tpSEF

Daily Activity Summary for tpSEF Inc.

Batch Date	Asset Class	Tradeable Instrument	Description	Opening Price	Trade High	Trade Low	Closing Price	Num of Trades	Total Notional Value
2021-06-21	CD	337355	IG35 5Y - SEF	44.9	44.9	44.5	44.5	3	601000000
2021-06-21	CD	337366	IG35 3Y - SEF	23.375	23.375	23.375	23.375	1	89000000
2021-06-21	CD	345535	iBoxx USD Liquid Investment Grade Index 20Jun21	347.5	347.5	347.5	347.5	1	20000000
2021-06-21	CD	348672	iBoxx USD Liquid Investment Grade Index 20Sep21	346.75	346.75	346.75	346.75	1	20000000
2021-06-21	CD	355103	S35 EUR 5Y (SEF)	48.625	48.625	47.875	47.875	6	250000000
2021-06-21	CD	355104	S35 XOVER 5Y (SEF)	241.25	241.25	237.0	237.0	9	130000000
2021-06-21	CD	355947	IG36 5Y - SEF	50.55	50.55	49.45	49.5	19	1325000000
2021-06-21	CD	356750	HY36 5Y - SEF	109.705	109.91	109.705	109.91	7	77000000
2021-06-21	CD	CDX.EM.35.V1_60M	CDX.EM.35.V1_60M	0.9725	0.9726	0.9722	0.9726	5	60000000
2021-06-21	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	5.07485	5.07485	5.0217	5.0232	12	243500000
2021-06-21	CU	0D_NDF_USD_CLP_NDF	0D_NDF_USD_CLP_NDF	747.94	747.94	747.94	747.94	1	4000000
2021-06-21	CU	0D_NDF_USD_COP_NDF	0D_NDF_USD_COP_NDF	3756.0	3759.0	3756.0	3759.0	4	60000000
2021-06-21	CU	0D_NDF_USD_IDR_NDF	0D_NDF_USD_IDR_NDF	14435.0	14435.0	14435.0	14435.0	1	3000000
2021-06-21	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	74.1375	74.18	74.1375	74.1575	6	105000000
2021-06-21	CU	0D_NDF_USD_KRW_NDF	0D_NDF_USD_KRW_NDF	1133.83	1134.55	1131.86	1131.86	7	57500000
2021-06-21	CU	0D_NDF_USD_PEN_NDF	0D_NDF_USD_PEN_NDF	3.955	3.9625	3.955	3.9625	4	40000000
2021-06-21	CU	0D_NDF_USD_PHP_NDF	0D_NDF_USD_PHP_NDF	48.725	48.725	48.725	48.725	1	10000000
2021-06-21	CU	0D_NDF_USD_TWD_NDF	0D_NDF_USD_TWD_NDF	27.93	27.93	27.915	27.915	3	15000000
2021-06-21	CU	103D_NDF_USD_BRL_NDF	103D_NDF_USD_BRL_NDF	5.1008	5.1008	5.1005	5.1005	3	150000000
2021-06-21	CU	105D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-10-04	5.0984	5.1017	5.0939	5.0939	5	400000000
2021-06-21	CU	10D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-07-01	749.1	749.1	749.1	749.1	1	11000000
2021-06-21	CU	10D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-07-01	74.2205	74.2205	74.2205	74.2205	1	10000000
2021-06-21	CU	11D_EUR_CZK_A_FXO_-0.4218_FXO	11D_EUR_CZK_A_FXO_-0.4218_FXO	0.2290826	0.2290826	0.2290826	0.2290826	1	30000000
2021-06-21	CU	11D_EUR_CZK_A_FXO_0.1802_FXO	11D_EUR_CZK_A_FXO_0.1802_FXO	0.0884305	0.0884305	0.0884305	0.0884305	1	30000000
2021-06-21	CU	11D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-07-02	5.08	5.0824	5.026	5.02965	50	1936700000
2021-06-21	CU	11D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-07-02	74.232	74.232	74.232	74.232	1	15000000
2021-06-21	CU	126D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-10-25	3.941	3.941	3.941	3.941	1	10000000
2021-06-21	CU	128D_USD_JPY_A_FXO_0.3938_FXO	128D_USD_JPY_A_FXO_0.3938_FXO	0.9593124	0.9593124	0.9593124	0.9593124	1	150000000
2021-06-21	CU	1292D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2025-01-03	6.41204	6.41204	6.41204	6.41204	1	25000000
2021-06-21	CU	15D_AUD_CHF_A_FXO_0.1276_FXO	15D_AUD_CHF_A_FXO_0.1276_FXO	0.088566	0.088566	0.088566	0.088566	1	75000000
2021-06-21	CU	164D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-12-02	5.1389	5.1389	5.1389	5.1389	1	50000000
2021-06-21	CU	16D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-07-07	27.91	27.91	27.91	27.91	1	20000000
2021-06-21	CU	17D_EUR_CNH_A_FXO_0.3661_FXO	17D_EUR_CNH_A_FXO_0.3661_FXO	0.2829815	0.2829815	0.2829815	0.2829815	1	20000000
2021-06-21	CU	17D_GBP_USD_B_FXO_0.2987_FXO	17D_GBP_USD_B_FXO_0.2987_FXO	0.3708141	0.3708141	0.3708141	0.3708141	1	50000000
2021-06-21	CU	183D_NDF_USD_IDR_NDF	183D_NDF_USD_IDR_NDF	14775.0	14775.0	14775.0	14775.0	1	10000000
2021-06-21	CU	185D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-12-23	3802.0	3802.0	3800.25	3800.25	2	30000000
2021-06-21	CU	185D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-12-23	27.335	27.395	27.335	27.345	9	240000000
2021-06-21	CU	1D_EUR_USD_B_FXO_0.4073_FXO	1D_EUR_USD_B_FXO_0.4073_FXO	0.1211213	0.1211213	0.1211213	0.1211213	1	20000000
2021-06-21	CU	1D_NDF_USD_IDR_NDF	1D_NDF_USD_IDR_NDF	14445.0	14445.0	14445.0	14445.0	1	13000000
2021-06-21	CU	1D_NDF_USD_KRW_NDF	1D_NDF_USD_KRW_NDF	1133.85	1133.85	1132.56	1132.56	2	23000000
2021-06-21	CU	1D_USD_JPY_A_FXO_0.4983_FXO	1D_USD_JPY_A_FXO_0.4983_FXO	0.1352773	0.1352773	0.1352773	0.1352773	1	20000000
2021-06-21	CU	1M_EUR_USD_B_FXO_-0.1014_FXO	1M_EUR_USD_B_FXO_-0.1014_FXO	0.097403	0.097403	0.097403	0.097403	1	78000000
2021-06-21	CU	1M_EUR_USD_B_FXO_-0.496_FXO	1M_EUR_USD_B_FXO_-0.496_FXO	0.7549711	0.7549711	0.7549711	0.7549711	1	25000000
2021-06-21	CU	1M_EUR_USD_B_FXO_-0.4981_FXO	1M_EUR_USD_B_FXO_-0.4981_FXO	0.7599415	0.7599415	0.7599415	0.7599415	1	25000000
2021-06-21	CU	1M_EUR_USD_B_FXO_-0.5046_FXO	1M_EUR_USD_B_FXO_-0.5046_FXO	0.7788917	0.7788917	0.7788917	0.7788917	1	30000000
2021-06-21	CU	1M_EUR_USD_B_FXO_0.0984_FXO	1M_EUR_USD_B_FXO_0.0984_FXO	0.0926189	0.0926189	0.0926189	0.0926189	1	78000000
2021-06-21	CU	1M_EUR_USD_B_FXO_0.4954_FXO	1M_EUR_USD_B_FXO_0.4954_FXO	0.7418917	0.7418917	0.7418917	0.7418917	1	30000000
2021-06-21	CU	1M_EUR_USD_B_FXO_0.5019_FXO	1M_EUR_USD_B_FXO_0.5019_FXO	0.7539415	0.7539415	0.7539415	0.7539415	1	25000000
2021-06-21	CU	1M_EUR_USD_B_FXO_0.504_FXO	1M_EUR_USD_B_FXO_0.504_FXO	0.7589711	0.7589711	0.7589711	0.7589711	1	25000000
2021-06-21	CU	1M_JPY_KRW_A_FXO_-0.5001_FXO	1M_JPY_KRW_A_FXO_-0.5001_FXO	0.8874823	0.8874823	0.8874823	0.8874823	1	1000000000
2021-06-21	CU	1M_JPY_KRW_A_FXO_0.4996_FXO	1M_JPY_KRW_A_FXO_0.4996_FXO	0.9115787	0.9115787	0.9115787	0.9115787	1	1000000000
2021-06-21	CU	1M_USD_JPY_A_FXO_-0.502_FXO	1M_USD_JPY_A_FXO_-0.502_FXO	0.5913496	0.5913496	0.5913496	0.5913496	1	25000000
2021-06-21	CU	1M_USD_JPY_A_FXO_0.498_FXO	1M_USD_JPY_A_FXO_0.498_FXO	0.5949776	0.5949776	0.5949776	0.5949776	1	25000000
2021-06-21	CU	1W_USD_JPY_A_FXO_-0.2425_FXO	1W_USD_JPY_A_FXO_-0.2425_FXO	0.1069538	0.1069538	0.1069538	0.1069538	1	50000000
2021-06-21	CU	1W_USD_JPY_A_FXO_-0.2578_FXO	1W_USD_JPY_A_FXO_-0.2578_FXO	0.1202191	0.1202191	0.1202191	0.1202191	2	60000000
2021-06-21	CU	1W_USD_JPY_A_FXO_0.2484_FXO	1W_USD_JPY_A_FXO_0.2484_FXO	0.1077516	0.1077516	0.1077516	0.1077516	2	60000000
2021-06-21	CU	1W_USD_JPY_A_FXO_0.2524_FXO	1W_USD_JPY_A_FXO_0.2524_FXO	0.1079347	0.1079347	0.1079347	0.1079347	1	50000000
2021-06-21	CU	1Y_EUR_USD_B_FXO_-0.5003_FXO	1Y_EUR_USD_B_FXO_-0.5003_FXO	3.036596	3.036596	3.036596	3.036596	1	25000000
2021-06-21	CU	1Y_EUR_USD_B_FXO_-0.5011_FXO	1Y_EUR_USD_B_FXO_-0.5011_FXO	3.048971	3.048971	3.048971	3.048971	1	15000000
2021-06-21	CU	1Y_EUR_USD_B_FXO_0.4989_FXO	1Y_EUR_USD_B_FXO_0.4989_FXO	2.804971	2.804971	2.804971	2.804971	1	15000000
2021-06-21	CU	1Y_EUR_USD_B_FXO_0.4997_FXO	1Y_EUR_USD_B_FXO_0.4997_FXO	2.807596	2.807596	2.807596	2.807596	1	25000000
2021-06-21	CU	1Y_USD_CAD_A_FXO_-0.4982_FXO	1Y_USD_CAD_A_FXO_-0.4982_FXO	2.571882	2.571882	2.571882	2.571882	2	35000000
2021-06-21	CU	1Y_USD_CAD_A_FXO_0.4994_FXO	1Y_USD_CAD_A_FXO_0.4994_FXO	2.809758	2.809758	2.809758	2.809758	2	35000000
2021-06-21	CU	1Y_USD_CNH_A_FXO_-0.2497_FXO	1Y_USD_CNH_A_FXO_-0.2497_FXO	0.746649	0.746649	0.746649	0.746649	2	100000000
2021-06-21	CU	1Y_USD_CNH_A_FXO_-0.2499_FXO	1Y_USD_CNH_A_FXO_-0.2499_FXO	0.7437735	0.7437735	0.7437735	0.7437735	1	150000000
