tpSEF

Daily Activity Summary for tpSEF Inc.

Batch Date	Asset Class	Tradeable Instrument	Description	Opening Price	Trade High	TradeLow	Closing Price	Num of Trades	Total Notional Value
2018-07-20	CD	226385	CDXEM 29 - SEF	96.86	96.86	96.81	96.84	10	160000000
2018-07-20	CD	226397	IG30 5Y - SEF	62.25	62.25	61.65	61.65	3	185000000
2018-07-20	CD	227524	HY30 5Y - SEF	106.59	106.69	106.59	106.66	5	52000000
2018-07-20	CD	2I65BZDJ8 05	CDIX_USD2I65BZDJ8 05					2	20000000
2018-07-20	CU	12D_USD_CAD_A_FXO_0.2876_FXO	12D_USD_CAD_A_FXO_0.2876_FXO	0.2126646	0.2126646	0.2126646	0.2126646	2	50000000
2018-07-20	CU	13D_USD_KRW_A_FXO_0.4892_FXO	13D_USD_KRW_A_FXO_0.4892_FXO	0.6172205	0.6172205	0.6172205	0.6172205	1	25000000
2018-07-20	CU	1M_AUD_USD_B_FXO_-0.248_FXO	1M_AUD_USD_B_FXO_-0.248_FXO	0.2918734	0.2918734	0.2918734	0.2918734	2	100000000
2018-07-20	CU	1M_AUD_USD_B_FXO_0.2534_FXO	1M_AUD_USD_B_FXO_0.2534_FXO	0.266144	0.266144	0.266144	0.266144	2	100000000
2018-07-20	CU	1M_EUR_USD_B_FXO_-0.2502_FXO	1M_EUR_USD_B_FXO_-0.2502_FXO	0.3735081	0.3735081	0.3735081	0.3735081	1	30000000
2018-07-20	CU	1M_EUR_USD_B_FXO_-0.2528_FXO	1M_EUR_USD_B_FXO_-0.2528_FXO	0.3785384	0.3785384	0.3785384	0.3785384	1	20000000
2018-07-20	CU	1M_EUR_USD_B_FXO_-0.2594_FXO	1M_EUR_USD_B_FXO_-0.2594_FXO	0.386294	0.386294	0.386294	0.386294	1	20000000
2018-07-20	CU	1M_EUR_USD_B_FXO_-0.4963_FXO	1M_EUR_USD_B_FXO_-0.4963_FXO	0.9384956	0.9384956	0.9384956	0.9384956	2	48750000
2018-07-20	CU	1M_EUR_USD_B_FXO_0.2467_FXO	1M_EUR_USD_B_FXO_0.2467_FXO	0.3360783	0.3360783	0.3360783	0.3360783	1	30000000
2018-07-20	CU	1M_EUR_USD_B_FXO_0.2507_FXO	1M_EUR_USD_B_FXO_0.2507_FXO	0.3432292	0.3432292	0.3432292	0.3432292	1	20000000
2018-07-20	CU	1M_EUR_USD_B_FXO_0.4321_FXO	1M_EUR_USD_B_FXO_0.4321_FXO	0.751703	0.751703	0.751703	0.751703	1	20000000
2018-07-20	CU	1M_EUR_USD_B_FXO_0.4503_FXO	1M_EUR_USD_B_FXO_0.4503_FXO	0.8002305	0.8002305	0.8002305	0.8002305	1	10000000
2018-07-20	CU	1M_EUR_USD_B_FXO_0.5037_FXO	1M_EUR_USD_B_FXO_0.5037_FXO	0.9364956	0.9364956	0.9364956	0.9364956	2	48750000
2018-07-20	CU	1M_USD_JPY_A_FXO_-0.1017_FXO	1M_USD_JPY_A_FXO_-0.1017_FXO	0.1258091	0.1258091	0.1258091	0.1258091	1	30000000
2018-07-20	CU	1M_USD_JPY_A_FXO_-0.4997_FXO	1M_USD_JPY_A_FXO_-0.4997_FXO	0.898104	0.898104	0.898104	0.898104	1	10000000
2018-07-20	CU	1M_USD_JPY_A_FXO_0.1004_FXO	1M_USD_JPY_A_FXO_0.1004_FXO	0.09833863	0.09833863	0.09833863	0.09833863	1	30000000
2018-07-20	CU	1M_USD_JPY_A_FXO_0.5_FXO	1M_USD_JPY_A_FXO_0.5_FXO	0.925063	0.925063	0.925063	0.925063	1	10000000
2018-07-20	CU	1M_USD_SGD_A_FXO_-0.496_FXO	1M_USD_SGD_A_FXO_-0.496_FXO	0.583757	0.583757	0.583757	0.583757	1	5000000
2018-07-20	CU	1M_USD_SGD_A_FXO_-0.498_FXO	1M_USD_SGD_A_FXO_-0.498_FXO	0.5873955	0.5873955	0.5873955	0.5873955	1	5000000
2018-07-20	CU	1M_USD_SGD_A_FXO_0.5018_FXO	1M_USD_SGD_A_FXO_0.5018_FXO	0.6056271	0.6056271	0.6056271	0.6056271	1	5000000
2018-07-20	CU	1M_USD_SGD_A_FXO_0.5037_FXO	1M_USD_SGD_A_FXO_0.5037_FXO	0.6093073	0.6093073	0.6093073	0.6093073	1	5000000
2018-07-20	CU	1W_AUD_CAD_A_FXO_-0.4967_FXO	1W_AUD_CAD_A_FXO_-0.4967_FXO	0.3534808	0.3534808	0.3534808	0.3534808	1	15000000
2018-07-20	CU	1W_AUD_CAD_A_FXO_0.5031_FXO	1W_AUD_CAD_A_FXO_0.5031_FXO	0.3647501	0.3647501	0.3647501	0.3647501	1	15000000
2018-07-20	CU	1W_AUD_JPY_A_FXO_-0.4974_FXO	1W_AUD_JPY_A_FXO_-0.4974_FXO	0.5163938	0.5163938	0.5163938	0.5163938	1	68000000
2018-07-20	CU	1W_AUD_JPY_A_FXO_0.5024_FXO	1W_AUD_JPY_A_FXO_0.5024_FXO	0.5332991	0.5332991	0.5332991	0.5332991	1	68000000
2018-07-20	CU	1W_AUD_USD_B_FXO_-0.2425_FXO	1W_AUD_USD_B_FXO_-0.2425_FXO	0.1380114	0.1380114	0.1380114	0.1380114	1	20000000
2018-07-20	CU	1W_AUD_USD_B_FXO_0.2538_FXO	1W_AUD_USD_B_FXO_0.2538_FXO	0.1331983	0.1331983	0.1331983	0.1331983	1	20000000
2018-07-20	CU	1W_USD_BRL_A_FXO_-0.2291_FXO	1W_USD_BRL_A_FXO_-0.2291_FXO	0.2475305	0.2475305	0.2475305	0.2475305	1	20000000
2018-07-20	CU	1W_USD_BRL_A_FXO_-0.2311_FXO	1W_USD_BRL_A_FXO_-0.2311_FXO	0.2669027	0.2669027	0.2669027	0.2669027	2	70000000
2018-07-20	CU	1W_USD_CAD_A_FXO_-0.4998_FXO	1W_USD_CAD_A_FXO_-0.4998_FXO	0.3923689	0.3923689	0.3923689	0.3923689	1	5000000
2018-07-20	CU	1W_USD_CAD_A_FXO_0.5001_FXO	1W_USD_CAD_A_FXO_0.5001_FXO	0.3976576	0.3976576	0.3976576	0.3976576	1	5000000
2018-07-20	CU	1W_USD_JPY_A_FXO_-0.5091_FXO	1W_USD_JPY_A_FXO_-0.5091_FXO	0.3842312	0.3842312	0.3842312	0.3842312	1	50000000
2018-07-20	CU	1W_USD_JPY_A_FXO_0.491_FXO	1W_USD_JPY_A_FXO_0.491_FXO	0.3673168	0.3673168	0.3673168	0.3673168	1	50000000
