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
2022-08-16	CD	251492	HY31 5Y - SEF	103.08	103.08	103.08	103.08	1	50000000
2022-08-16	CD	296233	HY33 5Y - SEF	104.0	104.0	104.0	104.0	1	29000000
2022-08-16	CD	371941	HY37 5Y - SEF	103.6075	103.6075	103.6075	103.6075	1	27000000
2022-08-16	CD	386061	S37 EUR 5Y (SEF)	93.0	96.0	92.875	96.0	7	250000000
2022-08-16	CD	386097	S37 XOVER 5Y (SEF)	474.625	474.625	474.625	474.625	1	10000000
2022-08-16	CD	386236	S37 EUR 5Y (SEF 1:5)	93.625	93.625	93.625	93.625	1	50000000
2022-08-16	CD	386354	CDXEM 37 - SEF	91.85	91.86	91.68	91.85	6	75000000
2022-08-16	CD	386355	IG38 5Y - SEF	75.5	76.0	74.75	75.05	12	825000000
2022-08-16	CD	389635	HY38 5Y - SEF	102.75	102.95	102.58	102.69	15	205000000
2022-08-16	CD	CDX.EM.37.V1_60M	CDX.EM.37.V1_60M	91.69	92.02	91.69	91.85	20	260000000
2022-08-16	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	5.13	5.1545	5.13	5.143	8	284000000
2022-08-16	CU	0D_NDF_USD_CLP_NDF	0D_NDF_USD_CLP_NDF	878.0	883.75	878.0	883.75	10	59000000
2022-08-16	CU	0D_NDF_USD_COP_NDF	0D_NDF_USD_COP_NDF	4187.0	4199.0	4187.0	4199.0	2	7500000
2022-08-16	CU	0D_NDF_USD_IDR_NDF	0D_NDF_USD_IDR_NDF	14778.0	14778.0	14778.0	14778.0	1	5000000
2022-08-16	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	79.36	79.4025	79.345	79.3725	8	132000000
2022-08-16	CU	106D_NDF_USD_BRL_NDF	106D_NDF_USD_BRL_NDF	5.2812	5.2812	5.2812	5.2812	1	50000000
2022-08-16	CU	108D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-12-02	5.28385	5.2839	5.2838	5.2839	4	240000000
2022-08-16	CU	10D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-08-26	4216.1	4216.1	4216.1	4216.1	1	16000000
2022-08-16	CU	10D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2022-08-26	14772.0	14772.0	14772.0	14772.0	1	5000000
2022-08-16	CU	10D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-08-26	55.8488	55.8488	55.8488	55.8488	1	31000000
2022-08-16	CU	11D_NDF_USD_CLP_NDF	11D_NDF_USD_CLP_NDF	881.2	885.4	881.2	885.4	2	43000000
2022-08-16	CU	125D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-12-19	4311.0	4331.0	4311.0	4331.0	7	130000000
2022-08-16	CU	125D_NDF_USD_KRW_NDF	125D_NDF_USD_KRW_NDF	1307.925	1307.925	1307.925	1307.925	1	15000000
2022-08-16	CU	126D_NDF_USD_PHP_NDF	126D_NDF_USD_PHP_NDF	56.302	56.302	56.302	56.302	1	20000000
2022-08-16	CU	127D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-12-21	1306.95	1307.925	1306.95	1307.925	1	25000000
2022-08-16	CU	12D_NDF_USD_CLP_NDF	12D_NDF_USD_CLP_NDF	886.0	886.0	886.0	886.0	1	4000000
2022-08-16	CU	139D_NDF_USD_BRL_NDF	139D_NDF_USD_BRL_NDF	5.3143	5.31745	5.3143	5.31745	3	260000000
2022-08-16	CU	13D_NDF_USD_CLP_NDF	13D_NDF_USD_CLP_NDF	886.2	886.2	886.2	886.2	1	4000000
2022-08-16	CU	13D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-08-29	4260.79	4260.79	4260.79	4260.79	1	5000000
2022-08-16	CU	13D_NDF_USD_COP_NDF	13D_NDF_USD_COP_NDF	4207.7	4207.7	4207.7	4207.7	1	7000000
2022-08-16	CU	141D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2023-01-04	5.33106	5.33106	5.33101	5.33101	2	150000000
2022-08-16	CU	14D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-08-30	4261.52	4261.52	4261.47	4261.47	2	50000000
2022-08-16	CU	15D_NDF_USD_BRL_NDF	15D_NDF_USD_BRL_NDF	5.1597	5.175	5.156	5.164	23	960200000
2022-08-16	CU	15D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-08-31	887.95	887.95	887.95	887.95	1	10000000
2022-08-16	CU	15D_NDF_USD_CNY	NDF_USD_CNY Maturing on 2022-08-31	6.7825	6.7825	6.7825	6.7825	1	25000000
2022-08-16	CU	15D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-08-31	4217.84	4217.84	4217.84	4217.84	1	9000000
2022-08-16	CU	15D_USD_BRL_A_FXO_-0.351_FXO	15D_USD_BRL_A_FXO_-0.351_FXO	0.8554922	0.8554922	0.8554922	0.8554922	1	10000000
2022-08-16	CU	16D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-09-01	884.46	884.46	884.46	884.46	1	20500000
2022-08-16	CU	16D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-09-01	4228.55	4228.55	4228.55	4228.55	1	11000000
2022-08-16	CU	16D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-09-01	55.8716	55.8716	55.8716	55.8716	1	52000000
2022-08-16	CU	16D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-09-01	29.996	29.996	29.996	29.996	1	14000000
2022-08-16	CU	16D_USD_JPY_A_FXO_-0.2507_FXO	16D_USD_JPY_A_FXO_-0.2507_FXO	0.3270907	0.3270907	0.3270907	0.3270907	1	50000000
2022-08-16	CU	17D_GBP_AUD_A_FXO_0.2551_FXO	17D_GBP_AUD_A_FXO_0.2551_FXO	0.2658562	0.2658562	0.2658562	0.2658562	2	40000000
2022-08-16	CU	17D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-09-02	5.14757	5.17657	5.1384	5.165	104	1432150000
2022-08-16	CU	17D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-09-02	886.5	886.5	886.5	886.5	1	15000000
2022-08-16	CU	17D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-09-02	4174.63	4229.26	4174.63	4229.26	3	46000000
2022-08-16	CU	17D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-09-02	55.8754	55.8754	55.8754	55.8754	1	25000000
2022-08-16	CU	17D_USD_CHF_A_FXO_-0.3999_FXO	17D_USD_CHF_A_FXO_-0.3999_FXO	0.5183223	0.5183223	0.5183223	0.5183223	1	100000000
2022-08-16	CU	183D_NDF_USD_BRL_NDF	183D_NDF_USD_BRL_NDF	5.3845	5.3845	5.3845	5.3845	3	150000000
2022-08-16	CU	187D_NDF_USD_CLP_NDF	187D_NDF_USD_CLP_NDF	915.5	916.3	914.3	916.3	4	50000000
2022-08-16	CU	189D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-02-21	916.0	916.0	916.0	916.0	1	10000000
2022-08-16	CU	189D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2023-02-21	14870.0	14870.0	14870.0	14870.0	1	15000000
2022-08-16	CU	189D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2023-02-21	3.9285	3.9285	3.9285	3.9285	2	25000000
2022-08-16	CU	1D_AUD_USD_B_FXO_-0.169_FXO	1D_AUD_USD_B_FXO_-0.169_FXO	0.0573112	0.0573112	0.0573112	0.0573112	1	50000000
2022-08-16	CU	1D_AUD_USD_B_FXO_-0.2834_FXO	1D_AUD_USD_B_FXO_-0.2834_FXO	0.0843251	0.0843251	0.0843251	0.0843251	1	75000000
2022-08-16	CU	1D_AUD_USD_B_FXO_0.4578_FXO	1D_AUD_USD_B_FXO_0.4578_FXO	0.2162736	0.2162736	0.2162736	0.2162736	1	150000000
2022-08-16	CU	1D_EUR_USD_B_FXO_-0.1526_FXO	1D_EUR_USD_B_FXO_-0.1526_FXO	0.0465849	0.0465849	0.0465849	0.0465849	1	20000000
2022-08-16	CU	1D_EUR_USD_B_FXO_-0.1554_FXO	1D_EUR_USD_B_FXO_-0.1554_FXO	0.0531375	0.0531375	0.0531375	0.0531375	1	20000000
2022-08-16	CU	1D_EUR_USD_B_FXO_-0.1692_FXO	1D_EUR_USD_B_FXO_-0.1692_FXO	0.0481891	0.0481891	0.0481891	0.0481891	2	50000000
2022-08-16	CU	1D_EUR_USD_B_FXO_-0.1907_FXO	1D_EUR_USD_B_FXO_-0.1907_FXO	0.0686772	0.0686772	0.0686772	0.0686772	1	75000000
2022-08-16	CU	1D_EUR_USD_B_FXO_-0.2457_FXO	1D_EUR_USD_B_FXO_-0.2457_FXO	0.0762564	0.0762564	0.0762564	0.0762564	1	40000000
2022-08-16	CU	1D_EUR_USD_B_FXO_0.2129_FXO	1D_EUR_USD_B_FXO_0.2129_FXO	0.0831643	0.0831643	0.0831643	0.0831643	1	30000000
2022-08-16	CU	1D_GBP_USD_B_FXO_0.4918_FXO	1D_GBP_USD_B_FXO_0.4918_FXO	0.2942627	0.2942627	0.2942627	0.2942627	1	50000000
2022-08-16	CU	1D_USD_CAD_A_FXO_-0.1947_FXO	1D_USD_CAD_A_FXO_-0.1947_FXO	0.056402	0.056402	0.056402	0.056402	1	50000000
2022-08-16	CU	1D_USD_JPY_A_FXO_0.3412_FXO	1D_USD_JPY_A_FXO_0.3412_FXO	0.1700104	0.1700104	0.1700104	0.1700104	1	30000000
2022-08-16	CU	1D_USD_MXN_A_FXO_0.0832_FXO	1D_USD_MXN_A_FXO_0.0832_FXO	0.0318357	0.0318357	0.0318357	0.0318357	1	30000000
