tpSEF

Daily Activity Summary for tpSEF Inc.

Batch Date	Asset Class	Tradeable Instrument	Description	Opening Price	Trade High	Trade Low	Closing Price	Num of Trades	Total Notional Value
2021-12-03	CD	355947	IG36 5Y - SEF	52.66	53.2	52.66	53.2	2	125000000
2021-12-03	CD	356750	HY36 5Y - SEF	107.655	107.655	107.655	107.655	1	136000000
2021-12-03	CD	370691	S36 EUR 5Y (SEF)	57.375	58.0	56.5	58.0	33	1375000000
2021-12-03	CD	370694	S36 EUR 5Y (SEF 5:1)	57.0	57.625	56.5	57.625	5	300000000
2021-12-03	CD	371227	S36 XOVER 5Y (SEF)	280.0	281.625	275.75	281.625	23	250000000
2021-12-03	CD	371249	CDXEM 36 - SEF	95.05	95.1	94.92	94.92	13	180000000
2021-12-03	CD	371259	IG37 5Y - SEF	57.2	59.25	56.6	58.35	31	2066000000
2021-12-03	CD	371941	HY37 5Y - SEF	107.835	107.96	107.35	107.48	40	565000000
2021-12-03	CD	CDX.EM.36.V1_60M	CDX.EM.36.V1_60M	0.9505	0.951	0.9494	0.9494	6	120000000
2021-12-03	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	5.6698	5.67945	5.6579	5.6709	9	170500000
2021-12-03	CU	0D_NDF_USD_CLP_NDF	0D_NDF_USD_CLP_NDF	834.0	841.5	833.75	841.5	5	20000000
2021-12-03	CU	0D_NDF_USD_COP_NDF	0D_NDF_USD_COP_NDF	3937.0	3960.0	3937.0	3960.0	2	20000000
2021-12-03	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	75.12	75.215	75.12	75.215	3	30000000
2021-12-03	CU	0D_NDF_USD_KRW_NDF	0D_NDF_USD_KRW_NDF	1183.36	1183.36	1181.36	1182.5	4	21000000
2021-12-03	CU	0D_NDF_USD_PEN_NDF	0D_NDF_USD_PEN_NDF	4.071	4.0775	4.071	4.0725	7	86091467
2021-12-03	CU	0D_NDF_USD_PHP_NDF	0D_NDF_USD_PHP_NDF	50.49	50.49	50.49	50.49	1	19000000
2021-12-03	CU	0D_NDF_USD_TWD_NDF	0D_NDF_USD_TWD_NDF	27.715	27.725	27.715	27.725	3	30000000
2021-12-03	CU	100D_NDF_USD_PHP_NDF	100D_NDF_USD_PHP_NDF	50.86	50.86	50.86	50.86	2	20000000
2021-12-03	CU	103D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-03-16	5.7804	5.7804	5.7804	5.7804	2	150000000
2021-12-03	CU	103D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-03-16	845.6	851.15	845.6	848.2	7	150000000
2021-12-03	CU	103D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-03-16	3985.4	4004.4	3985.4	4004.4	14	295100000
2021-12-03	CU	103D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-03-16	75.965	75.965	75.965	75.965	2	50000000
2021-12-03	CU	103D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-03-16	4.101	4.101	4.101	4.101	1	20000000
2021-12-03	CU	103D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-03-16	50.86	50.8775	50.86	50.8775	3	40000000
2021-12-03	CU	10D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-12-13	3944.0	3951.5	3944.0	3951.5	3	22000000
2021-12-03	CU	10D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2021-12-13	14453.0	14453.0	14453.0	14453.0	1	26000000
2021-12-03	CU	118D_NDF_USD_BRL_NDF	118D_NDF_USD_BRL_NDF	5.81532	5.81554	5.81532	5.81554	3	300000000
2021-12-03	CU	11D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-12-14	3944.41	3944.41	3944.41	3944.41	2	12000000
2021-12-03	CU	12D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-12-15	5.6589	5.6829	5.64185	5.6829	6	459500000
2021-12-03	CU	12D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-12-15	837.0	842.5	837.0	842.0	9	280000000
2021-12-03	CU	12D_NDF_USD_CNY	NDF_USD_CNY Maturing on 2021-12-15	6.3855	6.3855	6.3855	6.3855	1	34000000
2021-12-03	CU	12D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-12-15	3951.0	3970.0	3944.48	3970.0	14	285707675
2021-12-03	CU	12D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-12-15	75.19	75.19	75.19	75.19	2	50000000
2021-12-03	CU	12D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-12-15	4.077	4.077	4.077	4.077	1	20000000
2021-12-03	CU	12D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-12-15	50.5	50.52	50.5	50.52	3	40000000
2021-12-03	CU	12D_USD_CAD_A_FXO_-0.2222_FXO	12D_USD_CAD_A_FXO_-0.2222_FXO	0.1559736	0.1559736	0.1559736	0.1559736	2	60000000
2021-12-03	CU	12D_USD_JPY_A_FXO_0.4457_FXO	12D_USD_JPY_A_FXO_0.4457_FXO	0.4888676	0.4888676	0.4888676	0.4888676	2	30000000
2021-12-03	CU	13D_NDF_USD_CNY_NDF	13D_NDF_USD_CNY_NDF	6.388	6.388	6.388	6.388	1	34000000
2021-12-03	CU	14D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-12-17	5.6633	5.6633	5.6454	5.6454	2	99000000
2021-12-03	CU	15D_NDF_USD_CLP_NDF	15D_NDF_USD_CLP_NDF	843.25	843.25	843.25	843.25	1	14000000
2021-12-03	CU	17D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-12-20	5.6648	5.6648	5.6469	5.6469	2	99000000
2021-12-03	CU	17D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-12-20	835.9	835.9	835.9	835.9	1	4000000
2021-12-03	CU	17D_NDF_USD_CNY	NDF_USD_CNY Maturing on 2021-12-20	6.388	6.388	6.388	6.388	1	34000000
2021-12-03	CU	181D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-06-02	5.921	5.921	5.921	5.921	1	25000000
2021-12-03	CU	182D_NDF_USD_PEN_NDF	182D_NDF_USD_PEN_NDF	4.128	4.128	4.127	4.127	5	49628059
2021-12-03	CU	186D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-06-07	76.94	76.94	76.94	76.94	1	100000000
2021-12-03	CU	186D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-06-07	1188.65	1188.65	1188.65	1188.65	1	50000000
2021-12-03	CU	19D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-12-22	1183.15	1183.15	1183.15	1183.15	2	120000000
2021-12-03	CU	1D_NDF_USD_KRW_NDF	1D_NDF_USD_KRW_NDF	1182.53	1182.53	1182.53	1182.53	1	1000000
2021-12-03	CU	1D_USD_CHF_A_FXO_-0.4497_FXO	1D_USD_CHF_A_FXO_-0.4497_FXO	0.1379681	0.1379681	0.1379681	0.1379681	1	50000000
2021-12-03	CU	1M_AUD_USD_B_FXO_-0.4971_FXO	1M_AUD_USD_B_FXO_-0.4971_FXO	0.8248444	0.8248444	0.8248444	0.8248444	1	15000000
2021-12-03	CU	1M_AUD_USD_B_FXO_-0.4976_FXO	1M_AUD_USD_B_FXO_-0.4976_FXO	0.8388442	0.8388442	0.8388442	0.8388442	1	15000000
2021-12-03	CU	1M_AUD_USD_B_FXO_-0.499_FXO	1M_AUD_USD_B_FXO_-0.499_FXO	0.8377322	0.8377322	0.8377322	0.8377322	1	35000000
2021-12-03	CU	1M_AUD_USD_B_FXO_0.501_FXO	1M_AUD_USD_B_FXO_0.501_FXO	0.8127322	0.8127322	0.8127322	0.8127322	1	35000000
2021-12-03	CU	1M_AUD_USD_B_FXO_0.5024_FXO	1M_AUD_USD_B_FXO_0.5024_FXO	0.8208442	0.8208442	0.8208442	0.8208442	1	15000000
2021-12-03	CU	1M_AUD_USD_B_FXO_0.5029_FXO	1M_AUD_USD_B_FXO_0.5029_FXO	0.8098444	0.8098444	0.8098444	0.8098444	1	15000000
