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
2022-01-18	CD	276277	CDXEM 31 - SEF	98.75	98.75	98.75	98.75	2	25600000
2022-01-18	CD	295599	CDXEM 32 - SEF	98.4	98.4	98.4	98.4	1	1193000
2022-01-18	CD	337368	IG35 10Y - SEF	87.9	87.9	87.9	87.9	1	200000000
2022-01-18	CD	355947	IG36 5Y - SEF	49.15	49.15	49.15	49.15	2	143000000
2022-01-18	CD	355957	IG36 10Y - SEF	90.95	90.95	90.95	90.95	2	75000000
2022-01-18	CD	370691	S36 EUR 5Y (SEF)	53.25	54.0	53.25	53.625	57	2275000000
2022-01-18	CD	370694	S36 EUR 5Y (SEF 5:1)	53.875	53.875	53.75	53.75	4	400000000
2022-01-18	CD	371227	S36 XOVER 5Y (SEF)	264.0	266.0	262.5	263.5	37	620000000
2022-01-18	CD	371249	CDXEM 36 - SEF	94.72	98.75	94.62	94.63	17	200000000
2022-01-18	CD	371259	IG37 5Y - SEF	54.7	55.4	54.7	55.1	28	2511840000
2022-01-18	CD	371268	IG37 10Y - SEF	95.25	95.25	95.25	95.25	1	185000000
2022-01-18	CD	371941	HY37 5Y - SEF	108.125	108.125	107.98	108.01	40	695716000
2022-01-18	CD	380416	HY37 5Y IndxOpt	14.0	14.0	14.0	14.0	2	160000000
2022-01-18	CD	381568	IG37 5Y IndxOPT	3.0	3.0	3.0	3.0	2	800000000
2022-01-18	CD	CDX.EM.36.V1_60M	CDX.EM.36.V1_60M	0.9472	0.9475	0.9468	0.9468	8	115000000
2022-01-18	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	5.5388	5.57565	5.52885	5.5686	16	173250000
2022-01-18	CU	0D_NDF_USD_CLP_NDF	0D_NDF_USD_CLP_NDF	826.25	826.25	819.5	819.5	4	18500000
2022-01-18	CU	0D_NDF_USD_CNY_NDF	0D_NDF_USD_CNY_NDF	6.363	6.363	6.363	6.363	1	15000000
2022-01-18	CU	0D_NDF_USD_COP_NDF	0D_NDF_USD_COP_NDF	4035.0	4040.0	4031.44	4031.44	4	16000000
2022-01-18	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	74.61	74.61	74.5575	74.61	9	136000000
2022-01-18	CU	0D_NDF_USD_PEN_NDF	0D_NDF_USD_PEN_NDF	3.8525	3.8525	3.8525	3.8525	1	35000000
2022-01-18	CU	0D_NDF_USD_PHP_NDF	0D_NDF_USD_PHP_NDF	51.49	51.49	51.49	51.49	1	9000000
2022-01-18	CU	0D_NDF_USD_TWD_NDF	0D_NDF_USD_TWD_NDF	27.585	27.585	27.585	27.585	1	30000000
2022-01-18	CU	105D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-05-03	5.71377	5.71377	5.71377	5.71377	1	50000000
2022-01-18	CU	10D_GBP_USD_B_FXO_-0.3651_FXO	10D_GBP_USD_B_FXO_-0.3651_FXO	0.3770725	0.3770725	0.3770725	0.3770725	1	50000000
2022-01-18	CU	10D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-01-28	4042.5	4042.5	4042.5	4042.5	1	10000000
2022-01-18	CU	13D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-01-31	5.5286	5.5286	5.5286	5.5286	2	51000000
2022-01-18	CU	13D_NDF_USD_BRL_NDF	13D_NDF_USD_BRL_NDF	5.555	5.593	5.529	5.583	39	1157300000
2022-01-18	CU	13D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-01-31	4041.35	4041.35	4041.35	4041.35	1	25000000
2022-01-18	CU	13D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-01-31	3.857	3.857	3.857	3.857	1	3000000
2022-01-18	CU	13D_USD_JPY_A_FXO_0.2198_FXO	13D_USD_JPY_A_FXO_0.2198_FXO	0.1479367	0.1479367	0.1479367	0.1479367	1	50000000
2022-01-18	CU	14D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-02-01	820.9	820.9	820.9	820.9	1	20000000
2022-01-18	CU	155D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-06-22	831.05	831.05	831.05	831.05	1	10000000
2022-01-18	CU	15D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-02-02	5.555	5.59027	5.5268	5.58	58	1038200000
2022-01-18	CU	15D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-02-02	817.6	821.0	817.6	821.0	3	35000000
2022-01-18	CU	166D_NDF_USD_BRL_NDF	166D_NDF_USD_BRL_NDF	5.7726	5.83316	5.7726	5.83316	3	110000000
2022-01-18	CU	168D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-07-05	5.842	5.842	5.82194	5.82194	2	100000000
2022-01-18	CU	16D_AUD_JPY_A_FXO_0.3452_FXO	16D_AUD_JPY_A_FXO_0.3452_FXO	0.4876203	0.4876203	0.4876203	0.4876203	1	50000000
2022-01-18	CU	16D_USD_JPY_A_FXO_-0.1756_FXO	16D_USD_JPY_A_FXO_-0.1756_FXO	0.1392507	0.1392507	0.1392507	0.1392507	1	30000000
2022-01-18	CU	16D_USD_JPY_A_FXO_-0.1772_FXO	16D_USD_JPY_A_FXO_-0.1772_FXO	0.1407878	0.1407878	0.1407878	0.1407878	1	20000000
2022-01-18	CU	16D_USD_JPY_A_FXO_0.4607_FXO	16D_USD_JPY_A_FXO_0.4607_FXO	0.4782583	0.4782583	0.4782583	0.4782583	1	20000000
2022-01-18	CU	16D_USD_JPY_A_FXO_0.4632_FXO	16D_USD_JPY_A_FXO_0.4632_FXO	0.4822834	0.4822834	0.4822834	0.4822834	1	30000000
2022-01-18	CU	16D_USD_KRW_A_FXO_0.4949_FXO	16D_USD_KRW_A_FXO_0.4949_FXO	0.5387484	0.5387484	0.5387484	0.5387484	1	20000000
2022-01-18	CU	181D_NDF_USD_CNY_NDF	181D_NDF_USD_CNY_NDF	6.4258	6.4258	6.4258	6.4258	1	33000000
2022-01-18	CU	182D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-07-19	52.56	52.56	52.56	52.56	1	50000000
2022-01-18	CU	183D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-07-20	838.6	838.6	838.6	838.6	2	20000000
2022-01-18	CU	183D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-07-20	76.39	76.39	76.39	76.39	1	20000000
2022-01-18	CU	183D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-07-20	3.917	3.917	3.917	3.917	1	10000000
2022-01-18	CU	19D_NDF_USD_CLP_NDF	19D_NDF_USD_CLP_NDF	820.75	820.75	820.75	820.75	1	9000000
2022-01-18	CU	1D_EUR_USD_B_FXO_-0.2391_FXO	1D_EUR_USD_B_FXO_-0.2391_FXO	0.052224	0.052224	0.052224	0.052224	1	50000000
2022-01-18	CU	1D_USD_JPY_A_FXO_-0.2041_FXO	1D_USD_JPY_A_FXO_-0.2041_FXO	0.0434381	0.0434381	0.0434381	0.0434381	1	20000000
2022-01-18	CU	1D_USD_JPY_A_FXO_-0.2251_FXO	1D_USD_JPY_A_FXO_-0.2251_FXO	0.0509978	0.0509978	0.0509978	0.0509978	1	20000000
2022-01-18	CU	1D_USD_JPY_A_FXO_-0.3242_FXO	1D_USD_JPY_A_FXO_-0.3242_FXO	0.0968227	0.0968227	0.0968227	0.0968227	1	30000000
2022-01-18	CU	1D_USD_JPY_A_FXO_-0.4446_FXO	1D_USD_JPY_A_FXO_-0.4446_FXO	0.1218245	0.1218245	0.1218245	0.1218245	2	75000000
2022-01-18	CU	1M_AUD_SGD_A_FXO_-0.5012_FXO	1M_AUD_SGD_A_FXO_-0.5012_FXO	0.7091752	0.7091752	0.7091752	0.7091752	1	10000000
2022-01-18	CU	1M_AUD_SGD_A_FXO_0.4987_FXO	1M_AUD_SGD_A_FXO_0.4987_FXO	0.7091752	0.7091752	0.7091752	0.7091752	1	10000000
2022-01-18	CU	1M_AUD_USD_B_FXO_0.4783_FXO	1M_AUD_USD_B_FXO_0.4783_FXO	0.6656776	0.6656776	0.6656776	0.6656776	1	15000000
2022-01-18	CU	1M_EUR_USD_B_FXO_-0.4975_FXO	1M_EUR_USD_B_FXO_-0.4975_FXO	0.7551425	0.7551425	0.7551425	0.7551425	2	35000000
2022-01-18	CU	1M_EUR_USD_B_FXO_0.5025_FXO	1M_EUR_USD_B_FXO_0.5025_FXO	0.7511424	0.7511424	0.7511424	0.7511424	2	35000000
2022-01-18	CU	1M_USD_BRL_A_FXO_-0.5084_FXO	1M_USD_BRL_A_FXO_-0.5084_FXO	1.686879	1.686879	1.686879	1.686879	1	15000000
2022-01-18	CU	1M_USD_BRL_A_FXO_0.4916_FXO	1M_USD_BRL_A_FXO_0.4916_FXO	1.686879	1.686879	1.686879	1.686879	1	15000000
2022-01-18	CU	1W_AUD_USD_B_FXO_-0.4916_FXO	1W_AUD_USD_B_FXO_-0.4916_FXO	0.2970058	0.2970058	0.2970058	0.2970058	1	15000000
2022-01-18	CU	1W_AUD_USD_B_FXO_0.5084_FXO	1W_AUD_USD_B_FXO_0.5084_FXO	0.3090058	0.3090058	0.3090058	0.3090058	1	15000000
2022-01-18	CU	1W_EUR_JPY_A_FXO_0.4783_FXO	1W_EUR_JPY_A_FXO_0.4783_FXO	0.3343247	0.3343247	0.3343247	0.3343247	1	20000000
2022-01-18	CU	1W_USD_BRL_A_FXO_0.3701_FXO	1W_USD_BRL_A_FXO_0.3701_FXO	0.4624188	0.4624188	0.4624188	0.4624188	1	20000000
2022-01-18	CU	1W_USD_CAD_A_FXO_0.1334_FXO	1W_USD_CAD_A_FXO_0.1334_FXO	0.0657461	0.0657461	0.0657461	0.0657461	1	50000000
2022-01-18	CU	1Y_GBP_USD_B_FXO_-0.1011_FXO	1Y_GBP_USD_B_FXO_-0.1011_FXO	0.5508673	0.5508673	0.5508673	0.5508673	1	28000000
2022-01-18	CU	1Y_GBP_USD_B_FXO_-0.5002_FXO	1Y_GBP_USD_B_FXO_-0.5002_FXO	4.115963	4.115963	4.115963	4.115963	1	10000000
2022-01-18	CU	1Y_GBP_USD_B_FXO_0.1006_FXO	1Y_GBP_USD_B_FXO_0.1006_FXO	0.5116562	0.5116562	0.5116562	0.5116562	1	28000000
2022-01-18	CU	1Y_GBP_USD_B_FXO_0.4998_FXO	1Y_GBP_USD_B_FXO_0.4998_FXO	3.752963	3.752963	3.752963	3.752963	1	10000000
2022-01-18	CU	1Y_USD_IDR_A_FXO_-0.2499_FXO	1Y_USD_IDR_A_FXO_-0.2499_FXO	1.098287	1.098287	1.098287	1.098287	1	30000000
2022-01-18	CU	1Y_USD_IDR_A_FXO_0.2499_FXO	1Y_USD_IDR_A_FXO_0.2499_FXO	1.483593	1.483593	1.483593	1.483593	1	30000000
2022-01-18	CU	1Y_USD_JPY_A_FXO_-0.4983_FXO	1Y_USD_JPY_A_FXO_-0.4983_FXO	2.572672	2.572672	2.572672	2.572672	2	11000000
2022-01-18	CU	1Y_USD_JPY_A_FXO_0.4993_FXO	1Y_USD_JPY_A_FXO_0.4993_FXO	2.808966	2.808966	2.808966	2.808966	2	11000000
2022-01-18	CU	1Y_USD_TWD_A_FXO_-0.25_FXO	1Y_USD_TWD_A_FXO_-0.25_FXO	0.843768	0.843768	0.843768	0.843768	1	50000000
2022-01-18	CU	1Y_USD_TWD_A_FXO_0.2498_FXO	1Y_USD_TWD_A_FXO_0.2498_FXO	0.9327249	0.9327249	0.9327249	0.9327249	1	50000000
2022-01-18	CU	21D_NDF_USD_CLP_NDF	21D_NDF_USD_CLP_NDF	820.98	820.98	820.98	820.98	1	9000000
2022-01-18	CU	24D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-02-11	4049.58	4049.58	4047.84	4047.84	2	4325397
2022-01-18	CU	257D_NDF_USD_BRL_NDF	257D_NDF_USD_BRL_NDF	5.94693	5.94693	5.94693	5.94693	1	50000000
2022-01-18	CU	25D_NDF_USD_CLP_NDF	25D_NDF_USD_CLP_NDF	821.0	821.0	821.0	821.0	1	15000000
2022-01-18	CU	273D_NDF_USD_PEN_NDF	273D_NDF_USD_PEN_NDF	3.952	3.952	3.952	3.952	1	20000000
2022-01-18	CU	274D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-10-19	52.87	52.87	52.87	52.87	2	15000000
2022-01-18	CU	275D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-10-20	847.25	852.5	847.25	852.5	3	30000000
2022-01-18	CU	275D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-10-20	4185.0	4198.5	4185.0	4198.5	2	20000000
2022-01-18	CU	275D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-10-20	3.958	3.958	3.958	3.958	2	20000000
