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
2023-03-20	CD	296233	HY33 5Y - SEF	102.0	102.0	102.0	102.0	1	50000000
2023-03-20	CD	366465	BBB-.8	78.75	78.75	75.0	76.5	1	5000000
2023-03-20	CD	382230	BBB-.10 (Dollar Price)	74.5	74.5	70.5	72.75	1	5000000
2023-03-20	CD	399487	S38 EUR 5Y (SEF)	106.125	106.125	103.59	103.59	2	52300000
2023-03-20	CD	400102	IG39 5Y - SEF	85.6	88.3	85.55	85.55	2	140000000
2023-03-20	CD	400111	IG39 3Y - SEF	60.375	60.375	60.375	60.375	3	595000000
2023-03-20	CD	400869	HY39 5Y - SEF	99.08	99.215	98.86	98.86	27	363000000
2023-03-20	CD	411092	BBB-.11 (Dollar Price)	76.5	76.5	71.0	74.0	1	5000000
2023-03-20	CD	411154	BBB-.12 (Dollar Price)	74.0	74.0	72.0	72.0	1	5000000
2023-03-20	CD	411529	S39 EUR 5Y (SEF)	109.75	547.75	98.375	98.375	7	225000000
2023-03-20	CD	411578	S39 XOVER 5Y (SEF)	547.75	547.75	510.5	511.0	10	115000000
2023-03-20	CD	411816	IG40 5Y - SEF	100.0	100.0	88.1	88.55	18	990000000
2023-03-20	CD	411829	IG40 3Y - SEF	65.375	65.375	65.375	65.375	3	510000000
2023-03-20	CD	411833	IG40 10Y - SEF	123.6	123.6	123.6	123.6	1	75000000
2023-03-20	CD	CDX.EM.38.V1_60M	CDX.EM.38.V1_60M	93.52	93.52	93.385	93.46	5	450000000
2023-03-20	CD	CDX.EM.39.V1_60M	CDX.EM.39.V1_60M	92.25	92.67	92.25	92.67	24	695000000
2023-03-20	CU	0D_NDF.USD.BRL.TOD_NDF	0D_NDF.USD.BRL.TOD_NDF	5.2675	5.2785	5.2675	5.2785	4	46500000
2023-03-20	CU	0D_NDF.USD.BRL.TOM_NDF	0D_NDF.USD.BRL.TOM_NDF	5.243	5.246	5.2416	5.246	3	44500000
2023-03-20	CU	0D_NDF.USD.CLP.TOM_NDF	0D_NDF.USD.CLP.TOM_NDF	833.0	833.0	830.5	830.5	5	33000000
2023-03-20	CU	0D_NDF.USD.IDR.TOM_NDF	0D_NDF.USD.IDR.TOM_NDF	15385.0	15385.0	15370.0	15370.0	3	30000000
2023-03-20	CU	0D_NDF.USD.INR.TOM_NDF	0D_NDF.USD.INR.TOM_NDF	82.59	82.59	82.545	82.554	7	120000000
2023-03-20	CU	0D_NDF.USD.KRW.TOM_NDF	0D_NDF.USD.KRW.TOM_NDF	1311.25	1311.25	1305.9	1305.9	8	156000000
2023-03-20	CU	0D_NDF.USD.PEN.TOM_NDF	0D_NDF.USD.PEN.TOM_NDF	3.773	3.773	3.773	3.773	3	39900875
2023-03-20	CU	0D_NDF.USD.PHP.TOM_NDF	0D_NDF.USD.PHP.TOM_NDF	54.66	54.68	54.32	54.32	19	127000000
2023-03-20	CU	0D_NDF.USD.TWD.TOM_NDF	0D_NDF.USD.TWD.TOM_NDF	30.565	30.565	30.555	30.555	2	8500000
2023-03-20	CU	101D_USD_JPY_A_FXO_-0.415_FXO	101D_USD_JPY_A_FXO_-0.415_FXO	2.147285	2.147285	0.48693	2.147285	2	27200000
2023-03-20	CU	10D_EUR_CAD_A_FXO_0.4198_FXO	10D_EUR_CAD_A_FXO_0.4198_FXO	0.3922748	0.3922748	0.3922748	0.3922748	1	18000000
2023-03-20	CU	10D_EUR_GBP_A_FXO_-0.4692_FXO	10D_EUR_GBP_A_FXO_-0.4692_FXO	0.4869184	0.4869184	0.4869184	0.4869184	1	50000000
2023-03-20	CU	10D_USD_BRL_A_FXO_0.3797_FXO	10D_USD_BRL_A_FXO_0.3797_FXO	0.8293931	0.8293931	0.8293931	0.8293931	2	50000000