2021-12-03	CU	1M_EUR_USD_B_FXO_-0.2481_FXO	1M_EUR_USD_B_FXO_-0.2481_FXO	0.3329714	0.3329714	0.3329714	0.3329714	1	100000000
2021-12-03	CU	1M_EUR_USD_B_FXO_0.2487_FXO	1M_EUR_USD_B_FXO_0.2487_FXO	0.3200622	0.3200622	0.3200622	0.3200622	1	100000000
2021-12-03	CU	1M_USD_BRL_A_FXO_-0.5096_FXO	1M_USD_BRL_A_FXO_-0.5096_FXO	1.919105	1.919105	1.919105	1.919105	1	5000000
2021-12-03	CU	1M_USD_BRL_A_FXO_0.4904_FXO	1M_USD_BRL_A_FXO_0.4904_FXO	1.919105	1.919105	1.919105	1.919105	1	5000000
2021-12-03	CU	1M_USD_CLP_A_FXO_-0.5135_FXO	1M_USD_CLP_A_FXO_-0.5135_FXO	2.698487	2.698487	2.698487	2.698487	6	50000000
2021-12-03	CU	1M_USD_CLP_A_FXO_0.4865_FXO	1M_USD_CLP_A_FXO_0.4865_FXO	2.698487	2.698487	2.698487	2.698487	6	50000000
2021-12-03	CU	1W_EUR_USD_B_FXO_-0.4966_FXO	1W_EUR_USD_B_FXO_-0.4966_FXO	0.3973821	0.3973821	0.3973821	0.3973821	1	15000000
2021-12-03	CU	1W_EUR_USD_B_FXO_0.5034_FXO	1W_EUR_USD_B_FXO_0.5034_FXO	0.4013821	0.4013821	0.4013821	0.4013821	1	15000000
2021-12-03	CU	1W_GBP_USD_B_FXO_0.4404_FXO	1W_GBP_USD_B_FXO_0.4404_FXO	0.4395675	0.4395675	0.4395675	0.4395675	1	20000000
2021-12-03	CU	1W_GBP_USD_B_FXO_0.4433_FXO	1W_GBP_USD_B_FXO_0.4433_FXO	0.443986	0.443986	0.443986	0.443986	2	30000000
2021-12-03	CU	1W_USD_CAD_A_FXO_-0.4764_FXO	1W_USD_CAD_A_FXO_-0.4764_FXO	0.3732202	0.3732202	0.3732202	0.3732202	1	75000000
2021-12-03	CU	1W_USD_CHF_A_FXO_-0.5088_FXO	1W_USD_CHF_A_FXO_-0.5088_FXO	0.3866797	0.3866797	0.3866797	0.3866797	1	25000000
2021-12-03	CU	1W_USD_CHF_A_FXO_0.4913_FXO	1W_USD_CHF_A_FXO_0.4913_FXO	0.3703816	0.3703816	0.3703816	0.3703816	1	25000000
2021-12-03	CU	1W_USD_KRW_A_FXO_0.4368_FXO	1W_USD_KRW_A_FXO_0.4368_FXO	0.3387804	0.3387804	0.3387804	0.3387804	1	30000000
2021-12-03	CU	1W_USD_KRW_A_FXO_0.4403_FXO	1W_USD_KRW_A_FXO_0.4403_FXO	0.342868	0.342868	0.342868	0.342868	1	20000000
2021-12-03	CU	20D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-12-23	5.63825	5.63825	5.63825	5.63825	1	68500000
2021-12-03	CU	20D_USD_JPY_A_FXO_0.375_FXO	20D_USD_JPY_A_FXO_0.375_FXO	0.4902052	0.4902052	0.4902052	0.4902052	1	50000000
2021-12-03	CU	24D_NDF_USD_BRL_NDF	24D_NDF_USD_BRL_NDF	5.709	5.709	5.709	5.709	2	80000000
2021-12-03	CU	277D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-09-06	869.85	869.85	869.85	869.85	1	25000000
2021-12-03	CU	278D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-09-07	864.4	866.9	864.4	866.9	3	50000000
2021-12-03	CU	278D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-09-07	1186.95	1187.92	1186.95	1187.92	2	55000000
2021-12-03	CU	27D_NDF_USD_BRL_NDF	27D_NDF_USD_BRL_NDF	5.689	5.7099	5.689	5.7099	2	80000000
2021-12-03	CU	27D_NDF_USD_CLP_NDF	27D_NDF_USD_CLP_NDF	843.8	844.11	843.8	844.11	2	54000000
2021-12-03	CU	28D_NDF_USD_BRL_NDF	28D_NDF_USD_BRL_NDF	5.702	5.715	5.6522	5.6779	24	766250000
2021-12-03	CU	2M_USD_CNH_A_FXO_-0.4991_FXO	2M_USD_CNH_A_FXO_-0.4991_FXO	0.6154894	0.6154894	0.6154894	0.6154894	1	25000000
2021-12-03	CU	2M_USD_CNH_A_FXO_0.5008_FXO	2M_USD_CNH_A_FXO_0.5008_FXO	0.6311023	0.6311023	0.6311023	0.6311023	1	25000000
2021-12-03	CU	2W_USD_CNH_A_FXO_0.3076_FXO	2W_USD_CNH_A_FXO_0.3076_FXO	0.1508595	0.1508595	0.1508595	0.1508595	1	50000000
2021-12-03	CU	2W_USD_CNH_A_FXO_0.3634_FXO	2W_USD_CNH_A_FXO_0.3634_FXO	0.1902677	0.1902677	0.1902677	0.1902677	1	150000000
2021-12-03	CU	31D_NDF_USD_CLP_NDF	31D_NDF_USD_CLP_NDF	836.8	845.25	836.55	844.0	12	51500000
2021-12-03	CU	31D_NDF_USD_CNY_NDF	31D_NDF_USD_CNY_NDF	6.397	6.397	6.397	6.397	1	8000000
2021-12-03	CU	31D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-01-03	3972.0	3972.0	3972.0	3972.0	1	15000000
2021-12-03	CU	31D_NDF_USD_COP_NDF	31D_NDF_USD_COP_NDF	3951.0	3972.3	3951.0	3972.3	2	20000000
2021-12-03	CU	31D_NDF_USD_IDR_NDF	31D_NDF_USD_IDR_NDF	14480.0	14502.0	14480.0	14500.0	6	126000000
2021-12-03	CU	31D_NDF_USD_PEN_NDF	31D_NDF_USD_PEN_NDF	4.078	4.084	4.078	4.0795	12	120719526
2021-12-03	CU	31D_NDF_USD_PHP_NDF	31D_NDF_USD_PHP_NDF	50.6	50.6	50.6	50.6	1	19000000
2021-12-03	CU	32D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-01-04	5.682	5.7062	5.6488	5.7062	31	1146400000
2021-12-03	CU	33D_NDF_USD_INR_NDF	33D_NDF_USD_INR_NDF	75.3775	75.48	75.3775	75.48	2	27000000
2021-12-03	CU	33D_NDF_USD_KRW_NDF	33D_NDF_USD_KRW_NDF	1184.0	1184.0	1182.0	1182.0	3	20000000
2021-12-03	CU	33D_NDF_USD_TWD_NDF	33D_NDF_USD_TWD_NDF	27.65	27.67	27.65	27.67	3	30000000
2021-12-03	CU	34D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-01-06	3959.18	3959.18	3959.18	3959.18	3	13000000
2021-12-03	CU	35D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-01-07	838.85	845.5	837.0	845.5	119	709500000
2021-12-03	CU	35D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-01-07	3951.0	3979.5	3936.5	3973.0	108	405272290
2021-12-03	CU	35D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2022-01-07	14500.0	14500.0	14500.0	14500.0	3	66000000
2021-12-03	CU	35D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-01-07	75.48	75.48	75.48	75.48	1	5000000
2021-12-03	CU	35D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-01-07	1183.0	1185.6	1183.0	1184.7	6	160000000
2021-12-03	CU	35D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-01-07	4.078	4.085	4.078	4.084	35	169000000
2021-12-03	CU	365D_NDF_USD_INR_NDF	365D_NDF_USD_INR_NDF	78.7	78.7	78.7	78.7	4	60000000
2021-12-03	CU	369D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-12-07	874.2	876.0	874.2	876.0	5	70000000
2021-12-03	CU	369D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-12-07	1189.15	1189.95	1189.15	1189.95	2	50000000
2021-12-03	CU	38D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-01-10	75.38	75.54	75.38	75.49	5	11000000
2021-12-03	CU	38D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-01-10	1184.2	1184.2	1183.7	1183.7	2	5000000
2021-12-03	CU	38D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-01-10	27.635	27.635	27.635	27.635	4	75000000
2021-12-03	CU	39D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-01-11	3973.98	3973.98	3973.98	3973.98	1	164250
2021-12-03	CU	3D_NDF_USD_BRL_NDF	3D_NDF_USD_BRL_NDF	5.6645	5.6645	5.6645	5.6645	1	13000000
