tpSEF

Daily Activity Summary for tpSEF Inc.

Batch Date	Asset Class	Tradeable Instrument	Description	Opening Price	Trade High	TradeLow	Closing Price	Num of Trades	Total Notional Value
2020-06-02	CD	251492	HY31 5Y - SEF	99.8	99.8	99.8	99.8	1	86000000
2020-06-02	CD	277064	HY32 5Y - SEF	100.2	100.2	100.2	100.2	1	75000000
2020-06-02	CD	296233	HY33 5Y - SEF	100.315	100.56	100.315	100.56	5	35000000
2020-06-02	CD	316850	IG34 5Y - SEF	77.35	77.35	75.4	75.65	9	420000000
2020-06-02	CD	316870	CDXEM 33 - SEF	92.07	92.25	92.07	92.25	4	55000000
2020-06-02	CD	317562	HY34 5Y - SEF	99.91	100.75	99.91	100.75	18	225700000
2020-06-02	CD	323610	HY34 5Y IndxOpt	91.0	91.0	91.0	91.0	1	100000000
2020-06-02	CD	CDX.EM.33.V1_60M	CDX.EM.33.V1_60M	0.9225	0.928	0.9225	0.928	4	70000000
2020-06-02	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	5.22825	5.22825	5.22825	5.22825	1	9500000
2020-06-02	CU	0D_NDF_USD_COP_NDF	0D_NDF_USD_COP_NDF	3641.5	3641.5	3641.5	3641.5	1	6000000
2020-06-02	CU	0D_NDF_USD_IDR_NDF	0D_NDF_USD_IDR_NDF	14473.0	14473.0	14450.0	14450.0	2	11000000
2020-06-02	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	75.56	75.56	75.04	75.11	8	90000000
2020-06-02	CU	0D_NDF_USD_KRW_NDF	0D_NDF_USD_KRW_NDF	1217.95	1217.95	1217.95	1217.95	2	43000000
2020-06-02	CU	0D_NDF_USD_PHP_NDF	0D_NDF_USD_PHP_NDF	50.16	50.16	50.16	50.16	2	5000000
2020-06-02	CU	104D_NDF_USD_BRL_NDF	104D_NDF_USD_BRL_NDF	5.35	5.35	5.3156	5.3156	3	270000000
2020-06-02	CU	104D_NDF_USD_INR_NDF	104D_NDF_USD_INR_NDF	76.32	76.32	76.31	76.31	4	80000000
2020-06-02	CU	11D_NDF_USD_INR_NDF	11D_NDF_USD_INR_NDF	75.2804	75.2804	75.2804	75.2804	1	25000000
2020-06-02	CU	13D_EUR_JPY_A_FXO_0.2299_FXO	13D_EUR_JPY_A_FXO_0.2299_FXO	0.1797329	0.1797329	0.1797329	0.1797329	2	40000000
2020-06-02	CU	13D_NDF_USD_BRL_NDF	13D_NDF_USD_BRL_NDF	5.33	5.33	5.237	5.237	5	320000000
2020-06-02	CU	13D_NDF_USD_INR_NDF	13D_NDF_USD_INR_NDF	75.63	75.63	75.63	75.63	4	80000000
2020-06-02	CU	1674D_NDF_USD_BRL_NDF	1674D_NDF_USD_BRL_NDF	6.32523	6.32523	6.32523	6.32523	1	10000000
2020-06-02	CU	18D_NDF_USD_BRL_NDF	18D_NDF_USD_BRL_NDF	5.22615	5.22615	5.22615	5.22615	1	30000000
2020-06-02	CU	18D_NDF_USD_INR_NDF	18D_NDF_USD_INR_NDF	75.3336	75.3336	75.3336	75.3336	1	20000000
2020-06-02	CU	19D_NDF_USD_BRL_NDF	19D_NDF_USD_BRL_NDF	5.24765	5.24765	5.24765	5.24765	1	30000000
2020-06-02	CU	1D_EUR_USD_B_FXO_-0.4883_FXO	1D_EUR_USD_B_FXO_-0.4883_FXO	0.1691669	0.1691669	0.1691669	0.1691669	2	25000000
2020-06-02	CU	1D_EUR_USD_B_FXO_-0.4973_FXO	1D_EUR_USD_B_FXO_-0.4973_FXO	0.1624227	0.1624227	0.1624227	0.1624227	1	30000000
2020-06-02	CU	1D_EUR_USD_B_FXO_0.0925_FXO	1D_EUR_USD_B_FXO_0.0925_FXO	0.02063667	0.02063667	0.02063667	0.02063667	1	30000000
2020-06-02	CU	1D_EUR_USD_B_FXO_0.1916_FXO	1D_EUR_USD_B_FXO_0.1916_FXO	0.04316144	0.04316144	0.04316144	0.04316144	1	30000000
2020-06-02	CU	1D_EUR_USD_B_FXO_0.5117_FXO	1D_EUR_USD_B_FXO_0.5117_FXO	0.1811669	0.1811669	0.1811669	0.1811669	2	25000000
2020-06-02	CU	1D_GBP_USD_B_FXO_-0.4741_FXO	1D_GBP_USD_B_FXO_-0.4741_FXO	0.2362541	0.2362541	0.2362541	0.2362541	2	40000000
2020-06-02	CU	1D_GBP_USD_B_FXO_-0.5301_FXO	1D_GBP_USD_B_FXO_-0.5301_FXO	0.2814426	0.2814426	0.2814426	0.2814426	1	20000000
2020-06-02	CU	1D_GBP_USD_B_FXO_0.45_FXO	1D_GBP_USD_B_FXO_0.45_FXO	0.2111215	0.2111215	0.2111215	0.2111215	1	50000000
2020-06-02	CU	1D_GBP_USD_B_FXO_0.4637_FXO	1D_GBP_USD_B_FXO_0.4637_FXO	0.2269771	0.2269771	0.2269771	0.2269771	1	10000000
2020-06-02	CU	1D_GBP_USD_B_FXO_0.474_FXO	1D_GBP_USD_B_FXO_0.474_FXO	0.216547	0.216547	0.216547	0.216547	1	25000000
2020-06-02	CU	1D_NDF_USD_INR_NDF	1D_NDF_USD_INR_NDF	75.0	75.0	75.0	75.0	2	53000000
2020-06-02	CU	1D_NDF_USD_RUB_NDF	1D_NDF_USD_RUB_NDF	68.7	68.84	68.7	68.84	2	35000000
2020-06-02	CU	1D_USD_CAD_A_FXO_0.3257_FXO	1D_USD_CAD_A_FXO_0.3257_FXO	0.1257377	0.1257377	0.1257377	0.1257377	2	30000000
2020-06-02	CU	1D_USD_JPY_A_FXO_-0.4823_FXO	1D_USD_JPY_A_FXO_-0.4823_FXO	0.1428006	0.1428006	0.1428006	0.1428006	2	45000000
2020-06-02	CU	1D_USD_JPY_A_FXO_0.24_FXO	1D_USD_JPY_A_FXO_0.24_FXO	0.05184729	0.05184729	0.05184729	0.05184729	1	20000000
2020-06-02	CU	1D_USD_JPY_A_FXO_0.4288_FXO	1D_USD_JPY_A_FXO_0.4288_FXO	0.1158576	0.1158576	0.1158576	0.1158576	1	20000000
2020-06-02	CU	1M_EUR_NOK_A_FXO_-0.5_FXO	1M_EUR_NOK_A_FXO_-0.5_FXO	1.090595	1.090595	1.090595	1.090595	1	17500000
2020-06-02	CU	1M_EUR_NOK_A_FXO_0.4996_FXO	1M_EUR_NOK_A_FXO_0.4996_FXO	1.12796	1.12796	1.12796	1.12796	1	17500000
2020-06-02	CU	1M_EUR_USD_B_FXO_-0.2505_FXO	1M_EUR_USD_B_FXO_-0.2505_FXO	0.3199933	0.3199933	0.3199933	0.3199933	1	100000000
2020-06-02	CU	1M_EUR_USD_B_FXO_-0.2513_FXO	1M_EUR_USD_B_FXO_-0.2513_FXO	0.3225491	0.3225491	0.3225491	0.3225491	1	20000000
2020-06-02	CU	1M_EUR_USD_B_FXO_0.2463_FXO	1M_EUR_USD_B_FXO_0.2463_FXO	0.3208048	0.3208048	0.3208048	0.3208048	1	20000000
2020-06-02	CU	1M_EUR_USD_B_FXO_0.2525_FXO	1M_EUR_USD_B_FXO_0.2525_FXO	0.3304161	0.3304161	0.3304161	0.3304161	1	100000000
2020-06-02	CU	1M_GBP_CAD_A_FXO_-0.5015_FXO	1M_GBP_CAD_A_FXO_-0.5015_FXO	0.9063647	0.9063647	0.9063596	0.9063596	2	15000000
2020-06-02	CU	1M_GBP_CAD_A_FXO_0.4983_FXO	1M_GBP_CAD_A_FXO_0.4983_FXO	0.9234608	0.9234658	0.9234608	0.9234658	2	15000000
2020-06-02	CU	1M_GBP_NOK_A_FXO_-0.5001_FXO	1M_GBP_NOK_A_FXO_-0.5001_FXO	1.146014	1.146014	1.146014	1.146014	1	15000000
2020-06-02	CU	1M_GBP_NOK_A_FXO_0.4995_FXO	1M_GBP_NOK_A_FXO_0.4995_FXO	1.186867	1.186867	1.186867	1.186867	1	15000000
2020-06-02	CU	1M_GBP_USD_B_FXO_-0.0988_FXO	1M_GBP_USD_B_FXO_-0.0988_FXO	0.1717221	0.1717221	0.1717221	0.1717221	1	85500000
2020-06-02	CU	1M_GBP_USD_B_FXO_-0.1002_FXO	1M_GBP_USD_B_FXO_-0.1002_FXO	0.1738058	0.1738058	0.1738058	0.1738058	1	57000000
2020-06-02	CU	1M_GBP_USD_B_FXO_-0.5008_FXO	1M_GBP_USD_B_FXO_-0.5008_FXO	1.354664	1.361846	1.354664	1.361846	2	62500000
2020-06-02	CU	1M_GBP_USD_B_FXO_0.099_FXO	1M_GBP_USD_B_FXO_0.099_FXO	0.1671701	0.1671701	0.1671701	0.1671701	1	57000000
2020-06-02	CU	1M_GBP_USD_B_FXO_0.1001_FXO	1M_GBP_USD_B_FXO_0.1001_FXO	0.1703187	0.1703187	0.1703187	0.1703187	1	85500000
2020-06-02	CU	1M_GBP_USD_B_FXO_0.4992_FXO	1M_GBP_USD_B_FXO_0.4992_FXO	1.303664	1.310846	1.303664	1.310846	2	62500000