2022-01-18	CU	275D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-10-20	26.945	26.945	26.945	26.945	1	15000000
2022-01-18	CU	27D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-02-14	4038.6	4038.6	4038.6	4038.6	1	2981231
2022-01-18	CU	287D_EUR_USD_B_FXO_0.3468_FXO	287D_EUR_USD_B_FXO_0.3468_FXO	1.34007	1.34007	1.34007	1.34007	1	50000000
2022-01-18	CU	28D_NDF_USD_CLP_NDF	28D_NDF_USD_CLP_NDF	821.45	821.45	821.45	821.45	1	15000000
2022-01-18	CU	2D_EUR_USD_B_FXO_-0.1954_FXO	2D_EUR_USD_B_FXO_-0.1954_FXO	0.0596483	0.0596483	0.0596483	0.0596483	1	50000000
2022-01-18	CU	2D_EUR_USD_B_FXO_-0.3382_FXO	2D_EUR_USD_B_FXO_-0.3382_FXO	0.1189009	0.1189009	0.1189009	0.1189009	1	50000000
2022-01-18	CU	2D_EUR_USD_B_FXO_-0.3634_FXO	2D_EUR_USD_B_FXO_-0.3634_FXO	0.1358218	0.1358218	0.1358218	0.1358218	2	125000000
2022-01-18	CU	2D_EUR_USD_B_FXO_-0.3984_FXO	2D_EUR_USD_B_FXO_-0.3984_FXO	0.1548631	0.1548631	0.1548631	0.1548631	1	20000000
2022-01-18	CU	2D_EUR_USD_B_FXO_-0.4126_FXO	2D_EUR_USD_B_FXO_-0.4126_FXO	0.1629725	0.1629725	0.1629725	0.1629725	1	205000000
2022-01-18	CU	2D_EUR_USD_B_FXO_0.3344_FXO	2D_EUR_USD_B_FXO_0.3344_FXO	0.1183104	0.1183104	0.1183104	0.1183104	1	205000000
2022-01-18	CU	2D_EUR_USD_B_FXO_0.3481_FXO	2D_EUR_USD_B_FXO_0.3481_FXO	0.1251357	0.1251357	0.1251357	0.1251357	1	20000000
2022-01-18	CU	2D_EUR_USD_B_FXO_0.3831_FXO	2D_EUR_USD_B_FXO_0.3831_FXO	0.1434124	0.1434124	0.1434124	0.1434124	2	125000000
2022-01-18	CU	2D_EUR_USD_B_FXO_0.3849_FXO	2D_EUR_USD_B_FXO_0.3849_FXO	0.1466169	0.1466169	0.1466169	0.1466169	1	30000000
2022-01-18	CU	2D_GBP_USD_B_FXO_-0.2142_FXO	2D_GBP_USD_B_FXO_-0.2142_FXO	0.1008262	0.1008262	0.1008262	0.1008262	1	20000000
2022-01-18	CU	2D_GBP_USD_B_FXO_-0.3697_FXO	2D_GBP_USD_B_FXO_-0.3697_FXO	0.1849832	0.1849832	0.1849832	0.1849832	1	20000000
2022-01-18	CU	2D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-01-20	5.5388	5.5389	5.5208	5.5208	12	238000000
2022-01-18	CU	2D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-01-20	827.0	827.0	825.0	825.0	5	42000000
2022-01-18	CU	2D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-01-20	4020.0	4035.0	4020.0	4030.0	4	22000000
2022-01-18	CU	2D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-01-20	3.85	3.85	3.85	3.85	4	38000000
2022-01-18	CU	2D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-01-20	51.47	51.47	51.45	51.45	11	46000000
2022-01-18	CU	2D_USD_CAD_A_FXO_-0.3473_FXO	2D_USD_CAD_A_FXO_-0.3473_FXO	0.1419689	0.1419689	0.1419689	0.1419689	1	40000000
2022-01-18	CU	2D_USD_JPY_A_FXO_0.4346_FXO	2D_USD_JPY_A_FXO_0.4346_FXO	0.1625265	0.1625265	0.1625265	0.1625265	2	75000000
2022-01-18	CU	2D_USD_KRW_A_FXO_0.4676_FXO	2D_USD_KRW_A_FXO_0.4676_FXO	0.1915753	0.1915753	0.1915753	0.1915753	1	30000000
2022-01-18	CU	2M_AUD_USD_B_FXO_-0.4979_FXO	2M_AUD_USD_B_FXO_-0.4979_FXO	1.006045	1.006734	1.006045	1.006734	4	50000000
2022-01-18	CU	2M_AUD_USD_B_FXO_0.5021_FXO	2M_AUD_USD_B_FXO_0.5021_FXO	0.9760447	0.9767344	0.9760447	0.9767344	4	50000000
2022-01-18	CU	2M_EUR_GBP_A_FXO_-0.2459_FXO	2M_EUR_GBP_A_FXO_-0.2459_FXO	0.2920844	0.2920844	0.2920844	0.2920844	1	50000000
2022-01-18	CU	2M_EUR_GBP_A_FXO_-0.2535_FXO	2M_EUR_GBP_A_FXO_-0.2535_FXO	0.3039895	0.3039895	0.3039895	0.3039895	1	30000000
2022-01-18	CU	2M_EUR_GBP_A_FXO_0.2517_FXO	2M_EUR_GBP_A_FXO_0.2517_FXO	0.3472298	0.3472298	0.3472298	0.3472298	1	50000000
2022-01-18	CU	2M_EUR_GBP_A_FXO_0.2532_FXO	2M_EUR_GBP_A_FXO_0.2532_FXO	0.3500111	0.3500111	0.3500111	0.3500111	1	30000000
2022-01-18	CU	2M_EUR_USD_B_FXO_-0.4967_FXO	2M_EUR_USD_B_FXO_-0.4967_FXO	1.037773	1.037773	1.037773	1.037773	1	5000000
2022-01-18	CU	2M_EUR_USD_B_FXO_0.5033_FXO	2M_EUR_USD_B_FXO_0.5033_FXO	1.029773	1.029773	1.029773	1.029773	1	5000000
2022-01-18	CU	2M_GBP_USD_B_FXO_-0.1001_FXO	2M_GBP_USD_B_FXO_-0.1001_FXO	0.194905	0.194905	0.194905	0.194905	2	80000000
2022-01-18	CU	2M_GBP_USD_B_FXO_0.1003_FXO	2M_GBP_USD_B_FXO_0.1003_FXO	0.1559921	0.1559921	0.1559921	0.1559921	2	80000000
2022-01-18	CU	2M_USD_CNH_A_FXO_-0.2493_FXO	2M_USD_CNH_A_FXO_-0.2493_FXO	0.2050449	0.2050449	0.2050449	0.2050449	1	100000000
2022-01-18	CU	2M_USD_CNH_A_FXO_0.2502_FXO	2M_USD_CNH_A_FXO_0.2502_FXO	0.2226939	0.2226939	0.2226939	0.2226939	1	100000000
2022-01-18	CU	2M_USD_SGD_A_FXO_-0.3753_FXO	2M_USD_SGD_A_FXO_-0.3753_FXO	0.3912665	0.3912665	0.3912665	0.3912665	1	50000000
2022-01-18	CU	2W_AUD_JPY_A_FXO_-0.1421_FXO	2W_AUD_JPY_A_FXO_-0.1421_FXO	0.1672371	0.1672371	0.1672371	0.1672371	1	105000000
2022-01-18	CU	2W_EUR_JPY_A_FXO_-0.4713_FXO	2W_EUR_JPY_A_FXO_-0.4713_FXO	0.445917	0.445917	0.445917	0.445917	1	50000000
2022-01-18	CU	2W_EUR_JPY_A_FXO_-0.5468_FXO	2W_EUR_JPY_A_FXO_-0.5468_FXO	0.5631402	0.5631402	0.5631402	0.5631402	1	30000000
2022-01-18	CU	30D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-02-17	27.56	27.56	27.56	27.56	1	22000000
2022-01-18	CU	31D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-02-18	4051.24	4051.24	4051.24	4051.24	1	4643143
2022-01-18	CU	32D_NDF_USD_CNY_NDF	32D_NDF_USD_CNY_NDF	6.376	6.376	6.376	6.376	1	15000000
2022-01-18	CU	32D_NDF_USD_INR_NDF	32D_NDF_USD_INR_NDF	74.87	74.87	74.82	74.87	9	136000000
2022-01-18	CU	32D_NDF_USD_TWD_NDF	32D_NDF_USD_TWD_NDF	27.51	27.51	27.51	27.51	1	30000000
2022-01-18	CU	33D_NDF_USD_CLP_NDF	33D_NDF_USD_CLP_NDF	829.0	829.0	817.0	822.0	17	77500000
2022-01-18	CU	33D_NDF_USD_CNY_NDF	33D_NDF_USD_CNY_NDF	6.3705	6.3705	6.3705	6.3705	1	23000000
2022-01-18	CU	33D_NDF_USD_COP_NDF	33D_NDF_USD_COP_NDF	4050.6	4055.75	4045.0	4048.5	9	69000000
2022-01-18	CU	33D_NDF_USD_INR_NDF	33D_NDF_USD_INR_NDF	74.6715	74.82	74.6715	74.82	6	197000000
2022-01-18	CU	33D_NDF_USD_KRW_NDF	33D_NDF_USD_KRW_NDF	1193.5	1194.1	1193.5	1194.1	6	192400000
2022-01-18	CU	33D_NDF_USD_PEN_NDF	33D_NDF_USD_PEN_NDF	3.8525	3.864	3.8525	3.864	4	55000000
2022-01-18	CU	33D_NDF_USD_PHP_NDF	33D_NDF_USD_PHP_NDF	51.83	51.83	51.77	51.77	2	14000000
2022-01-18	CU	33D_NDF_USD_TWD_NDF	33D_NDF_USD_TWD_NDF	27.51	27.525	27.5	27.525	4	60000000
2022-01-18	CU	33D_NDF_USD_VND_NDF	33D_NDF_USD_VND_NDF	22860.0	22860.0	22860.0	22860.0	1	5000000
2022-01-18	CU	349D_NDF_USD_BRL_NDF	349D_NDF_USD_BRL_NDF	6.0896	6.091	6.0896	6.091	2	60000000
2022-01-18	CU	351D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2023-01-04	6.12062	6.13587	6.12062	6.13587	2	100000000
2022-01-18	CU	35D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-02-22	829.8	829.8	816.75	821.15	292	1507500000
2022-01-18	CU	35D_NDF_USD_CNY	NDF_USD_CNY Maturing on 2022-02-22	6.3708	6.3748	6.3708	6.3748	3	80000000
2022-01-18	CU	35D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-02-22	4035.5	4066.85	4035.5	4053.5	137	565608060
2022-01-18	CU	35D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-02-22	74.85	74.875	74.82	74.875	6	166000000
2022-01-18	CU	35D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-02-22	1192.2	1194.2	1192.2	1194.2	2	85000000
2022-01-18	CU	35D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-02-22	3.8565	3.875	3.845	3.875	49	232000000
2022-01-18	CU	35D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-02-22	51.8	51.82	51.8	51.8	7	52000000
2022-01-18	CU	35D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-02-22	27.51	27.52	27.51	27.52	1	25000000
2022-01-18	CU	35D_USD_KRW_A_FXO_-0.2695_FXO	35D_USD_KRW_A_FXO_-0.2695_FXO	0.3069552	0.3069552	0.3069552	0.3069552	1	100000000
2022-01-18	CU	365D_NDF_USD_CNY_NDF	365D_NDF_USD_CNY_NDF	6.4775	6.4775	6.4775	6.4775	2	41000000
2022-01-18	CU	365D_NDF_USD_INR_NDF	365D_NDF_USD_INR_NDF	77.97	78.0825	77.97	78.0825	2	62000000
2022-01-18	CU	365D_NDF_USD_KRW_NDF	365D_NDF_USD_KRW_NDF	1196.5	1197.2	1196.5	1197.2	6	192400000
2022-01-18	CU	365D_NDF_USD_PEN_NDF	365D_NDF_USD_PEN_NDF	3.989	3.989	3.989	3.989	1	10000000
2022-01-18	CU	367D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-01-20	864.25	864.25	864.25	864.25	1	30000000
2022-01-18	CU	367D_NDF_USD_CNY	NDF_USD_CNY Maturing on 2023-01-20	6.4795	6.4795	6.4785	6.4785	4	95000000
2022-01-18	CU	367D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2023-01-20	26.77	26.77	26.77	26.77	1	15000000
2022-01-18	CU	37D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-02-24	4059.0	4059.0	4059.0	4059.0	1	20000000
2022-01-18	CU	37D_NZD_USD_B_FXO_0.4395_FXO	37D_NZD_USD_B_FXO_0.4395_FXO	0.5933502	0.5933502	0.5933502	0.5933502	1	50000000
2022-01-18	CU	38D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-02-25	4059.54	4059.54	4059.54	4059.54	2	40000000
2022-01-18	CU	38D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-02-25	27.54	27.54	27.54	27.54	1	22000000
2022-01-18	CU	39D_NDF_USD_INR_NDF	39D_NDF_USD_INR_NDF	74.71	74.71	74.71	74.71	1	25000000
2022-01-18	CU	3D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-01-21	5.5285	5.5595	5.5285	5.5595	4	71500000
2022-01-18	CU	3D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-01-21	822.0	822.75	815.0	818.5	17	93000000
2022-01-18	CU	3D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-01-21	4033.0	4041.58	4031.0	4041.58	13	234645745
2022-01-18	CU	3D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-01-21	74.61	74.61	74.5575	74.5575	2	8000000