2022-08-16	CU	1M_AUD_NZD_A_FXO_0.2489_FXO	1M_AUD_NZD_A_FXO_0.2489_FXO	0.2584268	0.2584268	0.2584268	0.2584268	1	100000000
2022-08-16	CU	1M_EUR_PLN_A_FXO_-0.5004_FXO	1M_EUR_PLN_A_FXO_-0.5004_FXO	1.047703	1.047703	1.047703	1.047703	2	25000000
2022-08-16	CU	1M_EUR_PLN_A_FXO_0.4993_FXO	1M_EUR_PLN_A_FXO_0.4993_FXO	1.079389	1.079389	1.079389	1.079389	2	25000000
2022-08-16	CU	1M_GBP_USD_B_FXO_-0.498_FXO	1M_GBP_USD_B_FXO_-0.498_FXO	1.398601	1.398601	1.398601	1.398601	1	10000000
2022-08-16	CU	1M_GBP_USD_B_FXO_-0.5003_FXO	1M_GBP_USD_B_FXO_-0.5003_FXO	1.409155	1.409155	1.409155	1.409155	2	35000000
2022-08-16	CU	1M_GBP_USD_B_FXO_0.4997_FXO	1M_GBP_USD_B_FXO_0.4997_FXO	1.357155	1.357155	1.357155	1.357155	2	35000000
2022-08-16	CU	1M_GBP_USD_B_FXO_0.502_FXO	1M_GBP_USD_B_FXO_0.502_FXO	1.366601	1.366601	1.366601	1.366601	1	10000000
2022-08-16	CU	1M_USD_ZAR_A_FXO_0.2908_FXO	1M_USD_ZAR_A_FXO_0.2908_FXO	0.8500106	0.8500106	0.8500106	0.8500106	1	20000000
2022-08-16	CU	1W_AUD_NZD_A_FXO_-0.5056_FXO	1W_AUD_NZD_A_FXO_-0.5056_FXO	0.4147645	0.4147645	0.4147645	0.4147645	1	10000000
2022-08-16	CU	1W_AUD_NZD_A_FXO_0.3598_FXO	1W_AUD_NZD_A_FXO_0.3598_FXO	0.2383227	0.2383227	0.2383227	0.2383227	1	30000000
2022-08-16	CU	1W_AUD_NZD_A_FXO_0.4945_FXO	1W_AUD_NZD_A_FXO_0.4945_FXO	0.4057261	0.4057261	0.4057261	0.4057261	1	10000000
2022-08-16	CU	1W_EUR_USD_B_FXO_-0.0981_FXO	1W_EUR_USD_B_FXO_-0.0981_FXO	0.067434	0.067434	0.067434	0.067434	1	62500000
2022-08-16	CU	1W_EUR_USD_B_FXO_-0.4982_FXO	1W_EUR_USD_B_FXO_-0.4982_FXO	0.5462323	0.5462323	0.5462323	0.5462323	1	25000000
2022-08-16	CU	1W_EUR_USD_B_FXO_-0.5014_FXO	1W_EUR_USD_B_FXO_-0.5014_FXO	0.5253213	0.5253213	0.5253213	0.5253213	2	37500000
2022-08-16	CU	1W_EUR_USD_B_FXO_0.098_FXO	1W_EUR_USD_B_FXO_0.098_FXO	0.0665704	0.0665704	0.0665704	0.0665704	1	62500000
2022-08-16	CU	1W_EUR_USD_B_FXO_0.4986_FXO	1W_EUR_USD_B_FXO_0.4986_FXO	0.5123214	0.5123214	0.5123214	0.5123214	2	37500000
2022-08-16	CU	1W_EUR_USD_B_FXO_0.5018_FXO	1W_EUR_USD_B_FXO_0.5018_FXO	0.5432323	0.5432323	0.5432323	0.5432323	1	25000000
2022-08-16	CU	1W_USD_CNH_A_FXO_-0.3056_FXO	1W_USD_CNH_A_FXO_-0.3056_FXO	0.1536958	0.1536958	0.1536958	0.1536958	2	100000000
2022-08-16	CU	1W_USD_PHP_A_FXO_0.3402_FXO	1W_USD_PHP_A_FXO_0.3402_FXO	0.2170707	0.2170707	0.2170707	0.2170707	1	40000000
2022-08-16	CU	1W_USD_SGD_A_FXO_-0.1789_FXO	1W_USD_SGD_A_FXO_-0.1789_FXO	0.0616506	0.0616506	0.0616506	0.0616506	1	50000000
2022-08-16	CU	1Y_USD_CNH_A_FXO_-0.4989_FXO	1Y_USD_CNH_A_FXO_-0.4989_FXO	2.227016	2.227016	2.227016	2.227016	3	50000000
2022-08-16	CU	1Y_USD_CNH_A_FXO_0.4994_FXO	1Y_USD_CNH_A_FXO_0.4994_FXO	2.398122	2.398122	2.398122	2.398122	3	50000000
2022-08-16	CU	20D_EUR_USD_B_FXO_0.4325_FXO	20D_EUR_USD_B_FXO_0.4325_FXO	0.6866068	0.6866068	0.6866068	0.6866068	2	80000000
2022-08-16	CU	21D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-09-06	55.8906	55.8906	55.8906	55.8906	1	20000000
2022-08-16	CU	21D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-09-06	29.9875	29.9875	29.9875	29.9875	1	18000000
2022-08-16	CU	229D_NDF_USD_BRL_NDF	229D_NDF_USD_BRL_NDF	5.4235	5.4235	5.422	5.422	2	40000000
2022-08-16	CU	22D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-09-07	29.9761	29.9761	29.9761	29.9761	1	100000000
2022-08-16	CU	22D_USD_CAD_A_FXO_-0.4911_FXO	22D_USD_CAD_A_FXO_-0.4911_FXO	0.6597744	0.6597744	0.6597744	0.6597744	1	30000000
2022-08-16	CU	22D_USD_CAD_A_FXO_-0.495_FXO	22D_USD_CAD_A_FXO_-0.495_FXO	0.6677973	0.6677973	0.6677973	0.6677973	1	30000000
2022-08-16	CU	23D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-09-08	29.976	29.976	29.976	29.976	1	100000000
2022-08-16	CU	23D_USD_CNH_A_FXO_-0.3434_FXO	23D_USD_CNH_A_FXO_-0.3434_FXO	0.320654	0.320654	0.320654	0.320654	1	20000000
2022-08-16	CU	24D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-09-09	886.15	886.15	886.15	886.15	1	10000000
2022-08-16	CU	275D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-05-18	927.25	928.5	927.25	928.5	3	30000000
2022-08-16	CU	27D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-09-12	29.97	29.97	29.97	29.97	1	100000000
2022-08-16	CU	29D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-09-14	888.85	888.85	888.85	888.85	1	15000000
2022-08-16	CU	29D_NDF_USD_PEN_NDF	29D_NDF_USD_PEN_NDF	3.8808	3.8808	3.8769	3.8769	4	42000000
2022-08-16	CU	29D_NOK_SEK_A_FXO_0.2975_FXO	29D_NOK_SEK_A_FXO_0.2975_FXO	0.4398761	0.4398761	0.4398761	0.4398761	1	200000000
2022-08-16	CU	2D_EUR_USD_B_FXO_-0.4143_FXO	2D_EUR_USD_B_FXO_-0.4143_FXO	0.2660341	0.2660341	0.2660341	0.2660341	2	50000000
2022-08-16	CU	2D_EUR_USD_B_FXO_-0.4564_FXO	2D_EUR_USD_B_FXO_-0.4564_FXO	0.3294923	0.3294923	0.3294923	0.3294923	1	30000000
2022-08-16	CU	2D_EUR_USD_B_FXO_0.4959_FXO	2D_EUR_USD_B_FXO_0.4959_FXO	0.345709	0.345709	0.345709	0.345709	1	50000000
2022-08-16	CU	2D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-08-18	5.12475	5.1248	5.1244	5.1244	16	188250000
2022-08-16	CU	2D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-08-18	880.0	880.0	876.0	876.0	23	120900000
2022-08-16	CU	2D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-08-18	4170.0	4170.0	4164.0	4164.0	15	68800000
2022-08-16	CU	2D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-08-18	3.859	3.859	3.859	3.859	6	15000000
2022-08-16	CU	2D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-08-18	56.009	56.009	55.8025	55.88	11	69000000
2022-08-16	CU	2D_USD_CNH_A_FXO_-0.467_FXO	2D_USD_CNH_A_FXO_-0.467_FXO	0.2513604	0.2513604	0.2513604	0.2513604	2	95000000
2022-08-16	CU	2D_USD_CNH_A_FXO_-0.4837_FXO	2D_USD_CNH_A_FXO_-0.4837_FXO	0.2653349	0.2653349	0.2653349	0.2653349	1	30000000
2022-08-16	CU	2D_USD_KRW_A_FXO_0.3491_FXO	2D_USD_KRW_A_FXO_0.3491_FXO	0.182954	0.182954	0.182954	0.182954	1	50000000
2022-08-16	CU	2M_GBP_USD_B_FXO_-0.4997_FXO	2M_GBP_USD_B_FXO_-0.4997_FXO	1.980247	1.980247	1.980247	1.980247	1	5000000
2022-08-16	CU	2M_GBP_USD_B_FXO_-0.5013_FXO	2M_GBP_USD_B_FXO_-0.5013_FXO	1.990257	1.990257	1.990257	1.990257	1	15000000
2022-08-16	CU	2M_GBP_USD_B_FXO_0.4987_FXO	2M_GBP_USD_B_FXO_0.4987_FXO	1.877257	1.877257	1.877257	1.877257	1	15000000
2022-08-16	CU	2M_GBP_USD_B_FXO_0.5003_FXO	2M_GBP_USD_B_FXO_0.5003_FXO	1.887247	1.887247	1.887247	1.887247	1	5000000
2022-08-16	CU	2W_EUR_AUD_A_FXO_-0.4995_FXO	2W_EUR_AUD_A_FXO_-0.4995_FXO	0.6486768	0.6486768	0.6486768	0.6486768	1	10000000
2022-08-16	CU	2W_EUR_AUD_A_FXO_-0.5012_FXO	2W_EUR_AUD_A_FXO_-0.5012_FXO	0.6521358	0.6521358	0.6521358	0.6521358	2	15000000
2022-08-16	CU	2W_EUR_AUD_A_FXO_0.4987_FXO	2W_EUR_AUD_A_FXO_0.4987_FXO	0.6604253	0.6604253	0.6604253	0.6604253	2	15000000
2022-08-16	CU	2W_EUR_AUD_A_FXO_0.5003_FXO	2W_EUR_AUD_A_FXO_0.5003_FXO	0.6638784	0.6638784	0.6638784	0.6638784	1	10000000
2022-08-16	CU	31D_NDF_USD_IDR_NDF	31D_NDF_USD_IDR_NDF	14796.0	14796.0	14796.0	14796.0	1	5000000
2022-08-16	CU	31D_NDF_USD_INR_NDF	31D_NDF_USD_INR_NDF	79.6025	79.61	79.58	79.61	6	115000000
2022-08-16	CU	31D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-09-16	29.9725	29.9725	29.9725	29.9725	1	20000000
2022-08-16	CU	31D_USD_JPY_A_FXO_-0.0886_FXO	31D_USD_JPY_A_FXO_-0.0886_FXO	0.1351493	0.1351493	0.1351493	0.1351493	1	100000000