2021-12-03	CU	3D_USD_CAD_A_FXO_-0.4407_FXO	3D_USD_CAD_A_FXO_-0.4407_FXO	0.1368345	0.1368345	0.1368345	0.1368345	1	75000000
2021-12-03	CU	40D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-01-12	3974.71	3974.71	3974.71	3974.71	1	959700
2021-12-03	CU	41D_USD_CLP_A_FXO_0.3194_FXO	41D_USD_CLP_A_FXO_0.3194_FXO	1.60762	1.60762	1.60762	1.60762	1	10000000
2021-12-03	CU	4D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-12-07	5.6498	5.6668	5.64975	5.64975	10	228000000
2021-12-03	CU	4D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-12-07	836.0	836.0	836.0	836.0	3	60000000
2021-12-03	CU	4D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-12-07	3937.0	3937.0	3937.0	3937.0	10	108000000
2021-12-03	CU	4D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-12-07	4.071	4.071	4.071	4.071	2	25000000
2021-12-03	CU	4D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-12-07	50.46	50.46	50.46	50.46	1	5000000
2021-12-03	CU	4D_USD_INR_A_FXO_-0.3507_FXO	4D_USD_INR_A_FXO_-0.3507_FXO	0.0975062	0.0975062	0.0975062	0.0975062	1	50000000
2021-12-03	CU	551D_NDF_USD_INR	NDF_USD_INR Maturing on 2023-06-07	80.58	80.58	80.58	80.58	1	35000000
2021-12-03	CU	57D_NDF_USD_BRL_NDF	57D_NDF_USD_BRL_NDF	5.73835	5.73835	5.73835	5.73835	1	100000000
2021-12-03	CU	5D_EUR_USD_B_FXO_0.3388_FXO	5D_EUR_USD_B_FXO_0.3388_FXO	0.178321	0.178321	0.178321	0.178321	2	50000000
2021-12-03	CU	5D_EUR_USD_B_FXO_0.4992_FXO	5D_EUR_USD_B_FXO_0.4992_FXO	0.2987458	0.2987458	0.2987458	0.2987458	1	20000000
2021-12-03	CU	5D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-12-08	5.63325	5.6533	5.63325	5.6533	2	87000000
2021-12-03	CU	5D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-12-08	75.115	75.28	75.115	75.2275	5	11000000
2021-12-03	CU	5D_NDF_USD_INR_NDF	5D_NDF_USD_INR_NDF	75.195	75.195	75.195	75.195	1	3000000
2021-12-03	CU	5D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-12-08	1183.0	1183.52	1182.0	1183.02	4	82000000
2021-12-03	CU	5D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-12-08	27.715	27.715	27.7	27.7	6	135000000
2021-12-03	CU	5M_USD_JPY_A_FXO_-0.1095_FXO	5M_USD_JPY_A_FXO_-0.1095_FXO	0.3119167	0.3119167	0.3119167	0.3119167	1	150000000
2021-12-03	CU	5M_USD_JPY_A_FXO_-0.1104_FXO	5M_USD_JPY_A_FXO_-0.1104_FXO	0.3148382	0.3148382	0.3148382	0.3148382	1	75500000
2021-12-03	CU	5M_USD_JPY_A_FXO_-0.2023_FXO	5M_USD_JPY_A_FXO_-0.2023_FXO	0.5984684	0.5984684	0.5984684	0.5984684	1	100000000
2021-12-03	CU	5M_USD_JPY_A_FXO_-0.2037_FXO	5M_USD_JPY_A_FXO_-0.2037_FXO	0.6038626	0.6038626	0.6038626	0.6038626	1	50000000
2021-12-03	CU	66D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-02-07	3954.5	3986.4	3954.5	3985.25	8	314000000
2021-12-03	CU	6D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-12-09	5.664	5.67585	5.6548	5.6548	3	231500000
2021-12-03	CU	6D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-12-09	835.0	841.0	835.0	841.0	9	122000000
2021-12-03	CU	6D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-12-09	3932.0	3966.0	3932.0	3966.0	14	377000000
2021-12-03	CU	6D_NDF_USD_IDR_NDF	6D_NDF_USD_IDR_NDF	14453.0	14453.0	14453.0	14453.0	1	26000000
2021-12-03	CU	6D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-12-09	1183.03	1183.03	1182.03	1182.03	4	197000000
2021-12-03	CU	6D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-12-09	4.0714	4.0778	4.0714	4.0778	8	90000000
2021-12-03	CU	6D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-12-09	50.467	50.467	50.467	50.467	1	3000000
2021-12-03	CU	6D_USD_INR_A_FXO_0.4988_FXO	6D_USD_INR_A_FXO_0.4988_FXO	0.2404011	0.2404011	0.2404011	0.2404011	1	50000000
2021-12-03	CU	6D_USD_JPY_A_FXO_0.4303_FXO	6D_USD_JPY_A_FXO_0.4303_FXO	0.3138168	0.3138168	0.3138168	0.3138168	1	60000000
2021-12-03	CU	6D_USD_JPY_A_FXO_0.441_FXO	6D_USD_JPY_A_FXO_0.441_FXO	0.3266401	0.3266401	0.3266401	0.3266401	2	130000000
2021-12-03	CU	6M_EUR_USD_B_FXO_-0.0993_FXO	6M_EUR_USD_B_FXO_-0.0993_FXO	0.2901443	0.2901443	0.2901443	0.2901443	1	90500000
2021-12-03	CU	6M_EUR_USD_B_FXO_-0.2477_FXO	6M_EUR_USD_B_FXO_-0.2477_FXO	0.8191654	0.8191654	0.8191654	0.8191654	1	50000000
2021-12-03	CU	6M_USD_CAD_A_FXO_-0.0995_FXO	6M_USD_CAD_A_FXO_-0.0995_FXO	0.2652981	0.2652981	0.2652981	0.2652981	1	57000000
2021-12-03	CU	6M_USD_CAD_A_FXO_-0.5_FXO	6M_USD_CAD_A_FXO_-0.5_FXO	1.933847	1.933847	1.933847	1.933847	1	25000000
2021-12-03	CU	6M_USD_CAD_A_FXO_0.1001_FXO	6M_USD_CAD_A_FXO_0.1001_FXO	0.2719095	0.2719095	0.2719095	0.2719095	1	57000000
2021-12-03	CU	6M_USD_CAD_A_FXO_0.4988_FXO	6M_USD_CAD_A_FXO_0.4988_FXO	2.05067	2.05067	2.05067	2.05067	1	25000000
2021-12-03	CU	730D_NDF_USD_INR_NDF	730D_NDF_USD_INR_NDF	82.27	82.27	82.27	82.27	4	60000000
2021-12-03	CU	734D_NDF_USD_INR	NDF_USD_INR Maturing on 2023-12-07	82.37	82.37	82.37	82.37	1	35000000
2021-12-03	CU	757D_NDF_USD_BRL_NDF	757D_NDF_USD_BRL_NDF	6.837	6.837	6.837	6.837	1	4000000
2021-12-03	CU	7D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-12-10	835.12	839.93	835.12	839.93	6	84000000
2021-12-03	CU	7D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-12-10	3944.45	3944.45	3944.45	3944.45	1	36000000
2021-12-03	CU	7D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-12-10	50.469	50.469	50.469	50.469	1	2000000
2021-12-03	CU	7D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-12-10	27.713	27.713	27.712	27.712	2	60000000
2021-12-03	CU	86D_NDF_USD_BRL_NDF	86D_NDF_USD_BRL_NDF	5.7308	5.7333	5.7308	5.7333	2	50000000
2021-12-03	CU	8D_NDF_USD_BRL_NDF	8D_NDF_USD_BRL_NDF	5.663	5.668	5.663	5.6674	3	210000000
2021-12-03	CU	8D_NDF_USD_CLP_NDF	8D_NDF_USD_CLP_NDF	838.5	843.0	838.5	842.0	7	168500000
2021-12-03	CU	8D_NDF_USD_CNY_NDF	8D_NDF_USD_CNY_NDF	6.3855	6.3855	6.3855	6.3855	1	34000000
2021-12-03	CU	8D_NDF_USD_COP_NDF	8D_NDF_USD_COP_NDF	3970.0	3970.0	3970.0	3970.0	1	20000000
2021-12-03	CU	8D_NDF_USD_IDR_NDF	8D_NDF_USD_IDR_NDF	14438.0	14438.0	14438.0	14438.0	1	20000000
2021-12-03	CU	8D_NDF_USD_INR_NDF	8D_NDF_USD_INR_NDF	75.19	75.19	75.19	75.19	2	50000000
2021-12-03	CU	8D_NDF_USD_PEN_NDF	8D_NDF_USD_PEN_NDF	4.07905	4.07905	4.075	4.077	8	99000000
2021-12-03	CU	8D_NDF_USD_PHP_NDF	8D_NDF_USD_PHP_NDF	50.5	50.5	50.5	50.5	1	10000000