2021-06-21	CU	1Y_USD_CNH_A_FXO_-0.4996_FXO	1Y_USD_CNH_A_FXO_-0.4996_FXO	1.998155	1.998155	1.998155	1.998155	1	25000000
2021-06-21	CU	1Y_USD_CNH_A_FXO_0.2499_FXO	1Y_USD_CNH_A_FXO_0.2499_FXO	0.8967912	0.8967912	0.8967912	0.8967912	2	100000000
2021-06-21	CU	1Y_USD_CNH_A_FXO_0.2501_FXO	1Y_USD_CNH_A_FXO_0.2501_FXO	0.893493	0.893493	0.893493	0.893493	1	150000000
2021-06-21	CU	1Y_USD_CNH_A_FXO_0.4991_FXO	1Y_USD_CNH_A_FXO_0.4991_FXO	2.129056	2.129056	2.129056	2.129056	1	25000000
2021-06-21	CU	1Y_USD_COP_A_FXO_-0.5291_FXO	1Y_USD_COP_A_FXO_-0.5291_FXO	5.812964	5.814672	5.812964	5.814672	1	5000000
2021-06-21	CU	1Y_USD_COP_A_FXO_0.4709_FXO	1Y_USD_COP_A_FXO_0.4709_FXO	5.812964	5.814672	5.812964	5.814672	1	5000000
2021-06-21	CU	22D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-07-13	3757.45	3757.45	3757.45	3757.45	1	50000000
2021-06-21	CU	22D_NDF_USD_PEN_NDF	22D_NDF_USD_PEN_NDF	3.9117	3.955	3.9117	3.955	2	12000000
2021-06-21	CU	24D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-07-15	3769.77	3769.77	3769.77	3769.77	2	17000000
2021-06-21	CU	252D_USD_NOK_A_FXO_-0.3983_FXO	252D_USD_NOK_A_FXO_-0.3983_FXO	2.311719	2.311719	2.311719	2.311719	1	20000000
2021-06-21	CU	274D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-03-22	49.475	49.475	49.475	49.475	1	15000000
2021-06-21	CU	28D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-07-19	5.05515	5.05515	5.05515	5.05515	1	130000000
2021-06-21	CU	28D_NDF_USD_BRL_NDF	28D_NDF_USD_BRL_NDF	5.0555	5.0555	5.0555	5.0555	2	200000000
2021-06-21	CU	28D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-07-19	3765.2	3765.2	3765.2	3765.2	1	5000000
2021-06-21	CU	28D_NDF_USD_PEN_NDF	28D_NDF_USD_PEN_NDF	3.9439	3.9528	3.9434	3.9525	4	40000000
2021-06-21	CU	29D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-07-20	5.0549	5.0549	5.0549	5.0549	2	25000000
2021-06-21	CU	2D_GBP_USD_B_FXO_0.1449_FXO	2D_GBP_USD_B_FXO_0.1449_FXO	0.0592513	0.0592513	0.0592513	0.0592513	1	50000000
2021-06-21	CU	2D_GBP_USD_B_FXO_0.1988_FXO	2D_GBP_USD_B_FXO_0.1988_FXO	0.0883111	0.0883111	0.0883111	0.0883111	1	40000000
2021-06-21	CU	2D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-06-23	5.07475	5.0749	5.0503	5.07485	15	412500000
2021-06-21	CU	2D_NDF_USD_BRL_NDF	2D_NDF_USD_BRL_NDF	5.0225	5.0225	5.0225	5.0225	1	16000000
2021-06-21	CU	2D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-06-23	3760.0	3760.0	3760.0	3760.0	9	45000000
2021-06-21	CU	2D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-06-23	3.954	3.954	3.954	3.954	4	31000000
2021-06-21	CU	2D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-06-23	48.7	48.74	48.67	48.725	5	55000000
2021-06-21	CU	2M_EUR_JPY_A_FXO_-0.2493_FXO	2M_EUR_JPY_A_FXO_-0.2493_FXO	0.4000927	0.4000927	0.4000927	0.4000927	2	100000000
2021-06-21	CU	2M_EUR_JPY_A_FXO_0.249_FXO	2M_EUR_JPY_A_FXO_0.249_FXO	0.3543856	0.3543856	0.3543856	0.3543856	2	100000000
2021-06-21	CU	2M_EUR_USD_B_FXO_-0.2489_FXO	2M_EUR_USD_B_FXO_-0.2489_FXO	0.4452783	0.4452783	0.4452783	0.4452783	2	100000000
2021-06-21	CU	2M_EUR_USD_B_FXO_0.2511_FXO	2M_EUR_USD_B_FXO_0.2511_FXO	0.4182574	0.4182574	0.4182574	0.4182574	2	100000000
2021-06-21	CU	2M_GBP_JPY_A_FXO_-0.5002_FXO	2M_GBP_JPY_A_FXO_-0.5002_FXO	1.112004	1.112004	1.112004	1.112004	1	75000000
2021-06-21	CU	2M_GBP_JPY_A_FXO_0.2504_FXO	2M_GBP_JPY_A_FXO_0.2504_FXO	0.4041936	0.4041936	0.4041936	0.4041936	1	187000000
2021-06-21	CU	2M_GBP_JPY_A_FXO_0.4994_FXO	2M_GBP_JPY_A_FXO_0.4994_FXO	1.149257	1.149257	1.149257	1.149257	1	75000000
2021-06-21	CU	2W_USD_THB_A_FXO_-0.4957_FXO	2W_USD_THB_A_FXO_-0.4957_FXO	0.3944993	0.3944993	0.3944993	0.3944993	1	10000000
2021-06-21	CU	2W_USD_THB_A_FXO_0.5042_FXO	2W_USD_THB_A_FXO_0.5042_FXO	0.4102896	0.4102896	0.4102896	0.4102896	1	10000000
2021-06-21	CU	2Y_USD_CAD_A_FXO_-0.4973_FXO	2Y_USD_CAD_A_FXO_-0.4973_FXO	3.695133	3.695133	3.695133	3.695133	2	25500000
2021-06-21	CU	2Y_USD_CAD_A_FXO_0.4978_FXO	2Y_USD_CAD_A_FXO_0.4978_FXO	4.190641	4.190641	4.190641	4.190641	2	25500000
2021-06-21	CU	30D_NDF_USD_CLP_NDF	30D_NDF_USD_CLP_NDF	748.5	748.5	747.75	748.4	7	13000000
2021-06-21	CU	30D_NDF_USD_IDR_NDF	30D_NDF_USD_IDR_NDF	14510.0	14510.0	14510.0	14510.0	3	45000000
2021-06-21	CU	30D_NDF_USD_INR_NDF	30D_NDF_USD_INR_NDF	74.4325	74.4325	74.4325	74.4325	1	40000000
2021-06-21	CU	30D_NDF_USD_PEN_NDF	30D_NDF_USD_PEN_NDF	3.955	3.955	3.9425	3.9425	9	30500000
2021-06-21	CU	30D_NDF_USD_PHP_NDF	30D_NDF_USD_PHP_NDF	48.85	48.85	48.85	48.85	1	10000000
2021-06-21	CU	31D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-07-22	5.0523	5.0523	5.0523	5.0523	3	165000000
2021-06-21	CU	31D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-07-22	3760.02	3760.02	3760.02	3760.02	2	12000000
2021-06-21	CU	31D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-07-22	48.645	48.835	48.645	48.835	9	120000000
2021-06-21	CU	32D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-07-23	748.5	750.0	747.0	748.45	24	72000000
2021-06-21	CU	32D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-07-23	3765.75	3772.0	3749.8	3765.0	129	448600000
2021-06-21	CU	32D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2021-07-23	14505.0	14505.0	14505.0	14505.0	1	10000000
2021-06-21	CU	32D_NDF_USD_IDR_NDF	32D_NDF_USD_IDR_NDF	14506.0	14506.0	14506.0	14506.0	1	3000000
2021-06-21	CU	32D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-07-23	74.39	74.39	74.39	74.39	3	50000000
2021-06-21	CU	32D_NDF_USD_INR_NDF	32D_NDF_USD_INR_NDF	74.42	74.43	74.42	74.43	3	47000000
2021-06-21	CU	32D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-07-23	1137.6	1137.6	1137.6	1137.6	1	20000000
2021-06-21	CU	32D_NDF_USD_KRW_NDF	32D_NDF_USD_KRW_NDF	1133.8	1134.55	1131.85	1131.85	5	34500000
2021-06-21	CU	32D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-07-23	3.94	3.9535	3.936	3.943	55	245900000
2021-06-21	CU	32D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-07-23	48.82	48.87	48.76	48.76	8	127000000
2021-06-21	CU	32D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-07-23	27.83	27.845	27.8	27.8	10	395000000
2021-06-21	CU	32D_NDF_USD_TWD_NDF	32D_NDF_USD_TWD_NDF	27.835	27.835	27.82	27.82	3	15000000
2021-06-21	CU	33D_NDF_USD_IDR_NDF	33D_NDF_USD_IDR_NDF	14515.0	14515.0	14515.0	14515.0	1	13000000
2021-06-21	CU	34D_NDF_USD_BRL_NDF	34D_NDF_USD_BRL_NDF	5.0396	5.0396	5.0383	5.0383	3	52000000
2021-06-21	CU	35D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2021-07-26	14530.0	14530.0	14510.0	14510.0	2	21000000
2021-06-21	CU	35D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-07-26	74.43	74.47	74.43	74.47	2	27000000
2021-06-21	CU	35D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-07-26	27.835	27.84	27.835	27.84	7	68000000
2021-06-21	CU	365D_NDF_USD_IDR_NDF	365D_NDF_USD_IDR_NDF	15114.0	15114.0	15114.0	15114.0	2	35000000
2021-06-21	CU	365D_NDF_USD_INR_NDF	365D_NDF_USD_INR_NDF	77.53	77.54	77.53	77.54	2	115000000
2021-06-21	CU	366D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-06-22	49.92	49.92	49.92	49.92	1	10000000
2021-06-21	CU	367D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-06-23	1138.7	1138.7	1138.7	1138.7	1	20000000
2021-06-21	CU	367D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-06-23	3.9515	3.9515	3.9515	3.9515	1	10000000
2021-06-21	CU	37D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-07-28	5.0541	5.0541	5.0541	5.0541	4	114000000
2021-06-21	CU	38D_USD_TWD_A_FXO_-0.2776_FXO	38D_USD_TWD_A_FXO_-0.2776_FXO	0.2614421	0.2614421	0.2614421	0.2614421	1	30000000