2022-08-16	CU	31D_USD_JPY_A_FXO_-0.2886_FXO	31D_USD_JPY_A_FXO_-0.2886_FXO	0.5551373	0.5551373	0.5551373	0.5551373	1	100000000
2022-08-16	CU	321D_NDF_USD_BRL_NDF	321D_NDF_USD_BRL_NDF	5.53912	5.5396	5.53912	5.5396	2	75000000
2022-08-16	CU	32D_NDF_USD_CNY_NDF	32D_NDF_USD_CNY_NDF	6.794	6.7945	6.794	6.7945	3	75000000
2022-08-16	CU	32D_NDF_USD_COP_NDF	32D_NDF_USD_COP_NDF	4208.25	4239.88	4208.25	4239.88	2	10500000
2022-08-16	CU	32D_NDF_USD_INR_NDF	32D_NDF_USD_INR_NDF	79.64	79.64	79.64	79.64	1	50000000
2022-08-16	CU	33D_NDF_USD_CLP_NDF	33D_NDF_USD_CLP_NDF	884.0	890.5	884.0	890.5	13	99000000
2022-08-16	CU	34D_NDF_USD_BRL_NDF	34D_NDF_USD_BRL_NDF	5.1871	5.1871	5.1871	5.1871	1	75000000
2022-08-16	CU	34D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-09-19	4191.4	4277.0	888.94	4276.0	164	693000000
2022-08-16	CU	34D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2022-09-19	14772.0	14786.0	14772.0	14786.0	2	24000000
2022-08-16	CU	34D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-09-19	79.64	79.64	79.58	79.61	2	19500000
2022-08-16	CU	34D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-09-19	1309.0	1309.25	1308.3	1309.25	3	43000000
2022-08-16	CU	34D_NDF_USD_KRW_NDF	34D_NDF_USD_KRW_NDF	1310.5	1310.5	1310.5	1310.5	1	15000000
2022-08-16	CU	34D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-09-19	3.873	3.891	3.845	3.845	53	253300000
2022-08-16	CU	34D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-09-19	55.93	56.0	55.9	55.94	12	389000000
2022-08-16	CU	34D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-09-19	29.975	29.975	29.948	29.965	7	115000000
2022-08-16	CU	35D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-09-20	5.189	5.189	5.189	5.189	1	25000000
2022-08-16	CU	35D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-09-20	886.0	891.0	882.35	890.0	236	1264200000
2022-08-16	CU	35D_NDF_USD_PHP_NDF	35D_NDF_USD_PHP_NDF	55.95	55.95	55.95	55.95	1	20000000
2022-08-16	CU	366D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2023-08-17	57.07	57.07	57.07	57.07	1	15000000
2022-08-16	CU	367D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-08-18	936.5	940.5	936.5	940.0	5	50000000
2022-08-16	CU	367D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2023-08-18	3.979	3.979	3.979	3.979	2	25000000
2022-08-16	CU	36D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-09-21	5.1851	5.1851	5.1851	5.1851	2	175000000
2022-08-16	CU	36D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-09-21	79.64	79.64	79.64	79.64	2	30000000
2022-08-16	CU	36D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-09-21	1309.6	1310.5	1309.6	1310.5	1	25000000
2022-08-16	CU	36D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-09-21	29.955	29.965	29.955	29.965	3	138000000
2022-08-16	CU	37D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2022-09-22	14796.0	14796.0	14796.0	14796.0	1	5000000
2022-08-16	CU	37D_USD_CNH_A_FXO_0.4932_FXO	37D_USD_CNH_A_FXO_0.4932_FXO	0.7802274	0.7802274	0.7802274	0.7802274	4	300000000
2022-08-16	CU	3D_AUD_USD_B_FXO_0.1878_FXO	3D_AUD_USD_B_FXO_0.1878_FXO	0.0928448	0.0928448	0.0928448	0.0928448	1	150000000
2022-08-16	CU	3D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-08-19	5.127	5.1445	5.12695	5.1445	10	70000000
2022-08-16	CU	3D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-08-19	883.0	885.5	880.43	885.5	21	225500000
2022-08-16	CU	3D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-08-19	4211.0	4256.1	4209.15	4255.0	19	175700000
2022-08-16	CU	3D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-08-19	79.345	79.3725	79.345	79.3725	3	39500000
2022-08-16	CU	3D_NDF_USD_INR_NDF	3D_NDF_USD_INR_NDF	79.42	79.42	79.375	79.375	2	17000000
2022-08-16	CU	3D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-08-19	1309.45	1309.45	1309.45	1309.45	1	8000000
2022-08-16	CU	3D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-08-19	3.8595	3.8758	3.841	3.841	6	40000000
2022-08-16	CU	3D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-08-19	56.01	56.01	55.821	55.881	6	41000000
2022-08-16	CU	3D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-08-19	29.99	30.0	29.99	30.0	5	94000000
2022-08-16	CU	3D_USD_CAD_A_FXO_-0.3725_FXO	3D_USD_CAD_A_FXO_-0.3725_FXO	0.1894845	0.1894845	0.1894845	0.1894845	1	30000000
2022-08-16	CU	3M_EUR_USD_B_FXO_-0.4987_FXO	3M_EUR_USD_B_FXO_-0.4987_FXO	2.071912	2.071912	2.071912	2.071912	1	15000000
2022-08-16	CU	3M_EUR_USD_B_FXO_0.5013_FXO	3M_EUR_USD_B_FXO_0.5013_FXO	1.962912	1.962912	1.962912	1.962912	1	15000000
2022-08-16	CU	3M_USD_CAD_A_FXO_-0.4988_FXO	3M_USD_CAD_A_FXO_-0.4988_FXO	1.438681	1.438681	1.438681	1.438681	1	25000000
2022-08-16	CU	3M_USD_CAD_A_FXO_-0.5016_FXO	3M_USD_CAD_A_FXO_-0.5016_FXO	1.451144	1.451144	1.451144	1.451144	1	15000000
2022-08-16	CU	3M_USD_CAD_A_FXO_0.4979_FXO	3M_USD_CAD_A_FXO_0.4979_FXO	1.502479	1.502479	1.502479	1.502479	1	15000000
2022-08-16	CU	3M_USD_CAD_A_FXO_0.5005_FXO	3M_USD_CAD_A_FXO_0.5005_FXO	1.514917	1.514917	1.514917	1.514917	1	25000000
2022-08-16	CU	3M_USD_CHF_A_FXO_-0.2524_FXO	3M_USD_CHF_A_FXO_-0.2524_FXO	0.6662537	0.6662537	0.6662537	0.6662537	1	75000000
2022-08-16	CU	3M_USD_CHF_A_FXO_0.2533_FXO	3M_USD_CHF_A_FXO_0.2533_FXO	0.702487	0.702487	0.702487	0.702487	1	75000000
2022-08-16	CU	3M_USD_CLP_A_FXO_-0.2517_FXO	3M_USD_CLP_A_FXO_-0.2517_FXO	1.432916	1.432916	1.432916	1.432916	1	10000000
2022-08-16	CU	3M_USD_CLP_A_FXO_0.2518_FXO	3M_USD_CLP_A_FXO_0.2518_FXO	1.786084	1.786084	1.786084	1.786084	1	10000000
2022-08-16	CU	3M_USD_KRW_A_FXO_-0.25_FXO	3M_USD_KRW_A_FXO_-0.25_FXO	0.6580831	0.6580831	0.6580831	0.6580831	1	100000000
2022-08-16	CU	3M_USD_KRW_A_FXO_0.25_FXO	3M_USD_KRW_A_FXO_0.25_FXO	0.7906128	0.7906128	0.7906128	0.7906128	1	100000000
2022-08-16	CU	45D_USD_JPY_A_FXO_0.204_FXO	45D_USD_JPY_A_FXO_0.204_FXO	0.419962	0.419962	0.419962	0.419962	1	80000000
2022-08-16	CU	47D_NDF_USD_BRL_NDF	47D_NDF_USD_BRL_NDF	5.19535	5.19535	5.19035	5.19535	3	150000000
2022-08-16	CU	49D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-10-04	5.19535	5.19535	5.19535	5.19535	1	75000000
2022-08-16	CU	4D_NDF_USD_BRL_NDF	4D_NDF_USD_BRL_NDF	5.1315	5.15285	5.1315	5.14445	4	125000000
2022-08-16	CU	4D_NDF_USD_PEN_NDF	4D_NDF_USD_PEN_NDF	3.868	3.868	3.868	3.868	3	36000000
2022-08-16	CU	503D_NDF_USD_BRL_NDF	503D_NDF_USD_BRL_NDF	5.72778	5.72778	5.72778	5.72778	1	75000000
2022-08-16	CU	505D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2024-01-03	5.73074	5.73074	5.73074	5.73074	2	125000000
2022-08-16	CU	63D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-10-18	894.9	895.5	891.4	895.5	7	100000000
2022-08-16	CU	63D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-10-18	4260.0	4275.0	4260.0	4275.0	4	40000000
2022-08-16	CU	63D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-10-18	3.891	3.891	3.891	3.891	1	50000000
2022-08-16	CU	63D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-10-18	29.91	29.91	29.905	29.905	2	64000000
2022-08-16	CU	6D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-08-22	5.12845	5.145	5.12845	5.145	4	115000000
2022-08-16	CU	6D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-08-22	882.5	884.22	881.5	884.0	6	154000000