2021-12-03	CU	90D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-03-03	5.76884	5.76884	5.76884	5.76884	3	400000000
2021-12-03	CU	90D_NDF_USD_IDR_NDF	90D_NDF_USD_IDR_NDF	14602.0	14605.0	14602.0	14605.0	4	80000000
2021-12-03	CU	94D_NDF_USD_ARS	NDF_USD_ARS Maturing on 2022-03-07	119.0	119.0	119.0	119.0	3	4000000
2021-12-03	CU	94D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-03-07	846.65	848.7	845.65	848.7	3	75000000
2021-12-03	CU	94D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-03-07	3997.5	3997.5	3997.5	3997.5	1	15000000
2021-12-03	CU	94D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2022-03-07	14602.0	14602.0	14602.0	14602.0	2	40000000
2021-12-03	CU	94D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-03-07	75.88	75.88	75.88	75.88	1	100000000
2021-12-03	CU	99D_NDF_USD_BRL_NDF	99D_NDF_USD_BRL_NDF	5.7847	5.7897	5.7847	5.78905	3	210000000
2021-12-03	CU	99D_NDF_USD_CLP_NDF	99D_NDF_USD_CLP_NDF	847.2	847.2	847.2	847.2	4	110000000
2021-12-03	CU	99D_NDF_USD_COP_NDF	99D_NDF_USD_COP_NDF	4004.5	4004.5	4004.5	4004.5	1	20000000
2021-12-03	CU	99D_NDF_USD_INR_NDF	99D_NDF_USD_INR_NDF	75.965	75.965	75.965	75.965	2	50000000
2021-12-03	CU	99D_NDF_USD_PEN_NDF	99D_NDF_USD_PEN_NDF	4.0995	4.102	4.0995	4.102	4	60000000
2021-12-03	CU	99D_NDF_USD_PHP_NDF	99D_NDF_USD_PHP_NDF	50.8575	50.8575	50.8575	50.8575	1	10000000
2021-12-03	CU	9D_NDF_USD_PHP_NDF	9D_NDF_USD_PHP_NDF	50.5025	50.5025	50.5025	50.5025	2	20000000
2021-12-03	CU	USDCNY20211215-R21191	Non Deliverable Forward Chinese Renminbi - Value Date 2021-12-15	6.37651	6.37651	6.37651	6.37651	1	7000000
2021-12-03	CU	USDCNY20211216-R21191	Non Deliverable Forward Chinese Renminbi - Value Date 2021-12-16	6.37712	6.37712	6.37712	6.37712	1	3000000
2021-12-03	CU	USDCNY20211217-R21191	Non Deliverable Forward Chinese Renminbi - Value Date 2021-12-17	6.37773	6.37773	6.37773	6.37773	1	3000000
2021-12-03	CU	USDCNY20211223-R21191	Non Deliverable Forward Chinese Renminbi - Value Date 2021-12-23	6.38138	6.38138	6.38138	6.38138	1	5000000
2021-12-03	CU	USDCNY20211224-R21191	Non Deliverable Forward Chinese Renminbi - Value Date 2021-12-24	6.38198	6.38198	6.38198	6.38198	1	5000000
2021-12-03	CU	USDCNY20211229-R21191	Non Deliverable Forward Chinese Renminbi - Value Date 2021-12-29	6.38503	6.38503	6.38503	6.38503	1	3000000
2021-12-03	CU	USDIDR20211209-R21192	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-12-09	14429.71	14429.71	14429.71	14429.71	4	27000000
2021-12-03	CU	USDIDR20211213-R21192	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-12-13	14439.14	14439.14	14439.14	14439.14	3	13000000
2021-12-03	CU	USDIDR20211214-R21192	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-12-14	14441.5	14441.5	14441.5	14441.5	1	8000000
2021-12-03	CU	USDIDR20211215-R21192	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-12-15	14443.41	14443.41	14443.41	14443.41	4	74000000
2021-12-03	CU	USDIDR20211216-R21192	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-12-16	14445.33	14445.33	14445.33	14445.33	1	1000000
2021-12-03	CU	USDIDR20211217-R21192	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-12-17	14447.24	14447.24	14447.24	14447.24	1	8000000
2021-12-03	CU	USDIDR20211222-R21192	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-12-22	14456.82	14456.82	14456.82	14456.82	2	13000000
2021-12-03	CU	USDIDR20211227-R21192	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-12-27	14466.4	14466.4	14466.4	14466.4	4	13000000
2021-12-03	CU	USDIDR20211228-R21192	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-12-28	14468.32	14468.32	14468.32	14468.32	2	34000000
2021-12-03	CU	USDIDR20211229-R21192	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-12-29	14470.23	14470.23	14470.23	14470.23	4	34000000
2021-12-03	CU	USDIDR20211230-R21192	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-12-30	14472.15	14472.15	14472.15	14472.15	2	24000000
2021-12-03	CU	USDIDR20211231-R21192	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-12-31	14474.07	14474.07	14474.07	14474.07	4	32000000
2021-12-03	CU	USDIDR20220103-R21192	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-01-03	14479.82	14479.82	14479.82	14479.82	4	25000000
2021-12-03	CU	USDIDR20220104-R21192	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-01-04	14481.74	14481.74	14481.74	14481.74	2	11000000
2021-12-03	CU	USDIDR20220105-R21192	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-01-05	14483.66	14483.66	14483.66	14483.66	2	15000000
2021-12-03	CU	USDIDR20220114-R21192	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-01-14	14499.45	14499.45	14499.45	14499.45	1	31000000
2021-12-03	CU	USDINR20211208-R21193	Non Deliverable Forward Indian Rupee - Value Date 2021-12-08	75.0514	75.0514	75.0514	75.0514	1	58000000
2021-12-03	CU	USDINR20211209-R21193	Non Deliverable Forward Indian Rupee - Value Date 2021-12-09	75.0579	75.0579	75.0579	75.0579	2	24000000
2021-12-03	CU	USDINR20211210-R21193	Non Deliverable Forward Indian Rupee - Value Date 2021-12-10	75.0643	75.0643	75.0643	75.0643	3	84000000
2021-12-03	CU	USDINR20211215-R21193	Non Deliverable Forward Indian Rupee - Value Date 2021-12-15	75.0981	75.0981	75.0981	75.0981	2	47000000
2021-12-03	CU	USDINR20211217-R21193	Non Deliverable Forward Indian Rupee - Value Date 2021-12-17	75.1144	75.1144	75.1144	75.1144	2	4000000
2021-12-03	CU	USDINR20211222-R21193	Non Deliverable Forward Indian Rupee - Value Date 2021-12-22	75.1549	75.1549	75.1549	75.1549	1	10000000
2021-12-03	CU	USDINR20211229-R21193	Non Deliverable Forward Indian Rupee - Value Date 2021-12-29	75.2118	75.2118	75.2118	75.2118	1	2000000
2021-12-03	CU	USDINR20211231-R21193	Non Deliverable Forward Indian Rupee - Value Date 2021-12-31	75.2281	75.2281	75.2281	75.2281	1	37000000
2021-12-03	CU	USDINR20220103-R21193	Non Deliverable Forward Indian Rupee - Value Date 2022-01-03	75.2525	75.2525	75.2525	75.2525	1	2000000
2021-12-03	CU	USDINR20220106-R21193	Non Deliverable Forward Indian Rupee - Value Date 2022-01-06	75.2769	75.2769	75.2769	75.2769	2	113000000
