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
2020-11-30	CD	276157	IG32 3Y - SEF	35.0	35.0	35.0	35.0	1	200000000
2020-11-30	CD	313271	iBoxx USD Liquid High Yield Index 20Dec20	312.75	312.75	312.75	312.75	1	50000000
2020-11-30	CD	316853	IG34 3Y - SEF	44.5	44.5	44.5	44.5	1	122000000
2020-11-30	CD	317562	HY34 5Y - SEF	108.435	108.56	108.435	108.56	2	20000000
2020-11-30	CD	336474	iBoxx USD Liquid High Yield Index 20Mar21	313.45	313.45	313.45	313.45	1	50000000
2020-11-30	CD	337355	IG35 5Y - SEF	50.65	51.4	50.0	50.05	19	1125000000
2020-11-30	CD	338011	CDXEM 34 - SEF	96.8	96.82	96.8	96.82	3	30000000
2020-11-30	CD	338385	HY35 5Y - SEF	108.86	108.99	108.7	108.99	14	130000000
2020-11-30	CD	CDX.EM.34.V1_60M	CDX.EM.34.V1_60M	0.9686	0.9688	0.968	0.9688	5	60000000
2020-11-30	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	5.3075	5.3876	5.2915	5.3876	8	82000000
2020-11-30	CU	0D_NDF_USD_CNY_NDF	0D_NDF_USD_CNY_NDF	6.581	6.582	6.581	6.582	2	22000000
2020-11-30	CU	0D_NDF_USD_COP_NDF	0D_NDF_USD_COP_NDF	3597.0	3597.0	3597.0	3597.0	1	5000000
2020-11-30	CU	0D_NDF_USD_IDR_NDF	0D_NDF_USD_IDR_NDF	14163.0	14163.0	14163.0	14163.0	2	75000000
2020-11-30	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	74.015	74.035	74.015	74.035	3	40000000
2020-11-30	CU	0D_NDF_USD_KRW_NDF	0D_NDF_USD_KRW_NDF	1106.82	1108.8	1106.82	1108.8	5	50000000
2020-11-30	CU	0D_NDF_USD_PHP_NDF	0D_NDF_USD_PHP_NDF	48.135	48.135	48.105	48.105	2	11000000
2020-11-30	CU	0D_NDF_USD_TWD_NDF	0D_NDF_USD_TWD_NDF	28.565	28.565	28.565	28.565	4	25000000
2020-11-30	CU	105D_NDF_USD_BRL_NDF	105D_NDF_USD_BRL_NDF	5.3468	5.3468	5.3468	5.3468	1	28000000
2020-11-30	CU	105D_NDF_USD_IDR_NDF	105D_NDF_USD_IDR_NDF	14277.0	14277.0	14277.0	14277.0	1	15000000
2020-11-30	CU	105D_NDF_USD_KRW_NDF	105D_NDF_USD_KRW_NDF	1107.63	1107.63	1107.63	1107.63	1	50000000
2020-11-30	CU	105D_NDF_USD_PEN_NDF	105D_NDF_USD_PEN_NDF	3.6055	3.6055	3.6055	3.6055	1	10000000
2020-11-30	CU	105D_NDF_USD_TWD_NDF	105D_NDF_USD_TWD_NDF	28.075	28.11	28.075	28.11	3	90000000
2020-11-30	CU	10D_EUR_AUD_A_FXO_-0.406_FXO	10D_EUR_AUD_A_FXO_-0.406_FXO	0.3595319	0.3595319	0.3595319	0.3595319	1	50000000
2020-11-30	CU	10D_GBP_USD_B_FXO_0.4783_FXO	10D_GBP_USD_B_FXO_0.4783_FXO	0.8818425	0.8818425	0.8818425	0.8818425	1	30000000
2020-11-30	CU	11D_USD_CAD_A_FXO_-0.2614_FXO	11D_USD_CAD_A_FXO_-0.2614_FXO	0.2092643	0.2092643	0.2092643	0.2092643	3	80000000
2020-11-30	CU	11D_USD_CAD_A_FXO_0.4058_FXO	11D_USD_CAD_A_FXO_0.4058_FXO	0.3889583	0.3889583	0.3889583	0.3889583	3	80000000
2020-11-30	CU	14D_NDF_USD_BRL_NDF	14D_NDF_USD_BRL_NDF	5.335	5.335	5.335	5.335	1	28000000
2020-11-30	CU	14D_NDF_USD_IDR_NDF	14D_NDF_USD_IDR_NDF	14173.0	14181.25	14173.0	14181.25	3	80000000
2020-11-30	CU	14D_NDF_USD_KRW_NDF	14D_NDF_USD_KRW_NDF	1107.3	1108.5	1107.3	1108.5	2	54000000
2020-11-30	CU	14D_NDF_USD_PEN_NDF	14D_NDF_USD_PEN_NDF	3.605	3.605	3.605	3.605	1	10000000
2020-11-30	CU	14D_NDF_USD_TWD_NDF	14D_NDF_USD_TWD_NDF	28.53	28.565	28.53	28.565	3	90000000
2020-11-30	CU	15D_NDF_USD_KRW_NDF	15D_NDF_USD_KRW_NDF	1108.5	1108.5	1108.5	1108.5	1	67000000
2020-11-30	CU	15D_USD_MXN_A_FXO_-0.4025_FXO	15D_USD_MXN_A_FXO_-0.4025_FXO	0.7432309	0.7432309	0.7432309	0.7432309	1	20000000
2020-11-30	CU	16D_NDF_USD_KRW_NDF	16D_NDF_USD_KRW_NDF	1108.508	1108.508	1108.508	1108.508	1	67000000
2020-11-30	CU	17D_EUR_USD_B_FXO_-0.3464_FXO	17D_EUR_USD_B_FXO_-0.3464_FXO	0.4058579	0.4058579	0.4058579	0.4058579	1	30000000
2020-11-30	CU	17D_EUR_USD_B_FXO_-0.3485_FXO	17D_EUR_USD_B_FXO_-0.3485_FXO	0.4093321	0.4093321	0.4093321	0.4093321	2	60000000
2020-11-30	CU	18D_AUD_USD_B_FXO_-0.1004_FXO	18D_AUD_USD_B_FXO_-0.1004_FXO	0.0923801	0.0923801	0.0923801	0.0923801	1	50000000
2020-11-30	CU	18D_EUR_USD_B_FXO_0.0601_FXO	18D_EUR_USD_B_FXO_0.0601_FXO	0.0510919	0.0510919	0.0510919	0.0510919	1	50000000
2020-11-30	CU	18D_EUR_USD_B_FXO_0.0631_FXO	18D_EUR_USD_B_FXO_0.0631_FXO	0.0541708	0.0541708	0.0541708	0.0541708	1	50000000
2020-11-30	CU	18D_EUR_USD_B_FXO_0.0743_FXO	18D_EUR_USD_B_FXO_0.0743_FXO	0.0669791	0.0669791	0.0669791	0.0669791	1	30000000
2020-11-30	CU	18D_USD_MXN_A_FXO_-0.0957_FXO	18D_USD_MXN_A_FXO_-0.0957_FXO	0.1216498	0.1216498	0.1216498	0.1216498	3	125000000
2020-11-30	CU	18D_USD_MXN_A_FXO_-0.3635_FXO	18D_USD_MXN_A_FXO_-0.3635_FXO	0.6981151	0.6981151	0.6981151	0.6981151	3	125000000
2020-11-30	CU	18D_USD_RUB_A_FXO_0.3869_FXO	18D_USD_RUB_A_FXO_0.3869_FXO	0.9618602	0.9618602	0.9618602	0.9618602	3	140000000
2020-11-30	CU	19D_NDF_USD_INR_NDF	19D_NDF_USD_INR_NDF	74.1065	74.1065	74.1065	74.1065	1	50000000
2020-11-30	CU	1D_AUD_USD_B_FXO_-0.4596_FXO	1D_AUD_USD_B_FXO_-0.4596_FXO	0.1834682	0.1834682	0.1834682	0.1834682	1	50000000
2020-11-30	CU	1D_AUD_USD_B_FXO_0.1613_FXO	1D_AUD_USD_B_FXO_0.1613_FXO	0.0407819	0.0407819	0.0407819	0.0407819	1	50000000
2020-11-30	CU	1D_EUR_JPY_A_FXO_-0.5163_FXO	1D_EUR_JPY_A_FXO_-0.5163_FXO	0.1643644	0.1643644	0.1643644	0.1643644	2	20000000
2020-11-30	CU	1D_EUR_JPY_A_FXO_0.4838_FXO	1D_EUR_JPY_A_FXO_0.4838_FXO	0.1491193	0.1491193	0.1491193	0.1491193	2	20000000
2020-11-30	CU	1D_GBP_USD_B_FXO_-0.0748_FXO	1D_GBP_USD_B_FXO_-0.0748_FXO	0.0340903	0.0340903	0.0340903	0.0340903	1	25000000
2020-11-30	CU	1D_GBP_USD_B_FXO_-0.1261_FXO	1D_GBP_USD_B_FXO_-0.1261_FXO	0.0637305	0.0637305	0.0637305	0.0637305	1	75000000
2020-11-30	CU	1D_NDF_USD_RUB_NDF	1D_NDF_USD_RUB_NDF	76.15	76.15	76.15	76.15	1	8000000
2020-11-30	CU	1M_EUR_USD_B_FXO_-0.4988_FXO	1M_EUR_USD_B_FXO_-0.4988_FXO	0.9001786	0.9001786	0.9001786	0.9001786	1	50000000
2020-11-30	CU	1M_EUR_USD_B_FXO_-0.4989_FXO	1M_EUR_USD_B_FXO_-0.4989_FXO	0.8538496	0.8538496	0.8538496	0.8538496	3	40000000