2020-06-02	CU	1M_USD_JPY_A_FXO_-0.4952_FXO	1M_USD_JPY_A_FXO_-0.4952_FXO	0.6248127	0.6248127	0.6248127	0.6248127	1	15000000
2020-06-02	CU	1M_USD_JPY_A_FXO_-0.4953_FXO	1M_USD_JPY_A_FXO_-0.4953_FXO	0.6248199	0.6248199	0.6248199	0.6248199	1	10000000
2020-06-02	CU	1M_USD_JPY_A_FXO_0.5044_FXO	1M_USD_JPY_A_FXO_0.5044_FXO	0.6561898	0.6561971	0.6561898	0.6561971	2	25000000
2020-06-02	CU	1W_AUD_USD_B_FXO_-0.4928_FXO	1W_AUD_USD_B_FXO_-0.4928_FXO	0.4265881	0.4265881	0.4262705	0.4262705	2	40000000
2020-06-02	CU	1W_AUD_USD_B_FXO_0.5072_FXO	1W_AUD_USD_B_FXO_0.5072_FXO	0.4375881	0.4375881	0.4372705	0.4372705	2	40000000
2020-06-02	CU	1W_EUR_JPY_A_FXO_-0.4969_FXO	1W_EUR_JPY_A_FXO_-0.4969_FXO	0.4428487	0.4428487	0.4428487	0.4428487	1	15000000
2020-06-02	CU	1W_EUR_JPY_A_FXO_-0.4999_FXO	1W_EUR_JPY_A_FXO_-0.4999_FXO	0.446967	0.446967	0.446967	0.446967	2	15000000
2020-06-02	CU	1W_EUR_JPY_A_FXO_0.5029_FXO	1W_EUR_JPY_A_FXO_0.5029_FXO	0.4576918	0.4576918	0.4576918	0.4576918	1	15000000
2020-06-02	CU	1W_EUR_JPY_A_FXO_0.5_FXO	1W_EUR_JPY_A_FXO_0.5_FXO	0.4535482	0.4535482	0.4535482	0.4535482	2	15000000
2020-06-02	CU	1W_USD_CAD_A_FXO_-0.1547_FXO	1W_USD_CAD_A_FXO_-0.1547_FXO	0.1170554	0.1170554	0.1170554	0.1170554	1	40000000
2020-06-02	CU	1W_USD_JPY_A_FXO_-0.2506_FXO	1W_USD_JPY_A_FXO_-0.2506_FXO	0.1260964	0.1260964	0.1260964	0.1260964	1	30000000
2020-06-02	CU	1W_USD_JPY_A_FXO_0.4612_FXO	1W_USD_JPY_A_FXO_0.4612_FXO	0.2619508	0.2619508	0.2619508	0.2619508	1	20000000
2020-06-02	CU	1W_USD_RUB_A_FXO_-0.5002_FXO	1W_USD_RUB_A_FXO_-0.5002_FXO	0.7378075	0.7378075	0.7378075	0.7378075	1	15000000
2020-06-02	CU	1W_USD_RUB_A_FXO_0.4996_FXO	1W_USD_RUB_A_FXO_0.4996_FXO	0.7537887	0.7537887	0.7537887	0.7537887	1	15000000
2020-06-02	CU	1Y_USD_JPY_A_FXO_-0.2498_FXO	1Y_USD_JPY_A_FXO_-0.2498_FXO	1.022442	1.022442	1.022442	1.022442	1	31500000
2020-06-02	CU	1Y_USD_JPY_A_FXO_-0.4978_FXO	1Y_USD_JPY_A_FXO_-0.4978_FXO	2.568506	2.568506	2.568506	2.568506	1	25000000
2020-06-02	CU	1Y_USD_JPY_A_FXO_0.2498_FXO	1Y_USD_JPY_A_FXO_0.2498_FXO	1.064514	1.064514	1.064514	1.064514	1	31500000
2020-06-02	CU	1Y_USD_JPY_A_FXO_0.4998_FXO	1Y_USD_JPY_A_FXO_0.4998_FXO	2.813145	2.813145	2.813145	2.813145	1	25000000
2020-06-02	CU	1Y_USD_PLN_A_FXO_-0.4981_FXO	1Y_USD_PLN_A_FXO_-0.4981_FXO	3.237092	3.237092	3.237092	3.237092	1	12500000
2020-06-02	CU	1Y_USD_PLN_A_FXO_0.4982_FXO	1Y_USD_PLN_A_FXO_0.4982_FXO	3.606895	3.606895	3.606895	3.606895	1	12500000
2020-06-02	CU	20D_EUR_USD_B_FXO_0.0765_FXO	20D_EUR_USD_B_FXO_0.0765_FXO	0.06558674	0.06558674	0.06558674	0.06558674	1	150000000
2020-06-02	CU	20D_EUR_USD_B_FXO_0.3302_FXO	20D_EUR_USD_B_FXO_0.3302_FXO	0.382878	0.382878	0.382878	0.382878	1	150000000
2020-06-02	CU	20D_USD_JPY_A_FXO_0.4748_FXO	20D_USD_JPY_A_FXO_0.4748_FXO	0.4994035	0.4994035	0.4994035	0.4994035	1	40000000
2020-06-02	CU	215D_NDF_USD_BRL_NDF	215D_NDF_USD_BRL_NDF	5.25872	5.25872	5.25872	5.25872	1	5000000
2020-06-02	CU	24D_USD_JPY_A_FXO_0.4678_FXO	24D_USD_JPY_A_FXO_0.4678_FXO	0.5349755	0.5349755	0.5349755	0.5349755	1	100000000
2020-06-02	CU	25D_NDF_USD_BRL_NDF	25D_NDF_USD_BRL_NDF	5.2463	5.2463	5.2463	5.2463	1	30000000
2020-06-02	CU	261D_USD_SEK_A_FXO_-0.2902_FXO	261D_USD_SEK_A_FXO_-0.2902_FXO	1.336826	1.336826	1.336826	1.336826	1	30000000
2020-06-02	CU	26D_NDF_USD_BRL_NDF	26D_NDF_USD_BRL_NDF	5.3025	5.3025	5.3025	5.3025	1	25000000
2020-06-02	CU	28D_NDF_USD_BRL_NDF	28D_NDF_USD_BRL_NDF	5.303	5.303	5.21685	5.21685	14	299900000
2020-06-02	CU	2D_EUR_USD_A_FXO_-0.0219_FXO	2D_EUR_USD_A_FXO_-0.0219_FXO	0.00602194	0.00602194	0.00602194	0.00602194	2	40000000
2020-06-02	CU	2D_EUR_USD_B_FXO_-0.2876_FXO	2D_EUR_USD_B_FXO_-0.2876_FXO	0.1454774	0.1454774	0.1454774	0.1454774	1	50000000
2020-06-02	CU	2D_EUR_USD_B_FXO_0.3238_FXO	2D_EUR_USD_B_FXO_0.3238_FXO	0.1696844	0.1696844	0.1696844	0.1696844	2	70000000
2020-06-02	CU	2D_EUR_USD_B_FXO_0.3442_FXO	2D_EUR_USD_B_FXO_0.3442_FXO	0.1989348	0.1989348	0.1989348	0.1989348	1	50000000
2020-06-02	CU	2D_GBP_USD_B_FXO_-0.2992_FXO	2D_GBP_USD_B_FXO_-0.2992_FXO	0.1902656	0.1902656	0.1902656	0.1902656	1	50000000
2020-06-02	CU	2D_NDF_USD_RUB_NDF	2D_NDF_USD_RUB_NDF	68.72	68.72	68.72	68.72	1	1500000
2020-06-02	CU	2D_USD_CAD_A_FXO_-0.1876_FXO	2D_USD_CAD_A_FXO_-0.1876_FXO	0.110185	0.110185	0.110185	0.110185	1	40000000
2020-06-02	CU	2M_USD_CNH_A_FXO_-0.5004_FXO	2M_USD_CNH_A_FXO_-0.5004_FXO	0.8555465	0.8555465	0.8555465	0.8555465	1	25000000
2020-06-02	CU	2M_USD_CNH_A_FXO_0.4994_FXO	2M_USD_CNH_A_FXO_0.4994_FXO	0.8765799	0.8765799	0.8765799	0.8765799	1	25000000
2020-06-02	CU	2M_USD_ZAR_A_FXO_-0.4992_FXO	2M_USD_ZAR_A_FXO_-0.4992_FXO	2.447804	2.447804	2.447804	2.447804	1	10000000
2020-06-02	CU	2M_USD_ZAR_A_FXO_0.4988_FXO	2M_USD_ZAR_A_FXO_0.4988_FXO	2.649272	2.649272	2.649272	2.649272	1	10000000
2020-06-02	CU	2W_EUR_SEK_A_FXO_0.3162_FXO	2W_EUR_SEK_A_FXO_0.3162_FXO	0.2717551	0.2717551	0.2717551	0.2717551	1	30000000
2020-06-02	CU	2W_USD_JPY_A_FXO_-0.2538_FXO	2W_USD_JPY_A_FXO_-0.2538_FXO	0.1959131	0.1959131	0.1959131	0.1959131	1	30000000
2020-06-02	CU	2W_USD_JPY_A_FXO_0.2513_FXO	2W_USD_JPY_A_FXO_0.2513_FXO	0.1800143	0.1800143	0.1800143	0.1800143	1	30000000
2020-06-02	CU	2Y_AUD_JPY_A_FXO_-0.0999_FXO	2Y_AUD_JPY_A_FXO_-0.0999_FXO	0.9458045	0.9458045	0.9458045	0.9458045	1	185000000
2020-06-02	CU	2Y_AUD_JPY_A_FXO_-0.4928_FXO	2Y_AUD_JPY_A_FXO_-0.4928_FXO	6.022671	6.022671	6.022671	6.022671	1	50000000
2020-06-02	CU	2Y_AUD_JPY_A_FXO_0.1_FXO	2Y_AUD_JPY_A_FXO_0.1_FXO	1.008866	1.008866	1.008866	1.008866	1	185000000
2020-06-02	CU	2Y_AUD_JPY_A_FXO_0.4929_FXO	2Y_AUD_JPY_A_FXO_0.4929_FXO	7.453164	7.453164	7.453164	7.453164	1	50000000
2020-06-02	CU	31D_NDF_USD_IDR_NDF	31D_NDF_USD_IDR_NDF	14540.0	14540.0	14540.0	14540.0	1	8000000
2020-06-02	CU	31D_NDF_USD_INR_NDF	31D_NDF_USD_INR_NDF	75.8	75.8	75.31	75.34	7	78000000
2020-06-02	CU	31D_NDF_USD_KRW_NDF	31D_NDF_USD_KRW_NDF	1218.0	1218.0	1218.0	1218.0	2	43000000
2020-06-02	CU	32D_NDF_USD_CLP_NDF	32D_NDF_USD_CLP_NDF	780.5	780.5	780.5	780.5	2	40000000
2020-06-02	CU	32D_NDF_USD_CNY_NDF	32D_NDF_USD_CNY_NDF	7.1325	7.1325	7.121	7.121	3	61000000
2020-06-02	CU	32D_NDF_USD_COP_NDF	32D_NDF_USD_COP_NDF	3651.75	3651.75	3651.75	3651.75	1	6000000
2020-06-02	CU	32D_NDF_USD_IDR_NDF	32D_NDF_USD_IDR_NDF	14535.0	14535.0	14390.0	14390.0	4	55000000