2021-12-03	CU	USDINR20220107-R21193	Non Deliverable Forward Indian Rupee - Value Date 2022-01-07	75.285	75.285	75.285	75.285	1	10000000
2021-12-03	CU	USDINR20220110-R21193	Non Deliverable Forward Indian Rupee - Value Date 2022-01-10	75.3101	75.3101	75.3101	75.3101	1	1000000
2021-12-03	CU	USDINR20220111-R21193	Non Deliverable Forward Indian Rupee - Value Date 2022-01-11	75.3184	75.3184	75.3184	75.3184	2	6000000
2021-12-03	CU	USDINR20220114-R21193	Non Deliverable Forward Indian Rupee - Value Date 2022-01-14	75.3435	75.3435	75.3435	75.3435	3	47000000
2021-12-03	CU	USDINR20220119-R21193	Non Deliverable Forward Indian Rupee - Value Date 2022-01-19	75.3854	75.3854	75.3854	75.3854	1	10000000
2021-12-03	CU	USDINR20220120-R21193	Non Deliverable Forward Indian Rupee - Value Date 2022-01-20	75.3937	75.3937	75.3937	75.3937	1	19000000
2021-12-03	CU	USDINR20220125-R21193	Non Deliverable Forward Indian Rupee - Value Date 2022-01-25	75.4356	75.4356	75.4356	75.4356	1	14000000
2021-12-03	CU	USDINR20220208-R21193	Non Deliverable Forward Indian Rupee - Value Date 2022-02-08	75.5531	75.5531	75.5531	75.5531	1	3000000
2021-12-03	CU	USDINR20220209-R21193	Non Deliverable Forward Indian Rupee - Value Date 2022-02-09	75.5617	75.5617	75.5617	75.5617	2	12000000
2021-12-03	CU	USDINR20220216-R21193	Non Deliverable Forward Indian Rupee - Value Date 2022-02-16	75.6217	75.6217	75.6217	75.6217	1	15000000
2021-12-03	CU	USDKRW20211213-R21194	Non Deliverable Forward South Korean Won - Value Date 2021-12-13	1180.954	1180.954	1180.954	1180.954	1	24000000
2021-12-03	CU	USDKRW20211214-R21194	Non Deliverable Forward South Korean Won - Value Date 2021-12-14	1180.98	1180.98	1180.98	1180.98	2	2000000
2021-12-03	CU	USDKRW20211215-R21194	Non Deliverable Forward South Korean Won - Value Date 2021-12-15	1181.008	1181.008	1181.008	1181.008	6	89000000
2021-12-03	CU	USDKRW20211216-R21194	Non Deliverable Forward South Korean Won - Value Date 2021-12-16	1181.036	1181.036	1181.036	1181.036	2	5000000
2021-12-03	CU	USDKRW20211217-R21194	Non Deliverable Forward South Korean Won - Value Date 2021-12-17	1181.064	1181.064	1181.064	1181.064	2	19000000
2021-12-03	CU	USDKRW20211220-R21194	Non Deliverable Forward South Korean Won - Value Date 2021-12-20	1181.149	1181.149	1181.149	1181.149	3	17000000
2021-12-03	CU	USDKRW20211221-R21194	Non Deliverable Forward South Korean Won - Value Date 2021-12-21	1181.177	1181.177	1181.177	1181.177	2	30000000
2021-12-03	CU	USDKRW20211222-R21194	Non Deliverable Forward South Korean Won - Value Date 2021-12-22	1181.205	1181.205	1181.205	1181.205	1	10000000
2021-12-03	CU	USDKRW20211223-R21194	Non Deliverable Forward South Korean Won - Value Date 2021-12-23	1181.233	1181.233	1181.233	1181.233	2	6000000
2021-12-03	CU	USDKRW20211230-R21194	Non Deliverable Forward South Korean Won - Value Date 2021-12-30	1181.43	1181.43	1181.43	1181.43	4	49000000
2021-12-03	CU	USDKRW20220103-R21194	Non Deliverable Forward South Korean Won - Value Date 2022-01-03	1181.258	1181.258	1181.258	1181.258	2	60000000
2021-12-03	CU	USDKRW20220104-R21194	Non Deliverable Forward South Korean Won - Value Date 2022-01-04	1181.258	1181.258	1181.258	1181.258	1	5000000
2021-12-03	CU	USDKRW20220107-R21194	Non Deliverable Forward South Korean Won - Value Date 2022-01-07	1181.37	1181.37	1181.37	1181.37	1	3000000
2021-12-03	CU	USDKRW20220110-R21194	Non Deliverable Forward South Korean Won - Value Date 2022-01-10	1181.433	1181.433	1181.433	1181.433	1	10000000
2021-12-03	CU	USDKRW20220118-R21194	Non Deliverable Forward South Korean Won - Value Date 2022-01-18	1181.601	1181.601	1181.601	1181.601	1	1000000
2021-12-03	CU	USDKRW20220119-R21194	Non Deliverable Forward South Korean Won - Value Date 2022-01-19	1181.622	1181.622	1181.622	1181.622	1	3000000
2021-12-03	CU	USDKRW20220120-R21194	Non Deliverable Forward South Korean Won - Value Date 2022-01-20	1181.643	1181.643	1181.643	1181.643	1	5000000
2021-12-03	CU	USDKRW20220121-R21194	Non Deliverable Forward South Korean Won - Value Date 2022-01-21	1181.664	1181.664	1181.664	1181.664	1	7000000
2021-12-03	CU	USDKRW20220124-R21194	Non Deliverable Forward South Korean Won - Value Date 2022-01-24	1181.726	1181.726	1181.726	1181.726	2	10000000
2021-12-03	CU	USDMYR20211215-R21195	Non Deliverable Forward Malaysian Ringgit - Value Date 2021-12-15	4.23675	4.23675	4.23675	4.23675	1	1000000
2021-12-03	CU	USDMYR20211223-R21195	Non Deliverable Forward Malaysian Ringgit - Value Date 2021-12-23	4.23875	4.23875	4.23875	4.23875	1	2000000
2021-12-03	CU	USDMYR20220107-R21195	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-01-07	4.2425	4.2425	4.2425	4.2425	1	1000000
2021-12-03	CU	USDPHP20211207-R21196	Non Deliverable Forward Philippine Peso - Value Date 2021-12-07	50.3884	50.3884	50.3884	50.3884	1	9000000
2021-12-03	CU	USDPHP20211210-R21196	Non Deliverable Forward Philippine Peso - Value Date 2021-12-10	50.3984	50.3984	50.3984	50.3984	2	8000000
2021-12-03	CU	USDPHP20211213-R21196	Non Deliverable Forward Philippine Peso - Value Date 2021-12-13	50.4085	50.4085	50.4085	50.4085	1	5000000
2021-12-03	CU	USDPHP20211214-R21196	Non Deliverable Forward Philippine Peso - Value Date 2021-12-14	50.4118	50.4118	50.4118	50.4118	2	8000000
2021-12-03	CU	USDPHP20211216-R21196	Non Deliverable Forward Philippine Peso - Value Date 2021-12-16	50.4184	50.4184	50.4184	50.4184	2	3000000
2021-12-03	CU	USDPHP20211221-R21196	Non Deliverable Forward Philippine Peso - Value Date 2021-12-21	50.4348	50.4348	50.4348	50.4348	2	18000000
2021-12-03	CU	USDPHP20211222-R21196	Non Deliverable Forward Philippine Peso - Value Date 2021-12-22	50.4381	50.4381	50.4381	50.4381	1	3000000
2021-12-03	CU	USDPHP20211223-R21196	Non Deliverable Forward Philippine Peso - Value Date 2021-12-23	50.4414	50.4414	50.4414	50.4414	2	7000000
2021-12-03	CU	USDPHP20211231-R21196	Non Deliverable Forward Philippine Peso - Value Date 2021-12-31	50.4677	50.4677	50.4677	50.4677	1	7000000
2021-12-03	CU	USDPHP20220103-R21196	Non Deliverable Forward Philippine Peso - Value Date 2022-01-03	50.4776	50.4776	50.4776	50.4776	2	10000000