2021-06-21	CU	3D_EUR_USD_B_FXO_0.3354_FXO	3D_EUR_USD_B_FXO_0.3354_FXO	0.1696302	0.1696302	0.1696302	0.1696302	1	60000000
2021-06-21	CU	3D_GBP_USD_B_FXO_0.2147_FXO	3D_GBP_USD_B_FXO_0.2147_FXO	0.1329636	0.1329636	0.1329636	0.1329636	1	50000000
2021-06-21	CU	3D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-06-24	5.0436	5.0438	5.02555	5.02555	3	35000000
2021-06-21	CU	3D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-06-24	749.0	749.0	748.0	748.0	4	24000000
2021-06-21	CU	3D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-06-24	3745.0	3763.0	3745.0	3762.0	9	211000000
2021-06-21	CU	3D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2021-06-24	14460.0	14460.0	14450.0	14450.0	2	21000000
2021-06-21	CU	3D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-06-24	74.135	74.195	74.135	74.195	6	114000000
2021-06-21	CU	3D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-06-24	3.95	3.95	3.95	3.95	8	50500000
2021-06-21	CU	3D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-06-24	27.93	27.935	27.93	27.935	7	68000000
2021-06-21	CU	3D_USD_JPY_A_FXO_0.3117_FXO	3D_USD_JPY_A_FXO_0.3117_FXO	0.1093135	0.1093135	0.1093135	0.1093135	3	150000000
2021-06-21	CU	3M_CHF_JPY_A_FXO_-0.4987_FXO	3M_CHF_JPY_A_FXO_-0.4987_FXO	1.194327	1.194327	1.194327	1.194327	2	25000000
2021-06-21	CU	3M_CHF_JPY_A_FXO_0.5007_FXO	3M_CHF_JPY_A_FXO_0.5007_FXO	1.248827	1.248827	1.248827	1.248827	2	25000000
2021-06-21	CU	3M_EUR_USD_B_FXO_-0.5011_FXO	3M_EUR_USD_B_FXO_-0.5011_FXO	1.402097	1.402097	1.402097	1.402097	5	92500000
2021-06-21	CU	3M_EUR_USD_B_FXO_-0.5014_FXO	3M_EUR_USD_B_FXO_-0.5014_FXO	1.373395	1.373395	1.373395	1.373395	1	25000000
2021-06-21	CU	3M_EUR_USD_B_FXO_0.4986_FXO	3M_EUR_USD_B_FXO_0.4986_FXO	1.314395	1.314395	1.314395	1.314395	1	25000000
2021-06-21	CU	3M_EUR_USD_B_FXO_0.4989_FXO	3M_EUR_USD_B_FXO_0.4989_FXO	1.343097	1.343097	1.343097	1.343097	5	92500000
2021-06-21	CU	3M_GBP_USD_B_FXO_-0.2708_FXO	3M_GBP_USD_B_FXO_-0.2708_FXO	0.8270333	0.8270333	0.8270333	0.8270333	1	30000000
2021-06-21	CU	3M_USD_MXN_A_FXO_-0.512_FXO	3M_USD_MXN_A_FXO_-0.512_FXO	2.403107	2.403107	2.403107	2.403107	1	5000000
2021-06-21	CU	3M_USD_MXN_A_FXO_0.488_FXO	3M_USD_MXN_A_FXO_0.488_FXO	2.403107	2.403107	2.403107	2.403107	1	5000000
2021-06-21	CU	3M_USD_SEK_A_FXO_-0.4996_FXO	3M_USD_SEK_A_FXO_-0.4996_FXO	1.599454	1.599454	1.599454	1.599454	1	30000000
2021-06-21	CU	3M_USD_SEK_A_FXO_0.4996_FXO	3M_USD_SEK_A_FXO_0.4996_FXO	1.684361	1.684361	1.684361	1.684361	1	30000000
2021-06-21	CU	3M_USD_SGD_A_FXO_-0.5004_FXO	3M_USD_SGD_A_FXO_-0.5004_FXO	0.8411412	0.8411412	0.8411412	0.8411412	2	37500000
2021-06-21	CU	3M_USD_SGD_A_FXO_0.4994_FXO	3M_USD_SGD_A_FXO_0.4994_FXO	0.8611892	0.8611892	0.8611892	0.8611892	2	37500000
2021-06-21	CU	41D_NDF_USD_BRL_NDF	41D_NDF_USD_BRL_NDF	5.0663	5.0663	5.0551	5.0551	6	200000000
2021-06-21	CU	43D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-08-03	5.06625	5.06625	5.0561	5.0561	4	270000000
2021-06-21	CU	457D_NDF_USD_INR_NDF	457D_NDF_USD_INR_NDF	78.44	78.44	78.44	78.44	1	100000000
2021-06-21	CU	45D_EUR_CHF_A_FXO_0.0604_FXO	45D_EUR_CHF_A_FXO_0.0604_FXO	0.0472062	0.0472062	0.0472062	0.0472062	1	53500000
2021-06-21	CU	45D_EUR_CHF_A_FXO_0.2472_FXO	45D_EUR_CHF_A_FXO_0.2472_FXO	0.2202046	0.2202046	0.2202046	0.2202046	1	20000000
2021-06-21	CU	4D_EUR_USD_B_FXO_0.4989_FXO	4D_EUR_USD_B_FXO_0.4989_FXO	0.3646097	0.3646097	0.3646097	0.3646097	1	30000000
2021-06-21	CU	4D_GBP_USD_B_FXO_0.4927_FXO	4D_GBP_USD_B_FXO_0.4927_FXO	0.4795072	0.4795072	0.4795072	0.4795072	2	60000000
2021-06-21	CU	4D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-06-25	5.04575	5.04575	5.04575	5.04575	1	45000000
2021-06-21	CU	4D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-06-25	749.0	749.0	749.0	749.0	1	6000000
2021-06-21	CU	4D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-06-25	3762.0	3762.18	3758.4	3758.4	3	72000000
2021-06-21	CU	4D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-06-25	74.143	74.143	74.143	74.143	1	12000000
2021-06-21	CU	4D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-06-25	27.915	27.915	27.915	27.915	1	30000000
2021-06-21	CU	4M_EUR_USD_B_FXO_-0.1002_FXO	4M_EUR_USD_B_FXO_-0.1002_FXO	0.2122309	0.2122309	0.2122309	0.2122309	1	114000000
2021-06-21	CU	4M_EUR_USD_B_FXO_-0.5006_FXO	4M_EUR_USD_B_FXO_-0.5006_FXO	1.599522	1.599522	1.599522	1.599522	1	25000000
2021-06-21	CU	4M_EUR_USD_B_FXO_0.4994_FXO	4M_EUR_USD_B_FXO_0.4994_FXO	1.529521	1.529521	1.529521	1.529521	1	25000000
2021-06-21	CU	5D_NDF_USD_BRL_NDF	5D_NDF_USD_BRL_NDF	5.0492	5.0492	5.0422	5.0452	3	619000000
2021-06-21	CU	5D_NDF_USD_PEN_NDF	5D_NDF_USD_PEN_NDF	3.9177	3.961	3.9177	3.961	2	12000000
2021-06-21	CU	61D_NDF_USD_CNY_NDF	61D_NDF_USD_CNY_NDF	6.4965	6.4965	6.4965	6.4965	1	30000000
2021-06-21	CU	63D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-08-23	3772.07	3772.07	3772.07	3772.07	1	25000000
2021-06-21	CU	63D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-08-23	27.748	27.748	27.748	27.748	1	50000000
2021-06-21	CU	6M_AUD_JPY_A_FXO_-0.2505_FXO	6M_AUD_JPY_A_FXO_-0.2505_FXO	1.083614	1.083614	1.083614	1.083614	1	30000000
2021-06-21	CU	6M_AUD_JPY_A_FXO_0.25_FXO	6M_AUD_JPY_A_FXO_0.25_FXO	0.9132433	0.9132433	0.9132433	0.9132433	1	30000000
2021-06-21	CU	6M_EUR_CNH_A_FXO_-0.4998_FXO	6M_EUR_CNH_A_FXO_-0.4998_FXO	1.489177	1.489177	1.489177	1.489177	2	25000000
2021-06-21	CU	6M_EUR_CNH_A_FXO_0.4995_FXO	6M_EUR_CNH_A_FXO_0.4995_FXO	1.560874	1.560874	1.560874	1.560874	2	25000000
2021-06-21	CU	6M_USD_CNH_A_FXO_-0.4996_FXO	6M_USD_CNH_A_FXO_-0.4996_FXO	1.34004	1.34004	1.34004	1.34004	2	30000000
2021-06-21	CU	6M_USD_CNH_A_FXO_0.4998_FXO	6M_USD_CNH_A_FXO_0.4998_FXO	1.399487	1.399487	1.399487	1.399487	2	30000000
2021-06-21	CU	6M_USD_ILS_A_FXO_-0.4994_FXO	6M_USD_ILS_A_FXO_-0.4994_FXO	1.648322	1.648322	1.648322	1.648322	1	15000000
2021-06-21	CU	6M_USD_ILS_A_FXO_0.4997_FXO	6M_USD_ILS_A_FXO_0.4997_FXO	1.740431	1.740431	1.740431	1.740431	1	15000000
2021-06-21	CU	6M_USD_JPY_A_FXO_-0.2487_FXO	6M_USD_JPY_A_FXO_-0.2487_FXO	0.67302	0.67302	0.67302	0.67302	1	107500000
2021-06-21	CU	6M_USD_JPY_A_FXO_0.2504_FXO	6M_USD_JPY_A_FXO_0.2504_FXO	0.6482692	0.6482692	0.6482692	0.6482692	1	100000000
2021-06-21	CU	71D_NDF_USD_BRL_NDF	71D_NDF_USD_BRL_NDF	5.088	5.088	5.088	5.088	1	60000000
2021-06-21	CU	730D_NDF_USD_INR_NDF	730D_NDF_USD_INR_NDF	81.29	81.29	81.29	81.29	1	15000000
2021-06-21	CU	7D_NDF_USD_CLP_NDF	7D_NDF_USD_CLP_NDF	748.0	748.0	748.0	748.0	1	4000000
2021-06-21	CU	7D_NDF_USD_CNY_NDF	7D_NDF_USD_CNY_NDF	6.4765	6.4765	6.4765	6.4765	1	23000000
2021-06-21	CU	7D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-06-28	3754.45	3762.2	3754.45	3761.0	6	175000000
2021-06-21	CU	7D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-06-28	74.159	74.159	74.159	74.159	1	50000000
2021-06-21	CU	7D_NDF_USD_INR_NDF	7D_NDF_USD_INR_NDF	74.205	74.225	74.205	74.22	3	83000000
2021-06-21	CU	86D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-09-15	5.086	5.0933	5.085	5.0933	4	500000000
2021-06-21	CU	86D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-09-15	3781.27	3781.27	3779.71	3779.71	2	1494030
2021-06-21	CU	8D_NDF_USD_COP_NDF	8D_NDF_USD_COP_NDF	3757.4	3760.4	3757.4	3760.4	4	60000000
2021-06-21	CU	8D_NDF_USD_INR_NDF	8D_NDF_USD_INR_NDF	74.232	74.232	74.232	74.232	1	15000000
2021-06-21	CU	8D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-06-29	48.635	48.715	48.635	48.715	4	53000000
2021-06-21	CU	8D_USD_JPY_A_FXO_0.252_FXO	8D_USD_JPY_A_FXO_0.252_FXO	0.1286545	0.1286545	0.1286545	0.1286545	1	50000000
