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
2021-03-02	CD	277064	HY32 5Y - SEF	108.8	108.8	108.8	108.8	1	114000000
2021-03-02	CD	295523	IG33 5Y - SEF	53.4	53.4	53.4	53.4	2	268000000
2021-03-02	CD	296233	HY33 5Y - SEF	109.3	109.3	109.3	109.3	1	100000000
2021-03-02	CD	316850	IG34 5Y - SEF	59.9	59.9	59.55	59.55	7	575000000
2021-03-02	CD	337355	IG35 5Y - SEF	52.6	53.3	52.45	53.3	45	2255000000
2021-03-02	CD	338011	CDXEM 34 - SEF	96.22	96.25	96.1	96.15	10	145000000
2021-03-02	CD	338385	HY35 5Y - SEF	109.09	109.12	108.83	108.84	37	427000000
2021-03-02	CD	345899	S34 EUR 5Y (SEF)	48.5	48.5	47.75	48.125	26	725000000
2021-03-02	CD	345902	S34 XOVER 5Y (SEF)	247.5	254.375	244.5	249.5	44	570000000
2021-03-02	CD	346062	S34 EUR 5Y (SEF 5:1)	48.375	48.375	47.875	48.25	15	1150000000
2021-03-02	CD	CDX.EM.34.V1_60M	CDX.EM.34.V1_60M	0.963	0.963	0.9615	0.9615	4	75000000
2021-03-02	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	5.6432	5.72945	5.6432	5.6794	12	241000000
2021-03-02	CU	0D_NDF_USD_CLP_NDF	0D_NDF_USD_CLP_NDF	725.55	725.55	725.55	725.55	3	25000000
2021-03-02	CU	0D_NDF_USD_IDR_NDF	0D_NDF_USD_IDR_NDF	14327.0	14327.0	14308.0	14310.0	6	48000000
2021-03-02	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	73.45	73.45	73.35	73.38	5	79000000
2021-03-02	CU	0D_NDF_USD_KRW_NDF	0D_NDF_USD_KRW_NDF	1125.89	1126.14	1123.94	1123.94	7	308000000
2021-03-02	CU	0D_NDF_USD_MYR_NDF	0D_NDF_USD_MYR_NDF	4.06	4.061	4.06	4.061	2	7000000
2021-03-02	CU	0D_NDF_USD_PEN_NDF	0D_NDF_USD_PEN_NDF	3.663	3.663	3.663	3.663	5	38923014
2021-03-02	CU	0D_NDF_USD_PHP_NDF	0D_NDF_USD_PHP_NDF	48.5	48.5	48.5	48.5	1	3000000
2021-03-02	CU	1035D_NDF_USD_BRL_NDF	1035D_NDF_USD_BRL_NDF	6.653	6.653	6.653	6.653	1	1000000
2021-03-02	CU	1037D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2024-01-03	6.7275	6.7275	6.7275	6.7275	1	5000000
2021-03-02	CU	104D_NDF_USD_IDR_NDF	104D_NDF_USD_IDR_NDF	14522.0	14522.0	14522.0	14522.0	1	5000000
2021-03-02	CU	104D_NDF_USD_INR_NDF	104D_NDF_USD_INR_NDF	74.53	74.53	74.53	74.53	4	275000000
2021-03-02	CU	106D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-06-16	5.75	5.75	5.75	5.75	1	30000000
2021-03-02	CU	106D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-06-16	725.4	730.92	725.4	727.92	22	545000000
2021-03-02	CU	106D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-06-16	3653.2	3672.1	3653.2	3672.1	8	105000000
2021-03-02	CU	106D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2021-06-16	14522.0	14522.0	14522.0	14522.0	1	5000000
2021-03-02	CU	106D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-06-16	1123.8	1124.3	1123.8	1124.3	2	120000000
2021-03-02	CU	106D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-06-16	3.6635	3.6636	3.6635	3.6636	2	25000000
2021-03-02	CU	107D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-06-17	726.2	726.2	726.2	726.2	2	40000000
2021-03-02	CU	10D_EUR_SEK_A_FXO_-0.3117_FXO	10D_EUR_SEK_A_FXO_-0.3117_FXO	0.2017669	0.2017669	0.2017669	0.2017669	1	30000000
2021-03-02	CU	10D_EUR_SEK_A_FXO_-0.3131_FXO	10D_EUR_SEK_A_FXO_-0.3131_FXO	0.204688	0.204688	0.204688	0.204688	1	30000000
2021-03-02	CU	10D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-03-12	5.684	5.684	5.684	5.684	2	80000000
2021-03-02	CU	10D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-03-12	73.3	73.3	73.3	73.3	1	56000000
2021-03-02	CU	11D_NDF_USD_CLP_NDF	11D_NDF_USD_CLP_NDF	729.31	729.31	729.31	729.31	3	50000000
2021-03-02	CU	122D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-07-02	5.7088	5.755	5.7088	5.72117	4	175000000
2021-03-02	CU	12D_NDF_USD_COP_NDF	12D_NDF_USD_COP_NDF	3656.0	3656.0	3656.0	3656.0	2	20000000
2021-03-02	CU	13D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-03-15	5.6951	5.6951	5.6628	5.6628	3	28000000
2021-03-02	CU	13D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-03-15	728.75	728.75	727.5	727.5	2	86000000
2021-03-02	CU	13D_NDF_USD_IDR_NDF	13D_NDF_USD_IDR_NDF	14345.0	14345.0	14345.0	14345.0	1	5000000
2021-03-02	CU	13D_NDF_USD_INR_NDF	13D_NDF_USD_INR_NDF	73.56	73.56	73.56	73.56	4	275000000
2021-03-02	CU	13D_USD_TRY_A_FXO_-0.2795_FXO	13D_USD_TRY_A_FXO_-0.2795_FXO	0.5736032	0.5736032	0.5736032	0.5736032	3	110000000
2021-03-02	CU	14D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-03-16	5.6453	5.6453	5.6453	5.6453	1	20000000
2021-03-02	CU	14D_NDF_USD_BRL_NDF	14D_NDF_USD_BRL_NDF	5.6802	5.6802	5.6802	5.6802	1	23000000
2021-03-02	CU	14D_NDF_USD_CLP_NDF	14D_NDF_USD_CLP_NDF	731.5	731.5	731.5	731.5	1	3500000
2021-03-02	CU	14D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-03-16	3660.9	3660.9	3660.9	3660.9	1	10000000
2021-03-02	CU	155D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-08-04	727.0	727.0	727.0	727.0	1	30000000
2021-03-02	CU	15D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-03-17	5.64575	5.722	5.64575	5.6636	4	65000000
2021-03-02	CU	15D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-03-17	726.25	731.75	726.25	728.75	22	528000000
2021-03-02	CU	15D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-03-17	3640.0	3659.0	3640.0	3647.8	12	137000000
2021-03-02	CU	15D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2021-03-17	14345.0	14345.0	14345.0	14345.0	1	5000000
2021-03-02	CU	15D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-03-17	1124.6	1124.6	1124.1	1124.6	3	170000000
2021-03-02	CU	15D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-03-17	3.6635	3.6635	3.6635	3.6635	2	25000000
2021-03-02	CU	15D_USD_JPY_A_FXO_0.3332_FXO	15D_USD_JPY_A_FXO_0.3332_FXO	0.2507479	0.2507479	0.2507479	0.2507479	2	50000000
2021-03-02	CU	15D_USD_JPY_A_FXO_0.3402_FXO	15D_USD_JPY_A_FXO_0.3402_FXO	0.2650361	0.2650361	0.2650361	0.2650361	1	50000000
2021-03-02	CU	15D_USD_SGD_A_FXO_-0.3453_FXO	15D_USD_SGD_A_FXO_-0.3453_FXO	0.2194345	0.2194345	0.2194345	0.2194345	1	50000000
2021-03-02	CU	15D_USD_SGD_A_FXO_-0.3512_FXO	15D_USD_SGD_A_FXO_-0.3512_FXO	0.22467	0.22467	0.22467	0.22467	1	50000000
2021-03-02	CU	16D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-03-18	728.7	728.7	728.7	728.7	1	23000000
2021-03-02	CU	1770D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2026-01-05	7.70512	7.70512	7.70512	7.70512	2	50000000
2021-03-02	CU	185D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-09-03	49.245	49.245	49.245	49.245	1	10000000
2021-03-02	CU	187D_NDF_USD_INR_NDF	187D_NDF_USD_INR_NDF	75.08	75.08	75.08	75.08	1	10000000
2021-03-02	CU	187D_NDF_USD_PEN_NDF	187D_NDF_USD_PEN_NDF	3.6668	3.6669	3.6659	3.6659	6	71882677
2021-03-02	CU	189D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-09-07	726.8	726.8	726.75	726.75	2	40000000
2021-03-02	CU	189D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-09-07	75.239	75.245	75.239	75.245	2	100000000
2021-03-02	CU	189D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-09-07	3.6669	3.668	3.6669	3.668	2	15000000
2021-03-02	CU	189D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-09-07	27.225	27.225	27.19	27.19	2	30000000
2021-03-02	CU	1D_GBP_USD_B_FXO_-0.4248_FXO	1D_GBP_USD_B_FXO_-0.4248_FXO	0.2339361	0.2339361	0.2339361	0.2339361	1	35000000
2021-03-02	CU	1D_NDF_USD_INR_NDF	1D_NDF_USD_INR_NDF	73.3632	73.3632	73.3632	73.3632	1	38000000
2021-03-02	CU	1D_USD_JPY_A_FXO_-0.3475_FXO	1D_USD_JPY_A_FXO_-0.3475_FXO	0.093822	0.093822	0.093822	0.093822	1	40000000
2021-03-02	CU	1D_USD_JPY_A_FXO_-0.5156_FXO	1D_USD_JPY_A_FXO_-0.5156_FXO	0.1148663	0.1148663	0.1148663	0.1148663	1	10000000
2021-03-02	CU	1D_USD_JPY_A_FXO_0.2687_FXO	1D_USD_JPY_A_FXO_0.2687_FXO	0.0550232	0.0550232	0.0550232	0.0550232	3	120000000
2021-03-02	CU	1D_USD_JPY_A_FXO_0.3857_FXO	1D_USD_JPY_A_FXO_0.3857_FXO	0.0708561	0.0708561	0.0708561	0.0708561	1	20000000