2022-08-16	CU	6D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-08-22	4224.0	4255.76	4224.0	4255.76	4	122500000
2022-08-16	CU	6D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2022-08-22	14757.0	14778.0	14757.0	14770.0	3	35000000
2022-08-16	CU	6D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-08-22	79.3625	79.3625	79.3625	79.3625	1	20000000
2022-08-16	CU	6D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-08-22	3.8667	3.8667	3.8667	3.8667	1	10000000
2022-08-16	CU	6D_NDF_USD_PEN_NDF	6D_NDF_USD_PEN_NDF	3.866	3.866	3.866	3.866	1	6000000
2022-08-16	CU	6D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-08-22	55.8535	55.8535	55.8535	55.8535	1	5000000
2022-08-16	CU	6D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-08-22	30.0	30.0	30.0	30.0	2	59000000
2022-08-16	CU	6M_NZD_USD_B_FXO_0.2838_FXO	6M_NZD_USD_B_FXO_0.2838_FXO	0.829334	0.829334	0.829334	0.829334	1	50000000
2022-08-16	CU	6M_NZD_USD_B_FXO_0.3031_FXO	6M_NZD_USD_B_FXO_0.3031_FXO	0.9100171	0.9100171	0.9100171	0.9100171	1	50000000
2022-08-16	CU	6M_NZD_USD_B_FXO_0.3038_FXO	6M_NZD_USD_B_FXO_0.3038_FXO	0.9130517	0.9130517	0.9130517	0.9130517	1	100000000
2022-08-16	CU	6M_USD_CNH_A_FXO_-0.4998_FXO	6M_USD_CNH_A_FXO_-0.4998_FXO	1.584868	1.584868	1.584862	1.584862	2	30000000
2022-08-16	CU	6M_USD_CNH_A_FXO_0.4994_FXO	6M_USD_CNH_A_FXO_0.4994_FXO	1.666265	1.666271	1.666265	1.666271	2	30000000
2022-08-16	CU	70D_EUR_CHF_A_FXO_-0.1803_FXO	70D_EUR_CHF_A_FXO_-0.1803_FXO	0.3758989	0.3758989	0.3758989	0.3758989	1	50000000
2022-08-16	CU	70D_NDF_USD_CNY	NDF_USD_CNY Maturing on 2022-10-25	6.778	6.778	6.778	6.778	1	25000000
2022-08-16	CU	734D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2024-08-19	4.045	4.045	4.045	4.045	1	3000000
2022-08-16	CU	7D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-08-23	5.14725	5.14725	5.14725	5.14725	3	40000000
2022-08-16	CU	7D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-08-23	884.5	884.6	884.5	884.6	2	98000000
2022-08-16	CU	7D_NDF_USD_CLP_NDF	7D_NDF_USD_CLP_NDF	880.8	880.8	880.8	880.8	1	12000000
2022-08-16	CU	7D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-08-23	4221.0	4221.0	4221.0	4221.0	1	39000000
2022-08-16	CU	7D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2022-08-23	14759.0	14759.0	14759.0	14759.0	1	5000000
2022-08-16	CU	7D_NDF_USD_INR_NDF	7D_NDF_USD_INR_NDF	79.445	79.445	79.445	79.445	1	50000000
2022-08-16	CU	8D_EUR_USD_B_FXO_-0.2474_FXO	8D_EUR_USD_B_FXO_-0.2474_FXO	0.2351976	0.2351976	0.2351976	0.2351976	1	30000000
2022-08-16	CU	8D_NDF_USD_CLP_NDF	8D_NDF_USD_CLP_NDF	885.2	885.2	885.2	885.2	1	31000000
2022-08-16	CU	8D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-08-24	4206.0	4216.0	4206.0	4216.0	3	25000000
2022-08-16	CU	8D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-08-24	56.019	56.019	56.019	56.019	1	12000000
2022-08-16	CU	8D_USD_CAD_A_FXO_0.1544_FXO	8D_USD_CAD_A_FXO_0.1544_FXO	0.0956019	0.0956019	0.0956019	0.0956019	1	50000000
2022-08-16	CU	8D_USD_JPY_A_FXO_0.1035_FXO	8D_USD_JPY_A_FXO_0.1035_FXO	0.0791114	0.0791114	0.0791114	0.0791114	2	110000000
2022-08-16	CU	8D_USD_JPY_A_FXO_0.4521_FXO	8D_USD_JPY_A_FXO_0.4521_FXO	0.5458114	0.5458114	0.5458114	0.5458114	2	110000000
2022-08-16	CU	90D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-11-14	80.03	80.03	80.03	80.03	2	30000000
2022-08-16	CU	92D_NDF_USD_CLP_NDF	92D_NDF_USD_CLP_NDF	900.25	900.25	900.25	900.25	1	10000000
2022-08-16	CU	94D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-11-18	900.2	900.85	899.2	900.85	6	155000000
2022-08-16	CU	94D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-11-18	4286.65	4301.65	4286.65	4301.65	4	40000000
2022-08-16	CU	94D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-11-18	56.168	56.168	56.168	56.168	2	100000000
2022-08-16	CU	9D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-08-25	4206.7	4216.7	4206.7	4216.7	3	25000000
2022-08-16	CU	9D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-08-25	55.84	55.84	55.805	55.805	4	110000000
2022-08-16	CU	USDCNY20220824-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-08-24	6.79964	6.79964	6.79964	6.79964	4	35000000
2022-08-16	CU	USDCNY20220825-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-08-25	6.8005	6.8005	6.8005	6.8005	1	5000000
2022-08-16	CU	USDCNY20220826-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-08-26	6.80054	6.80054	6.80054	6.80054	5	34000000
2022-08-16	CU	USDCNY20220829-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-08-29	6.80066	6.80066	6.80066	6.80066	1	27000000
2022-08-16	CU	USDCNY20220830-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-08-30	6.8007	6.8007	6.8007	6.8007	5	66000000
2022-08-16	CU	USDCNY20220831-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-08-31	6.80074	6.80074	6.80074	6.80074	1	10000000
2022-08-16	CU	USDCNY20220902-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-09-02	6.80082	6.80082	6.80082	6.80082	2	3000000
2022-08-16	CU	USDCNY20220906-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-09-06	6.80098	6.80098	6.80098	6.80098	3	8000000
2022-08-16	CU	USDCNY20220909-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-09-09	6.8011	6.8011	6.8011	6.8011	2	58000000
2022-08-16	CU	USDCNY20220913-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-09-13	6.80126	6.80126	6.80126	6.80126	3	25000000
2022-08-16	CU	USDCNY20220914-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-09-14	6.8013	6.8013	6.8013	6.8013	1	1000000
2022-08-16	CU	USDCNY20220915-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-09-15	6.80134	6.80134	6.80134	6.80134	3	36000000
2022-08-16	CU	USDCNY20220916-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-09-16	6.80138	6.80138	6.80138	6.80138	1	2000000
2022-08-16	CU	USDCNY20220919-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-09-19	6.8015	6.8015	6.8015	6.8015	3	31000000
2022-08-16	CU	USDCNY20220921-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-09-21	6.80122	6.80122	6.80122	6.80122	1	10000000
2022-08-16	CU	USDCNY20220923-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-09-23	6.80095	6.80095	6.80095	6.80095	2	30000000
2022-08-16	CU	USDCNY20220926-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-09-26	6.80053	6.80053	6.80053	6.80053	1	8000000
2022-08-16	CU	USDCNY20220927-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-09-27	6.8004	6.8004	6.8004	6.8004	1	20000000
2022-08-16	CU	USDCNY20221013-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-10-13	6.79819	6.79819	6.79819	6.79819	1	1000000
2022-08-16	CU	USDCNY20221018-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-10-18	6.7975	6.7975	6.7975	6.7975	1	1000000
2022-08-16	CU	USDCNY20221020-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-10-20	6.79715	6.79715	6.79715	6.79715	1	1000000
2022-08-16	CU	USDCNY20221118-R22491	Non Deliverable Forward Chinese Renminbi - Value Date 2022-11-18	6.792	6.792	6.792	6.792	2	37000000
2022-08-16	CU	USDIDR20220829-R22490	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-08-29	14780.87	14780.87	14780.87	14780.87	1	1000000
2022-08-16	CU	USDIDR20220831-R22490	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-08-31	14782.12	14782.12	14782.12	14782.12	1	1000000