2021-12-03	CU	USDPHP20220106-R21196	Non Deliverable Forward Philippine Peso - Value Date 2022-01-06	50.4875	50.4875	50.4875	50.4875	1	2000000
2021-12-03	CU	USDPHP20220107-R21196	Non Deliverable Forward Philippine Peso - Value Date 2022-01-07	50.4913	50.4913	50.4913	50.4913	1	3000000
2021-12-03	CU	USDTWD20211208-R21197	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-12-08	27.7103	27.7103	27.7103	27.7103	1	50000000
2021-12-03	CU	USDTWD20211209-R21197	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-12-09	27.7086	27.7086	27.7086	27.7086	1	25000000
2021-12-03	CU	USDTWD20211210-R21197	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-12-10	27.7069	27.7069	27.7069	27.7069	1	75000000
2021-12-03	CU	USDTWD20211216-R21197	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-12-16	27.6973	27.6973	27.6973	27.6973	1	10000000
2021-12-03	CU	USDTWD20211220-R21197	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-12-20	27.6919	27.6919	27.6919	27.6919	1	3000000
2021-12-03	CU	USDTWD20211224-R21197	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-12-24	27.6865	27.6865	27.6865	27.6865	1	5000000
2021-12-03	CU	USDTWD20211227-R21197	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-12-27	27.6825	27.6825	27.6825	27.6825	2	30000000
2021-12-03	CU	USDTWD20211230-R21197	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-12-30	27.6784	27.6784	27.6784	27.6784	1	50000000
2021-12-03	CU	USDTWD20220103-R21197	Non Deliverable Forward Taiwan New Dollar - Value Date 2022-01-03	27.673	27.673	27.673	27.673	2	78000000
2021-12-03	EQ	3951	SPX VAR SWAP [SEF]	29.75	29.75	29.75	29.75	1	100000
2021-12-03	IR	10Y FF/3M LCH		23.875	24.0	24.0	24.0	1	30000000
2021-12-03	IR	10Y Q/3s ZAR IRS_20311203	10Y Q/3s ZAR IRS_20311203	0.076	0.076	0.0757	0.0757	2	450000000
2021-12-03	IR	10Y SOFR LCH		1.255	1.255	1.255	1.255	5	250000000
2021-12-03	IR	10Y SOFR/3M LCH		24.625	24.625	24.625	24.625	2	250000000
2021-12-03	IR	10Y-10Y SOFR/3M LCH		23.875	25.875	25.75	25.875	2	256000000
2021-12-03	IR	18Mx1D_USD-USD-SOFR-COMPOUND_0_Straddle_360	18Mx1D_USD-USD-SOFR-COMPOUND_0_Straddle_360	0.009025	0.009025	0.009025	0.009025	1	200000000
2021-12-03	IR	18Mx1D_USD-USD-SOFR-OIS Compound_0_Straddle_360	18Mx1D_USD-USD-SOFR-OIS Compound_0_Straddle_360	0.009025	0.009025	0.009025	0.009025	1	200000000
2021-12-03	IR	1Y Q/3s ZAR IRS_20221203	1Y Q/3s ZAR IRS_20221203	0.046	0.046	0.046	0.046	1	500000000
2021-12-03	IR	1Yx1D_USD-USD-SOFR-COMPOUND_0_Straddle_360	1Yx1D_USD-USD-SOFR-COMPOUND_0_Straddle_360	0.0071	0.0071	0.0071	0.0071	1	500000000
2021-12-03	IR	1Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_360	1Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_360	0.0071	0.0071	0.0071	0.0071	1	500000000
2021-12-03	IR	2Y 1M/3M		8.375	8.5	8.5	8.5	1	250000000
2021-12-03	IR	2Y ANN/6s PLN IRS_20231207	2Y ANN/6s PLN IRS_20231207	0.03255	0.03255	0.0321	0.0321	2	320000000
2021-12-03	IR	2Y Q/3s ZAR IRS_20231203	2Y Q/3s ZAR IRS_20231203	0.0541	0.0541	0.054	0.054	2	1695000000
2021-12-03	IR	2Y SOFR/3M LCH		20.375	20.625	20.375	20.625	10	3125000000
2021-12-03	IR	2Y SOFR/FF LCH		3.25	3.25	3.25	3.25	2	800000000
2021-12-03	IR	2Y-2Y SOFR/3M LCH		17.375	25.875	25.875	25.875	1	500000000
2021-12-03	IR	2Y-3Y SOFR/3M LCH		19.625	25.75	25.75	25.75	1	476000000
2021-12-03	IR	2Y-5Y 1M/3M		11.5	13.625	13.625	13.625	2	600000000
2021-12-03	IR	3M LCH.ois		0.08	0.08375	0.08375	0.08375	1	2000000000
2021-12-03	IR	3Y SOFR/3M LCH		22.25	22.25	22.25	22.25	1	150000000
2021-12-03	IR	3Y SOFR/FF LCH		2.875	2.75	2.75	2.75	1	150000000
2021-12-03	IR	3Y-7Y 1M/3M		10.25	13.625	13.625	13.625	1	200000000
2021-12-03	IR	4Y SOFR LCH		0.9825	0.9825	0.9825	0.9825	1	124000000
2021-12-03	IR	4Y SOFR/3M LCH		23.125	23.0	23.0	23.0	1	125000000
2021-12-03	IR	4Y-1Y SOFR/FF LCH		11.5	0.75	0.75	0.75	1	500000000
2021-12-03	IR	5Y Q/3s ZAR IRS_20261203	5Y Q/3s ZAR IRS_20261203	0.0651	0.0651	0.0649	0.0649	2	1495000000
2021-12-03	IR	5Y SOFR LCH		1.06375	1.06375	1.06375	1.06375	12	1200000000
2021-12-03	IR	5Y SOFR/3M LCH		23.625	23.625	23.625	23.625	3	750000000
2021-12-03	IR	5Y SOFR/FF LCH		2.375	2.0	2.0	2.0	2	200000000
2021-12-03	IR	5Y TRY OIS TLREF (5Y.3M.TLREF)_20261206	5Y TRY OIS TLREF (5Y.3M.TLREF)_20261206	0.2185	0.2185	0.2185	0.2185	2	138000000
2021-12-03	IR	5Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_10800	5Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_10800	0.294	0.294	0.294	0.294	3	100000000
2021-12-03	IR	6Mx1D_USD-USD-SOFR-COMPOUND_0_Straddle_360	6Mx1D_USD-USD-SOFR-COMPOUND_0_Straddle_360	0.004325	0.004325	0.004325	0.004325	1	350000000
2021-12-03	IR	6Mx1D_USD-USD-SOFR-OIS Compound_0_Straddle_360	6Mx1D_USD-USD-SOFR-OIS Compound_0_Straddle_360	0.004325	0.004325	0.004325	0.004325	1	350000000
2021-12-03	IR	6s3s ROLL SEP22		4.5	3.25	3.25	3.25	1	500000000
2021-12-03	IR	7Y FF/3M LCH		22.75	23.0	22.75	23.0	7	525000000
2021-12-03	IR	7Y SOFR CME		1.18607	1.18607	1.18607	1.18607	1	500000000
2021-12-03	IR	7Y SOFR LCH		1.16625	1.16625	1.16625	1.16625	1	500000000
2021-12-03	IR	7Y SOFR/3M LCH		24.125	24.125	24.125	24.125	1	210000000
2021-12-03	IR	9Y SOFR/3M LCH		24.5	24.5	24.5	24.5	2	700000000
2021-12-03	IR	A-EUR 10Y		0.113	0.123	0.109	0.092	24	1519300000
2021-12-03	IR	A-EUR 10Yv3		0.093	0.093	0.093	0.0735	3	200000000
2021-12-03	IR	A-EUR 12Y		0.198	0.198	0.198	0.173	4	440000000
2021-12-03	IR	A-EUR 15Y		0.279	0.279	0.279	0.251	2	115600000
2021-12-03	IR	A-EUR 15Yv3		0.277	0.277	0.277	0.251	1	65600000
2021-12-03	IR	A-EUR 20Y		0.31	0.308	0.308	0.28	3	75000000
2021-12-03	IR	A-EUR 25Y		0.276	0.276	0.276	0.242	1	40000000
2021-12-03	IR	A-EUR 25Yv3		0.291	0.291	0.291	0.261	1	40000000
2021-12-03	IR	A-EUR 30Y		0.217	0.217	0.217	0.182	6	130000000
2021-12-03	IR	A-EUR 30Yv3		0.237	0.237	0.237	0.206	2	55000000
2021-12-03	IR	A-EUR 3Y		-0.25	-0.2395	-0.2395	-0.2395	1	200000000
2021-12-03	IR	A-EUR 4Y		-0.183	-0.183	-0.183	-0.192	1	150000000
2021-12-03	IR	A-EUR 5Y		-0.135	-0.129	-0.13	-0.13	6	690000000
2021-12-03	IR	A-EUR 5Yv3		-0.17	-0.17	-0.17	-0.1775	1	200000000
2021-12-03	IR	AUD.10Y.3M/6M_20311206	AUD.10Y.3M/6M_20311206	0.00065	0.0006625	0.0006375	0.0006625	3	159000000