2021-03-02	CU	1D_USD_JPY_A_FXO_0.4845_FXO	1D_USD_JPY_A_FXO_0.4845_FXO	0.104556	0.104556	0.104556	0.104556	1	10000000
2021-03-02	CU	1D_USD_SGD_A_FXO_-0.4382_FXO	1D_USD_SGD_A_FXO_-0.4382_FXO	0.09372	0.09372	0.09372	0.09372	1	60000000
2021-03-02	CU	1D_USD_SGD_A_FXO_0.4102_FXO	1D_USD_SGD_A_FXO_0.4102_FXO	0.0883426	0.0883426	0.0883426	0.0883426	1	60000000
2021-03-02	CU	1D_USD_ZAR_A_FXO_0.2951_FXO	1D_USD_ZAR_A_FXO_0.2951_FXO	0.2643861	0.2643861	0.2643861	0.2643861	1	40000000
2021-03-02	CU	1M_AUD_USD_B_FXO_-0.2496_FXO	1M_AUD_USD_B_FXO_-0.2496_FXO	0.325276	0.325276	0.325276	0.325276	1	50000000
2021-03-02	CU	1M_AUD_USD_B_FXO_0.2466_FXO	1M_AUD_USD_B_FXO_0.2466_FXO	0.2650969	0.2650969	0.2650969	0.2650969	1	50000000
2021-03-02	CU	1M_EUR_AUD_A_FXO_-0.5001_FXO	1M_EUR_AUD_A_FXO_-0.5001_FXO	0.8491707	0.8491707	0.8491707	0.8491707	1	25000000
2021-03-02	CU	1M_EUR_AUD_A_FXO_0.4997_FXO	1M_EUR_AUD_A_FXO_0.4997_FXO	0.8711938	0.8711938	0.8711938	0.8711938	1	25000000
2021-03-02	CU	1M_EUR_USD_B_FXO_-0.5019_FXO	1M_EUR_USD_B_FXO_-0.5019_FXO	0.8610101	0.8610101	0.8610101	0.8610101	1	6000000
2021-03-02	CU	1M_EUR_USD_B_FXO_0.4981_FXO	1M_EUR_USD_B_FXO_0.4981_FXO	0.83201	0.83201	0.83201	0.83201	1	6000000
2021-03-02	CU	1M_GBP_JPY_A_FXO_-0.5014_FXO	1M_GBP_JPY_A_FXO_-0.5014_FXO	0.984358	0.984358	0.984358	0.984358	3	55000000
2021-03-02	CU	1M_GBP_JPY_A_FXO_0.4984_FXO	1M_GBP_JPY_A_FXO_0.4984_FXO	1.00583	1.00583	1.00583	1.00583	3	55000000
2021-03-02	CU	1M_USD_BRL_A_FXO_0.3916_FXO	1M_USD_BRL_A_FXO_0.3916_FXO	1.619511	1.619511	1.619511	1.619511	2	80000000
2021-03-02	CU	1M_USD_KRW_A_FXO_-0.4994_FXO	1M_USD_KRW_A_FXO_-0.4994_FXO	0.8672211	0.8672211	0.8672211	0.8672211	1	50000000
2021-03-02	CU	1M_USD_KRW_A_FXO_-0.4998_FXO	1M_USD_KRW_A_FXO_-0.4998_FXO	0.8738642	0.8738642	0.8738642	0.8738642	2	75000000
2021-03-02	CU	1M_USD_KRW_A_FXO_0.4999_FXO	1M_USD_KRW_A_FXO_0.4999_FXO	0.8987746	0.8987746	0.8987746	0.8987746	2	75000000
2021-03-02	CU	1M_USD_KRW_A_FXO_0.5003_FXO	1M_USD_KRW_A_FXO_0.5003_FXO	0.8939841	0.8939841	0.8939841	0.8939841	1	50000000
2021-03-02	CU	1W_EUR_USD_B_FXO_-0.2497_FXO	1W_EUR_USD_B_FXO_-0.2497_FXO	0.1558004	0.1558004	0.1558004	0.1558004	1	30000000
2021-03-02	CU	1W_EUR_USD_B_FXO_0.4446_FXO	1W_EUR_USD_B_FXO_0.4446_FXO	0.3301048	0.3301048	0.3301048	0.3301048	1	50000000
2021-03-02	CU	1W_USD_INR_A_FXO_0.369_FXO	1W_USD_INR_A_FXO_0.369_FXO	0.3020306	0.3020306	0.3020306	0.3020306	1	30000000
2021-03-02	CU	1Y_GBP_USD_B_FXO_-0.3245_FXO	1Y_GBP_USD_B_FXO_-0.3245_FXO	2.770473	2.770473	2.770473	2.770473	1	50000000
2021-03-02	CU	1Y_GBP_USD_B_FXO_-0.3271_FXO	1Y_GBP_USD_B_FXO_-0.3271_FXO	2.799799	2.799799	2.799799	2.799799	1	30000000
2021-03-02	CU	1Y_USD_CAD_A_FXO_-0.4988_FXO	1Y_USD_CAD_A_FXO_-0.4988_FXO	2.668191	2.668191	2.668191	2.668191	1	14500000
2021-03-02	CU	1Y_USD_CAD_A_FXO_-0.499_FXO	1Y_USD_CAD_A_FXO_-0.499_FXO	2.651164	2.651164	2.651164	2.651164	1	4000000
2021-03-02	CU	1Y_USD_CAD_A_FXO_0.4987_FXO	1Y_USD_CAD_A_FXO_0.4987_FXO	2.889673	2.889673	2.889673	2.889673	1	4000000
2021-03-02	CU	1Y_USD_CAD_A_FXO_0.4988_FXO	1Y_USD_CAD_A_FXO_0.4988_FXO	2.912443	2.912443	2.912443	2.912443	1	14500000
2021-03-02	CU	20D_NDF_USD_CLP_NDF	20D_NDF_USD_CLP_NDF	731.41	731.41	731.41	731.41	1	3500000
2021-03-02	CU	21D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-03-23	27.826	27.826	27.826	27.826	1	11000000
2021-03-02	CU	23D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-03-25	727.37	727.37	727.37	727.37	1	63000000
2021-03-02	CU	23D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-03-25	3.6633	3.6633	3.6633	3.6633	1	2000000
2021-03-02	CU	277D_NDF_USD_INR_NDF	277D_NDF_USD_INR_NDF	76.09	76.09	75.92	75.92	2	85000000
2021-03-02	CU	277D_NDF_USD_PEN_NDF	277D_NDF_USD_PEN_NDF	26.665	26.665	3.6673	3.6673	2	40000000
2021-03-02	CU	29D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-03-31	1124.6	1124.6	1124.6	1124.6	1	50000000
2021-03-02	CU	2D_EUR_GBP_A_FXO_-0.4253_FXO	2D_EUR_GBP_A_FXO_-0.4253_FXO	0.2001643	0.2001643	0.2001643	0.2001643	1	30000000
2021-03-02	CU	2D_EUR_GBP_A_FXO_-0.461_FXO	2D_EUR_GBP_A_FXO_-0.461_FXO	0.2257833	0.2257833	0.2257833	0.2257833	1	30000000
2021-03-02	CU	2D_EUR_GBP_A_FXO_0.4675_FXO	2D_EUR_GBP_A_FXO_0.4675_FXO	0.2323675	0.2323675	0.2323675	0.2323675	1	20000000
2021-03-02	CU	2D_EUR_HUF_A_FXO_-0.4637_FXO	2D_EUR_HUF_A_FXO_-0.4637_FXO	0.1572995	0.1572995	0.1572995	0.1572995	1	10000000
2021-03-02	CU	2D_EUR_USD_B_FXO_0.4029_FXO	2D_EUR_USD_B_FXO_0.4029_FXO	0.1734351	0.1734351	0.1734351	0.1734351	1	50000000
2021-03-02	CU	2D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-03-04	5.6431	5.6774	5.6429	5.643	14	142000000
2021-03-02	CU	2D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-03-04	722.75	724.5	721.25	724.5	9	75600000
2021-03-02	CU	2D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-03-04	3635.0	3635.0	3635.0	3635.0	3	13300000
2021-03-02	CU	2D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-03-04	3.656	3.665	3.656	3.665	2	6000000
2021-03-02	CU	2D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-03-04	48.5	48.5	48.5	48.5	3	19000000
2021-03-02	CU	2D_USD_CAD_A_FXO_-0.3757_FXO	2D_USD_CAD_A_FXO_-0.3757_FXO	0.1490109	0.1490109	0.1490109	0.1490109	1	30000000
2021-03-02	CU	2D_USD_CNH_A_FXO_-0.1099_FXO	2D_USD_CNH_A_FXO_-0.1099_FXO	0.0196329	0.0196329	0.0196329	0.0196329	1	170000000
2021-03-02	CU	2D_USD_CNH_A_FXO_0.435_FXO	2D_USD_CNH_A_FXO_0.435_FXO	0.1135746	0.1135746	0.1135746	0.1135746	1	170000000
2021-03-02	CU	2D_USD_MXN_A_FXO_0.2984_FXO	2D_USD_MXN_A_FXO_0.2984_FXO	0.2846776	0.2846776	0.2846776	0.2846776	1	10000000
2021-03-02	CU	2D_USD_RUB_A_FXO_-0.1122_FXO	2D_USD_RUB_A_FXO_-0.1122_FXO	0.0553078	0.0553078	0.0553078	0.0553078	1	30000000
2021-03-02	CU	2M_AUD_USD_B_FXO_0.2975_FXO	2M_AUD_USD_B_FXO_0.2975_FXO	0.5743	0.5743	0.5743	0.5743	1	50000000
2021-03-02	CU	2M_EUR_NOK_A_FXO_-0.4998_FXO	2M_EUR_NOK_A_FXO_-0.4998_FXO	1.510404	1.510404	1.510404	1.510404	1	10000000
2021-03-02	CU	2M_EUR_NOK_A_FXO_0.4995_FXO	2M_EUR_NOK_A_FXO_0.4995_FXO	1.584434	1.584434	1.584434	1.584434	1	10000000
2021-03-02	CU	2M_GBP_USD_B_FXO_-0.1004_FXO	2M_GBP_USD_B_FXO_-0.1004_FXO	0.2382035	0.2382035	0.2382035	0.2382035	2	114000000
2021-03-02	CU	2M_GBP_USD_B_FXO_-0.4994_FXO	2M_GBP_USD_B_FXO_-0.4994_FXO	1.834151	1.834151	1.834151	1.834151	2	50000000
2021-03-02	CU	2M_GBP_USD_B_FXO_0.0997_FXO	2M_GBP_USD_B_FXO_0.0997_FXO	0.2291431	0.2291431	0.2291431	0.2291431	2	114000000
2021-03-02	CU	2M_GBP_USD_B_FXO_0.5006_FXO	2M_GBP_USD_B_FXO_0.5006_FXO	1.768151	1.768151	1.768151	1.768151	2	50000000
2021-03-02	CU	2M_USD_JPY_A_FXO_-0.2492_FXO	2M_USD_JPY_A_FXO_-0.2492_FXO	0.3893367	0.3893367	0.3893367	0.3893367	1	30000000
2021-03-02	CU	2M_USD_JPY_A_FXO_-0.2505_FXO	2M_USD_JPY_A_FXO_-0.2505_FXO	0.3918883	0.3918883	0.3918883	0.3918883	1	30000000
2021-03-02	CU	2M_USD_JPY_A_FXO_0.2509_FXO	2M_USD_JPY_A_FXO_0.2509_FXO	0.369768	0.369768	0.369768	0.369768	1	30000000
2021-03-02	CU	2M_USD_JPY_A_FXO_0.2522_FXO	2M_USD_JPY_A_FXO_0.2522_FXO	0.372574	0.372574	0.372574	0.372574	1	30000000
2021-03-02	CU	2W_AUD_USD_B_FXO_-0.5019_FXO	2W_AUD_USD_B_FXO_-0.5019_FXO	0.6798888	0.6798888	0.6781701	0.6781701	2	40000000
2021-03-02	CU	2W_AUD_USD_B_FXO_0.3394_FXO	2W_AUD_USD_B_FXO_0.3394_FXO	0.3594332	0.3594332	0.3594332	0.3594332	1	50000000
2021-03-02	CU	2W_AUD_USD_B_FXO_0.4981_FXO	2W_AUD_USD_B_FXO_0.4981_FXO	0.6538888	0.6538888	0.6521702	0.6521702	2	40000000
2021-03-02	CU	2W_EUR_AUD_A_FXO_-0.4968_FXO	2W_EUR_AUD_A_FXO_-0.4968_FXO	0.6013888	0.6013888	0.6013888	0.6013888	1	16000000
2021-03-02	CU	2W_EUR_AUD_A_FXO_-0.5002_FXO	2W_EUR_AUD_A_FXO_-0.5002_FXO	0.6078271	0.6078271	0.6078271	0.6078271	1	9500000
2021-03-02	CU	2W_EUR_AUD_A_FXO_0.4997_FXO	2W_EUR_AUD_A_FXO_0.4997_FXO	0.6187936	0.6187936	0.6187936	0.6187936	1	9500000