2020-06-02	CU	32D_NDF_USD_INR_NDF	32D_NDF_USD_INR_NDF	75.44	75.44	75.29	75.29	2	10000000
2020-06-02	CU	32D_NDF_USD_KRW_NDF	32D_NDF_USD_KRW_NDF	1221.0	1221.2	1218.0	1219.8	6	150000000
2020-06-02	CU	32D_NDF_USD_PEN_NDF	32D_NDF_USD_PEN_NDF	3.402	3.402	3.402	3.402	1	10000000
2020-06-02	CU	32D_NDF_USD_PHP_NDF	32D_NDF_USD_PHP_NDF	50.25	50.25	50.25	50.25	2	5000000
2020-06-02	CU	365D_NDF_USD_PEN_NDF	365D_NDF_USD_PEN_NDF	3.4395	3.4395	3.4395	3.4395	1	10000000
2020-06-02	CU	37D_USD_JPY_A_FXO_0.1622_FXO	37D_USD_JPY_A_FXO_0.1622_FXO	0.136825	0.136825	0.136825	0.136825	1	50000000
2020-06-02	CU	38D_USD_CAD_A_FXO_-0.3339_FXO	38D_USD_CAD_A_FXO_-0.3339_FXO	0.5394354	0.5394354	0.5394354	0.5394354	1	20000000
2020-06-02	CU	38D_USD_CAD_A_FXO_-0.3373_FXO	38D_USD_CAD_A_FXO_-0.3373_FXO	0.5468976	0.5468976	0.5468976	0.5468976	1	30000000
2020-06-02	CU	3D_EUR_USD_B_FXO_0.2747_FXO	3D_EUR_USD_B_FXO_0.2747_FXO	0.1668853	0.1668853	0.1668853	0.1668853	1	30000000
2020-06-02	CU	3D_GBP_USD_B_FXO_-0.2194_FXO	3D_GBP_USD_B_FXO_-0.2194_FXO	0.1652856	0.1652856	0.1652856	0.1652856	1	50000000
2020-06-02	CU	3D_GBP_USD_B_FXO_0.1522_FXO	3D_GBP_USD_B_FXO_0.1522_FXO	0.09850777	0.09850777	0.09850777	0.09850777	1	50000000
2020-06-02	CU	3D_NDF_USD_IDR_NDF	3D_NDF_USD_IDR_NDF	14450.0	14450.0	14450.0	14450.0	1	3000000
2020-06-02	CU	3D_NDF_USD_INR_NDF	3D_NDF_USD_INR_NDF	75.055	75.055	75.055	75.055	1	12000000
2020-06-02	CU	3D_USD_CAD_A_FXO_0.2229_FXO	3D_USD_CAD_A_FXO_0.2229_FXO	0.148826	0.148826	0.148826	0.148826	1	50000000
2020-06-02	CU	3D_USD_CAD_A_FXO_0.2685_FXO	3D_USD_CAD_A_FXO_0.2685_FXO	0.1901685	0.1901685	0.1901685	0.1901685	1	75000000
2020-06-02	CU	3D_USD_CAD_A_FXO_0.2727_FXO	3D_USD_CAD_A_FXO_0.2727_FXO	0.1941684	0.1941684	0.1941684	0.1941684	1	50000000
2020-06-02	CU	3D_USD_CAD_A_FXO_0.3229_FXO	3D_USD_CAD_A_FXO_0.3229_FXO	0.2444032	0.2444032	0.2444032	0.2444032	1	75000000
2020-06-02	CU	3D_USD_JPY_A_FXO_-0.1605_FXO	3D_USD_JPY_A_FXO_-0.1605_FXO	0.0551027	0.0551027	0.0551027	0.0551027	1	100000000
2020-06-02	CU	3D_USD_KRW_A_FXO_0.2963_FXO	3D_USD_KRW_A_FXO_0.2963_FXO	0.153133	0.153133	0.153133	0.153133	1	50000000
2020-06-02	CU	3M_AUD_USD_B_FXO_-0.2483_FXO	3M_AUD_USD_B_FXO_-0.2483_FXO	0.6306649	0.6306649	0.6306649	0.6306649	1	50000000
2020-06-02	CU	3M_AUD_USD_B_FXO_-0.2515_FXO	3M_AUD_USD_B_FXO_-0.2515_FXO	0.641648	0.641648	0.641648	0.641648	1	37500000
2020-06-02	CU	3M_AUD_USD_B_FXO_-0.5008_FXO	3M_AUD_USD_B_FXO_-0.5008_FXO	1.508035	1.508035	1.508035	1.508035	1	15000000
2020-06-02	CU	3M_AUD_USD_B_FXO_-0.5019_FXO	3M_AUD_USD_B_FXO_-0.5019_FXO	1.513049	1.513049	1.513049	1.513049	1	25000000
2020-06-02	CU	3M_AUD_USD_B_FXO_0.4981_FXO	3M_AUD_USD_B_FXO_0.4981_FXO	1.398049	1.398049	1.398049	1.398049	1	25000000
2020-06-02	CU	3M_AUD_USD_B_FXO_0.4992_FXO	3M_AUD_USD_B_FXO_0.4992_FXO	1.403035	1.403035	1.403035	1.403035	1	15000000
2020-06-02	CU	3M_EUR_JPY_A_FXO_-0.4979_FXO	3M_EUR_JPY_A_FXO_-0.4979_FXO	1.420492	1.420492	1.420492	1.420492	1	25000000
2020-06-02	CU	3M_EUR_JPY_A_FXO_0.5013_FXO	3M_EUR_JPY_A_FXO_0.5013_FXO	1.503102	1.503102	1.503102	1.503102	1	25000000
2020-06-02	CU	3M_EUR_USD_B_FXO_-0.4977_FXO	3M_EUR_USD_B_FXO_-0.4977_FXO	1.406986	1.406986	1.406986	1.406986	1	25000000
2020-06-02	CU	3M_EUR_USD_B_FXO_-0.5002_FXO	3M_EUR_USD_B_FXO_-0.5002_FXO	1.405641	1.405641	1.405641	1.405641	1	15000000
2020-06-02	CU	3M_EUR_USD_B_FXO_0.4998_FXO	3M_EUR_USD_B_FXO_0.4998_FXO	1.350641	1.350641	1.350641	1.350641	1	15000000
2020-06-02	CU	3M_EUR_USD_B_FXO_0.5023_FXO	3M_EUR_USD_B_FXO_0.5023_FXO	1.372986	1.372986	1.372986	1.372986	1	25000000
2020-06-02	CU	3M_USD_HKD_A_FXO_-0.3771_FXO	3M_USD_HKD_A_FXO_-0.3771_FXO	0.1180676	0.1180676	0.1180676	0.1180676	2	200000000
2020-06-02	CU	43D_EUR_USD_B_FXO_0.2085_FXO	43D_EUR_USD_B_FXO_0.2085_FXO	0.3006391	0.3006391	0.3006391	0.3006391	1	100000000
2020-06-02	CU	45D_USD_MXN_A_FXO_-0.2623_FXO	45D_USD_MXN_A_FXO_-0.2623_FXO	0.9023495	0.9023495	0.9023495	0.9023495	1	10000000
2020-06-02	CU	4D_NDF_USD_INR_NDF	4D_NDF_USD_INR_NDF	75.015	75.015	75.015	75.015	2	53000000
2020-06-02	CU	61D_NDF_USD_IDR_NDF	61D_NDF_USD_IDR_NDF	14607.0	14607.0	14455.0	14455.0	4	55000000
2020-06-02	CU	6D_EUR_USD_B_FXO_-0.2312_FXO	6D_EUR_USD_B_FXO_-0.2312_FXO	0.1453953	0.1453953	0.1453953	0.1453953	1	75000000
2020-06-02	CU	6D_EUR_USD_B_FXO_0.0471_FXO	6D_EUR_USD_B_FXO_0.0471_FXO	0.02568178	0.02568178	0.02568178	0.02568178	1	50000000
2020-06-02	CU	6D_EUR_USD_B_FXO_0.0638_FXO	6D_EUR_USD_B_FXO_0.0638_FXO	0.03561955	0.03561955	0.03561955	0.03561955	1	40000000
2020-06-02	CU	6D_GBP_USD_B_FXO_-0.3575_FXO	6D_GBP_USD_B_FXO_-0.3575_FXO	0.3974607	0.3974607	0.3974607	0.3974607	1	50000000
2020-06-02	CU	6M_GBP_USD_B_FXO_-0.1505_FXO	6M_GBP_USD_B_FXO_-0.1505_FXO	0.8578053	0.8578053	0.8578053	0.8578053	1	30000000
2020-06-02	CU	6M_USD_CNH_A_FXO_-0.4994_FXO	6M_USD_CNH_A_FXO_-0.4994_FXO	1.621659	1.621659	1.621659	1.621659	1	15000000
2020-06-02	CU	6M_USD_CNH_A_FXO_-0.4998_FXO	6M_USD_CNH_A_FXO_-0.4998_FXO	1.650552	1.650552	1.650552	1.650552	1	25000000
2020-06-02	CU	6M_USD_CNH_A_FXO_0.4993_FXO	6M_USD_CNH_A_FXO_0.4993_FXO	1.738201	1.738201	1.738201	1.738201	1	25000000
2020-06-02	CU	6M_USD_CNH_A_FXO_0.4997_FXO	6M_USD_CNH_A_FXO_0.4997_FXO	1.710648	1.710648	1.710648	1.710648	1	15000000
2020-06-02	CU	6M_USD_JPY_A_FXO_-0.3267_FXO	6M_USD_JPY_A_FXO_-0.3267_FXO	1.092802	1.092802	1.092802	1.092802	1	20000000
2020-06-02	CU	70D_USD_JPY_A_FXO_0.2179_FXO	70D_USD_JPY_A_FXO_0.2179_FXO	0.2744263	0.2744263	0.2744263	0.2744263	1	27500000
2020-06-02	CU	85D_USD_JPY_A_FXO_-0.1715_FXO	85D_USD_JPY_A_FXO_-0.1715_FXO	0.3419484	0.3419484	0.3419484	0.3419484	1	100000000
2020-06-02	CU	8D_USD_TWD_A_FXO_-0.163_FXO	8D_USD_TWD_A_FXO_-0.163_FXO	0.06176798	0.06176798	0.06176798	0.06176798	1	50000000
2020-06-02	CU	8D_USD_TWD_A_FXO_0.1183_FXO	8D_USD_TWD_A_FXO_0.1183_FXO	0.04733134	0.04733134	0.04733134	0.04733134	1	50000000
2020-06-02	CU	92D_NDF_USD_CLP_NDF	92D_NDF_USD_CLP_NDF	780.05	780.05	780.05	780.05	2	40000000
2020-06-02	CU	92D_NDF_USD_CNY_NDF	92D_NDF_USD_CNY_NDF	7.1605	7.1605	7.1605	7.1605	2	50000000
2020-06-02	CU	92D_NDF_USD_KRW_NDF	92D_NDF_USD_KRW_NDF	1219.85	1219.85	1219.7	1219.7	3	125000000