2022-08-16	CU	USDMYR20220819-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-08-19	4.46534	4.46534	4.46534	4.46534	1	3000000
2022-08-16	CU	USDMYR20220822-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-08-22	4.46484	4.46484	4.46484	4.46484	2	21000000
2022-08-16	CU	USDMYR20220824-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-08-24	4.46451	4.46451	4.46451	4.46451	3	17000000
2022-08-16	CU	USDMYR20220826-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-08-26	4.46435	4.46435	4.46435	4.46435	2	6000000
2022-08-16	CU	USDMYR20220829-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-08-29	4.46435	4.46435	4.46435	4.46435	1	4000000
2022-08-16	CU	USDMYR20220830-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-08-30	4.46435	4.46435	4.46435	4.46435	3	14000000
2022-08-16	CU	USDMYR20220902-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-09-02	4.46435	4.46435	4.46435	4.46435	4	16000000
2022-08-16	CU	USDMYR20220906-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-09-06	4.46435	4.46435	4.46435	4.46435	1	8000000
2022-08-16	CU	USDMYR20220907-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-09-07	4.46435	4.46435	4.46435	4.46435	1	9000000
2022-08-16	CU	USDMYR20220908-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-09-08	4.46435	4.46435	4.46435	4.46435	5	49000000
2022-08-16	CU	USDMYR20220909-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-09-09	4.46435	4.46435	4.46435	4.46435	4	13000000
2022-08-16	CU	USDMYR20220912-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-09-12	4.46435	4.46435	4.46435	4.46435	4	29000000
2022-08-16	CU	USDMYR20220913-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-09-13	4.46435	4.46435	4.46435	4.46435	2	6000000
2022-08-16	CU	USDMYR20220914-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-09-14	4.46435	4.46435	4.46435	4.46435	3	63000000
2022-08-16	CU	USDMYR20220915-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-09-15	4.46435	4.46435	4.46435	4.46435	5	63000000
2022-08-16	CU	USDMYR20220919-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-09-19	4.46435	4.46435	4.46435	4.46435	7	87000000
2022-08-16	CU	USDMYR20220920-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-09-20	4.46433	4.46433	4.46433	4.46433	1	3000000
2022-08-16	CU	USDMYR20220921-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-09-21	4.46431	4.46431	4.46431	4.46431	1	18000000
2022-08-16	CU	USDMYR20220922-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-09-22	4.46429	4.46429	4.46429	4.46429	1	13000000
2022-08-16	CU	USDMYR20220923-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-09-23	4.46427	4.46427	4.46427	4.46427	1	6000000
2022-08-16	CU	USDMYR20220926-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-09-26	4.46421	4.46421	4.46421	4.46421	3	42000000
2022-08-16	CU	USDMYR20221007-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-10-07	4.46398	4.46398	4.46398	4.46398	1	4000000
2022-08-16	CU	USDMYR20221011-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-10-11	4.46389	4.46389	4.46389	4.46389	1	19000000
2022-08-16	CU	USDMYR20221014-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-10-14	4.46383	4.46383	4.46383	4.46383	1	8000000
2022-08-16	CU	USDMYR20221017-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-10-17	4.46377	4.46377	4.46377	4.46377	1	10000000
2022-08-16	CU	USDMYR20221019-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-10-19	4.4637	4.4637	4.4637	4.4637	1	15000000
2022-08-16	CU	USDMYR20221020-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-10-20	4.46366	4.46366	4.46366	4.46366	2	24000000
2022-08-16	CU	USDMYR20221108-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-11-08	4.4628	4.4628	4.4628	4.4628	1	28000000
2022-08-16	CU	USDMYR20221110-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-11-10	4.46271	4.46271	4.46271	4.46271	1	3000000
2022-08-16	CU	USDMYR20221115-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-11-15	4.46249	4.46249	4.46249	4.46249	1	3000000
2022-08-16	CU	USDMYR20221118-R22488	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-11-18	4.46235	4.46235	4.46235	4.46235	1	5000000
2022-08-16	CU	USDPEN20220819-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-08-19	3.8385	3.8385	3.8385	3.8385	2	20000000
2022-08-16	CU	USDPEN20220822-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-08-22	3.8391	3.8391	3.8391	3.8391	7	65000000
2022-08-16	CU	USDPEN20220823-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-08-23	3.8396	3.8396	3.8396	3.8396	2	19000000
2022-08-16	CU	USDPEN20220824-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-08-24	3.8408	3.8408	3.8408	3.8408	3	38000000
2022-08-16	CU	USDPEN20220825-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-08-25	3.8413	3.8413	3.8413	3.8413	6	47000000
2022-08-16	CU	USDPEN20220826-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-08-26	3.8418	3.8418	3.8418	3.8418	5	24000000
2022-08-16	CU	USDPEN20220831-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-08-31	3.843	3.843	3.843	3.843	4	39000000
2022-08-16	CU	USDPEN20220901-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-09-01	3.8443	3.8443	3.8443	3.8443	4	36000000
2022-08-16	CU	USDPEN20220902-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-09-02	3.8451	3.8451	3.8451	3.8451	4	64000000
2022-08-16	CU	USDPEN20220906-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-09-06	3.8459	3.8459	3.8459	3.8459	4	15000000
2022-08-16	CU	USDPEN20220907-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-09-07	3.8463	3.8463	3.8463	3.8463	1	10000000
2022-08-16	CU	USDPEN20220908-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-09-08	3.848	3.848	3.848	3.848	6	43000000
2022-08-16	CU	USDPEN20220909-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-09-09	3.8484	3.8484	3.8484	3.8484	5	30000000
2022-08-16	CU	USDPEN20220912-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-09-12	3.8491	3.8491	3.8491	3.8491	5	62000000
2022-08-16	CU	USDPEN20220913-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-09-13	3.8496	3.8496	3.8496	3.8496	2	10000000
2022-08-16	CU	USDPEN20220914-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-09-14	3.8508	3.8508	3.8508	3.8508	1	4000000
2022-08-16	CU	USDPEN20220915-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-09-15	3.8513	3.8513	3.8513	3.8513	5	42000000
2022-08-16	CU	USDPEN20220916-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-09-16	3.8517	3.8517	3.8517	3.8517	7	92000000
2022-08-16	CU	USDPEN20220919-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-09-19	3.8524	3.8524	3.8524	3.8524	10	144000000
2022-08-16	CU	USDPEN20220920-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-09-20	3.8528	3.8528	3.8528	3.8528	1	8000000
2022-08-16	CU	USDPEN20220921-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-09-21	3.854	3.854	3.854	3.854	2	49000000
2022-08-16	CU	USDPEN20220923-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-09-23	3.8549	3.8549	3.8549	3.8549	1	30000000
2022-08-16	CU	USDPEN20220926-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-09-26	3.8555	3.8555	3.8555	3.8555	1	10000000
2022-08-16	CU	USDPEN20220929-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-09-29	3.8575	3.8575	3.8575	3.8575	1	25000000