2021-03-02	CU	2W_EUR_AUD_A_FXO_0.503_FXO	2W_EUR_AUD_A_FXO_0.503_FXO	0.6252694	0.6252694	0.6252694	0.6252694	1	16000000
2021-03-02	CU	2W_EUR_NOK_A_FXO_-0.4994_FXO	2W_EUR_NOK_A_FXO_-0.4994_FXO	0.8085747	0.8085747	0.8085747	0.8085747	1	20000000
2021-03-02	CU	2W_EUR_NOK_A_FXO_0.5003_FXO	2W_EUR_NOK_A_FXO_0.5003_FXO	0.8320779	0.8320779	0.8320779	0.8320779	1	20000000
2021-03-02	CU	2W_EUR_USD_B_FXO_-0.4938_FXO	2W_EUR_USD_B_FXO_-0.4938_FXO	0.5831959	0.5831959	0.5831959	0.5831959	1	5000000
2021-03-02	CU	2W_EUR_USD_B_FXO_0.5062_FXO	2W_EUR_USD_B_FXO_0.5062_FXO	0.5971959	0.5971959	0.5971959	0.5971959	1	5000000
2021-03-02	CU	2W_GBP_JPY_A_FXO_-0.0988_FXO	2W_GBP_JPY_A_FXO_-0.0988_FXO	0.1024429	0.1024429	0.1024429	0.1024429	1	30000000
2021-03-02	CU	2W_GBP_JPY_A_FXO_-0.1005_FXO	2W_GBP_JPY_A_FXO_-0.1005_FXO	0.1045515	0.1045515	0.1045515	0.1045515	1	20000000
2021-03-02	CU	2W_GBP_JPY_A_FXO_-0.1013_FXO	2W_GBP_JPY_A_FXO_-0.1013_FXO	0.1055196	0.1055196	0.1055196	0.1055196	2	100000000
2021-03-02	CU	2W_USD_INR_A_FXO_0.2652_FXO	2W_USD_INR_A_FXO_0.2652_FXO	0.2618707	0.2618707	0.2618707	0.2618707	1	30000000
2021-03-02	CU	2W_USD_JPY_A_FXO_-0.097_FXO	2W_USD_JPY_A_FXO_-0.097_FXO	0.0566707	0.0566707	0.0566707	0.0566707	1	116500000
2021-03-02	CU	2W_USD_JPY_A_FXO_-0.098_FXO	2W_USD_JPY_A_FXO_-0.098_FXO	0.0573616	0.0573616	0.0573616	0.0573616	1	57000000
2021-03-02	CU	2W_USD_JPY_A_FXO_-0.4991_FXO	2W_USD_JPY_A_FXO_-0.4991_FXO	0.4372272	0.4372272	0.4372272	0.4372272	1	50000000
2021-03-02	CU	2W_USD_JPY_A_FXO_-0.5026_FXO	2W_USD_JPY_A_FXO_-0.5026_FXO	0.4419129	0.4419129	0.4419129	0.4419129	1	25000000
2021-03-02	CU	2W_USD_JPY_A_FXO_0.0975_FXO	2W_USD_JPY_A_FXO_0.0975_FXO	0.0572102	0.0572102	0.0572102	0.0572102	1	116500000
2021-03-02	CU	2W_USD_JPY_A_FXO_0.1023_FXO	2W_USD_JPY_A_FXO_0.1023_FXO	0.060654	0.060654	0.060654	0.060654	1	57000000
2021-03-02	CU	2W_USD_JPY_A_FXO_0.4975_FXO	2W_USD_JPY_A_FXO_0.4975_FXO	0.4409761	0.4409761	0.4409761	0.4409761	1	25000000
2021-03-02	CU	2W_USD_JPY_A_FXO_0.5008_FXO	2W_USD_JPY_A_FXO_0.5008_FXO	0.4456456	0.4456456	0.4456456	0.4456456	1	50000000
2021-03-02	CU	306D_NDF_USD_BRL_NDF	306D_NDF_USD_BRL_NDF	5.862	5.866	5.8327	5.8327	5	110000000
2021-03-02	CU	308D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-01-04	5.849	5.849	5.831	5.831	3	50000000
2021-03-02	CU	31D_NDF_USD_IDR_NDF	31D_NDF_USD_IDR_NDF	14395.0	14395.0	14368.0	14370.0	6	48000000
2021-03-02	CU	31D_NDF_USD_INR_NDF	31D_NDF_USD_INR_NDF	73.83	73.86	73.83	73.86	4	74000000
2021-03-02	CU	31D_NDF_USD_KRW_NDF	31D_NDF_USD_KRW_NDF	1125.95	1126.2	1124.0	1124.0	7	308000000
2021-03-02	CU	31D_NDF_USD_MYR_NDF	31D_NDF_USD_MYR_NDF	4.0655	4.067	4.0655	4.067	2	7000000
2021-03-02	CU	32D_NDF_USD_BRL_NDF	32D_NDF_USD_BRL_NDF	5.65	5.737	5.65	5.687	41	1493000000
2021-03-02	CU	32D_NDF_USD_CLP_NDF	32D_NDF_USD_CLP_NDF	725.0	731.15	725.0	729.0	9	90000000
2021-03-02	CU	32D_NDF_USD_COP_NDF	32D_NDF_USD_COP_NDF	3657.47	3657.47	3657.43	3657.43	2	20000000
2021-03-02	CU	32D_NDF_USD_IDR_NDF	32D_NDF_USD_IDR_NDF	14390.0	14390.0	14390.0	14390.0	2	10000000
2021-03-02	CU	32D_NDF_USD_INR_NDF	32D_NDF_USD_INR_NDF	73.86	73.91	73.7	73.73	9	255000000
2021-03-02	CU	32D_NDF_USD_KRW_NDF	32D_NDF_USD_KRW_NDF	1124.1	1124.1	1124.1	1124.1	2	5000000
2021-03-02	CU	32D_NDF_USD_PEN_NDF	32D_NDF_USD_PEN_NDF	3.666	3.666	3.663	3.665	13	150805691
2021-03-02	CU	32D_NDF_USD_PHP_NDF	32D_NDF_USD_PHP_NDF	48.64	48.64	48.64	48.64	1	3000000
2021-03-02	CU	32D_NDF_USD_VND_NDF	32D_NDF_USD_VND_NDF	23030.0	23030.0	23030.0	23030.0	1	15000000
2021-03-02	CU	34D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-04-05	5.65	5.7383	5.65	5.687	79	2454700000
2021-03-02	CU	34D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-04-05	722.5	732.0	720.0	727.5	232	1183900000
2021-03-02	CU	34D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-04-05	3626.26	3661.0	3626.26	3660.0	147	642100000
2021-03-02	CU	34D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2021-04-05	14380.0	14385.0	14380.0	14385.0	3	13000000
2021-03-02	CU	34D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-04-05	73.94	73.94	73.82	73.84	13	555000000
2021-03-02	CU	34D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-04-05	1121.37	1126.7	1121.37	1125.3	9	150000000
2021-03-02	CU	34D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-04-05	3.6556	3.6675	3.6556	3.6675	45	215500000
2021-03-02	CU	34D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-04-05	48.805	48.815	48.6	48.6	12	115000000
2021-03-02	CU	35D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-04-06	27.755	27.795	27.755	27.765	9	155000000
2021-03-02	CU	365D_NDF_USD_INR_NDF	365D_NDF_USD_INR_NDF	76.86	76.86	76.72	76.7525	4	85000000
2021-03-02	CU	367D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-03-04	3719.75	3722.0	3719.75	3722.0	4	25000000
2021-03-02	CU	367D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-03-04	3.672	3.672	3.672	3.672	1	10000000
2021-03-02	CU	367D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-03-04	26.615	26.62	26.615	26.62	5	80000000
2021-03-02	CU	3D_AUD_USD_B_FXO_0.0887_FXO	3D_AUD_USD_B_FXO_0.0887_FXO	0.042313	0.042313	0.042313	0.042313	1	75000000
2021-03-02	CU	3D_EUR_USD_B_FXO_0.1388_FXO	3D_EUR_USD_B_FXO_0.1388_FXO	0.0616539	0.0616539	0.0616539	0.0616539	1	20000000
2021-03-02	CU	3D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-03-05	5.6869	5.693	5.6581	5.6794	11	218500000
2021-03-02	CU	3D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-03-05	725.5	730.75	725.5	730.55	13	93300000
2021-03-02	CU	3D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-03-05	3638.0	3660.0	3635.0	3646.43	29	284700000
2021-03-02	CU	3D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2021-03-05	14320.0	14320.0	14320.0	14320.0	1	7000000
2021-03-02	CU	3D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-03-05	73.34	73.41	73.2	73.2	7	171000000
2021-03-02	CU	3D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-03-05	1125.95	1126.64	1125.24	1125.24	5	120000000
2021-03-02	CU	3D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-03-05	3.6636	3.6664	3.6635	3.6664	7	54000000
2021-03-02	CU	3D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-03-05	48.61	48.61	48.61	48.61	2	13000000
2021-03-02	CU	3D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-03-05	27.866	27.866	27.866	27.866	2	100000000
2021-03-02	CU	3D_USD_JPY_A_FXO_-0.3619_FXO	3D_USD_JPY_A_FXO_-0.3619_FXO	0.1473867	0.1473867	0.1473867	0.1473867	2	100000000
2021-03-02	CU	3D_USD_ZAR_A_FXO_-0.4585_FXO	3D_USD_ZAR_A_FXO_-0.4585_FXO	0.6033282	0.6033282	0.6033282	0.6033282	2	40000000
2021-03-02	CU	3M_AUD_USD_B_FXO_-0.0998_FXO	3M_AUD_USD_B_FXO_-0.0998_FXO	0.2200807	0.2200807	0.2200807	0.2200807	1	113500000
2021-03-02	CU	3M_AUD_USD_B_FXO_-0.4999_FXO	3M_AUD_USD_B_FXO_-0.4999_FXO	1.665099	1.665099	1.665099	1.665099	1	50000000
2021-03-02	CU	3M_AUD_USD_B_FXO_0.0997_FXO	3M_AUD_USD_B_FXO_0.0997_FXO	0.2093551	0.2093551	0.2093551	0.2093551	1	113500000
2021-03-02	CU	3M_AUD_USD_B_FXO_0.5001_FXO	3M_AUD_USD_B_FXO_0.5001_FXO	1.561099	1.561099	1.561099	1.561099	1	50000000
2021-03-02	CU	3M_GBP_USD_B_FXO_-0.4997_FXO	3M_GBP_USD_B_FXO_-0.4997_FXO	2.329661	2.329661	2.329661	2.329661	1	30000000
2021-03-02	CU	3M_GBP_USD_B_FXO_-0.5003_FXO	3M_GBP_USD_B_FXO_-0.5003_FXO	2.343252	2.343252	2.343252	2.343252	1	25000000
2021-03-02	CU	3M_GBP_USD_B_FXO_0.4997_FXO	3M_GBP_USD_B_FXO_0.4997_FXO	2.221252	2.221252	2.221252	2.221252	1	25000000
2021-03-02	CU	3M_GBP_USD_B_FXO_0.5003_FXO	3M_GBP_USD_B_FXO_0.5003_FXO	2.217661	2.217661	2.217661	2.217661	1	30000000
2021-03-02	CU	3M_USD_JPY_A_FXO_-0.2503_FXO	3M_USD_JPY_A_FXO_-0.2503_FXO	0.5086967	0.5086967	0.5086967	0.5086967	1	30000000