2020-11-30	CU	1M_EUR_USD_B_FXO_-0.5044_FXO	1M_EUR_USD_B_FXO_-0.5044_FXO	0.8913504	0.8913504	0.8913504	0.8913504	1	15000000
2020-11-30	CU	1M_EUR_USD_B_FXO_-0.5045_FXO	1M_EUR_USD_B_FXO_-0.5045_FXO	0.8685466	0.8685466	0.8685466	0.8685466	2	30000000
2020-11-30	CU	1M_EUR_USD_B_FXO_-0.5046_FXO	1M_EUR_USD_B_FXO_-0.5046_FXO	0.9078878	0.9078878	0.9078878	0.9078878	3	50000000
2020-11-30	CU	1M_EUR_USD_B_FXO_0.4954_FXO	1M_EUR_USD_B_FXO_0.4954_FXO	0.8618878	0.8618878	0.8618878	0.8618878	3	50000000
2020-11-30	CU	1M_EUR_USD_B_FXO_0.4955_FXO	1M_EUR_USD_B_FXO_0.4955_FXO	0.8255466	0.8255466	0.8255466	0.8255466	2	30000000
2020-11-30	CU	1M_EUR_USD_B_FXO_0.4956_FXO	1M_EUR_USD_B_FXO_0.4956_FXO	0.8473504	0.8473504	0.8473504	0.8473504	1	15000000
2020-11-30	CU	1M_EUR_USD_B_FXO_0.5011_FXO	1M_EUR_USD_B_FXO_0.5011_FXO	0.8408496	0.8408496	0.8408496	0.8408496	3	40000000
2020-11-30	CU	1M_EUR_USD_B_FXO_0.5012_FXO	1M_EUR_USD_B_FXO_0.5012_FXO	0.8861786	0.8861786	0.8861786	0.8861786	1	50000000
2020-11-30	CU	1M_USD_JPY_A_FXO_-0.2543_FXO	1M_USD_JPY_A_FXO_-0.2543_FXO	0.271648	0.271648	0.271648	0.271648	2	200000000
2020-11-30	CU	1M_USD_JPY_A_FXO_0.254_FXO	1M_USD_JPY_A_FXO_0.254_FXO	0.2479995	0.2479995	0.2479995	0.2479995	2	200000000
2020-11-30	CU	1W_EUR_GBP_A_FXO_-0.4989_FXO	1W_EUR_GBP_A_FXO_-0.4989_FXO	0.4916461	0.4916461	0.4916461	0.4916461	1	15000000
2020-11-30	CU	1W_EUR_GBP_A_FXO_0.501_FXO	1W_EUR_GBP_A_FXO_0.501_FXO	0.5027869	0.5027869	0.5027869	0.5027869	1	15000000
2020-11-30	CU	1W_GBP_USD_B_FXO_-0.2232_FXO	1W_GBP_USD_B_FXO_-0.2232_FXO	0.2990415	0.2990415	0.2990415	0.2990415	1	50000000
2020-11-30	CU	1Y_EUR_NOK_A_FXO_-0.4981_FXO	1Y_EUR_NOK_A_FXO_-0.4981_FXO	3.241218	3.241218	3.241218	3.241218	1	17500000
2020-11-30	CU	1Y_EUR_NOK_A_FXO_0.4982_FXO	1Y_EUR_NOK_A_FXO_0.4982_FXO	3.612141	3.612141	3.612141	3.612141	1	17500000
2020-11-30	CU	1Y_EUR_USD_B_FXO_-0.1654_FXO	1Y_EUR_USD_B_FXO_-0.1654_FXO	0.739053	0.739053	0.739053	0.739053	1	100000000
2020-11-30	CU	1Y_EUR_USD_B_FXO_-0.1664_FXO	1Y_EUR_USD_B_FXO_-0.1664_FXO	0.7443612	0.7443612	0.7443612	0.7443612	1	100000000
2020-11-30	CU	1Y_USD_TRY_A_FXO_-0.492_FXO	1Y_USD_TRY_A_FXO_-0.492_FXO	6.348415	6.348415	6.348415	6.348415	1	25000000
2020-11-30	CU	1Y_USD_TRY_A_FXO_0.4919_FXO	1Y_USD_TRY_A_FXO_0.4919_FXO	7.955954	7.955954	7.955954	7.955954	1	25000000
2020-11-30	CU	22D_USD_CNH_A_FXO_-0.442_FXO	22D_USD_CNH_A_FXO_-0.442_FXO	0.4147248	0.4147248	0.4147248	0.4147248	1	50000000
2020-11-30	CU	24D_USD_MXN_A_FXO_-0.4641_FXO	24D_USD_MXN_A_FXO_-0.4641_FXO	1.207583	1.207583	1.207583	1.207583	1	10000000
2020-11-30	CU	2D_EUR_GBP_A_FXO_0.4037_FXO	2D_EUR_GBP_A_FXO_0.4037_FXO	0.2361345	0.2361345	0.2361345	0.2361345	1	50000000
2020-11-30	CU	2D_EUR_JPY_A_FXO_0.1585_FXO	2D_EUR_JPY_A_FXO_0.1585_FXO	0.043159	0.043159	0.043159	0.043159	1	30000000
2020-11-30	CU	2D_EUR_JPY_A_FXO_0.1864_FXO	2D_EUR_JPY_A_FXO_0.1864_FXO	0.0548175	0.0548175	0.0548175	0.0548175	1	20000000
2020-11-30	CU	2D_GBP_USD_B_FXO_-0.2672_FXO	2D_GBP_USD_B_FXO_-0.2672_FXO	0.2001192	0.2001192	0.2001192	0.2001192	1	25000000
2020-11-30	CU	2D_GBP_USD_B_FXO_-0.3539_FXO	2D_GBP_USD_B_FXO_-0.3539_FXO	0.2933196	0.2933196	0.2933196	0.2933196	1	75000000
2020-11-30	CU	2D_NDF_USD_INR_NDF	2D_NDF_USD_INR_NDF	73.99	73.99	73.99	73.99	1	50000000
2020-11-30	CU	2M_EUR_HUF_A_FXO_-0.4992_FXO	2M_EUR_HUF_A_FXO_-0.4992_FXO	1.070811	1.070811	1.070811	1.070811	1	7500000
2020-11-30	CU	2M_EUR_HUF_A_FXO_0.5004_FXO	2M_EUR_HUF_A_FXO_0.5004_FXO	1.112519	1.112519	1.112519	1.112519	1	7500000
2020-11-30	CU	2M_EUR_USD_B_FXO_-0.4979_FXO	2M_EUR_USD_B_FXO_-0.4979_FXO	1.275058	1.275058	1.275058	1.275058	1	12500000
2020-11-30	CU	2M_EUR_USD_B_FXO_-0.5029_FXO	2M_EUR_USD_B_FXO_-0.5029_FXO	1.296126	1.296126	1.296126	1.296126	1	25000000
2020-11-30	CU	2M_EUR_USD_B_FXO_0.4971_FXO	2M_EUR_USD_B_FXO_0.4971_FXO	1.231126	1.231126	1.231126	1.231126	1	25000000
2020-11-30	CU	2M_EUR_USD_B_FXO_0.5021_FXO	2M_EUR_USD_B_FXO_0.5021_FXO	1.250058	1.250058	1.250058	1.250058	1	12500000
2020-11-30	CU	2M_USD_JPY_A_FXO_-0.2616_FXO	2M_USD_JPY_A_FXO_-0.2616_FXO	0.4393905	0.4393905	0.4393905	0.4393905	1	100000000
2020-11-30	CU	2M_USD_RUB_A_FXO_0.1716_FXO	2M_USD_RUB_A_FXO_0.1716_FXO	0.6678296	0.6678296	0.6678296	0.6678296	3	140000000
2020-11-30	CU	2W_EUR_GBP_A_FXO_-0.1154_FXO	2W_EUR_GBP_A_FXO_-0.1154_FXO	0.0967057	0.0967057	0.0967057	0.0967057	1	50000000
2020-11-30	CU	2W_EUR_GBP_A_FXO_0.4557_FXO	2W_EUR_GBP_A_FXO_0.4557_FXO	0.6293241	0.6293241	0.6293241	0.6293241	1	50000000
2020-11-30	CU	2W_EUR_JPY_A_FXO_0.1535_FXO	2W_EUR_JPY_A_FXO_0.1535_FXO	0.1036295	0.1036295	0.1036295	0.1036295	1	20000000
2020-11-30	CU	2Y_EUR_USD_B_FXO_0.2501_FXO	2Y_EUR_USD_B_FXO_0.2501_FXO	1.805762	1.805762	1.805762	1.805762	1	80000000
2020-11-30	CU	2Y_EUR_USD_B_FXO_0.2505_FXO	2Y_EUR_USD_B_FXO_0.2505_FXO	1.80917	1.80917	1.80917	1.80917	1	20000000
2020-11-30	CU	306D_NDF_USD_BRL_NDF	306D_NDF_USD_BRL_NDF	5.4655	5.4655	5.4655	5.4655	1	30000000
2020-11-30	CU	32D_NDF_USD_CNY_NDF	32D_NDF_USD_CNY_NDF	6.595	6.5975	6.595	6.5975	2	22000000
2020-11-30	CU	32D_NDF_USD_IDR_NDF	32D_NDF_USD_IDR_NDF	14195.0	14195.0	14195.0	14195.0	2	75000000
2020-11-30	CU	32D_NDF_USD_INR_NDF	32D_NDF_USD_INR_NDF	74.24	74.26	74.24	74.26	3	40000000
2020-11-30	CU	32D_NDF_USD_KRW_NDF	32D_NDF_USD_KRW_NDF	1107.0	1109.0	1107.0	1109.0	5	50000000
2020-11-30	CU	32D_NDF_USD_TWD_NDF	32D_NDF_USD_TWD_NDF	28.51	28.51	28.51	28.51	4	25000000
2020-11-30	CU	33D_NDF_USD_CNY_NDF	33D_NDF_USD_CNY_NDF	6.594	6.59975	6.594	6.59875	4	71000000
2020-11-30	CU	33D_NDF_USD_INR_NDF	33D_NDF_USD_INR_NDF	74.22	74.22	74.22	74.22	1	30000000