2022-08-16	CU	USDPEN20221005-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-10-05	3.8602	3.8602	3.8602	3.8602	2	24000000
2022-08-16	CU	USDPEN20221006-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-10-06	3.8606	3.8606	3.8606	3.8606	1	25000000
2022-08-16	CU	USDPEN20221018-R22493	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2022-10-18	3.8652	3.8652	3.8652	3.8652	1	50000000
2022-08-16	CU	USDPHP20220819-R22487	Non Deliverable Forward Philippine Peso - Value Date 2022-08-19	55.8417	55.8417	55.8417	55.8417	2	18000000
2022-08-16	CU	USDPHP20220824-R22487	Non Deliverable Forward Philippine Peso - Value Date 2022-08-24	55.846	55.846	55.846	55.846	1	1000000
2022-08-16	CU	USDPHP20220825-R22487	Non Deliverable Forward Philippine Peso - Value Date 2022-08-25	55.8497	55.8497	55.8497	55.8497	2	18000000
2022-08-16	CU	USDPHP20220826-R22487	Non Deliverable Forward Philippine Peso - Value Date 2022-08-26	55.8533	55.8533	55.8533	55.8533	1	1000000
2022-08-16	CU	USDPHP20220830-R22487	Non Deliverable Forward Philippine Peso - Value Date 2022-08-30	55.8679	55.8679	55.8679	55.8679	2	13000000
2022-08-16	CU	USDPHP20220831-R22487	Non Deliverable Forward Philippine Peso - Value Date 2022-08-31	55.8716	55.8716	55.8716	55.8716	3	38000000
2022-08-16	CU	USDPHP20220901-R22487	Non Deliverable Forward Philippine Peso - Value Date 2022-09-01	55.8752	55.8752	55.8752	55.8752	1	31000000
2022-08-16	CU	USDPHP20220908-R22487	Non Deliverable Forward Philippine Peso - Value Date 2022-09-08	55.9008	55.9008	55.9008	55.9008	1	33000000
2022-08-16	CU	USDPHP20220919-R22487	Non Deliverable Forward Philippine Peso - Value Date 2022-09-19	55.941	55.941	55.941	55.941	3	13000000
2022-08-16	IR	EUR OIS Outright BROKEN ESTR 1T_20221221	EUR OIS Outright BROKEN ESTR 1T_20221221	0.0054	0.0054	0.0054	0.0054	2	4000000000
2022-08-16	IR	10M EUR OIS Outright (EUR.10M.ESTR)_20230618	10M EUR OIS Outright (EUR.10M.ESTR)_20230618	0.00805	0.00834	0.00805	0.00834	2	200000000
2022-08-16	IR	10Y SOFR LCH		2.53875	2.53875	2.53875	2.53875	21	1208000000
2022-08-16	IR	10Y SOFR/3M LCH		26.0	26.0	26.0	26.0	2	110000000
2022-08-16	IR	10Y SOFR/FF LCH		0.375	0.375	0.375	0.375	1	58000000
2022-08-16	IR	15M EUR OIS Outright_20231118	15M EUR OIS Outright_20231118	0.00979	0.00979	0.00979	0.00979	1	100000000
2022-08-16	IR	1X4 NOK FRA_20221221	1X4 NOK FRA_20221221	0.02785	0.02785	0.02785	0.02785	2	4000000000
2022-08-16	IR	1Y SEP23 LCH.qm		2.64	3.3025	3.3025	3.3025	4	6700000000
2022-08-16	IR	1Y SEP23 SOFR LCH.qm		2.9575	3.0425	3.0425	3.0425	4	6700000000
2022-08-16	IR	1Y TRY/USD IRX SOFR Outright_20230818	1Y TRY/USD IRX SOFR Outright_20230818	0.495	0.5	0.4925	0.5	5	664638400
2022-08-16	IR	1Yx1D_JPY-JPY-TONA-OIS Compound_0_Straddle_3600	1Yx1D_JPY-JPY-TONA-OIS Compound_0_Straddle_3600	0.0317	0.0317	0.0317	0.0317	1	10000000000
2022-08-16	IR	1Yx1D_USD-USD-SOFR-COMPOUND_0_Straddle_10800	1Yx1D_USD-USD-SOFR-COMPOUND_0_Straddle_10800	0.1387	0.1387	0.1387	0.1387	1	25000000
2022-08-16	IR	1Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_10800	1Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_10800	0.1387	0.1387	0.1387	0.1387	2	125000000
2022-08-16	IR	1Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_3600	1Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_3600	0.06855	0.06855	0.06855	0.06855	1	100000000
2022-08-16	IR	20Y SOFR LCH		2.62625	2.62625	2.62625	2.62625	3	150000000
2022-08-16	IR	2Y Q/3s ZAR IRS_20240816	2Y Q/3s ZAR IRS_20240816	0.0704	0.0705	0.0704	0.0705	2	1775000000
2022-08-16	IR	2Yx1D_JPY-JPY-TONA-OIS Compound_0_Straddle_3600	2Yx1D_JPY-JPY-TONA-OIS Compound_0_Straddle_3600	0.0429	0.0429	0.0429	0.0429	1	4600000000
2022-08-16	IR	30Y SOFR LCH		2.4975	2.4975	2.4975	2.4975	7	167000000
2022-08-16	IR	30Y SOFR/3M LCH		25.875	25.875	25.875	25.875	3	235000000
2022-08-16	IR	30Y SOFR/FF LCH		-0.75	-0.75	-0.75	-0.75	3	56000000
2022-08-16	IR	3M.NZD.IRS_20221213	3M.NZD.IRS_20221213	0.034732	0.034732	0.034732	0.034732	1	75000000
2022-08-16	IR	3Mx1D_JPY-JPY-TONA-OIS Compound_0_Straddle_3600	3Mx1D_JPY-JPY-TONA-OIS Compound_0_Straddle_3600	0.0124	0.0124	0.0124	0.0124	1	7000000000
2022-08-16	IR	3s1s ROLL MAR23		12.625	10.375	10.375	10.375	2	6000000000
2022-08-16	IR	3Yx1D_JPY-TONAT_0_Straddle_3600	3Yx1D_JPY-TONAT_0_Straddle_3600	0.0493	0.0493	0.0493	0.0493	1	2000000000
2022-08-16	IR	4Y SOFR/FF LCH		1.5	1.5	1.5	1.5	2	250000000
2022-08-16	IR	5Y Q/3s ZAR IRS_20270816	5Y Q/3s ZAR IRS_20270816	0.0759	0.0759	0.0759	0.0759	3	600000000
2022-08-16	IR	5Y SOFR LCH		2.645	2.645	2.645	2.645	16	1996000000
2022-08-16	IR	6s3s ROLL SEP22		14.625	7.875	7.875	7.875	1	500000000
2022-08-16	IR	8Y SOFR/FF LCH		0.625	0.625	0.625	0.625	1	35000000
2022-08-16	IR	A-EUR 10Y		1.733	1.769	1.741	1.769	16	1038600000
2022-08-16	IR	A-EUR 10Yv3		1.727	1.727	1.727	1.7705	2	370000000
2022-08-16	IR	A-EUR 12Y		1.819	1.819	1.819	1.863	2	300000000
2022-08-16	IR	A-EUR 12Yv3		1.832	1.832	1.832	1.874	1	250000000
2022-08-16	IR	A-EUR 15Y		1.884	1.884	1.884	1.926	3	176500000
2022-08-16	IR	A-EUR 15Yv3		1.92	1.92	1.92	1.9605	1	76500000
2022-08-16	IR	A-EUR 20Y		1.811	1.8765	1.823	1.854	5	277000000
2022-08-16	IR	A-EUR 20Yv3		1.872	1.872	1.872	1.9135	1	60000000
2022-08-16	IR	A-EUR 2Y		1.336	1.348	1.348	1.348	1	131000000
2022-08-16	IR	A-EUR 30Y		1.599	1.666	1.615	1.642	5	151000000
2022-08-16	IR	A-EUR 3Y		1.401	1.393	1.393	1.438	2	325000000
2022-08-16	IR	A-EUR 3Yv3		1.348	1.348	1.348	1.386	1	175000000
2022-08-16	IR	A-EUR 4Y		1.45	1.45	1.45	1.488	1	178800000
2022-08-16	IR	A-EUR 4Yv3		1.4	1.4	1.4	1.438	1	178800000
2022-08-16	IR	A-EUR 5Y		1.503	1.548	1.496	1.546	15	1572100000
2022-08-16	IR	A-EUR 5Yv3		1.457	1.457	1.457	1.4915	3	506000000
2022-08-16	IR	A-EUR 6Y		1.552	1.612	1.563	1.59	3	336000000
2022-08-16	IR	AUD.10Y.6M.SEP22.EFP_20320817	AUD.10Y.6M.SEP22.EFP_20320817	0.036625	0.036625	0.036625	0.036625	1	42000000
2022-08-16	IR	BOBL.SEP22.5Y ISDA2021_20270818	BOBL.SEP22.5Y ISDA2021_20270818	0.0150988	0.0150988	0.0150988	0.0150988	1	80000000
2022-08-16	IR	Broken ZAR Q3s IRS_20230816	Broken ZAR Q3s IRS_20230816	0.0736	0.0736	0.0736	0.0736	1	3000000000
2022-08-16	IR	BUND.SEP22.10Y ISDA2021_20320818	BUND.SEP22.10Y ISDA2021_20320818	0.0175566	0.0175666	0.0175566	0.0175666	2	50000000
2022-08-16	IR	CAD.7Y.1M/3M_20290816	CAD.7Y.1M/3M_20290816	0.000375	0.0004	0.000375	0.0004	2	200000000
2022-08-16	IR	CAD_OIS_CANADA OIS_0X2	CAD_OIS_CANADA OIS_0X2	3.135	3.16	3.135	3.16	2	1750000000
2022-08-16	IR	CAD_OIS_CANADA OIS_2X2	CAD_OIS_CANADA OIS_2X2	3.54	3.555	3.54	3.55	3	2500000000
2022-08-16	IR	CLP_NDS_6M_USD_TNA_0X108	CLP_NDS_6M_USD_TNA_0X108	6.585	6.585	6.585	6.585	1	6700000000
2022-08-16	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12	10.78	10.78	10.78	10.78	1	28900000000
2022-08-16	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120	6.54	6.56	6.52	6.52	6	32300000000
2022-08-16	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18	10.38	10.38	10.38	10.38	1	19100000000
2022-08-16	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24	9.3	9.3	9.28	9.285	4	106450000000
2022-08-16	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36	8.18	8.205	8.16	8.16	3	62300000000
2022-08-16	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48	7.525	7.525	7.47	7.47	2	23850000000