2018-07-20	CU	1Y_EUR_GBP_A_FXO_-0.1491_FXO	1Y_EUR_GBP_A_FXO_-0.1491_FXO	0.6332393	0.6332393	0.6332393	0.6332393	2	62000000
2018-07-20	CU	1Y_EUR_GBP_A_FXO_-0.4994_FXO	1Y_EUR_GBP_A_FXO_-0.4994_FXO	2.83615	2.83615	2.83615	2.83615	2	30000000
2018-07-20	CU	1Y_EUR_GBP_A_FXO_0.1497_FXO	1Y_EUR_GBP_A_FXO_0.1497_FXO	0.6576574	0.6576574	0.6576574	0.6576574	2	62000000
2018-07-20	CU	1Y_EUR_GBP_A_FXO_0.4979_FXO	1Y_EUR_GBP_A_FXO_0.4979_FXO	3.098878	3.098878	3.098878	3.098878	2	30000000
2018-07-20	CU	1Y_USD_JPY_A_FXO_-0.2578_FXO	1Y_USD_JPY_A_FXO_-0.2578_FXO	1.417661	1.417661	1.417661	1.417661	1	20000000
2018-07-20	CU	1Y_USD_JPY_A_FXO_0.2563_FXO	1Y_USD_JPY_A_FXO_0.2563_FXO	1.237976	1.237976	1.237976	1.237976	1	20000000
2018-07-20	CU	2M_GBP_USD_B_FXO_-0.4993_FXO	2M_GBP_USD_B_FXO_-0.4993_FXO	1.775459	1.775459	1.775459	1.775459	1	10000000
2018-07-20	CU	2M_GBP_USD_B_FXO_-0.5002_FXO	2M_GBP_USD_B_FXO_-0.5002_FXO	1.781784	1.781784	1.781784	1.781784	8	210000000
2018-07-20	CU	2M_GBP_USD_B_FXO_0.0995_FXO	2M_GBP_USD_B_FXO_0.0995_FXO	0.2015349	0.2015349	0.2015349	0.2015349	8	957500000
2018-07-20	CU	2M_GBP_USD_B_FXO_0.0997_FXO	2M_GBP_USD_B_FXO_0.0997_FXO	0.2019642	0.2019642	0.2019642	0.2019642	1	45500000
2018-07-20	CU	2M_GBP_USD_B_FXO_0.4998_FXO	2M_GBP_USD_B_FXO_0.4998_FXO	1.706784	1.706784	1.706784	1.706784	8	210000000
2018-07-20	CU	2M_GBP_USD_B_FXO_0.5007_FXO	2M_GBP_USD_B_FXO_0.5007_FXO	1.710459	1.710459	1.710459	1.710459	1	10000000
2018-07-20	CU	2M_USD_JPY_A_FXO_-0.4971_FXO	2M_USD_JPY_A_FXO_-0.4971_FXO	1.214767	1.214767	1.214767	1.214767	1	25000000
2018-07-20	CU	2M_USD_JPY_A_FXO_0.5022_FXO	2M_USD_JPY_A_FXO_0.5022_FXO	1.284088	1.284088	1.284088	1.284088	1	25000000
2018-07-20	CU	2W_AUD_JPY_A_FXO_-0.4938_FXO	2W_AUD_JPY_A_FXO_-0.4938_FXO	0.7309908	0.7309908	0.7309908	0.7309908	1	10000000
2018-07-20	CU	2W_AUD_JPY_A_FXO_-0.496_FXO	2W_AUD_JPY_A_FXO_-0.496_FXO	0.7435538	0.7435538	0.7435538	0.7435538	1	25000000
2018-07-20	CU	2W_AUD_JPY_A_FXO_-0.4986_FXO	2W_AUD_JPY_A_FXO_-0.4986_FXO	0.7495872	0.7495872	0.7495872	0.7495872	1	25000000
2018-07-20	CU	2W_AUD_JPY_A_FXO_0.5011_FXO	2W_AUD_JPY_A_FXO_0.5011_FXO	0.7738974	0.7738974	0.7738974	0.7738974	1	25000000
2018-07-20	CU	2W_AUD_JPY_A_FXO_0.5036_FXO	2W_AUD_JPY_A_FXO_0.5036_FXO	0.7799925	0.7799925	0.7799925	0.7799925	1	25000000
2018-07-20	CU	2W_AUD_JPY_A_FXO_0.5057_FXO	2W_AUD_JPY_A_FXO_0.5057_FXO	0.7770302	0.7770302	0.7770302	0.7770302	1	10000000
2018-07-20	CU	2W_CHF_JPY_A_FXO_-0.5031_FXO	2W_CHF_JPY_A_FXO_-0.5031_FXO	0.5048412	0.5048412	0.5048412	0.5048412	2	40000000
2018-07-20	CU	2W_CHF_JPY_A_FXO_0.4969_FXO	2W_CHF_JPY_A_FXO_0.4969_FXO	0.5030618	0.5030618	0.5030618	0.5030618	2	40000000
2018-07-20	CU	2W_EUR_USD_B_FXO_-0.4958_FXO	2W_EUR_USD_B_FXO_-0.4958_FXO	0.6341805	0.6341805	0.6341805	0.6341805	2	75000000
2018-07-20	CU	2W_EUR_USD_B_FXO_0.5042_FXO	2W_EUR_USD_B_FXO_0.5042_FXO	0.6401805	0.6401805	0.6401805	0.6401805	2	75000000
2018-07-20	CU	2W_GBP_USD_B_FXO_0.1929_FXO	2W_GBP_USD_B_FXO_0.1929_FXO	0.2175229	0.2175229	0.2175229	0.2175229	1	50000000
2018-07-20	CU	2W_GBP_USD_B_FXO_0.1956_FXO	2W_GBP_USD_B_FXO_0.1956_FXO	0.2214079	0.2214079	0.2214079	0.2214079	1	50000000
2018-07-20	CU	2W_USD_RUB_A_FXO_-0.1001_FXO	2W_USD_RUB_A_FXO_-0.1001_FXO	0.1027524	0.1027524	0.1027524	0.1027524	1	50000000
2018-07-20	CU	2W_USD_RUB_A_FXO_0.1_FXO	2W_USD_RUB_A_FXO_0.1_FXO	0.1359403	0.1359403	0.1359403	0.1359403	1	57000000
2018-07-20	CU	3D_AUD_USD_B_FXO_0.3876_FXO	3D_AUD_USD_B_FXO_0.3876_FXO	0.1313447	0.1313447	0.1313447	0.1313447	1	50000000
2018-07-20	CU	3D_GBP_USD_B_FXO_0.1524_FXO	3D_GBP_USD_B_FXO_0.1524_FXO	0.05168437	0.05168437	0.05168437	0.05168437	2	50000000
2018-07-20	CU	3D_USD_CNH_A_FXO_0.2609_FXO	3D_USD_CNH_A_FXO_0.2609_FXO	0.1111372	0.1111372	0.1111372	0.1111372	1	50000000
2018-07-20	CU	3M_USD_CNH_A_FXO_-0.4998_FXO	3M_USD_CNH_A_FXO_-0.4998_FXO	1.298668	1.298668	1.298668	1.298668	1	25000000
2018-07-20	CU	3M_USD_CNH_A_FXO_0.4996_FXO	3M_USD_CNH_A_FXO_0.4996_FXO	1.352998	1.352998	1.352998	1.352998	1	25000000
2018-07-20	CU	40D_USD_CNH_A_FXO_-0.375_FXO	40D_USD_CNH_A_FXO_-0.375_FXO	0.5958499	0.5958499	0.5958499	0.5958499	1	100000000
2018-07-20	CU	4D_USD_CNH_A_FXO_0.4813_FXO	4D_USD_CNH_A_FXO_0.4813_FXO	0.3363161	0.3363161	0.3363161	0.3363161	1	50000000
2018-07-20	CU	4D_USD_JPY_A_FXO_0.4162_FXO	4D_USD_JPY_A_FXO_0.4162_FXO	0.2380517	0.2380517	0.2380517	0.2380517	1	20000000