2020-11-30	CU	33D_NDF_USD_KRW_NDF	33D_NDF_USD_KRW_NDF	1106.9	1108.6	1106.9	1108.6	7	116000000
2020-11-30	CU	33D_NDF_USD_PHP_NDF	33D_NDF_USD_PHP_NDF	48.2	48.2	48.17	48.17	2	11000000
2020-11-30	CU	34D_NDF_USD_BRL_NDF	34D_NDF_USD_BRL_NDF	5.31	5.389	5.2941	5.356	14	175000000
2020-11-30	CU	3D_AUD_USD_B_FXO_-0.1967_FXO	3D_AUD_USD_B_FXO_-0.1967_FXO	0.091506	0.091506	0.091506	0.091506	1	75000000
2020-11-30	CU	3D_EUR_GBP_A_FXO_0.3804_FXO	3D_EUR_GBP_A_FXO_0.3804_FXO	0.2473229	0.2473229	0.2473229	0.2473229	1	30000000
2020-11-30	CU	3D_EUR_GBP_A_FXO_0.4126_FXO	3D_EUR_GBP_A_FXO_0.4126_FXO	0.2783172	0.2783172	0.2783172	0.2783172	1	20000000
2020-11-30	CU	3D_GBP_USD_B_FXO_-0.4303_FXO	3D_GBP_USD_B_FXO_-0.4303_FXO	0.5172436	0.5172436	0.5172436	0.5172436	1	50000000
2020-11-30	CU	3D_USD_MXN_A_FXO_-0.214_FXO	3D_USD_MXN_A_FXO_-0.214_FXO	0.1431419	0.1431419	0.1431419	0.1431419	1	10000000
2020-11-30	CU	3M_EUR_USD_B_FXO_0.1586_FXO	3M_EUR_USD_B_FXO_0.1586_FXO	0.3375323	0.3375323	0.3375323	0.3375323	1	100000000
2020-11-30	CU	3M_GBP_USD_B_FXO_0.3225_FXO	3M_GBP_USD_B_FXO_0.3225_FXO	1.167444	1.167444	1.167444	1.167444	3	100000000
2020-11-30	CU	43D_NDF_USD_IDR_NDF	43D_NDF_USD_IDR_NDF	14210.0	14210.0	14210.0	14210.0	2	65000000
2020-11-30	CU	4D_EUR_GBP_A_FXO_-0.1909_FXO	4D_EUR_GBP_A_FXO_-0.1909_FXO	0.1180734	0.1180734	0.1180734	0.1180734	1	50000000
2020-11-30	CU	4D_USD_CNH_A_FXO_0.0501_FXO	4D_USD_CNH_A_FXO_0.0501_FXO	0.0241428	0.0241428	0.0241428	0.0241428	1	30000000
2020-11-30	CU	4D_USD_CNH_A_FXO_0.0503_FXO	4D_USD_CNH_A_FXO_0.0503_FXO	0.0247137	0.0247137	0.0247137	0.0247137	2	180000000
2020-11-30	CU	4D_USD_CNH_A_FXO_0.0517_FXO	4D_USD_CNH_A_FXO_0.0517_FXO	0.0254897	0.0254897	0.0254897	0.0254897	1	20000000
2020-11-30	CU	4D_USD_JPY_A_FXO_0.1785_FXO	4D_USD_JPY_A_FXO_0.1785_FXO	0.0688624	0.0688624	0.0688624	0.0688624	2	65000000
2020-11-30	CU	4M_EUR_USD_B_FXO_-0.4987_FXO	4M_EUR_USD_B_FXO_-0.4987_FXO	1.767195	1.767195	1.767195	1.767195	1	26000000
2020-11-30	CU	4M_EUR_USD_B_FXO_0.5013_FXO	4M_EUR_USD_B_FXO_0.5013_FXO	1.702195	1.702195	1.702195	1.702195	1	26000000
2020-11-30	CU	62D_NDF_USD_BRL_NDF	62D_NDF_USD_BRL_NDF	5.3595	5.3595	5.3595	5.3595	1	40000000
2020-11-30	CU	6D_NDF_USD_COP_NDF	6D_NDF_USD_COP_NDF	3597.6	3597.6	3597.6	3597.6	1	5000000
2020-11-30	CU	6M_EUR_NOK_A_FXO_-0.499_FXO	6M_EUR_NOK_A_FXO_-0.499_FXO	2.334894	2.334894	2.334894	2.334894	1	25000000
2020-11-30	CU	6M_EUR_NOK_A_FXO_0.4992_FXO	6M_EUR_NOK_A_FXO_0.4992_FXO	2.521569	2.521569	2.521569	2.521569	1	25000000
2020-11-30	CU	90D_NDF_USD_INR_NDF	90D_NDF_USD_INR_NDF	74.655	74.655	74.655	74.655	1	30000000
2020-11-30	CU	NDF_USD_ARS_3M	NDF_USD_ARS Maturing on 2021-03-02	98.45	98.45	98.45	98.45	1	3000000
2020-11-30	CU	NDF_USD_BRL_10M	NDF_USD_BRL Maturing on 2021-10-04	5.4535	5.4535	5.4535	5.4535	1	20000000
2020-11-30	CU	NDF_USD_BRL_16D	NDF_USD_BRL Maturing on 2020-12-16	5.305	5.31	5.305	5.31	3	129000000
2020-11-30	CU	NDF_USD_BRL_1M	NDF_USD_BRL Maturing on 2021-01-05	5.302	5.3908	5.28856	5.33725	66	1816750000
2020-11-30	CU	NDF_USD_BRL_23D	NDF_USD_BRL Maturing on 2020-12-23	5.3173	5.3173	5.3173	5.3173	1	50000000
2020-11-30	CU	NDF_USD_BRL_2D	NDF_USD_BRL Maturing on 2020-12-02	5.29935	5.3325	5.299	5.3325	21	632500000
2020-11-30	CU	NDF_USD_BRL_2M	NDF_USD_BRL Maturing on 2021-02-02	5.3899	5.3899	5.3899	5.3899	1	75000000
2020-11-30	CU	NDF_USD_BRL_3D	NDF_USD_BRL Maturing on 2020-12-03	5.3337	5.3747	5.3337	5.3747	3	19000000
2020-11-30	CU	NDF_USD_BRL_3M	NDF_USD_BRL Maturing on 2021-03-17	5.317	5.322	5.317	5.322	3	129000000
2020-11-30	CU	NDF_USD_BRL_4M	NDF_USD_BRL Maturing on 2021-04-05	5.3694	5.3694	5.3694	5.3694	1	100000000
2020-11-30	CU	NDF_USD_BRL_8D	NDF_USD_BRL Maturing on 2020-12-08	5.316	5.316	5.316	5.316	1	50000000
2020-11-30	CU	NDF_USD_CLP_12M	NDF_USD_CLP Maturing on 2021-12-02	764.7	765.0	763.85	763.85	5	50000000
2020-11-30	CU	NDF_USD_CLP_15D	NDF_USD_CLP Maturing on 2020-12-15	769.31	769.31	769.31	769.31	4	45000000
2020-11-30	CU	NDF_USD_CLP_17D	NDF_USD_CLP Maturing on 2020-12-17	765.27	765.27	765.27	765.27	1	15000000
2020-11-30	CU	NDF_USD_CLP_1M	NDF_USD_CLP Maturing on 2021-01-04	766.95	769.0	762.3	766.1	157	1179000000
2020-11-30	CU	NDF_USD_CLP_24M	NDF_USD_CLP Maturing on 2022-12-02	768.5	769.5	768.5	769.5	2	20000000
2020-11-30	CU	NDF_USD_CLP_2D	NDF_USD_CLP Maturing on 2020-12-02	767.5	769.0	767.0	769.0	12	102500000
2020-11-30	CU	NDF_USD_CLP_2M	NDF_USD_CLP Maturing on 2021-02-02	765.7	765.84	765.0	765.84	4	50000000
2020-11-30	CU	NDF_USD_CLP_3D	NDF_USD_CLP Maturing on 2020-12-03	769.5	769.5	766.5	766.5	21	150500000
2020-11-30	CU	NDF_USD_CLP_3M	NDF_USD_CLP Maturing on 2021-03-02	765.4	765.8	764.65	765.8	12	190000000
2020-11-30	CU	NDF_USD_CLP_4D	NDF_USD_CLP Maturing on 2020-12-04	769.47	769.47	765.5	765.5	7	70000000
2020-11-30	CU	NDF_USD_CLP_6M	NDF_USD_CLP Maturing on 2021-06-02	763.4	765.55	763.4	765.0	13	445000000
2020-11-30	CU	NDF_USD_CLP_9M	NDF_USD_CLP Maturing on 2021-09-02	764.5	765.25	764.5	765.25	7	70000000
2020-11-30	CU	NDF_USD_CNY_1M	NDF_USD_CNY Maturing on 2021-01-04	6.594	6.594	6.594	6.594	1	33000000
2020-11-30	CU	NDF_USD_COP_14D	NDF_USD_COP Maturing on 2020-12-14	3599.55	3599.55	3599.55	3599.55	2	3500000
2020-11-30	CU	NDF_USD_COP_15D	NDF_USD_COP Maturing on 2020-12-15	3599.72	3599.72	3591.72	3597.72	5	25100000
2020-11-30	CU	NDF_USD_COP_18D	NDF_USD_COP Maturing on 2020-12-18	3592.0	3594.58	3592.0	3594.58	2	6028307
2020-11-30	CU	NDF_USD_COP_1M	NDF_USD_COP Maturing on 2021-01-04	3605.35	3607.5	3587.0	3602.0	104	378000000
2020-11-30	CU	NDF_USD_COP_21D	NDF_USD_COP Maturing on 2020-12-21	3592.18	3592.18	3592.18	3592.18	1	6000000