2022-08-16	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60	7.125	7.14	7.1	7.14	10	130200000000
2022-08-16	IR	CLP_NDS_6M_USD_TNA_0X72	CLP_NDS_6M_USD_TNA_0X72	6.845	6.93	6.845	6.93	2	24050000000
2022-08-16	IR	CLP_NDS_6M_USD_TNA_0X84	CLP_NDS_6M_USD_TNA_0X84	6.715	6.775	6.715	6.77	4	48900000000
2022-08-16	IR	CLP_NDS_6M_USD_TNA_0X96	CLP_NDS_6M_USD_TNA_0X96	6.655	6.655	6.655	6.655	1	7350000000
2022-08-16	IR	CME_MXN_IRS_28D_MXN_TIIE_0X12	CME_MXN_IRS_28D_MXN_TIIE_0X12	9.56	9.56	9.56	9.56	1	840000000
2022-08-16	IR	CME_MXN_IRS_28D_MXN_TIIE_0X120	CME_MXN_IRS_28D_MXN_TIIE_0X120	8.145	8.165	8.1	8.1	4	730000000
2022-08-16	IR	CME_MXN_IRS_28D_MXN_TIIE_0X2	CME_MXN_IRS_28D_MXN_TIIE_0X2	8.99	8.99	8.99	8.99	1	4350000000
2022-08-16	IR	CME_MXN_IRS_28D_MXN_TIIE_0X24	CME_MXN_IRS_28D_MXN_TIIE_0X24	9.0	9.0	8.965	8.965	12	7115000000
2022-08-16	IR	CME_MXN_IRS_28D_MXN_TIIE_0X36	CME_MXN_IRS_28D_MXN_TIIE_0X36	8.5	8.5	8.5	8.5	2	680000000
2022-08-16	IR	CME_MXN_IRS_28D_MXN_TIIE_0X48	CME_MXN_IRS_28D_MXN_TIIE_0X48	8.23	8.23	8.23	8.23	1	100000000
2022-08-16	IR	CME_MXN_IRS_28D_MXN_TIIE_0X6	CME_MXN_IRS_28D_MXN_TIIE_0X6	9.36	9.36	9.36	9.36	1	2250000000
2022-08-16	IR	CME_MXN_IRS_28D_MXN_TIIE_0X60	CME_MXN_IRS_28D_MXN_TIIE_0X60	8.17	8.17	8.115	8.115	2	735000000
2022-08-16	IR	CME_MXN_IRS_28D_MXN_TIIE_0X8	CME_MXN_IRS_28D_MXN_TIIE_0X8	9.53	9.53	9.52	9.52	2	4200000000
2022-08-16	IR	COP_NOIS_IBR__0X1	COP_NOIS_IBR__0X1	8.535	8.535	8.535	8.535	2	1013000000000
2022-08-16	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12	10.42	10.42	10.42	10.42	1	89000000000
2022-08-16	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60	9.07	9.07	9.07	9.07	1	21000000000
2022-08-16	IR	CZK_FRA_3M_CZK_PRIBOR_125X216	CZK_FRA_3M_CZK_PRIBOR_125X216	7.19	7.19	7.19	7.19	2	28900000000
2022-08-16	IR	CZK_FRA_3M_CZK_PRIBOR_155X245	CZK_FRA_3M_CZK_PRIBOR_155X245	7.14	7.14	7.12	7.13	6	48100000000
2022-08-16	IR	CZK_FRA_3M_CZK_PRIBOR_275X367	CZK_FRA_3M_CZK_PRIBOR_275X367	6.71	6.71	6.71	6.71	1	4800000000
2022-08-16	IR	CZK_FRA_3M_CZK_PRIBOR_367X461	CZK_FRA_3M_CZK_PRIBOR_367X461	6.14	6.16	6.14	6.16	3	14400000000
2022-08-16	IR	CZK_FRA_3M_CZK_PRIBOR_94X188	CZK_FRA_3M_CZK_PRIBOR_94X188	7.21	7.21	7.21	7.21	1	4800000000
2022-08-16	IR	ERX_EUR_IRS_6M_EUR_EURIBOR_0X144	ERX_EUR_IRS_6M_EUR_EURIBOR_0X144	1.8525	1.8525	1.8525	1.8525	1	100000000
2022-08-16	IR	ERX_EUR_IRS_6M_EUR_EURIBOR_0X96	ERX_EUR_IRS_6M_EUR_EURIBOR_0X96	1.663	1.663	1.663	1.663	1	100000000
2022-08-16	IR	EUR.9Y.3M_20310818	EUR.9Y.3M_20310818	0.017225	0.017225	0.017225	0.017225	2	100000000
2022-08-16	IR	EUR.9Y.6M_20310818	EUR.9Y.6M_20310818	0.0174	0.0174	0.0174	0.0174	2	100000000
2022-08-16	IR	EUR.FRA.3M.1x4_20221221	EUR.FRA.3M.1x4_20221221	0.00645	0.00645	0.00645	0.00645	2	4000000000
2022-08-16	IR	EUR.USD.1Y.3M.ESTR/SOFR.BSX_20230818	EUR.USD.1Y.3M.ESTR/SOFR.BSX_20230818	-0.00325	-0.00325	-0.00325	-0.00325	1	300000000
2022-08-16	IR	EUR.USD.20Y.3M.ESTR/SOFR.BSX_20420818	EUR.USD.20Y.3M.ESTR/SOFR.BSX_20420818	-0.0025375	-0.0025375	-0.0025375	-0.0025375	1	14000000
2022-08-16	IR	EUR.USD.30Y.3M.ESTR/SOFR.BSX_20520818	EUR.USD.30Y.3M.ESTR/SOFR.BSX_20520818	-0.0019	-0.0019	-0.0019	-0.0019	1	10000000
2022-08-16	IR	EUR.USD.3Y.3M.ESTR/SOFR.BSX_20250818	EUR.USD.3Y.3M.ESTR/SOFR.BSX_20250818	-0.00305	-0.00305	-0.00305	-0.00305	1	247000000
2022-08-16	IR	EUR.USD.5Y.3M.ESTR/SOFR.BSX_20270818	EUR.USD.5Y.3M.ESTR/SOFR.BSX_20270818	-0.0028625	-0.0028375	-0.0028625	-0.0028375	3	275000000
2022-08-16	IR	EUR_FRA_6M_EUR_EURIBOR_309X491	EUR_FRA_6M_EUR_EURIBOR_309X491	1.59	1.59	1.59	1.59	1	400000000
2022-08-16	IR	EUR_FRA_6M_EUR_EURIBOR_36X211	EUR_FRA_6M_EUR_EURIBOR_36X211	0.952	0.952	0.952	0.952	1	400000000
2022-08-16	IR	EUR_OIS_ESTR_0X120	EUR_OIS_ESTR_0X120	1.447	1.497	1.447	1.497	3	196700000
2022-08-16	IR	EUR_OIS_ESTR_0X180	EUR_OIS_ESTR_0X180	1.684	1.684	1.683	1.683	1	50000000
2022-08-16	IR	EUR_OIS_ESTR_0X2	EUR_OIS_ESTR_0X2	0.352	0.352	0.352	0.352	1	3000000000
2022-08-16	IR	EUR_OIS_ESTR_2X4	EUR_OIS_ESTR_2X4	0.7095	0.7095	0.7095	0.7095	1	3000000000
2022-08-16	IR	GBP.USD.10Y.3M.SONIA/SOFR.XCCY.BSW_20320818	GBP.USD.10Y.3M.SONIA/SOFR.XCCY.BSW_20320818	-0.002125	-0.0021	-0.002125	-0.0021	2	35000000
2022-08-16	IR	IDR.USD-SOFR.4Y.ifx.NDIRX_20260822	IDR.USD-SOFR.4Y.ifx.NDIRX_20260822	0.05925	0.05925	0.05925	0.05925	1	5000000
2022-08-16	IR	IRO_STRADDLE_GBP_Month SONIA_STRIKE_2.9249_2022-AU	IRO_STRADDLE_GBP_Month SONIA_STRIKE_2.9249_2022-AUG-17 X 2023-FEB-16	0.145	0.1475	0.145	0.1475	2	500000000
2022-08-16	IR	IRS_CAD_3MCADC_USD_USD-_0X12	IRS_CAD_3MCADC_USD_USD-_0X12	-58.0	-58.0	-58.0	-58.0	2	250000000
2022-08-16	IR	IRS_CAD_3MCADC_USD_USD-_0X24	IRS_CAD_3MCADC_USD_USD-_0X24	-48.75	-48.5	-48.75	-48.5	2	700000000
2022-08-16	IR	IRS_CAD_3MCADC_USD_USD-_0X360	IRS_CAD_3MCADC_USD_USD-_0X360	-58.0	-58.0	-58.0	-58.0	1	25000000
2022-08-16	IR	IRS_CAD_3MCDOR_USD_SOFR_0X24	IRS_CAD_3MCDOR_USD_SOFR_0X24	-48.5	-48.5	-48.5	-48.5	0	250000000
2022-08-16	IR	IRS_CAD_CAD-_CAD_3MCADB_1X4	IRS_CAD_CAD-_CAD_3MCADB_1X4	49.0	49.0	49.0	49.0	4	2000000000
2022-08-16	IR	IRS_CLF_1TUF_CLP_CAMA_0X12	IRS_CLF_1TUF_CLP_CAMA_0X12	0.0	0.0	0.0	0.0	1	300000
2022-08-16	IR	IRS_CLF_1TUF_CLP_CAMA_0X2	IRS_CLF_1TUF_CLP_CAMA_0X2	0.0	0.0	0.0	0.0	3	900000
2022-08-16	IR	IRS_CLF_1TUF_CLP_CAMA_0X22	IRS_CLF_1TUF_CLP_CAMA_0X22	0.0	0.0	0.0	0.0	1	500000
2022-08-16	IR	IRS_CLF_1TUF_CLP_CAMA_0X24	IRS_CLF_1TUF_CLP_CAMA_0X24	0.0	0.0	0.0	0.0	2	800000
2022-08-16	IR	IRS_CLF_6MUF_CLP_CAMA_0X108	IRS_CLF_6MUF_CLP_CAMA_0X108	0.0	0.0	0.0	0.0	1	96000
2022-08-16	IR	IRS_CLF_6MUF_CLP_CAMA_0X120	IRS_CLF_6MUF_CLP_CAMA_0X120	0.0	0.0	0.0	0.0	2	233000
2022-08-16	IR	IRS_CLF_6MUF_CLP_CAMA_0X24	IRS_CLF_6MUF_CLP_CAMA_0X24	0.0	0.0	0.0	0.0	1	407000
2022-08-16	IR	IRS_CLF_6MUF_CLP_CAMA_0X60	IRS_CLF_6MUF_CLP_CAMA_0X60	0.0	0.0	0.0	0.0	1	277000
2022-08-16	IR	IRS_CLP_CLP-_USD_USD-_0X24	IRS_CLP_CLP-_USD_USD-_0X24	-147.0	-147.0	-147.0	-147.0	1	25077200000
2022-08-16	IR	IRS_CLP_CLP-_USD_USD-_0X36	IRS_CLP_CLP-_USD_USD-_0X36	-118.0	-118.0	-118.0	-118.0	1	10507700000
2022-08-16	IR	IRS_CLP_CLP-_USD_USD-_0X84	IRS_CLP_CLP-_USD_USD-_0X84	-87.5	-87.5	-87.5	-87.5	1	1763000000
2022-08-16	IR	IRS_COU_1TUVR_COP_IBR_0X18	IRS_COU_1TUVR_COP_IBR_0X18	0.0	0.0	0.0	0.0	1	91243154
2022-08-16	IR	IRS_EUR_ESTR_USD_SOFR_0X12	IRS_EUR_ESTR_USD_SOFR_0X12	-32.25	-32.25	-32.25	-32.25	1	100000000
2022-08-16	IR	IRS_EUR_ESTR_USD_SOFR_0X120	IRS_EUR_ESTR_USD_SOFR_0X120	-26.375	-26.375	-26.375	-26.375	1	52500000
2022-08-16	IR	IRS_EUR_ESTR_USD_SOFR_0X180	IRS_EUR_ESTR_USD_SOFR_0X180	-26.375	-26.25	-26.375	-26.25	2	75000000
2022-08-16	IR	IRS_EUR_ESTR_USD_SOFR_0X24	IRS_EUR_ESTR_USD_SOFR_0X24	-32.0	-31.25	-32.0	-31.375	6	951750000
2022-08-16	IR	IRS_EUR_ESTR_USD_SOFR_0X36	IRS_EUR_ESTR_USD_SOFR_0X36	-31.0	-30.25	-31.0	-30.25	3	545750000
2022-08-16	IR	IRS_EUR_ESTR_USD_SOFR_0X360	IRS_EUR_ESTR_USD_SOFR_0X360	-18.375	-18.375	-18.375	-18.375	1	20000000
2022-08-16	IR	IRS_EUR_ESTR_USD_SOFR_0X48	IRS_EUR_ESTR_USD_SOFR_0X48	-29.875	-29.375	-29.875	-29.375	4	425000000
2022-08-16	IR	IRS_EUR_ESTR_USD_SOFR_0X6	IRS_EUR_ESTR_USD_SOFR_0X6	-39.875	-39.5	-39.875	-39.5	4	1562500000