2021-03-02	CU	3M_USD_JPY_A_FXO_0.2486_FXO	3M_USD_JPY_A_FXO_0.2486_FXO	0.4612164	0.4612164	0.4612164	0.4612164	1	30000000
2021-03-02	CU	3W_EUR_USD_B_FXO_0.2019_FXO	3W_EUR_USD_B_FXO_0.2019_FXO	0.2073452	0.2073452	0.2073452	0.2073452	1	30000000
2021-03-02	CU	3W_USD_JPY_A_FXO_0.1585_FXO	3W_USD_JPY_A_FXO_0.1585_FXO	0.1281227	0.1281227	0.1281227	0.1281227	1	100000000
2021-03-02	CU	3W_USD_JPY_A_FXO_0.4563_FXO	3W_USD_JPY_A_FXO_0.4563_FXO	0.4941288	0.4941288	0.4941288	0.4941288	1	50000000
2021-03-02	CU	3W_USD_SGD_A_FXO_-0.2441_FXO	3W_USD_SGD_A_FXO_-0.2441_FXO	0.162412	0.162412	0.162412	0.162412	1	50000000
2021-03-02	CU	4D_EUR_USD_B_FXO_0.2458_FXO	4D_EUR_USD_B_FXO_0.2458_FXO	0.135141	0.135141	0.135141	0.135141	2	100000000
2021-03-02	CU	4D_NDF_USD_CLP_NDF	4D_NDF_USD_CLP_NDF	731.55	731.55	731.55	731.55	1	1000000
2021-03-02	CU	4D_NDF_USD_IDR_NDF	4D_NDF_USD_IDR_NDF	14295.0	14295.0	14295.0	14295.0	1	10000000
2021-03-02	CU	4D_NDF_USD_INR_NDF	4D_NDF_USD_INR_NDF	73.5	73.5	73.5	73.5	1	5000000
2021-03-02	CU	4M_USD_KRW_A_FXO_-0.4994_FXO	4M_USD_KRW_A_FXO_-0.4994_FXO	1.779585	1.779585	1.779585	1.779585	2	37500000
2021-03-02	CU	4M_USD_KRW_A_FXO_-0.4996_FXO	4M_USD_KRW_A_FXO_-0.4996_FXO	1.770146	1.770146	1.770146	1.770146	1	25000000
2021-03-02	CU	4M_USD_KRW_A_FXO_0.4993_FXO	4M_USD_KRW_A_FXO_0.4993_FXO	1.872774	1.872774	1.872774	1.872774	1	25000000
2021-03-02	CU	4M_USD_KRW_A_FXO_0.4996_FXO	4M_USD_KRW_A_FXO_0.4996_FXO	1.886375	1.886375	1.886375	1.886375	2	37500000
2021-03-02	CU	4W_USD_TRY_A_FXO_0.4892_FXO	4W_USD_TRY_A_FXO_0.4892_FXO	2.068264	2.068264	2.068264	2.068264	3	66000000
2021-03-02	CU	58D_AUD_USD_B_FXO_-0.2493_FXO	58D_AUD_USD_B_FXO_-0.2493_FXO	0.4607094	0.4607094	0.4607094	0.4607094	1	50000000
2021-03-02	CU	58D_AUD_USD_B_FXO_0.2477_FXO	58D_AUD_USD_B_FXO_0.2477_FXO	0.3651303	0.3651303	0.3651303	0.3651303	1	50000000
2021-03-02	CU	5D_NDF_USD_IDR_NDF	5D_NDF_USD_IDR_NDF	14297.0	14297.0	14297.0	14297.0	1	10000000
2021-03-02	CU	61D_NDF_USD_BRL_NDF	61D_NDF_USD_BRL_NDF	5.7146	5.7146	5.7146	5.7146	1	75000000
2021-03-02	CU	61D_NDF_USD_INR_NDF	61D_NDF_USD_INR_NDF	74.175	74.175	74.175	74.175	2	20000000
2021-03-02	CU	63D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-05-04	5.7185	5.7185	5.7	5.7	6	300000000
2021-03-02	CU	63D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-05-04	3659.5	3659.6	3659.5	3659.6	2	20000000
2021-03-02	CU	63D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-05-04	27.63	27.645	27.63	27.645	2	80000000
2021-03-02	CU	65D_USD_TWD_A_FXO_0.3532_FXO	65D_USD_TWD_A_FXO_0.3532_FXO	0.5128371	0.5128371	0.5128371	0.5128371	1	50000000
2021-03-02	CU	671D_NDF_USD_BRL_NDF	671D_NDF_USD_BRL_NDF	6.1802	6.1802	6.1802	6.1802	1	4000000
2021-03-02	CU	6D_EUR_NOK_A_FXO_-0.4126_FXO	6D_EUR_NOK_A_FXO_-0.4126_FXO	0.4272516	0.4272516	0.4272516	0.4272516	1	20000000
2021-03-02	CU	6D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-03-08	727.0	730.75	727.0	730.5	6	351000000
2021-03-02	CU	6D_NDF_USD_CLP_NDF	6D_NDF_USD_CLP_NDF	730.5	730.5	730.5	730.5	1	6000000
2021-03-02	CU	6D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-03-08	73.46	73.46	73.46	73.46	1	23000000
2021-03-02	CU	6D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-03-08	3.6635	3.6635	3.6635	3.6635	1	20000000
2021-03-02	CU	6D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-03-08	48.64	48.64	48.53	48.53	3	20000000
2021-03-02	CU	6D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-03-08	27.865	27.865	27.865	27.865	2	100000000
2021-03-02	CU	6D_USD_CNH_A_FXO_0.2891_FXO	6D_USD_CNH_A_FXO_0.2891_FXO	0.0930268	0.0930268	0.0930268	0.0930268	2	40000000
2021-03-02	CU	6D_USD_JPY_A_FXO_0.4305_FXO	6D_USD_JPY_A_FXO_0.4305_FXO	0.2329127	0.2329127	0.2329127	0.2329127	1	40000000
2021-03-02	CU	6M_USD_CAD_A_FXO_-0.4984_FXO	6M_USD_CAD_A_FXO_-0.4984_FXO	1.914347	1.914347	1.914347	1.914347	1	20000000
2021-03-02	CU	6M_USD_CAD_A_FXO_-0.4986_FXO	6M_USD_CAD_A_FXO_-0.4986_FXO	1.902414	1.902414	1.902414	1.902414	1	5000000
2021-03-02	CU	6M_USD_CAD_A_FXO_-0.5005_FXO	6M_USD_CAD_A_FXO_-0.5005_FXO	1.926656	1.926656	1.926656	1.926656	1	15000000
2021-03-02	CU	6M_USD_CAD_A_FXO_0.4984_FXO	6M_USD_CAD_A_FXO_0.4984_FXO	2.037249	2.037249	2.037249	2.037249	1	15000000
2021-03-02	CU	6M_USD_CAD_A_FXO_0.5001_FXO	6M_USD_CAD_A_FXO_0.5001_FXO	2.033195	2.033195	2.033195	2.033195	1	5000000
2021-03-02	CU	6M_USD_CAD_A_FXO_0.5003_FXO	6M_USD_CAD_A_FXO_0.5003_FXO	2.049556	2.049556	2.049556	2.049556	1	20000000
2021-03-02	CU	6M_USD_JPY_A_FXO_-0.2487_FXO	6M_USD_JPY_A_FXO_-0.2487_FXO	0.7741163	0.7741163	0.7741163	0.7741163	1	10000000
2021-03-02	CU	6M_USD_JPY_A_FXO_0.2495_FXO	6M_USD_JPY_A_FXO_0.2495_FXO	0.6866544	0.6866544	0.6866544	0.6866544	1	10000000
2021-03-02	CU	72D_AUD_USD_B_FXO_0.1191_FXO	72D_AUD_USD_B_FXO_0.1191_FXO	0.1970669	0.1970669	0.1970669	0.1970669	1	79000000
2021-03-02	CU	72D_AUD_USD_B_FXO_0.2268_FXO	72D_AUD_USD_B_FXO_0.2268_FXO	0.4368047	0.4368047	0.4368047	0.4368047	4	250000000
2021-03-02	CU	78D_USD_JPY_A_FXO_0.1912_FXO	78D_USD_JPY_A_FXO_0.1912_FXO	0.3089869	0.3089869	0.3089869	0.3089869	2	50000000
2021-03-02	CU	7D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-03-09	730.46	730.46	730.46	730.46	1	4000000
2021-03-02	CU	7D_NDF_USD_CLP_NDF	7D_NDF_USD_CLP_NDF	730.5	730.5	730.5	730.5	1	8000000
2021-03-02	CU	7D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-03-09	73.472	73.472	73.472	73.472	1	23000000
2021-03-02	CU	855D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2023-07-05	6.4775	6.4775	6.4775	6.4775	1	5000000
2021-03-02	CU	8D_NDF_USD_INR_NDF	8D_NDF_USD_INR_NDF	73.4557	73.4557	73.4557	73.4557	1	17000000
2021-03-02	CU	8D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-03-10	48.6	48.6	48.6	48.6	1	10000000
2021-03-02	CU	8D_USD_JPY_A_FXO_0.4411_FXO	8D_USD_JPY_A_FXO_0.4411_FXO	0.2704565	0.2704565	0.2704565	0.2704565	2	100000000
2021-03-02	CU	8D_USD_KRW_A_FXO_0.4816_FXO	8D_USD_KRW_A_FXO_0.4816_FXO	0.4206586	0.4206586	0.4206586	0.4206586	1	50000000
2021-03-02	CU	92D_NDF_USD_INR_NDF	92D_NDF_USD_INR_NDF	74.45	74.45	74.43	74.43	2	35000000
2021-03-02	CU	94D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-06-04	728.05	728.05	728.05	728.05	1	50000000
2021-03-02	CU	94D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-06-04	74.475	74.475	74.355	74.355	6	340000000
2021-03-02	CU	94D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-06-04	48.77	48.77	48.77	48.77	1	25000000
2021-03-02	CU	94D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-06-04	27.505	27.515	27.505	27.515	3	105000000
2021-03-02	CU	9D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-03-11	48.555	48.555	48.555	48.555	2	22000000
2021-03-02	CU	9M_USD_CAD_A_FXO_-0.4998_FXO	9M_USD_CAD_A_FXO_-0.4998_FXO	2.335613	2.335613	2.335613	2.335613	1	12500000
2021-03-02	CU	9M_USD_CAD_A_FXO_0.4984_FXO	9M_USD_CAD_A_FXO_0.4984_FXO	2.509362	2.509362	2.509362	2.509362	1	12500000
2021-03-02	CU	USDCNY20210310-R19742	Non Deliverable Forward Chinese Renminbi - Value Date 2021-03-10	6.47943	6.47943	6.47943	6.47943	1	1000000
2021-03-02	CU	USDCNY20210311-R19742	Non Deliverable Forward Chinese Renminbi - Value Date 2021-03-11	6.4805	6.4805	6.4805	6.4805	2	11000000
2021-03-02	CU	USDCNY20210317-R19742	Non Deliverable Forward Chinese Renminbi - Value Date 2021-03-17	6.4835	6.4835	6.4835	6.4835	1	17000000
2021-03-02	CU	USDCNY20210323-R19742	Non Deliverable Forward Chinese Renminbi - Value Date 2021-03-23	6.4865	6.4865	6.4865	6.4865	1	5000000
2021-03-02	CU	USDCNY20210326-R19742	Non Deliverable Forward Chinese Renminbi - Value Date 2021-03-26	6.488	6.488	6.488	6.488	1	7000000
2021-03-02	CU	USDCNY20210401-R19742	Non Deliverable Forward Chinese Renminbi - Value Date 2021-04-01	6.491	6.491	6.491	6.491	1	11000000
