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
2021-07-26	CD	337355	IG35 5Y - SEF	43.8	43.8	43.8	43.8	1	332000000
2021-07-26	CD	338385	HY35 5Y - SEF	108.0	109.55	108.0	109.55	1	10000000
2021-07-26	CD	355103	S35 EUR 5Y (SEF)	46.625	46.875	46.5	46.5	10	400000000
2021-07-26	CD	355104	S35 XOVER 5Y (SEF)	235.25	235.25	234.0	234.0	9	110000000
2021-07-26	CD	355111	S35 EUR 5Y (SEF 5:1)	46.75	46.75	46.75	46.75	1	50000000
2021-07-26	CD	355947	IG36 5Y - SEF	48.7	48.8	48.5	48.75	12	950000000
2021-07-26	CD	356249	CDXEM 35 - SEF	97.08	97.11	97.08	97.08	5	65000000
2021-07-26	CD	356750	HY36 5Y - SEF	109.65	109.65	109.585	109.595	11	135000000
2021-07-26	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	5.19215	5.2161	5.169	5.18275	16	402500000
2021-07-26	CU	0D_NDF_USD_COP_NDF	0D_NDF_USD_COP_NDF	3914.0	3914.0	3914.0	3914.0	2	14000000
2021-07-26	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	74.44	74.44	74.39	74.39	5	89000000
2021-07-26	CU	0D_NDF_USD_KRW_NDF	0D_NDF_USD_KRW_NDF	1155.08	1155.08	1153.2	1153.2	3	60000000
2021-07-26	CU	0D_NDF_USD_PEN_NDF	0D_NDF_USD_PEN_NDF	3.925	3.925	3.91	3.91	7	73000000
2021-07-26	CU	0D_NDF_USD_PHP_NDF	0D_NDF_USD_PHP_NDF	50.355	50.355	50.295	50.295	5	35000000
2021-07-26	CU	10D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-08-05	763.04	763.04	763.04	763.04	1	35000000
2021-07-26	CU	10D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-08-05	3910.21	3910.21	3910.21	3910.21	2	50000000
2021-07-26	CU	10D_USD_JPY_A_FXO_-0.3595_FXO	10D_USD_JPY_A_FXO_-0.3595_FXO	0.2258369	0.2258369	0.2258369	0.2258369	2	30000000
2021-07-26	CU	11D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-08-06	74.5108	74.5108	74.5108	74.5108	1	14000000
2021-07-26	CU	11D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-08-06	28.0775	28.0775	28.075	28.075	2	4000000
2021-07-26	CU	14D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-08-09	763.44	763.44	763.44	763.44	1	4000000
2021-07-26	CU	14D_NDF_USD_PEN_NDF	14D_NDF_USD_PEN_NDF	3.9092	3.9092	3.9092	3.9092	1	10000000
2021-07-26	CU	15D_EUR_GBP_A_FXO_0.2768_FXO	15D_EUR_GBP_A_FXO_0.2768_FXO	0.205051	0.205051	0.205051	0.205051	1	40000000
2021-07-26	CU	15D_NDF_USD_BRL_NDF	15D_NDF_USD_BRL_NDF	5.18085	5.18085	5.18085	5.18085	2	51000000
2021-07-26	CU	15D_NDF_USD_CLP_NDF	15D_NDF_USD_CLP_NDF	760.53	760.53	758.9	758.9	2	12000000
2021-07-26	CU	162D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-01-04	5.3003	5.3003	5.3003	5.3003	1	70000000
2021-07-26	CU	16D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-08-11	3902.52	3902.52	3902.52	3902.52	1	5000000
2021-07-26	CU	16D_USD_CAD_A_FXO_0.2254_FXO	16D_USD_CAD_A_FXO_0.2254_FXO	0.2273916	0.2273916	0.2273916	0.2273916	2	100000000
2021-07-26	CU	16D_USD_CAD_A_FXO_0.2379_FXO	16D_USD_CAD_A_FXO_0.2379_FXO	0.2439838	0.2439838	0.2439838	0.2439838	1	30000000
2021-07-26	CU	16D_USD_CAD_A_FXO_0.2525_FXO	16D_USD_CAD_A_FXO_0.2525_FXO	0.2607581	0.2607581	0.2607581	0.2607581	1	50000000
2021-07-26	CU	16D_USD_CAD_A_FXO_0.2569_FXO	16D_USD_CAD_A_FXO_0.2569_FXO	0.2668316	0.2668316	0.2668316	0.2668316	1	50000000
2021-07-26	CU	17D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-08-12	764.34	764.34	764.34	764.34	2	60000000
2021-07-26	CU	184D_NDF_USD_INR_NDF	184D_NDF_USD_INR_NDF	76.08	76.08	76.08	76.08	1	10000000
2021-07-26	CU	186D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-01-28	770.25	770.25	767.85	768.05	6	90000000
2021-07-26	CU	186D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-01-28	75.9925	75.9925	75.9925	75.9925	1	100000000
2021-07-26	CU	18D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-08-13	3902.0	3902.0	3902.0	3902.0	1	10000000
2021-07-26	CU	19D_NDF_USD_PEN_NDF	19D_NDF_USD_PEN_NDF	3.9037	3.9037	3.9037	3.9037	1	20000000
2021-07-26	CU	1D_AUD_USD_B_FXO_-0.4227_FXO	1D_AUD_USD_B_FXO_-0.4227_FXO	0.0802062	0.0802062	0.0802062	0.0802062	1	30000000
2021-07-26	CU	1D_EUR_USD_B_FXO_-0.1919_FXO	1D_EUR_USD_B_FXO_-0.1919_FXO	0.0393542	0.0393542	0.0393542	0.0393542	1	50000000
2021-07-26	CU	1D_EUR_USD_B_FXO_-0.2285_FXO	1D_EUR_USD_B_FXO_-0.2285_FXO	0.0451258	0.0451258	0.0451258	0.0451258	1	20000000
2021-07-26	CU	1D_GBP_USD_B_FXO_-0.3485_FXO	1D_GBP_USD_B_FXO_-0.3485_FXO	0.1273143	0.1273143	0.1273143	0.1273143	1	20000000
2021-07-26	CU	1D_GBP_USD_B_FXO_-0.4992_FXO	1D_GBP_USD_B_FXO_-0.4992_FXO	0.2165159	0.2165159	0.2165159	0.2165159	1	15000000
2021-07-26	CU	1D_GBP_USD_B_FXO_0.5008_FXO	1D_GBP_USD_B_FXO_0.5008_FXO	0.2165159	0.2165159	0.2165159	0.2165159	1	15000000
2021-07-26	CU	1D_NDF_USD_INR_NDF	1D_NDF_USD_INR_NDF	74.449	74.449	74.449	74.449	1	32000000
2021-07-26	CU	1M_AUD_USD_B_FXO_-0.4967_FXO	1M_AUD_USD_B_FXO_-0.4967_FXO	0.7702928	0.7702928	0.7702928	0.7702928	1	15000000
2021-07-26	CU	1M_AUD_USD_B_FXO_0.5033_FXO	1M_AUD_USD_B_FXO_0.5033_FXO	0.7612928	0.7612928	0.7612928	0.7612928	1	15000000
2021-07-26	CU	1M_CNH_TWD_A_FXO_-0.4999_FXO	1M_CNH_TWD_A_FXO_-0.4999_FXO	0.461569	0.461569	0.461569	0.461569	1	65000000
2021-07-26	CU	1M_CNH_TWD_A_FXO_0.5_FXO	1M_CNH_TWD_A_FXO_0.5_FXO	0.4685203	0.4685203	0.4685203	0.4685203	1	65000000
2021-07-26	CU	1M_EUR_NOK_A_FXO_-0.5_FXO	1M_EUR_NOK_A_FXO_-0.5_FXO	1.029653	1.029653	1.029653	1.029653	1	15000000
2021-07-26	CU	1M_EUR_NOK_A_FXO_-0.5001_FXO	1M_EUR_NOK_A_FXO_-0.5001_FXO	1.029769	1.029769	1.029769	1.029769	2	25000000
2021-07-26	CU	1M_EUR_NOK_A_FXO_0.4996_FXO	1M_EUR_NOK_A_FXO_0.4996_FXO	1.06274	1.06274	1.06274	1.06274	2	25000000
2021-07-26	CU	1M_EUR_NOK_A_FXO_0.4997_FXO	1M_EUR_NOK_A_FXO_0.4997_FXO	1.062855	1.062855	1.062855	1.062855	1	15000000
2021-07-26	CU	1M_USD_CAD_A_FXO_-0.499_FXO	1M_USD_CAD_A_FXO_-0.499_FXO	0.8180997	0.8181153	0.8180997	0.8181153	3	35000000
2021-07-26	CU	1M_USD_CAD_A_FXO_-0.5037_FXO	1M_USD_CAD_A_FXO_-0.5037_FXO	0.8300675	0.8300694	0.8300675	0.8300694	3	65000000
2021-07-26	CU	1M_USD_CAD_A_FXO_0.4963_FXO	1M_USD_CAD_A_FXO_0.4963_FXO	0.8324559	0.8324559	0.832454	0.832454	3	65000000
2021-07-26	CU	1M_USD_CAD_A_FXO_0.5007_FXO	1M_USD_CAD_A_FXO_0.5007_FXO	0.8443562	0.8443562	0.8443405	0.8443405	3	35000000
2021-07-26	CU	1M_USD_CLP_A_FXO_-0.5078_FXO	1M_USD_CLP_A_FXO_-0.5078_FXO	1.557836	1.557836	1.557836	1.557836	1	10000000
2021-07-26	CU	1M_USD_CLP_A_FXO_0.4922_FXO	1M_USD_CLP_A_FXO_0.4922_FXO	1.557836	1.557836	1.557836	1.557836	1	10000000
2021-07-26	CU	1W_EUR_HUF_A_FXO_-0.498_FXO	1W_EUR_HUF_A_FXO_-0.498_FXO	0.490303	0.490303	0.490303	0.490303	1	10000000
2021-07-26	CU	1W_EUR_HUF_A_FXO_0.5019_FXO	1W_EUR_HUF_A_FXO_0.5019_FXO	0.5041381	0.5041381	0.5041381	0.5041381	1	10000000