2018-07-20	CU	53D_GBP_JPY_A_FXO_-0.4085_FXO	53D_GBP_JPY_A_FXO_-0.4085_FXO	1.029877	1.029877	1.029877	1.029877	1	50000000
2018-07-20	CU	6D_EUR_JPY_A_FXO_-0.289_FXO	6D_EUR_JPY_A_FXO_-0.289_FXO	0.1676788	0.1676788	0.1676788	0.1676788	1	30000000
2018-07-20	CU	6M_AUD_USD_B_FXO_-0.1334_FXO	6M_AUD_USD_B_FXO_-0.1334_FXO	0.3758115	0.3758115	0.3758115	0.3758115	1	30000000
2018-07-20	CU	6M_USD_CHF_A_FXO_-0.2536_FXO	6M_USD_CHF_A_FXO_-0.2536_FXO	0.8041111	0.8041111	0.8041111	0.8041111	3	100000000
2018-07-20	CU	6M_USD_CHF_A_FXO_0.2542_FXO	6M_USD_CHF_A_FXO_0.2542_FXO	0.7592828	0.7592828	0.7592828	0.7592828	3	100000000
2018-07-20	CU	70D_EUR_USD_B_FXO_-0.4821_FXO	70D_EUR_USD_B_FXO_-0.4821_FXO	1.359118	1.359118	1.359118	1.359118	2	80000000
2018-07-20	CU	7D_AUD_USD_B_FXO_0.423_FXO	7D_AUD_USD_B_FXO_0.423_FXO	0.2905088	0.2905088	0.2905088	0.2905088	1	50000000
2018-07-20	CU	95D_GBP_JPY_A_FXO_-0.4466_FXO	95D_GBP_JPY_A_FXO_-0.4466_FXO	1.593655	1.593655	1.593655	1.593655	1	36750000
2018-07-20	CU	NDF.USD.BRL.BMF1.S.B	NDF.USD.BRL.BMF1.S.B	3.8165	3.8165	3.76695	3.7796	54	1548750000
2018-07-20	CU	NDF.USD.BRL.BMF2.S.B	NDF.USD.BRL.BMF2.S.B	3.79135	3.79745	3.79135	3.7923	7	410000000
2018-07-20	CU	NDF.USD.BRL.BMF3.S.B	NDF.USD.BRL.BMF3.S.B	3.8032	3.8032	3.8011	3.8025	5	250000000
2018-07-20	CU	NDF.USD.BRL.TODAY.S.B	NDF.USD.BRL.TODAY.S.B	3.8113	3.8113	3.8025	3.81106	7	199250000
2018-07-20	CU	NDF.USD.BRL.TOM.S.B	NDF.USD.BRL.TOM.S.B	3.7781	3.7781	3.775	3.775	3	44500000
2018-07-20	CU	NDF.USD.CLP.1M.S.B	NDF.USD.CLP.1M.S.B	657.8	659.45	657.8	659.45	5	45500000
2018-07-20	CU	NDF.USD.CLP.1Y.S.B	NDF.USD.CLP.1Y.S.B	659.05	659.05	659.05	659.05	1	5000000
2018-07-20	CU	NDF.USD.CLP.2M.S.B	NDF.USD.CLP.2M.S.B	658.97	658.97	658.97	658.97	2	30000000
2018-07-20	CU	NDF.USD.CNY.1D.FWD.1M.S.B	NDF.USD.CNY.1D.FWD.1M.S.B	6.7768	6.7778	6.7768	6.7778	2	13000000
2018-07-20	CU	NDF.USD.CNY.1M.S.B	NDF.USD.CNY.1M.S.B	6.782	6.782	6.7765	6.7765	3	43000000
2018-07-20	CU	NDF.USD.CNY.81D.S.B	NDF.USD.CNY.81D.S.B	6.8075	6.8075	6.8075	6.8075	1	10000000
2018-07-20	CU	NDF.USD.CNY.TOM.S.B.	NDF.USD.CNY.TOM.S.B.	6.7588	6.7588	6.7588	6.7588	2	13000000
2018-07-20	CU	NDF.USD.IDR.14D.S.B	NDF.USD.IDR.14D.S.B	14533.0	14533.5	14533.0	14533.5	1	45000000
2018-07-20	CU	NDF.USD.IDR.16D.S.B	NDF.USD.IDR.16D.S.B	14539.0	14539.0	14539.0	14539.0	1	50000000
2018-07-20	CU	NDF.USD.IDR.18D.S.B	NDF.USD.IDR.18D.S.B	14553.5	14553.5	14553.5	14553.5	1	17000000
2018-07-20	CU	NDF.USD.IDR.1D.FWD.1M.S.B	NDF.USD.IDR.1D.FWD.1M.S.B	14605.0	14605.0	14605.0	14605.0	2	10000000
2018-07-20	CU	NDF.USD.IDR.1M.S.B	NDF.USD.IDR.1M.S.B	14620.0	14620.0	14565.0	14565.0	5	30000000
2018-07-20	CU	NDF.USD.IDR.3M.S.B	NDF.USD.IDR.3M.S.B	14720.0	14720.0	14720.0	14720.0	2	20000000
2018-07-20	CU	NDF.USD.IDR.54D.S.B	NDF.USD.IDR.54D.S.B	14698.0	14698.0	14698.0	14698.0	1	70000000
2018-07-20	CU	NDF.USD.IDR.56D.S.B	NDF.USD.IDR.56D.S.B	14703.0	14703.0	14703.0	14703.0	1	42000000
2018-07-20	CU	NDF.USD.IDR.TOM.S.B	NDF.USD.IDR.TOM.S.B	14520.0	14520.0	14520.0	14520.0	2	10000000
2018-07-20	CU	NDF.USD.INR.1D.FWD.1M.S.B	NDF.USD.INR.1D.FWD.1M.S.B	69.02	69.02	69.02	69.02	1	4000000
2018-07-20	CU	NDF.USD.INR.1M.S.B	NDF.USD.INR.1M.S.B	68.985	69.0	68.985	69.0	2	35000000
2018-07-20	CU	NDF.USD.INR.TOM.S.B	NDF.USD.INR.TOM.S.B	68.75	68.75	68.75	68.75	1	4000000
2018-07-20	CU	NDF.USD.KRW.1D.FWD.1M.S.B	NDF.USD.KRW.1D.FWD.1M.S.B	1127.67	1127.67	1127.39	1127.39	2	15000000
2018-07-20	CU	NDF.USD.KRW.1M.S.B	NDF.USD.KRW.1M.S.B	1136.0	1136.0	1127.9	1127.9	8	101000000
2018-07-20	CU	NDF.USD.KRW.TOM.S.B	NDF.USD.KRW.TOM.S.B	1128.26	1128.26	1127.96	1127.96	2	15000000
2018-07-20	CU	NDF.USD.PEN.1M.S.B	NDF.USD.PEN.1M.S.B	3.2779	3.2779	3.2779	3.2779	2	17000000
2018-07-20	CU	NDF.USD.PEN.TOM.S.B	NDF.USD.PEN.TOM.S.B	3.2735	3.2735	3.2735	3.2735	2	17000000
2018-07-20	CU	NDF.USD.PHP.1D.FWD.1M.S.B	NDF.USD.PHP.1D.FWD.1M.S.B	53.47	53.47	53.47	53.47	1	10000000
2018-07-20	CU	NDF.USD.PHP.1D.FWD.2M.S.B	NDF.USD.PHP.1D.FWD.2M.S.B	53.6	53.6	53.6	53.6	1	50000000
2018-07-20	CU	NDF.USD.PHP.1D.FWD.3M.S.B	NDF.USD.PHP.1D.FWD.3M.S.B	53.74	53.74	53.74	53.74	1	50000000
2018-07-20	CU	NDF.USD.RUB.1M.S.B	NDF.USD.RUB.1M.S.B	63.6441	63.6441	63.6441	63.6441	1	16000000
2018-07-20	CU	NDF.USD.RUB.27D.S.B	NDF.USD.RUB.27D.S.B	63.635	63.635	63.635	63.635	1	6000000
2018-07-20	CU	NDF.USD.TWD.1M.S.B	NDF.USD.TWD.1M.S.B	30.635	30.65	30.55	30.55	8	39000000
2018-07-20	CU	NDF.USD.TWD.1W.S.B	NDF.USD.TWD.1W.S.B	30.685	30.685	30.685	30.685	1	10000000