2020-06-02	CU	9D_GBP_USD_B_FXO_-0.4196_FXO	9D_GBP_USD_B_FXO_-0.4196_FXO	0.6083979	0.6083979	0.6083979	0.6083979	1	50000000
2020-06-02	CU	9M_AUD_USD_B_FXO_-0.4994_FXO	9M_AUD_USD_B_FXO_-0.4994_FXO	2.623992	2.623992	2.623992	2.623992	3	60000000
2020-06-02	CU	9M_AUD_USD_B_FXO_0.5006_FXO	9M_AUD_USD_B_FXO_0.5006_FXO	2.351992	2.351992	2.351992	2.351992	3	60000000
2020-06-02	CU	9M_USD_ZAR_A_FXO_-0.2501_FXO	9M_USD_ZAR_A_FXO_-0.2501_FXO	1.896392	1.896392	1.896392	1.896392	1	150000000
2020-06-02	CU	9M_USD_ZAR_A_FXO_0.2501_FXO	9M_USD_ZAR_A_FXO_0.2501_FXO	2.530519	2.530519	2.530519	2.530519	1	165000000
2020-06-02	CU	NDF_USD_ARS_1M	NDF_USD_ARS Maturing on 2020-07-06					3	8000000
2020-06-02	CU	NDF_USD_ARS_2D	NDF_USD_ARS Maturing on 2020-06-04					1	2000000
2020-06-02	CU	NDF_USD_ARS_3D	NDF_USD_ARS Maturing on 2020-06-05					1	2000000
2020-06-02	CU	NDF_USD_BRL_15D	NDF_USD_BRL Maturing on 2020-06-17					4	460000000
2020-06-02	CU	NDF_USD_BRL_1M	NDF_USD_BRL Maturing on 2020-07-02					65	1644350000
2020-06-02	CU	NDF_USD_BRL_2D	NDF_USD_BRL Maturing on 2020-06-04					9	102000000
2020-06-02	CU	NDF_USD_BRL_2M	NDF_USD_BRL Maturing on 2020-08-04					1	50000000
2020-06-02	CU	NDF_USD_BRL_3D	NDF_USD_BRL Maturing on 2020-06-05					5	47000000
2020-06-02	CU	NDF_USD_BRL_3M	NDF_USD_BRL Maturing on 2020-09-16					4	460000000
2020-06-02	CU	NDF_USD_BRL_55M	NDF_USD_BRL Maturing on 2025-01-03					3	55000000
2020-06-02	CU	NDF_USD_BRL_6D	NDF_USD_BRL Maturing on 2020-06-08					2	16000000
2020-06-02	CU	NDF_USD_BRL_7M	NDF_USD_BRL Maturing on 2021-01-05					5	950000000
2020-06-02	CU	NDF_USD_CLP_12M	NDF_USD_CLP Maturing on 2021-06-04					1	20000000
2020-06-02	CU	NDF_USD_CLP_13D	NDF_USD_CLP Maturing on 2020-06-15					2	92000000
2020-06-02	CU	NDF_USD_CLP_15D	NDF_USD_CLP Maturing on 2020-06-17					6	99000000
2020-06-02	CU	NDF_USD_CLP_1M	NDF_USD_CLP Maturing on 2020-07-06					187	858000000
2020-06-02	CU	NDF_USD_CLP_28D	NDF_USD_CLP Maturing on 2020-06-30					1	30000000
2020-06-02	CU	NDF_USD_CLP_2D	NDF_USD_CLP Maturing on 2020-06-04					19	103000000
2020-06-02	CU	NDF_USD_CLP_2M	NDF_USD_CLP Maturing on 2020-08-04					1	10000000
2020-06-02	CU	NDF_USD_CLP_3D	NDF_USD_CLP Maturing on 2020-06-05					17	169000000
2020-06-02	CU	NDF_USD_CLP_3M	NDF_USD_CLP Maturing on 2020-09-16					8	140000000
2020-06-02	CU	NDF_USD_CLP_6D	NDF_USD_CLP Maturing on 2020-06-08					4	23000000
2020-06-02	CU	NDF_USD_CLP_6M	NDF_USD_CLP Maturing on 2020-12-04					3	30000000
2020-06-02	CU	NDF_USD_CLP_7D	NDF_USD_CLP Maturing on 2020-06-09					3	24000000
2020-06-02	CU	NDF_USD_CLP_9M	NDF_USD_CLP Maturing on 2021-03-04					7	130000000
2020-06-02	CU	NDF_USD_COP_16D	NDF_USD_COP Maturing on 2020-06-18					2	22000000
2020-06-02	CU	NDF_USD_COP_17D	NDF_USD_COP Maturing on 2020-06-19					1	13000000
2020-06-02	CU	NDF_USD_COP_1M	NDF_USD_COP Maturing on 2020-07-06					164	628800000
2020-06-02	CU	NDF_USD_COP_29D	NDF_USD_COP Maturing on 2020-07-01					1	15000000
2020-06-02	CU	NDF_USD_COP_2D	NDF_USD_COP Maturing on 2020-06-04					9	82000000
2020-06-02	CU	NDF_USD_COP_2M	NDF_USD_COP Maturing on 2020-08-04					1	10000000
2020-06-02	CU	NDF_USD_COP_3D	NDF_USD_COP Maturing on 2020-06-05					10	114900000
2020-06-02	CU	NDF_USD_COP_3M	NDF_USD_COP Maturing on 2020-09-04					1	10000000
2020-06-02	CU	NDF_USD_COP_9M	NDF_USD_COP Maturing on 2021-03-04					3	50000000
2020-06-02	CU	NDF_USD_INR_12M	NDF_USD_INR Maturing on 2021-06-04					1	10000000
2020-06-02	CU	NDF_USD_INR_15D	NDF_USD_INR Maturing on 2020-06-17					5	105000000
2020-06-02	CU	NDF_USD_INR_1M	NDF_USD_INR Maturing on 2020-07-06					5	95000000
2020-06-02	CU	NDF_USD_INR_3D	NDF_USD_INR Maturing on 2020-06-05					3	65000000
2020-06-02	CU	NDF_USD_INR_3M	NDF_USD_INR Maturing on 2020-09-16					6	125000000
2020-06-02	CU	NDF_USD_INR_6D	NDF_USD_INR Maturing on 2020-06-08					1	15000000
2020-06-02	CU	NDF_USD_INR_6M	NDF_USD_INR Maturing on 2020-12-04					1	15000000
2020-06-02	CU	NDF_USD_INR_7D	NDF_USD_INR Maturing on 2020-06-09					2	44000000
2020-06-02	CU	NDF_USD_KRW_1M	NDF_USD_KRW Maturing on 2020-07-06					8	128000000
2020-06-02	CU	NDF_USD_KRW_3D	NDF_USD_KRW Maturing on 2020-06-05					4	84000000
2020-06-02	CU	NDF_USD_PEN_10D	NDF_USD_PEN Maturing on 2020-06-12					2	8000000
2020-06-02	CU	NDF_USD_PEN_12M	NDF_USD_PEN Maturing on 2021-06-04					2	45000000
2020-06-02	CU	NDF_USD_PEN_15D	NDF_USD_PEN Maturing on 2020-06-17					1	14000000
2020-06-02	CU	NDF_USD_PEN_16D	NDF_USD_PEN Maturing on 2020-06-18					1	14000000
2020-06-02	CU	NDF_USD_PEN_1M	NDF_USD_PEN Maturing on 2020-07-06					105	444000000
2020-06-02	CU	NDF_USD_PEN_2D	NDF_USD_PEN Maturing on 2020-06-04					2	3000000
2020-06-02	CU	NDF_USD_PEN_2M	NDF_USD_PEN Maturing on 2020-08-04					2	40000000
2020-06-02	CU	NDF_USD_PEN_3D	NDF_USD_PEN Maturing on 2020-06-05					5	30000000
2020-06-02	CU	NDF_USD_PEN_3M	NDF_USD_PEN Maturing on 2020-09-04					1	20000000
2020-06-02	CU	NDF_USD_PEN_8D	NDF_USD_PEN Maturing on 2020-06-10					2	8000000
2020-06-02	CU	NDF_USD_PHP_15D	NDF_USD_PHP Maturing on 2020-06-17					1	30000000
2020-06-02	CU	NDF_USD_PHP_1M	NDF_USD_PHP Maturing on 2020-07-06					10	73000000
2020-06-02	CU	NDF_USD_PHP_2D	NDF_USD_PHP Maturing on 2020-06-04					8	52000000
2020-06-02	CU	NDF_USD_PHP_3D	NDF_USD_PHP Maturing on 2020-06-05					2	8000000
2020-06-02	CU	NDF_USD_PHP_3M	NDF_USD_PHP Maturing on 2020-09-16					2	40000000
2020-06-02	CU	NDF_USD_TWD_12M	NDF_USD_TWD Maturing on 2021-06-04					1	10000000
2020-06-02	CU	NDF_USD_TWD_15D	NDF_USD_TWD Maturing on 2020-06-17					1	5000000
2020-06-02	CU	NDF_USD_TWD_1M	NDF_USD_TWD Maturing on 2020-07-06					14	151000000
2020-06-02	CU	NDF_USD_TWD_2M	NDF_USD_TWD Maturing on 2020-08-04					1	10000000
2020-06-02	CU	NDF_USD_TWD_3D	NDF_USD_TWD Maturing on 2020-06-05					7	56000000
2020-06-02	CU	NDF_USD_TWD_3M	NDF_USD_TWD Maturing on 2020-09-04					1	10000000
2020-06-02	CU	NDF_USD_TWD_7D	NDF_USD_TWD Maturing on 2020-06-09					1	10000000
2020-06-02	CU	NDF_USD_TWD_9D	NDF_USD_TWD Maturing on 2020-06-11					1	10000000
2020-06-02	CU	USDARS20200605-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-06-05	68.8327	68.8327	68.8327	68.8327	3	22000000
2020-06-02	CU	USDARS20200608-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-06-08	68.9553	68.9553	68.9553	68.9553	4	21000000