2021-06-21	CU	926D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2024-01-03	5.96962	5.96962	5.96962	5.96962	1	35000000
2021-06-21	CU	93D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-09-22	49.075	49.075	49.075	49.075	1	10000000
2021-06-21	CU	94D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-09-23	3767.52	3770.36	3767.52	3770.36	1	924613
2021-06-21	CU	94D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2021-09-23	14610.0	14610.0	14610.0	14610.0	1	10000000
2021-06-21	CU	94D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-09-23	74.95	74.95	74.95	74.95	3	50000000
2021-06-21	CU	94D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-09-23	27.6	27.66	27.6	27.61	12	465000000
2021-06-21	CU	9D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-06-30	5.04675	5.048	5.04675	5.048	2	55500000
2021-06-21	CU	9D_NDF_USD_BRL_NDF	9D_NDF_USD_BRL_NDF	5.08	5.08	5.0252	5.0275	39	1942000000
2021-06-21	CU	9D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-06-30	48.77	48.77	48.72	48.72	2	65000000
2021-06-21	CU	9D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-06-30	27.91	27.93	27.91	27.93	2	50000000
2021-06-21	CU	9D_USD_JPY_A_FXO_-0.2805_FXO	9D_USD_JPY_A_FXO_-0.2805_FXO	0.1497419	0.1497419	0.1497419	0.1497419	3	150000000
2021-06-21	CU	9M_USD_CNH_A_FXO_-0.2501_FXO	9M_USD_CNH_A_FXO_-0.2501_FXO	0.6249859	0.6249859	0.6249859	0.6249859	1	150000000
2021-06-21	CU	9M_USD_CNH_A_FXO_-0.4992_FXO	9M_USD_CNH_A_FXO_-0.4992_FXO	1.676062	1.676062	1.676062	1.676062	2	25000000
2021-06-21	CU	9M_USD_CNH_A_FXO_0.2499_FXO	9M_USD_CNH_A_FXO_0.2499_FXO	0.7388179	0.7388179	0.7388179	0.7388179	1	150000000
2021-06-21	CU	9M_USD_CNH_A_FXO_0.4998_FXO	9M_USD_CNH_A_FXO_0.4998_FXO	1.77307	1.77307	1.77307	1.77307	2	25000000
2021-06-21	CU	USDCNY20210625-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-06-25	6.47221	6.47221	6.47221	6.47221	3	13000000
2021-06-21	CU	USDCNY20210628-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-06-28	6.47479	6.47479	6.47479	6.47479	2	49000000
2021-06-21	CU	USDCNY20210630-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-06-30	6.4765	6.4765	6.4765	6.4765	4	27000000
2021-06-21	CU	USDCNY20210701-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-07-01	6.47709	6.47709	6.47709	6.47709	2	19000000
2021-06-21	CU	USDCNY20210702-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-07-02	6.47767	6.47767	6.47767	6.47767	5	47000000
2021-06-21	CU	USDCNY20210706-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-07-06	6.48002	6.48002	6.48002	6.48002	2	5000000
2021-06-21	CU	USDCNY20210712-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-07-12	6.48354	6.48354	6.48354	6.48354	1	1000000
2021-06-21	CU	USDCNY20210714-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-07-14	6.48472	6.48472	6.48472	6.48472	1	10000000
2021-06-21	CU	USDCNY20210715-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-07-15	6.4853	6.4853	6.4853	6.4853	2	31000000
2021-06-21	CU	USDCNY20210719-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-07-19	6.48765	6.48765	6.48765	6.48765	4	59000000
2021-06-21	CU	USDCNY20210721-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-07-21	6.48883	6.48883	6.48883	6.48883	2	15000000
2021-06-21	CU	USDCNY20210726-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-07-26	6.49145	6.49145	6.49145	6.49145	1	2000000
2021-06-21	CU	USDCNY20210727-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-07-27	6.49193	6.49193	6.49193	6.49193	1	20000000
2021-06-21	CU	USDCNY20210819-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-08-19	6.50306	6.50306	6.50306	6.50306	1	11000000
2021-06-21	CU	USDCNY20210820-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-08-20	6.50355	6.50355	6.50355	6.50355	1	11000000
2021-06-21	CU	USDCNY20210823-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-08-23	6.505	6.505	6.505	6.505	1	4000000
2021-06-21	CU	USDCNY20210826-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-08-26	6.50647	6.50647	6.50647	6.50647	1	8000000
2021-06-21	CU	USDCNY20210830-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-08-30	6.50843	6.50843	6.50843	6.50843	1	1000000
2021-06-21	CU	USDCNY20210831-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-08-31	6.50892	6.50892	6.50892	6.50892	1	11000000
2021-06-21	CU	USDCNY20210901-R20314	Non Deliverable Forward Chinese Renminbi - Value Date 2021-09-01	6.50941	6.50941	6.50941	6.50941	1	11000000
2021-06-21	CU	USDIDR20210628-R20315	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-06-28	14457.28	14457.28	14457.28	14457.28	3	19000000
2021-06-21	CU	USDIDR20210629-R20315	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-06-29	14460.14	14460.14	14460.14	14460.14	1	1000000
2021-06-21	CU	USDIDR20210702-R20315	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-07-02	14467.17	14467.17	14467.17	14467.17	1	19000000
2021-06-21	CU	USDIDR20210707-R20315	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-07-07	14477.59	14477.59	14477.59	14477.59	1	2000000
2021-06-21	CU	USDIDR20210719-R20315	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-07-19	14502.64	14502.64	14502.64	14502.64	2	24000000
2021-06-21	CU	USDIDR20210721-R20315	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-07-21	14506.82	14506.82	14506.82	14506.82	2	28000000
2021-06-21	CU	USDIDR20210722-R20315	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-07-22	14508.91	14508.91	14508.91	14508.91	2	12000000
2021-06-21	CU	USDIDR20210723-R20315	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-07-23	14511.0	14511.0	14511.0	14511.0	1	3000000
2021-06-21	CU	USDIDR20210806-R20315	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-08-06	14536.71	14536.71	14536.71	14536.71	1	5000000
2021-06-21	CU	USDIDR20210820-R20315	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-08-20	14562.47	14562.47	14562.47	14562.47	1	15000000
2021-06-21	CU	USDIDR20210908-R20315	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-09-08	14593.79	14593.79	14593.79	14593.79	1	25000000
2021-06-21	CU	USDIDR20210910-R20315	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-09-10	14597.01	14597.01	14597.01	14597.01	1	2000000
2021-06-21	CU	USDIDR20210914-R20315	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-09-14	14603.47	14603.47	14603.47	14603.47	1	9000000
2021-06-21	CU	USDINR20210708-R20316	Non Deliverable Forward Indian Rupee - Value Date 2021-07-08	74.2468	74.2468	74.2468	74.2468	1	12000000
2021-06-21	CU	USDINR20210709-R20316	Non Deliverable Forward Indian Rupee - Value Date 2021-07-09	74.2562	74.2562	74.2562	74.2562	3	60000000
2021-06-21	CU	USDINR20210713-R20316	Non Deliverable Forward Indian Rupee - Value Date 2021-07-13	74.2941	74.2941	74.2941	74.2941	2	6000000
2021-06-21	CU	USDINR20210714-R20316	Non Deliverable Forward Indian Rupee - Value Date 2021-07-14	74.3036	74.3036	74.3036	74.3036	1	6000000
2021-06-21	CU	USDINR20210716-R20316	Non Deliverable Forward Indian Rupee - Value Date 2021-07-16	74.3226	74.3226	74.3226	74.3226	2	15000000
2021-06-21	CU	USDINR20210719-R20316	Non Deliverable Forward Indian Rupee - Value Date 2021-07-19	74.351	74.351	74.351	74.351	2	35000000
2021-06-21	CU	USDINR20210720-R20316	Non Deliverable Forward Indian Rupee - Value Date 2021-07-20	74.3605	74.3605	74.3605	74.3605	4	60000000
2021-06-21	CU	USDINR20210722-R20316	Non Deliverable Forward Indian Rupee - Value Date 2021-07-22	74.3795	74.3795	74.3795	74.3795	5	112000000