2021-03-02	CU	USDCNY20210402-R19742	Non Deliverable Forward Chinese Renminbi - Value Date 2021-04-02	6.4915	6.4915	6.4915	6.4915	1	8000000
2021-03-02	CU	USDCNY20210406-R19742	Non Deliverable Forward Chinese Renminbi - Value Date 2021-04-06	6.4935	6.4935	6.4935	6.4935	2	5000000
2021-03-02	CU	USDCNY20210415-R19742	Non Deliverable Forward Chinese Renminbi - Value Date 2021-04-15	6.49815	6.49815	6.49815	6.49815	1	5000000
2021-03-02	CU	USDCNY20210513-R19742	Non Deliverable Forward Chinese Renminbi - Value Date 2021-05-13	6.51214	6.51214	6.51214	6.51214	1	2000000
2021-03-02	CU	USDCNY20210514-R19742	Non Deliverable Forward Chinese Renminbi - Value Date 2021-05-14	6.51258	6.51258	6.51258	6.51258	1	2000000
2021-03-02	CU	USDIDR20210308-R19743	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-03-08	14383.5	14383.5	14383.5	14383.5	1	1000000
2021-03-02	CU	USDIDR20210309-R19743	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-03-09	14385.62	14385.62	14385.62	14385.62	1	15000000
2021-03-02	CU	USDIDR20210317-R19743	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-03-17	14404.06	14404.06	14404.06	14404.06	1	6000000
2021-03-02	CU	USDIDR20210322-R19743	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-03-22	14416.14	14416.14	14416.14	14416.14	1	6000000
2021-03-02	CU	USDIDR20210324-R19743	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-03-24	14420.97	14420.97	14420.97	14420.97	1	5000000
2021-03-02	CU	USDIDR20210329-R19743	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-03-29	14433.06	14433.06	14433.06	14433.06	2	11000000
2021-03-02	CU	USDINR20210312-R19744	Non Deliverable Forward Indian Rupee - Value Date 2021-03-12	73.565	73.565	73.565	73.565	1	15000000
2021-03-02	CU	USDINR20210315-R19744	Non Deliverable Forward Indian Rupee - Value Date 2021-03-15	73.5954	73.5954	73.5954	73.5954	1	15000000
2021-03-02	CU	USDINR20210317-R19744	Non Deliverable Forward Indian Rupee - Value Date 2021-03-17	73.6157	73.6157	73.6157	73.6157	1	30000000
2021-03-02	CU	USDINR20210324-R19744	Non Deliverable Forward Indian Rupee - Value Date 2021-03-24	73.6866	73.6866	73.6866	73.6866	1	3000000
2021-03-02	CU	USDINR20210331-R19744	Non Deliverable Forward Indian Rupee - Value Date 2021-03-31	73.7575	73.7575	73.7575	73.7575	1	3000000
2021-03-02	CU	USDPHP20210308-R19746	Non Deliverable Forward Philippine Peso - Value Date 2021-03-08	48.5986	48.5986	48.5986	48.5986	2	21000000
2021-03-02	CU	USDPHP20210311-R19746	Non Deliverable Forward Philippine Peso - Value Date 2021-03-11	48.6227	48.6227	48.6227	48.6227	2	9000000
2021-03-02	CU	USDPHP20210315-R19746	Non Deliverable Forward Philippine Peso - Value Date 2021-03-15	48.6414	48.6414	48.6414	48.6414	1	7000000
2021-03-02	CU	USDPHP20210316-R19746	Non Deliverable Forward Philippine Peso - Value Date 2021-03-16	48.6461	48.6461	48.6461	48.6461	1	1000000
2021-03-02	CU	USDPHP20210317-R19746	Non Deliverable Forward Philippine Peso - Value Date 2021-03-17	48.6508	48.6508	48.6508	48.6508	3	25000000
2021-03-02	CU	USDPHP20210318-R19746	Non Deliverable Forward Philippine Peso - Value Date 2021-03-18	48.6555	48.6555	48.6555	48.6555	1	25000000
2021-03-02	CU	USDPHP20210319-R19746	Non Deliverable Forward Philippine Peso - Value Date 2021-03-19	48.6602	48.6602	48.6602	48.6602	1	21000000
2021-03-02	CU	USDPHP20210322-R19746	Non Deliverable Forward Philippine Peso - Value Date 2021-03-22	48.6743	48.6743	48.6743	48.6743	2	21000000
2021-03-02	CU	USDPHP20210329-R19746	Non Deliverable Forward Philippine Peso - Value Date 2021-03-29	48.7071	48.7071	48.7071	48.7071	1	1000000
2021-03-02	CU	USDPHP20210330-R19746	Non Deliverable Forward Philippine Peso - Value Date 2021-03-30	48.7118	48.7118	48.7118	48.7118	2	6000000
2021-03-02	CU	USDTWD20210305-R19747	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-03-05	27.8769	27.8769	27.8769	27.8769	1	14000000
2021-03-02	CU	USDTWD20210308-R19747	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-03-08	27.8764	27.8764	27.8764	27.8764	1	10000000
2021-03-02	CU	USDTWD20210311-R19747	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-03-11	27.876	27.876	27.876	27.876	1	23000000
2021-03-02	CU	USDTWD20210317-R19747	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-03-17	27.8577	27.8577	27.8577	27.8577	2	43000000
2021-03-02	CU	USDTWD20210318-R19747	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-03-18	27.8547	27.8547	27.8547	27.8547	1	30000000
2021-03-02	CU	USDTWD20210319-R19747	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-03-19	27.8517	27.8517	27.8517	27.8517	1	1000000
2021-03-02	CU	USDTWD20210323-R19747	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-03-23	27.8395	27.8395	27.8395	27.8395	1	28000000
2021-03-02	CU	USDTWD20210329-R19747	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-03-29	27.8213	27.8213	27.8213	27.8213	1	10000000
2021-03-02	EQ	17229	SPX VAR SWAP [SEF]	27.05	27.1	27.05	27.1	2	400000
2021-03-02	EQ	17515	SPX VAR SWAP [SEF]	29.0	29.3	29.0	29.3	6	1000000
2021-03-02	EQ	TRS_CSI 500 Net Total Return Index_20210304X202112	TRS_CSI 500 Net Total Return Index_USD With an Eff.dt of 2021-03-04 and Mat of 2021-12-17	-1280.0	-1280.0	-1280.0	-1280.0	1	18019
2021-03-02	IR	10Y 1M/3M		10.5	10.25	10.25	10.25	2	163000000
2021-03-02	IR	10Y ANN/6s NOK IRS_20310304	10Y ANN/6s NOK IRS_20310304	0.01775	0.018	0.01775	0.018	2	180000000
2021-03-02	IR	10Y FF/3M LCH		18.25	18.25	18.125	18.25	5	454000000
2021-03-02	IR	10Y GBP SONIA OIS_20310302	10Y GBP SONIA OIS_20310302	0.0072	0.0072	0.0072	0.0072	1	25600000
2021-03-02	IR	10Y LCH.sb		1.5025	1.5025	1.5025	1.5025	24	2219000000
2021-03-02	IR	10Y SOFR/3M LCH		22.0	21.75	21.75	21.75	1	100000000
2021-03-02	IR	12Y LCH.sb		1.6475	1.6475	1.6475	1.6475	1	100000000
2021-03-02	IR	15Y GBP SONIA OIS_20360302	15Y GBP SONIA OIS_20360302	0.00866	0.00866	0.00866	0.00866	1	35000000
2021-03-02	IR	15Y SOFR/FF LCH		4.75	5.125	5.125	5.125	2	100000000
2021-03-02	IR	1Y TRY/USD IRX Outright_20220304	1Y TRY/USD IRX Outright_20220304	0.18	0.18	0.18	0.18	1	128957500
2021-03-02	IR	20Y GBP SONIA OIS_20410302	20Y GBP SONIA OIS_20410302	0.00905	0.00905	0.00905	0.00905	1	13500000
2021-03-02	IR	2Y 3M/6M		2.5	2.625	2.625	2.625	1	100000000
2021-03-02	IR	2Y ANN/6s HUF IRS_20230304	2Y ANN/6s HUF IRS_20230304	0.0127	0.0127	0.0127	0.0127	1	7700000000
2021-03-02	IR	2Y ANN/6s PLN IRS_20230304	2Y ANN/6s PLN IRS_20230304	0.00525	0.00525	0.00525	0.00525	2	378000000
2021-03-02	IR	2Y LCH.sb		0.23	0.22375	0.22125	0.22125	4	500000000
2021-03-02	IR	30Y 1M/3M		12.25	12.25	12.25	12.25	1	45000000
2021-03-02	IR	30Y FF/3M LCH		18.25	18.0	18.0	18.0	1	25000000
2021-03-02	IR	30Y LCH.sb		1.945	1.945	1.945	1.945	2	50000000
2021-03-02	IR	3M JUN23 LCH.ois		0.075	0.46	0.46	0.46	1	3000000000
2021-03-02	IR	3M JUN23 LCH.qm		0.2275	0.59125	0.59125	0.59125	1	3000000000
2021-03-02	IR	3M MAR22 LCH.ois		0.075	0.095	0.095	0.095	1	1000000000
2021-03-02	IR	3M MAR22 LCH.qm		0.2275	0.1825	0.1825	0.1825	1	1000000000
2021-03-02	IR	3M MAR23 LCH.ois		0.075	0.33	0.33	0.33	1	3000000000
2021-03-02	IR	3M MAR23 LCH.qm		0.2275	0.45125	0.45125	0.45125	1	3000000000
2021-03-02	IR	3M.NZD.IRS_20210817	3M.NZD.IRS_20210817	0.003085	0.003085	0.003085	0.003085	1	120000000
2021-03-02	IR	3M.NZD.IRS_20210818	3M.NZD.IRS_20210818	0.003085	0.003085	0.003085	0.003085	1	95000000
2021-03-02	IR	3M.NZD.IRS_20210819	3M.NZD.IRS_20210819	0.003086	0.003086	0.003086	0.003086	1	345000000
2021-03-02	IR	3M.NZD.IRS_20210824	3M.NZD.IRS_20210824	0.003088	0.003088	0.003088	0.003088	2	450000000
2021-03-02	IR	3M.NZD.IRS_20210825	3M.NZD.IRS_20210825	0.003089	0.003089	0.003089	0.003089	2	272000000
2021-03-02	IR	3M.NZD.IRS_20210826	3M.NZD.IRS_20210826	0.003089	0.003089	0.003089	0.003089	1	90000000
