRW.1D.FWD.1M.S.B	NDF.USD.KRW.1D.FWD.1M.S.B	1131.85	1132.0	1131.0	1131.4	9	255000000
2018-12-14	CU	NDF.USD.KRW.IM1.S.B	NDF.USD.KRW.IM1.S.B	1133.43	1133.43	1133.43	1133.43	1	50000000
2018-12-14	CU	NDF.USD.KRW.TOM.S.B	NDF.USD.KRW.TOM.S.B	1134.28	1134.41	1133.81	1133.81	8	205000000
2018-12-14	CU	NDF.USD.MYR.2D.S.B	NDF.USD.MYR.2D.S.B	4.1865	4.1865	4.1865	4.1865	1	2000000
2018-12-14	CU	NDF.USD.MYR.IM1.S.B	NDF.USD.MYR.IM1.S.B	4.1875	4.1875	4.1875	4.1875	1	2000000
2018-12-14	CU	NDF.USD.PHP.1D.FWD.1M.S.B	NDF.USD.PHP.1D.FWD.1M.S.B	53.26	53.335	53.26	53.27	3	16000000
2018-12-14	CU	NDF.USD.PHP.TOM.S.B	NDF.USD.PHP.TOM.S.B	53.17	53.17	53.105	53.105	2	13000000
2018-12-14	CU	NDF.USD.RUB.12D.S.B	NDF.USD.RUB.12D.S.B	66.613	66.613	66.6	66.6	2	39000000
2018-12-14	CU	NDF.USD.RUB.1M.S.B	NDF.USD.RUB.1M.S.B	66.7	66.7	66.7	66.7	1	10000000
2018-12-14	CU	NDF.USD.RUB.7D.S.B	NDF.USD.RUB.7D.S.B	66.58	66.58	66.58	66.58	1	18000000
2018-12-14	CU	NDF.USD.TWD.1D.FWD.1M.S.B	NDF.USD.TWD.1D.FWD.1M.S.B	30.79	30.79	30.79	30.79	1	5000000
2018-12-14	CU	NDF.USD.TWD.1D.FWD.2D.S.B	NDF.USD.TWD.1D.FWD.2D.S.B	30.85	30.85	30.85	30.85	3	55000000
2018-12-14	CU	NDF.USD.TWD.31D.S.B	NDF.USD.TWD.31D.S.B	30.72	30.72	30.72	30.72	3	55000000
2018-12-14	CU	NDF.USD.TWD.3D.S.B	NDF.USD.TWD.3D.S.B	30.875	30.875	30.875	30.875	2	27000000
2018-12-14	CU	NDF.USD.TWD.IM1.S.B	NDF.USD.TWD.IM1.S.B	30.875	30.88	30.856	30.861	8	102000000
2018-12-14	CU	NDF.USD.TWD.IM2.S.B	NDF.USD.TWD.IM2.S.B	30.635	30.635	30.626	30.631	5	70000000
2018-12-14	CU	NDF_USD_ARS_1M	NDF_USD_ARS Maturing on 2019-01-18					17	72600000
2018-12-14	CU	NDF_USD_ARS_3M	NDF_USD_ARS Maturing on 2019-03-18					5	35000000
2018-12-14	CU	NDF_USD_ARS_6M	NDF_USD_ARS Maturing on 2019-06-18					1	5000000
2018-12-14	CU	NDF_USD_BRL_10D	NDF_USD_BRL Maturing on 2018-12-24					1	11500000
2018-12-14	CU	NDF_USD_BRL_12D	NDF_USD_BRL Maturing on 2018-12-26					1	59000000
2018-12-14	CU	NDF_USD_BRL_1M	NDF_USD_BRL Maturing on 2019-02-04					2	110000000
2018-12-14	CU	NDF_USD_BRL_20D	NDF_USD_BRL Maturing on 2019-01-03					62	1005500000
2018-12-14	CU	NDF_USD_BRL_4D	NDF_USD_BRL Maturing on 2018-12-18					15	370000000
2018-12-14	CU	NDF_USD_BRL_5D	NDF_USD_BRL Maturing on 2018-12-19					18	549000000
2018-12-14	CU	NDF_USD_BRL_6D	NDF_USD_BRL Maturing on 2018-12-20					4	129000000
2018-12-14	CU	NDF_USD_BRL_7D	NDF_USD_BRL Maturing on 2018-12-21					2	13500000
2018-12-14	CU	NDF_USD_CLP_12D	NDF_USD_CLP Maturing on 2018-12-26					1	16000000
2018-12-14	CU	NDF_USD_CLP_12M	NDF_USD_CLP Maturing on 2019-12-18					3	120000000
2018-12-14	CU	NDF_USD_CLP_14D	NDF_USD_CLP Maturing on 2018-12-28					1	35000000
2018-12-14	CU	NDF_USD_CLP_1M	NDF_USD_CLP Maturing on 2019-01-18					199	711000000
2018-12-14	CU	NDF_USD_CLP_3M	NDF_USD_CLP Maturing on 2019-03-18					2	40000000
2018-12-14	CU	NDF_USD_CLP_4D	NDF_USD_CLP Maturing on 2018-12-18					3	16000000
2018-12-14	CU	NDF_USD_CLP_5D	NDF_USD_CLP Maturing on 2018-12-19					15	195000000
2018-12-14	CU	NDF_USD_CLP_6D	NDF_USD_CLP Maturing on 2018-12-20					6	115000000
2018-12-14	CU	NDF_USD_CLP_7D	NDF_USD_CLP Maturing on 2018-12-21					1	35000000
2018-12-14	CU	NDF_USD_CLP_9M	NDF_USD_CLP Maturing on 2019-09-23					4	130000000
2018-12-14	CU	NDF_USD_CNY_1M	NDF_USD_CNY Maturing on 2019-01-22					3	33000000
2018-12-14	CU	NDF_USD_CNY_3M	NDF_USD_CNY Maturing on 2019-03-27					1	10000000
2018-12-14	CU	NDF_USD_CNY_5D	NDF_USD_CNY Maturing on 2018-12-19					2	13000000