2023-03-20	CU	10D_USD_BRL_A_FXO_0.3872_FXO	10D_USD_BRL_A_FXO_0.3872_FXO	0.8485811	0.8485811	0.8485811	0.8485811	2	25000000
2023-03-20	CU	10D_USD_BRL_A_FXO_0.3969_FXO	10D_USD_BRL_A_FXO_0.3969_FXO	0.8848107	0.8848107	0.8848107	0.8848107	2	50000000
2023-03-20	CU	11D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2023-03-31	5.2502	5.2502	5.2502	5.2502	3	97000000
2023-03-20	CU	11D_NZD_USD_B_FXO_0.3523_FXO	10D_NZD_USD_B_FXO_0.4135_FXO	0.4226457	0.4226457	0.345906	0.4226457	4	150000000
2023-03-20	CU	11D_USD_CAD_A_FXO_-0.3602_FXO	11D_USD_CAD_A_FXO_-0.3602_FXO	0.3386463	0.3386463	0.3386463	0.3386463	1	50000000
2023-03-20	CU	11D_USD_CAD_A_FXO_-0.3882_FXO	11D_USD_CAD_A_FXO_-0.3882_FXO	0.3766538	0.3766538	0.3766538	0.3766538	1	30000000
2023-03-20	CU	11D_USD_CAD_A_FXO_-0.4627_FXO	11D_USD_CAD_A_FXO_-0.4627_FXO	0.4998132	0.4998132	0.4998132	0.4998132	3	70000000
2023-03-20	CU	11D_USD_JPY_A_FXO_0.4288_FXO	11D_USD_JPY_A_FXO_0.4288_FXO	0.8440756	0.8440756	0.8440756	0.8440756	1	75000000
2023-03-20	CU	12D_NDF.USD.BRL.12D_NDF	12D_NDF.USD.BRL.12D_NDF	5.2515	5.2565	5.2515	5.2565	2	42500000
2023-03-20	CU	13D_NDF.USD.BRL.13D_NDF	13D_NDF.USD.BRL.13D_NDF	5.252	5.258	5.252	5.256	6	263000000
2023-03-20	CU	13D_NDF.USD.BRL.BMF1_NDF	13D_NDF.USD.BRL.BMF1_NDF	5.28	5.291	5.253	5.259	11	351000000
2023-03-20	CU	14D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-04-03	827.5	827.5	826.0	827.0	8	123000000
2023-03-20	CU	155D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-08-22	837.8	837.8	837.8	837.8	1	10000000
2023-03-20	CU	15D_AUD_NZD_A_FXO_0.2385_FXO	15D_AUD_NZD_A_FXO_0.2385_FXO	0.199719	0.199719	0.199719	0.199719	2	50000000
2023-03-20	CU	15D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2023-04-04	5.286	5.294	5.252	5.25725	39	804750000
2023-03-20	CU	16D_USD_PHP_A_FXO_0.3529_FXO	16D_USD_PHP_A_FXO_0.3529_FXO	0.4422435	0.4422435	0.4422435	0.4422435	4	80000000
2023-03-20	CU	1751D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2028-01-04	7.46506	7.46506	7.46506	7.46506	1	70000000
2023-03-20	CU	186D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-09-22	840.9	840.9	840.85	840.85	2	40000000
2023-03-20	CU	19D_NDF.USD.CLP.19D_NDF	19D_NDF.USD.CLP.19D_NDF	826.0	826.0	826.0	826.0	2	65000000
2023-03-20	CU	1D_EUR_AUD_A_FXO_0.3054_FXO	1D_EUR_AUD_A_FXO_0.3054_FXO	0.1048449	0.1048449	0.1048449	0.1048449	3	70000000
2023-03-20	CU	1D_EUR_CAD_A_FXO_-0.1817_FXO	1D_EUR_CAD_A_FXO_-0.1817_FXO	0.0516518	0.0516518	0.0516518	0.0516518	1	50000000
2023-03-20	CU	1D_NDF.USD.BRL.1D_NDF	1D_NDF.USD.BRL.1D_NDF	5.2416	5.2416	5.2416	5.2416	1	7500000
2023-03-20	CU	1D_NDF.USD.PHP.1D.FWD.1D_NDF	1D_NDF.USD.PHP.1D.FWD.1D_NDF	54.68	54.68	54.68	54.68	1	4000000