2022-01-18	CU	3D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-01-21	1191.32	1193.5	1191.32	1193.3	3	135000000
2022-01-18	CU	3D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-01-21	3.855	3.855	3.855	3.855	2	23000000
2022-01-18	CU	3D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-01-21	51.505	51.505	51.495	51.495	7	49000000
2022-01-18	CU	3D_USD_CAD_A_FXO_0.4755_FXO	3D_USD_CAD_A_FXO_0.4755_FXO	0.2518585	0.2518585	0.2518585	0.2518585	3	80000000
2022-01-18	CU	3D_USD_CAD_A_FXO_0.4894_FXO	3D_USD_CAD_A_FXO_0.4894_FXO	0.2633892	0.2633892	0.2633892	0.2633892	1	60000000
2022-01-18	CU	3D_USD_SGD_A_FXO_-0.3733_FXO	3D_USD_SGD_A_FXO_-0.3733_FXO	0.0945922	0.0945922	0.0945922	0.0945922	1	55000000
2022-01-18	CU	3M_EUR_GBP_A_FXO_-0.2481_FXO	3M_EUR_GBP_A_FXO_-0.2481_FXO	0.3713682	0.3713682	0.3713682	0.3713682	1	30000000
2022-01-18	CU	3M_EUR_GBP_A_FXO_0.2473_FXO	3M_EUR_GBP_A_FXO_0.2473_FXO	0.4268733	0.4268733	0.4268733	0.4268733	1	30000000
2022-01-18	CU	3M_EUR_USD_B_FXO_-0.2481_FXO	3M_EUR_USD_B_FXO_-0.2481_FXO	0.5097708	0.5097708	0.5097708	0.5097708	1	50000000
2022-01-18	CU	3M_EUR_USD_B_FXO_0.2507_FXO	3M_EUR_USD_B_FXO_0.2507_FXO	0.4706799	0.4706799	0.4706799	0.4706799	1	50000000
2022-01-18	CU	3M_USD_CAD_A_FXO_-0.499_FXO	3M_USD_CAD_A_FXO_-0.499_FXO	1.30581	1.30581	1.30581	1.30581	2	35000000
2022-01-18	CU	3M_USD_CAD_A_FXO_-0.5008_FXO	3M_USD_CAD_A_FXO_-0.5008_FXO	1.303861	1.303861	1.303861	1.303861	1	15000000
2022-01-18	CU	3M_USD_CAD_A_FXO_0.4987_FXO	3M_USD_CAD_A_FXO_0.4987_FXO	1.350202	1.350202	1.350202	1.350202	1	15000000
2022-01-18	CU	3M_USD_CAD_A_FXO_0.5004_FXO	3M_USD_CAD_A_FXO_0.5004_FXO	1.368047	1.368047	1.368047	1.368047	2	35000000
2022-01-18	CU	3W_GBP_USD_B_FXO_-0.3829_FXO	3W_GBP_USD_B_FXO_-0.3829_FXO	0.5598429	0.5598429	0.5598429	0.5598429	1	33500000
2022-01-18	CU	3Y_USD_IDR_A_FXO_-0.2501_FXO	3Y_USD_IDR_A_FXO_-0.2501_FXO	2.031289	2.031289	2.031289	2.031289	1	17000000
2022-01-18	CU	3Y_USD_IDR_A_FXO_0.25_FXO	3Y_USD_IDR_A_FXO_0.25_FXO	2.84104	2.84104	2.84104	2.84104	1	17000000
2022-01-18	CU	42D_NDF_USD_BRL_NDF	42D_NDF_USD_BRL_NDF	5.5687	5.636	5.5687	5.636	13	700250000
2022-01-18	CU	43D_NDF_USD_INR_NDF	43D_NDF_USD_INR_NDF	74.71	74.71	74.71	74.71	1	20000000
2022-01-18	CU	44D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-03-03	5.5717	5.639	5.5717	5.6289	4	96000000
2022-01-18	CU	45D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-03-04	51.89	51.89	51.89	51.89	1	20000000
2022-01-18	CU	4D_NDF_USD_COP_NDF	4D_NDF_USD_COP_NDF	4032.0	4032.0	4032.0	4032.0	2	16000000
2022-01-18	CU	4D_NDF_USD_PEN_NDF	4D_NDF_USD_PEN_NDF	3.8527	3.8675	3.8527	3.8675	2	41000000
2022-01-18	CU	533D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2023-07-05	6.391	6.43581	6.391	6.43581	3	125000000
2022-01-18	CU	55D_NDF_USD_INR_NDF	55D_NDF_USD_INR_NDF	74.8144	74.8144	74.8144	74.8144	1	20000000
2022-01-18	CU	57D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-03-16	4059.75	4067.86	4058.44	4058.44	5	18475700
2022-01-18	CU	5M_USD_JPY_A_FXO_-0.1988_FXO	5M_USD_JPY_A_FXO_-0.1988_FXO	0.5282936	0.5282936	0.5282936	0.5282936	1	100000000
2022-01-18	CU	60D_NDF_USD_INR_NDF	60D_NDF_USD_INR_NDF	74.8928	74.8928	74.8928	74.8928	1	25000000
2022-01-18	CU	61D_NDF_USD_COP_NDF	61D_NDF_USD_COP_NDF	4063.5	4063.5	4063.5	4063.5	2	20000000
2022-01-18	CU	62D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-03-21	829.35	829.85	824.0	825.8	16	290000000
2022-01-18	CU	62D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-03-21	52.03	52.03	52.03	52.03	1	30000000
2022-01-18	CU	63D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-03-22	4061.0	4061.0	4061.0	4061.0	2	20000000
2022-01-18	CU	6D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-01-24	822.1	823.5	819.5	819.5	14	222000000
2022-01-18	CU	6D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-01-24	4032.55	4041.57	4030.2	4035.51	6	50000000
2022-01-18	CU	6D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-01-24	1193.58	1193.58	1193.58	1193.58	1	50000000
2022-01-18	CU	6D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-01-24	3.8553	3.8553	3.8553	3.8553	1	20000000
2022-01-18	CU	6D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-01-24	51.51	51.51	51.51	51.51	1	10000000
2022-01-18	CU	6D_USD_BRL_A_FXO_-0.3095_FXO	6D_USD_BRL_A_FXO_-0.3095_FXO	0.3039838	0.3039838	0.3039838	0.3039838	1	50000000
2022-01-18	CU	6D_USD_BRL_A_FXO_-0.4249_FXO	6D_USD_BRL_A_FXO_-0.4249_FXO	0.4754239	0.4754239	0.4754239	0.4754239	1	10000000
2022-01-18	CU	6M_EUR_SEK_A_FXO_-0.3797_FXO	6M_EUR_SEK_A_FXO_-0.3797_FXO	1.074727	1.074727	1.074727	1.074727	1	30000000
2022-01-18	CU	6M_EUR_USD_B_FXO_-0.4986_FXO	6M_EUR_USD_B_FXO_-0.4986_FXO	1.930024	1.930024	1.930024	1.930024	2	90000000
2022-01-18	CU	6M_EUR_USD_B_FXO_0.5014_FXO	6M_EUR_USD_B_FXO_0.5014_FXO	1.848024	1.848024	1.848024	1.848024	2	90000000
2022-01-18	CU	6M_GBP_USD_B_FXO_-0.2518_FXO	6M_GBP_USD_B_FXO_-0.2518_FXO	1.120176	1.120176	1.120176	1.120176	1	38000000
2022-01-18	CU	6M_GBP_USD_B_FXO_-0.5012_FXO	6M_GBP_USD_B_FXO_-0.5012_FXO	2.703707	2.703707	2.703707	2.703707	1	15000000
2022-01-18	CU	6M_GBP_USD_B_FXO_0.4988_FXO	6M_GBP_USD_B_FXO_0.4988_FXO	2.526707	2.526707	2.526707	2.526707	1	15000000
2022-01-18	CU	6M_USD_IDR_A_FXO_0.014_FXO	6M_USD_IDR_A_FXO_0.014_FXO	0.069906	0.069906	0.069906	0.069906	1	30000000
2022-01-18	CU	6M_USD_JPY_A_FXO_-0.1609_FXO	6M_USD_JPY_A_FXO_-0.1609_FXO	0.4720346	0.4720346	0.4720346	0.4720346	2	50000000
2022-01-18	CU	70D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-03-29	4076.47	4076.47	4076.47	4076.47	1	20469024
2022-01-18	CU	715D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2024-01-03	6.68999	6.71393	6.68999	6.71393	2	100000000
2022-01-18	CU	732D_NDF_USD_KRW_NDF	732D_NDF_USD_KRW_NDF	1195.95	1195.95	1195.95	1195.95	1	73700000
2022-01-18	CU	74D_NDF_USD_BRL_NDF	74D_NDF_USD_BRL_NDF	5.621	5.6852	5.621	5.6852	2	80000000
2022-01-18	CU	76D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-04-04	5.66892	5.66892	5.66892	5.66892	1	80000000
2022-01-18	CU	7D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-01-25	815.36	815.36	815.36	815.36	1	5000000
2022-01-18	CU	7D_NDF_USD_INR_NDF	7D_NDF_USD_INR_NDF	74.605	74.605	74.605	74.605	1	30000000
2022-01-18	CU	7D_NDF_USD_PEN_NDF	7D_NDF_USD_PEN_NDF	3.8686	3.8686	3.8686	3.8686	1	6000000
2022-01-18	CU	7D_NDF_USD_TWD_NDF	7D_NDF_USD_TWD_NDF	27.585	27.585	27.585	27.585	1	10000000
2022-01-18	CU	7M_USD_KRW_A_FXO_0.468_FXO	7M_USD_KRW_A_FXO_0.468_FXO	2.099242	2.099242	2.099242	2.099242	1	34000000
2022-01-18	CU	8D_NDF_USD_BRL_NDF	8D_NDF_USD_BRL_NDF	5.5832	5.5832	5.5698	5.5698	3	86000000
2022-01-18	CU	8D_USD_COP_A_FXO_-0.153_FXO	8D_USD_COP_A_FXO_-0.153_FXO	0.1731206	0.1731206	0.1731206	0.1731206	3	40000000
2022-01-18	CU	90D_NDF_USD_CLP_NDF	90D_NDF_USD_CLP_NDF	848.0	862.05	829.02	829.02	1	20000000
2022-01-18	CU	90D_NDF_USD_COP_NDF	90D_NDF_USD_COP_NDF	4077.5	4077.5	4077.5	4077.5	2	20000000
2022-01-18	CU	90D_NDF_USD_PEN_NDF	90D_NDF_USD_PEN_NDF	3.875	3.875	3.875	3.875	1	20000000
2022-01-18	CU	90D_NDF_USD_TWD_NDF	90D_NDF_USD_TWD_NDF	27.375	27.375	27.362	27.362	2	40000000
2022-01-18	CU	91D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-04-19	52.16	52.16	52.16	52.16	1	50000000
2022-01-18	CU	92D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-04-20	823.75	828.15	823.75	828.15	6	115000000
2022-01-18	CU	92D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-04-20	27.375	27.375	27.375	27.375	1	25000000
2022-01-18	CU	9D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-01-27	5.5668	5.5668	5.5668	5.5668	1	22000000
2022-01-18	CU	9D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-01-27	823.3	823.3	818.23	818.23	3	27000000
2022-01-18	CU	9D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-01-27	74.6375	74.6375	74.605	74.605	2	130000000
2022-01-18	CU	9M_USD_CAD_A_FXO_-0.4992_FXO	9M_USD_CAD_A_FXO_-0.4992_FXO	2.250564	2.250564	2.250564	2.250564	2	20500000
2022-01-18	CU	9M_USD_CAD_A_FXO_0.4991_FXO	9M_USD_CAD_A_FXO_0.4991_FXO	2.42179	2.42179	2.42179	2.42179	2	20500000
2022-01-18	CU	USDARS20220207-R21389	Non Deliverable Forward Agentine Peso - Value Date 2022-02-07	106.2127	106.2127	106.2127	106.2127	1	5000000
2022-01-18	CU	USDARS20220223-R21389	Non Deliverable Forward Agentine Peso - Value Date 2022-02-23	108.1625	108.1625	108.1625	108.1625	1	5000000
2022-01-18	CU	USDCNY20220125-R21382	Non Deliverable Forward Chinese Renminbi - Value Date 2022-01-25	6.35427	6.35427	6.35427	6.35427	1	28000000
2022-01-18	CU	USDCNY20220127-R21382	Non Deliverable Forward Chinese Renminbi - Value Date 2022-01-27	6.3557	6.3557	6.3557	6.3557	1	3000000
2022-01-18	CU	USDCNY20220209-R21382	Non Deliverable Forward Chinese Renminbi - Value Date 2022-02-09	6.36194	6.36194	6.36194	6.36194	3	10000000
2022-01-18	CU	USDCNY20220210-R21382	Non Deliverable Forward Chinese Renminbi - Value Date 2022-02-10	6.36246	6.36246	6.36246	6.36246	1	16000000
2022-01-18	CU	USDCNY20220211-R21382	Non Deliverable Forward Chinese Renminbi - Value Date 2022-02-11	6.36298	6.36298	6.36298	6.36298	2	3000000
2022-01-18	CU	USDCNY20220214-R21382	Non Deliverable Forward Chinese Renminbi - Value Date 2022-02-14	6.36454	6.36454	6.36454	6.36454	1	11000000