2021-06-21	CU	USDINR20210726-R20316	Non Deliverable Forward Indian Rupee - Value Date 2021-07-26	74.4158	74.4158	74.4158	74.4158	1	5000000
2021-06-21	CU	USDINR20210728-R20316	Non Deliverable Forward Indian Rupee - Value Date 2021-07-28	74.4336	74.4336	74.4336	74.4336	1	14000000
2021-06-21	CU	USDINR20210730-R20316	Non Deliverable Forward Indian Rupee - Value Date 2021-07-30	74.4515	74.4515	74.4515	74.4515	1	43000000
2021-06-21	CU	USDKRW20210630-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-06-30	1135.145	1135.145	1135.145	1135.145	4	151000000
2021-06-21	CU	USDKRW20210708-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-07-08	1135.131	1135.131	1135.131	1135.131	1	10000000
2021-06-21	CU	USDKRW20210712-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-07-12	1135.124	1135.124	1135.124	1135.124	2	26000000
2021-06-21	CU	USDKRW20210714-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-07-14	1135.121	1135.121	1135.121	1135.121	1	3000000
2021-06-21	CU	USDKRW20210715-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-07-15	1135.119	1135.119	1135.119	1135.119	1	5000000
2021-06-21	CU	USDKRW20210716-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-07-16	1135.117	1135.117	1135.117	1135.117	1	10000000
2021-06-21	CU	USDKRW20210719-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-07-19	1135.112	1135.112	1135.112	1135.112	5	22000000
2021-06-21	CU	USDKRW20210721-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-07-21	1135.108	1135.108	1135.108	1135.108	3	10000000
2021-06-21	CU	USDKRW20210722-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-07-22	1135.107	1135.107	1135.107	1135.107	1	3000000
2021-06-21	CU	USDKRW20210723-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-07-23	1135.105	1135.105	1135.105	1135.105	1	10000000
2021-06-21	CU	USDKRW20210830-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-08-30	1135.105	1135.105	1135.105	1135.105	1	2000000
2021-06-21	CU	USDKRW20210831-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-08-31	1135.105	1135.105	1135.105	1135.105	1	8000000
2021-06-21	CU	USDKRW20210901-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-09-01	1135.105	1135.105	1135.105	1135.105	1	9000000
2021-06-21	CU	USDKRW20210902-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-09-02	1135.105	1135.105	1135.105	1135.105	1	9000000
2021-06-21	CU	USDKRW20210910-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-09-10	1135.105	1135.105	1135.105	1135.105	1	15000000
2021-06-21	CU	USDKRW20210913-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-09-13	1135.105	1135.105	1135.105	1135.105	1	16000000
2021-06-21	CU	USDKRW20210914-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-09-14	1135.105	1135.105	1135.105	1135.105	1	17000000
2021-06-21	CU	USDKRW20210916-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-09-16	1135.105	1135.105	1135.105	1135.105	1	9000000
2021-06-21	CU	USDKRW20210917-R20317	Non Deliverable Forward South Korean Won - Value Date 2021-09-17	1135.105	1135.105	1135.105	1135.105	2	20000000
2021-06-21	CU	USDPEN20210624-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-06-24	3.9526	3.9526	3.9526	3.9526	1	1000000
2021-06-21	CU	USDPEN20210625-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-06-25	3.9523	3.9523	3.9523	3.9523	2	18000000
2021-06-21	CU	USDPEN20210628-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-06-28	3.9518	3.9518	3.9518	3.9518	1	4000000
2021-06-21	CU	USDPEN20210630-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-06-30	3.9513	3.9513	3.9513	3.9513	1	1000000
2021-06-21	CU	USDPEN20210701-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-07-01	3.9504	3.9504	3.9504	3.9504	3	26000000
2021-06-21	CU	USDPEN20210702-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-07-02	3.9497	3.9497	3.9497	3.9497	3	13000000
2021-06-21	CU	USDPEN20210706-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-07-06	3.9491	3.9491	3.9491	3.9491	2	13000000
2021-06-21	CU	USDPEN20210707-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-07-07	3.9487	3.9487	3.9487	3.9487	2	31000000
2021-06-21	CU	USDPEN20210708-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-07-08	3.9475	3.9475	3.9475	3.9475	1	10000000
2021-06-21	CU	USDPEN20210709-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-07-09	3.9471	3.9471	3.9471	3.9471	3	21000000
2021-06-21	CU	USDPEN20210713-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-07-13	3.9463	3.9463	3.9463	3.9463	1	5000000
2021-06-21	CU	USDPEN20210715-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-07-15	3.9449	3.9449	3.9449	3.9449	1	3000000
2021-06-21	CU	USDPEN20210719-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-07-19	3.9441	3.9441	3.9441	3.9441	3	65000000
2021-06-21	CU	USDPEN20210720-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-07-20	3.9437	3.9437	3.9437	3.9437	2	44000000
2021-06-21	CU	USDPEN20210722-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-07-22	3.9424	3.9424	3.9424	3.9424	1	10000000
2021-06-21	CU	USDPEN20210723-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-07-23	3.942	3.942	3.942	3.942	3	26000000
2021-06-21	CU	USDPEN20210730-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-07-30	3.9412	3.9412	3.9412	3.9412	1	25000000
2021-06-21	CU	USDPEN20210804-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-04	3.9403	3.9403	3.9403	3.9403	1	15000000
2021-06-21	CU	USDPEN20210806-R20320	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-06	3.94	3.94	3.94	3.94	1	6000000
2021-06-21	CU	USDPHP20210624-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-06-24	48.6924	48.6924	48.6924	48.6924	3	31000000
2021-06-21	CU	USDPHP20210625-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-06-25	48.6961	48.6961	48.6961	48.6961	4	27000000
2021-06-21	CU	USDPHP20210628-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-06-28	48.7073	48.7073	48.7073	48.7073	2	8000000
2021-06-21	CU	USDPHP20210629-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-06-29	48.711	48.711	48.711	48.711	2	10000000
2021-06-21	CU	USDPHP20210630-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-06-30	48.7153	48.7153	48.7153	48.7153	4	29000000
2021-06-21	CU	USDPHP20210701-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-07-01	48.7195	48.7195	48.7195	48.7195	4	17000000
2021-06-21	CU	USDPHP20210702-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-07-02	48.7238	48.7238	48.7238	48.7238	1	3000000
2021-06-21	CU	USDPHP20210706-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-07-06	48.7408	48.7408	48.7408	48.7408	1	17000000
2021-06-21	CU	USDPHP20210707-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-07-07	48.7451	48.7451	48.7451	48.7451	2	13000000
2021-06-21	CU	USDPHP20210708-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-07-08	48.7493	48.7493	48.7493	48.7493	1	8000000
2021-06-21	CU	USDPHP20210712-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-07-12	48.7664	48.7664	48.7664	48.7664	1	2000000
2021-06-21	CU	USDPHP20210713-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-07-13	48.7706	48.7706	48.7706	48.7706	2	6000000
2021-06-21	CU	USDPHP20210714-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-07-14	48.7749	48.7749	48.7749	48.7749	2	32000000
2021-06-21	CU	USDPHP20210715-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-07-15	48.7792	48.7792	48.7792	48.7792	1	14000000
2021-06-21	CU	USDPHP20210716-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-07-16	48.7834	48.7834	48.7834	48.7834	3	21000000