2023-03-20	CU	1D_NDF.USD.PHP.1D_NDF	1D_NDF.USD.PHP.1D_NDF	54.663	54.675	54.663	54.675	4	18000000
2023-03-20	CU	1D_USD_CAD_A_FXO_-0.1848_FXO	1D_USD_CAD_A_FXO_-0.1848_FXO	0.0435504	0.0435504	0.0435504	0.0435504	2	50000000
2023-03-20	CU	1D_USD_CAD_A_FXO_0.2124_FXO	1D_USD_CAD_A_FXO_0.2124_FXO	0.0521236	0.0521236	0.0521236	0.0521236	3	80000000
2023-03-20	CU	1D_USD_CAD_A_FXO_0.3299_FXO	1D_USD_CAD_A_FXO_0.3299_FXO	0.0909728	0.0909728	0.0909728	0.0909728	2	30000000
2023-03-20	CU	1D_USD_CAD_A_FXO_0.3489_FXO	1D_USD_CAD_A_FXO_-0.1452_FXO	0.0983571	0.0983571	0.0273133	0.0983571	2	55000000
2023-03-20	CU	1D_USD_CAD_A_FXO_0.4004_FXO	1D_USD_CAD_A_FXO_0.4004_FXO	0.1347688	0.1347688	0.1347688	0.1347688	1	30000000
2023-03-20	CU	1M_AUD_JPY_A_FXO_-0.4969_FXO	1M_AUD_JPY_A_FXO_-0.4969_FXO	1.725794	1.853996	1.725794	1.725794	2	50000000
2023-03-20	CU	1M_CAD_JPY_A_FXO_-0.5013_FXO	1M_CAD_JPY_A_FXO_-0.5013_FXO	1.455008	1.509061	1.455008	1.509061	2	20000000
2023-03-20	CU	1M_EUR_GBP_A_FXO_-0.2484_FXO	1M_EUR_GBP_A_FXO_-0.2484_FXO	0.2999211	0.3162175	0.2999211	0.2999211	2	200000000
2023-03-20	CU	1M_EUR_JPY_A_FXO_-0.5012_FXO	1M_EUR_JPY_A_FXO_-0.5012_FXO	1.571101	1.636937	1.571101	1.571101	2	20000000
2023-03-20	CU	1M_EUR_USD_B_FXO_-0.1003_FXO	1M_EUR_USD_B_FXO_-0.1003_FXO	0.1475567	1.162355	0.1444388	0.1475567	4	360000000
2023-03-20	CU	1M_EUR_USD_B_FXO_-0.1007_FXO	1M_EUR_USD_B_FXO_-0.1007_FXO	0.1487994	1.162577	0.1427001	0.1487994	4	180000000
2023-03-20	CU	1M_EUR_USD_B_FXO_-0.4985_FXO	1M_EUR_USD_B_FXO_-0.4985_FXO	1.140891	1.168891	1.140891	1.140891	2	50000000
2023-03-20	CU	1M_EUR_USD_B_FXO_-0.499_FXO	1M_EUR_USD_B_FXO_-0.499_FXO	1.158968	1.158968	1.127968	1.158968	2	50000000
2023-03-20	CU	1M_EUR_USD_B_FXO_-0.5004_FXO	1M_EUR_USD_B_FXO_-0.5004_FXO	1.163965	1.163965	1.122965	1.163965	2	75000000
2023-03-20	CU	1M_EUR_USD_B_FXO_-0.5014_FXO	1M_EUR_USD_B_FXO_-0.5014_FXO	1.180465	1.180465	1.131465	1.131465	4	50000000
2023-03-20	CU	1M_EUR_USD_B_FXO_-0.5016_FXO	1M_EUR_USD_B_FXO_-0.5016_FXO	1.171512	1.171512	1.121512	1.171512	2	50000000
2023-03-20	CU	1M_SGD_JPY_A_FXO_-0.2408_FXO	1M_SGD_JPY_A_FXO_-0.2408_FXO	0.5626499	0.5626499	0.5626499	0.5626499	1	20000000
2023-03-20	CU	1W_AUD_USD_B_FXO_-0.4978_FXO	1W_AUD_USD_B_FXO_-0.4978_FXO	0.5129641	0.5129641	0.5079641	0.5079641	4	80000000
2023-03-20	CU	1W_EUR_GBP_A_FXO_0.0974_FXO	1W_EUR_GBP_A_FXO_0.0974_FXO	0.0572524	0.0572524	0.0572524	0.0572524	2	60000000
2023-03-20	CU	1W_GBP_USD_B_FXO_-0.499_FXO	1W_GBP_USD_B_FXO_-0.499_FXO	0.7952064	0.7952064	0.7842064	0.7952064	6	85000000