2020-11-30	CU	NDF_USD_COP_2D	NDF_USD_COP Maturing on 2020-12-02	3600.0	3600.0	3600.0	3600.0	6	19500000
2020-11-30	CU	NDF_USD_COP_2M	NDF_USD_COP Maturing on 2021-02-02	3601.65	3601.65	3601.65	3601.65	1	10000000
2020-11-30	CU	NDF_USD_COP_3D	NDF_USD_COP Maturing on 2020-12-03	3588.0	3598.0	3586.0	3596.0	22	128600000
2020-11-30	CU	NDF_USD_COP_3M	NDF_USD_COP Maturing on 2021-03-17	3617.1	3617.1	3617.1	3617.1	1	33200000
2020-11-30	CU	NDF_USD_COP_6M	NDF_USD_COP Maturing on 2021-06-02	3630.3	3630.3	3630.3	3630.3	1	33200000
2020-11-30	CU	NDF_USD_COP_7D	NDF_USD_COP Maturing on 2020-12-07	3588.45	3596.45	3588.45	3596.45	3	23000000
2020-11-30	CU	NDF_USD_IDR_16D	NDF_USD_IDR Maturing on 2020-12-16	14185.0	14185.0	14185.0	14185.0	1	30000000
2020-11-30	CU	NDF_USD_IDR_1M	NDF_USD_IDR Maturing on 2021-01-04	14200.0	14200.0	14200.0	14200.0	1	7000000
2020-11-30	CU	NDF_USD_IDR_3D	NDF_USD_IDR Maturing on 2020-12-03	14167.0	14167.0	14167.0	14167.0	1	7000000
2020-11-30	CU	NDF_USD_IDR_3M	NDF_USD_IDR Maturing on 2021-03-17	14291.0	14291.0	14291.0	14291.0	1	30000000
2020-11-30	CU	NDF_USD_IDR_9D	NDF_USD_IDR Maturing on 2020-12-09	14133.0	14133.0	14133.0	14133.0	1	6000000
2020-11-30	CU	NDF_USD_INR_1M	NDF_USD_INR Maturing on 2021-01-04	74.22	74.24	74.21	74.21	5	30000000
2020-11-30	CU	NDF_USD_INR_21D	NDF_USD_INR Maturing on 2020-12-21	74.0925	74.1065	74.0925	74.0925	2	50000000
2020-11-30	CU	NDF_USD_INR_3D	NDF_USD_INR Maturing on 2020-12-03	73.9975	74.02	73.9875	74.02	5	23000000
2020-11-30	CU	NDF_USD_INR_3M	NDF_USD_INR Maturing on 2021-03-02	74.675	74.675	74.675	74.675	2	20000000
2020-11-30	CU	NDF_USD_INR_4D	NDF_USD_INR Maturing on 2020-12-04	73.98	74.029	73.98	74.029	4	63000000
2020-11-30	CU	NDF_USD_KRW_16D	NDF_USD_KRW Maturing on 2020-12-16	1107.5	1107.5	1107.5	1107.5	1	10000000
2020-11-30	CU	NDF_USD_KRW_17D	NDF_USD_KRW Maturing on 2020-12-17	1107.50625	1107.50625	1107.50625	1107.50625	1	10000000
2020-11-30	CU	NDF_USD_KRW_1M	NDF_USD_KRW Maturing on 2021-01-04	1105.15	1108.0	1105.15	1108.0	6	131000000
2020-11-30	CU	NDF_USD_KRW_3D	NDF_USD_KRW Maturing on 2020-12-03	1107.0	1107.81	1106.46	1107.81	6	100500000
2020-11-30	CU	NDF_USD_KRW_3M	NDF_USD_KRW Maturing on 2021-03-02	1106.98	1106.98	1106.98	1106.98	1	38000000
2020-11-30	CU	NDF_USD_KRW_4D	NDF_USD_KRW Maturing on 2020-12-04	1107.11	1107.11	1107.11	1107.11	1	7500000
2020-11-30	CU	NDF_USD_KRW_9D	NDF_USD_KRW Maturing on 2020-12-09	1107.06	1107.06	1107.06	1107.06	1	50000000
2020-11-30	CU	NDF_USD_PEN_16D	NDF_USD_PEN Maturing on 2020-12-16	3.608	3.608	3.608	3.608	3	105000000
2020-11-30	CU	NDF_USD_PEN_1M	NDF_USD_PEN Maturing on 2021-01-04	3.6018	3.608	3.5998	3.606	59	239000000
2020-11-30	CU	NDF_USD_PEN_2D	NDF_USD_PEN Maturing on 2020-12-02	3.602	3.602	3.6	3.6	10	61000000
2020-11-30	CU	NDF_USD_PEN_3D	NDF_USD_PEN Maturing on 2020-12-03	3.6046	3.608	3.6046	3.608	2	8000000
2020-11-30	CU	NDF_USD_PEN_3M	NDF_USD_PEN Maturing on 2021-03-17	3.6082	3.6082	3.6082	3.6082	3	105000000
2020-11-30	CU	NDF_USD_PEN_6M	NDF_USD_PEN Maturing on 2021-06-02	3.6085	3.6085	3.608	3.608	2	20000000
2020-11-30	CU	NDF_USD_PHP_1M	NDF_USD_PHP Maturing on 2021-01-04	48.19	48.2	48.19	48.2	1	4000000
2020-11-30	CU	NDF_USD_PHP_2D	NDF_USD_PHP Maturing on 2020-12-02	48.125	48.135	48.125	48.135	1	4000000
2020-11-30	CU	NDF_USD_TWD_14D	NDF_USD_TWD Maturing on 2020-12-14	28.53	28.53	28.53	28.53	2	120000000
2020-11-30	CU	NDF_USD_TWD_16D	NDF_USD_TWD Maturing on 2020-12-16	28.525	28.527	28.525	28.527	4	200000000
2020-11-30	CU	NDF_USD_TWD_1M	NDF_USD_TWD Maturing on 2021-01-04	28.401	28.5	28.393	28.393	10	241000000
2020-11-30	CU	NDF_USD_TWD_2M	NDF_USD_TWD Maturing on 2021-02-02	28.225	28.28	28.225	28.275	6	275000000
2020-11-30	CU	NDF_USD_TWD_3M	NDF_USD_TWD Maturing on 2021-03-02	28.075	28.16	28.06	28.145	11	405000000
2020-11-30	CU	NDF_USD_TWD_4M	NDF_USD_TWD Maturing on 2021-04-06	27.995	27.995	27.995	27.995	1	50000000
2020-11-30	CU	NDF_USD_TWD_6M	NDF_USD_TWD Maturing on 2021-06-02	27.745	27.775	27.745	27.775	2	40000000
2020-11-30	CU	USDCNY20201204-R19310	Non Deliverable Forward Chinese Renminbi - Value Date 2020-12-04	6.58586	6.58586	6.58586	6.58586	1	3000000
2020-11-30	CU	USDCNY20201221-R19310	Non Deliverable Forward Chinese Renminbi - Value Date 2020-12-21	6.59377	6.59377	6.59377	6.59377	1	1000000
2020-11-30	CU	USDCNY20201222-R19310	Non Deliverable Forward Chinese Renminbi - Value Date 2020-12-22	6.59425	6.59425	6.59425	6.59425	1	3000000
2020-11-30	CU	USDCNY20210113-R19310	Non Deliverable Forward Chinese Renminbi - Value Date 2021-01-13	6.60481	6.60481	6.60481	6.60481	1	20000000
2020-11-30	CU	USDCNY20210114-R19310	Non Deliverable Forward Chinese Renminbi - Value Date 2021-01-14	6.60529	6.60529	6.60529	6.60529	1	2000000
2020-11-30	CU	USDCNY20210115-R19310	Non Deliverable Forward Chinese Renminbi - Value Date 2021-01-15	6.60577	6.60577	6.60577	6.60577	1	7000000
2020-11-30	CU	USDCNY20210119-R19310	Non Deliverable Forward Chinese Renminbi - Value Date 2021-01-19	6.60769	6.60769	6.60769	6.60769	1	5000000
2020-11-30	CU	USDCNY20210122-R19310	Non Deliverable Forward Chinese Renminbi - Value Date 2021-01-22	6.60912	6.60912	6.60912	6.60912	1	10000000
2020-11-30	CU	USDCNY20210128-R19310	Non Deliverable Forward Chinese Renminbi - Value Date 2021-01-28	6.612	6.612	6.612	6.612	1	16000000
2020-11-30	CU	USDIDR20201204-R19311	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-12-04	14172.57	14172.57	14172.57	14172.57	2	55000000
2020-11-30	CU	USDIDR20201216-R19311	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-12-16	14186.26	14186.26	14186.26	14186.26	6	68000000