2021-07-26	CU	1Y_EUR_USD_B_FXO_-0.4997_FXO	1Y_EUR_USD_B_FXO_-0.4997_FXO	2.906231	2.906231	2.906231	2.906231	1	25000000
2021-07-26	CU	1Y_EUR_USD_B_FXO_0.5003_FXO	1Y_EUR_USD_B_FXO_0.5003_FXO	2.704231	2.704231	2.704231	2.704231	1	25000000
2021-07-26	CU	1Y_USD_COP_A_FXO_-0.5279_FXO	1Y_USD_COP_A_FXO_-0.5279_FXO	5.575264	5.575264	5.575264	5.575264	1	10000000
2021-07-26	CU	1Y_USD_COP_A_FXO_-0.5287_FXO	1Y_USD_COP_A_FXO_-0.5287_FXO	5.739809	5.739809	5.739809	5.739809	2	25000000
2021-07-26	CU	1Y_USD_COP_A_FXO_0.4713_FXO	1Y_USD_COP_A_FXO_0.4713_FXO	5.739809	5.739809	5.739809	5.739809	2	25000000
2021-07-26	CU	1Y_USD_COP_A_FXO_0.4721_FXO	1Y_USD_COP_A_FXO_0.4721_FXO	5.575264	5.575264	5.575264	5.575264	1	10000000
2021-07-26	CU	1Y_USD_KRW_A_FXO_-0.4986_FXO	1Y_USD_KRW_A_FXO_-0.4986_FXO	2.909694	2.909694	2.909694	2.909694	2	20000000
2021-07-26	CU	1Y_USD_KRW_A_FXO_0.4987_FXO	1Y_USD_KRW_A_FXO_0.4987_FXO	2.909694	2.909694	2.909694	2.909694	1	10000000
2021-07-26	CU	1Y_USD_KRW_A_FXO_0.4988_FXO	1Y_USD_KRW_A_FXO_0.4988_FXO	2.909694	2.909694	2.909694	2.909694	1	10000000
2021-07-26	CU	1Y_USD_TWD_A_FXO_-0.4995_FXO	1Y_USD_TWD_A_FXO_-0.4995_FXO	2.17316	2.17316	2.17316	2.17316	1	15000000
2021-07-26	CU	1Y_USD_TWD_A_FXO_0.499_FXO	1Y_USD_TWD_A_FXO_0.499_FXO	2.17316	2.17316	2.17316	2.17316	1	15000000
2021-07-26	CU	21D_NDF_USD_CLP_NDF	21D_NDF_USD_CLP_NDF	768.47	768.47	768.47	768.47	1	16000000
2021-07-26	CU	23D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-08-18	3911.63	3911.63	3911.63	3911.63	2	10000000
2021-07-26	CU	24D_EUR_USD_B_FXO_-0.2989_FXO	24D_EUR_USD_B_FXO_-0.2989_FXO	0.3083749	0.3083749	0.3083749	0.3083749	1	30000000
2021-07-26	CU	24D_EUR_USD_B_FXO_0.3428_FXO	24D_EUR_USD_B_FXO_0.3428_FXO	0.3637023	0.3637023	0.3637023	0.3637023	1	30000000
2021-07-26	CU	24D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-08-19	3916.95	3916.95	3916.95	3916.95	1	21000000
2021-07-26	CU	24D_NDF_USD_PEN_NDF	24D_NDF_USD_PEN_NDF	3.906	3.906	3.906	3.906	1	9000000
2021-07-26	CU	274D_NDF_USD_INR_NDF	274D_NDF_USD_INR_NDF	77.03	77.03	77.03	77.03	1	10000000
2021-07-26	CU	276D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-04-28	772.5	772.5	772.5	772.5	4	80000000
2021-07-26	CU	276D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-04-28	3977.75	3977.75	3977.75	3977.75	2	15000000
2021-07-26	CU	276D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-04-28	27.71	27.75	27.71	27.75	2	60000000
2021-07-26	CU	29D_NDF_USD_CLP_NDF	29D_NDF_USD_CLP_NDF	760.88	760.88	759.25	759.25	2	12000000
2021-07-26	CU	29D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-08-24	3916.5	3916.5	3916.5	3916.5	1	26094
2021-07-26	CU	29D_USD_CNH_A_FXO_-0.2572_FXO	29D_USD_CNH_A_FXO_-0.2572_FXO	0.1696947	0.1696947	0.1696947	0.1696947	1	50000000
2021-07-26	CU	2D_EUR_USD_B_FXO_-0.289_FXO	2D_EUR_USD_B_FXO_-0.289_FXO	0.0832147	0.0832147	0.0832147	0.0832147	2	30000000
2021-07-26	CU	2D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-07-28	5.18965	5.21405	5.18965	5.21405	14	225000000
2021-07-26	CU	2D_NDF_USD_BRL_NDF	2D_NDF_USD_BRL_NDF	5.1699	5.1699	5.1699	5.1699	1	18000000
2021-07-26	CU	2D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-07-28	760.0	762.0	760.0	762.0	4	25000000
2021-07-26	CU	2D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-07-28	3889.0	3890.0	3889.0	3890.0	13	58500000
2021-07-26	CU	2D_NDF_USD_INR_NDF	2D_NDF_USD_INR_NDF	74.447	74.447	74.447	74.447	1	9000000
2021-07-26	CU	2D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-07-28	50.343	50.4	50.295	50.295	10	98000000
2021-07-26	CU	2D_USD_CAD_A_FXO_0.1595_FXO	2D_USD_CAD_A_FXO_0.1595_FXO	0.0528241	0.0528241	0.0528241	0.0528241	1	20000000
2021-07-26	CU	2D_USD_JPY_A_FXO_-0.2477_FXO	2D_USD_JPY_A_FXO_-0.2477_FXO	0.0544751	0.0544751	0.0544751	0.0544751	1	50000000
2021-07-26	CU	2D_USD_JPY_A_FXO_0.2156_FXO	2D_USD_JPY_A_FXO_0.2156_FXO	0.045553	0.045553	0.045553	0.045553	1	50000000
2021-07-26	CU	2D_USD_JPY_A_FXO_0.4073_FXO	2D_USD_JPY_A_FXO_0.4073_FXO	0.1160775	0.1160775	0.1160775	0.1160775	3	125000000
2021-07-26	CU	2M_USD_CNH_A_FXO_0.2432_FXO	2M_USD_CNH_A_FXO_0.2432_FXO	0.2697211	0.2697211	0.2697211	0.2697211	1	100000000
2021-07-26	CU	2M_USD_CNH_A_FXO_0.2453_FXO	2M_USD_CNH_A_FXO_0.2453_FXO	0.2727204	0.2727204	0.2727204	0.2727204	1	50000000
2021-07-26	CU	32D_NDF_USD_INR_NDF	32D_NDF_USD_INR_NDF	74.66	74.66	74.6425	74.6425	3	48000000
2021-07-26	CU	32D_NDF_USD_KRW_NDF	32D_NDF_USD_KRW_NDF	1155.6	1155.6	1153.73	1153.73	3	60000000
2021-07-26	CU	32D_NDF_USD_PEN_NDF	32D_NDF_USD_PEN_NDF	3.9215	3.9215	3.902	3.902	8	66000000
2021-07-26	CU	32D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-08-27	50.491	50.491	50.491	50.491	1	3000000
2021-07-26	CU	33D_NDF_USD_CLP_NDF	33D_NDF_USD_CLP_NDF	766.35	766.35	760.0	760.0	7	51000000
2021-07-26	CU	33D_NDF_USD_CNY_NDF	33D_NDF_USD_CNY_NDF	6.506	6.5065	6.5015	6.5035	5	101000000
2021-07-26	CU	33D_NDF_USD_COP_NDF	33D_NDF_USD_COP_NDF	3905.0	3920.0	3905.0	3920.0	4	24000000
2021-07-26	CU	33D_NDF_USD_INR_NDF	33D_NDF_USD_INR_NDF	74.665	74.69	74.665	74.69	3	39000000
2021-07-26	CU	33D_NDF_USD_VND_NDF	33D_NDF_USD_VND_NDF	23075.0	23075.0	23075.0	23075.0	1	5000000
2021-07-26	CU	34D_NDF_USD_PHP_NDF	34D_NDF_USD_PHP_NDF	50.51	50.51	50.45	50.45	5	35000000
2021-07-26	CU	35D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-08-30	760.8	768.25	759.5	760.7	154	1062100000
2021-07-26	CU	35D_NDF_USD_CNY	NDF_USD_CNY Maturing on 2021-08-30	6.506	6.506	6.5035	6.5035	6	128000000
2021-07-26	CU	35D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-08-30	3895.3	3923.0	3895.3	3920.0	194	713700000
2021-07-26	CU	35D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2021-08-30	14545.0	14545.0	14535.0	14535.0	4	150000000
2021-07-26	CU	35D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-08-30	74.69	74.72	74.61	74.61	15	214500000
2021-07-26	CU	35D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-08-30	1155.6	1155.7	1153.5	1153.5	9	270000000
2021-07-26	CU	35D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-08-30	28.08	28.09	28.06	28.06	16	292000000
2021-07-26	CU	365D_NDF_USD_INR_NDF	365D_NDF_USD_INR_NDF	77.845	77.845	77.845	77.845	2	30000000
2021-07-26	CU	367D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-07-28	774.75	774.75	770.5	770.5	4	120000000
2021-07-26	CU	367D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-07-28	4019.25	4019.25	4019.25	4019.25	1	15000000
2021-07-26	CU	367D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-07-28	77.89	77.9	77.845	77.845	3	45000000
2021-07-26	CU	367D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-07-28	27.56	27.62	27.56	27.62	5	75000000