2018-12-14	CU	NDF_USD_CNY_7D	NDF_USD_CNY Maturing on 2018-12-21					1	10000000
2018-12-14	CU	NDF_USD_COP_10D	NDF_USD_COP Maturing on 2018-12-24					4	83000000
2018-12-14	CU	NDF_USD_COP_12M	NDF_USD_COP Maturing on 2019-12-18					1	10000000
2018-12-14	CU	NDF_USD_COP_1M	NDF_USD_COP Maturing on 2019-01-18					65	736000000
2018-12-14	CU	NDF_USD_COP_2M	NDF_USD_COP Maturing on 2019-02-19					4	240000000
2018-12-14	CU	NDF_USD_COP_3M	NDF_USD_COP Maturing on 2019-03-18					10	177000000
2018-12-14	CU	NDF_USD_COP_4D	NDF_USD_COP Maturing on 2018-12-18					3	16000000
2018-12-14	CU	NDF_USD_COP_5D	NDF_USD_COP Maturing on 2018-12-19					3	44000000
2018-12-14	CU	NDF_USD_COP_6D	NDF_USD_COP Maturing on 2018-12-20					2	45000000
2018-12-14	CU	NDF_USD_IDR_1M	NDF_USD_IDR Maturing on 2019-01-22					3	11000000
2018-12-14	CU	NDF_USD_IDR_5D	NDF_USD_IDR Maturing on 2018-12-19					2	6000000
2018-12-14	CU	NDF_USD_INR_17D	NDF_USD_INR Maturing on 2018-12-31					4	130000000
2018-12-14	CU	NDF_USD_INR_1M	NDF_USD_INR Maturing on 2019-01-22					5	85500000
2018-12-14	CU	NDF_USD_INR_20D	NDF_USD_INR Maturing on 2019-01-03					3	100000000
2018-12-14	CU	NDF_USD_INR_3M	NDF_USD_INR Maturing on 2019-03-20					5	95000000
2018-12-14	CU	NDF_USD_INR_5D	NDF_USD_INR Maturing on 2018-12-19					5	70500000
2018-12-14	CU	NDF_USD_INR_6D	NDF_USD_INR Maturing on 2018-12-20					1	2000000
2018-12-14	CU	NDF_USD_KRW_10D	NDF_USD_KRW Maturing on 2018-12-24					1	21000000
2018-12-14	CU	NDF_USD_KRW_17D	NDF_USD_KRW Maturing on 2018-12-31					1	30000000
2018-12-14	CU	NDF_USD_KRW_1M	NDF_USD_KRW Maturing on 2019-01-18					34	361500000
2018-12-14	CU	NDF_USD_KRW_5D	NDF_USD_KRW Maturing on 2018-12-19					14	306000000
2018-12-14	CU	NDF_USD_MYR_17D	NDF_USD_MYR Maturing on 2018-12-31					1	4000000
2018-12-14	CU	NDF_USD_MYR_20D	NDF_USD_MYR Maturing on 2019-01-03					1	2000000
2018-12-14	CU	NDF_USD_MYR_27D	NDF_USD_MYR Maturing on 2019-01-10					2	4000000
2018-12-14	CU	NDF_USD_MYR_28D	NDF_USD_MYR Maturing on 2019-01-11					1	2000000
2018-12-14	CU	NDF_USD_MYR_5D	NDF_USD_MYR Maturing on 2018-12-19					1	2000000
2018-12-14	CU	NDF_USD_MYR_6D	NDF_USD_MYR Maturing on 2018-12-20					1	2000000
2018-12-14	CU	NDF_USD_PEN_1M	NDF_USD_PEN Maturing on 2019-01-18					36	160500000
2018-12-14	CU	NDF_USD_PEN_3M	NDF_USD_PEN Maturing on 2019-03-20					2	40000000
2018-12-14	CU	NDF_USD_PEN_4D	NDF_USD_PEN Maturing on 2018-12-18					3	25000000
2018-12-14	CU	NDF_USD_PEN_5D	NDF_USD_PEN Maturing on 2018-12-19					3	42000000
2018-12-14	CU	NDF_USD_PEN_6M	NDF_USD_PEN Maturing on 2019-06-18					1	10000000
2018-12-14	CU	NDF_USD_PHP_13D	NDF_USD_PHP Maturing on 2018-12-27					2	6000000
2018-12-14	CU	NDF_USD_PHP_1M	NDF_USD_PHP Maturing on 2019-01-18					17	258000000
2018-12-14	CU	NDF_USD_PHP_2M	NDF_USD_PHP Maturing on 2019-02-19					1	20000000
2018-12-14	CU	NDF_USD_PHP_3M	NDF_USD_PHP Maturing on 2019-03-20					20	437000000
2018-12-14	CU	NDF_USD_PHP_4D	NDF_USD_PHP Maturing on 2018-12-18					3	54000000
2018-12-14	CU	NDF_USD_PHP_5D	NDF_USD_PHP Maturing on 2018-12-19					13	291000000
2018-12-14	CU	NDF_USD_TWD_12M	NDF_USD_TWD Maturing on 2019-12-18					1	5000000
2018-12-14	CU	NDF_USD_TWD_1M	NDF_USD_TWD Maturing on 2019-01-22					8	80000000
2018-12-14	CU	NDF_USD_TWD_3M	NDF_USD_TWD Maturing on 2019-03-20					1	20000000
2018-12-14	CU	NDF_USD_TWD_5D	NDF_USD_TWD Maturing on 2018-12-19					6	55000000