2021-03-02	IR	3M.NZD.IRS_20210901	3M.NZD.IRS_20210901	0.003092	0.003092	0.003092	0.003092	1	137000000
2021-03-02	IR	3M.NZD.IRS_20210914	3M.NZD.IRS_20210914	0.003099	0.003099	0.003099	0.003099	1	115000000
2021-03-02	IR	3M.NZD.IRS_20211020	3M.NZD.IRS_20211020	0.003195	0.003195	0.003195	0.003195	1	80000000
2021-03-02	IR	3M.NZD.IRS_20211026	3M.NZD.IRS_20211026	0.003211	0.003211	0.003211	0.003211	1	373000000
2021-03-02	IR	3M.NZD.IRS_20211102	3M.NZD.IRS_20211102	0.00323	0.00323	0.00323	0.00323	1	319000000
2021-03-02	IR	3M.NZD.IRS_20211104	3M.NZD.IRS_20211104	0.003235	0.003235	0.003235	0.003235	2	605000000
2021-03-02	IR	3M.NZD.IRS_20211106	3M.NZD.IRS_20211106	0.003243	0.003243	0.003243	0.003243	1	205000000
2021-03-02	IR	3M.NZD.IRS_20211109	3M.NZD.IRS_20211109	0.003249	0.003249	0.003249	0.003249	1	256000000
2021-03-02	IR	3M.NZD.IRS_20211110	3M.NZD.IRS_20211110	0.003251	0.003251	0.003251	0.003251	1	312000000
2021-03-02	IR	3M.NZD.IRS_20211112	3M.NZD.IRS_20211112	0.003257	0.003257	0.003257	0.003257	1	141000000
2021-03-02	IR	3M.NZD.IRS_20211123	3M.NZD.IRS_20211123	0.003287	0.003287	0.003287	0.003287	1	940000000
2021-03-02	IR	3M.NZD.IRS_20211124	3M.NZD.IRS_20211124	0.00329	0.00329	0.00329	0.00329	2	755000000
2021-03-02	IR	3M.NZD.IRS_20211130	3M.NZD.IRS_20211130	0.003308	0.003308	0.003308	0.003308	2	420000000
2021-03-02	IR	3Mx6M_JPY-LIBOR_0_Straddle_1800	3Mx6M_JPY-LIBOR_0_Straddle_1800	0.0028	0.0028	0.0028	0.0028	1	5000000000
2021-03-02	IR	3Y 1M/3M		5.125	5.125	4.875	5.125	6	775000000
2021-03-02	IR	3Y 3M/6M		4.25	4.25	4.25	4.25	1	100000000
2021-03-02	IR	3Y FF/3M LCH		13.0	12.5	12.5	12.5	2	450000000
2021-03-02	IR	3Y LCH.sb		0.3825	0.3825	0.3825	0.3825	4	581000000
2021-03-02	IR	4Y 1M/3M		6.875	6.875	6.875	6.875	3	475000000
2021-03-02	IR	4Y FF/3M LCH		15.375	15.375	15.375	15.375	2	172000000
2021-03-02	IR	4Y LCH.sb		0.6	0.6	0.6	0.6	2	500000000
2021-03-02	IR	5Y 1M/3M		8.0	8.0	7.875	8.0	5	310000000
2021-03-02	IR	5Y ANN/6S NOK IRS_20260304	5Y ANN/6S NOK IRS_20260304	0.01325	0.0137	0.01325	0.0137	3	750000000
2021-03-02	IR	5Y ANN/6S PLN IRS_20260304	5Y ANN/6S PLN IRS_20260304	0.01145	0.01145	0.01145	0.01145	2	154000000
2021-03-02	IR	5Y FF/3M LCH		16.5	16.375	16.125	16.125	5	539000000
2021-03-02	IR	5Y LCH.sb		0.81	0.7825	0.7825	0.7825	17	1837000000
2021-03-02	IR	5Y SOFR/FF LCH		3.0	3.125	3.0	3.0	3	140000000
2021-03-02	IR	5Y TRY/USD IRX Outright_20260304	5Y TRY/USD IRX Outright_20260304	0.1505	0.1505	0.1505	0.1505	1	44358000
2021-03-02	IR	6Y 1M/3M		8.875	8.75	8.75	8.75	1	65000000
2021-03-02	IR	7Y 1M/3M		9.375	9.375	9.375	9.375	1	100000000
2021-03-02	IR	7Y FF/3M LCH		17.625	17.625	17.5	17.5	7	545000000
2021-03-02	IR	7Y LCH.sb		1.1625	1.1625	1.1625	1.1625	5	942000000
2021-03-02	IR	7Y SOFR/FF LCH		3.38	3.625	3.625	3.625	1	90000000
2021-03-02	IR	8Y LCH.sb		1.2975	1.2975	1.2975	1.2975	1	125000000
2021-03-02	IR	9Y LCH.sb		1.41	1.41	1.41	1.41	2	771000000
2021-03-02	IR	ASX_AUD_IRS_3M_AUD_BBSW_0X24	ASX_AUD_IRS_3M_AUD_BBSW_0X24	0.12	0.12	0.12	0.12	1	126000000
2021-03-02	IR	ASX_AUD_IRS_3M_AUD_BBSW_0X36	ASX_AUD_IRS_3M_AUD_BBSW_0X36	0.26375	0.26375	0.26375	0.26375	1	84000000
2021-03-02	IR	AUD.10Y.3M.XCCY.BSX_20310304	AUD.10Y.3M.XCCY.BSX_20310304	0.00275	0.00275	0.00275	0.00275	2	52000000
2021-03-02	IR	AUD.10Y.3M.XCCY.BSX_20310305	AUD.10Y.3M.XCCY.BSX_20310305	0.0028125	0.0028125	0.0028125	0.0028125	1	26000000
2021-03-02	IR	AUD.10Y.6M.MAR21.EFP_20310303	AUD.10Y.6M.MAR21.EFP_20310303	0.0175625	0.0177875	0.0175625	0.0176375	3	101000000
2021-03-02	IR	AUD.10Y.6M_20310303	AUD.10Y.6M_20310303	0.0173125	0.0176025	0.0173125	0.0176025	1	27000000
2021-03-02	IR	AUD.20Y.3M/6M_20410303	AUD.20Y.3M/6M_20410303	0.000875	0.000875	0.000875	0.000875	2	30000000
2021-03-02	IR	AUD.25Y.3M/6M_20460303	AUD.25Y.3M/6M_20460303	0.0010375	0.0010375	0.0010375	0.0010375	1	19000000
2021-03-02	IR	AUD.2Y.3M_20230303	AUD.2Y.3M_20230303	0.001325	0.001325	0.001325	0.001325	1	112500000
2021-03-02	IR	AUD.30Y.3M/6M_20510303	AUD.30Y.3M/6M_20510303	0.0011375	0.0011375	0.0011375	0.0011375	2	21000000
2021-03-02	IR	AUD.3Y.3M/6M_20240303	AUD.3Y.3M/6M_20240303	0.0004	0.0004	0.0004	0.0004	1	34000000
2021-03-02	IR	AUD.3Y.3M_20240303	AUD.3Y.3M_20240303	0.0028125	0.0028125	0.0028125	0.0028125	1	75000000
2021-03-02	IR	AUD.5Y.6M.MAR21.EFP_20260303	AUD.5Y.6M.MAR21.EFP_20260303	0.0083	0.0083	0.0083	0.0083	1	51000000
2021-03-02	IR	AUD.5Y.6M_20260303	AUD.5Y.6M_20260303	0.0082875	0.0082875	0.0082875	0.0082875	1	51500000
2021-03-02	IR	AUD.7Y.6M_20280303	AUD.7Y.6M_20280303	0.012625	0.01295	0.012625	0.01295	1	75000000
2021-03-02	IR	AUD.8Y.3M.XCCY.BSX_20290304	AUD.8Y.3M.XCCY.BSX_20290304	0.0025125	0.0025125	0.0025125	0.0025125	2	167000000
2021-03-02	IR	AUD.9Y.3M.XCCY.BSX_20300304	AUD.9Y.3M.XCCY.BSX_20300304	0.002675	0.002675	0.002675	0.002675	2	150000000
2021-03-02	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X46	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X46	7.44	7.565	7.44	7.565	3	1963900851
2021-03-02	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X70	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X70	8.05	8.155	8.05	8.155	2	1033563985
2021-03-02	IR	CAD_IRS_3M_CAD_CDOR_0X108	CAD_IRS_3M_CAD_CDOR_0X108	1.745	1.745	1.745	1.745	1	137500000
2021-03-02	IR	CAD_IRS_3M_CAD_CDOR_0X120	CAD_IRS_3M_CAD_CDOR_0X120	1.83	1.83	1.83	1.83	1	250000000
2021-03-02	IR	CAD_IRS_3M_CAD_CDOR_0X144	CAD_IRS_3M_CAD_CDOR_0X144	1.98	1.98	1.98	1.98	1	106000000
2021-03-02	IR	CAD_IRS_3M_CAD_CDOR_0X360	CAD_IRS_3M_CAD_CDOR_0X360	2.2507	2.2507	2.2507	2.2507	1	25000000
2021-03-02	IR	CAD_IRS_3M_CAD_CDOR_0X60	CAD_IRS_3M_CAD_CDOR_0X60	1.3025	1.3025	1.3025	1.3025	1	200000000
2021-03-02	IR	CADUSD.10Y.BA/LIBOR_20310304	CADUSD.10Y.BA/LIBOR_20310304	-0.000825	-0.000825	-0.000825	-0.000825	1	60000000
2021-03-02	IR	CADUSD.12Y.BA/LIBOR_20330304	CADUSD.12Y.BA/LIBOR_20330304	-0.000775	-0.000775	-0.000775	-0.000775	1	50000000
2021-03-02	IR	CADUSD.9Y.BA/LIBOR_20300304	CADUSD.9Y.BA/LIBOR_20300304	-0.000875	-0.000875	-0.00095	-0.00095	2	150000000
2021-03-02	IR	CLP.2Y.SB.TNA_20230304	CLP.2Y.SB.TNA_20230304	0.0112	0.0112	0.011	0.011	1	12000000000
2021-03-02	IR	CLP_NDS_6M_USD_TNA_0X108	CLP_NDS_6M_USD_TNA_0X108	2.92	2.92	2.865	2.865	3	11700000000
2021-03-02	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12	0.575	0.58	0.57	0.58	5	120000000000
2021-03-02	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120	3.04	3.04	3.03	3.03	6	22900000000
2021-03-02	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18	0.86	0.86	0.845	0.845	5	87700000000
2021-03-02	IR	CLP_NDS_6M_USD_TNA_0X180	CLP_NDS_6M_USD_TNA_0X180	3.38	3.38	3.38	3.38	2	6000000000
2021-03-02	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24	1.12	1.13	1.09	1.09	12	177400000000
2021-03-02	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36	1.45	1.485	1.45	1.485	2	24200000000
2021-03-02	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48	1.78	1.8	1.78	1.8	6	42000000000
2021-03-02	IR	CLP_NDS_6M_USD_TNA_0X6	CLP_NDS_6M_USD_TNA_0X6	0.395	0.395	0.395	0.395	1	116000000000
2021-03-02	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60	2.12	2.12	2.085	2.12	20	128500000000
2021-03-02	IR	CLP_NDS_6M_USD_TNA_0X72	CLP_NDS_6M_USD_TNA_0X72	2.35	2.35	2.35	2.35	2	12800000000
2021-03-02	IR	CLP_NDS_6M_USD_TNA_0X8	CLP_NDS_6M_USD_TNA_0X8	0.46	0.475	0.46	0.475	2	109000000000
2021-03-02	IR	CLP_NDS_6M_USD_TNA_0X84	CLP_NDS_6M_USD_TNA_0X84	2.53	2.57	2.53	2.57	3	12000000000
2021-03-02	IR	CLP_NDS_6M_USD_TNA_0X96	CLP_NDS_6M_USD_TNA_0X96	2.77	2.77	2.77	2.77	1	2900000000
2021-03-02	IR	CME_MXN_IRS_28D_MXN_TIIE_0X118	CME_MXN_IRS_28D_MXN_TIIE_0X118	6.12	6.14	6.12	6.12	9	1190000000
2021-03-02	IR	CME_MXN_IRS_28D_MXN_TIIE_0X12	CME_MXN_IRS_28D_MXN_TIIE_0X12	4.23	4.255	4.23	4.255	4	7350000000