2018-07-20	CU	NDF_USD_ARS_1M	NDF_USD_ARS Maturing on 2018-08-24					20	56000000
2018-07-20	CU	NDF_USD_ARS_27D	NDF_USD_ARS Maturing on 2018-08-16					2	10000000
2018-07-20	CU	NDF_USD_ARS_3M	NDF_USD_ARS Maturing on 2018-10-24					5	22000000
2018-07-20	CU	NDF_USD_ARS_5D	NDF_USD_ARS Maturing on 2018-07-25					2	10000000
2018-07-20	CU	NDF_USD_ARS_9M	NDF_USD_ARS Maturing on 2019-04-24					1	5000000
2018-07-20	CU	NDF_USD_BRL_13D	NDF_USD_BRL Maturing on 2018-08-02					40	1940750000
2018-07-20	CU	NDF_USD_BRL_1M	NDF_USD_BRL Maturing on 2018-09-05					10	675000000
2018-07-20	CU	NDF_USD_BRL_2M	NDF_USD_BRL Maturing on 2018-10-02					2	150000000
2018-07-20	CU	NDF_USD_BRL_4D	NDF_USD_BRL Maturing on 2018-07-24					11	433000000
2018-07-20	CU	NDF_USD_BRL_5D	NDF_USD_BRL Maturing on 2018-07-25					4	58750000
2018-07-20	CU	NDF_USD_BRL_5M	NDF_USD_BRL Maturing on 2019-01-03					3	250000000
2018-07-20	CU	NDF_USD_CLP_10D	NDF_USD_CLP Maturing on 2018-07-30					9	185000000
2018-07-20	CU	NDF_USD_CLP_11D	NDF_USD_CLP Maturing on 2018-07-31					2	25000000
2018-07-20	CU	NDF_USD_CLP_14D	NDF_USD_CLP Maturing on 2018-08-03					1	3000000
2018-07-20	CU	NDF_USD_CLP_17D	NDF_USD_CLP Maturing on 2018-08-06					7	178000000
2018-07-20	CU	NDF_USD_CLP_18D	NDF_USD_CLP Maturing on 2018-08-07					1	10000000
2018-07-20	CU	NDF_USD_CLP_19D	NDF_USD_CLP Maturing on 2018-08-08					1	34000000
2018-07-20	CU	NDF_USD_CLP_1M	NDF_USD_CLP Maturing on 2018-08-24					182	1084500000
2018-07-20	CU	NDF_USD_CLP_4D	NDF_USD_CLP Maturing on 2018-07-24					5	25500000
2018-07-20	CU	NDF_USD_CLP_5D	NDF_USD_CLP Maturing on 2018-07-25					30	317000000
2018-07-20	CU	NDF_USD_CLP_6D	NDF_USD_CLP Maturing on 2018-07-26					6	74000000
2018-07-20	CU	NDF_USD_CLP_6M	NDF_USD_CLP Maturing on 2019-01-24					1	10000000
2018-07-20	CU	NDF_USD_CLP_7D	NDF_USD_CLP Maturing on 2018-07-27					3	14000000
2018-07-20	CU	NDF_USD_COP_1M	NDF_USD_COP Maturing on 2018-08-24					13	114500000
2018-07-20	CU	NDF_USD_COP_5D	NDF_USD_COP Maturing on 2018-07-25					3	95000000
2018-07-20	CU	NDF_USD_COP_6D	NDF_USD_COP Maturing on 2018-07-26					2	32000000
2018-07-20	CU	NDF_USD_IDR_11D	NDF_USD_IDR Maturing on 2018-07-31					2	17000000
2018-07-20	CU	NDF_USD_IDR_1M	NDF_USD_IDR Maturing on 2018-08-24					7	22000000
2018-07-20	CU	NDF_USD_IDR_5D	NDF_USD_IDR Maturing on 2018-07-25					2	8000000
2018-07-20	CU	NDF_USD_IDR_6D	NDF_USD_IDR Maturing on 2018-07-26					2	17000000
2018-07-20	CU	NDF_USD_INR_1M	NDF_USD_INR Maturing on 2018-08-24					1	4000000
2018-07-20	CU	NDF_USD_KRW_11D	NDF_USD_KRW Maturing on 2018-07-31					1	30000000
2018-07-20	CU	NDF_USD_KRW_1M	NDF_USD_KRW Maturing on 2018-08-24					32	334500000
2018-07-20	CU	NDF_USD_KRW_5D	NDF_USD_KRW Maturing on 2018-07-25					2	16000000
2018-07-20	CU	NDF_USD_PEN_11D	NDF_USD_PEN Maturing on 2018-07-31					4	50000000
2018-07-20	CU	NDF_USD_PEN_17D	NDF_USD_PEN Maturing on 2018-08-06					4	50000000
2018-07-20	CU	NDF_USD_PEN_1M	NDF_USD_PEN Maturing on 2018-08-24					23	92000000
2018-07-20	CU	NDF_USD_PHP_11D	NDF_USD_PHP Maturing on 2018-07-31					1	5000000
2018-07-20	CU	NDF_USD_PHP_1M	NDF_USD_PHP Maturing on 2018-08-24					8	50000000
2018-07-20	CU	NDF_USD_PHP_4D	NDF_USD_PHP Maturing on 2018-07-24					2	15000000
2018-07-20	CU	NDF_USD_PHP_6D	NDF_USD_PHP Maturing on 2018-07-26					1	10000000
2018-07-20	CU	NDF_USD_TWD_1M	NDF_USD_TWD Maturing on 2018-08-24					5	115000000
2018-07-20	CU	NDF_USD_TWD_3M	NDF_USD_TWD Maturing on 2018-10-24					2	90000000
2018-07-20	CU	USDCNY20180725-R15502	Non Deliverable Forward Chinese Renminbi - Value Date 2018-07-25	6.77264	6.77264	6.77264	6.77264	1	18000000
2018-07-20	CU	USDCNY20180727-R15502	Non Deliverable Forward Chinese Renminbi - Value Date 2018-07-27	6.77393	6.77393	6.77393	6.77393	2	20000000
2018-07-20	CU	USDCNY20180730-R15502	Non Deliverable Forward Chinese Renminbi - Value Date 2018-07-30	6.77586	6.77586	6.77586	6.77586	1	18000000
2018-07-20	CU	USDCNY20180806-R15502	Non Deliverable Forward Chinese Renminbi - Value Date 2018-08-06	6.77988	6.77988	6.77988	6.77988	1	13000000
2018-07-20	CU	USDCNY20180808-R15502	Non Deliverable Forward Chinese Renminbi - Value Date 2018-08-08	6.78100	6.78100	6.78100	6.78100	1	1000000
2018-07-20	CU	USDCNY20180809-R15502	Non Deliverable Forward Chinese Renminbi - Value Date 2018-08-09	6.78156	6.78156	6.78156	6.78156	2	72000000
2018-07-20	CU	USDCNY20180813-R15502	Non Deliverable Forward Chinese Renminbi - Value Date 2018-08-13	6.78381	6.78381	6.78381	6.78381	1	12000000