2021-12-03	IR	AUD.12Y.3M/6M_20331206	AUD.12Y.3M/6M_20331206	0.0006625	0.0006625	0.0006625	0.0006625	1	23000000
2021-12-03	IR	AUD.15Y.3M/6M_20361206	AUD.15Y.3M/6M_20361206	0.0007125	0.0007125	0.0007125	0.0007125	1	8000000
2021-12-03	IR	AUD.20Y.3M/6M_20411206	AUD.20Y.3M/6M_20411206	0.0008	0.0008	0.0008	0.0008	1	13000000
2021-12-03	IR	AUD.25Y.3M/6M_20461206	AUD.25Y.3M/6M_20461206	0.0008875	0.0008875	0.0008875	0.0008875	1	5000000
2021-12-03	IR	AUD.2Y.3M/6M_20231206	AUD.2Y.3M/6M_20231206	0.00065	0.00065	0.00065	0.00065	1	102000000
2021-12-03	IR	AUD.2Y.3M_20231206	AUD.2Y.3M_20231206	0.0095875	0.0095875	0.0095875	0.0095875	1	93000000
2021-12-03	IR	AUD.3Y.3M_20241206	AUD.3Y.3M_20241206	0.013475	0.013475	0.013475	0.013475	1	125000000
2021-12-03	IR	AUD.4Y.3M/6M_20251206	AUD.4Y.3M/6M_20251206	0.0007125	0.000725	0.0007125	0.000725	3	346000000
2021-12-03	IR	AUD.4Y.6M_20251206	AUD.4Y.6M_20251206	0.0159625	0.0159625	0.0159625	0.0159625	1	47000000
2021-12-03	IR	AUD.9Y.3M/6M_20301206	AUD.9Y.3M/6M_20301206	0.000675	0.000675	0.000675	0.000675	2	54000000
2021-12-03	IR	BUND.DEC21.10Y_20311207	BUND.DEC21.10Y_20311207	0.0010881	0.0010881	0.0010881	0.0010881	2	50000000
2021-12-03	IR	CAD_OIS_CANADA OIS_0X1	CAD_OIS_CANADA OIS_0X1	0.1825	0.1825	0.1825	0.1825	3	3000000000
2021-12-03	IR	CAD_OIS_CANADA OIS_1X2	CAD_OIS_CANADA OIS_1X2	0.32	0.32	0.32	0.32	1	2500000000
2021-12-03	IR	CLP.1Y.SB.TNA_20221207	CLP.1Y.SB.TNA_20221207	0.0515	0.0515	0.0515	0.0515	2	69000000000
2021-12-03	IR	CLP.2Y.SB.TNA_20231207	CLP.2Y.SB.TNA_20231207	0.0506	0.0506	0.0505	0.0505	2	26000000000
2021-12-03	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12	5.14	5.17	5.12	5.13	21	591500000000
2021-12-03	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18	5.22	5.22	5.15	5.175	13	255900000000
2021-12-03	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24	5.03	5.06	5.03	5.06	8	116900000000
2021-12-03	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36	5.0	5.05	4.99	4.99	5	44250000000
2021-12-03	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48	5.02	5.02	5.02	5.02	1	6800000000
2021-12-03	IR	CLP_NDS_6M_USD_TNA_0X6	CLP_NDS_6M_USD_TNA_0X6	4.515	4.515	4.515	4.515	1	100400000000
2021-12-03	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60	5.075	5.075	5.0	5.03	11	87800000000
2021-12-03	IR	CLP_NDS_6M_USD_TNA_0X72	CLP_NDS_6M_USD_TNA_0X72	5.1	5.1	5.1	5.1	1	8100000000
2021-12-03	IR	CLP_NDS_6M_USD_TNA_0X8	CLP_NDS_6M_USD_TNA_0X8	4.88	4.91	4.88	4.89	3	101100000000
2021-12-03	IR	CME_MXN_IRS_28D_MXN_TIIE_0X118	CME_MXN_IRS_28D_MXN_TIIE_0X118	7.33	7.33	7.24	7.24	10	1584000000
2021-12-03	IR	CME_MXN_IRS_28D_MXN_TIIE_0X12	CME_MXN_IRS_28D_MXN_TIIE_0X12	6.6	6.6	6.6	6.6	1	300000000
2021-12-03	IR	CME_MXN_IRS_28D_MXN_TIIE_0X2	CME_MXN_IRS_28D_MXN_TIIE_0X2	5.525	5.525	5.495	5.495	3	37100000000
2021-12-03	IR	CME_MXN_IRS_28D_MXN_TIIE_0X24	CME_MXN_IRS_28D_MXN_TIIE_0X24	7.02	7.02	7.02	7.02	1	100000000
2021-12-03	IR	CME_MXN_IRS_28D_MXN_TIIE_0X58	CME_MXN_IRS_28D_MXN_TIIE_0X58	7.27	7.275	7.165	7.165	17	3860000000
2021-12-03	IR	CME_MXN_IRS_28D_MXN_TIIE_0X8	CME_MXN_IRS_28D_MXN_TIIE_0X8	6.18	6.21	6.18	6.21	3	3300000000
2021-12-03	IR	COP.3M.IBR.OIS_20220307	COP.3M.IBR.OIS_20220307	0.0314	0.0314	0.0313	0.0313	2	632000000000
2021-12-03	IR	COP.5Y.IBR.OIS_20261207	COP.5Y.IBR.OIS_20261207	0.0621	0.0622	0.0621	0.0622	2	66000000000
2021-12-03	IR	COP.6M.IBR.OIS_20220607	COP.6M.IBR.OIS_20220607	0.03615	0.03615	0.03615	0.03615	1	159000000000
2021-12-03	IR	COP_NOIS_IBR__0X1	COP_NOIS_IBR__0X1	2.755	2.755	2.755	2.755	1	943000000000
2021-12-03	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12	4.61	4.62	4.61	4.62	7	608000000000
2021-12-03	IR	COP_NOIS_IBR__0X120	COP_NOIS_IBR__0X120	6.615	6.615	6.615	6.615	1	11000000000
2021-12-03	IR	COP_NOIS_IBR__0X180	COP_NOIS_IBR__0X180	6.775	6.775	6.775	6.775	1	9000000000
2021-12-03	IR	COP_NOIS_IBR__0X2	COP_NOIS_IBR__0X2	3.125	3.15	3.125	3.14	4	1264000000000
2021-12-03	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24	5.58	5.605	5.58	5.605	10	525000000000
2021-12-03	IR	COP_NOIS_IBR__0X6	COP_NOIS_IBR__0X6	3.61	3.635	3.61	3.625	4	636000000000
2021-12-03	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60	6.18	6.225	6.18	6.225	6	151000000000
2021-12-03	IR	COP_NOIS_IBR__0X8	COP_NOIS_IBR__0X8	4.12	4.16	4.12	4.16	3	321000000000
2021-12-03	IR	COP_NOIS_IBR__0X84	COP_NOIS_IBR__0X84	6.415	6.415	6.415	6.415	1	38000000000
2021-12-03	IR	EUR.9Y.3M_20301207	EUR.9Y.3M_20301207	0.00054	0.000565	0.00054	0.000565	2	150000000
2021-12-03	IR	EUR.9Y.6M_20301207	EUR.9Y.6M_20301207	0.00075	0.00077	0.00075	0.00077	2	150000000
2021-12-03	IR	EUR_OIS_ESTR_0X120	EUR_OIS_ESTR_0X120	-0.065	-0.065	-0.084	-0.084	4	315000000
2021-12-03	IR	EUR_OIS_ESTR_0X24	EUR_OIS_ESTR_0X24	-0.469	-0.469	-0.469	-0.469	1	200000000
2021-12-03	IR	EUR_OIS_ESTR_0X240	EUR_OIS_ESTR_0X240	0.167	0.167	0.167	0.167	1	50000000
2021-12-03	IR	EUR_OIS_ESTR_0X36	EUR_OIS_ESTR_0X36	-0.386	-0.386	-0.386	-0.386	1	150000000
2021-12-03	IR	EUR_OIS_ESTR_0X48	EUR_OIS_ESTR_0X48	-0.334	-0.334	-0.334	-0.334	1	150000000
2021-12-03	IR	GBP.USD.15Y.3M.SONIA/SOFR.XCCY.BSW_20361207	GBP.USD.15Y.3M.SONIA/SOFR.XCCY.BSW_20361207	-0.00085	-0.00085	-0.00085	-0.00085	2	40000000
2021-12-03	IR	GBP.USD.20Y.3M.SONIA/SOFR.XCCY.BSW_20411207	GBP.USD.20Y.3M.SONIA/SOFR.XCCY.BSW_20411207	-0.000825	-0.000825	-0.000825	-0.000825	1	10000000
2021-12-03	IR	GBP.USD.2Y.3M.SONIA/SOFR.XCCY.BSW_20231207	GBP.USD.2Y.3M.SONIA/SOFR.XCCY.BSW_20231207	-0.0011	-0.0011	-0.0011	-0.0011	1	100000000
2021-12-03	IR	GBP.USD.30Y.3M.SONIA/SOFR.XCCY.BSW_20511207	GBP.USD.30Y.3M.SONIA/SOFR.XCCY.BSW_20511207	-0.0004375	-0.0004375	-0.0004375	-0.0004375	1	65200000
2021-12-03	IR	GBP.USD.40Y.3M.SONIA/SOFR.XCCY.BSW_20611207	GBP.USD.40Y.3M.SONIA/SOFR.XCCY.BSW_20611207	-0.000125	-0.000125	-0.000125	-0.000125	1	50000000
2021-12-03	IR	GBP_OIS_SONIA_0X12	GBP_OIS_SONIA_0X12	0.5675	0.5675	0.5675	0.5675	1	175000000
2021-12-03	IR	GBP_OIS_SONIA_0X120	GBP_OIS_SONIA_0X120	0.798	0.798	0.775	0.775	3	137300000
2021-12-03	IR	GBP_OIS_SONIA_0X180	GBP_OIS_SONIA_0X180	0.7265	0.7265	0.7245	0.7245	2	75000000