2020-06-02	CU	USDARS20200609-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-06-09	69.0780	69.0780	69.0780	69.0780	2	10000000
2020-06-02	CU	USDARS20200610-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-06-10	69.4460	69.4460	69.4460	69.4460	1	1000000
2020-06-02	CU	USDARS20200611-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-06-11	69.5687	69.5687	69.5687	69.5687	1	5000000
2020-06-02	CU	USDARS20200616-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-06-16	69.8140	69.8140	69.8140	69.8140	3	15000000
2020-06-02	CU	USDARS20200617-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-06-17	69.9367	69.9367	69.9367	69.9367	1	12000000
2020-06-02	CU	USDARS20200619-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-06-19	70.5500	70.5500	70.5500	70.5500	1	12000000
2020-06-02	CU	USDARS20200622-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-06-22	70.6727	70.6727	70.6727	70.6727	4	9000000
2020-06-02	CU	USDARS20200623-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-06-23	70.7953	70.7953	70.7953	70.7953	1	5000000
2020-06-02	CU	USDARS20200626-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-06-26	71.4087	71.4087	71.4087	71.4087	1	22000000
2020-06-02	CU	USDARS20200629-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-06-29	71.5313	71.5313	71.5313	71.5313	1	5000000
2020-06-02	CU	USDARS20200630-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-06-30	71.6540	71.6540	71.6540	71.6540	2	11000000
2020-06-02	CU	USDARS20200701-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-07-01	72.0220	72.0220	72.0220	72.0220	3	6000000
2020-06-02	CU	USDARS20200702-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-07-02	72.1447	72.1447	72.1447	72.1447	3	7000000
2020-06-02	CU	USDARS20200703-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-07-03	72.2673	72.2673	72.2673	72.2673	1	4000000
2020-06-02	CU	USDARS20200706-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-07-06	72.3900	72.3900	72.3900	72.3900	4	13000000
2020-06-02	CU	USDARS20200707-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-07-07	72.5210	72.5210	72.5210	72.5210	1	5000000
2020-06-02	CU	USDARS20200714-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-07-14	73.1762	73.1762	73.1762	73.1762	1	5000000
2020-06-02	CU	USDARS20200731-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-07-31	75.9279	75.9279	75.9279	75.9279	1	3000000
2020-06-02	CU	USDARS20200812-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-08-12	77.4930	77.4930	77.4930	77.4930	1	6000000
2020-06-02	CU	USDARS20200813-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-08-13	77.6233	77.6233	77.6233	77.6233	1	6000000
2020-06-02	CU	USDARS20200814-R18356	Non Deliverable Forward Agentine Peso - Value Date 2020-08-14	77.7536	77.7536	77.7536	77.7536	1	3000000
2020-06-02	CU	USDCNY20200608-R18349	Non Deliverable Forward Chinese Renminbi - Value Date 2020-06-08	7.10871	7.10871	7.10871	7.10871	2	7000000
2020-06-02	CU	USDCNY20200610-R18349	Non Deliverable Forward Chinese Renminbi - Value Date 2020-06-10	7.10957	7.10957	7.10957	7.10957	1	26000000
2020-06-02	CU	USDCNY20200611-R18349	Non Deliverable Forward Chinese Renminbi - Value Date 2020-06-11	7.11000	7.11000	7.11000	7.11000	4	39000000
2020-06-02	CU	USDCNY20200619-R18349	Non Deliverable Forward Chinese Renminbi - Value Date 2020-06-19	7.11448	7.11448	7.11448	7.11448	1	7000000
2020-06-02	CU	USDCNY20200630-R18349	Non Deliverable Forward Chinese Renminbi - Value Date 2020-06-30	7.12064	7.12064	7.12064	7.12064	2	23000000
2020-06-02	CU	USDCNY20200701-R18349	Non Deliverable Forward Chinese Renminbi - Value Date 2020-07-01	7.12120	7.12120	7.12120	7.12120	1	5000000
2020-06-02	CU	USDCNY20200702-R18349	Non Deliverable Forward Chinese Renminbi - Value Date 2020-07-02	7.12176	7.12176	7.12176	7.12176	2	7000000
2020-06-02	CU	USDCNY20200706-R18349	Non Deliverable Forward Chinese Renminbi - Value Date 2020-07-06	7.12400	7.12400	7.12400	7.12400	2	30000000
2020-06-02	CU	USDCNY20200722-R18349	Non Deliverable Forward Chinese Renminbi - Value Date 2020-07-22	7.13227	7.13227	7.13227	7.13227	1	5000000
2020-06-02	CU	USDCNY20200731-R18349	Non Deliverable Forward Chinese Renminbi - Value Date 2020-07-31	7.13693	7.13693	7.13693	7.13693	1	1000000
2020-06-02	CU	USDIDR20200605-R18350	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-06-05	14394.710	14394.710	14394.710	14394.710	3	11000000
2020-06-02	CU	USDIDR20200608-R18350	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-06-08	14396.860	14396.860	14396.860	14396.860	3	16000000
2020-06-02	CU	USDIDR20200609-R18350	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-06-09	14397.570	14397.570	14397.570	14397.570	1	1000000
2020-06-02	CU	USDIDR20200610-R18350	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-06-10	14398.290	14398.290	14398.290	14398.290	1	2000000
2020-06-02	CU	USDIDR20200611-R18350	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-06-11	14399.000	14399.000	14399.000	14399.000	1	4000000
2020-06-02	CU	USDIDR20200617-R18350	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-06-17	14414.090	14414.090	14414.090	14414.090	4	47000000
2020-06-02	CU	USDIDR20200618-R18350	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-06-18	14416.610	14416.610	14416.610	14416.610	1	4000000
2020-06-02	CU	USDIDR20200619-R18350	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-06-19	14419.130	14419.130	14419.130	14419.130	1	2000000
2020-06-02	CU	USDIDR20200622-R18350	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-06-22	14426.690	14426.690	14426.690	14426.690	1	18000000
2020-06-02	CU	USDIDR20200624-R18350	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-06-24	14431.730	14431.730	14431.730	14431.730	2	27000000
2020-06-02	CU	USDIDR20200625-R18350	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-06-25	14434.250	14434.250	14434.250	14434.250	1	14000000
2020-06-02	CU	USDIDR20200629-R18350	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-06-29	14444.330	14444.330	14444.330	14444.330	3	20000000
2020-06-02	CU	USDIDR20200702-R18350	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-07-02	14451.900	14451.900	14451.900	14451.900	2	6000000