2021-07-26	CU	36D_NDF_USD_BRL_NDF	36D_NDF_USD_BRL_NDF	5.2397	5.2397	5.1913	5.19515	12	690750000
2021-07-26	CU	36D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-08-31	74.72	74.72	74.72	74.72	2	35000000
2021-07-26	CU	36D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-08-31	3.9203	3.9475	3.8975	3.902	77	329500000
2021-07-26	CU	36D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-08-31	50.555	50.555	50.45	50.45	4	25000000
2021-07-26	CU	38D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-09-02	5.24265	5.24265	5.19885	5.19885	12	975000000
2021-07-26	CU	3D_AUD_USD_B_FXO_-0.2588_FXO	3D_AUD_USD_B_FXO_-0.2588_FXO	0.1257383	0.1257383	0.1257383	0.1257383	1	20000000
2021-07-26	CU	3D_GBP_USD_B_FXO_-0.1771_FXO	3D_GBP_USD_B_FXO_-0.1771_FXO	0.100433	0.100433	0.100433	0.100433	1	45000000
2021-07-26	CU	3D_GBP_USD_B_FXO_0.4676_FXO	3D_GBP_USD_B_FXO_0.4676_FXO	0.3700283	0.3700283	0.3700283	0.3700283	1	30000000
2021-07-26	CU	3D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-07-29	5.1772	5.1772	5.177	5.177	5	207000000
2021-07-26	CU	3D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-07-29	763.5	767.0	760.0	760.0	12	91000000
2021-07-26	CU	3D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-07-29	3900.0	3914.0	3900.0	3912.0	16	123500000
2021-07-26	CU	3D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2021-07-29	14483.0	14483.0	14475.0	14475.0	2	20500000
2021-07-26	CU	3D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-07-29	74.4475	74.465	74.36	74.36	7	103500000
2021-07-26	CU	3D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-07-29	1154.2	1155.18	1153.07	1153.07	7	147000000
2021-07-26	CU	3D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-07-29	28.075	28.075	28.05	28.05	5	41000000
2021-07-26	CU	3M_USD_CAD_A_FXO_-0.2483_FXO	3M_USD_CAD_A_FXO_-0.2483_FXO	0.4924384	0.4924384	0.4924384	0.4924384	1	75000000
2021-07-26	CU	3M_USD_CAD_A_FXO_0.2511_FXO	3M_USD_CAD_A_FXO_0.2511_FXO	0.5786196	0.5786196	0.5786196	0.5786196	1	75000000
2021-07-26	CU	3M_USD_CNH_A_FXO_0.3196_FXO	3M_USD_CNH_A_FXO_0.3196_FXO	0.4782225	0.4782225	0.4782225	0.4782225	1	25000000
2021-07-26	CU	459D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-10-28	78.81	78.81	78.81	78.81	1	25000000
2021-07-26	CU	49D_NDF_USD_BRL_NDF	49D_NDF_USD_BRL_NDF	5.21655	5.21655	5.21655	5.21655	3	100000000
2021-07-26	CU	49D_USD_RUB_A_FXO_0.1849_FXO	49D_USD_RUB_A_FXO_0.1849_FXO	0.4901851	0.4901851	0.4901851	0.4901851	1	40000000
2021-07-26	CU	4D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-07-30	5.17785	5.17785	5.17785	5.17785	1	7000000
2021-07-26	CU	4D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-07-30	763.52	766.78	761.53	764.0	7	88500000
2021-07-26	CU	4D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-07-30	3900.19	3909.0	3900.19	3909.0	4	62500000
2021-07-26	CU	4D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-07-30	74.4775	74.4775	74.475	74.475	2	35000000
2021-07-26	CU	4D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-07-30	1154.23	1154.62	1154.23	1154.62	4	35000000
2021-07-26	CU	4D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-07-30	3.923	3.923	3.916	3.916	5	43000000
2021-07-26	CU	4D_NDF_USD_PEN_NDF	4D_NDF_USD_PEN_NDF	3.9249	3.9249	3.905	3.9105	3	40000000
2021-07-26	CU	4D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2021-07-30	50.374	50.374	50.374	50.374	1	5000000
2021-07-26	CU	4D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-07-30	28.05	28.05	28.05	28.05	2	22000000
2021-07-26	CU	4D_USD_CAD_A_FXO_0.3111_FXO	4D_USD_CAD_A_FXO_0.3111_FXO	0.2070056	0.2070056	0.2070056	0.2070056	1	100000000
2021-07-26	CU	4D_USD_CAD_A_FXO_0.4549_FXO	4D_USD_CAD_A_FXO_0.4549_FXO	0.3503206	0.3503206	0.3503206	0.3503206	1	100000000
2021-07-26	CU	51D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-09-15	5.20355	5.20355	5.20355	5.20355	1	50000000
2021-07-26	CU	51D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-09-15	3912.0	3912.0	3907.0	3907.0	2	10000000
2021-07-26	CU	5D_NDF_USD_BRL_NDF	5D_NDF_USD_BRL_NDF	5.17655	5.17655	5.17	5.17	2	37750000
2021-07-26	CU	5D_NDF_USD_CLP_NDF	5D_NDF_USD_CLP_NDF	768.0	768.0	760.25	760.25	3	24000000
2021-07-26	CU	62D_NDF_USD_CLP_NDF	62D_NDF_USD_CLP_NDF	765.28	765.28	765.28	765.28	1	40000000
2021-07-26	CU	64D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-09-28	762.77	765.3	762.76	762.77	9	170000000
2021-07-26	CU	64D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-09-28	3923.0	3923.0	3923.0	3923.0	1	10000000
2021-07-26	CU	64D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2021-09-28	1156.0	1156.0	1156.0	1156.0	1	50000000
2021-07-26	CU	64D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-09-28	28.05	28.05	28.05	28.05	1	50000000
2021-07-26	CU	67D_EUR_USD_B_FXO_0.3323_FXO	67D_EUR_USD_B_FXO_0.3323_FXO	0.5988751	0.5988751	0.5988751	0.5988751	1	50000000
2021-07-26	CU	68D_NDF_USD_BRL_NDF	68D_NDF_USD_BRL_NDF	5.21868	5.2267	5.21868	5.2267	5	275000000
2021-07-26	CU	6D_NDF_USD_BRL_NDF	6D_NDF_USD_BRL_NDF	5.195	5.219	5.1705	5.18295	41	1607250000
2021-07-26	CU	6M_EUR_USD_B_FXO_-0.5013_FXO	6M_EUR_USD_B_FXO_-0.5013_FXO	1.910147	1.910147	1.910147	1.910147	1	25000000
2021-07-26	CU	6M_EUR_USD_B_FXO_0.099_FXO	6M_EUR_USD_B_FXO_0.099_FXO	0.2278865	0.2278865	0.2278865	0.2278865	1	63000000
2021-07-26	CU	6M_EUR_USD_B_FXO_0.4987_FXO	6M_EUR_USD_B_FXO_0.4987_FXO	1.804147	1.804147	1.804147	1.804147	1	25000000
2021-07-26	CU	6M_USD_COP_A_FXO_-0.5197_FXO	6M_USD_COP_A_FXO_-0.5197_FXO	3.935601	3.935601	3.935601	3.935601	2	35000000
2021-07-26	CU	6M_USD_COP_A_FXO_0.4803_FXO	6M_USD_COP_A_FXO_0.4803_FXO	3.935601	3.935601	3.935601	3.935601	2	35000000
2021-07-26	CU	6M_USD_JPY_A_FXO_-0.2504_FXO	6M_USD_JPY_A_FXO_-0.2504_FXO	0.6626086	0.6626086	0.6626086	0.6626086	1	34000000
2021-07-26	CU	6M_USD_JPY_A_FXO_0.2493_FXO	6M_USD_JPY_A_FXO_0.2493_FXO	0.6110386	0.6110386	0.6110386	0.6110386	1	30000000
2021-07-26	CU	70D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-10-04	5.2238	5.2238	5.2238	5.2238	1	70000000
2021-07-26	CU	7D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-08-02	764.05	764.05	764.05	764.05	1	18000000
2021-07-26	CU	7D_NDF_USD_CLP_NDF	7D_NDF_USD_CLP_NDF	765.6	765.6	765.6	765.6	1	4000000
2021-07-26	CU	7D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2021-08-02	14489.0	14489.0	14489.0	14489.0	1	4000000
2021-07-26	CU	7D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-08-02	3.95	3.95	3.9025	3.905	18	148500000
2021-07-26	CU	8D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2021-08-03	5.1925	5.222	5.1737	5.182	43	1710000000