2021-12-03	IR	GBP_OIS_SONIA_0X60	GBP_OIS_SONIA_0X60	0.911	0.911	0.911	0.911	1	52100000
2021-12-03	IR	GBP_OIS_SONIA_0X84	GBP_OIS_SONIA_0X84	0.852	0.852	0.852	0.852	1	75000000
2021-12-03	IR	INR.2Y.MIBOR.NDOIS_20231206	INR.2Y.MIBOR.NDOIS_20231206	0.0476	0.0476	0.0476	0.0476	1	1985000000
2021-12-03	IR	INR.5Y.MIBOR.NDOIS_20261206	INR.5Y.MIBOR.NDOIS_20261206	0.0532	0.0532	0.0532	0.0532	1	1720000000
2021-12-03	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X12	IRS_AUD_3MBBSW_USD_3MUSDL_0X12	5.125	5.125	5.125	5.125	1	200000000
2021-12-03	IR	IRS_AUD_3MBBSW_USD_SOFR_0X24	IRS_AUD_3MBBSW_USD_SOFR_0X24	-9.0	-9.0	-9.0	-9.0	1	150000000
2021-12-03	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X18	IRS_CAD_3MCDOR_USD_3MUSDL_0X18	-28.25	-28.0	-28.25	-28.0	2	400000000
2021-12-03	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X240	IRS_CAD_3MCDOR_USD_3MUSDL_0X240	-18.0	-18.0	-18.0	-18.0	1	10000000
2021-12-03	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X360	IRS_CAD_3MCDOR_USD_3MUSDL_0X360	-18.5	-18.5	-18.5	-18.5	1	10000000
2021-12-03	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X60	IRS_CAD_3MCDOR_USD_3MUSDL_0X60	-20.5	-20.5	-20.5	-20.5	3	300000000
2021-12-03	IR	IRS_CLF_1TUF_CLP_CAMA_0X2	IRS_CLF_1TUF_CLP_CAMA_0X2	0.0	0.0	0.0	0.0	1	500000
2021-12-03	IR	IRS_EUR_3MEURI_USD_3MUSDL_0X120	IRS_EUR_3MEURI_USD_3MUSDL_0X120	-9.0	-8.625	-9.0	-8.625	2	60000000
2021-12-03	IR	IRS_EUR_ESTR_USD_SOFR_0X120	IRS_EUR_ESTR_USD_SOFR_0X120	-16.875	-16.625	-16.875	-16.625	4	190000000
2021-12-03	IR	IRS_EUR_ESTR_USD_SOFR_0X144	IRS_EUR_ESTR_USD_SOFR_0X144	-16.125	-16.125	-16.125	-16.125	2	180000000
2021-12-03	IR	IRS_EUR_ESTR_USD_SOFR_0X24	IRS_EUR_ESTR_USD_SOFR_0X24	-18.0	-18.0	-18.25	-18.25	3	375000000
2021-12-03	IR	IRS_EUR_ESTR_USD_SOFR_0X36	IRS_EUR_ESTR_USD_SOFR_0X36	-17.5	-17.5	-17.75	-17.75	3	350000000
2021-12-03	IR	IRS_EUR_ESTR_USD_SOFR_0X60	IRS_EUR_ESTR_USD_SOFR_0X60	-16.25	-16.25	-17.0	-17.0	2	200000000
2021-12-03	IR	IRS_EUR_ESTR_USD_SOFR_0X84	IRS_EUR_ESTR_USD_SOFR_0X84	-16.25	-16.25	-16.25	-16.25	1	28000000
2021-12-03	IR	IRS_EUR_ESTR_USD_USD-_0X120	IRS_EUR_ESTR_USD_USD-_0X120	-16.625	-16.625	-16.625	-16.625	1	65000000
2021-12-03	IR	IRS_GBP_SONI_USD_SOFR_0X120	IRS_GBP_SONI_USD_SOFR_0X120	-9.0	-9.0	-9.0	-9.0	2	75000000
2021-12-03	IR	IRS_GBP_SONI_USD_SOFR_0X96	IRS_GBP_SONI_USD_SOFR_0X96	-9.375	-9.375	-9.375	-9.375	1	20000000
2021-12-03	IR	IRS_GBP_SONI_USD_USD-_0X60	IRS_GBP_SONI_USD_USD-_0X60	-10.75	-10.75	-10.75	-10.75	1	50000000
2021-12-03	IR	IRS_JPY_TONA_USD_SOFR_0X24	IRS_JPY_TONA_USD_SOFR_0X24	-40.75	-40.75	-40.75	-40.75	1	10000000000
2021-12-03	IR	IRS_USD_1MUSDL_MXN_28DMXNT_0X48	IRS_USD_1MUSDL_MXN_28DMXNT_0X48	21.6	21.6	21.6	21.6	1	38000000
2021-12-03	IR	IRS_USD_3MUSDL_COP_IBR_0X72	IRS_USD_3MUSDL_COP_IBR_0X72	-2.55	-2.55	-2.55	-2.55	1	3500000
2021-12-03	IR	IRS_USD_USD-_USD_USD-_0X360	IRS_USD_USD-_USD_USD-_0X360	1.0	1.0	1.0	1.0	1	10000000
2021-12-03	IR	IRS_USD_USD-_USD_USD-_0X72	IRS_USD_USD-_USD_USD-_0X72	1.875	1.875	1.875	1.875	1	100000000
2021-12-03	IR	JPY.10Y.TONAT.OIS_20311207	JPY.10Y.TONAT.OIS_20311207	0.0004625	0.0004625	0.0004625	0.0004625	1	3000000000
2021-12-03	IR	JPY.USD.4Y.TONAT/SOFR.BSX_20251207	JPY.USD.4Y.TONAT/SOFR.BSX_20251207	-0.00486	-0.00486	-0.00486	-0.00486	1	5000000000
2021-12-03	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X24	LCH_AUD_IRS_3M_AUD_BBSW_0X24	0.9375	0.9375	0.9375	0.9375	1	126000000
2021-12-03	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X120	LCH_CAD_IRS_3M_CAD_CDOR_0X120	2.0092	2.0092	2.0009	2.0009	2	175000000
2021-12-03	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X36	LCH_CAD_IRS_3M_CAD_CDOR_0X36	1.75	1.75	1.75	1.75	1	100000000
2021-12-03	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X360	LCH_CAD_IRS_3M_CAD_CDOR_0X360	2.0672	2.0672	2.0672	2.0672	1	25000000
2021-12-03	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X60	LCH_CAD_IRS_3M_CAD_CDOR_0X60	1.8898	1.8964	1.8898	1.8964	2	200000000
2021-12-03	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	0.1	0.101	0.0775	0.0775	4	315000000
2021-12-03	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X24	LCH_EUR_IRS_3M_EUR_EURIBOR_0X24	-0.376	-0.376	-0.376	-0.376	1	200000000
2021-12-03	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X240	LCH_EUR_IRS_3M_EUR_EURIBOR_0X240	0.311	0.311	0.311	0.311	1	50000000
2021-12-03	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X36	LCH_EUR_IRS_3M_EUR_EURIBOR_0X36	-0.27	-0.27	-0.27	-0.27	1	150000000
2021-12-03	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X48	LCH_EUR_IRS_3M_EUR_EURIBOR_0X48	-0.203	-0.203	-0.203	-0.203	1	150000000
2021-12-03	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_32X38	LCH_EUR_IRS_3M_EUR_EURIBOR_32X38	-0.001	-0.001	-0.001	-0.001	1	1000000000
2021-12-03	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	0.11728	0.12677	0.109	0.11863	5	225000000
2021-12-03	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	-0.128	-0.124	-0.13	-0.124	2	150000000
2021-12-03	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_32X38	LCH_EUR_IRS_6M_EUR_EURIBOR_32X38	0.0365	0.0365	0.0365	0.0365	1	1000000000
2021-12-03	IR	MXN.130*1.TIIE.28D_20311124	MXN.130*1.TIIE.28D_20311124	0.0731	0.0731	0.0731	0.0731	2	173000000
2021-12-03	IR	MXN.65*1.TIIE.28D_20261130	MXN.65*1.TIIE.28D_20261130	0.0715	0.0715	0.0715	0.0715	2	300000000
2021-12-03	IR	MXN.91*1.TIIE.28D_20281127	MXN.91*1.TIIE.28D_20281127	0.07255	0.07255	0.07255	0.07255	2	225000000
2021-12-03	IR	PEN_IRS_6M_PEN_LIBOR_0X72	PEN_IRS_6M_PEN_LIBOR_0X72	4.715	4.73	4.715	4.73	3	81540000
2021-12-03	IR	SOPT_STRADDLE_E_USD_MSOFR_36 X 12_1.244	SOPT_STRADDLE_E_USD_MSOFR_36 X 12_1.244	1.23	1.23	1.23	1.23	1	250000000
2021-12-03	IR	TRY_IRS_3M_TRY_LIBOR_0X12	TRY_IRS_3M_TRY_LIBOR_0X12	26.9	26.9	26.9	26.9	1	137800000
2021-12-03	IR	TRY_IRS_3M_TRY_LIBOR_0X2	TRY_IRS_3M_TRY_LIBOR_0X2	26.12	26.12	26.12	26.12	1	297767400
2021-12-03	IR	TRY_IRS_3M_TRY_LIBOR_0X24	TRY_IRS_3M_TRY_LIBOR_0X24	27.3	27.3	26.97	26.97	4	615281600
2021-12-03	IR	TRY_IRS_3M_TRY_LIBOR_0X8	TRY_IRS_3M_TRY_LIBOR_0X8	28.0	28.0	27.67	27.67	3	1272544900