2020-06-02	CU	USDIDR20200703-R18350	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-07-03	14454.430	14454.430	14454.430	14454.430	1	4000000
2020-06-02	CU	USDIDR20200706-R18350	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-07-06	14462.000	14462.000	14462.000	14462.000	2	7000000
2020-06-02	CU	USDIDR20200708-R18350	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-07-08	14466.950	14466.950	14466.950	14466.950	1	20000000
2020-06-02	CU	USDINR20200605-R18351	Non Deliverable Forward Indian Rupee - Value Date 2020-06-05	75.3685	75.3685	75.3685	75.3685	6	90000000
2020-06-02	CU	USDINR20200608-R18351	Non Deliverable Forward Indian Rupee - Value Date 2020-06-08	75.3865	75.3865	75.3865	75.3865	7	112000000
2020-06-02	CU	USDINR20200610-R18351	Non Deliverable Forward Indian Rupee - Value Date 2020-06-10	75.3985	75.3985	75.3985	75.3985	1	25000000
2020-06-02	CU	USDINR20200611-R18351	Non Deliverable Forward Indian Rupee - Value Date 2020-06-11	75.4045	75.4045	75.4045	75.4045	4	64000000
2020-06-02	CU	USDINR20200612-R18351	Non Deliverable Forward Indian Rupee - Value Date 2020-06-12	75.4124	75.4124	75.4124	75.4124	1	3000000
2020-06-02	CU	USDINR20200615-R18351	Non Deliverable Forward Indian Rupee - Value Date 2020-06-15	75.4362	75.4362	75.4362	75.4362	2	31000000
2020-06-02	CU	USDINR20200616-R18351	Non Deliverable Forward Indian Rupee - Value Date 2020-06-16	75.4441	75.4441	75.4441	75.4441	4	21000000
2020-06-02	CU	USDINR20200622-R18351	Non Deliverable Forward Indian Rupee - Value Date 2020-06-22	75.4916	75.4916	75.4916	75.4916	5	103000000
2020-06-02	CU	USDINR20200623-R18351	Non Deliverable Forward Indian Rupee - Value Date 2020-06-23	75.4995	75.4995	75.4995	75.4995	3	13000000
2020-06-02	CU	USDINR20200624-R18351	Non Deliverable Forward Indian Rupee - Value Date 2020-06-24	75.5074	75.5074	75.5074	75.5074	2	12000000
2020-06-02	CU	USDINR20200626-R18351	Non Deliverable Forward Indian Rupee - Value Date 2020-06-26	75.5232	75.5232	75.5232	75.5232	1	13000000
2020-06-02	CU	USDINR20200701-R18351	Non Deliverable Forward Indian Rupee - Value Date 2020-07-01	75.5629	75.5629	75.5629	75.5629	1	7000000
2020-06-02	CU	USDINR20200703-R18351	Non Deliverable Forward Indian Rupee - Value Date 2020-07-03	75.5787	75.5787	75.5787	75.5787	3	46000000
2020-06-02	CU	USDINR20200706-R18351	Non Deliverable Forward Indian Rupee - Value Date 2020-07-06	75.6025	75.6025	75.6025	75.6025	2	95000000
2020-06-02	CU	USDMYR20200605-R18353	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-06-05	4.29649	4.29649	4.29649	4.29649	2	9000000
2020-06-02	CU	USDMYR20200609-R18353	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-06-09	4.29523	4.29523	4.29523	4.29523	1	4000000
2020-06-02	CU	USDMYR20200610-R18353	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-06-10	4.29491	4.29491	4.29491	4.29491	1	5000000
2020-06-02	CU	USDMYR20200611-R18353	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-06-11	4.29460	4.29460	4.29460	4.29460	1	1000000
2020-06-02	CU	USDMYR20200615-R18353	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-06-15	4.29500	4.29500	4.29500	4.29500	1	2000000
2020-06-02	CU	USDMYR20200617-R18353	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-06-17	4.29520	4.29520	4.29520	4.29520	2	13000000
2020-06-02	CU	USDMYR20200618-R18353	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-06-18	4.29530	4.29530	4.29530	4.29530	1	5000000
2020-06-02	CU	USDMYR20200622-R18353	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-06-22	4.29570	4.29570	4.29570	4.29570	2	10000000
2020-06-02	CU	USDMYR20200630-R18353	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-06-30	4.29650	4.29650	4.29650	4.29650	1	10000000
2020-06-02	CU	USDMYR20200702-R18353	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-07-02	4.29670	4.29670	4.29670	4.29670	1	10000000
2020-06-02	CU	USDMYR20200703-R18353	Non Deliverable Forward Malaysian Ringgit - Value Date 2020-07-03	4.29680	4.29680	4.29680	4.29680	1	10000000
2020-06-02	CU	USDPHP20200616-R18354	Non Deliverable Forward Philippine Peso - Value Date 2020-06-16	50.3732	50.3732	50.3732	50.3732	1	2000000
2020-06-02	CU	USDPHP20200619-R18354	Non Deliverable Forward Philippine Peso - Value Date 2020-06-19	50.3842	50.3842	50.3842	50.3842	1	1000000
2020-06-02	CU	USDPHP20200701-R18354	Non Deliverable Forward Philippine Peso - Value Date 2020-07-01	50.4286	50.4286	50.4286	50.4286	1	3000000
2020-06-02	CU	USDPHP20200703-R18354	Non Deliverable Forward Philippine Peso - Value Date 2020-07-03	50.4360	50.4360	50.4360	50.4360	1	1000000
2020-06-02	CU	USDTWD20200605-R18355	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-06-05	29.9721	29.9721	29.9721	29.9721	1	1000000
2020-06-02	CU	USDTWD20200608-R18355	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-06-08	29.9726	29.9726	29.9726	29.9726	2	5000000
2020-06-02	CU	USDTWD20200609-R18355	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-06-09	29.9727	29.9727	29.9727	29.9727	2	20000000
2020-06-02	CU	USDTWD20200610-R18355	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-06-10	29.9729	29.9729	29.9729	29.9729	1	18000000
2020-06-02	CU	USDTWD20200611-R18355	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-06-11	29.9730	29.9730	29.9730	29.9730	2	34000000
2020-06-02	CU	USDTWD20200615-R18355	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-06-15	29.9635	29.9635	29.9635	29.9635	2	4000000
2020-06-02	CU	USDTWD20200617-R18355	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-06-17	29.9588	29.9588	29.9588	29.9588	1	4000000
2020-06-02	CU	USDTWD20200629-R18355	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-06-29	29.9305	29.9305	29.9305	29.9305	1	9000000
2020-06-02	CU	USDTWD20200701-R18355	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-07-01	29.9258	29.9258	29.9258	29.9258	1	5000000
2020-06-02	CU	USDTWD20200731-R18355	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-07-31	29.8407	29.8407	29.8407	29.8407	1	4000000
2020-06-02	CU	USDTWD20200831-R18355	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-08-31	29.7549	29.7549	29.7549	29.7549	1	10000000
2020-06-02	EQ	TRS_MSCI China A Inclusion Net Return USD Index_20	TRS_MSCI China A Inclusion Net Return USD Index_USD With an Eff.dt of 2020-06-04 and Mat of 2020-06-19					4	196062