2018-07-20	CU	USDCNY20180817-R15502	Non Deliverable Forward Chinese Renminbi - Value Date 2018-08-17	6.78606	6.78606	6.78606	6.78606	3	124000000
2018-07-20	CU	USDCNY20180820-R15502	Non Deliverable Forward Chinese Renminbi - Value Date 2018-08-20	6.78775	6.78775	6.78775	6.78775	1	14000000
2018-07-20	CU	USDCNY20180824-R15502	Non Deliverable Forward Chinese Renminbi - Value Date 2018-08-24	6.79000	6.79000	6.79000	6.79000	1	6000000
2018-07-20	CU	USDCNY20181023-R15502	Non Deliverable Forward Chinese Renminbi - Value Date 2018-10-23	6.81177	6.81177	6.81177	6.81177	1	11000000
2018-07-20	CU	USDINR20180725-R15503	Non Deliverable Forward Indian Rupee - Value Date 2018-07-25	68.8771	68.8771	68.8771	68.8771	3	82000000
2018-07-20	CU	USDINR20180726-R15503	Non Deliverable Forward Indian Rupee - Value Date 2018-07-26	68.8843	68.8843	68.8843	68.8843	2	41000000
2018-07-20	CU	USDINR20180802-R15503	Non Deliverable Forward Indian Rupee - Value Date 2018-08-02	68.9377	68.9377	68.9377	68.9377	1	5000000
2018-07-20	CU	USDINR20180803-R15503	Non Deliverable Forward Indian Rupee - Value Date 2018-08-03	68.9465	68.9465	68.9465	68.9465	1	6000000
2018-07-20	CU	USDINR20180806-R15503	Non Deliverable Forward Indian Rupee - Value Date 2018-08-06	68.9731	68.9731	68.9731	68.9731	2	15000000
2018-07-20	CU	USDINR20180809-R15503	Non Deliverable Forward Indian Rupee - Value Date 2018-08-09	68.9996	68.9996	68.9996	68.9996	3	22000000
2018-07-20	CU	USDINR20180810-R15503	Non Deliverable Forward Indian Rupee - Value Date 2018-08-10	69.0085	69.0085	69.0085	69.0085	2	41000000
2018-07-20	CU	USDINR20180813-R15503	Non Deliverable Forward Indian Rupee - Value Date 2018-08-13	69.0350	69.0350	69.0350	69.0350	2	43000000
2018-07-20	CU	USDINR20180814-R15503	Non Deliverable Forward Indian Rupee - Value Date 2018-08-14	69.0439	69.0439	69.0439	69.0439	2	2000000
2018-07-20	CU	USDINR20180816-R15503	Non Deliverable Forward Indian Rupee - Value Date 2018-08-16	69.0616	69.0616	69.0616	69.0616	2	15000000
2018-07-20	CU	USDINR20180820-R15503	Non Deliverable Forward Indian Rupee - Value Date 2018-08-20	69.0970	69.0970	69.0970	69.0970	4	90000000
2018-07-20	CU	USDINR20180823-R15503	Non Deliverable Forward Indian Rupee - Value Date 2018-08-23	69.1236	69.1236	69.1236	69.1236	2	49000000
2018-07-20	CU	USDINR20180824-R15503	Non Deliverable Forward Indian Rupee - Value Date 2018-08-24	69.1325	69.1325	69.1325	69.1325	3	28000000
2018-07-20	CU	USDINR20180827-R15503	Non Deliverable Forward Indian Rupee - Value Date 2018-08-27	69.1600	69.1600	69.1600	69.1600	3	40000000
2018-07-20	CU	USDINR20180830-R15503	Non Deliverable Forward Indian Rupee - Value Date 2018-08-30	69.1876	69.1876	69.1876	69.1876	1	5000000
2018-07-20	CU	USDINR20180912-R15503	Non Deliverable Forward Indian Rupee - Value Date 2018-09-12	69.3070	69.3070	69.3070	69.3070	1	10000000
2018-07-20	CU	USDINR20180914-R15503	Non Deliverable Forward Indian Rupee - Value Date 2018-09-14	69.3254	69.3254	69.3254	69.3254	1	9000000
2018-07-20	CU	USDKRW20180727-R15504	Non Deliverable Forward South Korean Won - Value Date 2018-07-27	1134.796	1134.796	1134.796	1134.796	1	3000000
2018-07-20	CU	USDKRW20180730-R15504	Non Deliverable Forward South Korean Won - Value Date 2018-07-30	1134.791	1134.791	1134.791	1134.791	1	23000000
2018-07-20	CU	USDKRW20180809-R15504	Non Deliverable Forward South Korean Won - Value Date 2018-08-09	1134.576	1134.576	1134.576	1134.576	2	23000000
2018-07-20	CU	USDKRW20180824-R15504	Non Deliverable Forward South Korean Won - Value Date 2018-08-24	1134.220	1134.220	1134.220	1134.220	1	3000000
2018-07-20	CU	USDPHP20180726-R15505	Non Deliverable Forward Philippine Peso - Value Date 2018-07-26	53.5207	53.5207	53.5207	53.5207	1	2000000
2018-07-20	CU	USDPHP20180801-R15505	Non Deliverable Forward Philippine Peso - Value Date 2018-08-01	53.5450	53.5450	53.5450	53.5450	1	13000000
2018-07-20	CU	USDPHP20180802-R15505	Non Deliverable Forward Philippine Peso - Value Date 2018-08-02	53.5500	53.5500	53.5500	53.5500	1	2000000
2018-07-20	CU	USDPHP20180806-R15505	Non Deliverable Forward Philippine Peso - Value Date 2018-08-06	53.5700	53.5700	53.5700	53.5700	1	2000000
2018-07-20	CU	USDPHP20180813-R15505	Non Deliverable Forward Philippine Peso - Value Date 2018-08-13	53.6050	53.6050	53.6050	53.6050	2	4000000
2018-07-20	CU	USDPHP20180816-R15505	Non Deliverable Forward Philippine Peso - Value Date 2018-08-16	53.6200	53.6200	53.6200	53.6200	1	6000000