2022-01-18	CU	USDCNY20220217-R21382	Non Deliverable Forward Chinese Renminbi - Value Date 2022-02-17	6.3661	6.3661	6.3661	6.3661	1	9000000
2022-01-18	CU	USDCNY20220218-R21382	Non Deliverable Forward Chinese Renminbi - Value Date 2022-02-18	6.36662	6.36662	6.36662	6.36662	3	23000000
2022-01-18	CU	USDCNY20220302-R21382	Non Deliverable Forward Chinese Renminbi - Value Date 2022-03-02	6.3724	6.3724	6.3724	6.3724	1	20000000
2022-01-18	CU	USDCNY20220304-R21382	Non Deliverable Forward Chinese Renminbi - Value Date 2022-03-04	6.37333	6.37333	6.37333	6.37333	1	10000000
2022-01-18	CU	USDCNY20220314-R21382	Non Deliverable Forward Chinese Renminbi - Value Date 2022-03-14	6.37796	6.37796	6.37796	6.37796	1	14000000
2022-01-18	CU	USDCNY20220316-R21382	Non Deliverable Forward Chinese Renminbi - Value Date 2022-03-16	6.37888	6.37888	6.37888	6.37888	1	10000000
2022-01-18	CU	USDCNY20220317-R21382	Non Deliverable Forward Chinese Renminbi - Value Date 2022-03-17	6.37935	6.37935	6.37935	6.37935	1	10000000
2022-01-18	CU	USDCNY20220318-R21382	Non Deliverable Forward Chinese Renminbi - Value Date 2022-03-18	6.37981	6.37981	6.37981	6.37981	1	4000000
2022-01-18	CU	USDCNY20220321-R21382	Non Deliverable Forward Chinese Renminbi - Value Date 2022-03-21	6.3812	6.3812	6.3812	6.3812	1	30000000
2022-01-18	CU	USDCNY20220325-R21382	Non Deliverable Forward Chinese Renminbi - Value Date 2022-03-25	6.38267	6.38267	6.38267	6.38267	1	10000000
2022-01-18	CU	USDCNY20220330-R21382	Non Deliverable Forward Chinese Renminbi - Value Date 2022-03-30	6.3845	6.3845	6.3845	6.3845	1	14000000
2022-01-18	CU	USDIDR20220121-R21383	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-01-21	14336.71	14336.71	14336.71	14336.71	3	12000000
2022-01-18	CU	USDIDR20220124-R21383	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-01-24	14338.86	14338.86	14338.86	14338.86	2	3000000
2022-01-18	CU	USDIDR20220126-R21383	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-01-26	14340.29	14340.29	14340.29	14340.29	2	8000000
2022-01-18	CU	USDIDR20220127-R21383	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-01-27	14341.0	14341.0	14341.0	14341.0	3	18000000
2022-01-18	CU	USDIDR20220131-R21383	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-01-31	14344.84	14344.84	14344.84	14344.84	1	3000000
2022-01-18	CU	USDIDR20220202-R21383	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-02-02	14346.77	14346.77	14346.77	14346.77	1	1000000
2022-01-18	CU	USDIDR20220203-R21383	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-02-03	14347.73	14347.73	14347.73	14347.73	1	5000000
2022-01-18	CU	USDIDR20220207-R21383	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-02-07	14351.57	14351.57	14351.57	14351.57	2	11000000
2022-01-18	CU	USDIDR20220208-R21383	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-02-08	14352.53	14352.53	14352.53	14352.53	1	1000000
2022-01-18	CU	USDIDR20220209-R21383	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-02-09	14353.49	14353.49	14353.49	14353.49	1	1000000
2022-01-18	CU	USDIDR20220210-R21383	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-02-10	14354.46	14354.46	14354.46	14354.46	3	9000000
2022-01-18	CU	USDIDR20220214-R21383	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-02-14	14358.3	14358.3	14358.3	14358.3	1	6000000
2022-01-18	CU	USDIDR20220218-R21383	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-02-18	14362.15	14362.15	14362.15	14362.15	1	1000000
2022-01-18	CU	USDINR20220127-R21384	Non Deliverable Forward Indian Rupee - Value Date 2022-01-27	74.4815	74.4815	74.4815	74.4815	2	6000000
2022-01-18	CU	USDINR20220131-R21384	Non Deliverable Forward Indian Rupee - Value Date 2022-01-31	74.5134	74.5134	74.5134	74.5134	1	6000000
2022-01-18	CU	USDINR20220208-R21384	Non Deliverable Forward Indian Rupee - Value Date 2022-02-08	74.5772	74.5772	74.5772	74.5772	1	1000000
2022-01-18	CU	USDINR20220211-R21384	Non Deliverable Forward Indian Rupee - Value Date 2022-02-11	74.6011	74.6011	74.6011	74.6011	1	1000000
2022-01-18	CU	USDINR20220216-R21384	Non Deliverable Forward Indian Rupee - Value Date 2022-02-16	74.6411	74.6411	74.6411	74.6411	1	2000000
2022-01-18	CU	USDINR20220222-R21384	Non Deliverable Forward Indian Rupee - Value Date 2022-02-22	74.689	74.689	74.689	74.689	1	1000000
2022-01-18	CU	USDINR20220225-R21384	Non Deliverable Forward Indian Rupee - Value Date 2022-02-25	74.7148	74.7148	74.7148	74.7148	1	2000000
2022-01-18	CU	USDINR20220228-R21384	Non Deliverable Forward Indian Rupee - Value Date 2022-02-28	74.7406	74.7406	74.7406	74.7406	1	2000000
2022-01-18	CU	USDINR20220302-R21384	Non Deliverable Forward Indian Rupee - Value Date 2022-03-02	74.7578	74.7578	74.7578	74.7578	1	1000000
2022-01-18	CU	USDINR20220303-R21384	Non Deliverable Forward Indian Rupee - Value Date 2022-03-03	74.7664	74.7664	74.7664	74.7664	1	1000000
2022-01-18	CU	USDINR20220311-R21384	Non Deliverable Forward Indian Rupee - Value Date 2022-03-11	74.8353	74.8353	74.8353	74.8353	1	1000000
2022-01-18	CU	USDINR20220314-R21384	Non Deliverable Forward Indian Rupee - Value Date 2022-03-14	74.8612	74.8612	74.8612	74.8612	1	1000000
2022-01-18	CU	USDINR20220316-R21384	Non Deliverable Forward Indian Rupee - Value Date 2022-03-16	74.8784	74.8784	74.8784	74.8784	1	2000000
2022-01-18	CU	USDMYR20220121-R21385	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-01-21	4.18264	4.18264	4.18264	4.18264	1	4000000
2022-01-18	CU	USDMYR20220124-R21385	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-01-24	4.18307	4.18307	4.18307	4.18307	3	42000000
2022-01-18	CU	USDMYR20220127-R21385	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-01-27	4.1835	4.1835	4.1835	4.1835	1	36000000
2022-01-18	CU	USDMYR20220131-R21385	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-01-31	4.18381	4.18381	4.18381	4.18381	1	4000000
2022-01-18	CU	USDMYR20220203-R21385	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-02-03	4.18404	4.18404	4.18404	4.18404	1	17000000
2022-01-18	CU	USDMYR20220204-R21385	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-02-04	4.18412	4.18412	4.18412	4.18412	1	5000000
2022-01-18	CU	USDMYR20220207-R21385	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-02-07	4.18435	4.18435	4.18435	4.18435	1	1000000
2022-01-18	CU	USDMYR20220210-R21385	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-02-10	4.18458	4.18458	4.18458	4.18458	1	6000000
2022-01-18	CU	USDMYR20220211-R21385	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-02-11	4.18465	4.18465	4.18465	4.18465	1	7000000
2022-01-18	CU	USDMYR20220214-R21385	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-02-14	4.18488	4.18488	4.18488	4.18488	1	2000000
2022-01-18	CU	USDMYR20220217-R21385	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-02-17	4.18512	4.18512	4.18512	4.18512	2	19000000
2022-01-18	CU	USDMYR20220218-R21385	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-02-18	4.18519	4.18519	4.18519	4.18519	3	20000000
2022-01-18	CU	USDMYR20220222-R21385	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-02-22	4.1855	4.1855	4.1855	4.1855	2	16000000
2022-01-18	CU	USDMYR20220316-R21385	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-03-16	4.18957	4.18957	4.18957	4.18957	3	38000000
2022-01-18	CU	USDMYR20220317-R21385	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-03-17	4.18976	4.18976	4.18976	4.18976	1	1000000
2022-01-18	CU	USDMYR20220420-R21385	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-04-20	4.1955	4.1955	4.1955	4.1955	1	3000000
2022-01-18	CU	USDPEN20220124-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-01-24	3.868	3.868	3.868	3.868	9	96000000
2022-01-18	CU	USDPEN20220125-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-01-25	3.8683	3.8683	3.8683	3.8683	2	6000000
2022-01-18	CU	USDPEN20220126-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-01-26	3.8689	3.8689	3.8689	3.8689	1	16000000
2022-01-18	CU	USDPEN20220127-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-01-27	3.8691	3.8691	3.8691	3.8691	3	11000000
2022-01-18	CU	USDPEN20220128-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-01-28	3.8693	3.8693	3.8693	3.8693	3	29000000
2022-01-18	CU	USDPEN20220131-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-01-31	3.8696	3.8696	3.8696	3.8696	3	16000000
2022-01-18	CU	USDPEN20220201-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-02-01	3.8699	3.8699	3.8699	3.8699	2	23000000
2022-01-18	CU	USDPEN20220202-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-02-02	3.8705	3.8705	3.8705	3.8705	1	2000000
2022-01-18	CU	USDPEN20220203-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-02-03	3.8707	3.8707	3.8707	3.8707	1	5000000
2022-01-18	CU	USDPEN20220204-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-02-04	3.8709	3.8709	3.8709	3.8709	3	8000000
2022-01-18	CU	USDPEN20220207-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-02-07	3.8713	3.8713	3.8713	3.8713	3	27000000
2022-01-18	CU	USDPEN20220208-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-02-08	3.8715	3.8715	3.8715	3.8715	2	5000000
2022-01-18	CU	USDPEN20220210-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-02-10	3.8723	3.8723	3.8723	3.8723	3	15000000