2018-12-14	CU	USDCNY20181221-R16083	Non Deliverable Forward Chinese Renminbi - Value Date 2018-12-21	6.89235	6.89235	6.89235	6.89235	4	42000000
2018-12-14	CU	USDCNY20181224-R16083	Non Deliverable Forward Chinese Renminbi - Value Date 2018-12-24	6.89370	6.89370	6.89370	6.89370	1	6000000
2018-12-14	CU	USDCNY20181226-R16083	Non Deliverable Forward Chinese Renminbi - Value Date 2018-12-26	6.89460	6.89460	6.89460	6.89460	2	40000000
2018-12-14	CU	USDCNY20181227-R16083	Non Deliverable Forward Chinese Renminbi - Value Date 2018-12-27	6.89487	6.89487	6.89487	6.89487	2	7000000
2018-12-14	CU	USDCNY20181228-R16083	Non Deliverable Forward Chinese Renminbi - Value Date 2018-12-28	6.89514	6.89514	6.89514	6.89514	2	9000000
2018-12-14	CU	USDCNY20190102-R16083	Non Deliverable Forward Chinese Renminbi - Value Date 2019-01-02	6.89649	6.89649	6.89649	6.89649	2	7000000
2018-12-14	CU	USDCNY20190109-R16083	Non Deliverable Forward Chinese Renminbi - Value Date 2019-01-09	6.89837	6.89837	6.89837	6.89837	1	2000000
2018-12-14	CU	USDCNY20190115-R16083	Non Deliverable Forward Chinese Renminbi - Value Date 2019-01-15	6.89999	6.89999	6.89999	6.89999	1	3000000
2018-12-14	CU	USDCNY20190117-R16083	Non Deliverable Forward Chinese Renminbi - Value Date 2019-01-17	6.90053	6.90053	6.90053	6.90053	1	6000000
2018-12-14	CU	USDCNY20190118-R16083	Non Deliverable Forward Chinese Renminbi - Value Date 2019-01-18	6.90080	6.90080	6.90080	6.90080	3	12000000
2018-12-14	CU	USDCNY20190123-R16083	Non Deliverable Forward Chinese Renminbi - Value Date 2019-01-23	6.90200	6.90200	6.90200	6.90200	1	5000000
2018-12-14	CU	USDCNY20190320-R16083	Non Deliverable Forward Chinese Renminbi - Value Date 2019-03-20	6.91533	6.91533	6.91533	6.91533	1	3000000
2018-12-14	CU	USDINR20181219-R16084	Non Deliverable Forward Indian Rupee - Value Date 2018-12-19	71.7860	71.7860	71.7860	71.7860	3	45000000
2018-12-14	CU	USDINR20181220-R16084	Non Deliverable Forward Indian Rupee - Value Date 2018-12-20	71.7970	71.7970	71.7970	71.7970	4	27000000
2018-12-14	CU	USDINR20181221-R16084	Non Deliverable Forward Indian Rupee - Value Date 2018-12-21	71.8080	71.8080	71.8080	71.8080	7	84000000
2018-12-14	CU	USDINR20181224-R16084	Non Deliverable Forward Indian Rupee - Value Date 2018-12-24	71.8410	71.8410	71.8410	71.8410	2	24000000
2018-12-14	CU	USDINR20181226-R16084	Non Deliverable Forward Indian Rupee - Value Date 2018-12-26	71.8630	71.8630	71.8630	71.8630	4	39000000
2018-12-14	CU	USDINR20181227-R16084	Non Deliverable Forward Indian Rupee - Value Date 2018-12-27	71.8721	71.8721	71.8721	71.8721	2	15000000
2018-12-14	CU	USDINR20190104-R16084	Non Deliverable Forward Indian Rupee - Value Date 2019-01-04	71.9451	71.9451	71.9451	71.9451	2	22000000
2018-12-14	CU	USDINR20190107-R16084	Non Deliverable Forward Indian Rupee - Value Date 2019-01-07	71.9725	71.9725	71.9725	71.9725	3	19000000
2018-12-14	CU	USDINR20190109-R16084	Non Deliverable Forward Indian Rupee - Value Date 2019-01-09	71.9908	71.9908	71.9908	71.9908	3	13000000
2018-12-14	CU	USDINR20190111-R16084	Non Deliverable Forward Indian Rupee - Value Date 2019-01-11	72.0090	72.0090	72.0090	72.0090	1	3000000
2018-12-14	CU	USDINR20190114-R16084	Non Deliverable Forward Indian Rupee - Value Date 2019-01-14	72.0364	72.0364	72.0364	72.0364	4	58000000
2018-12-14	CU	USDINR20190115-R16084	Non Deliverable Forward Indian Rupee - Value Date 2019-01-15	72.0456	72.0456	72.0456	72.0456	1	14000000