2021-07-26	CU	8D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-08-03	763.0	763.0	763.0	763.0	1	35000000
2021-07-26	CU	8D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-08-03	3911.3	3911.6	3911.3	3911.6	1	5000000
2021-07-26	CU	8D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-08-03	74.4903	74.4903	74.4903	74.4903	1	2000000
2021-07-26	CU	8D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2021-08-03	3.9298	3.9298	3.9108	3.9108	5	49000000
2021-07-26	CU	93D_USD_CNH_A_FXO_-0.196_FXO	93D_USD_CNH_A_FXO_-0.196_FXO	0.2350059	0.2350059	0.2350059	0.2350059	1	33000000
2021-07-26	CU	94D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2021-10-28	766.0	766.0	761.5	761.5	6	130000000
2021-07-26	CU	94D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-10-28	3921.6	3921.6	3921.6	3921.6	1	25000000
2021-07-26	CU	94D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2021-10-28	14657.0	14658.0	14641.0	14641.0	5	166500000
2021-07-26	CU	94D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-10-28	75.15	75.15	75.15	75.15	1	100000000
2021-07-26	CU	94D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2021-10-28	28.02	28.02	27.993	28.012	10	240000000
2021-07-26	CU	9D_NDF_USD_COP	NDF_USD_COP Maturing on 2021-08-04	3914.0	3914.0	3914.0	3914.0	1	21000000
2021-07-26	CU	9D_NDF_USD_INR	NDF_USD_INR Maturing on 2021-08-04	74.495	74.495	74.485	74.485	4	75000000
2021-07-26	CU	9M_USD_CNH_A_FXO_-0.4736_FXO	9M_USD_CNH_A_FXO_-0.4736_FXO	1.504755	1.504755	1.504755	1.504755	1	25000000
2021-07-26	CU	USDCNY20210802-R20497	Non Deliverable Forward Chinese Renminbi - Value Date 2021-08-02	6.48886	6.48886	6.48886	6.48886	1	12000000
2021-07-26	CU	USDCNY20210809-R20497	Non Deliverable Forward Chinese Renminbi - Value Date 2021-08-09	6.49353	6.49353	6.49353	6.49353	4	86000000
2021-07-26	CU	USDCNY20210812-R20497	Non Deliverable Forward Chinese Renminbi - Value Date 2021-08-12	6.49517	6.49517	6.49517	6.49517	2	41000000
2021-07-26	CU	USDCNY20210816-R20497	Non Deliverable Forward Chinese Renminbi - Value Date 2021-08-16	6.49735	6.49735	6.49735	6.49735	3	13000000
2021-07-26	CU	USDCNY20210819-R20497	Non Deliverable Forward Chinese Renminbi - Value Date 2021-08-19	6.49899	6.49899	6.49899	6.49899	2	11000000
2021-07-26	CU	USDCNY20210820-R20497	Non Deliverable Forward Chinese Renminbi - Value Date 2021-08-20	6.49954	6.49954	6.49954	6.49954	3	23000000
2021-07-26	CU	USDCNY20210823-R20497	Non Deliverable Forward Chinese Renminbi - Value Date 2021-08-23	6.50118	6.50118	6.50118	6.50118	3	10000000
2021-07-26	CU	USDCNY20210824-R20497	Non Deliverable Forward Chinese Renminbi - Value Date 2021-08-24	6.50172	6.50172	6.50172	6.50172	2	14000000
2021-07-26	CU	USDCNY20210830-R20497	Non Deliverable Forward Chinese Renminbi - Value Date 2021-08-30	6.505	6.505	6.505	6.505	1	10000000
2021-07-26	CU	USDCNY20210902-R20497	Non Deliverable Forward Chinese Renminbi - Value Date 2021-09-02	6.50672	6.50672	6.50672	6.50672	1	49000000
2021-07-26	CU	USDCNY20210909-R20497	Non Deliverable Forward Chinese Renminbi - Value Date 2021-09-09	6.51072	6.51072	6.51072	6.51072	1	50000000
2021-07-26	CU	USDIDR20210730-R20498	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-07-30	14502.57	14502.57	14502.57	14502.57	3	24000000
2021-07-26	CU	USDIDR20210803-R20498	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-08-03	14507.71	14507.71	14507.71	14507.71	3	8000000
2021-07-26	CU	USDIDR20210806-R20498	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-08-06	14512.53	14512.53	14512.53	14512.53	3	10000000
2021-07-26	CU	USDIDR20210809-R20498	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-08-09	14517.83	14517.83	14517.83	14517.83	1	20000000
2021-07-26	CU	USDIDR20210816-R20498	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-08-16	14530.21	14530.21	14530.21	14530.21	2	30000000
2021-07-26	CU	USDIDR20210819-R20498	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-08-19	14535.52	14535.52	14535.52	14535.52	2	30000000
2021-07-26	CU	USDIDR20210820-R20498	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-08-20	14537.29	14537.29	14537.29	14537.29	1	6000000
2021-07-26	CU	USDIDR20210823-R20498	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-08-23	14542.6	14542.6	14542.6	14542.6	2	26000000
2021-07-26	CU	USDIDR20210824-R20498	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-08-24	14544.37	14544.37	14544.37	14544.37	2	4000000
2021-07-26	CU	USDIDR20210825-R20498	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-08-25	14546.14	14546.14	14546.14	14546.14	1	3000000
2021-07-26	CU	USDIDR20210826-R20498	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-08-26	14547.91	14547.91	14547.91	14547.91	2	25000000
2021-07-26	CU	USDIDR20210830-R20498	Non Deliverable Forward Indonesian Rupiah - Value Date 2021-08-30	14555.0	14555.0	14555.0	14555.0	1	33000000
2021-07-26	CU	USDINR20210809-R20499	Non Deliverable Forward Indian Rupee - Value Date 2021-08-09	74.5254	74.5254	74.5254	74.5254	1	20000000
2021-07-26	CU	USDINR20210817-R20499	Non Deliverable Forward Indian Rupee - Value Date 2021-08-17	74.5884	74.5884	74.5884	74.5884	1	21000000
2021-07-26	CU	USDINR20210820-R20499	Non Deliverable Forward Indian Rupee - Value Date 2021-08-20	74.6121	74.6121	74.6121	74.6121	1	12000000
2021-07-26	CU	USDINR20210823-R20499	Non Deliverable Forward Indian Rupee - Value Date 2021-08-23	74.6358	74.6358	74.6358	74.6358	2	18000000
2021-07-26	CU	USDINR20210825-R20499	Non Deliverable Forward Indian Rupee - Value Date 2021-08-25	74.6515	74.6515	74.6515	74.6515	1	30000000
2021-07-26	CU	USDINR20210830-R20499	Non Deliverable Forward Indian Rupee - Value Date 2021-08-30	74.691	74.691	74.691	74.691	2	30000000
2021-07-26	CU	USDKRW20210730-R20500	Non Deliverable Forward South Korean Won - Value Date 2021-07-30	1154.154	1154.154	1154.154	1154.154	2	29000000
2021-07-26	CU	USDKRW20210803-R20500	Non Deliverable Forward South Korean Won - Value Date 2021-08-03	1154.263	1154.263	1154.263	1154.263	1	19000000
2021-07-26	CU	USDKRW20210804-R20500	Non Deliverable Forward South Korean Won - Value Date 2021-08-04	1154.29	1154.29	1154.29	1154.29	1	10000000
2021-07-26	CU	USDKRW20210818-R20500	Non Deliverable Forward South Korean Won - Value Date 2021-08-18	1154.516	1154.516	1154.516	1154.516	1	18000000
2021-07-26	CU	USDKRW20210826-R20500	Non Deliverable Forward South Korean Won - Value Date 2021-08-26	1154.645	1154.645	1154.645	1154.645	1	3000000
2021-07-26	CU	USDKRW20210907-R20500	Non Deliverable Forward South Korean Won - Value Date 2021-09-07	1154.82	1154.82	1154.82	1154.82	1	21000000