2022-01-18	CU	USDPEN20220211-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-02-11	3.8725	3.8725	3.8725	3.8725	2	47000000
2022-01-18	CU	USDPEN20220214-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-02-14	3.8729	3.8729	3.8729	3.8729	1	1000000
2022-01-18	CU	USDPEN20220215-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-02-15	3.8731	3.8731	3.8731	3.8731	3	56000000
2022-01-18	CU	USDPEN20220216-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-02-16	3.8737	3.8737	3.8737	3.8737	1	4000000
2022-01-18	CU	USDPEN20220217-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-02-17	3.8739	3.8739	3.8739	3.8739	1	6000000
2022-01-18	CU	USDPEN20220218-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-02-18	3.8741	3.8741	3.8741	3.8741	3	35000000
2022-01-18	CU	USDPEN20220222-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-02-22	3.8745	3.8745	3.8745	3.8745	4	78000000
2022-01-18	CU	USDPEN20220223-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-02-23	3.8748	3.8748	3.8748	3.8748	2	11000000
2022-01-18	CU	USDPEN20220228-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-02-28	3.8764	3.8764	3.8764	3.8764	1	4000000
2022-01-18	CU	USDPEN20220316-R21388	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-03-16	3.8813	3.8813	3.8813	3.8813	2	89000000
2022-01-18	CU	USDPHP20220124-R21386	Non Deliverable Forward Philippine Peso - Value Date 2022-01-24	51.5353	51.5353	51.5353	51.5353	2	2000000
2022-01-18	CU	USDPHP20220125-R21386	Non Deliverable Forward Philippine Peso - Value Date 2022-01-25	51.5481	51.5481	51.5481	51.5481	5	21000000
2022-01-18	CU	USDPHP20220126-R21386	Non Deliverable Forward Philippine Peso - Value Date 2022-01-26	51.561	51.561	51.561	51.561	2	8000000
2022-01-18	CU	USDPHP20220127-R21386	Non Deliverable Forward Philippine Peso - Value Date 2022-01-27	51.5699	51.5699	51.5699	51.5699	2	3000000
2022-01-18	CU	USDPHP20220128-R21386	Non Deliverable Forward Philippine Peso - Value Date 2022-01-28	51.5787	51.5787	51.5787	51.5787	2	8000000
2022-01-18	CU	USDPHP20220131-R21386	Non Deliverable Forward Philippine Peso - Value Date 2022-01-31	51.6054	51.6054	51.6054	51.6054	3	19000000
2022-01-18	CU	USDPHP20220202-R21386	Non Deliverable Forward Philippine Peso - Value Date 2022-02-02	51.6231	51.6231	51.6231	51.6231	1	1000000
2022-01-18	CU	USDPHP20220204-R21386	Non Deliverable Forward Philippine Peso - Value Date 2022-02-04	51.6409	51.6409	51.6409	51.6409	1	3000000
2022-01-18	CU	USDPHP20220207-R21386	Non Deliverable Forward Philippine Peso - Value Date 2022-02-07	51.6675	51.6675	51.6675	51.6675	1	10000000
2022-01-18	CU	USDPHP20220216-R21386	Non Deliverable Forward Philippine Peso - Value Date 2022-02-16	51.7476	51.7476	51.7476	51.7476	1	11000000
2022-01-18	CU	USDTWD20220211-R21387	Non Deliverable Forward Taiwan New Dollar - Value Date 2022-02-11	27.5177	27.5177	27.5177	27.5177	1	2000000
2022-01-18	CU	USDTWD20220217-R21387	Non Deliverable Forward Taiwan New Dollar - Value Date 2022-02-17	27.4993	27.4993	27.4993	27.4993	1	2000000
2022-01-18	IR	10Y Q/3s ZAR IRS_20320118	10Y Q/3s ZAR IRS_20320118	0.0775	0.0775	0.0775	0.0775	1	50000000
2022-01-18	IR	10Y SOFR LCH		1.59	1.59	1.59	1.59	26	1792000000
2022-01-18	IR	10Y SOFR/3M LCH		24.375	24.25	24.25	24.25	1	150000000
2022-01-18	IR	11Y EUR OIS Outright _20330120	11Y EUR OIS Outright _20330120	0.00253	0.00253	0.00253	0.00253	2	150000000
2022-01-18	IR	12Y EUR OIS Outright (EUR.12Y.ESTR.OIS)_20340120	12Y EUR OIS Outright (EUR.12Y.ESTR.OIS)_20340120	0.00283	0.00283	0.00283	0.00283	1	19000000
2022-01-18	IR	15Y SOFR/3M LCH		24.875	24.75	24.75	24.75	2	125000000
2022-01-18	IR	1Y CAD CDOR/SOFR ISDA2021_20230120	1Y CAD CDOR/SOFR ISDA2021_20230120	-0.0038	-0.0038	-0.0038	-0.0038	1	150000000
2022-01-18	IR	1Y TRY/USD IRX SOFR Outright_20230120	1Y TRY/USD IRX SOFR Outright_20230120	0.306	0.306	0.306	0.306	1	880750000
2022-01-18	IR	20Y SOFR LCH		1.7175	1.7175	1.7175	1.7175	5	220000000
2022-01-18	IR	20Y SOFR/3M LCH		25.0	25.0	25.0	25.0	1	80000000
2022-01-18	IR	25Y SOFR LCH		1.69875	1.69875	1.69875	1.69875	1	50000000
2022-01-18	IR	2Y 1M/3M		8.375	8.0	8.0	8.0	1	500000000
2022-01-18	IR	2Y TRY/USD IRX Outright SOFR ISDA21_20240120	2Y TRY/USD IRX Outright SOFR ISDA21_20240120	0.307	0.307	0.307	0.307	1	498640000
2022-01-18	IR	30Y SOFR LCH		1.6675	1.6675	1.6675	1.6675	13	298000000
2022-01-18	IR	30Y SOFR/FF LCH		-1.25	-1.25	-1.25	-1.25	1	50000000
2022-01-18	IR	3M.NZD.IRS_20220419	3M.NZD.IRS_20220419	0.010487	0.010487	0.010487	0.010487	1	125000000
2022-01-18	IR	3M.NZD.IRS_20220426	3M.NZD.IRS_20220426	0.010965	0.010965	0.010965	0.010965	1	150000000
2022-01-18	IR	3M.NZD.IRS_20220427	3M.NZD.IRS_20220427	0.011033	0.011033	0.011033	0.011033	1	200000000
2022-01-18	IR	3M.NZD.IRS_20220428	3M.NZD.IRS_20220428	0.0111	0.0111	0.0111	0.0111	3	400000000
2022-01-18	IR	3M.NZD.IRS_20220502	3M.NZD.IRS_20220502	0.011401	0.011401	0.011401	0.011401	3	550000000
2022-01-18	IR	3M.NZD.IRS_20220503	3M.NZD.IRS_20220503	0.011466	0.011466	0.011466	0.011466	1	103000000
2022-01-18	IR	3M.NZD.IRS_20220504	3M.NZD.IRS_20220504	0.011532	0.011532	0.011532	0.011532	1	375000000
2022-01-18	IR	3M.NZD.IRS_20220515	3M.NZD.IRS_20220515	0.012274	0.012274	0.012274	0.012274	8	1631000000
2022-01-18	IR	3M.NZD.IRS_20220516	3M.NZD.IRS_20220516	0.012307	0.012307	0.012307	0.012307	2	484000000
2022-01-18	IR	3M.NZD.IRS_20220517	3M.NZD.IRS_20220517	0.01237	0.01237	0.01237	0.01237	4	839000000
2022-01-18	IR	3M.NZD.IRS_20220518	3M.NZD.IRS_20220518	0.012434	0.012434	0.012434	0.012434	4	649000000
2022-01-18	IR	3M.NZD.IRS_20220521	3M.NZD.IRS_20220521	0.012686	0.012686	0.012686	0.012686	1	200000000
2022-01-18	IR	3M.NZD.IRS_20220522	3M.NZD.IRS_20220522	0.012717	0.012717	0.012717	0.012717	3	370000000
2022-01-18	IR	3M.NZD.IRS_20220524	3M.NZD.IRS_20220524	0.012812	0.012812	0.012812	0.012812	1	687000000
2022-01-18	IR	3M.NZD.IRS_20220525	3M.NZD.IRS_20220525	0.012875	0.012875	0.012875	0.012875	2	367000000
2022-01-18	IR	3M.NZD.IRS_20220601	3M.NZD.IRS_20220601	0.013218	0.013218	0.013218	0.013218	2	588000000
2022-01-18	IR	3M.NZD.IRS_20220608	3M.NZD.IRS_20220608	0.013654	0.013654	0.013654	0.013654	1	95000000
2022-01-18	IR	3M.NZD.IRS_20220610	3M.NZD.IRS_20220610	0.013778	0.013778	0.013778	0.013778	3	999000000
2022-01-18	IR	3M.NZD.IRS_20220611	3M.NZD.IRS_20220611	0.013903	0.013903	0.013903	0.013903	2	1335000000
2022-01-18	IR	3M.NZD.IRS_20220614	3M.NZD.IRS_20220614	0.014026	0.014026	0.014026	0.014026	2	250000000
2022-01-18	IR	3M.NZD.IRS_20220615	3M.NZD.IRS_20220615	0.014088	0.014088	0.014088	0.014088	3	1056000000
2022-01-18	IR	3M.NZD.IRS_20220616	3M.NZD.IRS_20220616	0.01415	0.01415	0.01415	0.01415	2	1000000000
2022-01-18	IR	3M.NZD.IRS_20220617	3M.NZD.IRS_20220617	0.014212	0.014212	0.014212	0.014212	1	244000000
2022-01-18	IR	3M.NZD.IRS_20220624	3M.NZD.IRS_20220624	0.014741	0.014741	0.014741	0.014741	3	300000000
2022-01-18	IR	3M.NZD.IRS_20220625	3M.NZD.IRS_20220625	0.014771	0.014771	0.014771	0.014771	2	360000000
2022-01-18	IR	3M.NZD.IRS_20220628	3M.NZD.IRS_20220628	0.014895	0.014895	0.014895	0.014895	2	935000000
2022-01-18	IR	3M.NZD.IRS_20220629	3M.NZD.IRS_20220629	0.014957	0.014957	0.014957	0.014957	3	150000000
2022-01-18	IR	3M.NZD.IRS_20220630	3M.NZD.IRS_20220630	0.015019	0.015019	0.015019	0.015019	1	35000000
2022-01-18	IR	3M.NZD.IRS_20220705	3M.NZD.IRS_20220705	0.015359	0.015359	0.015359	0.015359	2	126000000
2022-01-18	IR	3M.NZD.IRS_20220706	3M.NZD.IRS_20220706	0.01542	0.01542	0.01542	0.01542	2	155000000
2022-01-18	IR	3M.NZD.IRS_20220707	3M.NZD.IRS_20220707	0.015482	0.015482	0.015482	0.015482	1	30000000
2022-01-18	IR	3M.NZD.IRS_20220708	3M.NZD.IRS_20220708	0.015544	0.015544	0.015544	0.015544	1	58000000
2022-01-18	IR	3M.NZD.IRS_20220711	3M.NZD.IRS_20220711	0.015728	0.015728	0.015728	0.015728	2	247000000
2022-01-18	IR	3M.NZD.IRS_20220712	3M.NZD.IRS_20220712	0.015789	0.015789	0.015789	0.015789	1	189000000
2022-01-18	IR	3M.NZD.IRS_20220719	3M.NZD.IRS_20220719	0.016217	0.016217	0.016217	0.016217	1	221000000
2022-01-18	IR	3M.NZD.IRS_20220720	3M.NZD.IRS_20220720	0.016278	0.016278	0.016278	0.016278	1	115000000
2022-01-18	IR	3M.NZD.IRS_20220726	3M.NZD.IRS_20220726	0.01664	0.01664	0.01664	0.01664	2	121000000
2022-01-18	IR	3M.NZD.IRS_20220727	3M.NZD.IRS_20220727	0.0167	0.0167	0.0167	0.0167	1	86000000
2022-01-18	IR	3M.NZD.IRS_20220728	3M.NZD.IRS_20220728	0.01676	0.01676	0.01676	0.01676	2	250000000
2022-01-18	IR	3M.NZD.IRS_20220805	3M.NZD.IRS_20220805	0.017204	0.017204	0.017204	0.017204	1	136000000
2022-01-18	IR	3M.NZD.IRS_20220809	3M.NZD.IRS_20220809	0.017437	0.017437	0.017437	0.017437	1	84000000
2022-01-18	IR	3M.NZD.IRS_20220810	3M.NZD.IRS_20220810	0.017495	0.017495	0.017495	0.017495	1	182000000
2022-01-18	IR	3M.NZD.IRS_20220830	3M.NZD.IRS_20220830	0.018617	0.018617	0.018617	0.018617	3	415000000
2022-01-18	IR	3M.NZD.IRS_20220831	3M.NZD.IRS_20220831	0.018671	0.018671	0.018671	0.018671	2	698000000
2022-01-18	IR	3M.NZD.IRS_20220901	3M.NZD.IRS_20220901	0.018725	0.018725	0.018725	0.018725	1	219000000
2022-01-18	IR	3M.NZD.IRS_20220907	3M.NZD.IRS_20220907	0.019042	0.019042	0.019042	0.019042	2	1107000000