2023-03-20	CU	1Y_EUR_USD_B_FXO_-0.501_FXO	1Y_EUR_USD_B_FXO_-0.501_FXO	3.904113	3.905808	3.486112	3.487808	10	200000000
2023-03-20	CU	21D_NDF.USD.BRL.21D_NDF	21D_NDF.USD.BRL.21D_NDF	5.26435	5.26435	5.26435	5.26435	2	65000000
2023-03-20	CU	21D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-04-10	829.77	829.77	829.77	829.77	1	25000000
2023-03-20	CU	22D_EUR_JPY_A_FXO_0.3078_FXO	22D_EUR_JPY_A_FXO_0.3078_FXO	0.5867971	0.5867971	0.5867971	0.5867971	1	30000000
2023-03-20	CU	22D_NDF_USD_ARS	NDF_USD_ARS Maturing on 2023-04-11	212.35	212.35	212.35	212.35	1	3000000
2023-03-20	CU	23D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2023-04-12	5.2644	5.2644	5.2644	5.2644	1	50000000
2023-03-20	CU	23D_USD_JPY_A_FXO_0.2538_FXO	23D_USD_JPY_A_FXO_-0.1103_FXO	0.512937	0.512937	0.2211855	0.512937	2	235000000
2023-03-20	CU	24D_EUR_USD_B_FXO_0.163_FXO	24D_EUR_USD_B_FXO_0.163_FXO	0.2206386	0.2206386	0.2206386	0.2206386	1	50000000
2023-03-20	CU	24D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-04-13	826.5	826.5	826.5	826.5	1	35000000
2023-03-20	CU	25D_NDF.USD.INR.25D_NDF	25D_NDF.USD.INR.25D_NDF	82.75	82.77	82.75	82.75	4	300000000
2023-03-20	CU	26D_NDF.USD.BRL.26D_NDF	26D_NDF.USD.BRL.26D_NDF	5.26905	5.2705	5.26905	5.2705	4	300000000
2023-03-20	CU	275D_NDF.USD.PEN.9M_NDF	275D_NDF.USD.PEN.9M_NDF	3.836	3.836	3.836	3.836	2	37278415
2023-03-20	CU	27D_NDF.USD.INR.27D_NDF	27D_NDF.USD.INR.27D_NDF	82.761	82.761	82.761	82.761	1	100000000
2023-03-20	CU	28D_NDF.USD.INR.28D_NDF	28D_NDF.USD.INR.28D_NDF	82.787	82.787	82.766	82.766	3	200000000
2023-03-20	CU	2D_EUR_USD_B_FXO_-0.4709_FXO	2D_EUR_USD_B_FXO_-0.4709_FXO	0.2679689	0.2679689	0.2679689	0.2679689	1	30000000
2023-03-20	CU	2D_NDF.USD.BRL.2D_NDF	2D_NDF.USD.BRL.2D_NDF	5.248	5.248	5.248	5.248	1	14000000
2023-03-20	CU	2D_NDF.USD.PHP.2D_NDF	2D_NDF.USD.PHP.2D_NDF	54.663	54.675	54.663	54.675	2	11500000
2023-03-20	CU	2D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2023-03-22	5.2734	5.2815	5.2663	5.2673	13	153500000
2023-03-20	CU	2D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-03-22	829.0	831.0	829.0	831.0	16	133000000
2023-03-20	CU	2D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2023-03-22	3.79	3.79	3.785	3.785	4	8000000
2023-03-20	CU	2D_USD_JPY_A_FXO_0.4693_FXO	1D_USD_JPY_A_FXO_-0.3625_FXO	0.492314	0.492314	0.2579318	0.492314	2	100000000
2023-03-20	CU	2M_EUR_USD_B_FXO_-0.1005_FXO	2M_EUR_USD_B_FXO_-0.1005_FXO	0.2066493	1.598182	0.1985545	0.2066493	4	110000000
2023-03-20	CU	2M_EUR_USD_B_FXO_-0.5005_FXO	2M_EUR_USD_B_FXO_-0.5005_FXO	1.517742	1.593742	1.517742	1.517742	2	100000000
2023-03-20	CU	2M_EUR_USD_B_FXO_-0.5007_FXO	2M_EUR_USD_B_FXO_-0.5007_FXO	1.59692	1.59692	1.51892	1.59692	2	100000000