2021-07-26	CU	USDPEN20210802-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-02	3.9089	3.9089	3.9089	3.9089	3	14000000
2021-07-26	CU	USDPEN20210803-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-03	3.9086	3.9086	3.9086	3.9086	3	11000000
2021-07-26	CU	USDPEN20210804-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-04	3.9084	3.9084	3.9084	3.9084	3	51000000
2021-07-26	CU	USDPEN20210805-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-05	3.9083	3.9083	3.9083	3.9083	2	23000000
2021-07-26	CU	USDPEN20210806-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-06	3.9082	3.9082	3.9082	3.9082	4	61000000
2021-07-26	CU	USDPEN20210809-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-09	3.9081	3.9081	3.9081	3.9081	8	117000000
2021-07-26	CU	USDPEN20210810-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-10	3.908	3.908	3.908	3.908	4	65000000
2021-07-26	CU	USDPEN20210811-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-11	3.9078	3.9078	3.9078	3.9078	1	9000000
2021-07-26	CU	USDPEN20210812-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-12	3.9077	3.9077	3.9077	3.9077	5	28000000
2021-07-26	CU	USDPEN20210813-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-13	3.9076	3.9076	3.9076	3.9076	4	25000000
2021-07-26	CU	USDPEN20210816-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-16	3.9075	3.9075	3.9075	3.9075	4	43000000
2021-07-26	CU	USDPEN20210817-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-17	3.9074	3.9074	3.9074	3.9074	3	33000000
2021-07-26	CU	USDPEN20210818-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-18	3.9072	3.9072	3.9072	3.9072	1	16000000
2021-07-26	CU	USDPEN20210819-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-19	3.9071	3.9071	3.9071	3.9071	2	8000000
2021-07-26	CU	USDPEN20210823-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-23	3.9068	3.9068	3.9068	3.9068	6	142000000
2021-07-26	CU	USDPEN20210824-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-24	3.9068	3.9068	3.9068	3.9068	2	20000000
2021-07-26	CU	USDPEN20210825-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-25	3.9065	3.9065	3.9065	3.9065	4	60000000
2021-07-26	CU	USDPEN20210826-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-26	3.9064	3.9064	3.9064	3.9064	1	1000000
2021-07-26	CU	USDPEN20210827-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-27	3.9063	3.9063	3.9063	3.9063	4	69000000
2021-07-26	CU	USDPEN20210831-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-08-31	3.9062	3.9062	3.9062	3.9062	9	198000000
2021-07-26	CU	USDPEN20210902-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-09-02	3.9062	3.9062	3.9062	3.9062	3	60000000
2021-07-26	CU	USDPEN20210907-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-09-07	3.9062	3.9062	3.9062	3.9062	1	30000000
2021-07-26	CU	USDPEN20210908-R20505	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2021-09-08	3.9062	3.9062	3.9062	3.9062	1	20000000
2021-07-26	CU	USDPHP20210730-R20501	Non Deliverable Forward Philippine Peso - Value Date 2021-07-30	50.3363	50.3363	50.3363	50.3363	1	14000000
2021-07-26	CU	USDPHP20210802-R20501	Non Deliverable Forward Philippine Peso - Value Date 2021-08-02	50.3376	50.3376	50.3376	50.3376	1	13000000
2021-07-26	CU	USDPHP20210805-R20501	Non Deliverable Forward Philippine Peso - Value Date 2021-08-05	50.3491	50.3491	50.3491	50.3491	1	1000000
2021-07-26	CU	USDPHP20210806-R20501	Non Deliverable Forward Philippine Peso - Value Date 2021-08-06	50.3546	50.3546	50.3546	50.3546	1	2000000
2021-07-26	CU	USDPHP20210809-R20501	Non Deliverable Forward Philippine Peso - Value Date 2021-08-09	50.3712	50.3712	50.3712	50.3712	1	22000000
2021-07-26	CU	USDPHP20210816-R20501	Non Deliverable Forward Philippine Peso - Value Date 2021-08-16	50.41	50.41	50.41	50.41	2	11000000
2021-07-26	CU	USDPHP20210819-R20501	Non Deliverable Forward Philippine Peso - Value Date 2021-08-19	50.4266	50.4266	50.4266	50.4266	1	3000000
2021-07-26	CU	USDPHP20210823-R20501	Non Deliverable Forward Philippine Peso - Value Date 2021-08-23	50.4488	50.4488	50.4488	50.4488	2	2000000
2021-07-26	CU	USDPHP20210827-R20501	Non Deliverable Forward Philippine Peso - Value Date 2021-08-27	50.471	50.471	50.471	50.471	2	12000000
2021-07-26	CU	USDPHP20210831-R20501	Non Deliverable Forward Philippine Peso - Value Date 2021-08-31	50.4911	50.4911	50.4911	50.4911	2	35000000
2021-07-26	CU	USDPHP20210908-R20501	Non Deliverable Forward Philippine Peso - Value Date 2021-09-08	50.5313	50.5313	50.5313	50.5313	1	1000000
2021-07-26	CU	USDPHP20210915-R20501	Non Deliverable Forward Philippine Peso - Value Date 2021-09-15	50.5666	50.5666	50.5666	50.5666	1	4000000
2021-07-26	CU	USDPHP20210916-R20501	Non Deliverable Forward Philippine Peso - Value Date 2021-09-16	50.5716	50.5716	50.5716	50.5716	1	17000000
2021-07-26	CU	USDTWD20210730-R20502	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-07-30	28.0724	28.0724	28.0724	28.0724	2	14000000
2021-07-26	CU	USDTWD20210802-R20502	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-02	28.0746	28.0746	28.0746	28.0746	1	10000000
2021-07-26	CU	USDTWD20210804-R20502	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-04	28.076	28.076	28.076	28.076	2	40000000
2021-07-26	CU	USDTWD20210809-R20502	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-09	28.0741	28.0741	28.0741	28.0741	2	36000000
2021-07-26	CU	USDTWD20210810-R20502	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-10	28.0737	28.0737	28.0737	28.0737	1	10000000
2021-07-26	CU	USDTWD20210812-R20502	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-12	28.0729	28.0729	28.0729	28.0729	1	2000000
2021-07-26	CU	USDTWD20210813-R20502	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-13	28.0725	28.0725	28.0725	28.0725	1	16000000
2021-07-26	CU	USDTWD20210816-R20502	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-16	28.0714	28.0714	28.0714	28.0714	1	38000000
2021-07-26	CU	USDTWD20210819-R20502	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-19	28.0702	28.0702	28.0702	28.0702	1	12000000
2021-07-26	CU	USDTWD20210823-R20502	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-23	28.0687	28.0687	28.0687	28.0687	3	50000000
2021-07-26	CU	USDTWD20210826-R20502	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-26	28.0675	28.0675	28.0675	28.0675	1	2000000
2021-07-26	CU	USDTWD20210827-R20502	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-27	28.0671	28.0671	28.0671	28.0671	1	24000000