2020-06-02	IR	10Y 3M/6M		10.625	10.625	10.25	10.25	2	121000000
2020-06-02	IR	10Y FF/3M LCH		25	25.125	25	25.125	5	230000000
2020-06-02	IR	10Y LCH.sb		0.6575	0.6575	0.6575	0.6575	3	175000000
2020-06-02	IR	12Y 1M/3M		8.375	8.375	8.375	8.375	2	100000000
2020-06-02	IR	12Y FF/3M LCH		25	25	25	25	1	20000000
2020-06-02	IR	1Y TRY/USD IRX Outright_20210604	1Y TRY/USD IRX Outright_20210604	0.1525	0.1525	0.1415	0.1415	5	325847100
2020-06-02	IR	1Y TRY/USD IRX Outright_20220604	1Y TRY/USD IRX Outright_20220604	0.1235	0.1235	0.1235	0.1235	1	85877400
2020-06-02	IR	1Y_BY_6M_GBP-LIBOR_D0_Payer_3600	1Y_BY_6M_GBP-LIBOR_D0_Payer_3600	0.0061	0.0061	0.0061	0.0061	1	50000000
2020-06-02	IR	1Y_BY_6M_GBP-LIBOR_D0_Receiver_3600	1Y_BY_6M_GBP-LIBOR_D0_Receiver_3600	0.0054	0.0054	0.0054	0.0054	1	50000000
2020-06-02	IR	20Y FF/3M LCH		25	25.125	25.125	25.125	1	25000000
2020-06-02	IR	2Y FF/3M LCH		24.5	24.25	24.25	24.25	1	100000000
2020-06-02	IR	2Y TRY/USD IRX Outright_20220604	2Y TRY/USD IRX Outright_20220604	0.1325	0.1325	0.1325	0.1325	1	40308000
2020-06-02	IR	3M LCH.am		0.3375	0.3325	0.3325	0.3325	1	1000000000
2020-06-02	IR	3M TRY/USD IRX Outright_20200904	3M TRY/USD IRX Outright_20200904	0.1155	0.1155	0.1145	0.1145	2	403680000
2020-06-02	IR	3Y 3M/6M		9.75	9.375	9.375	9.375	1	150000000
2020-06-02	IR	3Y FF/3M LCH		24.5	24.25	24.25	24.25	2	350000000
2020-06-02	IR	3Y LCH.sb		0.26	0.26	0.26	0.26	12	3780000000
2020-06-02	IR	4Y ANN/3s PLN IRS_20240604	4Y ANN/3s PLN IRS_20240604	0.004225	0.004225	0.004225	0.004225	1	114000000
2020-06-02	IR	4Y ANN/6s PLS IRS_20240604	4Y ANN/6s PLS IRS_20240604	0.004975	0.004975	0.004975	0.004975	1	114000000
2020-06-02	IR	4Y FF/3M LCH		24.625	24.875	24.25	24.25	12	1724000000
2020-06-02	IR	4Y LCH.sb		0.3	0.29375	0.29375	0.29375	3	2000000000
2020-06-02	IR	5Y FF/3M LCH		24.625	24.875	24.5	24.875	14	1980000000
2020-06-02	IR	5Y LCH.sb		0.36	0.36	0.36	0.36	10	1660000000
2020-06-02	IR	6Y FF/3M LCH		24.75	24.75	24.75	24.75	2	436000000
2020-06-02	IR	6Y LCH.sb		0.4275	0.4275	0.4275	0.4275	1	204000000
2020-06-02	IR	7Y 3M/6M		10.125	10	10	10	1	100000000
2020-06-02	IR	7Y FF/3M LCH		24.875	24.75	24.75	24.75	1	50000000
2020-06-02	IR	7Y LCH.sb		0.495	0.495	0.495	0.495	3	578000000
2020-06-02	IR	8Y LCH.sb		0.5575	0.5575	0.5575	0.5575	3	553000000
2020-06-02	IR	9Y FF/3M LCH		25	25	25	25	2	158000000
2020-06-02	IR	9Y LCH.sb		0.61	0.61	0.61	0.61	2	179000000
2020-06-02	IR	AUD.10Y.3M.XCCY.BSX (TKFX/PAY)_20300604	AUD.10Y.3M.XCCY.BSX (TKFX/PAY)_20300604	0.002534	0.002534	0.002534	0.002534	1	45000000
2020-06-02	IR	AUD.2Y.3M/6M_20220603	AUD.2Y.3M/6M_20220603	0.0005375	0.0005375	0.0005375	0.0005375	1	60000000
2020-06-02	IR	AUD.3Y.3M/6M_20230603	AUD.3Y.3M/6M_20230603	0.0005125	0.0005125	0.0005125	0.0005125	1	201000000
2020-06-02	IR	AUD.3Y.3M_20230603	AUD.3Y.3M_20230603	0.00265	0.00265	0.00265	0.00265	1	40000000
2020-06-02	IR	AUD.4Y.3M/6M_20240603	AUD.4Y.3M/6M_20240603	0.0005	0.0005	0.0005	0.0005	1	151000000
2020-06-02	IR	AUD.5Y.3M/6M_20250603	AUD.5Y.3M/6M_20250603	0.000475	0.000475	0.000475	0.000475	1	80000000
2020-06-02	IR	AUD.8Y.3M/6M_20280603	AUD.8Y.3M/6M_20280603	0.0004125	0.0004125	0.0004125	0.0004125	1	76000000
2020-06-02	IR	AUD.9Y.3M/6M_20290603	AUD.9Y.3M/6M_20290603	0.0004125	0.0004125	0.0004125	0.0004125	1	68000000
2020-06-02	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X12	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X12					1	1233086846
2020-06-02	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X19	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X19					2	1506306484
2020-06-02	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X24	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X24					1	1020787271
2020-06-02	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X37	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X37					1	343192611
2020-06-02	IR	CAD.4Y.SPD.3M_20240602	CAD.4Y.SPD.3M_20240602	0.0071526	0.0071526	0.0071526	0.0071526	1	200000000
2020-06-02	IR	CADUSD.2Y.BA/LIBOR_20220604	CADUSD.2Y.BA/LIBOR_20220604	-0.002	-0.002	-0.002	-0.002	2	247500000
2020-06-02	IR	CADUSD.3Y.BA/LIBOR_20230604	CADUSD.3Y.BA/LIBOR_20230604	-0.0017	-0.0017	-0.0017	-0.0017	2	330000000
2020-06-02	IR	CADUSD.5Y.BA/LIBOR_20250604	CADUSD.5Y.BA/LIBOR_20250604	-0.00135	-0.00135	-0.00135	-0.00135	2	99500000
2020-06-02	IR	CAD_OIS_CANADA OIS_0X1	CAD_OIS_CANADA OIS_0X1					2	4500000000
2020-06-02	IR	CLP_NDS_6M_USD_TNA_0X108	CLP_NDS_6M_USD_TNA_0X108					1	2900000000
2020-06-02	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12					1	24000000000
2020-06-02	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120					7	26250000000
2020-06-02	IR	CLP_NDS_6M_USD_TNA_0X180	CLP_NDS_6M_USD_TNA_0X180					2	6200000000
2020-06-02	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24					5	109500000000
2020-06-02	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60					15	136100000000
2020-06-02	IR	CLP_NDS_6M_USD_TNA_0X84	CLP_NDS_6M_USD_TNA_0X84					7	35800000000
2020-06-02	IR	CLP_NDS_6M_USD_TNA_0X96	CLP_NDS_6M_USD_TNA_0X96					3	20700000000
2020-06-02	IR	CME_MXN_IRS_28M_MXN_TIIE_0X119	CME_MXN_IRS_28M_MXN_TIIE_0X119					8	2100000000
2020-06-02	IR	CME_MXN_IRS_28M_MXN_TIIE_0X12	CME_MXN_IRS_28M_MXN_TIIE_0X12					1	1100000000
2020-06-02	IR	CME_MXN_IRS_28M_MXN_TIIE_0X179	CME_MXN_IRS_28M_MXN_TIIE_0X179					2	515000000
2020-06-02	IR	CME_MXN_IRS_28M_MXN_TIIE_0X2	CME_MXN_IRS_28M_MXN_TIIE_0X2					1	9600000000
2020-06-02	IR	CME_MXN_IRS_28M_MXN_TIIE_0X23	CME_MXN_IRS_28M_MXN_TIIE_0X23					1	570000000
2020-06-02	IR	CME_MXN_IRS_28M_MXN_TIIE_0X35	CME_MXN_IRS_28M_MXN_TIIE_0X35					3	1540000000
2020-06-02	IR	CME_MXN_IRS_28M_MXN_TIIE_0X47	CME_MXN_IRS_28M_MXN_TIIE_0X47					3	1180000000
2020-06-02	IR	CME_MXN_IRS_28M_MXN_TIIE_0X59	CME_MXN_IRS_28M_MXN_TIIE_0X59					16	5845000000
2020-06-02	IR	CME_MXN_IRS_28M_MXN_TIIE_0X8	CME_MXN_IRS_28M_MXN_TIIE_0X8					1	380000000
2020-06-02	IR	CME_MXN_IRS_28M_MXN_TIIE_0X83	CME_MXN_IRS_28M_MXN_TIIE_0X83					5	1700000000
2020-06-02	IR	COP.7Y.IBR.OIS_20270604	COP.7Y.IBR.OIS_20270604	0.03695	0.03725	0.03695	0.03725	4	66000000000
2020-06-02	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12					2	150500000000