2023-03-20	CU	2M_USD_MXN_A_FXO_0.1_FXO	2M_USD_MXN_A_FXO_-0.1_FXO	0.3255223	2.45365	0.3255223	2.45365	8	350000000
2023-03-20	CU	30D_NDF.USD.PHP.30D_NDF	30D_NDF.USD.PHP.30D_NDF	54.31	54.31	54.31	54.31	1	12000000
2023-03-20	CU	30D_NDF_USD_COP	NDF_USD_COP Maturing on 2023-04-19	4861.0	4861.0	4861.0	4861.0	1	10000000
2023-03-20	CU	31D_NDF.USD.IDR.1D.FWD.1M_NDF	31D_NDF.USD.IDR.1D.FWD.1M_NDF	15390.0	15390.0	15390.0	15390.0	2	20000000
2023-03-20	CU	31D_NDF.USD.INR.1D.FWD.1M_NDF	31D_NDF.USD.INR.1D.FWD.1M_NDF	82.77	82.8	82.77	82.78	4	37000000
2023-03-20	CU	32D_NDF.USD.INR.1M_NDF	32D_NDF.USD.INR.1M_NDF	82.728	82.85	82.728	82.81	5	157000000
2023-03-20	CU	32D_NDF.USD.KRW.1D.FWD.1M_NDF	32D_NDF.USD.KRW.1D.FWD.1M_NDF	1308.4	1308.4	1303.1	1303.1	8	156000000
2023-03-20	CU	32D_NDF.USD.TWD.1D.FWD.1M_NDF	32D_NDF.USD.TWD.1D.FWD.1M_NDF	30.465	30.465	30.44	30.44	2	8500000
2023-03-20	CU	33D_NDF.USD.CLP.1M_NDF	33D_NDF.USD.CLP.1M_NDF	835.72	835.75	826.5	827.31	20	283358804
2023-03-20	CU	33D_NDF.USD.KRW.1M_NDF	33D_NDF.USD.KRW.1M_NDF	1308.8	1308.8	1303.8	1303.8	6	170000000
2023-03-20	CU	33D_NDF.USD.PEN.1M_NDF	33D_NDF.USD.PEN.1M_NDF	3.7815	3.785	3.7815	3.7815	6	81879290
2023-03-20	CU	33D_NDF.USD.PHP.1D.FWD.1M_NDF	33D_NDF.USD.PHP.1D.FWD.1M_NDF	54.68	54.68	54.33	54.33	15	82000000
2023-03-20	CU	33D_NDF.USD.PHP.1M_NDF	33D_NDF.USD.PHP.1M_NDF	54.3	54.34	54.3	54.335	7	95000000
2023-03-20	CU	33D_NDF.USD.TWD.1M_NDF	33D_NDF.USD.TWD.1M_NDF	30.45	30.485	30.42	30.42	5	65000000
2023-03-20	CU	33D_NDF.USD.VND.1M_NDF	33D_NDF.USD.VND.1M_NDF	23660.0	23680.0	23660.0	23680.0	3	15000000
2023-03-20	CU	34D_NDF.USD.IDR.1M_NDF	34D_NDF.USD.IDR.1M_NDF	15389.0	15393.0	15385.0	15393.0	10	105000000
2023-03-20	CU	34D_NDF.USD.PHP.1M_NDF	34D_NDF.USD.PHP.1M_NDF	54.7	54.705	54.58	54.58	7	58000000
2023-03-20	CU	35D_NDF_USD_ARS	NDF_USD_ARS Maturing on 2023-04-24	220.5	220.5	220.5	220.5	3	10000000
2023-03-20	CU	35D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-04-24	831.9	837.5	825.85	827.0	196	1008000000
2023-03-20	CU	35D_NDF_USD_COP	NDF_USD_COP Maturing on 2023-04-24	4875.0	4880.0	4855.0	4865.0	10	42500000
2023-03-20	CU	35D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2023-04-24	3.799	3.799	3.782	3.7865	42	179000000
2023-03-20	CU	366D_NDF.USD.CLP.1Y_NDF	366D_NDF.USD.CLP.1Y_NDF	860.25	860.25	852.75	853.2	6	68463333
2023-03-20	CU	366D_NDF.USD.KRW.1Y_NDF	366D_NDF.USD.KRW.1Y_NDF	1287.0	1287.0	1287.0	1287.0	1	20000000
2023-03-20	CU	366D_NDF.USD.PHP.1Y_NDF	366D_NDF.USD.PHP.1Y_NDF	55.025	55.025	54.71	54.71	3	25000000
2023-03-20	CU	367D_NDF.USD.IDR.12M_NDF	367D_NDF.USD.IDR.12M_NDF	15623.0	15623.0	15623.0	15623.0	1	10000000