2018-12-14	CU	USDINR20190117-R16084	Non Deliverable Forward Indian Rupee - Value Date 2019-01-17	72.0639	72.0639	72.0639	72.0639	2	3000000
2018-12-14	CU	USDINR20190118-R16084	Non Deliverable Forward Indian Rupee - Value Date 2019-01-18	72.0730	72.0730	72.0730	72.0730	4	59000000
2018-12-14	CU	USDINR20190123-R16084	Non Deliverable Forward Indian Rupee - Value Date 2019-01-23	72.1184	72.1184	72.1184	72.1184	1	80000000
2018-12-14	CU	USDINR20190124-R16084	Non Deliverable Forward Indian Rupee - Value Date 2019-01-24	72.1275	72.1275	72.1275	72.1275	2	8000000
2018-12-14	CU	USDINR20190128-R16084	Non Deliverable Forward Indian Rupee - Value Date 2019-01-28	72.1638	72.1638	72.1638	72.1638	2	17000000
2018-12-14	CU	USDKRW20181219-R16085	Non Deliverable Forward South Korean Won - Value Date 2018-12-19	1131.751	1131.751	1131.751	1131.751	5	52000000
2018-12-14	CU	USDKRW20181220-R16085	Non Deliverable Forward South Korean Won - Value Date 2018-12-20	1131.702	1131.702	1131.702	1131.702	4	56000000
2018-12-14	CU	USDKRW20181221-R16085	Non Deliverable Forward South Korean Won - Value Date 2018-12-21	1131.654	1131.654	1131.654	1131.654	3	26000000
2018-12-14	CU	USDKRW20181226-R16085	Non Deliverable Forward South Korean Won - Value Date 2018-12-26	1131.410	1131.410	1131.410	1131.410	1	10000000
2018-12-14	CU	USDKRW20181228-R16085	Non Deliverable Forward South Korean Won - Value Date 2018-12-28	1131.246	1131.246	1131.246	1131.246	1	4000000
2018-12-14	CU	USDKRW20190102-R16085	Non Deliverable Forward South Korean Won - Value Date 2019-01-02	1130.837	1130.837	1130.837	1130.837	1	5000000
2018-12-14	CU	USDKRW20190107-R16085	Non Deliverable Forward South Korean Won - Value Date 2019-01-07	1130.429	1130.429	1130.429	1130.429	3	18000000
2018-12-14	CU	USDKRW20190110-R16085	Non Deliverable Forward South Korean Won - Value Date 2019-01-10	1130.184	1130.184	1130.184	1130.184	1	1000000
2018-12-14	CU	USDKRW20190111-R16085	Non Deliverable Forward South Korean Won - Value Date 2019-01-11	1130.102	1130.102	1130.102	1130.102	2	8000000
2018-12-14	CU	USDKRW20190114-R16085	Non Deliverable Forward South Korean Won - Value Date 2019-01-14	1129.857	1129.857	1129.857	1129.857	4	39000000
2018-12-14	CU	USDKRW20190115-R16085	Non Deliverable Forward South Korean Won - Value Date 2019-01-15	1129.775	1129.775	1129.775	1129.775	4	85000000
2018-12-14	CU	USDKRW20190117-R16085	Non Deliverable Forward South Korean Won - Value Date 2019-01-17	1129.612	1129.612	1129.612	1129.612	1	5000000
2018-12-14	CU	USDKRW20190118-R16085	Non Deliverable Forward South Korean Won - Value Date 2019-01-18	1129.530	1129.530	1129.530	1129.530	4	11000000
2018-12-14	CU	USDKRW20190122-R16085	Non Deliverable Forward South Korean Won - Value Date 2019-01-22	1129.342	1129.342	1129.342	1129.342	2	20000000
2018-12-14	CU	USDKRW20190125-R16085	Non Deliverable Forward South Korean Won - Value Date 2019-01-25	1129.202	1129.202	1129.202	1129.202	3	45000000
2018-12-14	CU	USDKRW20190128-R16085	Non Deliverable Forward South Korean Won - Value Date 2019-01-28	1129.061	1129.061	1129.061	1129.061	1	10000000
2018-12-14	CU	USDKRW20190129-R16085	Non Deliverable Forward South Korean Won - Value Date 2019-01-29	1129.014	1129.014	1129.014	1129.014	2	35000000
2018-12-14	CU	USDKRW20190130-R16085	Non Deliverable Forward South Korean Won - Value Date 2019-01-30	1128.967	1128.967	1128.967	1128.967	1	10000000