2021-03-02	IR	CME_MXN_IRS_28D_MXN_TIIE_0X2	CME_MXN_IRS_28D_MXN_TIIE_0X2	4.22	4.22	4.22	4.22	1	1000000000
2021-03-02	IR	CME_MXN_IRS_28D_MXN_TIIE_0X24	CME_MXN_IRS_28D_MXN_TIIE_0X24	4.405	4.46	4.405	4.46	5	2305000000
2021-03-02	IR	CME_MXN_IRS_28D_MXN_TIIE_0X34	CME_MXN_IRS_28D_MXN_TIIE_0X34	4.71	4.71	4.71	4.71	1	100000000
2021-03-02	IR	CME_MXN_IRS_28D_MXN_TIIE_0X4	CME_MXN_IRS_28D_MXN_TIIE_0X4	4.2	4.2	4.2	4.2	2	1500000000
2021-03-02	IR	CME_MXN_IRS_28D_MXN_TIIE_0X58	CME_MXN_IRS_28D_MXN_TIIE_0X58	5.28	5.28	5.28	5.28	3	835000000
2021-03-02	IR	CME_MXN_IRS_28D_MXN_TIIE_0X8	CME_MXN_IRS_28D_MXN_TIIE_0X8	4.19	4.21	4.19	4.205	8	12400000000
2021-03-02	IR	COP.1Y.IBR.OIS_20220304	COP.1Y.IBR.OIS_20220304	0.01875	0.01875	0.01875	0.01875	1	220000000000
2021-03-02	IR	COP.5Y.IBR.OIS_20260304	COP.5Y.IBR.OIS_20260304	0.0384	0.0384	0.03825	0.03825	3	56000000000
2021-03-02	IR	COP.9M.IBR.OIS_20211204	COP.9M.IBR.OIS_20211204	0.0177	0.0177	0.0177	0.0177	1	289000000000
2021-03-02	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12	1.89	1.89	1.87	1.87	4	437000000000
2021-03-02	IR	COP_NOIS_IBR__0X120	COP_NOIS_IBR__0X120	4.855	4.855	4.81	4.81	6	54000000000
2021-03-02	IR	COP_NOIS_IBR__0X18	COP_NOIS_IBR__0X18	2.17	2.17	2.17	2.17	1	49000000000
2021-03-02	IR	COP_NOIS_IBR__0X6	COP_NOIS_IBR__0X6	1.685	1.685	1.685	1.685	1	145000000000
2021-03-02	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60	3.855	3.855	3.815	3.825	7	128000000000
2021-03-02	IR	COP_NOIS_IBR__0X8	COP_NOIS_IBR__0X8	1.77	1.77	1.76	1.76	4	291000000000
2021-03-02	IR	ERX_EUR_IRS_6M_EUR_EURIBOR_0X300	ERX_EUR_IRS_6M_EUR_EURIBOR_0X300	0.3765	0.3765	0.3765	0.3765	1	50000000
2021-03-02	IR	ERX_EUR_IRS_6M_EUR_EURIBOR_0X360	ERX_EUR_IRS_6M_EUR_EURIBOR_0X360	0.3635	0.3635	0.3635	0.3635	1	50000000
2021-03-02	IR	EUR.10Y.3M_20310304	EUR.10Y.3M_20310304	-0.00061	-0.000575	-0.00061	-0.000575	5	400300000
2021-03-02	IR	EUR.10Y.6M_20310304	EUR.10Y.6M_20310304	-0.00013	-0.00004	-0.00013	-0.0001	6	450300000
2021-03-02	IR	EUR.12Y.3M.ACT.ACT_20330304	EUR.12Y.3M.ACT.ACT_20330304	0.00063	0.00063	0.00063	0.00063	1	16000000
2021-03-02	IR	EUR.12Y.3M_20330304	EUR.12Y.3M_20330304	0.000555	0.000555	0.000555	0.000555	2	75000000
2021-03-02	IR	EUR.12Y.6M_20330304	EUR.12Y.6M_20330304	0.00105	0.00105	0.00098	0.00098	3	87000000
2021-03-02	IR	EUR.12Y.EONIA.OIS_20330304	EUR.12Y.EONIA.OIS_20330304	0.00049	0.00049	0.00049	0.00049	1	16000000
2021-03-02	IR	EUR.25Y.3M_20460304	EUR.25Y.3M_20460304	0.003465	0.003465	0.003465	0.003465	1	25000000
2021-03-02	IR	EUR.25Y.6M_20460304	EUR.25Y.6M_20460304	0.00363	0.00363	0.00363	0.00363	1	25000000
2021-03-02	IR	EUR.30Y.6M_20510304	EUR.30Y.6M_20510304	0.00351	0.00351	0.00351	0.00351	1	5000000
2021-03-02	IR	EUR.8Y.3M_20290304	EUR.8Y.3M_20290304	-0.001925	-0.001925	-0.001925	-0.001925	2	200000000
2021-03-02	IR	EUR.8Y.6M_20290304	EUR.8Y.6M_20290304	-0.00141	-0.00141	-0.00141	-0.00141	2	200000000
2021-03-02	IR	EUR.USD.2Y.3M.BSX_20230304	EUR.USD.2Y.3M.BSX_20230304	-0.000975	-0.000975	-0.000975	-0.000975	1	125000000
2021-03-02	IR	EUR.USD.30Y.3M.BSX_20510304	EUR.USD.30Y.3M.BSX_20510304	-0.00155	-0.00155	-0.00155	-0.00155	1	30000000
2021-03-02	IR	EUR.USD.4Y.3M.BSX_20250304	EUR.USD.4Y.3M.BSX_20250304	-0.000975	-0.000975	-0.000975	-0.000975	1	150000000
2021-03-02	IR	EUR_OIS_EONIA_0X240	EUR_OIS_EONIA_0X240	0.291	0.293	0.291	0.293	2	125000000
2021-03-02	IR	EUR_OIS_EONIA_0X48	EUR_OIS_EONIA_0X48	-0.436	-0.436	-0.436	-0.436	1	150000000
2021-03-02	IR	GBP.10Y.6M_20310302	GBP.10Y.6M_20310302	0.00975	0.00975	0.00898	0.00898	5	263000000
2021-03-02	IR	GBP.20Y.6M_20410302	GBP.20Y.6M_20410302	0.01156	0.01156	0.01156	0.01156	1	50000000
2021-03-02	IR	GBP.30Y.6M_20510302	GBP.30Y.6M_20510302	0.01161	0.01161	0.01158	0.01158	2	25000000
2021-03-02	IR	GBP.5Y.6M_20260302	GBP.5Y.6M_20260302	0.00611	0.00611	0.00566	0.00566	2	196400000
2021-03-02	IR	GBP_OIS_SONIA_0X120	GBP_OIS_SONIA_0X120	0.715	0.73492	0.66	0.66	14	439800000
2021-03-02	IR	GBP_OIS_SONIA_0X180	GBP_OIS_SONIA_0X180	0.876	0.876	0.8	0.8	3	150000000
2021-03-02	IR	GBP_OIS_SONIA_0X24	GBP_OIS_SONIA_0X24	0.094	0.095	0.093	0.093	6	683500000
2021-03-02	IR	GBP_OIS_SONIA_0X240	GBP_OIS_SONIA_0X240	0.883	0.914	0.883	0.914	2	78500000
2021-03-02	IR	GBP_OIS_SONIA_0X360	GBP_OIS_SONIA_0X360	0.87	0.877	0.87	0.877	2	29000000
2021-03-02	IR	GBP_OIS_SONIA_0X60	GBP_OIS_SONIA_0X60	0.382	0.383	0.358	0.358	8	575000000
2021-03-02	IR	GBP_OIS_SONIA_8X12	GBP_OIS_SONIA_8X12	0.058	0.059	0.058	0.059	3	4000000000
2021-03-02	IR	GILT.JUN.21_20310302	GILT.JUN.21_20310302	0.0096525	0.0097309	0.0096525	0.0097309	2	65000000
2021-03-02	IR	INR.4Y.MIBOR.NDOIS_20250303	INR.4Y.MIBOR.NDOIS_20250303	0.05015	0.05015	0.05015	0.05015	1	1030000000
2021-03-02	IR	INR.5Y.MIBOR.NDOIS_20260303	INR.5Y.MIBOR.NDOIS_20260303	0.0526	0.0526	0.0526	0.0526	1	850000000
2021-03-02	IR	INR.USD.5Y.ifx.NDIRX_20260305	INR.USD.5Y.ifx.NDIRX_20260305	0.058	0.058	0.058	0.058	1	10000000
2021-03-02	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X120	IRS_AUD_3MBBSW_AUD_6MBBSW_0X120	4.5	4.5	4.5	4.5	1	68500000
2021-03-02	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X240	IRS_AUD_3MBBSW_AUD_6MBBSW_0X240	8.75	8.75	8.75	8.75	1	35500000
2021-03-02	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X360	IRS_AUD_3MBBSW_AUD_6MBBSW_0X360	11.5	11.5	11.25	11.25	2	54000000
2021-03-02	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X144	IRS_AUD_3MBBSW_USD_3MUSDL_0X144	29.75	29.75	29.75	29.75	1	21000000
2021-03-02	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X180	IRS_AUD_3MBBSW_USD_3MUSDL_0X180	28.25	29.285	28.25	29.285	2	27500000
2021-03-02	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X240	IRS_AUD_3MBBSW_USD_3MUSDL_0X240	25.25	26.625	25.25	26.625	2	22000000
2021-03-02	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X36	IRS_AUD_3MBBSW_USD_3MUSDL_0X36	12.5	12.5	12.5	12.5	1	200000000
2021-03-02	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X84	IRS_AUD_3MBBSW_USD_3MUSDL_0X84	23.25	23.25	23.25	23.25	1	20000000
2021-03-02	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X12	IRS_CAD_3MCDOR_USD_3MUSDL_0X12	-25.0	-25.0	-25.0	-25.0	1	250000000
2021-03-02	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X180	IRS_CAD_3MCDOR_USD_3MUSDL_0X180	-8.0	-8.0	-8.0	-8.0	1	20000000
2021-03-02	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X60	IRS_CAD_3MCDOR_USD_3MUSDL_0X60	-15.0	-15.0	-15.0	-15.0	2	250000000
2021-03-02	IR	IRS_CAD_CAD-_CAD_3MCADB_0X180	IRS_CAD_CAD-_CAD_3MCADB_0X180	26.75	26.75	26.75	26.75	1	50000000
2021-03-02	IR	IRS_CLF_6MUF_CLP_CAMA_0X120	IRS_CLF_6MUF_CLP_CAMA_0X120	0.0	0.0	0.0	0.0	1	100000
2021-03-02	IR	IRS_COU_1TUVR_COP_IBR_0X18	IRS_COU_1TUVR_COP_IBR_0X18	0.0	0.0	0.0	0.0	2	361541135
2021-03-02	IR	IRS_COU_3MUVR_COP_IBR_0X24	IRS_COU_3MUVR_COP_IBR_0X24	0.0	0.0	0.0	0.0	1	68692815
2021-03-02	IR	IRS_JPY_3MJPYL_USD_3MUSDL_0X120	IRS_JPY_3MJPYL_USD_3MUSDL_0X120	-40.675	-40.675	-40.675	-40.675	1	4200000000
2021-03-02	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X12	IRS_NZD_3MBKBM_USD_3MUSDL_0X12	3.0	3.0	3.0	3.0	1	200000000
2021-03-02	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X24	IRS_NZD_3MBKBM_USD_3MUSDL_0X24	8.0	8.0	8.0	8.0	3	323500000
2021-03-02	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X36	IRS_NZD_3MBKBM_USD_3MUSDL_0X36	11.75	11.75	11.75	11.75	2	300000000
2021-03-02	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X48	IRS_NZD_3MBKBM_USD_3MUSDL_0X48	14.75	14.75	14.75	14.75	2	113000000
2021-03-02	IR	IRS_USD_1MUSDL_MXN_28DMXNT_0X118	IRS_USD_1MUSDL_MXN_28DMXNT_0X118	14.5	14.5	14.5	14.5	1	31000000
2021-03-02	IR	IRS_USD_1MUSDL_MXN_28DMXNT_0X142	IRS_USD_1MUSDL_MXN_28DMXNT_0X142	14.5	14.5	14.5	14.5	1	26500000