2021-07-26	CU	USDTWD20210830-R20502	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-30	28.066	28.066	28.066	28.066	2	74000000
2021-07-26	CU	USDTWD20210831-R20502	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-08-31	28.0655	28.0655	28.0655	28.0655	1	24000000
2021-07-26	CU	USDTWD20210907-R20502	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-09-07	28.0624	28.0624	28.0624	28.0624	2	52000000
2021-07-26	CU	USDTWD20210908-R20502	Non Deliverable Forward Taiwan New Dollar - Value Date 2021-09-08	28.062	28.062	28.062	28.062	1	20000000
2021-07-26	IR	10Y FF/3M LCH		19.375	19.5	19.5	19.5	1	78000000
2021-07-26	IR	10Y LCH.sb		1.2775	1.2775	1.2775	1.2775	3	150000000
2021-07-26	IR	10Y SOFR LCH		1.01625	1.01625	1.01625	1.01625	4	250000000
2021-07-26	IR	10Y SOFR/3M LCH		23.125	23.125	23.125	23.125	3	275000000
2021-07-26	IR	15Y SOFR/FF LCH		4.625	4.75	4.75	4.75	1	40000000
2021-07-26	IR	1Y TRY/USD IRX Outright_20220728	1Y TRY/USD IRX Outright_20220728	0.2057	0.2057	0.2057	0.2057	1	102792000
2021-07-26	IR	1Yx3M_USD-LIBOR_0_Straddle_3600	1Yx3M_USD-LIBOR_0_Straddle_3600	0.0545	0.0545	0.0545	0.0545	2	200000000
2021-07-26	IR	2Y EUR IRS Outright (EUR.2Y.3M.ACT.ACT)_20230728	2Y EUR IRS Outright (EUR.2Y.3M.ACT.ACT)_20230728	-0.00514	-0.00512	-0.00514	-0.00512	4	1250000000
2021-07-26	IR	2Yx3M_USD-LIBOR_0_Straddle_3600	2Yx3M_USD-LIBOR_0_Straddle_3600	0.0746	0.0746	0.0746	0.0746	2	200000000
2021-07-26	IR	30Y FF/3M LCH		20.625	20.625	20.625	20.625	1	30000000
2021-07-26	IR	30Y SOFR LCH		1.36	1.36	1.36	1.36	4	100000000
2021-07-26	IR	30Y SOFR/FF LCH		5.25	5.375	5.375	5.375	1	25000000
2021-07-26	IR	3M.AUD.IRS_20211030	3M.AUD.IRS_20211030	0.000248	0.000248	0.000248	0.000248	1	92000000
2021-07-26	IR	3M.AUD.IRS_20211105	3M.AUD.IRS_20211105	0.000244	0.000244	0.000244	0.000244	1	102000000
2021-07-26	IR	3M.AUD.IRS_20211123	3M.AUD.IRS_20211123	0.000234	0.000234	0.000234	0.000234	1	101000000
2021-07-26	IR	3M.AUD.IRS_20211209	3M.AUD.IRS_20211209	0.000244	0.000244	0.000244	0.000244	2	719000000
2021-07-26	IR	3M.AUD.IRS_20211215	3M.AUD.IRS_20211215	0.000262	0.000262	0.000262	0.000262	1	423000000
2021-07-26	IR	3M.AUD.IRS_20211217	3M.AUD.IRS_20211217	0.000268	0.000268	0.000268	0.000268	1	490000000
2021-07-26	IR	3M.AUD.IRS_20211221	3M.AUD.IRS_20211221	0.00028	0.00028	0.00028	0.00028	1	50000000
2021-07-26	IR	3M.AUD.IRS_20211223	3M.AUD.IRS_20211223	0.000286	0.000286	0.000286	0.000286	2	533000000
2021-07-26	IR	3M.AUD.IRS_20211224	3M.AUD.IRS_20211224	0.000289	0.000289	0.000289	0.000289	1	50000000
2021-07-26	IR	3M.AUD.IRS_20211227	3M.AUD.IRS_20211227	0.000298	0.000298	0.000298	0.000298	2	120000000
2021-07-26	IR	3M.AUD.IRS_20220105	3M.AUD.IRS_20220105	0.000315	0.000315	0.000315	0.000315	1	379000000
2021-07-26	IR	3M.AUD.IRS_20220107	3M.AUD.IRS_20220107	0.000321	0.000321	0.000321	0.000321	1	122000000
2021-07-26	IR	3M.AUD.IRS_20220118	3M.AUD.IRS_20220118	0.000355	0.000355	0.000355	0.000355	1	83000000
2021-07-26	IR	3M.AUD.IRS_20220120	3M.AUD.IRS_20220120	0.000361	0.000361	0.000361	0.000361	1	94000000
2021-07-26	IR	3M.AUD.IRS_20220121	3M.AUD.IRS_20220121	0.000364	0.000364	0.000364	0.000364	1	250000000
2021-07-26	IR	3M.AUD.IRS_20220122	3M.AUD.IRS_20220122	0.000365	0.000365	0.000365	0.000365	3	431000000
2021-07-26	IR	3M.AUD.IRS_20220129	3M.AUD.IRS_20220129	0.000386	0.000386	0.000386	0.000386	1	80000000
2021-07-26	IR	3M.AUD.IRS_20220202	3M.AUD.IRS_20220202	0.0004	0.0004	0.0004	0.0004	2	232000000
2021-07-26	IR	3M.AUD.IRS_20220205	3M.AUD.IRS_20220205	0.000407	0.000407	0.000407	0.000407	2	103000000
2021-07-26	IR	3M.AUD.IRS_20220208	3M.AUD.IRS_20220208	0.000419	0.000419	0.000419	0.000419	1	54000000
2021-07-26	IR	3M.AUD.IRS_20220222	3M.AUD.IRS_20220222	0.000461	0.000461	0.000461	0.000461	1	99000000
2021-07-26	IR	3M.AUD.IRS_20220309	3M.AUD.IRS_20220309	0.000513	0.000513	0.000513	0.000513	2	1181000000
2021-07-26	IR	3M.AUD.IRS_20220313	3M.AUD.IRS_20220313	0.000533	0.000533	0.000533	0.000533	1	298000000
2021-07-26	IR	3M.AUD.IRS_20220316	3M.AUD.IRS_20220316	0.000542	0.000542	0.000542	0.000542	1	137000000
2021-07-26	IR	3M.AUD.IRS_20220329	3M.AUD.IRS_20220329	0.0006	0.0006	0.0006	0.0006	1	148000000
2021-07-26	IR	3M.AUD.IRS_20220407	3M.AUD.IRS_20220407	0.000639	0.000639	0.000639	0.000639	2	196000000
2021-07-26	IR	3M.AUD.IRS_20220410	3M.AUD.IRS_20220410	0.000655	0.000655	0.000655	0.000655	1	340000000
2021-07-26	IR	3M.AUD.IRS_20220414	3M.AUD.IRS_20220414	0.00067	0.00067	0.00067	0.00067	1	83000000
2021-07-26	IR	3M.AUD.IRS_20220417	3M.AUD.IRS_20220417	0.000688	0.000688	0.000688	0.000688	1	201000000
2021-07-26	IR	3M.AUD.IRS_20220418	3M.AUD.IRS_20220418	0.00069	0.00069	0.00069	0.00069	1	99000000
2021-07-26	IR	3M.AUD.IRS_20220419	3M.AUD.IRS_20220419	0.000692	0.000692	0.000692	0.000692	2	446000000
2021-07-26	IR	3M.AUD.IRS_20220420	3M.AUD.IRS_20220420	0.000697	0.000697	0.000697	0.000697	2	329000000
2021-07-26	IR	3M.AUD.IRS_20220421	3M.AUD.IRS_20220421	0.000701	0.000701	0.000701	0.000701	2	357000000
2021-07-26	IR	3M.AUD.IRS_20220424	3M.AUD.IRS_20220424	0.000719	0.000719	0.000719	0.000719	2	385000000
2021-07-26	IR	3M.AUD.IRS_20220428	3M.AUD.IRS_20220428	0.000732	0.000732	0.000732	0.000732	1	124000000
2021-07-26	IR	3M.AUD.IRS_20220609	3M.AUD.IRS_20220609	0.000908	0.000908	0.000908	0.000908	2	235000000
2021-07-26	IR	3M.AUD.IRS_20220615	3M.AUD.IRS_20220615	0.000945	0.000945	0.000945	0.000945	2	384000000
2021-07-26	IR	3M.AUD.IRS_20220616	3M.AUD.IRS_20220616	0.000952	0.000952	0.000952	0.000952	1	194000000
2021-07-26	IR	3M.AUD.IRS_20220617	3M.AUD.IRS_20220617	0.000958	0.000958	0.000958	0.000958	1	55000000
2021-07-26	IR	3M.AUD.IRS_20220618	3M.AUD.IRS_20220618	0.000977	0.000977	0.000977	0.000977	1	169000000
2021-07-26	IR	3M.AUD.IRS_20220628	3M.AUD.IRS_20220628	0.00103	0.00103	0.00103	0.00103	1	274000000
2021-07-26	IR	3M.AUD.IRS_20220630	3M.AUD.IRS_20220630	0.001043	0.001043	0.001043	0.001043	1	378000000
2021-07-26	IR	3M.AUD.IRS_20220704	3M.AUD.IRS_20220704	0.001071	0.001071	0.001071	0.001071	1	258000000
2021-07-26	IR	3M.AUD.IRS_20220711	3M.AUD.IRS_20220711	0.001117	0.001117	0.001117	0.001117	1	54000000
2021-07-26	IR	3M.AUD.IRS_20220720	3M.AUD.IRS_20220720	0.001177	0.001177	0.001177	0.001177	1	309000000
2021-07-26	IR	3M.AUD.IRS_20220722	3M.AUD.IRS_20220722	0.00119	0.00119	0.00119	0.00119	1	150000000
2021-07-26	IR	3M.AUD.IRS_20220726	3M.AUD.IRS_20220726	0.001216	0.001216	0.001216	0.001216	1	378000000
2021-07-26	IR	3Y Q/3s ZAR IRS_20240726	3Y Q/3s ZAR IRS_20240726	0.04885	0.04885	0.04885	0.04885	1	2400000000
2021-07-26	IR	4Y Q/3s ZAR IRS_20250726	4Y Q/3s ZAR IRS_20250726	0.0528	0.0528	0.0528	0.0528	1	820000000