2023-03-20	CU	367D_NDF.USD.IDR.1Y_NDF	367D_NDF.USD.IDR.1Y_NDF	15610.0	15610.0	15610.0	15610.0	1	10000000
2023-03-20	CU	368D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2024-03-22	853.5	853.5	853.5	853.5	1	5000000
2023-03-20	CU	369D_NDF.USD.INR.1Y_NDF	369D_NDF.USD.INR.1Y_NDF	84.74	84.74	84.74	84.74	1	50000000
2023-03-20	CU	3D_NDF.USD.IDR.3D_NDF	3D_NDF.USD.IDR.3D_NDF	15374.0	15374.0	15374.0	15374.0	1	25000000
2023-03-20	CU	3D_NDF.USD.INR.1D.FWD.3D_NDF	3D_NDF.USD.INR.1D.FWD.3D_NDF	82.585	82.585	82.585	82.585	1	20000000
2023-03-20	CU	3D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2023-03-23	5.27525	5.27525	5.2406	5.2456	7	111500000
2023-03-20	CU	3D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-03-23	831.5	831.5	825.0	825.0	13	133000000
2023-03-20	CU	3D_NDF_USD_COP	NDF_USD_COP Maturing on 2023-03-23	4838.2	4838.2	4833.0	4833.0	4	31500000
2023-03-20	CU	3D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2023-03-23	3.7769	3.7778	3.774	3.774	5	26000000
2023-03-20	CU	3D_USD_JPY_A_FXO_0.4508_FXO	3D_USD_JPY_A_FXO_-0.3908_FXO	0.5202416	0.65434	0.5202416	0.5202416	2	150000000
2023-03-20	CU	3M_EUR_USD_B_FXO_-0.1506_FXO	3M_EUR_USD_B_FXO_-0.1506_FXO	0.3575984	0.4451725	0.3575984	0.3575984	2	60000000
2023-03-20	CU	3M_GBP_USD_B_FXO_-0.1008_FXO	3M_GBP_USD_B_FXO_-0.1008_FXO	0.3308566	2.526381	0.3171129	0.3308566	8	376000000
2023-03-20	CU	3M_USD_MXN_A_FXO_0.4853_FXO	3M_USD_MXN_A_FXO_-0.5147_FXO	2.933576	2.933576	2.933576	2.933576	6	60000000
2023-03-20	CU	3M_USD_SGD_A_FXO_0.4979_FXO	3M_USD_SGD_A_FXO_-0.5018_FXO	1.18157	1.211557	1.18157	1.18157	2	25000000
2023-03-20	CU	3M_USD_TRY_A_FXO_-0.3553_FXO	3M_USD_TRY_A_FXO_-0.3553_FXO	3.4202	3.4202	2.702541	3.4202	2	20000000
2023-03-20	CU	4D_EUR_CAD_A_FXO_-0.3282_FXO	4D_EUR_CAD_A_FXO_-0.3282_FXO	0.1932429	0.1932429	0.1932429	0.1932429	1	30000000
2023-03-20	CU	4D_EUR_USD_B_FXO_-0.2078_FXO	2D_EUR_USD_B_FXO_-0.4709_FXO	0.1801897	1.40519	0.1801897	0.1801897	3	180000000
2023-03-20	CU	4D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-03-24	830.07	830.07	830.07	830.07	2	10000000
2023-03-20	CU	4D_USD_CAD_A_FXO_-0.4149_FXO	4D_USD_CAD_A_FXO_-0.4149_FXO	0.3209298	0.3209298	0.3209298	0.3209298	2	80000000
2023-03-20	CU	55D_NDF.USD.PHP.55D_NDF	55D_NDF.USD.PHP.55D_NDF	54.336	54.336	54.336	54.336	1	12000000
2023-03-20	CU	56D_NZD_USD_B_FXO_-0.4615_FXO	11D_NZD_USD_B_FXO_-0.3605_FXO	0.3920528	1.167204	0.3920528	0.3920528	2	43000000
2023-03-20	CU	5D_NDF.USD.BRL.5D_NDF	5D_NDF.USD.BRL.5D_NDF	5.244	5.251	5.244	5.251	4	210000000
2023-03-20	CU	61D_NDF.USD.INR.2M_NDF	61D_NDF.USD.INR.2M_NDF	82.97	82.97	82.97	82.97	1	30000000