2021-03-02	IR	IRS_USD_1MUSDL_MXN_28DMXNT_0X46	IRS_USD_1MUSDL_MXN_28DMXNT_0X46	10.0	10.0	10.0	10.0	1	24800000
2021-03-02	IR	IRS_USD_1MUSDL_MXN_28DMXNT_0X58	IRS_USD_1MUSDL_MXN_28DMXNT_0X58	11.5	11.5	11.5	11.5	1	19900000
2021-03-02	IR	IRS_USD_3MUSDL_COP_IBR_0X120	IRS_USD_3MUSDL_COP_IBR_0X120	-38.75	-38.75	-38.75	-38.75	1	3600000
2021-03-02	IR	IRS_USD_6MUSDL_CLP_CAMA_0X24	IRS_USD_6MUSDL_CLP_CAMA_0X24	31.0	31.0	31.0	31.0	1	15000000
2021-03-02	IR	JPY.10Y.3M.XCCY.BSX_20310304	JPY.10Y.3M.XCCY.BSX_20310304	-0.0041625	-0.0041625	-0.0041625	-0.0041625	1	3000000000
2021-03-02	IR	JPY.18M.3M.XCCY.BSX_20220904	JPY.18M.3M.XCCY.BSX_20220904	-0.0023375	-0.002325	-0.0023375	-0.0023375	7	85000000000
2021-03-02	IR	JPY.2Y.3M.XCCY.BSX_20230304	JPY.2Y.3M.XCCY.BSX_20230304	-0.0027	-0.0027	-0.0027	-0.0027	1	10000000000
2021-03-02	IR	JPY.3Y.3M.XCCY.BSX_20240304	JPY.3Y.3M.XCCY.BSX_20240304	-0.0031	-0.0031	-0.0031	-0.0031	1	10130000000
2021-03-02	IR	JPY.3Y.6M_20240304	JPY.3Y.6M_20240304	-0.0003125	-0.0003125	-0.0003125	-0.0003125	1	6000000000
2021-03-02	IR	JPY.4Y.3M.XCCY.BSX_20250304	JPY.4Y.3M.XCCY.BSX_20250304	-0.0032	-0.0032	-0.0032	-0.0032	1	4000000000
2021-03-02	IR	JPY.5Y.6M_20260304	JPY.5Y.6M_20260304	0.000125	0.000125	0.000125	0.000125	1	5000000000
2021-03-02	IR	JPY.7Y.6M_20280304	JPY.7Y.6M_20280304	0.0006125	0.0006125	0.0006125	0.0006125	1	4000000000
2021-03-02	IR	JSCC_JPY_IRS_6M_JPY_LIBOR_0X120	JSCC_JPY_IRS_6M_JPY_LIBOR_0X120	0.15	0.15	0.14625	0.14625	2	10470000000
2021-03-02	IR	JSCC_JPY_IRS_6M_JPY_LIBOR_0X180	JSCC_JPY_IRS_6M_JPY_LIBOR_0X180	0.30375	0.30375	0.30375	0.30375	1	3000000000
2021-03-02	IR	JSCC_JPY_IRS_6M_JPY_LIBOR_0X48	JSCC_JPY_IRS_6M_JPY_LIBOR_0X48	-0.015	-0.015	-0.015	-0.015	1	14970000000
2021-03-02	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X36	LCH_AUD_IRS_3M_AUD_BBSW_0X36	0.2925	0.2925	0.285	0.285	3	580000000
2021-03-02	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120	1.7175	1.78	1.7175	1.78	3	82000000
2021-03-02	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X144	LCH_AUD_IRS_6M_AUD_BBSW_0X144	1.9875	1.9875	1.96	1.96	5	138500000
2021-03-02	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X240	LCH_AUD_IRS_6M_AUD_BBSW_0X240	2.2575	2.2575	2.23	2.23	4	59000000
2021-03-02	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X360	LCH_AUD_IRS_6M_AUD_BBSW_0X360	2.20125	2.20125	2.20125	2.20125	1	24000000
2021-03-02	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X48	LCH_AUD_IRS_6M_AUD_BBSW_0X48	0.565	0.585	0.565	0.585	4	873500000
2021-03-02	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X60	LCH_AUD_IRS_6M_AUD_BBSW_0X60	0.8	0.84	0.8	0.835	3	401500000
2021-03-02	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X120	LCH_CAD_IRS_3M_CAD_CDOR_0X120	1.83	1.83	1.83	1.83	2	106000000
2021-03-02	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X144	LCH_CAD_IRS_3M_CAD_CDOR_0X144	1.98	1.98	1.98	1.98	2	180000000
2021-03-02	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X180	LCH_CAD_IRS_3M_CAD_CDOR_0X180	2.15	2.15	2.1475	2.1475	2	74000000
2021-03-02	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X24	LCH_CAD_IRS_3M_CAD_CDOR_0X24	0.6175	0.6175	0.615	0.615	2	450000000
2021-03-02	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X48	LCH_CAD_IRS_3M_CAD_CDOR_0X48	1.0876	1.0876	1.0876	1.0876	1	248000000
2021-03-02	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X60	LCH_CAD_IRS_3M_CAD_CDOR_0X60	1.2789	1.2789	1.2789	1.2789	1	200000000
2021-03-02	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X72	LCH_CAD_IRS_3M_CAD_CDOR_0X72	1.4409	1.4409	1.4386	1.4386	2	250000000
2021-03-02	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X84	LCH_CAD_IRS_3M_CAD_CDOR_0X84	1.5555	1.5555	1.5468	1.5468	2	375000000
2021-03-02	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X240	LCH_EUR_IRS_3M_EUR_EURIBOR_0X240	0.308	0.308	0.308	0.308	2	125000000
2021-03-02	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X48	LCH_EUR_IRS_3M_EUR_EURIBOR_0X48	-0.443	-0.443	-0.443	-0.443	1	150000000
2021-03-02	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X60	LCH_EUR_IRS_3M_EUR_EURIBOR_0X60	-0.3905	-0.3905	-0.3905	-0.3905	1	200000000
2021-03-02	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	-0.016	-0.005	-0.034	-0.034	14	561800000
2021-03-02	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X180	LCH_EUR_IRS_6M_EUR_EURIBOR_0X180	0.236	0.236	0.236	0.236	1	50000000
2021-03-02	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X24	LCH_EUR_IRS_6M_EUR_EURIBOR_0X24	-0.485	-0.485	-0.492	-0.492	3	565400000
2021-03-02	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X240	LCH_EUR_IRS_6M_EUR_EURIBOR_0X240	0.349	0.349	0.349	0.349	1	36700000
2021-03-02	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X300	LCH_EUR_IRS_6M_EUR_EURIBOR_0X300	0.374	0.374	0.374	0.374	1	50000000
2021-03-02	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X360	LCH_EUR_IRS_6M_EUR_EURIBOR_0X360	0.338	0.361	0.327	0.327	7	150800000
2021-03-02	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X480	LCH_EUR_IRS_6M_EUR_EURIBOR_0X480	0.317	0.317	0.317	0.317	1	25000000
2021-03-02	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	-0.336	-0.336	-0.354	-0.354	9	950300000
2021-03-02	IR	LCH_GBP_IRS_3M_GBP_LIBOR_8X12	LCH_GBP_IRS_3M_GBP_LIBOR_8X12	0.098	0.099	0.098	0.099	3	4000000000
2021-03-02	IR	LCH_GBP_IRS_6M_GBP_LIBOR_0X120	LCH_GBP_IRS_6M_GBP_LIBOR_0X120	0.96932	0.96932	0.899	0.899	3	83000000
2021-03-02	IR	LCH_GBP_IRS_6M_GBP_LIBOR_0X240	LCH_GBP_IRS_6M_GBP_LIBOR_0X240	1.13	1.13	1.13	1.13	1	20000000
2021-03-02	IR	LCH_GBP_IRS_6M_GBP_LIBOR_0X60	LCH_GBP_IRS_6M_GBP_LIBOR_0X60	0.569	0.569	0.569	0.569	1	39300000
2021-03-02	IR	LCH_HKD_IRS_3M_HKD_HIBOR_0X60	LCH_HKD_IRS_3M_HKD_HIBOR_0X60	0.875	0.875	0.875	0.875	1	50000000
2021-03-02	IR	LCH_JPY_IRS_6M_JPY_LIBOR_0X24	LCH_JPY_IRS_6M_JPY_LIBOR_0X24	-0.045	-0.045	-0.045	-0.045	1	10000000000
2021-03-02	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X108	LCH_NZD_IRS_3M_NZD_BKBM_0X108	1.765	1.765	1.7625	1.7625	2	50000000
2021-03-02	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X12	LCH_NZD_IRS_3M_NZD_BKBM_0X12	0.3275	0.3275	0.3275	0.3275	1	100000000
2021-03-02	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X120	LCH_NZD_IRS_3M_NZD_BKBM_0X120	1.89	1.89	1.89	1.89	1	50000000
2021-03-02	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X24	LCH_NZD_IRS_3M_NZD_BKBM_0X24	0.475	0.475	0.475	0.475	3	315000000
2021-03-02	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X8	LCH_NZD_IRS_3M_NZD_BKBM_0X8	0.3225	0.3225	0.3225	0.3225	1	132000000
2021-03-02	IR	LCH_SGD_IRS_6M_SGD_SOR-VWAP_0X120	LCH_SGD_IRS_6M_SGD_SOR-VWAP_0X120	1.475	1.475	1.475	1.475	1	21500000
2021-03-02	IR	LCH_SGD_IRS_6M_SGD_SOR-VWAP_0X36	LCH_SGD_IRS_6M_SGD_SOR-VWAP_0X36	0.5575	0.5575	0.5575	0.5575	1	22500000
2021-03-02	IR	LCH_SGD_IRS_6M_SGD_SOR-VWAP_0X84	LCH_SGD_IRS_6M_SGD_SOR-VWAP_0X84	1.1875	1.1875	1.1875	1.1875	1	29900000
2021-03-02	IR	MXN.6*1.TIIE.28D_20210818	MXN.6*1.TIIE.28D_20210818	0.04195	0.04195	0.04195	0.04195	2	8960000000
2021-03-02	IR	MXN.9*1.TIIE.28D_20211110	MXN.9*1.TIIE.28D_20211110	0.042	0.042	0.042	0.042	2	6000000000
2021-03-02	IR	NZD.8Y.3M.XCCY.BSW_20290304	NZD.8Y.3M.XCCY.BSW_20290304	0.002665	0.002665	0.002665	0.002665	2	71000000
2021-03-02	IR	PEN_IRS_6M_PEN_LIBOR_0X24	PEN_IRS_6M_PEN_LIBOR_0X24	1.1475	1.1475	1.1475	1.1475	1	18335000
2021-03-02	IR	PEN_IRS_6M_PEN_LIBOR_0X60	PEN_IRS_6M_PEN_LIBOR_0X60	2.64	2.64	2.64	2.64	1	18335000
2021-03-02	IR	PEN_IRS_6M_PEN_LIBOR_0X84	PEN_IRS_6M_PEN_LIBOR_0X84	3.16	3.16	3.16	3.16	2	38503500
2021-03-02	IR	PEN_IRS_6M_PEN_LIBOR_0X96	PEN_IRS_6M_PEN_LIBOR_0X96	3.4875	3.4875	3.4875	3.4875	1	18335000