2020-11-30	CU	USDIDR20201223-R19311	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-12-23	14193.53	14193.53	14193.53	14193.53	4	47000000
2020-11-30	CU	USDIDR20210104-R19311	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-01-04	14206.0	14206.0	14206.0	14206.0	2	38000000
2020-11-30	CU	USDIDR20210111-R19311	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-01-11	14214.44	14214.44	14214.44	14214.44	2	83000000
2020-11-30	CU	USDINR20201209-R19312	Non Deliverable Forward Indian Rupee - Value Date 2020-12-09	74.05	74.05	74.05	74.05	1	20000000
2020-11-30	CU	USDINR20201211-R19312	Non Deliverable Forward Indian Rupee - Value Date 2020-12-11	74.0636	74.0636	74.0636	74.0636	1	20000000
2020-11-30	CU	USDINR20201221-R19312	Non Deliverable Forward Indian Rupee - Value Date 2020-12-21	74.1319	74.1319	74.1319	74.1319	1	23000000
2020-11-30	CU	USDINR20201228-R19312	Non Deliverable Forward Indian Rupee - Value Date 2020-12-28	74.1797	74.1797	74.1797	74.1797	1	23000000
2020-11-30	CU	USDKRW20201207-R19313	Non Deliverable Forward South Korean Won - Value Date 2020-12-07	1107.564	1107.564	1107.564	1107.564	1	18000000
2020-11-30	CU	USDKRW20201208-R19313	Non Deliverable Forward South Korean Won - Value Date 2020-12-08	1107.577	1107.577	1107.577	1107.577	1	4000000
2020-11-30	CU	USDKRW20201215-R19313	Non Deliverable Forward South Korean Won - Value Date 2020-12-15	1107.651	1107.651	1107.651	1107.651	1	3000000
2020-11-30	CU	USDKRW20201216-R19313	Non Deliverable Forward South Korean Won - Value Date 2020-12-16	1107.661	1107.661	1107.661	1107.661	1	6000000
2020-11-30	CU	USDKRW20201223-R19313	Non Deliverable Forward South Korean Won - Value Date 2020-12-23	1107.731	1107.731	1107.731	1107.731	1	5000000
2020-11-30	CU	USDKRW20201228-R19313	Non Deliverable Forward South Korean Won - Value Date 2020-12-28	1107.782	1107.782	1107.782	1107.782	2	31000000
2020-11-30	CU	USDKRW20201231-R19313	Non Deliverable Forward South Korean Won - Value Date 2020-12-31	1107.812	1107.812	1107.812	1107.812	1	1000000
2020-11-30	CU	USDKRW20210104-R19313	Non Deliverable Forward South Korean Won - Value Date 2021-01-04	1107.752	1107.752	1107.752	1107.752	1	9000000
2020-11-30	CU	USDPEN20201207-R19317	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-12-07	3.6064	3.6064	3.6064	3.6064	7	68000000
2020-11-30	CU	USDPEN20201209-R19317	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-12-09	3.6064	3.6064	3.6064	3.6064	3	26000000
2020-11-30	CU	USDPEN20201210-R19317	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-12-10	3.6063	3.6063	3.6063	3.6063	2	21000000
2020-11-30	CU	USDPEN20201211-R19317	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-12-11	3.6062	3.6062	3.6062	3.6062	2	15000000
2020-11-30	CU	USDPEN20201214-R19317	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-12-14	3.6062	3.6062	3.6062	3.6062	3	15000000
2020-11-30	CU	USDPEN20201215-R19317	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-12-15	3.6062	3.6062	3.6062	3.6062	1	12000000
2020-11-30	CU	USDPEN20201216-R19317	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-12-16	3.6061	3.6061	3.6061	3.6061	5	66000000
2020-11-30	CU	USDPEN20201217-R19317	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-12-17	3.6061	3.6061	3.6061	3.6061	2	20000000
2020-11-30	CU	USDPEN20201218-R19317	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-12-18	3.606	3.606	3.606	3.606	1	3000000
2020-11-30	CU	USDPEN20201221-R19317	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-12-21	3.606	3.606	3.606	3.606	4	51000000
2020-11-30	CU	USDPEN20201223-R19317	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-12-23	3.6059	3.6059	3.6059	3.6059	3	19000000
2020-11-30	CU	USDPEN20201228-R19317	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-12-28	3.6058	3.6058	3.6058	3.6058	2	17000000
2020-11-30	CU	USDPEN20201231-R19317	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-12-31	3.6056	3.6056	3.6056	3.6056	1	10000000
2020-11-30	CU	USDPEN20210104-R19317	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-01-04	3.6056	3.6056	3.6056	3.6056	3	26000000
2020-11-30	CU	USDPEN20210128-R19317	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-01-28	3.6056	3.6056	3.6056	3.6056	1	27000000
2020-11-30	CU	USDPHP20201203-R19314	Non Deliverable Forward Philippine Peso - Value Date 2020-12-03	48.085	48.085	48.085	48.085	2	22000000
2020-11-30	CU	USDPHP20201204-R19314	Non Deliverable Forward Philippine Peso - Value Date 2020-12-04	48.0875	48.0875	48.0875	48.0875	1	2000000
2020-11-30	CU	USDPHP20201211-R19314	Non Deliverable Forward Philippine Peso - Value Date 2020-12-11	48.1034	48.1034	48.1034	48.1034	2	11000000
2020-11-30	CU	USDPHP20201215-R19314	Non Deliverable Forward Philippine Peso - Value Date 2020-12-15	48.1102	48.1102	48.1102	48.1102	2	2000000
2020-11-30	CU	USDPHP20201216-R19314	Non Deliverable Forward Philippine Peso - Value Date 2020-12-16	48.1118	48.1118	48.1118	48.1118	1	9000000
2020-11-30	CU	USDPHP20201218-R19314	Non Deliverable Forward Philippine Peso - Value Date 2020-12-18	48.1152	48.1152	48.1152	48.1152	1	5000000
2020-11-30	CU	USDPHP20201221-R19314	Non Deliverable Forward Philippine Peso - Value Date 2020-12-21	48.1203	48.1203	48.1203	48.1203	1	5000000
2020-11-30	CU	USDPHP20201223-R19314	Non Deliverable Forward Philippine Peso - Value Date 2020-12-23	48.1237	48.1237	48.1237	48.1237	2	12000000
2020-11-30	CU	USDPHP20210104-R19314	Non Deliverable Forward Philippine Peso - Value Date 2021-01-04	48.144	48.144	48.144	48.144	1	6000000
2020-11-30	CU	USDPHP20210114-R19314	Non Deliverable Forward Philippine Peso - Value Date 2021-01-14	48.1604	48.1604	48.1604	48.1604	1	4000000