2018-12-14	CU	USDKRW20190315-R16085	Non Deliverable Forward South Korean Won - Value Date 2019-03-15	1127.008	1127.008	1127.008	1127.008	1	1000000
2018-12-14	CU	USDTWD20181219-R16086	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-12-19	30.8574	30.8574	30.8574	30.8574	1	3000000
2018-12-14	CU	USDTWD20181224-R16086	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-12-24	30.8442	30.8442	30.8442	30.8442	1	4000000
2018-12-14	CU	USDTWD20181226-R16086	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-12-26	30.8390	30.8390	30.8390	30.8390	1	9000000
2018-12-14	CU	USDTWD20181227-R16086	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-12-27	30.8361	30.8361	30.8361	30.8361	1	3000000
2018-12-14	CU	USDTWD20190114-R16086	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-01-14	30.7836	30.7836	30.7836	30.7836	2	19000000
2018-12-14	CU	USDTWD20190117-R16086	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-01-17	30.7749	30.7749	30.7749	30.7749	1	19000000
2018-12-14	CU	USDTWD20190118-R16086	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-01-18	30.7720	30.7720	30.7720	30.7720	5	33000000
2018-12-14	CU	USDTWD20190219-R16086	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-02-19	30.6970	30.6970	30.6970	30.6970	1	20000000
2018-12-14	EQ	ESWP_.IXRTR_181218X190314_USD	ESWP_.IXRTR_USD With an Eff.dt of 2018-12-18 and Mat of 2019-03-14					1	42000
2018-12-14	EQ	ESWP_.NDEUMXF_181218X190315_USD	ESWP_.NDEUMXF_USD With an Eff.dt of 2018-12-18 and Mat of 2019-03-15					1	60000
2018-12-14	EQ	ESWP_.NDUEEGFL_181218X190315_USD	ESWP_.NDUEEGFL_USD With an Eff.dt of 2018-12-18 and Mat of 2019-03-15					1	496078
2018-12-14	EQ	VARS_Hang Seng China E_181214X190130_HKD_620.01	VARS_Hang Seng China Enterprises Index_HKD With an Eff.dt of 2018-12-14 and Mat of 2019-01-30					1	50000
2018-12-14	IR	10Y ANN/6s HUF IRS	10Y ANN/6s HUF IRS	0.02665	0.02665	0.02665	0.02665	1	2300000000
2018-12-14	IR	10Y Q/3s ZAR IRS	10Y Q/3s ZAR IRS	0.0848	0.0848	0.0848	0.0848	1	210000000
2018-12-14	IR	10Y TRY/USD IRX Outright	10Y TRY/USD IRX Outright	0.156	0.156	0.156	0.156	1	56532000
2018-12-14	IR	18M JPY OIS Outright (JPY.18M.TONAT.OIS)	JPY.18M.TONAT.OIS	-0.000525	-0.000525	-0.000525	-0.000525	1	45000000000
2018-12-14	IR	18M TRY/USD IRX Outright	18M TRY/USD IRX Outright	0.2065	0.2065	0.2065	0.2065	1	112980000
2018-12-14	IR	1M_BY_6M_GBP-LIBOR_D0_Straddle	1M_BY_6M_GBP-LIBOR_D0_Straddle	0.014	0.014	0.014	0.014	1	25000000
2018-12-14	IR	1Y JPY IRS Outright (JPY.1Y.6M.3M)	JPY.1Y.6M.3M	-0.0005875	-0.0005875	-0.0005875	-0.0005875	1	33780000000
2018-12-14	IR	1Y JPY OIS Outright (JPY.1Y.TONAT.OIS)	JPY.1Y.TONAT.OIS	-0.0005625	-0.0005625	-0.0005625	-0.0005625	1	33780000000
2018-12-14	IR	1Y TRY/USD IRX Outright	1Y TRY/USD IRX Outright	0.2245	0.2245	0.2245	0.2245	1	64776000
2018-12-14	IR	2Y JPY IRS Outright (JPY.2Y.6M)	JPY.2Y.6M	0.00005	0.00005	0.00005	0.00005	2	65000000000
2018-12-14	IR	2Y JPY IRS Outright (JPY.2Y.6M.3M)	JPY.2Y.6M.3M	-0.00049375	-0.00049375	-0.00049375	-0.00049375	1	16860000000
2018-12-14	IR	2Y JPY OIS Outright (JPY.2Y.TONAT.OIS)	JPY.2Y.TONAT.OIS	-0.00053125	-0.00053125	-0.00053125	-0.00053125	1	16860000000
2018-12-14	IR	2Y_BY_6M_EUR-EURIBOR_D0_Straddle	2Y_BY_6M_EUR-EURIBOR_D0_Straddle	0.0531	0.0531	0.0531	0.0531	1	156000000
2018-12-14	IR	3M_BY_6M_EUR-EURIBOR_D0_Straddle	3M_BY_6M_EUR-EURIBOR_D0_Straddle	0.0135	0.0333	0.0135	0.0333	2	125000000
2018-12-14	IR	3Y JPY IRS Outright (JPY.3Y.6M)	JPY.3Y.6M	0.0001125	0.0001125	0.0001	0.0001	3	40000000000