2018-07-20	CU	USDPHP20180817-R15505	Non Deliverable Forward Philippine Peso - Value Date 2018-08-17	53.6250	53.6250	53.6250	53.6250	1	2000000
2018-07-20	CU	USDPHP20180828-R15505	Non Deliverable Forward Philippine Peso - Value Date 2018-08-28	53.6776	53.6776	53.6776	53.6776	1	3000000
2018-07-20	CU	USDTWD20180726-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-07-26	30.6971	30.6971	30.6971	30.6971	1	7000000
2018-07-20	CU	USDTWD20180727-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-07-27	30.6957	30.6957	30.6957	30.6957	1	3000000
2018-07-20	CU	USDTWD20180731-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-07-31	30.6900	30.6900	30.6900	30.6900	2	73000000
2018-07-20	CU	USDTWD20180801-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-08-01	30.6880	30.6880	30.6880	30.6880	2	28000000
2018-07-20	CU	USDTWD20180807-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-08-07	30.6761	30.6761	30.6761	30.6761	2	15000000
2018-07-20	CU	USDTWD20180809-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-08-09	30.6722	30.6722	30.6722	30.6722	1	3000000
2018-07-20	CU	USDTWD20180810-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-08-10	30.6702	30.6702	30.6702	30.6702	1	5000000
2018-07-20	CU	USDTWD20180813-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-08-13	30.6643	30.6643	30.6643	30.6643	2	20000000
2018-07-20	CU	USDTWD20180814-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-08-14	30.6623	30.6623	30.6623	30.6623	1	10000000
2018-07-20	CU	USDTWD20180816-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-08-16	30.6583	30.6583	30.6583	30.6583	2	18000000
2018-07-20	CU	USDTWD20180817-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-08-17	30.6563	30.6563	30.6563	30.6563	1	8000000
2018-07-20	CU	USDTWD20180820-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-08-20	30.6504	30.6504	30.6504	30.6504	1	10000000
2018-07-20	CU	USDTWD20180822-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-08-22	30.6465	30.6465	30.6465	30.6465	1	7000000
2018-07-20	CU	USDTWD20180823-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-08-23	30.6445	30.6445	30.6445	30.6445	1	25000000
2018-07-20	CU	USDTWD20180824-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-08-24	30.6425	30.6425	30.6425	30.6425	3	18000000
2018-07-20	CU	USDTWD20180827-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-08-27	30.6371	30.6371	30.6371	30.6371	1	2000000
2018-07-20	CU	USDTWD20180910-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-09-10	30.6119	30.6119	30.6119	30.6119	2	42000000
2018-07-20	CU	USDTWD20180912-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-09-12	30.6083	30.6083	30.6083	30.6083	1	13000000
2018-07-20	CU	USDTWD20180919-R15506	Non Deliverable Forward Taiwan New Dollar - Value Date 2018-09-19	30.5958	30.5958	30.5958	30.5958	1	20000000
2018-07-20	EQ	ESWP_.GCUDUS_180724X190423_USD	ESWP_.GCUDUS_USD With an Eff.dt of 2018-07-24 and Mat of 2019-04-23					1	265000
2018-07-20	EQ	ESWP_.NDUEEGFL_180724X181022_USD	ESWP_.NDUEEGFL_USD With an Eff.dt of 2018-07-24 and Mat of 2018-10-22					1	46349
2018-07-20	EQ	ESWP_.SPTR_180724X190722_USD	ESWP_.SPTR_USD With an Eff.dt of 2018-07-24 and Mat of 2019-07-22					1	136000
2018-07-20	IR	10Y JPY IRS Outright (JPY.10Y.6M)	JPY.10Y.6M	0.0024625	0.0024625	0.0024625	0.0024625	1	27460000000
2018-07-20	IR	10Y JPY IRS Outright (JPY.10Y.6M.3M)	JPY.10Y.6M.3M	0.002075	0.002075	0.002075	0.002075	1	2000000000
2018-07-20	IR	10Y JPY OIS Outright (JPY.10Y.TONAT.OIS)	JPY.10Y.TONAT.OIS	0.0014	0.0014	0.0014	0.0014	1	2000000000
2018-07-20	IR	10Y TRY/USD IRX Outright	10Y TRY/USD IRX Outright	0.1497	0.1497	0.1497	0.1497	1	47930000
2018-07-20	IR	10Y UKRPI Outright	10Y UKRPI Outright	0.03335	0.03335	0.03335	0.03335	1	25000000
2018-07-20	IR	11Y JPY IRS Outright (JPY.11Y.6M)	JPY.11Y.6M	0.0028375	0.0028375	0.0028375	0.0028375	1	50000000000
2018-07-20	IR	12Y JPY IRS Outright (JPY.12Y.6M)	JPY.12Y.6M	0.00321875	0.00321875	0.00321875	0.00321875	1	22950000000
2018-07-20	IR	15Y HICPXT Outright	15Y HICPXT Outright	0.0171625	0.0171625	0.0171625	0.0171625	1	50000000
2018-07-20	IR	1M_BY_3M_USD-LIBOR_D0_Straddle	1M_BY_3M_USD-LIBOR_D0_Straddle	0.00775	0.00775	0.00775	0.00775	1	200000000
2018-07-20	IR	1M_BY_6M_JPY-LIBOR_D0_Straddle	1M_BY_6M_JPY-LIBOR_D0_Straddle	0.0068	0.0068	0.0068	0.0068	1	2000000000
2018-07-20	IR	1Y TRY/USD IRX Outright	1Y TRY/USD IRX Outright	0.208739	0.208739	0.2087	0.2087	2	168560000