2020-06-02	IR	COP_NOIS_IBR__0X120	COP_NOIS_IBR__0X120					1	18000000000
2020-06-02	IR	COP_NOIS_IBR__0X18	COP_NOIS_IBR__0X18					2	102000000000
2020-06-02	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24					2	76000000000
2020-06-02	IR	COP_NOIS_IBR__0X3	COP_NOIS_IBR__0X3					1	446000000000
2020-06-02	IR	COP_NOIS_IBR__0X48	COP_NOIS_IBR__0X48					1	20000000000
2020-06-02	IR	COP_NOIS_IBR__0X6	COP_NOIS_IBR__0X6					1	224000000000
2020-06-02	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60					6	136000000000
2020-06-02	IR	COP_NOIS_IBR__0X72	COP_NOIS_IBR__0X72					3	42000000000
2020-06-02	IR	COP_NOIS_IBR__0X84	COP_NOIS_IBR__0X84					5	78000000000
2020-06-02	IR	COP_NOIS_IBR__0X9	COP_NOIS_IBR__0X9					2	200000000000
2020-06-02	IR	COP_NOIS_IBR__0X96	COP_NOIS_IBR__0X96					1	11000000000
2020-06-02	IR	EUR.10Y.6M_20300904	EUR.10Y.6M_20300904	-0.00088	-0.00088	-0.00088	-0.00088	1	8000000
2020-06-02	IR	EUR.2Y.3M_20220604	EUR.2Y.3M_20220604	-0.004105	-0.004105	-0.004105	-0.004105	1	1202700000
2020-06-02	IR	EUR.2Y.6M_20220604	EUR.2Y.6M_20220604	-0.00306	-0.00306	-0.00306	-0.00306	1	1202700000
2020-06-02	IR	EUR.2Y.6M_20220904	EUR.2Y.6M_20220904	-0.0033	-0.0033	-0.0033	-0.0033	1	39000000
2020-06-02	IR	EUR.3Y.3M_20230604	EUR.3Y.3M_20230604	-0.004045	-0.004045	-0.004045	-0.004045	1	200000000
2020-06-02	IR	EUR.3Y.6M_20230604	EUR.3Y.6M_20230604	-0.00313	-0.00313	-0.00313	-0.00313	1	200000000
2020-06-02	IR	EUR.4Y.3M_20240604	EUR.4Y.3M_20240604	-0.003865	-0.00385	-0.003865	-0.00385	2	750000000
2020-06-02	IR	EUR.4Y.6M_20240604	EUR.4Y.6M_20240604	-0.00302	-0.003	-0.00302	-0.003	2	750000000
2020-06-02	IR	EUR.6Y.3M.ACT.ACT_20260604	EUR.6Y.3M.ACT.ACT_20260604	-0.00321	-0.00321	-0.00321	-0.00321	1	50000000
2020-06-02	IR	EUR.6Y.EONIA.OIS_20260604	EUR.6Y.EONIA.OIS_20260604	-0.0043	-0.0043	-0.0043	-0.0043	1	50000000
2020-06-02	IR	EUR.USD.20Y.3M.BSX_20400604	EUR.USD.20Y.3M.BSX_20400604	-0.0020375	-0.0020375	-0.0020375	-0.0020375	1	15000000
2020-06-02	IR	EUR.USD.3Y.3M.BSX_20230604	EUR.USD.3Y.3M.BSX_20230604	-0.0019875	-0.0019875	-0.0019875	-0.0019875	1	100000000
2020-06-02	IR	GBP.10Y.6M_20310602	GBP.10Y.6M_20310602	0.00455	0.00455	0.00455	0.00455	1	17000000
2020-06-02	IR	INR.USD.3Y.ifx.NDIRX_20230605	INR.USD.3Y.ifx.NDIRX_20230605	0.046	0.046	0.046	0.046	1	3000000
2020-06-02	IR	IRS_20200625_3M_NZD-BBR-FRA		0.277700	0.277700	0.277700	0.277700	1	11000000
2020-06-02	IR	IRS_20200708_3M_NZD-BBR-FRA		0.283300	0.283300	0.283300	0.283300	1	130000000
2020-06-02	IR	IRS_20200724_3M_NZD-BBR-FRA		0.284700	0.284700	0.284700	0.284700	1	130000000
2020-06-02	IR	IRS_20200817_3M_NZD-BBR-FRA		0.281300	0.281300	0.281300	0.281300	1	75000000
2020-06-02	IR	IRS_20200824_3M_NZD-BBR-FRA		0.279600	0.279600	0.279600	0.279600	1	130000000
2020-06-02	IR	IRS_20200826_3M_NZD-BBR-FRA		0.279100	0.279100	0.279100	0.279100	1	185000000
2020-06-02	IR	IRS_20200828_3M_NZD-BBR-FRA		0.278500	0.278500	0.278500	0.278500	1	130000000
2020-06-02	IR	IRS_20200916_3M_NZD-BBR-FRA		0.275000	0.275000	0.275000	0.275000	1	25000000
2020-06-02	IR	IRS_20201116_3M_NZD-BBR-FRA		0.270600	0.270600	0.270600	0.270600	1	172000000
2020-06-02	IR	IRS_20201117_3M_NZD-BBR-FRA		0.270400	0.270400	0.270400	0.270400	1	100000000
2020-06-02	IR	IRS_20201201_3M_NZD-BBR-FRA		0.267000	0.267000	0.267000	0.267000	1	272000000
2020-06-02	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X120	IRS_AUD_3MBBSW_USD_3MUSDL_0X120					1	52000000
2020-06-02	IR	IRS_CAD_1MCADB_CAD_3MCADB_0X48	IRS_CAD_1MCADB_CAD_3MCADB_0X48					2	373500000
2020-06-02	IR	IRS_CAD_1MCADB_CAD_3MCADB_0X60	IRS_CAD_1MCADB_CAD_3MCADB_0X60					2	300000000
2020-06-02	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X48	IRS_CAD_3MCDOR_USD_3MUSDL_0X48					1	250000000
2020-06-02	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X60	IRS_CAD_3MCDOR_USD_3MUSDL_0X60					4	725500000
2020-06-02	IR	IRS_CLF_1TUF_CLP_CAMA_0X17	IRS_CLF_1TUF_CLP_CAMA_0X17					1	300000
2020-06-02	IR	IRS_CLF_6MUF_CLP_CAMA_0X240	IRS_CLF_6MUF_CLP_CAMA_0X240					1	55000
2020-06-02	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X12	IRS_NZD_3MBKBM_USD_3MUSDL_0X12					2	300000000
2020-06-02	IR	IRS_USD_3MUSDL_COP_IBR_0X18	IRS_USD_3MUSDL_COP_IBR_0X18					1	16500000
2020-06-02	IR	JPY.10Y.3M.XCCY.BSX_20300604	JPY.10Y.3M.XCCY.BSX_20300604	-0.006585	-0.006585	-0.006625	-0.006625	6	16000000000
2020-06-02	IR	JPY.3Y.6M_20230604	JPY.3Y.6M_20230604	-0.00045	-0.00045	-0.00045	-0.00045	2	8340000000
2020-06-02	IR	JPY.5Y.6M_20250604	JPY.5Y.6M_20250604	-0.0004	-0.0004	-0.0004	-0.0004	1	3330000000
2020-06-02	IR	JPY.7Y.3M.XCCY.BSX_20270604	JPY.7Y.3M.XCCY.BSX_20270604	-0.0060962	-0.006075	-0.0061	-0.006075	3	11500000000
2020-06-02	IR	JPY.9Y.3M.XCCY.BSX_20290604	JPY.9Y.3M.XCCY.BSX_20290604	-0.0064625	-0.0064485	-0.0064625	-0.0064625	5	8500000000
2020-06-02	IR	JSCC_JPY_IRS_6M_JPY_LIBOR_0X12	JSCC_JPY_IRS_6M_JPY_LIBOR_0X12					1	15070000000
2020-06-02	IR	JSCC_JPY_IRS_6M_JPY_LIBOR_0X18	JSCC_JPY_IRS_6M_JPY_LIBOR_0X18					1	20000000000
2020-06-02	IR	JSCC_JPY_IRS_6M_JPY_LIBOR_0X24	JSCC_JPY_IRS_6M_JPY_LIBOR_0X24					1	7510000000
2020-06-02	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X3	LCH_AUD_IRS_3M_AUD_BBSW_0X3					1	750000000
2020-06-02	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120					1	60000000
2020-06-02	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X48	LCH_NZD_IRS_3M_NZD_BKBM_0X48					2	125000000
2020-06-02	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X60	LCH_NZD_IRS_3M_NZD_BKBM_0X60					2	100000000
2020-06-02	IR	LCH_SGD_IRS_6M_SGD_SOR-VWAP_0X60	LCH_SGD_IRS_6M_SGD_SOR-VWAP_0X60					1	45000000
2020-06-02	IR	MXN.26*1.TIIE.28D_20220601	MXN.26*1.TIIE.28D_20220601	0.0483	0.04835	0.0483	0.04835	3	1040000000
2020-06-02	IR	TRY_IRS_3M_TRY_LIBOR_0X24	TRY_IRS_3M_TRY_LIBOR_0X24					1	79260600
2020-06-02	IR	TRY_IRS_3M_TRY_LIBOR_0X36	TRY_IRS_3M_TRY_LIBOR_0X36					1	55751100
2020-06-02	IR	USD.20Y.FF/3M_20400604	USD.20Y.FF/3M_20400604	0.0025	0.0025	0.0025	0.0025	1	12500000
2020-06-02	IR	USD.5Y.PRIME/3M_20250604	USD.5Y.PRIME/3M_20250604	-0.02915	-0.02915	-0.02915	-0.02915	1	100000000
2020-06-02	IR	USD.7Y.PRIME/3M_20270604	USD.7Y.PRIME/3M_20270604	-0.029125	-0.029125	-0.029125	-0.029125	1	50000000