2022-01-18	IR	3M.NZD.IRS_20220908	3M.NZD.IRS_20220908	0.019094	0.019094	0.019094	0.019094	1	83000000
2022-01-18	IR	3M.NZD.IRS_20220909	3M.NZD.IRS_20220909	0.019146	0.019146	0.019146	0.019146	1	99000000
2022-01-18	IR	3M.NZD.IRS_20220910	3M.NZD.IRS_20220910	0.019245	0.019245	0.019245	0.019245	2	411000000
2022-01-18	IR	3M.NZD.IRS_20220913	3M.NZD.IRS_20220913	0.01935	0.01935	0.01935	0.01935	4	649000000
2022-01-18	IR	3M.NZD.IRS_20220914	3M.NZD.IRS_20220914	0.0194	0.0194	0.0194	0.0194	2	196000000
2022-01-18	IR	3M.NZD.IRS_20220915	3M.NZD.IRS_20220915	0.01945	0.01945	0.01945	0.01945	1	930000000
2022-01-18	IR	3M.NZD.IRS_20220916	3M.NZD.IRS_20220916	0.0195	0.0195	0.0195	0.0195	1	62000000
2022-01-18	IR	3M.NZD.IRS_20220920	3M.NZD.IRS_20220920	0.019696	0.019696	0.019696	0.019696	2	1000000000
2022-01-18	IR	3M.NZD.IRS_20220922	3M.NZD.IRS_20220922	0.019793	0.019793	0.019793	0.019793	1	150000000
2022-01-18	IR	3M.NZD.IRS_20220927	3M.NZD.IRS_20220927	0.020029	0.020029	0.020029	0.020029	2	800000000
2022-01-18	IR	3M.NZD.IRS_20220929	3M.NZD.IRS_20220929	0.020122	0.020122	0.020122	0.020122	2	181000000
2022-01-18	IR	3M.NZD.IRS_20221004	3M.NZD.IRS_20221004	0.020349	0.020349	0.020349	0.020349	1	98000000
2022-01-18	IR	3M.NZD.IRS_20221005	3M.NZD.IRS_20221005	0.020394	0.020394	0.020394	0.020394	1	104000000
2022-01-18	IR	3M.NZD.IRS_20221011	3M.NZD.IRS_20221011	0.020657	0.020657	0.020657	0.020657	1	604000000
2022-01-18	IR	3M.NZD.IRS_20221012	3M.NZD.IRS_20221012	0.0207	0.0207	0.0207	0.0207	1	173000000
2022-01-18	IR	3M.NZD.IRS_20221018	3M.NZD.IRS_20221018	0.020952	0.020952	0.020952	0.020952	2	82000000
2022-01-18	IR	3M.NZD.IRS_20221020	3M.NZD.IRS_20221020	0.021035	0.021035	0.021035	0.021035	2	82000000
2022-01-18	IR	3M.NZD.IRS_20221103	3M.NZD.IRS_20221103	0.021586	0.021586	0.021586	0.021586	1	135000000
2022-01-18	IR	3M.NZD.IRS_20221104	3M.NZD.IRS_20221104	0.021624	0.021624	0.021624	0.021624	1	100000000
2022-01-18	IR	3M.NZD.IRS_20221109	3M.NZD.IRS_20221109	0.02181	0.02181	0.02181	0.02181	1	100000000
2022-01-18	IR	3M.NZD.IRS_20221110	3M.NZD.IRS_20221110	0.021846	0.021846	0.021846	0.021846	1	300000000
2022-01-18	IR	3M.NZD.IRS_20221115	3M.NZD.IRS_20221115	0.022026	0.022026	0.022026	0.022026	1	50000000
2022-01-18	IR	3M.NZD.IRS_20221116	3M.NZD.IRS_20221116	0.022062	0.022062	0.022062	0.022062	1	139000000
2022-01-18	IR	3M.NZD.IRS_20221117	3M.NZD.IRS_20221117	0.022097	0.022097	0.022097	0.022097	3	383000000
2022-01-18	IR	3M.NZD.IRS_20221118	3M.NZD.IRS_20221118	0.022132	0.022132	0.022132	0.022132	1	35000000
2022-01-18	IR	3M.NZD.IRS_20221119	3M.NZD.IRS_20221119	0.0222	0.0222	0.0222	0.0222	2	309000000
2022-01-18	IR	3M.NZD.IRS_20221122	3M.NZD.IRS_20221122	0.02227	0.02227	0.02227	0.02227	2	285000000
2022-01-18	IR	3M.NZD.IRS_20221130	3M.NZD.IRS_20221130	0.022539	0.022539	0.022539	0.022539	1	40000000
2022-01-18	IR	3M.NZD.IRS_20221208	3M.NZD.IRS_20221208	0.022813	0.022813	0.022813	0.022813	1	81000000
2022-01-18	IR	3M.NZD.IRS_20221209	3M.NZD.IRS_20221209	0.022845	0.022845	0.022845	0.022845	1	310000000
2022-01-18	IR	3M.NZD.IRS_20221214	3M.NZD.IRS_20221214	0.023	0.023	0.023	0.023	1	576000000
2022-01-18	IR	3M.NZD.IRS_20221215	3M.NZD.IRS_20221215	0.023031	0.023031	0.023031	0.023031	1	576000000
2022-01-18	IR	3M.NZD.IRS_20221220	3M.NZD.IRS_20221220	0.023182	0.023182	0.023182	0.023182	2	714000000
2022-01-18	IR	3M.NZD.IRS_20221221	3M.NZD.IRS_20221221	0.023212	0.023212	0.023212	0.023212	1	400000000
2022-01-18	IR	3M.NZD.IRS_20221226	3M.NZD.IRS_20221226	0.023387	0.023387	0.023387	0.023387	1	100000000
2022-01-18	IR	3M.NZD.IRS_20221227	3M.NZD.IRS_20221227	0.023402	0.023402	0.023402	0.023402	1	41000000
2022-01-18	IR	3M.NZD.IRS_20221228	3M.NZD.IRS_20221228	0.023416	0.023416	0.023416	0.023416	1	67000000
2022-01-18	IR	3M.NZD.IRS_20221229	3M.NZD.IRS_20221229	0.023445	0.023445	0.023445	0.023445	1	30000000
2022-01-18	IR	3M.NZD.IRS_20230104	3M.NZD.IRS_20230104	0.0236	0.0236	0.0236	0.0236	1	180000000
2022-01-18	IR	3M.NZD.IRS_20230110	3M.NZD.IRS_20230110	0.023764	0.023764	0.023764	0.023764	1	450000000
2022-01-18	IR	3M.NZD.IRS_20230111	3M.NZD.IRS_20230111	0.023791	0.023791	0.023791	0.023791	1	326000000
2022-01-18	IR	3M.NZD.IRS_20230112	3M.NZD.IRS_20230112	0.023818	0.023818	0.023818	0.023818	1	365000000
2022-01-18	IR	3M.NZD.IRS_20230113	3M.NZD.IRS_20230113	0.023844	0.023844	0.023844	0.023844	1	30000000
2022-01-18	IR	3M.NZD.IRS_20230126	3M.NZD.IRS_20230126	0.024175	0.024175	0.024175	0.024175	1	100000000
2022-01-18	IR	3M.NZD.IRS_20230202	3M.NZD.IRS_20230202	0.024342	0.024342	0.024342	0.024342	1	38000000
2022-01-18	IR	3M.NZD.IRS_20230208	3M.NZD.IRS_20230208	0.024478	0.024478	0.024478	0.024478	1	162000000
2022-01-18	IR	3M.NZD.IRS_20230209	3M.NZD.IRS_20230209	0.024501	0.024501	0.024501	0.024501	1	162000000
2022-01-18	IR	3M.NZD.IRS_20230221	3M.NZD.IRS_20230221	0.024753	0.024753	0.024753	0.024753	2	408000000
2022-01-18	IR	3M.NZD.IRS_20230222	3M.NZD.IRS_20230222	0.024773	0.024773	0.024773	0.024773	1	194000000
2022-01-18	IR	3M.NZD.IRS_20230228	3M.NZD.IRS_20230228	0.024889	0.024889	0.024889	0.024889	1	30000000
2022-01-18	IR	3M.NZD.IRS_20230307	3M.NZD.IRS_20230307	0.025034	0.025034	0.025034	0.025034	1	300000000
2022-01-18	IR	3M.NZD.IRS_20230320	3M.NZD.IRS_20230320	0.025242	0.025242	0.025242	0.025242	1	431000000
2022-01-18	IR	3M.NZD.IRS_20230329	3M.NZD.IRS_20230329	0.025368	0.025368	0.025368	0.025368	1	87000000
2022-01-18	IR	3M.NZD.IRS_20230404	3M.NZD.IRS_20230404	0.025445	0.025445	0.025445	0.025445	1	68000000
2022-01-18	IR	3M.NZD.IRS_20230411	3M.NZD.IRS_20230411	0.025529	0.025529	0.025529	0.025529	1	108000000
2022-01-18	IR	3Y ANN/6s PLN IRS_20250120	3Y ANN/6s PLN IRS_20250120	0.0397	0.0397	0.0397	0.0397	1	72000000
2022-01-18	IR	3Y SOFR LCH		1.24125	1.28625	1.28625	1.28625	1	50000000
2022-01-18	IR	3Y SOFR/3M LCH		21.0	21.125	21.125	21.125	2	1250000000
2022-01-18	IR	3Y TRY/USD IRX Outright SOFR 06_20250120	3Y TRY/USD IRX Outright SOFR 06_20250120	0.3051	0.3051	0.3051	0.3051	2	223575000
2022-01-18	IR	3Y TRY/USD IRX Outright SOFR ISDA21_20250120	3Y TRY/USD IRX Outright SOFR ISDA21_20250120	0.306	0.306	0.306	0.306	1	38052000
2022-01-18	IR	40Y SOFR/FF LCH		-1.25	-1.3	-1.3	-1.3	1	40000000
2022-01-18	IR	4Y ANN/6s PLS IRS_20260120	4Y ANN/6s PLS IRS_20260120	0.039375	0.039375	0.039375	0.039375	1	109000000
2022-01-18	IR	5Y ANN/6S PLN IRS_20270120	5Y ANN/6S PLN IRS_20270120	0.039375	0.0394	0.039375	0.0394	2	134000000
2022-01-18	IR	5Y SOFR LCH		1.4175	1.4175	1.4175	1.4175	16	1960000000
2022-01-18	IR	5Y SOFR/3M LCH		22.875	23.0	22.75	22.75	3	300000000
2022-01-18	IR	5Y SOFR/FF LCH		0.875	0.75	0.75	0.75	1	250000000
2022-01-18	IR	5Y-5Y 1M/3M		11.5	13.625	13.625	13.625	2	300000000
2022-01-18	IR	5Y-5Y SOFR/3M LCH		22.625	25.9375	25.875	25.875	2	300000000
2022-01-18	IR	5Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_3600	5Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_3600	0.1172	0.1172	0.1172	0.1172	1	25000000
2022-01-18	IR	6Mx6M_EUR-EUR-EURIBOR_0_Payer_10800	6Mx6M_EUR-EUR-EURIBOR_0_Payer_10800	0.00995	0.00995	0.00995	0.00995	1	50000000
2022-01-18	IR	6Mx6M_EUR-EUR-EURIBOR_0_Receiver_10800	6Mx6M_EUR-EUR-EURIBOR_0_Receiver_10800	0.00995	0.00995	0.00995	0.00995	1	50000000
2022-01-18	IR	6Mx6M_EUR-EURIBOR_0_Payer_10800	6Mx6M_EUR-EURIBOR_0_Payer_10800	0.00995	0.00995	0.00995	0.00995	1	25000000
2022-01-18	IR	6Mx6M_EUR-EURIBOR_0_Receiver_10800	6Mx6M_EUR-EURIBOR_0_Receiver_10800	0.00995	0.00995	0.00995	0.00995	1	25000000
2022-01-18	IR	6Y TRY/USD IRX Outright SOFR 06_20280120	6Y TRY/USD IRX Outright SOFR 06_20280120	0.2839	0.2839	0.2839	0.2839	1	50135000
2022-01-18	IR	7Yx1D_JPY-TONAT_0_Straddle_3600	7Yx1D_JPY-TONAT_0_Straddle_3600	0.053	0.053	0.053	0.053	1	2000000000
2022-01-18	IR	9Y EUR OIS Outright (EUR.9Y.ESTR.OIS)_20310120	9Y EUR OIS Outright (EUR.9Y.ESTR.OIS)_20310120	0.00155	0.00155	0.00155	0.00155	1	75000000
2022-01-18	IR	A-EUR 10Y		0.4	0.413	0.394	0.407	54	3483300000
2022-01-18	IR	A-EUR 10Yv3		0.363	0.363	0.363	0.3805	3	400000000
2022-01-18	IR	A-EUR 12Y		0.481	0.481	0.481	0.499	1	50000000
2022-01-18	IR	A-EUR 15Y		0.562	0.562	0.562	0.579	1	50000000
2022-01-18	IR	A-EUR 20Y		0.599	0.608	0.608	0.608	9	380000000
2022-01-18	IR	A-EUR 20Yv3		0.595	0.595	0.595	0.612	5	335000000
2022-01-18	IR	A-EUR 25Y		0.569	0.569	0.569	0.586	1	25000000
2022-01-18	IR	A-EUR 2Y		-0.223	-0.22	-0.229	-0.229	4	307500000
2022-01-18	IR	A-EUR 2Yv3		-0.256	-0.256	-0.256	-0.255	1	250000000
2022-01-18	IR	A-EUR 30Y		0.517	0.525	0.511	0.516	11	199700000
2022-01-18	IR	A-EUR 3Y		-0.054	-0.054	-0.054	-0.048	2	350000000
2022-01-18	IR	A-EUR 3Yv3		-0.092	-0.102	-0.102	-0.102	3	500000000
2022-01-18	IR	A-EUR 4Y		0.05	0.038	0.038	0.038	1	100000000
2022-01-18	IR	A-EUR 5Y		0.122	0.126	0.111	0.125	20	2312700000
2022-01-18	IR	A-EUR 5Yv3		0.078	0.078	0.078	0.083	2	597300000
2022-01-18	IR	A-EUR 6Y		0.182	0.182	0.182	0.191	1	100000000
2022-01-18	IR	A-EUR 6Yv3		0.137	0.137	0.137	0.1445	1	100000000
2022-01-18	IR	A-EUR 7Y		0.239	0.239	0.239	0.251	2	250000000
2022-01-18	IR	AUD.10Y.6M_20320119	AUD.10Y.6M_20320119	0.021875	0.021875	0.021875	0.021875	1	887000000
2022-01-18	IR	AUD.2Y.3M/6M_20240119	AUD.2Y.3M/6M_20240119	0.0006625	0.0006625	0.0006625	0.0006625	1	275000000