2018-07-20	IR	20Y JPY IRS Outright (JPY.20Y.6M)	JPY.20Y.6M	0.0065375	0.0065625	0.0065375	0.0065625	3	7000000000
2018-07-20	IR	3Y JPY IRS Outright (JPY.3Y.6M)	JPY.3Y.6M	0.00055	0.00055	0.00055	0.00055	1	6650000000
2018-07-20	IR	4Y_BY_6M_EUR-EURIBOR_D0_Straddle	4Y_BY_6M_EUR-EURIBOR_D0_Straddle	0.045	0.045	0.045	0.045	1	100000000
2018-07-20	IR	5Y JPY IRS Outright (JPY.5Y.6M)	JPY.5Y.6M	0.000925	0.000925	0.000925	0.000925	1	4000000000
2018-07-20	IR	5Y UKRPI Outright	5Y UKRPI Outright	0.0328	0.0328	0.0328	0.0328	1	55300000
2018-07-20	IR	7Y TRY/USD IRX Outright	7Y TRY/USD IRX Outright	0.1624	0.1624	0.1624	0.1624	1	62309000
2018-07-20	IR	AUD.5Y.6M.SEP18.EFP	AUD.5Y.6M.SEP18.EFP	0.02505	0.02505	0.02505	0.02505	2	160000000
2018-07-20	IR	AUD.9M.3M.XCCY.BSX	AUD.9M.3M.XCCY.BSX	0.0034125	0.0034125	0.0034	0.0034	2	650000000
2018-07-20	IR	CAD.3Y.SB.3M	CAD.3Y.SB.3M	0.023695	0.023695	0.023695	0.023695	1	50000000
2018-07-20	IR	CAD.BOC.OIS.SEP18	CAD.BOC.OIS.SEP18	0.01525	0.0153	0.01525	0.0153	2	2500000000
2018-07-20	IR	CLP.12Y.LIBOR/TNA.S.B	CLP.12Y.LIBOR/TNA.S.B	0.0044	0.0044	0.0044	0.0044	1	5000000
2018-07-20	IR	CLP.3Y.SB.TNA.S.CC	CLP.3Y.SB.TNA.S.CC	0.0355	0.0355	0.0355	0.0355	1	11500000000
2018-07-20	IR	CLP.5Y.LIBOR/TNA.S.B	CLP.5Y.LIBOR/TNA.S.B	0.0024	0.0024	0.0024	0.0024	1	10500000
2018-07-20	IR	CLP.5Y.SB.TNA.S.CC	CLP.5Y.SB.TNA.S.CC	0.0388	0.0388	0.0388	0.0388	1	7000000000
2018-07-20	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12					1	16000000000
2018-07-20	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18					3	33000000000
2018-07-20	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24					1	8000000000
2018-07-20	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36					2	16000000000
2018-07-20	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48					2	12300000000
2018-07-20	IR	CLP_NDS_6M_USD_TNA_0X6	CLP_NDS_6M_USD_TNA_0X6					1	96000000000
2018-07-20	IR	CME_MXN_IRS_28M_MXN_TIIE_0X119	CME_MXN_IRS_28M_MXN_TIIE_0X119					12	1635000000
2018-07-20	IR	CME_MXN_IRS_28M_MXN_TIIE_0X12	CME_MXN_IRS_28M_MXN_TIIE_0X12					2	1985000000
2018-07-20	IR	CME_MXN_IRS_28M_MXN_TIIE_0X24	CME_MXN_IRS_28M_MXN_TIIE_0X24					7	3465000000
2018-07-20	IR	CME_MXN_IRS_28M_MXN_TIIE_0X35	CME_MXN_IRS_28M_MXN_TIIE_0X35					4	1205000000
2018-07-20	IR	CME_MXN_IRS_28M_MXN_TIIE_0X47	CME_MXN_IRS_28M_MXN_TIIE_0X47					2	500000000
2018-07-20	IR	CME_MXN_IRS_28M_MXN_TIIE_0X5	CME_MXN_IRS_28M_MXN_TIIE_0X5					4	8800000000
2018-07-20	IR	CME_MXN_IRS_28M_MXN_TIIE_0X59	CME_MXN_IRS_28M_MXN_TIIE_0X59					3	350000000
2018-07-20	IR	CME_MXN_IRS_28M_MXN_TIIE_0X8	CME_MXN_IRS_28M_MXN_TIIE_0X8					4	6250000000
2018-07-20	IR	CME_MXN_IRS_28M_MXN_TIIE_0X83	CME_MXN_IRS_28M_MXN_TIIE_0X83					1	175000000
2018-07-20	IR	EUR.USD.7Y.3M.BSX	EUR.USD.7Y.3M.BSX	-0.0016375	-0.0016375	-0.0016375	-0.0016375	1	30000000
2018-07-20	IR	GBP 5Y 3M LIBOR Cap 0.025	GBP 3M LIBOR	0.00471	0.00471	0.00471	0.00471	1	50000000
2018-07-20	IR	GBP.10Y.6M.S.LL	GBP.10Y.6M.S.LL	0.014984	0.014984	0.014984	0.014984	1	26200000
2018-07-20	IR	GBP.USD.7Y.3M.XCCY.BSW	GBP.USD.7Y.3M.XCCY.BSW	0.001275	0.001275	0.001275	0.001275	1	75000000
2018-07-20	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X36	IRS_AUD_3MBBSW_USD_3MUSDL_0X36					1	121500000
2018-07-20	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X48	IRS_AUD_3MBBSW_USD_3MUSDL_0X48					1	25000000
2018-07-20	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X60	IRS_AUD_3MBBSW_USD_3MUSDL_0X60					2	150000000
2018-07-20	IR	IRS_AUD_3MBBSW_USD_3MUSDL_6X9	IRS_AUD_3MBBSW_USD_3MUSDL_6X9					1	200000000
2018-07-20	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X12	IRS_CAD_3MCDOR_USD_3MUSDL_0X12					2	750000000
2018-07-20	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X60	IRS_CAD_3MCDOR_USD_3MUSDL_0X60					2	175000000
2018-07-20	IR	IRS_CLF_6MUF_CLP_6MCAMA_0X120	IRS_CLF_6MUF_CLP_6MCAMA_0X120					2	520000
2018-07-20	IR	IRS_CLF_6MUF_CLP_6MCAMA_0X59	IRS_CLF_6MUF_CLP_6MCAMA_0X59					1	500000
2018-07-20	IR	IRS_CLF_6MUF_CLP_6MCAMA_0X60	IRS_CLF_6MUF_CLP_6MCAMA_0X60					2	600000
2018-07-20	IR	IRS_USD_1MUSDL_MXN_28DMXNT_0X47	IRS_USD_1MUSDL_MXN_28DMXNT_0X47					1	5200000
2018-07-20	IR	IRS_USD_1MUSDL_MXN_28DMXNT_0X59	IRS_USD_1MUSDL_MXN_28DMXNT_0X59					1	10000000
2018-07-20	IR	IRS_USD_1MUSDL_MXN_28DMXNT_0X83	IRS_USD_1MUSDL_MXN_28DMXNT_0X83					1	3100000
2018-07-20	IR	JPY.1Y.12M.3M	JPY.1Y.12M.3M	-0.00016875	-0.00016875	-0.00016875	-0.00016875	2	70000000000