2023-03-20	CU	61D_NDF.USD.KRW.2M_NDF	61D_NDF.USD.KRW.2M_NDF	1305.65	1305.65	1301.6	1301.6	4	100000000
2023-03-20	CU	61D_NDF.USD.PHP.2M_NDF	61D_NDF.USD.PHP.2M_NDF	54.37	54.37	54.36	54.36	4	60000000
2023-03-20	CU	62D_NDF.USD.PHP.2M_NDF	62D_NDF.USD.PHP.2M_NDF	54.74	54.74	54.74	54.74	1	5000000
2023-03-20	CU	63D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-05-22	832.7	832.7	830.5	830.5	2	20000000
2023-03-20	CU	6D_NDF.USD.BRL.6D_NDF	6D_NDF.USD.BRL.6D_NDF	5.2468	5.2468	5.2468	5.2468	1	25000000
2023-03-20	CU	6D_NDF.USD.CLP.6D_NDF	6D_NDF.USD.CLP.6D_NDF	829.7	829.7	829.7	829.7	2	34695471
2023-03-20	CU	6M_EUR_JPY_A_FXO_-0.4978_FXO	2M_EUR_JPY_A_FXO_-0.4994_FXO	2.316581	3.730201	2.161489	2.316581	4	79000000
2023-03-20	CU	6M_USD_JPY_A_FXO_0.2554_FXO	6M_USD_JPY_A_FXO_-0.256_FXO	1.312853	1.438563	1.312853	1.312853	2	200000000
2023-03-20	CU	6M_USD_SGD_A_FXO_0.2153_FXO	6M_USD_SGD_A_FXO_0.2153_FXO	0.557542	0.557542	0.557542	0.557542	1	50000000
2023-03-20	CU	7D_NDF.USD.BRL.7D_NDF	7D_NDF.USD.BRL.7D_NDF	5.2466	5.2476	5.2466	5.2476	2	93000000
2023-03-20	CU	7D_NDF.USD.IDR.1D.FWD.1W_NDF	7D_NDF.USD.IDR.1D.FWD.1W_NDF	15392.0	15392.0	15392.0	15392.0	1	10000000
2023-03-20	CU	7D_NDF.USD.IDR.1W_NDF	7D_NDF.USD.IDR.1W_NDF	15375.0	15375.0	15375.0	15375.0	2	5000000
2023-03-20	CU	7D_NDF.USD.INR.1D.FWD.1W_NDF	7D_NDF.USD.INR.1D.FWD.1W_NDF	82.615	82.615	82.615	82.615	2	63000000
2023-03-20	CU	7D_NDF.USD.PHP.1D.FWD.1W_NDF	7D_NDF.USD.PHP.1D.FWD.1W_NDF	54.48	54.48	54.39	54.39	2	31000000
2023-03-20	CU	7D_NDF.USD.PHP.1W_NDF	7D_NDF.USD.PHP.1W_NDF	54.66	54.66	54.32	54.32	2	25000000
2023-03-20	CU	7D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-03-27	828.5	828.5	828.5	828.5	1	25000000
2023-03-20	CU	835D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2025-07-02	6.07163	6.07163	6.07163	6.07163	1	50000000
2023-03-20	CU	8D_EUR_USD_B_FXO_0.3735_FXO	1D_EUR_USD_B_FXO_-0.3269_FXO	0.4265471	0.4265471	0.1234747	0.4265471	2	60000000
2023-03-20	CU	8D_EUR_USD_B_FXO_0.3918_FXO	1D_EUR_USD_B_FXO_-0.2784_FXO	0.0992866	0.4571566	0.0992866	0.0992866	2	150000000
2023-03-20	CU	8D_NDF.USD.BRL.8D_NDF	8D_NDF.USD.BRL.8D_NDF	5.2496	5.2536	5.2496	5.2527	5	245000000
2023-03-20	CU	8D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2023-03-28	5.2495	5.2495	5.2495	5.2495	1	9500000
2023-03-20	CU	8D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-03-28	831.95	831.95	830.95	830.95	6	61000000
2023-03-20	CU	92D_NDF.USD.CLP.3M_NDF	92D_NDF.USD.CLP.3M_NDF	833.7	833.7	833.4	833.4	3	80000000
2023-03-20	CU	92D_NDF.USD.INR.3M_NDF	92D_NDF.USD.INR.3M_NDF	83.105	83.105	83.105	83.105	2	70000000
2023-03-20	CU	92D_NDF.USD.KRW.3M_NDF	92D_NDF.USD.KRW.3M_NDF	1300.0	1300.0	1300.0	1300.0	1	50000000