2022-01-18	IR	AUD.5Y.6M_20270119	AUD.5Y.6M_20270119	0.0188125	0.0188125	0.0188125	0.0188125	1	144000000
2022-01-18	IR	AUD.7Y.6M_20290119	AUD.7Y.6M_20290119	0.0205125	0.0205125	0.0205125	0.0205125	1	210000000
2022-01-18	IR	BUND.MAR22.10Y_20320120	BUND.MAR22.10Y_20320120	0.0040548	0.0040548	0.0040548	0.0040548	1	50000000
2022-01-18	IR	CAD.10Y.SPD.3M_20320118	CAD.10Y.SPD.3M_20320118	0.0229381	0.0231897	0.0229381	0.0231897	2	100000000
2022-01-18	IR	CAD.2Y.SB.3M_20240118	CAD.2Y.SB.3M_20240118	0.01825	0.01825	0.01825	0.01825	1	100000000
2022-01-18	IR	CAD.2Y.SPD.3M_20240118	CAD.2Y.SPD.3M_20240118	0.0182612	0.0182862	0.0182612	0.0182862	2	250000000
2022-01-18	IR	CAD.5Y.SPD.3M_20270118	CAD.5Y.SPD.3M_20270118	0.0217055	0.0217055	0.0217055	0.0217055	1	75000000
2022-01-18	IR	CAD.OIS.1T.BOC.MAR22_20220414	CAD.OIS.1T.BOC.MAR22_20220414	0.00575	0.00575	0.00575	0.00575	1	1000000000
2022-01-18	IR	CAD_OIS_CANADA OIS_0X1	CAD_OIS_CANADA OIS_0X1	0.35	0.35	0.35	0.35	1	1000000000
2022-01-18	IR	CAD_OIS_CANADA OIS_1X2	CAD_OIS_CANADA OIS_1X2	0.555	0.555	0.555	0.555	1	2333000000
2022-01-18	IR	CAD_OIS_CANADA OIS_2X4	CAD_OIS_CANADA OIS_2X4	0.78	0.78	0.78	0.78	1	2000000000
2022-01-18	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12	6.65	6.66	6.65	6.66	4	114600000000
2022-01-18	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120	5.89	5.928	5.89	5.928	3	11700000000
2022-01-18	IR	CLP_NDS_6M_USD_TNA_0X2	CLP_NDS_6M_USD_TNA_0X2	5.26	5.56	5.26	5.56	7	732000000000
2022-01-18	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24	6.14	6.165	6.14	6.165	3	76700000000
2022-01-18	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36	5.93	5.95	5.93	5.95	3	52600000000
2022-01-18	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48	5.87	5.91	4.88	5.88	5	56500000000
2022-01-18	IR	CLP_NDS_6M_USD_TNA_0X6	CLP_NDS_6M_USD_TNA_0X6	6.27	6.31	6.27	6.31	2	164400000000
2022-01-18	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60	5.89	5.9	5.89	5.9	3	24100000000
2022-01-18	IR	CLP_NDS_6M_USD_TNA_0X72	CLP_NDS_6M_USD_TNA_0X72	5.9	5.9	5.9	5.9	1	4800000000
2022-01-18	IR	CLP_NDS_6M_USD_TNA_0X8	CLP_NDS_6M_USD_TNA_0X8	6.59	6.6	6.59	6.6	3	174600000000
2022-01-18	IR	CLP_NDS_6M_USD_TNA_0X84	CLP_NDS_6M_USD_TNA_0X84	5.889	5.909	5.889	5.909	2	8400000000
2022-01-18	IR	CLP_NDS_6M_USD_TNA_0X96	CLP_NDS_6M_USD_TNA_0X96	5.874	5.889	5.874	5.889	3	13900000000
2022-01-18	IR	CME_MXN_IRS_28D_MXN_TIIE_0X12	CME_MXN_IRS_28D_MXN_TIIE_0X12	7.09	7.12	7.09	7.12	5	3180000000
2022-01-18	IR	CME_MXN_IRS_28D_MXN_TIIE_0X120	CME_MXN_IRS_28D_MXN_TIIE_0X120	7.69	7.71	7.69	7.695	7	860000000
2022-01-18	IR	CME_MXN_IRS_28D_MXN_TIIE_0X2	CME_MXN_IRS_28D_MXN_TIIE_0X2	6.06	6.06	6.06	6.06	2	9470000000
2022-01-18	IR	CME_MXN_IRS_28D_MXN_TIIE_0X24	CME_MXN_IRS_28D_MXN_TIIE_0X24	7.45	7.45	7.45	7.45	1	545000000
2022-01-18	IR	CME_MXN_IRS_28D_MXN_TIIE_0X4	CME_MXN_IRS_28D_MXN_TIIE_0X4	6.415	6.415	6.415	6.415	2	6710000000
2022-01-18	IR	CME_MXN_IRS_28D_MXN_TIIE_0X48	CME_MXN_IRS_28D_MXN_TIIE_0X48	7.59	7.59	7.59	7.59	1	585000000
2022-01-18	IR	CME_MXN_IRS_28D_MXN_TIIE_0X60	CME_MXN_IRS_28D_MXN_TIIE_0X60	7.595	7.595	7.575	7.58	5	1565000000
2022-01-18	IR	CME_MXN_IRS_28D_MXN_TIIE_0X8	CME_MXN_IRS_28D_MXN_TIIE_0X8	6.755	6.77	6.755	6.77	5	10200000000
2022-01-18	IR	CME_MXN_IRS_28D_MXN_TIIE_0X84	CME_MXN_IRS_28D_MXN_TIIE_0X84	7.6375	7.64	7.6375	7.64	2	740000000
2022-01-18	IR	COP.18M.IBR.OIS_20230720	COP.18M.IBR.OIS_20230720	0.0668	0.0668	0.0668	0.0668	1	57000000000
2022-01-18	IR	COP.1Y.IBR.OIS_20230120	COP.1Y.IBR.OIS_20230120	0.0605	0.0605	0.0605	0.0605	1	86000000000
2022-01-18	IR	COP.2Y.IBR.OIS_20240120	COP.2Y.IBR.OIS_20240120	0.0665	0.0665	0.0662	0.0662	2	87000000000
2022-01-18	IR	COP.5Y.IBR.OIS_20270120	COP.5Y.IBR.OIS_20270120	0.07175	0.07175	0.07175	0.07175	1	20000000000
2022-01-18	IR	COP.8Y.IBR.OIS_20300120	COP.8Y.IBR.OIS_20300120	0.0743	0.0743	0.0743	0.0743	1	14000000000
2022-01-18	IR	COP.9M.IBR.OIS_20221020	COP.9M.IBR.OIS_20221020	0.0545	0.0545	0.0545	0.0545	1	110000000000
2022-01-18	IR	COP.9Y.IBR.OIS_20310120	COP.9Y.IBR.OIS_20310120	0.0747	0.0747	0.0747	0.0747	1	13000000000
2022-01-18	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12	6.015	6.05	6.015	6.04	6	498000000000
2022-01-18	IR	COP_NOIS_IBR__0X120	COP_NOIS_IBR__0X120	7.5	7.51	7.5	7.51	2	24000000000
2022-01-18	IR	COP_NOIS_IBR__0X18	COP_NOIS_IBR__0X18	6.68	6.68	6.665	6.665	2	114000000000
2022-01-18	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24	6.59	6.67	6.59	6.62	6	258000000000
2022-01-18	IR	COP_NOIS_IBR__0X36	COP_NOIS_IBR__0X36	6.94	6.94	6.94	6.94	1	30000000000
2022-01-18	IR	COP_NOIS_IBR__0X6	COP_NOIS_IBR__0X6	4.78	4.78	4.765	4.77	4	652000000000
2022-01-18	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60	7.14	7.175	7.14	7.175	3	60000000000
2022-01-18	IR	COP_NOIS_IBR__0X8	COP_NOIS_IBR__0X8	5.45	5.455	5.45	5.455	4	275000000000
2022-01-18	IR	COP_NOIS_IBR__0X84	COP_NOIS_IBR__0X84	7.32	7.32	7.32	7.32	1	15000000000
2022-01-18	IR	ERX_EUR_IRS_6M_EUR_EURIBOR_0X120	ERX_EUR_IRS_6M_EUR_EURIBOR_0X120	0.398	0.408	0.398	0.408	1	100000000
2022-01-18	IR	ERX_EUR_IRS_6M_EUR_EURIBOR_0X132	ERX_EUR_IRS_6M_EUR_EURIBOR_0X132	0.443	0.443	0.443	0.443	1	100000000
2022-01-18	IR	EUR.11Y.3M.ACT.ACT_20330120	EUR.11Y.3M.ACT.ACT_20330120	0.004085	0.00409	0.004085	0.00409	2	150000000
2022-01-18	IR	EUR.12Y.3M.ACT.ACT_20340120	EUR.12Y.3M.ACT.ACT_20340120	0.00439	0.00439	0.00439	0.00439	1	19000000
2022-01-18	IR	EUR.30Y.6M_20520720	EUR.30Y.6M_20520720	0.005325	0.005325	0.005325	0.005325	2	18550000
2022-01-18	IR	EUR.8Y.6M_20300120	EUR.8Y.6M_20300120	0.00291	0.003	0.00291	0.003	5	636000000
2022-01-18	IR	EUR.9Y.3M.ACT.ACT_20310120	EUR.9Y.3M.ACT.ACT_20310120	0.00312	0.00312	0.00312	0.00312	1	75000000
2022-01-18	IR	EUR.9Y.6M_20310120	EUR.9Y.6M_20310120	0.00352	0.00356	0.00352	0.00356	4	1000000000
2022-01-18	IR	EUR.USD.10Y.3M.ESTR/SOFR.BSX_20320120	EUR.USD.10Y.3M.ESTR/SOFR.BSX_20320120	-0.002025	-0.00195	-0.002025	-0.00195	3	120000000
2022-01-18	IR	EUR.USD.20Y.3M.ESTR/SOFR.BSX_20420120	EUR.USD.20Y.3M.ESTR/SOFR.BSX_20420120	-0.00195	-0.00195	-0.00195	-0.00195	1	25000000
2022-01-18	IR	EUR.USD.3Y.3M.ESTR/SOFR.BSX_20250120	EUR.USD.3Y.3M.ESTR/SOFR.BSX_20250120	-0.00175	-0.00175	-0.00175	-0.00175	1	83000000
2022-01-18	IR	EUR.USD.5Y.3M.ESTR/SOFR.BSX_20270120	EUR.USD.5Y.3M.ESTR/SOFR.BSX_20270120	-0.0018	-0.0018	-0.0018125	-0.0018125	3	175000000
2022-01-18	IR	EUR.USD.8Y.3M.ESTR/SOFR.BSX_20300120	EUR.USD.8Y.3M.ESTR/SOFR.BSX_20300120	-0.00195	-0.0019	-0.00195	-0.0019	2	150000000
2022-01-18	IR	EUR.USD.9Y.3M.ESTR/SOFR.BSX_20310120	EUR.USD.9Y.3M.ESTR/SOFR.BSX_20310120	-0.001975	-0.001975	-0.001975	-0.001975	1	25000000
2022-01-18	IR	EUR_OIS_ESTR_0X120	EUR_OIS_ESTR_0X120	0.211	0.211	0.203	0.205	4	260000000
2022-01-18	IR	EUR_OIS_ESTR_0X144	EUR_OIS_ESTR_0X144	0.295	0.3	0.295	0.3	2	125000000
2022-01-18	IR	EUR_OIS_ESTR_0X24	EUR_OIS_ESTR_0X24	-0.336	-0.336	-0.336	-0.336	1	75000000
2022-01-18	IR	EUR_OIS_ESTR_0X36	EUR_OIS_ESTR_0X36	-0.198	-0.197	-0.198	-0.197	2	250000000
2022-01-18	IR	EUR_OIS_ESTR_0X48	EUR_OIS_ESTR_0X48	-0.114	-0.11	-0.114	-0.111	4	450000000
2022-01-18	IR	EUR_OIS_ESTR_0X60	EUR_OIS_ESTR_0X60	-0.055	-0.054	-0.071	-0.059	8	1450000000
2022-01-18	IR	EUR_OIS_ESTR_0X72	EUR_OIS_ESTR_0X72	-0.0065	-0.0065	-0.0065	-0.0065	1	100000000
2022-01-18	IR	EUR_OIS_ESTR_0X84	EUR_OIS_ESTR_0X84	0.03	0.0425	0.03	0.0425	2	250000000
2022-01-18	IR	GBP.USD.25Y.3M.SONIA/SOFR.XCCY.BSW_20470120	GBP.USD.25Y.3M.SONIA/SOFR.XCCY.BSW_20470120	-0.0012125	-0.0012125	-0.0012125	-0.0012125	1	8000000
2022-01-18	IR	GBP.USD.30Y.3M.SONIA/SOFR.XCCY.BSW_20520120	GBP.USD.30Y.3M.SONIA/SOFR.XCCY.BSW_20520120	-0.00105	-0.00105	-0.00105	-0.00105	2	17000000
2022-01-18	IR	GBP_OIS_SONIA_0X24	GBP_OIS_SONIA_0X24	1.121	1.121	1.121	1.121	1	244000000
2022-01-18	IR	GBP_OIS_SONIA_0X60	GBP_OIS_SONIA_0X60	1.2	1.2	1.2	1.2	1	100000000
2022-01-18	IR	IRS_CAD_3MCDOR_USD_SOFR_0X12	IRS_CAD_3MCDOR_USD_SOFR_0X12	-37.75	-37.75	-37.75	-37.75	1	50000000
2022-01-18	IR	IRS_CAD_3MCDOR_USD_SOFR_0X120	IRS_CAD_3MCDOR_USD_SOFR_0X120	-33.0	-31.5	-33.0	-31.5	2	100000000
2022-01-18	IR	IRS_CAD_3MCDOR_USD_SOFR_0X180	IRS_CAD_3MCDOR_USD_SOFR_0X180	-34.5	-34.5	-34.5	-34.5	1	25000000
2022-01-18	IR	IRS_CAD_3MCDOR_USD_SOFR_0X36	IRS_CAD_3MCDOR_USD_SOFR_0X36	-37.0	-37.0	-37.0	-37.0	1	155000000
2022-01-18	IR	IRS_CAD_3MCDOR_USD_USD-_0X12	IRS_CAD_3MCDOR_USD_USD-_0X12	-37.75	-37.75	-38.0	-38.0	6	1700000000
2022-01-18	IR	IRS_CAD_3MCDOR_USD_USD-_0X120	IRS_CAD_3MCDOR_USD_USD-_0X120	-33.0	-31.0	-33.0	-31.0	6	300000000
2022-01-18	IR	IRS_CAD_3MCDOR_USD_USD-_0X24	IRS_CAD_3MCDOR_USD_USD-_0X24	-37.25	-37.25	-37.25	-37.25	1	100000000
2022-01-18	IR	IRS_CAD_3MCDOR_USD_USD-_0X36	IRS_CAD_3MCDOR_USD_USD-_0X36	-37.0	-36.0	-37.0	-36.0	3	750000000
2022-01-18	IR	IRS_CAD_3MCDOR_USD_USD-_0X60	IRS_CAD_3MCDOR_USD_USD-_0X60	-34.25	-33.75	-34.25	-33.75	2	170000000
2022-01-18	IR	IRS_CHF_SARO_USD_SOFR_0X108	IRS_CHF_SARO_USD_SOFR_0X108	-46.15	-46.15	-46.15	-46.15	1	25000000
2022-01-18	IR	IRS_CHF_SARO_USD_SOFR_0X36	IRS_CHF_SARO_USD_SOFR_0X36	-28.25	-28.25	-28.25	-28.25	1	200000000
2022-01-18	IR	IRS_CLF_1TUF_CLP_CAMA_0X10	IRS_CLF_1TUF_CLP_CAMA_0X10	0.0	0.0	0.0	0.0	2	1800000