2021-07-26	IR	4Y SOFR CME		0.441875	0.465	0.465	0.465	1	500000000
2021-07-26	IR	4Y SOFR LCH		0.44	0.46	0.46	0.46	1	500000000
2021-07-26	IR	4Y SOFR/FF LCH		3.625	3.635	3.625	3.625	3	600000000
2021-07-26	IR	5Y LCH.sb		0.7975	0.7975	0.7975	0.7975	3	300000000
2021-07-26	IR	5Y Q/3s ZAR IRS_20260726	5Y Q/3s ZAR IRS_20260726	0.0569	0.0569	0.05645	0.05645	5	2715000000
2021-07-26	IR	5Y SOFR LCH		0.55125	0.55125	0.55125	0.55125	5	650000000
2021-07-26	IR	6M.AUD.IRS_20220216	6M.AUD.IRS_20220216	0.000581	0.000581	0.000581	0.000581	1	125000000
2021-07-26	IR	6M.AUD.IRS_20220218	6M.AUD.IRS_20220218	0.000585	0.000585	0.000585	0.000585	1	125000000
2021-07-26	IR	6M.AUD.IRS_20220223	6M.AUD.IRS_20220223	0.000592	0.000592	0.000592	0.000592	1	50000000
2021-07-26	IR	6M.AUD.IRS_20220309	6M.AUD.IRS_20220309	0.000617	0.000617	0.000617	0.000617	1	140000000
2021-07-26	IR	6M.AUD.IRS_20220313	6M.AUD.IRS_20220313	0.000633	0.000633	0.000633	0.000633	1	265000000
2021-07-26	IR	6M.AUD.IRS_20220418	6M.AUD.IRS_20220418	0.000777	0.000777	0.000777	0.000777	1	64000000
2021-07-26	IR	6M.AUD.IRS_20220422	6M.AUD.IRS_20220422	0.000791	0.000791	0.000791	0.000791	1	47000000
2021-07-26	IR	6M.AUD.IRS_20220508	6M.AUD.IRS_20220508	0.00086	0.00086	0.00086	0.00086	1	208000000
2021-07-26	IR	6M.AUD.IRS_20220515	6M.AUD.IRS_20220515	0.000888	0.000888	0.000888	0.000888	1	287000000
2021-07-26	IR	6M.AUD.IRS_20220522	6M.AUD.IRS_20220522	0.000916	0.000916	0.000916	0.000916	2	561000000
2021-07-26	IR	6M.AUD.IRS_20220525	6M.AUD.IRS_20220525	0.000927	0.000927	0.000927	0.000927	1	161000000
2021-07-26	IR	6M.AUD.IRS_20220606	6M.AUD.IRS_20220606	0.000973	0.000973	0.000973	0.000973	1	96000000
2021-07-26	IR	6M.AUD.IRS_20220614	6M.AUD.IRS_20220614	0.001012	0.001012	0.001012	0.001012	1	295000000
2021-07-26	IR	6M.AUD.IRS_20220615	6M.AUD.IRS_20220615	0.001018	0.001018	0.001018	0.001018	1	83000000
2021-07-26	IR	6M.AUD.IRS_20220707	6M.AUD.IRS_20220707	0.001148	0.001148	0.001148	0.001148	1	113000000
2021-07-26	IR	6M.AUD.IRS_20220710	6M.AUD.IRS_20220710	0.001169	0.001169	0.001169	0.001169	1	174000000
2021-07-26	IR	6M.AUD.IRS_20220711	6M.AUD.IRS_20220711	0.001172	0.001172	0.001172	0.001172	1	307000000
2021-07-26	IR	6M.AUD.IRS_20220719	6M.AUD.IRS_20220719	0.001218	0.001218	0.001218	0.001218	1	74000000
2021-07-26	IR	6M.AUD.IRS_20220720	6M.AUD.IRS_20220720	0.001225	0.001225	0.001225	0.001225	1	50000000
2021-07-26	IR	6M.AUD.IRS_20220724	6M.AUD.IRS_20220724	0.001251	0.001251	0.001251	0.001251	2	601000000
2021-07-26	IR	6M.AUD.IRS_20220728	6M.AUD.IRS_20220728	0.001271	0.001271	0.001271	0.001271	2	319000000
2021-07-26	IR	6M.AUD.IRS_20220814	6M.AUD.IRS_20220814	0.001373	0.001373	0.001373	0.001373	1	261000000
2021-07-26	IR	6M.AUD.IRS_20220914	6M.AUD.IRS_20220914	0.001552	0.001552	0.001552	0.001552	1	118000000
2021-07-26	IR	6M.AUD.IRS_20220917	6M.AUD.IRS_20220917	0.001593	0.001593	0.001593	0.001593	1	243000000
2021-07-26	IR	6M.AUD.IRS_20220918	6M.AUD.IRS_20220918	0.001595	0.001595	0.001595	0.001595	1	143000000
2021-07-26	IR	6M.AUD.IRS_20220921	6M.AUD.IRS_20220921	0.001615	0.001615	0.001615	0.001615	1	1006000000
2021-07-26	IR	6M.AUD.IRS_20220923	6M.AUD.IRS_20220923	0.001634	0.001634	0.001634	0.001634	1	400000000
2021-07-26	IR	6M.AUD.IRS_20220928	6M.AUD.IRS_20220928	0.00168	0.00168	0.00168	0.00168	1	137000000
2021-07-26	IR	6M.AUD.IRS_20221008	6M.AUD.IRS_20221008	0.001785	0.001785	0.001785	0.001785	1	167000000
2021-07-26	IR	6M.AUD.IRS_20221019	6M.AUD.IRS_20221019	0.001875	0.001875	0.001875	0.001875	1	470000000
2021-07-26	IR	6M.AUD.IRS_20221021	6M.AUD.IRS_20221021	0.001893	0.001893	0.001893	0.001893	1	470000000
2021-07-26	IR	7Y FF/3M LCH		18.5	18.5	18.5	18.5	3	250000000
2021-07-26	IR	AUD.10Y.3M.XCCY.BSX_20310728	AUD.10Y.3M.XCCY.BSX_20310728	0.002975	0.002975	0.002975	0.002975	1	71000000
2021-07-26	IR	AUD.9Y.3M.XCCY.BSX_20300728	AUD.9Y.3M.XCCY.BSX_20300728	0.002825	0.002825	0.002825	0.002825	1	78000000
2021-07-26	IR	BUND.SEP21.10Y_20310728	BUND.SEP21.10Y_20310728	-0.0003746	-0.0003746	-0.0003746	-0.0003746	1	25000000
2021-07-26	IR	CLP_NDS_6M_USD_TNA_0X108	CLP_NDS_6M_USD_TNA_0X108	3.945	3.968	3.945	3.968	2	7900000000
2021-07-26	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12	1.74	1.74	1.74	1.74	1	60000000000
2021-07-26	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120	4.008	4.01	3.998	4.01	3	18000000000
2021-07-26	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18	2.07	2.11	2.07	2.11	5	112800000000
2021-07-26	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24	2.315	2.33	2.315	2.33	2	39950000000
2021-07-26	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36	2.655	2.67	2.655	2.67	4	49600000000
2021-07-26	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48	2.985	2.985	2.985	2.985	1	9800000000
2021-07-26	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60	3.205	3.23	3.195	3.23	6	39000000000
2021-07-26	IR	CLP_NDS_6M_USD_TNA_0X72	CLP_NDS_6M_USD_TNA_0X72	3.45	3.475	3.445	3.445	3	20500000000
2021-07-26	IR	CLP_NDS_6M_USD_TNA_0X96	CLP_NDS_6M_USD_TNA_0X96	3.849	3.849	3.849	3.849	1	3300000000
2021-07-26	IR	CME_MXN_IRS_28D_MXN_TIIE_0X120	CME_MXN_IRS_28D_MXN_TIIE_0X120	6.9	6.9	6.9	6.9	1	130000000
2021-07-26	IR	CME_MXN_IRS_28D_MXN_TIIE_0X24	CME_MXN_IRS_28D_MXN_TIIE_0X24	6.0	6.0	6.0	6.0	1	525000000
2021-07-26	IR	CME_MXN_IRS_28D_MXN_TIIE_0X60	CME_MXN_IRS_28D_MXN_TIIE_0X60	6.46	6.46	6.46	6.46	1	200000000
2021-07-26	IR	COP.10Y.IBR.OIS_20310728	COP.10Y.IBR.OIS_20310728	0.05675	0.05675	0.05675	0.05675	1	10000000000
2021-07-26	IR	COP.3Y.IBR.OIS_20240728	COP.3Y.IBR.OIS_20240728	0.04305	0.04305	0.04305	0.04305	1	28000000000
2021-07-26	IR	COP.5Y.IBR.OIS_20260728	COP.5Y.IBR.OIS_20260728	0.04885	0.0491	0.04885	0.0491	3	63000000000
2021-07-26	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12	2.85	2.85	2.84	2.85	3	237000000000
2021-07-26	IR	COP_NOIS_IBR__0X120	COP_NOIS_IBR__0X120	5.675	5.675	5.67	5.675	3	35600000000
2021-07-26	IR	COP_NOIS_IBR__0X18	COP_NOIS_IBR__0X18	3.41	3.41	3.41	3.41	3	132500000000
2021-07-26	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24	3.75	3.75	3.73	3.73	8	327500000000
2021-07-26	IR	COP_NOIS_IBR__0X48	COP_NOIS_IBR__0X48	4.65	4.65	4.65	4.65	1	22000000000
2021-07-26	IR	COP_NOIS_IBR__0X6	COP_NOIS_IBR__0X6	2.11	2.11	2.11	2.11	1	155000000000
2021-07-26	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60	4.91	4.915	4.9	4.9	7	198000000000
2021-07-26	IR	COP_NOIS_IBR__0X84	COP_NOIS_IBR__0X84	5.28	5.28	5.28	5.28	2	54000000000