2018-12-14	IR	5Y ANN/6s HUF IRS	5Y ANN/6s HUF IRS	0.0183	0.0183	0.0183	0.0183	1	4200000000
2018-12-14	IR	5Y JPY IRS Outright (JPY.5Y.6M)	JPY.5Y.6M	0.0004625	0.0004625	0.0004625	0.0004625	1	2000000000
2018-12-14	IR	5Y_BY_6M_EUR-EURIBOR_D0_Straddle	5Y_BY_6M_EUR-EURIBOR_D0_Straddle	0.0989	0.0989	0.0989	0.0989	1	100000000
2018-12-14	IR	6M_BY_6M_EUR-EURIBOR_D0_Straddle	6M_BY_6M_EUR-EURIBOR_D0_Straddle	0.021	0.021	0.021	0.021	1	50000000
2018-12-14	IR	7Y TRY/USD IRX Outright	7Y TRY/USD IRX Outright	0.1675	0.1675	0.1675	0.1675	1	69992000
2018-12-14	IR	ASX_AUD_IRS_3M_AUD_BBSW_0X36	ASX_AUD_IRS_3M_AUD_BBSW_0X36					1	100000000
2018-12-14	IR	AUD.3Y.3M.MAR19.EFP	AUD.3Y.3M.MAR19.EFP	0.0204375	0.0204375	0.0204375	0.0204375	1	200000000
2018-12-14	IR	AUD.5Y.3M.XCCY.BSX	AUD.5Y.3M.XCCY.BSX	0.0031	0.0031	0.0031	0.0031	1	15000000
2018-12-14	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X12	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X12					2	4205000000
2018-12-14	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X21	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X21					1	1303000000
2018-12-14	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X24	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X24					3	3497000000
2018-12-14	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X48	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X48					1	851000000
2018-12-14	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X72	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X72					1	682000000
2018-12-14	IR	CAD.3M.CDOR.DEC19	CAD.3M.CDOR.DEC19	0.0229	0.0229	0.0229	0.0229	1	3000000000
2018-12-14	IR	CAD.3M.CDOR.DEC28	CAD.3M.CDOR.DEC28	0.022975	0.022975	0.022975	0.022975	1	500000000
2018-12-14	IR	CLP.5Y.SB.TNA.S.CC.ICAP	CLP.5Y.SB.TNA.S.CC.ICAP	0.0385	0.0385	0.0385	0.0385	1	7400000000
2018-12-14	IR	CLP.7Y.SB.TNA.S.CC.ICAP	CLP.7Y.SB.TNA.S.CC.ICAP	0.04	0.04	0.04	0.04	1	5500000000
2018-12-14	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12					1	16000000000
2018-12-14	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120					3	12100000000
2018-12-14	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24					2	25500000000
2018-12-14	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48					1	5000000000
2018-12-14	IR	CLP_NDS_6M_USD_TNA_0X6	CLP_NDS_6M_USD_TNA_0X6					1	54000000000
2018-12-14	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60					1	5000000000
2018-12-14	IR	CLP_NDS_6M_USD_TNA_0X84	CLP_NDS_6M_USD_TNA_0X84					1	4000000000
2018-12-14	IR	CME_MXN_IRS_28M_MXN_TIIE_0X119	CME_MXN_IRS_28M_MXN_TIIE_0X119					5	850000000
2018-12-14	IR	CME_MXN_IRS_28M_MXN_TIIE_0X12	CME_MXN_IRS_28M_MXN_TIIE_0X12					7	6700000000
2018-12-14	IR	CME_MXN_IRS_28M_MXN_TIIE_0X24	CME_MXN_IRS_28M_MXN_TIIE_0X24					14	9995000000
2018-12-14	IR	CME_MXN_IRS_28M_MXN_TIIE_0X35	CME_MXN_IRS_28M_MXN_TIIE_0X35					10	5460000000
2018-12-14	IR	CME_MXN_IRS_28M_MXN_TIIE_0X47	CME_MXN_IRS_28M_MXN_TIIE_0X47					1	300000000
2018-12-14	IR	CME_MXN_IRS_28M_MXN_TIIE_0X5	CME_MXN_IRS_28M_MXN_TIIE_0X5					5	19390000000
2018-12-14	IR	CME_MXN_IRS_28M_MXN_TIIE_0X59	CME_MXN_IRS_28M_MXN_TIIE_0X59					3	850000000
2018-12-14	IR	CME_MXN_IRS_28M_MXN_TIIE_0X8	CME_MXN_IRS_28M_MXN_TIIE_0X8					10	24010000000
2018-12-14	IR	COP.9M.IBR.OIS.S.CC.ICAP	COP.9M.IBR.OIS.S.CC.ICAP	0.0431	0.0431	0.0431	0.0431	1	131000000000