2022-01-18	IR	IRS_CLF_1TUF_CLP_CAMA_0X16	IRS_CLF_1TUF_CLP_CAMA_0X16	0.0	0.0	0.0	0.0	1	1100000
2022-01-18	IR	IRS_CLF_1TUF_CLP_CAMA_0X8	IRS_CLF_1TUF_CLP_CAMA_0X8	0.0	0.0	0.0	0.0	4	1400000
2022-01-18	IR	IRS_CLF_6MUF_CLP_CAMA_0X120	IRS_CLF_6MUF_CLP_CAMA_0X120	0.0	0.0	0.0	0.0	3	316000
2022-01-18	IR	IRS_CLP_CAMA_USD_USD-_0X120	IRS_CLP_CAMA_USD_USD-_0X120	-23.0	-23.0	-23.0	-23.0	1	4085000000
2022-01-18	IR	IRS_CLP_CAMA_USD_USD-_0X180	IRS_CLP_CAMA_USD_USD-_0X180	-73.0	-73.0	-73.0	-73.0	1	2859500000
2022-01-18	IR	IRS_EUR_ESTR_USD_SOFR_0X108	IRS_EUR_ESTR_USD_SOFR_0X108	-19.875	-18.75	-19.875	-18.75	4	189500000
2022-01-18	IR	IRS_EUR_ESTR_USD_SOFR_0X120	IRS_EUR_ESTR_USD_SOFR_0X120	-20.25	-19.0	-20.25	-19.0	10	490500000
2022-01-18	IR	IRS_EUR_ESTR_USD_SOFR_0X180	IRS_EUR_ESTR_USD_SOFR_0X180	-19.75	-19.75	-19.75	-19.75	3	119000000
2022-01-18	IR	IRS_EUR_ESTR_USD_SOFR_0X24	IRS_EUR_ESTR_USD_SOFR_0X24	-17.375	-17.375	-17.375	-17.375	1	300000000
2022-01-18	IR	IRS_EUR_ESTR_USD_SOFR_0X240	IRS_EUR_ESTR_USD_SOFR_0X240	-18.75	-18.75	-18.75	-18.75	3	90000000
2022-01-18	IR	IRS_EUR_ESTR_USD_SOFR_0X36	IRS_EUR_ESTR_USD_SOFR_0X36	-17.75	-17.75	-17.75	-17.75	3	400000000
2022-01-18	IR	IRS_EUR_ESTR_USD_SOFR_0X360	IRS_EUR_ESTR_USD_SOFR_0X360	-15.75	-15.75	-15.75	-15.75	1	10000000
2022-01-18	IR	IRS_EUR_ESTR_USD_SOFR_0X60	IRS_EUR_ESTR_USD_SOFR_0X60	-18.75	-18.0	-18.875	-18.375	9	515000000
2022-01-18	IR	IRS_EUR_ESTR_USD_SOFR_0X72	IRS_EUR_ESTR_USD_SOFR_0X72	-18.75	-18.75	-18.75	-18.75	2	50000000
2022-01-18	IR	IRS_EUR_ESTR_USD_SOFR_0X84	IRS_EUR_ESTR_USD_SOFR_0X84	-19.25	-19.25	-19.25	-19.25	2	143000000
2022-01-18	IR	IRS_EUR_ESTR_USD_SOFR_0X96	IRS_EUR_ESTR_USD_SOFR_0X96	-19.375	-19.0	-19.625	-19.0	4	350000000
2022-01-18	IR	IRS_GBP_SONI_USD_SOFR_0X12	IRS_GBP_SONI_USD_SOFR_0X12	-11.5	-11.5	-11.5	-11.5	1	100000000
2022-01-18	IR	IRS_GBP_SONI_USD_SOFR_0X180	IRS_GBP_SONI_USD_SOFR_0X180	-12.625	-12.625	-12.625	-12.625	3	103000000
2022-01-18	IR	IRS_GBP_SONI_USD_SOFR_0X360	IRS_GBP_SONI_USD_SOFR_0X360	-10.375	-10.375	-10.375	-10.375	2	40000000
2022-01-18	IR	IRS_USD_3MUSDL_COP_IBR_0X120	IRS_USD_3MUSDL_COP_IBR_0X120	-8.0	-8.0	-8.0	-8.0	1	3300000
2022-01-18	IR	JPY.USD.1Y.TONAT/SOFR.BSX_20230120	JPY.USD.1Y.TONAT/SOFR.BSX_20230120	-0.0031	-0.0031	-0.0031	-0.0031	1	20000000000
2022-01-18	IR	JPY.USD.2Y.3M.BSX.TONAT/SOFR_20240120	JPY.USD.2Y.3M.BSX.TONAT/SOFR_20240120	-0.003725	-0.003725	-0.003725	-0.003725	1	10000000000
2022-01-18	IR	LCH_AUD_IRS_3M_AUD_BBSW_22X24	LCH_AUD_IRS_3M_AUD_BBSW_22X24	2.05	2.05	2.05	2.05	1	1000000000
2022-01-18	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120	2.1955	2.1955	2.1775	2.1775	2	97000000
2022-01-18	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X144	LCH_AUD_IRS_6M_AUD_BBSW_0X144	2.26075	2.26075	2.26075	2.26075	1	70000000
2022-01-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X120	LCH_CAD_IRS_3M_CAD_CDOR_0X120	2.2932	2.2932	2.2932	2.2932	1	50000000
2022-01-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X24	LCH_CAD_IRS_3M_CAD_CDOR_0X24	1.82075	1.8215	1.81	1.8215	3	546500000
2022-01-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X240	LCH_CAD_IRS_3M_CAD_CDOR_0X240	2.57	2.57	2.57	2.57	1	59000000
2022-01-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X300	LCH_CAD_IRS_3M_CAD_CDOR_0X300	2.57	2.57	2.57	2.57	1	100000000
2022-01-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X36	LCH_CAD_IRS_3M_CAD_CDOR_0X36	2.0239	2.049	2.0239	2.049	4	565000000
2022-01-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X360	LCH_CAD_IRS_3M_CAD_CDOR_0X360	2.5044	2.52	2.5044	2.52	2	69000000
2022-01-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X48	LCH_CAD_IRS_3M_CAD_CDOR_0X48	2.115	2.115	2.115	2.115	1	250000000
2022-01-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X60	LCH_CAD_IRS_3M_CAD_CDOR_0X60	2.122	2.14	2.122	2.14	2	196000000
2022-01-18	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X120	LCH_CZK_IRS_6M_CZK_PRIBOR_0X120	3.585	3.585	3.585	3.585	1	127000000
2022-01-18	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X24	LCH_CZK_IRS_6M_CZK_PRIBOR_0X24	4.55	4.55	4.525	4.525	4	2252000000
2022-01-18	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X60	LCH_CZK_IRS_6M_CZK_PRIBOR_0X60	4.0	4.02	3.98	4.015	6	1661000000
2022-01-18	IR	LCH_EUR_IRS_1M_EUR_EURIBOR_0X144	LCH_EUR_IRS_1M_EUR_EURIBOR_0X144	0.436	0.436	0.433	0.433	2	100000000
2022-01-18	IR	LCH_EUR_IRS_1M_EUR_EURIBOR_0X24	LCH_EUR_IRS_1M_EUR_EURIBOR_0X24	-0.281	-0.281	-0.281	-0.281	1	250000000
2022-01-18	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	0.37	0.37	0.357	0.3675	4	260000000
2022-01-18	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X144	LCH_EUR_IRS_3M_EUR_EURIBOR_0X144	0.463	0.463	0.447	0.453	5	325000000
2022-01-18	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X24	LCH_EUR_IRS_3M_EUR_EURIBOR_0X24	-0.255	-0.255	-0.256	-0.256	1	75000000
2022-01-18	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X36	LCH_EUR_IRS_3M_EUR_EURIBOR_0X36	-0.094	-0.094	-0.102	-0.102	1	150000000
2022-01-18	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X48	LCH_EUR_IRS_3M_EUR_EURIBOR_0X48	0.005	0.009	0.005	0.009	4	450000000
2022-01-18	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X60	LCH_EUR_IRS_3M_EUR_EURIBOR_0X60	0.078	0.08	0.063	0.071	8	1450000000
2022-01-18	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X72	LCH_EUR_IRS_3M_EUR_EURIBOR_0X72	0.1385	0.1385	0.1345	0.1345	1	100000000
2022-01-18	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X84	LCH_EUR_IRS_3M_EUR_EURIBOR_0X84	0.181	0.19	0.181	0.19	2	250000000
2022-01-18	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X96	LCH_EUR_IRS_3M_EUR_EURIBOR_0X96	0.254	0.254	0.254	0.254	1	200000000
2022-01-18	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X108	LCH_EUR_IRS_6M_EUR_EURIBOR_0X108	0.357	0.357	0.357	0.357	1	50000000
2022-01-18	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	0.40912	0.41437	0.39264	0.405	13	845000000
2022-01-18	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X132	LCH_EUR_IRS_6M_EUR_EURIBOR_0X132	0.439	0.439	0.439	0.439	1	100000000
2022-01-18	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X144	LCH_EUR_IRS_6M_EUR_EURIBOR_0X144	0.49105	0.49105	0.478	0.489	5	300000000
2022-01-18	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X360	LCH_EUR_IRS_6M_EUR_EURIBOR_0X360	0.525	0.526	0.511	0.522	4	209600000
2022-01-18	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	0.12694	0.12694	0.111	0.125	8	800000000
2022-01-18	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X96	LCH_EUR_IRS_6M_EUR_EURIBOR_0X96	0.299	0.299	0.299	0.299	1	200000000
2022-01-18	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_36X396	LCH_EUR_IRS_6M_EUR_EURIBOR_36X396	0.544	0.544	0.544	0.544	1	7100000
2022-01-18	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_36X60	LCH_EUR_IRS_6M_EUR_EURIBOR_36X60	0.38	0.38	0.38	0.38	1	100000000
2022-01-18	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X24	LCH_NZD_IRS_3M_NZD_BKBM_0X24	2.2725	2.2725	2.2725	2.2725	1	129000000
2022-01-18	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X60	LCH_NZD_IRS_3M_NZD_BKBM_0X60	2.6575	2.6575	2.6575	2.6575	1	54000000
2022-01-18	IR	LCH_ZAR_IRS_3M_ZAR_JIBAR_0X60	LCH_ZAR_IRS_3M_ZAR_JIBAR_0X60	6.84	6.84	6.84	6.84	1	100000000
2022-01-18	IR	MAR16 - MAY4.ois		0.345	0.345	0.345	0.345	2	5571000000
2022-01-18	IR	MAY4 - JUN15.ois		0.185	0.47375	0.47375	0.47375	2	6500000000
2022-01-18	IR	NZD.10Y.6M.3M_20320121	NZD.10Y.6M.3M_20320121	0.02815	0.02815	0.02815	0.02815	1	33000000
2022-01-18	IR	NZD.1Y.6M.3M_20230120	NZD.1Y.6M.3M_20230120	0.0179875	0.0179875	0.0179875	0.0179875	1	258000000
2022-01-18	IR	NZD.2Y.6M.3M_20240120	NZD.2Y.6M.3M_20240120	0.0226	0.0226	0.0226	0.0226	1	130000000
2022-01-18	IR	NZD.9Y.6M.3M_20310121	NZD.9Y.6M.3M_20310121	0.027925	0.027925	0.027925	0.027925	1	37000000
2022-01-18	IR	SOPT_STRADDLE_E_EUR_6MEURIBOR_36 X 24_0.386	SOPT_STRADDLE_E_EUR_6MEURIBOR_36 X 24_0.386	1.86	1.86	1.86	1.86	1	267500000
2022-01-18	IR	SOPT_STRADDLE_E_EUR_6MEURIBOR_36 X 360_0.5525	SOPT_STRADDLE_E_EUR_6MEURIBOR_36 X 360_0.5525	23.71	23.71	23.71	23.71	1	15000000
2022-01-18	IR	SOPT_STRADDLE_E_USD_MSOFR_12 X 120_1.78375	SOPT_STRADDLE_E_USD_MSOFR_12 X 120_1.78375	5.75	5.75	5.75	5.75	1	50000000
2022-01-18	IR	SOPT_STRADDLE_E_USD_MSOFR_120 X 120_1.889	SOPT_STRADDLE_E_USD_MSOFR_120 X 120_1.889	14.7	14.7	14.7	14.7	1	25000000
2022-01-18	IR	TRY_IRS_M_TRY_SOFR_0X60	TRY_IRS_M_TRY_SOFR_0X60	29.25	29.25	29.25	29.25	1	54520000
2022-01-18	IR	TRY_IRS_M_TRY_SOFR_0X72	TRY_IRS_M_TRY_SOFR_0X72	28.435	28.435	28.435	28.435	1	53157000
2022-01-18	IR	TWD.3Y.3M.NDIRS_20250120	TWD.3Y.3M.NDIRS_20250120	0.0085	0.0085	0.0085	0.0085	1	1000000000
2022-01-18	IR	TWD.3Y.3M.TAIBOR.IRS_20250120	TWD.3Y.3M.TAIBOR.IRS_20250120	0.00825	0.00825	0.00825	0.00825	1	1000000000
2022-01-18	IR	TWD.5Y.3M.TAIBOR.IRS_20270120	TWD.5Y.3M.TAIBOR.IRS_20270120	0.00885	0.00885	0.00885	0.00885	1	300000000
2022-01-18	IR	XA-EUR 10Y		0.405	0.408	0.398	0.408	3	275500000
2022-01-18	IR	XA-EUR 30Y		0.521	0.5185	0.514	0.5185	2	43000000
2022-01-18	IR	XA-EUR 5Y		0.126	0.115	0.115	0.115	1	150000000