2021-07-26	IR	ERX_EUR_IRS_6M_EUR_EURIBOR_0X120	ERX_EUR_IRS_6M_EUR_EURIBOR_0X120	-0.034	-0.023	-0.034	-0.023	2	200000000
2021-07-26	IR	ERX_EUR_IRS_6M_EUR_EURIBOR_0X60	ERX_EUR_IRS_6M_EUR_EURIBOR_0X60	-0.3445	-0.338	-0.3445	-0.3405	8	1000000000
2021-07-26	IR	ERX_EUR_IRS_6M_EUR_EURIBOR_0X72	ERX_EUR_IRS_6M_EUR_EURIBOR_0X72	-0.286	-0.286	-0.286	-0.286	1	83000000
2021-07-26	IR	ERX_EUR_IRS_6M_EUR_EURIBOR_0X96	ERX_EUR_IRS_6M_EUR_EURIBOR_0X96	-0.16325	-0.1575	-0.16325	-0.1575	3	525000000
2021-07-26	IR	EUR.20Y.6M_20410728	EUR.20Y.6M_20410728	0.00285	0.00285	0.00285	0.00285	1	57000000
2021-07-26	IR	EUR.2Y.EONIA.OIS_20230728	EUR.2Y.EONIA.OIS_20230728	-0.00491	-0.004895	-0.00491	-0.004895	4	1250000000
2021-07-26	IR	EUR.USD.5Y.3M.BSX_20260728	EUR.USD.5Y.3M.BSX_20260728	-0.00065	-0.00065	-0.00065	-0.00065	1	80000000
2021-07-26	IR	EUR_OIS_EONIA_0X108	EUR_OIS_EONIA_0X108	-0.177	-0.177	-0.177	-0.177	1	100000000
2021-07-26	IR	EUR_OIS_EONIA_0X84	EUR_OIS_EONIA_0X84	-0.296	-0.296	-0.296	-0.296	1	150000000
2021-07-26	IR	INR.USD.5Y.ifx.NDIRX_20260729	INR.USD.5Y.ifx.NDIRX_20260729	0.0572	0.0572	0.0572	0.0572	2	10000000
2021-07-26	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X6	IRS_AUD_3MBBSW_USD_3MUSDL_0X6	-6.5	-6.5	-6.5	-6.5	1	1000000000
2021-07-26	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X60	IRS_AUD_3MBBSW_USD_3MUSDL_0X60	18.125	18.125	18.125	18.125	3	230000000
2021-07-26	IR	IRS_CLF_1TUF_CLP_CAMA_0X16	IRS_CLF_1TUF_CLP_CAMA_0X16	0.0	0.0	0.0	0.0	1	300000
2021-07-26	IR	IRS_CLF_6MUF_CLP_CAMA_0X48	IRS_CLF_6MUF_CLP_CAMA_0X48	0.0	0.0	0.0	0.0	1	311000
2021-07-26	IR	IRS_EUR_3MEURI_USD_3MUSDL_0X60	IRS_EUR_3MEURI_USD_3MUSDL_0X60	-6.5	-6.5	-6.5	-6.5	1	32000000
2021-07-26	IR	IRS_GBP_3MGBPL_USD_3MUSDL_0X240	IRS_GBP_3MGBPL_USD_3MUSDL_0X240	-0.75	-0.75	-0.75	-0.75	1	15000000
2021-07-26	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X60	IRS_NZD_3MBKBM_USD_3MUSDL_0X60	17.5	17.5	17.5	17.5	2	102000000
2021-07-26	IR	IRS_USD_3MUSDL_COP_IBR_0X84	IRS_USD_3MUSDL_COP_IBR_0X84	-45.0	-45.0	-45.0	-45.0	1	3000000
2021-07-26	IR	IRS_USD_3MUSDL_COP_IBR_0X96	IRS_USD_3MUSDL_COP_IBR_0X96	-39.5	-39.5	-39.5	-39.5	1	2700000
2021-07-26	IR	IRS_USD_6MUSDL_CLP_CAMA_0X120	IRS_USD_6MUSDL_CLP_CAMA_0X120	55.3	55.3	55.3	55.3	2	8300000
2021-07-26	IR	IRS_USD_6MUSDL_CLP_CAMA_0X24	IRS_USD_6MUSDL_CLP_CAMA_0X24	33.0	33.0	33.0	33.0	3	55200000
2021-07-26	IR	IRS_USD_6MUSDL_CLP_CAMA_0X84	IRS_USD_6MUSDL_CLP_CAMA_0X84	41.5	41.5	41.5	41.5	2	14600000
2021-07-26	IR	JPY.2Y.3M.XCCY.BSX_20230728	JPY.2Y.3M.XCCY.BSX_20230728	-0.0022375	-0.0022375	-0.0022375	-0.0022375	2	60000000000
2021-07-26	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120	1.31375	1.31375	1.28875	1.28875	5	137000000
2021-07-26	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X180	LCH_AUD_IRS_6M_AUD_BBSW_0X180	1.5675	1.5675	1.5675	1.5675	1	14000000
2021-07-26	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X24	LCH_CAD_IRS_3M_CAD_CDOR_0X24	0.775	0.775	0.775	0.775	2	400000000
2021-07-26	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X48	LCH_CAD_IRS_3M_CAD_CDOR_0X48	1.15	1.15	1.15	1.15	1	124000000
2021-07-26	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X60	LCH_CAD_IRS_3M_CAD_CDOR_0X60	1.2525	1.2525	1.2525	1.2525	1	100000000
2021-07-26	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X120	LCH_CZK_IRS_6M_CZK_PRIBOR_0X120	1.6225	1.6225	1.61	1.61	2	234000000
2021-07-26	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X24	LCH_CZK_IRS_6M_CZK_PRIBOR_0X24	1.54	1.5425	1.5375	1.5425	5	2412000000
2021-07-26	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X36	LCH_CZK_IRS_6M_CZK_PRIBOR_0X36	1.6525	1.655	1.6525	1.655	3	883000000
2021-07-26	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X60	LCH_CZK_IRS_6M_CZK_PRIBOR_0X60	1.715	1.715	1.705	1.705	2	675000000
2021-07-26	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X84	LCH_CZK_IRS_6M_CZK_PRIBOR_0X84	1.66	1.66	1.66	1.66	1	326000000
2021-07-26	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X108	LCH_EUR_IRS_3M_EUR_EURIBOR_0X108	-0.132	-0.132	-0.132	-0.132	1	100000000
2021-07-26	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X12	LCH_EUR_IRS_3M_EUR_EURIBOR_0X12	-0.542	-0.542	-0.542	-0.542	1	202000000
2021-07-26	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	-0.1025	-0.085	-0.1025	-0.085	2	300000000
2021-07-26	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X180	LCH_EUR_IRS_3M_EUR_EURIBOR_0X180	0.1575	0.1575	0.1575	0.1575	1	100000000
2021-07-26	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X240	LCH_EUR_IRS_3M_EUR_EURIBOR_0X240	0.2715	0.2715	0.2715	0.2715	1	75000000
2021-07-26	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X36	LCH_EUR_IRS_3M_EUR_EURIBOR_0X36	-0.4795	-0.479	-0.4805	-0.4805	3	500000000
2021-07-26	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X360	LCH_EUR_IRS_3M_EUR_EURIBOR_0X360	0.2945	0.2945	0.294	0.294	2	100000000
2021-07-26	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X60	LCH_EUR_IRS_3M_EUR_EURIBOR_0X60	-0.384	-0.384	-0.384	-0.384	1	200000000
2021-07-26	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X84	LCH_EUR_IRS_3M_EUR_EURIBOR_0X84	-0.261	-0.261	-0.261	-0.261	1	150000000
2021-07-26	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	-0.072	-0.03239	-0.076	-0.041	22	1350500000
2021-07-26	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X180	LCH_EUR_IRS_6M_EUR_EURIBOR_0X180	0.173	0.18	0.173	0.18	2	124900000
2021-07-26	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X240	LCH_EUR_IRS_6M_EUR_EURIBOR_0X240	0.277	0.285	0.277	0.285	3	263900000
2021-07-26	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X300	LCH_EUR_IRS_6M_EUR_EURIBOR_0X300	0.298	0.299	0.298	0.299	5	190000000
2021-07-26	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X36	LCH_EUR_IRS_6M_EUR_EURIBOR_0X36	-0.445	-0.445	-0.446	-0.446	3	500000000
2021-07-26	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X360	LCH_EUR_IRS_6M_EUR_EURIBOR_0X360	0.263	0.303	0.261	0.288	30	667700000
2021-07-26	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	-0.359	-0.345	-0.359	-0.347	13	1395500000
2021-07-26	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X72	LCH_EUR_IRS_6M_EUR_EURIBOR_0X72	-0.294	-0.294	-0.294	-0.294	1	83000000
2021-07-26	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X96	LCH_EUR_IRS_6M_EUR_EURIBOR_0X96	-0.173	-0.167	-0.173	-0.167	3	525000000
2021-07-26	IR	PEN_IRS_6M_PEN_LIBOR_0X60	PEN_IRS_6M_PEN_LIBOR_0X60	3.13	3.13	3.13	3.13	1	19545000
2021-07-26	IR	TWD_NDS_3M_USD_TAIBOR_0X48	TWD_NDS_3M_USD_TAIBOR_0X48	0.57	0.57	0.57	0.57	1	350000000