2021-06-21	CU	USDPHP20210721-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-07-21	48.8047	48.8047	48.8047	48.8047	3	63000000
2021-06-21	CU	USDPHP20210722-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-07-22	48.809	48.809	48.809	48.809	3	16000000
2021-06-21	CU	USDPHP20210726-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-07-26	48.8249	48.8249	48.8249	48.8249	3	5000000
2021-06-21	CU	USDPHP20210727-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-07-27	48.8288	48.8288	48.8288	48.8288	1	15000000
2021-06-21	CU	USDPHP20210728-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-07-28	48.8328	48.8328	48.8328	48.8328	1	15000000
2021-06-21	CU	USDPHP20210805-R20318	Non Deliverable Forward Philippine Peso - Value Date 2021-08-05	48.8645	48.8645	48.8645	48.8645	1	6000000
2021-06-21	CU	USDTWD20210625-R20319	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-06-25	27.9344	27.9344	27.9344	27.9344	1	25000000
2021-06-21	CU	USDTWD20210630-R20319	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-06-30	27.933	27.933	27.933	27.933	2	32000000
2021-06-21	CU	USDTWD20210701-R20319	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-07-01	27.9293	27.9293	27.9293	27.9293	2	10000000
2021-06-21	CU	USDTWD20210702-R20319	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-07-02	27.9257	27.9257	27.9257	27.9257	1	10000000
2021-06-21	CU	USDTWD20210713-R20319	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-07-13	27.8855	27.8855	27.8855	27.8855	2	10000000
2021-06-21	CU	USDTWD20210719-R20319	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-07-19	27.8636	27.8636	27.8636	27.8636	2	17000000
2021-06-21	CU	USDTWD20210721-R20319	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-07-21	27.8563	27.8563	27.8563	27.8563	2	9000000
2021-06-21	CU	USDTWD20210722-R20319	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-07-22	27.8526	27.8526	27.8526	27.8526	1	7000000
2021-06-21	CU	USDTWD20210803-R20319	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-03	27.8152	27.8152	27.8152	27.8152	1	10000000
2021-06-21	CU	USDTWD20210816-R20319	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-16	27.7754	27.7754	27.7754	27.7754	1	9000000
2021-06-21	CU	USDTWD20210818-R20319	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-18	27.7693	27.7693	27.7693	27.7693	1	5000000
2021-06-21	CU	USDTWD20210819-R20319	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-19	27.7662	27.7662	27.7662	27.7662	2	6000000
2021-06-21	CU	USDTWD20210820-R20319	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-20	27.7632	27.7632	27.7632	27.7632	1	4000000
2021-06-21	CU	USDTWD20210915-R20319	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-09-15	27.6872	27.6872	27.6872	27.6872	1	3000000
2021-06-21	IR	10Y ANN/6s NOK IRS_20310623	10Y ANN/6s NOK IRS_20310623	0.01715	0.01715	0.01715	0.01715	1	50000000
2021-06-21	IR	10Y FF/3M LCH		18.5	19.125	18.75	19.125	4	175000000
2021-06-21	IR	10Y LCH.sb		1.3975	1.3975	1.3975	1.3975	14	1032000000
2021-06-21	IR	10Y SOFR/FF LCH		5.25	5.125	4.875	4.875	4	225000000
2021-06-21	IR	10Y-10Y 1M/3M		11.5	13.625	13.625	13.625	1	400000000
2021-06-21	IR	10Y-20Y SOFR/3M LCH		18.5	26.875	26.75	26.75	2	175000000
2021-06-21	IR	12Y LCH.sb		1.4975	1.4975	1.4975	1.4975	1	250000000
2021-06-21	IR	15Y 1M/3M		12.125	12.125	12.125	12.125	3	400000000
2021-06-21	IR	15Y LCH.sb		1.5975	1.5975	1.5975	1.5975	1	102000000
2021-06-21	IR	1Y FF/3M LCH		7.375	7.75	7.75	7.75	2	1000000000
2021-06-21	IR	1Y LCH.ois		0.1075	0.1075	0.1075	0.1075	1	800000000
2021-06-21	IR	1Y TRY/USD IRX Outright_20220623	1Y TRY/USD IRX Outright_20220623	0.209	0.209	0.209	0.209	1	420480000
2021-06-21	IR	2Y FF/3M LCH		9.125	10.25	10.25	10.25	3	1250000000
2021-06-21	IR	2Y SOFR/FF LCH		3.75	3.625	3.625	3.625	1	250000000
2021-06-21	IR	30Y FF/3M LCH		18.875	19.125	19.125	19.125	1	50000000
2021-06-21	IR	30Y LCH.am		1.6875	1.74875	1.74875	1.74875	1	50000000
2021-06-21	IR	30Y LCH.ois		1.5075	1.565	1.565	1.565	1	50000000
2021-06-21	IR	30Y LCH.sb		1.705	1.705	1.705	1.705	5	150000000
2021-06-21	IR	30Y SOFR/3M LCH		25.375	25.625	25.5	25.5	2	90000000
2021-06-21	IR	30Y SOFR/FF LCH		7.0	7.0	7.0	7.0	1	50000000
2021-06-21	IR	3M.AUD.IRS_20211006	3M.AUD.IRS_20211006	0.00032	0.00032	0.00032	0.00032	1	35000000
2021-06-21	IR	3M.AUD.IRS_20211007	3M.AUD.IRS_20211007	0.000326	0.000326	0.000326	0.000326	1	21000000
2021-06-21	IR	3M.AUD.IRS_20211028	3M.AUD.IRS_20211028	0.000377	0.000377	0.000377	0.000377	1	18000000
2021-06-21	IR	3M.AUD.IRS_20211209	3M.AUD.IRS_20211209	0.000428	0.000428	0.000428	0.000428	1	16000000
2021-06-21	IR	3M.AUD.IRS_20211210	3M.AUD.IRS_20211210	0.000431	0.000431	0.000431	0.000431	1	22000000
2021-06-21	IR	3M.AUD.IRS_20211217	3M.AUD.IRS_20211217	0.000451	0.000451	0.000451	0.000451	1	52000000
2021-06-21	IR	3M.AUD.IRS_20220107	3M.AUD.IRS_20220107	0.000507	0.000507	0.000507	0.000507	1	52000000
2021-06-21	IR	3M.AUD.IRS_20220113	3M.AUD.IRS_20220113	0.000536	0.000536	0.000536	0.000536	1	25000000
2021-06-21	IR	3M.AUD.IRS_20220114	3M.AUD.IRS_20220114	0.000541	0.000541	0.000541	0.000541	1	42000000
2021-06-21	IR	3M.AUD.IRS_20220120	3M.AUD.IRS_20220120	0.00057	0.00057	0.00057	0.00057	1	10000000
2021-06-21	IR	3M.AUD.IRS_20220125	3M.AUD.IRS_20220125	0.000594	0.000594	0.000594	0.000594	1	27000000
2021-06-21	IR	3M.AUD.IRS_20220204	3M.AUD.IRS_20220204	0.000643	0.000643	0.000643	0.000643	1	101000000
2021-06-21	IR	3M.AUD.IRS_20220205	3M.AUD.IRS_20220205	0.000651	0.000651	0.000651	0.000651	1	123000000
2021-06-21	IR	3M.AUD.IRS_20220208	3M.AUD.IRS_20220208	0.000662	0.000662	0.000662	0.000662	1	50000000
2021-06-21	IR	3M.AUD.IRS_20220217	3M.AUD.IRS_20220217	0.000706	0.000706	0.000706	0.000706	1	134000000
2021-06-21	IR	3M.AUD.IRS_20220223	3M.AUD.IRS_20220223	0.000735	0.000735	0.000735	0.000735	1	140000000
2021-06-21	IR	3s1s ROLL JUN23		4.125	5.25	5.25	5.25	1	2000000000
2021-06-21	IR	3Y 1M/3M		6.625	6.875	6.75	6.875	6	1200000000
2021-06-21	IR	3Y ANN/6s HUF IRS_20240623	3Y ANN/6s HUF IRS_20240623	0.021525	0.021525	0.021525	0.021525	1	10200000000
2021-06-21	IR	3Y FF/3M LCH		12.75	13.875	13.875	13.875	1	100000000
2021-06-21	IR	3Y SOFR/FF LCH		3.625	3.625	3.625	3.625	1	350000000
2021-06-21	IR	4Y 1M/3M		8.375	8.5	8.5	8.5	1	250000000
2021-06-21	IR	4Y FF/3M LCH		15.125	15.5	15.25	15.5	3	163000000
2021-06-21	IR	4Y SOFR/FF LCH		3.75	3.625	3.625	3.625	3	700000000
2021-06-21	IR	5Y GBP SONIA OIS_20260621	5Y GBP SONIA OIS_20260621	0.00509	0.00509	0.00509	0.00509	1	55600000
2021-06-21	IR	5Y LCH.sb		0.9225	0.9225	0.9225	0.9225	5	629000000
2021-06-21	IR	5Y-5Y FF/3M LCH		16.375	21.375	21.375	21.375	1	200000000
2021-06-21	IR	6M TRY/USD IRX Outright_20211223	6M TRY/USD IRX Outright_20211223	0.1965	0.1965	0.1965	0.1965	1	762120000
2021-06-21	IR	6M.AUD.IRS_20220120	6M.AUD.IRS_20220120	0.000657	0.000657	0.000657	0.000657	1	26000000
2021-06-21	IR	6M.AUD.IRS_20220130	6M.AUD.IRS_20220130	0.000696	0.000696	0.000696	0.000696	1	10000000
2021-06-21	IR	6M.AUD.IRS_20220228	6M.AUD.IRS_20220228	0.000808	0.000808	0.000808	0.000808	1	16000000
2021-06-21	IR	6M.AUD.IRS_20220315	6M.AUD.IRS_20220315	0.00088	0.00088	0.00088	0.00088	1	20000000
2021-06-21	IR	6M.AUD.IRS_20220322	6M.AUD.IRS_20220322	0.000927	0.000927	0.000927	0.000927	1	29000000
2021-06-21	IR	6M.AUD.IRS_20220323	6M.AUD.IRS_20220323	0.000932	0.000932	0.000932	0.000932	1	15000000
2021-06-21	IR	6M.AUD.IRS_20220411	6M.AUD.IRS_20220411	0.001055	0.001055	0.001055	0.001055	1	20000000