2022-08-16	IR	IRS_EUR_ESTR_USD_SOFR_0X60	IRS_EUR_ESTR_USD_SOFR_0X60	-28.625	-28.5	-28.625	-28.5	3	234500000
2022-08-16	IR	IRS_EUR_ESTR_USD_SOFR_0X84	IRS_EUR_ESTR_USD_SOFR_0X84	-27.25	-27.25	-27.25	-27.25	1	50000000
2022-08-16	IR	IRS_GBP_SONI_USD_SOFR_0X108	IRS_GBP_SONI_USD_SOFR_0X108	-22.0	-22.0	-22.0	-22.0	1	30000000
2022-08-16	IR	IRS_GBP_SONI_USD_SOFR_0X12	IRS_GBP_SONI_USD_SOFR_0X12	-21.75	-21.75	-21.75	-21.75	1	100000000
2022-08-16	IR	IRS_GBP_SONI_USD_SOFR_0X24	IRS_GBP_SONI_USD_SOFR_0X24	-23.5	-23.5	-23.5	-23.5	1	241000000
2022-08-16	IR	IRS_GBP_SONI_USD_SOFR_0X48	IRS_GBP_SONI_USD_SOFR_0X48	-25.25	-25.25	-25.25	-25.25	1	50000000
2022-08-16	IR	IRS_GBP_SONI_USD_SOFR_0X60	IRS_GBP_SONI_USD_SOFR_0X60	-25.875	-25.25	-25.875	-25.25	2	150000000
2022-08-16	IR	IRS_GBP_SONI_USD_SOFR_0X72	IRS_GBP_SONI_USD_SOFR_0X72	-24.75	-24.75	-24.75	-24.75	1	42000000
2022-08-16	IR	IRS_JPY_TONA_USD_SOFR_12X24	IRS_JPY_TONA_USD_SOFR_12X24	-74.25	-74.25	-75.0	-75.0	2	73500000000
2022-08-16	IR	JPY.USD.15Y.TONAT/SOFR.BSX_20370818	JPY.USD.15Y.TONAT/SOFR.BSX_20370818	-0.0085125	-0.0085125	-0.0085125	-0.0085125	1	1000000000
2022-08-16	IR	JPY_OIS_TONAR_0X120	JPY_OIS_TONAR_0X120	0.285	0.285	0.285	0.285	1	7230000000
2022-08-16	IR	JPY_OIS_TONAR_0X180	JPY_OIS_TONAR_0X180	0.51	0.51	0.51	0.51	1	9780000000
2022-08-16	IR	JPY_OIS_TONAR_0X240	JPY_OIS_TONAR_0X240	0.71	0.71	0.70375	0.70375	2	5170000000
2022-08-16	IR	JPY_OIS_TONAR_0X360	JPY_OIS_TONAR_0X360	0.90625	0.90625	0.90625	0.90625	1	1000000000
2022-08-16	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X120	LCH_CAD_IRS_3M_CAD_CDOR_0X120	3.1575	3.2489	3.1575	3.2125	7	375500000
2022-08-16	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X240	LCH_CAD_IRS_3M_CAD_CDOR_0X240	3.41	3.41	3.41	3.41	2	40000000
2022-08-16	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X36	LCH_CAD_IRS_3M_CAD_CDOR_0X36	3.5375	3.5375	3.5375	3.5375	1	50000000
2022-08-16	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X360	LCH_CAD_IRS_3M_CAD_CDOR_0X360	3.2353	3.2353	3.2353	3.2353	2	50000000
2022-08-16	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X60	LCH_CAD_IRS_3M_CAD_CDOR_0X60	3.19	3.2275	3.1891	3.2025	11	861000000
2022-08-16	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X84	LCH_CAD_IRS_3M_CAD_CDOR_0X84	3.16	3.16	3.16	3.16	1	100000000
2022-08-16	IR	LCH_CZK_IRS_3M_CZK_PRIBOR_0X12	LCH_CZK_IRS_3M_CZK_PRIBOR_0X12	7.24	7.24	7.24	7.24	1	1277000000
2022-08-16	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X120	LCH_CZK_IRS_6M_CZK_PRIBOR_0X120	4.015	4.015	4.0	4.0	3	438000000
2022-08-16	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X24	LCH_CZK_IRS_6M_CZK_PRIBOR_0X24	6.15	6.155	6.15	6.155	3	1953000000
2022-08-16	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X36	LCH_CZK_IRS_6M_CZK_PRIBOR_0X36	5.295	5.36	5.27	5.36	5	1985000000
2022-08-16	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X48	LCH_CZK_IRS_6M_CZK_PRIBOR_0X48	4.81	4.815	4.81	4.815	3	1008000000
2022-08-16	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X60	LCH_CZK_IRS_6M_CZK_PRIBOR_0X60	4.56	4.56	4.56	4.56	8	2183000000
2022-08-16	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X84	LCH_CZK_IRS_6M_CZK_PRIBOR_0X84	4.245	4.245	4.245	4.245	1	200000000
2022-08-16	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	1.7335	1.769	1.721	1.767	3	196700000
2022-08-16	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X144	LCH_EUR_IRS_3M_EUR_EURIBOR_0X144	1.838	1.894	1.838	1.894	1	100000000
2022-08-16	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X180	LCH_EUR_IRS_3M_EUR_EURIBOR_0X180	1.953	1.986	1.952	1.986	1	50000000
2022-08-16	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_10X16	LCH_EUR_IRS_3M_EUR_EURIBOR_10X16	1.538	1.538	1.538	1.538	1	400000000
2022-08-16	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_1X6	LCH_EUR_IRS_3M_EUR_EURIBOR_1X6	0.908	0.908	0.908	0.908	1	400000000
2022-08-16	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X108	LCH_EUR_IRS_6M_EUR_EURIBOR_0X108	1.70243	1.70243	1.70243	1.70243	1	50000000
2022-08-16	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	1.747	1.811	1.741	1.80123	6	247400000
2022-08-16	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X144	LCH_EUR_IRS_6M_EUR_EURIBOR_0X144	1.833	1.883	1.83	1.883	2	200000000
2022-08-16	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	1.511	1.56407	1.496	1.5455	7	700000000
2022-08-16	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X96	LCH_EUR_IRS_6M_EUR_EURIBOR_0X96	1.647	1.647	1.647	1.647	1	100000000
2022-08-16	IR	LCH_ZAR_IRS_3M_ZAR_JIBAR_0X60	LCH_ZAR_IRS_3M_ZAR_JIBAR_0X60	7.58	7.58	7.58	7.58	1	80000000
2022-08-16	IR	LCHF_CZK_IRS_6M_CZK_PRIBOR_0X60	LCHF_CZK_IRS_6M_CZK_PRIBOR_0X60	4.56	4.56	4.56	4.56	1	382000000
2022-08-16	IR	MYR.5Y.3M.NDIRS_20270816	MYR.5Y.3M.NDIRS_20270816	0.0354	0.0354	0.0354	0.0354	1	98000000
2022-08-16	IR	PEN_IRS_6M_PEN_USD-SOFR-COMPOUND_0X60	PEN_IRS_6M_PEN_USD-SOFR-COMPOUND_0X60	6.04	6.04	6.016	6.02	3	57600000
2022-08-16	IR	PEN_IRS_6M_PEN_USD-SOFR-COMPOUND_0X72	PEN_IRS_6M_PEN_USD-SOFR-COMPOUND_0X72	6.0	6.0	6.0	6.0	1	24192000
2022-08-16	IR	PEN_IRS_6M_PEN_USD-SOFR-COMPOUND_0X96	PEN_IRS_6M_PEN_USD-SOFR-COMPOUND_0X96	6.0	6.0	6.0	6.0	1	19200000
2022-08-16	IR	SEP22 SOFR/FF LCH		4.25	4.125	3.875	4.125	2	3000000000
2022-08-16	IR	SOPT_STRADDLE_E_EUR_3MEURIBOR_36 X 12_1.616	SOPT_STRADDLE_E_EUR_3MEURIBOR_36 X 12_1.616	1.535	1.535	1.535	1.535	1	362250000
2022-08-16	IR	SOPT_STRADDLE_E_EUR_6MEURIBOR_120 X 120_1.962	SOPT_STRADDLE_E_EUR_6MEURIBOR_120 X 120_1.962	16.12	16.12	16.12	16.12	1	37500000
2022-08-16	IR	SOPT_STRADDLE_E_EUR_6MEURIBOR_36 X 60_1.8735	SOPT_STRADDLE_E_EUR_6MEURIBOR_36 X 60_1.8735	6.54	6.54	6.54	6.54	1	75000000
2022-08-16	IR	SOPT_STRADDLE_E_EUR_6MEURIBOR_60 X 24_1.9385	SOPT_STRADDLE_E_EUR_6MEURIBOR_60 X 24_1.9385	3.5	3.5	3.5	3.5	2	240000000
2022-08-16	IR	SOPT_STRADDLE_E_EUR_6MEURIBOR_60 X 60_2.08	SOPT_STRADDLE_E_EUR_6MEURIBOR_60 X 60_2.08	7.64	7.64	7.64	7.64	2	100000000
2022-08-16	IR	SOPT_STRADDLE_E_USD_MSOFR_12 X 120_2.5125	SOPT_STRADDLE_E_USD_MSOFR_12 X 120_2.5125	6.95	6.95	6.95	6.95	1	50000000
2022-08-16	IR	SOPT_STRADDLE_E_USD_MSOFR_24 X 120_2.503	SOPT_STRADDLE_E_USD_MSOFR_24 X 120_2.503	9.18	9.18	9.18	9.18	1	50000000
2022-08-16	IR	SOPT_STRADDLE_E_USD_MSOFR_36 X 240_2.527	SOPT_STRADDLE_E_USD_MSOFR_36 X 240_2.527	17.0	17.0	17.0	17.0	1	25000000
2022-08-16	IR	SOPT_STRADDLE_E_USD_MSOFR_36 X 240_2.53	SOPT_STRADDLE_E_USD_MSOFR_36 X 240_2.53	17.0	17.0	17.0	17.0	1	25000000
2022-08-16	IR	SOPT_STRADDLE_E_USD_MSOFR_60 X 120_2.612	SOPT_STRADDLE_E_USD_MSOFR_60 X 120_2.612	12.68	12.68	12.68	12.68	1	36000000
2022-08-16	IR	SOPT_STRADDLE_E_USD_MSOFR_60 X 120_2.67	SOPT_STRADDLE_E_USD_MSOFR_60 X 120_2.67	12.6	12.6	12.6	12.6	1	50000000
2022-08-16	IR	TRY_IRS_M_TRY_SOFR_0X12	TRY_IRS_M_TRY_SOFR_0X12	49.55	49.55	49.55	49.55	1	132948400
2022-08-16	IR	TRY_IRS_M_TRY_SOFR_0X6	TRY_IRS_M_TRY_SOFR_0X6	44.55	44.55	44.55	44.55	1	215592000
2022-08-16	IR	XA-EUR 10Y		1.753	1.76	1.76	1.797	1	100000000
2022-08-16	IR	XA-EUR 20Y		1.82	1.884	1.841	1.862	2	125000000
2022-08-16	IR	XA-EUR 30Y		1.605	1.671	1.671	1.648	1	54700000
2022-08-16	IR	XA-EUR 5Y		1.514	1.5055	1.5055	1.547	1	150000000
2022-08-16	IR	XA-EUR 6Y		1.565	1.623	1.623	1.601	2	300000000