2020-11-30	CU	USDPHP20210119-R19314	Non Deliverable Forward Philippine Peso - Value Date 2021-01-19	48.1686	48.1686	48.1686	48.1686	1	3000000
2020-11-30	CU	USDPHP20210120-R19314	Non Deliverable Forward Philippine Peso - Value Date 2021-01-20	48.1703	48.1703	48.1703	48.1703	1	4000000
2020-11-30	CU	USDPHP20210203-R19314	Non Deliverable Forward Philippine Peso - Value Date 2021-02-03	48.1935	48.1935	48.1935	48.1935	1	1000000
2020-11-30	CU	USDPHP20210226-R19314	Non Deliverable Forward Philippine Peso - Value Date 2021-02-26	48.2337	48.2337	48.2337	48.2337	1	1000000
2020-11-30	CU	USDTWD20201203-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-12-03	28.5606	28.5606	28.5606	28.5606	1	5000000
2020-11-30	CU	USDTWD20201204-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-12-04	28.5611	28.5611	28.5611	28.5611	1	4000000
2020-11-30	CU	USDTWD20201210-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-12-10	28.5613	28.5613	28.5613	28.5613	1	5000000
2020-11-30	CU	USDTWD20201221-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-12-21	28.5317	28.5317	28.5317	28.5317	1	46000000
2020-11-30	CU	USDTWD20201224-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-12-24	28.5236	28.5236	28.5236	28.5236	1	2000000
2020-11-30	CU	USDTWD20201228-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-12-28	28.5128	28.5128	28.5128	28.5128	2	48000000
2020-11-30	CU	USDTWD20201230-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-12-30	28.5074	28.5074	28.5074	28.5074	1	1000000
2020-11-30	CU	USDTWD20201231-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-12-31	28.5048	28.5048	28.5048	28.5048	2	11000000
2020-11-30	CU	USDTWD20210111-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-01-11	28.4381	28.4381	28.4381	28.4381	1	17000000
2020-11-30	CU	USDTWD20210112-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-01-12	28.4322	28.4322	28.4322	28.4322	2	168000000
2020-11-30	CU	USDTWD20210113-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-01-13	28.4263	28.4263	28.4263	28.4263	1	8000000
2020-11-30	CU	USDTWD20210114-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-01-14	28.4205	28.4205	28.4205	28.4205	1	1000000
2020-11-30	CU	USDTWD20210119-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-01-19	28.391	28.391	28.391	28.391	3	88000000
2020-11-30	CU	USDTWD20210120-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-01-20	28.3851	28.3851	28.3851	28.3851	2	80000000
2020-11-30	CU	USDTWD20210121-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-01-21	28.3792	28.3792	28.3792	28.3792	1	59000000
2020-11-30	CU	USDTWD20210122-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-01-22	28.3733	28.3733	28.3733	28.3733	1	4000000
2020-11-30	CU	USDTWD20210125-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-01-25	28.3556	28.3556	28.3556	28.3556	2	25000000
2020-11-30	CU	USDTWD20210126-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-01-26	28.3497	28.3497	28.3497	28.3497	4	62000000
2020-11-30	CU	USDTWD20210127-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-01-27	28.3438	28.3438	28.3438	28.3438	3	66000000
2020-11-30	CU	USDTWD20210201-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-02-01	28.3144	28.3144	28.3144	28.3144	1	25000000
2020-11-30	CU	USDTWD20210202-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-02-02	28.309	28.309	28.309	28.309	1	25000000
2020-11-30	CU	USDTWD20210205-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-02-05	28.2923	28.2923	28.2923	28.2923	1	50000000
2020-11-30	CU	USDTWD20210208-R19315	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-02-08	28.2757	28.2757	28.2757	28.2757	1	20000000
2020-11-30	EQ	TRS_CSI 500 Net Total Return Index_201202X211217_U	TRS_CSI 500 Net Total Return Index_USD With an Eff.dt of 2020-12-02 and Mat of 2021-12-17	-990.0	-990.0	-990.0	-990.0	2	46402
2020-11-30	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 2020-12-02 and Mat of 2021-03-19	-300.0	-300.0	-300.0	-300.0	1	4289
2020-11-30	IR	10Y 3M/6M		12.5	9.375	9.375	9.375	4	289000000
2020-11-30	IR	10Y LCH.sb		0.8425	0.8425	0.8425	0.8425	3	175000000
2020-11-30	IR	12Y 3M/6M		12.875	10.25	10.25	10.25	2	200000000
2020-11-30	IR	15Y 3M/6M		13.125	9.375	9.375	9.375	2	96000000
2020-11-30	IR	15Y SOFR/3M LCH		22.63	21.125	21.125	21.125	1	30000000
2020-11-30	IR	20Y 3M/6M		13.125	9.75	9.75	9.75	1	25000000
2020-11-30	IR	2Y 1M/3M		7.875	6.5	6.5	6.5	1	125000000
2020-11-30	IR	2Y FF/3M LCH		17.5	15.0	14.875	15.0	6	1125000000
2020-11-30	IR	30Y FF/3M LCH		17.75	16.75	16.75	16.75	1	19000000
2020-11-30	IR	3M.AUD.IRS_20210309	3M.AUD.IRS_20210309	0.000179	0.000179	0.000179	0.000179	1	101000000
2020-11-30	IR	3M.AUD.IRS_20210321	3M.AUD.IRS_20210321	0.0002	0.0002	0.0002	0.0002	1	105000000
2020-11-30	IR	3M.AUD.IRS_20210322	3M.AUD.IRS_20210322	0.000205	0.000205	0.000205	0.000205	1	52000000
2020-11-30	IR	3M.AUD.IRS_20210324	3M.AUD.IRS_20210324	0.000214	0.000214	0.000214	0.000214	1	65000000
2020-11-30	IR	3M.AUD.IRS_20210331	3M.AUD.IRS_20210331	0.000243	0.000243	0.000243	0.000243	1	118000000
2020-11-30	IR	3M.AUD.IRS_20210405	3M.AUD.IRS_20210405	0.000143	0.000143	0.000143	0.000143	1	305000000
2020-11-30	IR	3M.AUD.IRS_20210411	3M.AUD.IRS_20210411	0.000139	0.000139	0.000139	0.000139	1	150000000
2020-11-30	IR	3M.AUD.IRS_20210427	3M.AUD.IRS_20210427	0.000126	0.000126	0.000126	0.000126	2	200000000
2020-11-30	IR	3M.AUD.IRS_20210512	3M.AUD.IRS_20210512	0.000114	0.000114	0.000114	0.000114	1	172000000
2020-11-30	IR	3M.AUD.IRS_20210519	3M.AUD.IRS_20210519	0.000108	0.000108	0.000108	0.000108	1	58000000
2020-11-30	IR	3M.AUD.IRS_20210602	3M.AUD.IRS_20210602	0.000099	0.000099	0.000099	0.000099	1	332000000