2021-06-21	IR	6M.AUD.IRS_20220412	6M.AUD.IRS_20220412	0.001061	0.001061	0.001061	0.001061	1	20000000
2021-06-21	IR	6M.AUD.IRS_20220414	6M.AUD.IRS_20220414	0.001075	0.001075	0.001075	0.001075	1	21000000
2021-06-21	IR	6M.AUD.IRS_20220418	6M.AUD.IRS_20220418	0.001104	0.001104	0.001104	0.001104	1	97000000
2021-06-21	IR	6M.AUD.IRS_20220419	6M.AUD.IRS_20220419	0.001107	0.001107	0.001107	0.001107	1	50000000
2021-06-21	IR	6M.AUD.IRS_20220420	6M.AUD.IRS_20220420	0.001114	0.001114	0.001114	0.001114	1	49000000
2021-06-21	IR	6M.AUD.IRS_20220427	6M.AUD.IRS_20220427	0.001159	0.001159	0.001159	0.001159	1	12000000
2021-06-21	IR	6M.AUD.IRS_20220508	6M.AUD.IRS_20220508	0.001238	0.001238	0.001238	0.001238	1	25000000
2021-06-21	IR	6M.JPY.IRS_20220127	6M.JPY.IRS_20220127	-0.000548	-0.000548	-0.000548	-0.000548	1	31000000000
2021-06-21	IR	6M.JPY.IRS_20220129	6M.JPY.IRS_20220129	-0.000546	-0.000546	-0.000546	-0.000546	1	3000000000
2021-06-21	IR	6M.JPY.IRS_20220206	6M.JPY.IRS_20220206	-0.000541	-0.000541	-0.000541	-0.000541	1	34000000000
2021-06-21	IR	6Y ANN/6s HUF IRS_20270623	6Y ANN/6s HUF IRS_20270623	0.025	0.025	0.025	0.025	1	5330000000
2021-06-21	IR	6Y LCH.sb		1.06	1.06	1.06	1.06	1	300000000
2021-06-21	IR	7Y 1M/3M		10.625	10.625	10.625	10.625	2	150000000
2021-06-21	IR	7Y FF/3M LCH		17.625	18.125	17.875	18.125	5	450000000
2021-06-21	IR	7Y GBP SONIA OIS_20280621	7Y GBP SONIA OIS_20280621	0.006135	0.006135	0.006135	0.006135	1	40000000
2021-06-21	IR	7Y LCH.sb		1.175	1.175	1.175	1.175	4	406000000
2021-06-21	IR	7Y SOFR/3M LCH		21.75	22.0	22.0	22.0	1	30000000
2021-06-21	IR	7Yx3M_USD-LIBOR_0_Straddle_3600	7Yx3M_USD-LIBOR_0_Straddle_3600	0.1348	0.1348	0.1348	0.1348	1	50000000
2021-06-21	IR	8Y LCH.sb		1.265	1.265	1.265	1.265	2	400000000
2021-06-21	IR	9M TRY/USD IRX Outright_20220323	9M TRY/USD IRX Outright_20220323	0.2035	0.2035	0.2035	0.2035	1	1068720000
2021-06-21	IR	9Y FF/3M LCH		18.25	18.5	18.5	18.5	1	100000000
2021-06-21	IR	9Y LCH.sb		1.3375	1.3375	1.3375	1.3375	2	179000000
2021-06-21	IR	AUD.10Y.3M/6M_20310622	AUD.10Y.3M/6M_20310622	0.0003625	0.0003625	0.0003625	0.0003625	1	42000000
2021-06-21	IR	AUD.3Y.3M.SEP21.EFP_20240622	AUD.3Y.3M.SEP21.EFP_20240622	0.004775	0.004775	0.004775	0.004775	1	67000000
2021-06-21	IR	AUD.9Y.3M/6M_20300622	AUD.9Y.3M/6M_20300622	0.0003625	0.0003625	0.0003625	0.0003625	1	58000000
2021-06-21	IR	BUND.SEP21.10Y_20310623	BUND.SEP21.10Y_20310623	0.0008632	0.0008632	0.0008488	0.0008553	3	163400000
2021-06-21	IR	CAD_IRS_3M_CAD_CDOR_0X240	CAD_IRS_3M_CAD_CDOR_0X240	2.215	2.215	2.215	2.215	1	15000000
2021-06-21	IR	CAD_IRS_3M_CAD_CDOR_0X300	CAD_IRS_3M_CAD_CDOR_0X300	2.245	2.245	2.245	2.245	1	25000000
2021-06-21	IR	CAD_IRS_3M_CAD_CDOR_0X360	CAD_IRS_3M_CAD_CDOR_0X360	2.22	2.22	2.22	2.22	1	11000000
2021-06-21	IR	CME_MXN_IRS_28D_MXN_TIIE_0X120	CME_MXN_IRS_28D_MXN_TIIE_0X120	6.94	6.995	6.94	6.975	6	1210000000
2021-06-21	IR	CME_MXN_IRS_28D_MXN_TIIE_0X24	CME_MXN_IRS_28D_MXN_TIIE_0X24	5.7	5.7	5.695	5.695	7	3120000000
2021-06-21	IR	CME_MXN_IRS_28D_MXN_TIIE_0X4	CME_MXN_IRS_28D_MXN_TIIE_0X4	4.515	4.515	4.515	4.515	2	1850000000
2021-06-21	IR	CME_MXN_IRS_28D_MXN_TIIE_0X60	CME_MXN_IRS_28D_MXN_TIIE_0X60	6.51	6.515	6.49	6.49	4	1510000000
2021-06-21	IR	COP.10Y.IBR.OIS_20310623	COP.10Y.IBR.OIS_20310623	0.0575	0.0575	0.0575	0.0575	3	75000000000
2021-06-21	IR	COP.2Y.IBR.OIS_20230623	COP.2Y.IBR.OIS_20230623	0.0366	0.0367	0.0366	0.0367	6	390000000000
2021-06-21	IR	COP.3Y.IBR.OIS_20240623	COP.3Y.IBR.OIS_20240623	0.0427	0.0427	0.0427	0.0427	2	40500000000
2021-06-21	IR	COP.5Y.IBR.OIS_20260623	COP.5Y.IBR.OIS_20260623	0.049	0.049	0.049	0.049	3	255000000000
2021-06-21	IR	COP.6M.IBR.OIS_20211223	COP.6M.IBR.OIS_20211223	0.0223	0.0223	0.0223	0.0223	1	302000000000
2021-06-21	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12	2.805	2.83	2.805	2.815	7	532000000000
2021-06-21	IR	COP_NOIS_IBR__0X18	COP_NOIS_IBR__0X18	3.33	3.355	3.32	3.355	3	156000000000
2021-06-21	IR	COP_NOIS_IBR__0X2	COP_NOIS_IBR__0X2	1.93	1.93	1.93	1.93	1	300000000000
2021-06-21	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24	3.655	3.67	3.655	3.665	5	195000000000
2021-06-21	IR	COP_NOIS_IBR__0X6	COP_NOIS_IBR__0X6	2.23	2.23	2.225	2.225	3	604000000000
2021-06-21	IR	COP_NOIS_IBR__0X8	COP_NOIS_IBR__0X8	2.52	2.52	2.505	2.505	2	202000000000
2021-06-21	IR	EUR.10Y.6M_20310623	EUR.10Y.6M_20310623	0.00077	0.00083	0.00077	0.00079	4	166900000
2021-06-21	IR	EUR.15Y.3M.ACT.ACT_20360623	EUR.15Y.3M.ACT.ACT_20360623	0.00323	0.00323	0.00323	0.00323	1	100000000
2021-06-21	IR	EUR.15Y.EONIA.OIS_20360623	EUR.15Y.EONIA.OIS_20360623	0.002885	0.002885	0.002885	0.002885	1	100000000
2021-06-21	IR	EUR.20Y.3M.ACT.ACT_20410623	EUR.20Y.3M.ACT.ACT_20410623	0.0044	0.0044	0.0044	0.0044	1	10000000
2021-06-21	IR	EUR.20Y.6M_20410623	EUR.20Y.6M_20410623	0.00431	0.00431	0.00431	0.00431	1	20000000
2021-06-21	IR	EUR.20Y.EONIA.OIS_20410623	EUR.20Y.EONIA.OIS_20410623	0.00406	0.00406	0.00406	0.00406	1	10000000
2021-06-21	IR	EUR.30Y.6M_20510623	EUR.30Y.6M_20510623	0.00404	0.00418	0.00404	0.00416	3	45000000
2021-06-21	IR	EUR.7Y.6M_20280623	EUR.7Y.6M_20280623	-0.00095	-0.00095	-0.00095	-0.00095	1	100000000
2021-06-21	IR	EUR.9Y.6M_20300623	EUR.9Y.6M_20300623	0.0002	0.0002	0.0002	0.0002	1	50000000
2021-06-21	IR	EUR.USD.20Y.3M.BSX_20410623	EUR.USD.20Y.3M.BSX_20410623	-0.0009125	-0.0009	-0.0009125	-0.0009	3	47000000
2021-06-21	IR	EUR.USD.30Y.3M.BSX_20510623	EUR.USD.30Y.3M.BSX_20510623	-0.0005625	-0.0005595	-0.0005625	-0.0005595	1	15000000
2021-06-21	IR	EUR_OIS_EONIA_0X18	EUR_OIS_EONIA_0X18	-0.472	-0.472	-0.472	-0.472	2	330000000
2021-06-21	IR	EUR_OIS_EONIA_0X360	EUR_OIS_EONIA_0X360	0.414	0.414	0.414	0.414	1	50000000
2021-06-21	IR	EUR_OIS_EONIA_0X48	EUR_OIS_EONIA_0X48	-0.364	-0.364	-0.364	-0.364	1	150000000
2021-06-21	IR	EUR_OIS_EONIA_0X60	EUR_OIS_EONIA_0X60	-0.306	-0.306	-0.306	-0.306	1	200000000
2021-06-21	IR	EUR_OIS_EONIA_12X24	EUR_OIS_EONIA_12X24	-0.442	-0.442	-0.442	-0.442	1	150000000
2021-06-21	IR	GBP_OIS_SONIA_0X120	GBP_OIS_SONIA_0X120	0.736	0.736	0.736	0.736	1	36600000
2021-06-21	IR	GBP_OIS_SONIA_0X180	GBP_OIS_SONIA_0X180	0.833	0.833	0.833	0.833	1	25000000
2021-06-21	IR	GBP_OIS_SONIA_0X36	GBP_OIS_SONIA_0X36	0.341	0.349	0.341	0.349	3	314900000
2021-06-21	IR	GBP_OIS_SONIA_0X48	GBP_OIS_SONIA_0X48	0.436	0.436	0.436	0.436	1	100000000
2021-06-21	IR	GBP_OIS_SONIA_0X60	GBP_OIS_SONIA_0X60	0.507	0.525	0.507	0.525	3	190200000
2021-06-21	IR	IDR.USD.4Y.ifx.NDIRX_20250624	IDR.USD.4Y.ifx.NDIRX_20250624	0.05325	0.05325	0.05325	0.05325	1	12200000
2021-06-21	IR	IDR.USD.5Y.ifx.NDIRX_20260624	IDR.USD.5Y.ifx.NDIRX_20260624	0.0555	0.05575	0.0555	0.05575	3	20000000
2021-06-21	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X240	IRS_AUD_3MBBSW_USD_3MUSDL_0X240	29.625	29.625	29.625	29.625	1	9000000
2021-06-21	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X360	IRS_AUD_3MBBSW_USD_3MUSDL_0X360	16.5	16.5	16.5	16.5	1	15000000
2021-06-21	IR	IRS_AUD_AONI_AUD_3MBBSW_0X24	IRS_AUD_AONI_AUD_3MBBSW_0X24	5.75	5.75	5.75	5.75	2	375000000
2021-06-21	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X12	IRS_CAD_3MCDOR_USD_3MUSDL_0X12	-28.75	-28.75	-28.75	-28.75	1	300000000
2021-06-21	IR	IRS_COU_3MUVR_COP_IBR_0X120	IRS_COU_3MUVR_COP_IBR_0X120	0.0	0.0	0.0	0.0	1	17690605
2021-06-21	IR	IRS_COU_3MUVR_COP_IBR_0X24	IRS_COU_3MUVR_COP_IBR_0X24	0.0	0.0	0.0	0.0	1	60148056
2021-06-21	IR	IRS_EUR_3MEURI_USD_3MUSDL_0X360	IRS_EUR_3MEURI_USD_3MUSDL_0X360	-5.5	-5.5	-5.5	-5.5	2	34000000