2018-12-14	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12					1	99000000000
2018-12-14	IR	COP_NOIS_IBR__0X18	COP_NOIS_IBR__0X18					1	44000000000
2018-12-14	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24					1	34000000000
2018-12-14	IR	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X48	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X48					1	2080000000
2018-12-14	IR	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X60	INR_NOIS_INR-FBIL-MIBOR-OIS-COMPOUND__0X60					2	3440000000
2018-12-14	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X12	IRS_AUD_3MBBSW_USD_3MUSDL_0X12					2	250000000
2018-12-14	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X120	IRS_CAD_3MCDOR_USD_3MUSDL_0X120					1	50000000
2018-12-14	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X144	IRS_CAD_3MCDOR_USD_3MUSDL_0X144					1	42500000
2018-12-14	IR	IRS_CLF_6MUF_CLP_CAMA_0X120	IRS_CLF_6MUF_CLP_CAMA_0X120					2	200000
2018-12-14	IR	IRS_USD_1MUSDL_MXN_28DMXNT_0X119	IRS_USD_1MUSDL_MXN_28DMXNT_0X119					4	36500000
2018-12-14	IR	IRS_USD_6MUSDL_CLP_CAMA_0X120	IRS_USD_6MUSDL_CLP_CAMA_0X120					2	10000000
2018-12-14	IR	IRS_ZAR_3MJIBA_USD_3MUSDL_0X9	IRS_ZAR_3MJIBA_USD_3MUSDL_0X9					1	150000000
2018-12-14	IR	JPY.10Y.3M.XCCY.BSX	JPY.10Y.3M.XCCY.BSX	-0.0050125	-0.0050125	-0.0050125	-0.0050125	1	5000000000
2018-12-14	IR	JPY.10Y.3M/6M	JPY.10Y.3M/6M	0.000625	0.000625	0.000625	0.000625	2	22260000000
2018-12-14	IR	JPY.15Y.3M/6M	JPY.15Y.3M/6M	0.0006375	0.0006375	0.0006375	0.0006375	2	15000000000
2018-12-14	IR	JPY.18M.6M.3M	JPY.18M.6M.3M	-0.000525	-0.000525	-0.000525	-0.000525	1	45000000000
2018-12-14	IR	JPY.1Y.3M.XCCY.BSX	JPY.1Y.3M.XCCY.BSX	-0.0024	-0.002375	-0.0024	-0.0023875	3	75220000000
2018-12-14	IR	JPY.2Y.3M.XCCY.BSX	JPY.2Y.3M.XCCY.BSX	-0.0031	-0.003075	-0.0031	-0.003075	2	30000000000
2018-12-14	IR	JPY.3M.IMM.Broken.SPS	JPY.3M.IMM.Broken.SPS	-0.000375	-0.000375	-0.000375	-0.000375	1	75000000000
2018-12-14	IR	JPY.3Y.3M.XCCY.BSX	JPY.3Y.3M.XCCY.BSX	-0.003675	-0.003675	-0.003675	-0.003675	1	5000000000
2018-12-14	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X12	LCH_AUD_IRS_3M_AUD_BBSW_0X12					1	150000000
2018-12-14	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X36	LCH_AUD_IRS_3M_AUD_BBSW_0X36					1	50000000
2018-12-14	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120					2	67000000
2018-12-14	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X300	LCH_AUD_IRS_6M_AUD_BBSW_0X300					2	32000000
2018-12-14	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X60	LCH_AUD_IRS_6M_AUD_BBSW_0X60					3	159500000
2018-12-14	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X72	LCH_AUD_IRS_6M_AUD_BBSW_0X72					1	50000000
2018-12-14	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X120	LCH_CAD_IRS_3M_CAD_CDOR_0X120					4	360000000
2018-12-14	IR	MYR_NDS_3M_USD_KLIBOR_0X24	MYR_NDS_3M_USD_KLIBOR_0X24					1	220000000
2018-12-14	IR	MYR_NDS_3M_USD_KLIBOR_0X36	MYR_NDS_3M_USD_KLIBOR_0X36					1	150000000
2018-12-14	IR	PEN_IRS_6M_PEN_LIBOR_0X48	PEN_IRS_6M_PEN_LIBOR_0X48					1	181089000
2018-12-14	IR	PEN_IRS_6M_PEN_LIBOR_0X96	PEN_IRS_6M_PEN_LIBOR_0X96					1	98928250
2018-12-14	IR	SOPT_STRADDLE_E_USD_3MLIBOR_60 X 360_3.02	SOPT_STRADDLE_E_USD_3MLIBOR_60 X 360_3.02					1	50000000
2018-12-14	IR	THB_NDS_6M_USD_THBFIX_0X36	THB_NDS_6M_USD_THBFIX_0X36					1	570000000
2018-12-14	IR	THB_NDS_6M_USD_THBFIX_0X60	THB_NDS_6M_USD_THBFIX_0X60					4	1750000000