2020-11-30	IR	3M.AUD.IRS_20210603	3M.AUD.IRS_20210603	0.000098	0.000098	0.000098	0.000098	1	156000000
2020-11-30	IR	3M.AUD.IRS_20210611	3M.AUD.IRS_20210611	0.000092	0.000092	0.000092	0.000092	2	955000000
2020-11-30	IR	3M.AUD.IRS_20210612	3M.AUD.IRS_20210612	0.0001	0.0001	0.0001	0.0001	1	257000000
2020-11-30	IR	3M.AUD.IRS_20210623	3M.AUD.IRS_20210623	0.000118	0.000118	0.000118	0.000118	1	96000000
2020-11-30	IR	3M.AUD.IRS_20210812	3M.AUD.IRS_20210812	0.000228	0.000228	0.000228	0.000228	1	247000000
2020-11-30	IR	3M.AUD.IRS_20210817	3M.AUD.IRS_20210817	0.000239	0.000239	0.000239	0.000239	1	50000000
2020-11-30	IR	3M.AUD.IRS_20210818	3M.AUD.IRS_20210818	0.000242	0.000242	0.000242	0.000242	1	144000000
2020-11-30	IR	3M.AUD.IRS_20210819	3M.AUD.IRS_20210819	0.000244	0.000244	0.000244	0.000244	1	53000000
2020-11-30	IR	3M.AUD.IRS_20211213	3M.AUD.IRS_20211213	0.0005	0.0005	0.0005	0.0005	1	114000000
2020-11-30	IR	3M.AUD.IRS_20211214	3M.AUD.IRS_20211214	0.000503	0.000503	0.000503	0.000503	1	114000000
2020-11-30	IR	3M.AUD.IRS_20211215	3M.AUD.IRS_20211215	0.000506	0.000506	0.000506	0.000506	1	511000000
2020-11-30	IR	3M.AUD.IRS_20211221	3M.AUD.IRS_20211221	0.000526	0.000526	0.000526	0.000526	1	511000000
2020-11-30	IR	3Y FF/3M LCH		19.0	16.5	15.875	15.875	4	900000000
2020-11-30	IR	3Y LCH.sb		0.29	0.29	0.29	0.29	5	963000000
2020-11-30	IR	4Y 3M/6M		9.75	6.75	6.75	6.75	3	375000000
2020-11-30	IR	4Y LCH.sb		0.3525	0.3525	0.3525	0.3525	5	1450000000
2020-11-30	IR	5Y 1M/3M		10.625	8.5	8.0	8.125	5	800000000
2020-11-30	IR	5Y 3M/6M		10.5	8.5	8.5	8.5	1	70000000
2020-11-30	IR	5Y FF/3M LCH		19.5	16.875	16.875	16.875	1	20000000
2020-11-30	IR	5Y LCH.sb		0.435	0.435	0.435	0.435	10	1280000000
2020-11-30	IR	5Y-5Y 3M/6M		10.5	10.5	10.5	10.5	3	400000000
2020-11-30	IR	6M.AUD.IRS_20210609	6M.AUD.IRS_20210609	0.000229	0.000229	0.000229	0.000229	1	60000000
2020-11-30	IR	6M.AUD.IRS_20210610	6M.AUD.IRS_20210610	0.000229	0.000229	0.000229	0.000229	2	211000000
2020-11-30	IR	6M.AUD.IRS_20210611	6M.AUD.IRS_20210611	0.000227	0.000227	0.000227	0.000227	1	324000000
2020-11-30	IR	6M.AUD.IRS_20210614	6M.AUD.IRS_20210614	0.00023	0.00023	0.00023	0.00023	1	100000000
2020-11-30	IR	6M.AUD.IRS_20210615	6M.AUD.IRS_20210615	0.000236	0.000236	0.000236	0.000236	1	180000000
2020-11-30	IR	6M.AUD.IRS_20210616	6M.AUD.IRS_20210616	0.000242	0.000242	0.000242	0.000242	1	33000000
2020-11-30	IR	6M.AUD.IRS_20210617	6M.AUD.IRS_20210617	0.000248	0.000248	0.000248	0.000248	1	177000000
2020-11-30	IR	6M.AUD.IRS_20210707	6M.AUD.IRS_20210707	0.000251	0.000251	0.000251	0.000251	1	57000000
2020-11-30	IR	6M.AUD.IRS_20210715	6M.AUD.IRS_20210715	0.000259	0.000259	0.000259	0.000259	1	56000000
2020-11-30	IR	6M.AUD.IRS_20210810	6M.AUD.IRS_20210810	0.000282	0.000282	0.000282	0.000282	1	50000000
2020-11-30	IR	6M.AUD.IRS_20210817	6M.AUD.IRS_20210817	0.000289	0.000289	0.000289	0.000289	1	56000000
2020-11-30	IR	6M.AUD.IRS_20210824	6M.AUD.IRS_20210824	0.000295	0.000295	0.000295	0.000295	1	84000000
2020-11-30	IR	6M.AUD.IRS_20210910	6M.AUD.IRS_20210910	0.00031	0.00031	0.00031	0.00031	1	105000000
2020-11-30	IR	6M.AUD.IRS_20210911	6M.AUD.IRS_20210911	0.000314	0.000314	0.000314	0.000314	1	21000000
2020-11-30	IR	6M.AUD.IRS_20210918	6M.AUD.IRS_20210918	0.000331	0.000331	0.000331	0.000331	1	90000000
2020-11-30	IR	6M.AUD.IRS_20210925	6M.AUD.IRS_20210925	0.000347	0.000347	0.000347	0.000347	1	90000000
2020-11-30	IR	6M.AUD.IRS_20211105	6M.AUD.IRS_20211105	0.000443	0.000443	0.000443	0.000443	1	61000000
2020-11-30	IR	6M.AUD.IRS_20211106	6M.AUD.IRS_20211106	0.000447	0.000447	0.000447	0.000447	1	29000000
2020-11-30	IR	6M.AUD.IRS_20220224	6M.AUD.IRS_20220224	0.000749	0.000749	0.000749	0.000749	1	85000000
2020-11-30	IR	6M.AUD.IRS_20220303	6M.AUD.IRS_20220303	0.000775	0.000775	0.000775	0.000775	1	85000000
2020-11-30	IR	7Y 1M/3M		11.125	9.5	9.5	9.5	1	40000000
2020-11-30	IR	7Y FF/3M LCH		19.375	17.375	17.375	17.375	1	75000000
2020-11-30	IR	8Y ANN/6s PLN IRS_20281202	8Y ANN/6s PLN IRS_20281202	0.00955	0.0096	0.00955	0.0096	3	124000000
2020-11-30	IR	AUD.10Y.6M.DEC20.EFP_20301201	AUD.10Y.6M.DEC20.EFP_20301201	0.008775	0.008775	0.008775	0.008775	1	26000000
2020-11-30	IR	AUD.1Y.1Y.FWD.3M_20221201	AUD.1Y.1Y.FWD.3M_20221201	0.0012	0.0012	0.0012	0.0012	2	500000000
2020-11-30	IR	AUD.3Y.3M_20231201	AUD.3Y.3M_20231201	0.001325	0.001325	0.001325	0.001325	1	83000000
2020-11-30	IR	AUD.5Y.6M_20251201	AUD.5Y.6M_20251201	0.0034	0.0034	0.0034	0.0034	1	50000000
2020-11-30	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X4	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X4	2.0675	2.0675	2.0675	2.0675	1	2441290078
2020-11-30	IR	CAD_IRS_3M_CAD_CDOR_0X108	CAD_IRS_3M_CAD_CDOR_0X108	1.135	1.135	1.135	1.135	1	110500000
2020-11-30	IR	CAD_IRS_3M_CAD_CDOR_0X119	CAD_IRS_3M_CAD_CDOR_0X119	1.195	1.195	1.195	1.195	1	100000000
2020-11-30	IR	CLP.10Y.SB.TNA_20301202	CLP.10Y.SB.TNA_20301202	0.0272	0.0272	0.0272	0.0272	1	4300000000
2020-11-30	IR	CLP.4Y.SB.TNA_20241202	CLP.4Y.SB.TNA_20241202	0.0142	0.0142	0.0141	0.0141	2	12000000000
2020-11-30	IR	CLP.5Y.SB.TNA_20251202	CLP.5Y.SB.TNA_20251202	0.0169	0.0169	0.0169	0.0169	1	5000000000
2020-11-30	IR	CLP_NDS_6M_USD_TNA_0X108	CLP_NDS_6M_USD_TNA_0X108	2.57	2.57	2.57	2.57	1	3000000000
2020-11-30	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12	0.53	0.54	0.53	0.535	5	120000000000
2020-11-30	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120	2.72	2.73	2.72	2.73	5	21500000000
2020-11-30	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18	0.71	0.715	0.71	0.715	5	91900000000
2020-11-30	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24	0.88	0.9	0.88	0.9	5	81300000000