2018-07-20	IR	JPY.20Y.3M/6M	JPY.20Y.3M/6M	0.0008	0.0008	0.0008	0.0008	1	10000000000
2018-07-20	IR	JPY.2Y.3M.XCCY.BSX	JPY.2Y.3M.XCCY.BSX	-0.0031625	-0.0031625	-0.0031625	-0.0031625	1	10000000000
2018-07-20	IR	JPY.7Y.3M/6M	JPY.7Y.3M/6M	0.0006625	0.0006625	0.0006625	0.0006625	1	16700000000
2018-07-20	IR	JPY.9Y.3M/6M	JPY.9Y.3M/6M	0.00085	0.00085	0.00085	0.00085	1	13000000000
2018-07-20	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X36	LCH_AUD_IRS_3M_AUD_BBSW_0X36					1	132000000
2018-07-20	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120					2	85000000
2018-07-20	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X180	LCH_AUD_IRS_6M_AUD_BBSW_0X180					1	25000000
2018-07-20	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X48	LCH_AUD_IRS_6M_AUD_BBSW_0X48					3	245000000
2018-07-20	IR	LCH_CAD_IRS_1M_CAD_CDOR_0X3	LCH_CAD_IRS_1M_CAD_CDOR_0X3					4	9500000000
2018-07-20	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X120	LCH_CAD_IRS_3M_CAD_CDOR_0X120					1	71000000
2018-07-20	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X180	LCH_CAD_IRS_3M_CAD_CDOR_0X180					1	50000000
2018-07-20	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X24	LCH_CAD_IRS_3M_CAD_CDOR_0X24					2	400000000
2018-07-20	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X60	LCH_CAD_IRS_3M_CAD_CDOR_0X60					1	70000000
2018-07-20	IR	LCH_SEK_IRS_3M_SEK_STIBOR_0X48	LCH_SEK_IRS_3M_SEK_STIBOR_0X48					1	400000000
2018-07-20	IR	MXN.13*1.TIIE.28D.S.CC	MXN.13*1.TIIE.28D.S.CC	0.0815	0.0815	0.0815	0.0815	3	4200000000
2018-07-20	IR	MXN.6*1.TIIE.28D.S.CC	MXN.6*1.TIIE.28D.S.CC	0.0819	0.0819	0.0819	0.0819	1	4150000000
2018-07-20	IR	MXN.9*1.TIIE.28D.S.CC	MXN.9*1.TIIE.28D.S.CC	0.0818	0.0818	0.0818	0.0818	1	2800000000
2018-07-20	IR	PEN_IRS_6M_PEN_LIBOR_0X60	PEN_IRS_6M_PEN_LIBOR_0X60					1	16362500
2018-07-20	IR	TRY_IRS_3M_TRY_LIBOR_0X120	TRY_IRS_3M_TRY_LIBOR_0X120					1	28815000
2018-07-20	IR	TRY_IRS_3M_TRY_LIBOR_0X96	TRY_IRS_3M_TRY_LIBOR_0X96					1	21640500
2018-07-20	IR	USD.10Y.1M/3M	USD.10Y.1M/3M	0.000788	0.000788	0.000788	0.000788	1	100000000
2018-07-20	IR	USD.10Y.FF/3M.S.LL	USD.10Y.FF/3M.S.LL	0.003425	0.00345	0.003425	0.00345	4	290000000
2018-07-20	IR	USD.10Y.SB.3M	USD.10Y.SB.3M	0.029214	0.029575	0.029214	0.029525	17	1048000000
2018-07-20	IR	USD.12Y.1M/3M	USD.12Y.1M/3M	0.000725	0.000725	0.000725	0.000725	1	61000000
2018-07-20	IR	USD.15Y.1M/3M	USD.15Y.1M/3M	0.000725	0.000725	0.000725	0.000725	1	50000000
2018-07-20	IR	USD.15Y.SB.3M	USD.15Y.SB.3M	0.029875	0.029875	0.029875	0.029875	1	100000000
2018-07-20	IR	USD.1Y.FF/3M.S.LL	USD.1Y.FF/3M.S.LL	0.003387	0.003387	0.003387	0.003387	1	500000000
2018-07-20	IR	USD.20Y.SB.3M	USD.20Y.SB.3M	0.02995	0.02995	0.02995	0.02995	5	300000000
2018-07-20	IR	USD.2Y.SB.3M	USD.2Y.SB.3M	0.028338	0.028338	0.028338	0.028338	1	240000000
2018-07-20	IR	USD.30Y.FF/3M.S.LL	USD.30Y.FF/3M.S.LL	0.0042	0.0042	0.004188	0.004188	3	85000000
2018-07-20	IR	USD.30Y.SB.3M	USD.30Y.SB.3M	0.029225	0.029688	0.029225	0.029663	12	293000000
2018-07-20	IR	USD.3M.AM.1M	USD.3M.AM.1M	0.02145	0.02145	0.02145	0.02145	1	2000000000
2018-07-20	IR	USD.3Y.1M/3M	USD.3Y.1M/3M	0.001162	0.001175	0.001162	0.001175	2	707000000
2018-07-20	IR	USD.3Y.SB.3M	USD.3Y.SB.3M	0.028813	0.028813	0.028725	0.028813	3	351000000
2018-07-20	IR	USD.4Y.1M/3M	USD.4Y.1M/3M	0.001075	0.001075	0.001075	0.001075	2	792000000
2018-07-20	IR	USD.4Y.FF/3M.S.LL	USD.4Y.FF/3M.S.LL	0.003213	0.00325	0.003213	0.00325	10	1559000000
2018-07-20	IR	USD.4Y.SB.3M	USD.4Y.SB.3M	0.028913	0.028913	0.028913	0.028913	1	125000000
2018-07-20	IR	USD.5Y.1M/3M	USD.5Y.1M/3M	0.000975	0.000988	0.000975	0.000988	2	400000000
2018-07-20	IR	USD.5Y.FF/3M.S.LL	USD.5Y.FF/3M.S.LL	0.00325	0.003263	0.003237	0.003263	4	877000000
2018-07-20	IR	USD.5Y.SB.3M	USD.5Y.SB.3M	0.028862	0.02915	0.028862	0.02915	15	1690000000
2018-07-20	IR	USD.6Y.1M/3M	USD.6Y.1M/3M	0.000913	0.000913	0.000913	0.000913	1	200000000
2018-07-20	IR	USD.7Y.1M/3M	USD.7Y.1M/3M	0.000862	0.000862	0.000862	0.000862	3	375000000
2018-07-20	IR	USD.7Y.FF/3M.S.LL	USD.7Y.FF/3M.S.LL	0.0033	0.0033	0.003288	0.003288	3	350000000
2018-07-20	IR	USD.7Y.SB.3M	USD.7Y.SB.3M	0.028922	0.029075	0.028922	0.029075	3	525000000
2018-07-20	IR	USD.9M.FF/3M.S.LL	USD.9M.FF/3M.S.LL	0.003375	0.003375	0.003375	0.003375	1	662000000
2018-07-20	IR	USD.9Y.1M/3M	USD.9Y.1M/3M	0.0008	0.000812	0.0008	0.000812	5	400000000
2018-07-20	IR	USD.FRA.1M.IMM02	USD.FRA.1M.IMM02	0.021	0.021	0.021	0.021	1	6000000000