2018-12-14	IR	USD.10Y.SB.3M	USD.10Y.SB.3M	0.029075	0.029287	0.029075	0.029238	6	437000000
2018-12-14	IR	USD.18M.FF/3M.S.LL	USD.18M.FF/3M.S.LL	0.003175	0.003175	0.003175	0.003175	2	750000000
2018-12-14	IR	USD.1Y.1M/3M	USD.1Y.1M/3M	0.001662	0.0017	0.001662	0.0017	3	2000000000
2018-12-14	IR	USD.1Y.OIS	USD.1Y.OIS	0.025325	0.025325	0.025325	0.025325	1	250000000
2018-12-14	IR	USD.20Y.1M/3M	USD.20Y.1M/3M	0.00105	0.00105	0.001038	0.001038	2	71000000
2018-12-14	IR	USD.25Y.1M/3M	USD.25Y.1M/3M	0.0011	0.0011	0.0011	0.0011	1	18000000
2018-12-14	IR	USD.2Y.1M/3M	USD.2Y.1M/3M	0.001337	0.001337	0.001337	0.001337	1	250000000
2018-12-14	IR	USD.2Y.FF/3M.S.LL	USD.2Y.FF/3M.S.LL	0.003125	0.003125	0.003125	0.003125	1	500000000
2018-12-14	IR	USD.2Y.SB.3M	USD.2Y.SB.3M	0.028925	0.028925	0.0287	0.0287	2	550000000
2018-12-14	IR	USD.30Y.FF/3M.S.LL	USD.30Y.FF/3M.S.LL	0.003312	0.003312	0.003312	0.003312	1	10000000
2018-12-14	IR	USD.30Y.SB.3M	USD.30Y.SB.3M	0.03	0.03	0.03	0.03	1	35000000
2018-12-14	IR	USD.3M.1M/3M.DEC18*	USD.3M.1M/3M.DEC18*	0.0029	0.0029	0.0029	0.0029	1	2000000000
2018-12-14	IR	USD.3M.1M/3M.JAN19	USD.3M.1M/3M.JAN19	0.002325	0.002325	0.002325	0.002325	1	1000000000
2018-12-14	IR	USD.3M.1M/3M.JUN19	USD.3M.1M/3M.JUN19	0.00125	0.00125	0.001238	0.001238	2	4000000000
2018-12-14	IR	USD.3M.1M/3M.MAR19	USD.3M.1M/3M.MAR19	0.001563	0.001563	0.001563	0.001563	1	1000000000
2018-12-14	IR	USD.3M.1M/3M.SEP19	USD.3M.1M/3M.SEP19	0.001138	0.001138	0.001138	0.001138	2	4000000000
2018-12-14	IR	USD.3M.AM.1M	USD.3M.AM.1M	0.025138	0.025138	0.025138	0.025138	2	10000000000
2018-12-14	IR	USD.3M.OIS	USD.3M.OIS	0.02395	0.02395	0.02395	0.02395	1	1000000000
2018-12-14	IR	USD.3M.OIS.DEC18	USD.3M.OIS.DEC18	0.024	0.024	0.024	0.024	1	2000000000
2018-12-14	IR	USD.3M.OIS.DEC19	USD.3M.OIS.DEC19	0.0258	0.0258	0.0258	0.0258	2	4000000000
2018-12-14	IR	USD.3M.OIS.MAR19	USD.3M.OIS.MAR19	0.0249	0.0249	0.0248	0.0248	3	6000000000
2018-12-14	IR	USD.3M.OIS.SEP19	USD.3M.OIS.SEP19	0.026	0.026	0.026	0.026	5	10000000000
2018-12-14	IR	USD.3Y.1M/3M	USD.3Y.1M/3M	0.00115	0.00115	0.00115	0.00115	2	1000000000
2018-12-14	IR	USD.5Y.1M/3M	USD.5Y.1M/3M	0.001012	0.001012	0.001012	0.001012	3	366000000
2018-12-14	IR	USD.5Y.FF/3M.S.LL	USD.5Y.FF/3M.S.LL	0.0031	0.0031	0.0031	0.0031	1	200000000
2018-12-14	IR	USD.5Y.SB.3M	USD.5Y.SB.3M	0.028175	0.028305	0.02817	0.028305	9	856000000
2018-12-14	IR	USD.6Y.1M/3M	USD.6Y.1M/3M	0.001012	0.001012	0.001012	0.001012	1	100000000
2018-12-14	IR	USD.6Y.FF/3M.S.LL	USD.6Y.FF/3M.S.LL	0.0031	0.0031	0.0031	0.0031	3	300000000
2018-12-14	IR	USD.7Y.1M/3M	USD.7Y.1M/3M	0.000988	0.000988	0.000988	0.000988	1	87000000
2018-12-14	IR	USD.7Y.FF/3M.S.LL	USD.7Y.FF/3M.S.LL	0.003112	0.003125	0.003112	0.003125	2	120000000
2018-12-14	IR	USD.FRA.3M.01D	USD.FRA.3M.01D	0.02805	0.02805	0.02805	0.02805	2	2500000000
2018-12-14	IR	USD.FRA.3M.07D	USD.FRA.3M.07D	0.028137	0.02815	0.028137	0.02815	3	8500000000
2018-12-14	IR	USD.FRA.3M.DEC18	USD.FRA.3M.DEC18	0.028037	0.02805	0.028037	0.02805	2	8000000000
2018-12-14	IR	USD.FRA.3M.DEC19	USD.FRA.3M.DEC19	0.028963	0.028963	0.028963	0.028963	2	4000000000
2018-12-14	IR	USD.FRA.3M.MAR19	USD.FRA.3M.MAR19	0.0279	0.0279	0.0278	0.0278	3	6000000000
2018-12-14	IR	USD.FRA.3M.SEP19	USD.FRA.3M.SEP19	0.028712	0.028712	0.028688	0.0287	5	10000000000
2018-12-14	IR	USD.JAN30FWDMAR202019.OIS	USD.JAN30FWDMAR202019.OIS	0.023975	0.023975	0.023975	0.023975	3	15000000000