2020-11-30	IR	CLP_NDS_6M_USD_TNA_0X3	CLP_NDS_6M_USD_TNA_0X3	0.45	0.45	0.45	0.45	1	96000000000
2020-11-30	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36	1.16	1.16	1.16	1.16	1	8000000000
2020-11-30	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48	1.41	1.42	1.41	1.42	7	60500000000
2020-11-30	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60	1.69	1.69	1.69	1.69	2	10000000000
2020-11-30	IR	CLP_NDS_6M_USD_TNA_0X72	CLP_NDS_6M_USD_TNA_0X72	1.93	1.93	1.93	1.93	1	5000000000
2020-11-30	IR	CLP_NDS_6M_USD_TNA_0X84	CLP_NDS_6M_USD_TNA_0X84	2.21	2.22	2.21	2.21	6	33200000000
2020-11-30	IR	CLP_NDS_6M_USD_TNA_0X96	CLP_NDS_6M_USD_TNA_0X96	2.42	2.435	2.42	2.435	2	10400000000
2020-11-30	IR	CME_MXN_IRS_28M_MXN_TIIE_0X119	CME_MXN_IRS_28M_MXN_TIIE_0X119	5.59	5.59	5.59	5.59	1	100000000
2020-11-30	IR	CME_MXN_IRS_28M_MXN_TIIE_0X2	CME_MXN_IRS_28M_MXN_TIIE_0X2	4.46	4.46	4.46	4.46	1	1000000000
2020-11-30	IR	CME_MXN_IRS_28M_MXN_TIIE_0X35	CME_MXN_IRS_28M_MXN_TIIE_0X35	4.63	4.63	4.61	4.61	3	1070000000
2020-11-30	IR	COP.5Y.IBR.OIS_20251202	COP.5Y.IBR.OIS_20251202	0.0316	0.0316	0.0316	0.0316	1	16000000000
2020-11-30	IR	COP_NOIS_IBR__0X18	COP_NOIS_IBR__0X18	2.035	2.035	2.035	2.035	1	37000000000
2020-11-30	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24	2.15	2.15	2.15	2.15	1	56000000000
2020-11-30	IR	COP_NOIS_IBR__0X36	COP_NOIS_IBR__0X36	2.52	2.535	2.52	2.535	2	57000000000
2020-11-30	IR	COP_NOIS_IBR__0X48	COP_NOIS_IBR__0X48	2.875	2.875	2.875	2.875	2	67000000000
2020-11-30	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60	3.155	3.17	3.155	3.17	6	128000000000
2020-11-30	IR	COP_NOIS_IBR__0X9	COP_NOIS_IBR__0X9	1.75	1.76	1.75	1.76	3	291000000000
2020-11-30	IR	IRS_AUD_1MBBSW_AUD_3MBBSW_0X36	IRS_AUD_1MBBSW_AUD_3MBBSW_0X36	1.0	1.0	1.0	1.0	1	100000000
2020-11-30	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X108	IRS_AUD_3MBBSW_USD_3MUSDL_0X108	16.25	16.25	16.25	16.25	1	28000000
2020-11-30	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X12	IRS_AUD_3MBBSW_USD_3MUSDL_0X12	-0.625	-0.625	-0.625	-0.625	1	150000000
2020-11-30	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X120	IRS_AUD_3MBBSW_USD_3MUSDL_0X120	18.0	18.0	18.0	18.0	3	135500000
2020-11-30	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X36	IRS_AUD_3MBBSW_USD_3MUSDL_0X36	6.125	6.125	6.125	6.125	1	84000000
2020-11-30	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X360	IRS_AUD_3MBBSW_USD_3MUSDL_0X360	21.625	21.625	21.625	21.625	1	10000000
2020-11-30	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X48	IRS_AUD_3MBBSW_USD_3MUSDL_0X48	8.0	8.0	8.0	8.0	1	63000000
2020-11-30	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X24	IRS_CAD_3MCDOR_USD_3MUSDL_0X24	-29.5	-29.5	-29.5	-29.5	1	150000000
2020-11-30	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X60	IRS_CAD_3MCDOR_USD_3MUSDL_0X60	-21.0	-21.0	-21.0	-21.0	3	350000000
2020-11-30	IR	IRS_CHF_3MCHFL_USD_3MUSDL_0X12	IRS_CHF_3MCHFL_USD_3MUSDL_0X12	-11.25	-11.25	-11.25	-11.25	1	100000000
2020-11-30	IR	IRS_CLF_1TUF_CLP_CAMA_0X12	IRS_CLF_1TUF_CLP_CAMA_0X12	0.0	0.0	0.0	0.0	1	300000
2020-11-30	IR	IRS_CLF_6MUF_CLP_CAMA_0X144	IRS_CLF_6MUF_CLP_CAMA_0X144	0.0	0.0	0.0	0.0	1	194000
2020-11-30	IR	IRS_CLF_6MUF_CLP_CAMA_0X24	IRS_CLF_6MUF_CLP_CAMA_0X24	0.0	0.0	0.0	0.0	2	640000
2020-11-30	IR	IRS_CLF_6MUF_CLP_CAMA_0X300	IRS_CLF_6MUF_CLP_CAMA_0X300	0.0	0.0	0.0	0.0	1	47000
2020-11-30	IR	IRS_CLF_6MUF_CLP_CAMA_0X36	IRS_CLF_6MUF_CLP_CAMA_0X36	0.0	0.0	0.0	0.0	1	763000
2020-11-30	IR	IRS_CLF_6MUF_CLP_CAMA_0X48	IRS_CLF_6MUF_CLP_CAMA_0X48	0.0	0.0	0.0	0.0	1	318000
2020-11-30	IR	IRS_CLF_6MUF_CLP_CAMA_0X84	IRS_CLF_6MUF_CLP_CAMA_0X84	0.0	0.0	0.0	0.0	2	364000
2020-11-30	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X12	IRS_NZD_3MBKBM_USD_3MUSDL_0X12	-2.5	-2.5	-2.5	-2.5	1	200000000
2020-11-30	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X120	IRS_NZD_3MBKBM_USD_3MUSDL_0X120	23.875	23.875	23.75	23.75	2	54500000
2020-11-30	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X180	IRS_NZD_3MBKBM_USD_3MUSDL_0X180	30.0	30.0	30.0	30.0	1	10000000
2020-11-30	IR	IRS_USD_1MUSDL_MXN_28DMXNT_0X35	IRS_USD_1MUSDL_MXN_28DMXNT_0X35	-9.0	-9.0	-9.0	-9.0	1	8500000
2020-11-30	IR	IRS_USD_1MUSDL_MXN_28DMXNT_0X59	IRS_USD_1MUSDL_MXN_28DMXNT_0X59	-7.0	-7.0	-7.0	-7.0	1	10000000
2020-11-30	IR	IRS_USD_6MUSDL_CLP_CAMA_0X60	IRS_USD_6MUSDL_CLP_CAMA_0X60	38.0	38.0	38.0	38.0	1	20200000
2020-11-30	IR	IRS_USD_6MUSDL_CLP_CAMA_0X72	IRS_USD_6MUSDL_CLP_CAMA_0X72	39.5	39.5	39.5	39.5	1	8400000
2020-11-30	IR	IRS_USD_6MUSDL_CLP_CAMA_0X84	IRS_USD_6MUSDL_CLP_CAMA_0X84	40.0	40.5	40.0	40.5	2	21900000
2020-11-30	IR	JPY.1Y.6M_20211202	JPY.1Y.6M_20211202	-0.0005	-0.0005	-0.0005	-0.0005	2	20000000000
2020-11-30	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X36	LCH_AUD_IRS_3M_AUD_BBSW_0X36	0.12625	0.1325	0.12625	0.1325	8	914500000
2020-11-30	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120	0.86875	0.885	0.86875	0.885	4	117500000
2020-11-30	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X48	LCH_AUD_IRS_6M_AUD_BBSW_0X48	0.23	0.23125	0.23	0.23125	4	522000000
2020-11-30	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X60	LCH_AUD_IRS_6M_AUD_BBSW_0X60	0.33	0.33375	0.33	0.33375	4	299000000
2020-11-30	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X24	LCH_NZD_IRS_3M_NZD_BKBM_0X24	0.245	0.245	0.245	0.245	1	300500000
2020-11-30	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X36	LCH_NZD_IRS_3M_NZD_BKBM_0X36	0.29	0.29	0.29	0.29	1	200000000
2020-11-30	IR	MXN.39*1.TIIE.28D_20231128	MXN.39*1.TIIE.28D_20231128	0.046	0.046	0.046	0.046	1	250000000