2021-06-21	IR	IRS_EUR_3MEURI_USD_3MUSDL_0X60	IRS_EUR_3MEURI_USD_3MUSDL_0X60	-7.0	-7.0	-7.0	-7.0	1	50000000
2021-06-21	IR	IRS_GBP_3MGBPL_USD_3MUSDL_0X60	IRS_GBP_3MGBPL_USD_3MUSDL_0X60	-0.5	-0.5	-0.5	-0.5	1	100000000
2021-06-21	IR	IRS_USD_3MUSDL_COP_IBR_0X60	IRS_USD_3MUSDL_COP_IBR_0X60	-35.0	-35.0	-35.0	-35.0	1	4100000
2021-06-21	IR	IRS_USD_3MUSDL_COP_IBR_0X72	IRS_USD_3MUSDL_COP_IBR_0X72	-36.0	-33.5	-36.0	-33.5	3	10500000
2021-06-21	IR	JPY.10Y.3M.XCCY.BSX_20310623	JPY.10Y.3M.XCCY.BSX_20310623	-0.0040125	-0.0040125	-0.0040125	-0.0040125	2	5000000000
2021-06-21	IR	JPY.10Y.6M_20310623	JPY.10Y.6M_20310623	0.0008438	0.0008438	0.0008	0.0008	2	23000000000
2021-06-21	IR	JPY.12Y.6M_20330623	JPY.12Y.6M_20330623	0.0013375	0.0013375	0.0013375	0.0013375	1	2000000000
2021-06-21	IR	JPY.2Y.3M.XCCY.BSX_20230623	JPY.2Y.3M.XCCY.BSX_20230623	-0.0022875	-0.0022875	-0.0022875	-0.0022875	1	25000000000
2021-06-21	IR	JPY.5Y.3M.XCCY.BSX_20260623	JPY.5Y.3M.XCCY.BSX_20260623	-0.0030375	-0.0030375	-0.0030375	-0.0030375	2	10110000000
2021-06-21	IR	JPY.7Y.6M_20280623	JPY.7Y.6M_20280623	0.0001625	0.0001625	0.0001625	0.0001625	1	1000000000
2021-06-21	IR	JSCC_JPY_IRS_6M_JPY_LIBOR_0X120	JSCC_JPY_IRS_6M_JPY_LIBOR_0X120	0.08375	0.08375	0.08375	0.08375	1	1970000000
2021-06-21	IR	JSCC_JPY_IRS_6M_JPY_LIBOR_0X240	JSCC_JPY_IRS_6M_JPY_LIBOR_0X240	0.3325	0.3325	0.3325	0.3325	1	1000000000
2021-06-21	IR	JSCC_JPY_IRS_6M_JPY_LIBOR_0X60	JSCC_JPY_IRS_6M_JPY_LIBOR_0X60	-0.015	-0.015	-0.015	-0.015	1	7000000000
2021-06-21	IR	JSCC_JPY_IRS_6M_JPY_LIBOR_0X84	JSCC_JPY_IRS_6M_JPY_LIBOR_0X84	0.015	0.015	0.015	0.015	1	5000000000
2021-06-21	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X36	LCH_AUD_IRS_3M_AUD_BBSW_0X36	0.48125	0.495	0.48125	0.4875	2	214500000
2021-06-21	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X108	LCH_AUD_IRS_6M_AUD_BBSW_0X108	1.45	1.48875	1.45	1.48875	3	183500000
2021-06-21	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120	1.585	1.59625	1.53125	1.5775	8	384000000
2021-06-21	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X144	LCH_AUD_IRS_6M_AUD_BBSW_0X144	1.67875	1.685	1.67875	1.685	2	53500000
2021-06-21	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X180	LCH_AUD_IRS_6M_AUD_BBSW_0X180	1.86	1.86	1.86	1.86	1	13000000
2021-06-21	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X48	LCH_AUD_IRS_6M_AUD_BBSW_0X48	0.735	0.735	0.735	0.735	1	62000000
2021-06-21	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X60	LCH_AUD_IRS_6M_AUD_BBSW_0X60	0.9325	0.9425	0.91625	0.9425	3	381500000
2021-06-21	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X72	LCH_AUD_IRS_6M_AUD_BBSW_0X72	1.0825	1.0825	1.0825	1.0825	1	42000000
2021-06-21	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X84	LCH_AUD_IRS_6M_AUD_BBSW_0X84	1.265	1.265	1.265	1.265	2	163000000
2021-06-21	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X120	LCH_CAD_IRS_3M_CAD_CDOR_0X120	1.8392	1.8392	1.8355	1.8355	5	383000000
2021-06-21	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X24	LCH_CAD_IRS_3M_CAD_CDOR_0X24	0.8031	0.8031	0.8031	0.8031	1	200000000
2021-06-21	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X360	LCH_CAD_IRS_3M_CAD_CDOR_0X360	2.2195	2.2195	2.2195	2.2195	3	75000000
2021-06-21	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X60	LCH_CAD_IRS_3M_CAD_CDOR_0X60	1.4167	1.4167	1.4167	1.4167	2	383000000
2021-06-21	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	0.068	0.068	0.068	0.068	1	150000000
2021-06-21	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X18	LCH_EUR_IRS_3M_EUR_EURIBOR_0X18	-0.512	-0.512	-0.512	-0.512	2	330000000
2021-06-21	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X180	LCH_EUR_IRS_3M_EUR_EURIBOR_0X180	0.307	0.307	0.307	0.307	1	100000000
2021-06-21	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X24	LCH_EUR_IRS_3M_EUR_EURIBOR_0X24	-0.492	-0.492	-0.492	-0.492	1	250000000
2021-06-21	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X360	LCH_EUR_IRS_3M_EUR_EURIBOR_0X360	0.445	0.445	0.445	0.445	1	50000000
2021-06-21	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X48	LCH_EUR_IRS_3M_EUR_EURIBOR_0X48	-0.367	-0.367	-0.367	-0.367	1	150000000
2021-06-21	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X60	LCH_EUR_IRS_3M_EUR_EURIBOR_0X60	-0.299	-0.2855	-0.299	-0.2855	2	400000000
2021-06-21	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X72	LCH_EUR_IRS_3M_EUR_EURIBOR_0X72	-0.2155	-0.2155	-0.2155	-0.2155	1	200000000
2021-06-21	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X96	LCH_EUR_IRS_3M_EUR_EURIBOR_0X96	-0.082	-0.082	-0.082	-0.082	1	200000000
2021-06-21	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_12X24	LCH_EUR_IRS_3M_EUR_EURIBOR_12X24	-0.456	-0.456	-0.456	-0.456	1	150000000
2021-06-21	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	0.077	0.10946	0.077	0.10946	20	1288000000
2021-06-21	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X144	LCH_EUR_IRS_6M_EUR_EURIBOR_0X144	0.189	0.189	0.189	0.189	1	100000000
2021-06-21	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X180	LCH_EUR_IRS_6M_EUR_EURIBOR_0X180	0.334	0.355	0.334	0.355	2	300000000
2021-06-21	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X24	LCH_EUR_IRS_6M_EUR_EURIBOR_0X24	-0.464	-0.455	-0.464	-0.455	3	522000000
2021-06-21	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X240	LCH_EUR_IRS_6M_EUR_EURIBOR_0X240	0.44	0.44	0.44	0.44	1	36500000
2021-06-21	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X36	LCH_EUR_IRS_6M_EUR_EURIBOR_0X36	-0.392	-0.392	-0.392	-0.392	2	300000000
2021-06-21	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X360	LCH_EUR_IRS_6M_EUR_EURIBOR_0X360	0.409	0.452	0.409	0.452	7	225300000
2021-06-21	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X48	LCH_EUR_IRS_6M_EUR_EURIBOR_0X48	-0.33	-0.33	-0.33	-0.33	1	11800000
2021-06-21	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X480	LCH_EUR_IRS_6M_EUR_EURIBOR_0X480	0.376	0.376	0.376	0.376	1	30000000
2021-06-21	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	-0.261	-0.243	-0.261	-0.243	14	1539700000
2021-06-21	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X72	LCH_EUR_IRS_6M_EUR_EURIBOR_0X72	-0.172	-0.172	-0.172	-0.172	1	200000000
2021-06-21	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X84	LCH_EUR_IRS_6M_EUR_EURIBOR_0X84	-0.116	-0.097	-0.116	-0.097	7	1025000000
2021-06-21	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X96	LCH_EUR_IRS_6M_EUR_EURIBOR_0X96	-0.039	-0.039	-0.039	-0.039	1	200000000
2021-06-21	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X24	LCH_NZD_IRS_3M_NZD_BKBM_0X24	0.725	0.725	0.725	0.725	1	200000000
2021-06-21	IR	MXN.52*1.TIIE.28D_20250617	MXN.52*1.TIIE.28D_20250617	0.0632	0.0632	0.0632	0.0632	1	290000000
2021-06-21	IR	MXN.65*1.TIIE.28D_20260616	MXN.65*1.TIIE.28D_20260616	0.0649	0.0649	0.0649	0.0649	2	290000000
2021-06-21	IR	PEN_IRS_6M_PEN_LIBOR_0X72	PEN_IRS_6M_PEN_LIBOR_0X72	3.4	3.4	3.385	3.385	4	185037200
2021-06-21	IR	PEN_IRS_6M_PEN_LIBOR_0X96	PEN_IRS_6M_PEN_LIBOR_0X96	4.1575	4.1575	4.1575	4.1575	2	116247600
2021-06-21	IR	SOPT_STRADDLE_E_USD_3MLIBOR_60 X 24_1.871	SOPT_STRADDLE_E_USD_3MLIBOR_60 X 24_1.871	2.75	2.75	2.75	2.75	1	100000000
2021-06-21	IR	TWD_NDS_3M_USD_TAIBOR_0X24	TWD_NDS_3M_USD_TAIBOR_0X24	0.535	0.535	0.535	0.535	1	1000000000
2021-06-21	IR	USD.FRA.6M.1x7_20220106	USD.FRA.6M.1x7_20220106	0.001675	0.001675	0.001675	0.001675	1	500000000