2023-03-20	CU	92D_NDF.USD.PHP.3M_NDF	92D_NDF.USD.PHP.3M_NDF	54.782	54.782	54.725	54.725	3	28000000
2023-03-20	CU	93D_NDF_USD_COP	NDF_USD_COP Maturing on 2023-06-21	4921.35	4921.35	4921.35	4921.35	1	10000000
2023-03-20	CU	94D_NDF.USD.IDR.3M_NDF	94D_NDF.USD.IDR.3M_NDF	15417.0	15417.0	15417.0	15417.0	1	30000000
2023-03-20	CU	94D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-06-22	835.7	835.7	835.7	835.7	2	50000000
2023-03-20	CU	94D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2023-06-22	3.7965	3.7965	3.7964	3.7964	2	62000000
2023-03-20	CU	96D_NDF.USD.TWD.3M_NDF	96D_NDF.USD.TWD.3M_NDF	30.22	30.22	30.22	30.22	1	25000000
2023-03-20	CU	9D_NDF.USD.PHP.1D.FWD.9D_NDF	9D_NDF.USD.PHP.1D.FWD.9D_NDF	54.668	54.668	54.668	54.668	1	10000000
2023-03-20	CU	9M_USD_MXN_A_FXO_0.4765_FXO	2M_USD_MXN_A_FXO_-0.5121_FXO	4.706703	4.706703	2.429602	4.706703	4	148000000
2023-03-20	CU	USDCNY20230327-R23644	Non Deliverable Forward Chinese Renminbi - Value Date 2023-03-27	6.88707	6.88707	6.88707	6.88707	1	10000000
2023-03-20	CU	USDCNY20230410-R23644	Non Deliverable Forward Chinese Renminbi - Value Date 2023-04-10	6.87811	6.87811	6.87811	6.87811	1	10000000
2023-03-20	CU	USDCNY20230417-R23644	Non Deliverable Forward Chinese Renminbi - Value Date 2023-04-17	6.87381	6.87381	6.87381	6.87381	1	10000000
2023-03-20	CU	USDCNY20230515-R23644	Non Deliverable Forward Chinese Renminbi - Value Date 2023-05-15	6.85975	6.85975	6.85975	6.85975	1	5000000
2023-03-20	CU	USDCNY20230516-R23644	Non Deliverable Forward Chinese Renminbi - Value Date 2023-05-16	6.85928	6.85928	6.85928	6.85928	1	5000000
2023-03-20	CU	USDPHP20230329-R23648	Non Deliverable Forward Philippine Peso - Value Date 2023-03-29	54.6721	54.6721	54.6721	54.6721	2	7000000
2023-03-20	CU	USDPHP20230331-R23648	Non Deliverable Forward Philippine Peso - Value Date 2023-03-31	54.6732	54.6732	54.6732	54.6732	2	5000000
2023-03-20	CU	USDPHP20230403-R23648	Non Deliverable Forward Philippine Peso - Value Date 2023-04-03	54.6748	54.6748	54.6748	54.6748	2	6000000
2023-03-20	CU	USDPHP20230405-R23648	Non Deliverable Forward Philippine Peso - Value Date 2023-04-05	54.6759	54.6759	54.6759	54.6759	1	5000000
2023-03-20	CU	USDPHP20230411-R23648	Non Deliverable Forward Philippine Peso - Value Date 2023-04-11	54.6793	54.6793	54.6793	54.6793	5	22000000
2023-03-20	CU	USDPHP20230414-R23648	Non Deliverable Forward Philippine Peso - Value Date 2023-04-14	54.6809	54.6809	54.6809	54.6809	1	5000000
2023-03-20	CU	USDPHP20230417-R23648	Non Deliverable Forward Philippine Peso - Value Date 2023-04-17	54.6826	54.6826	54.6826	54.6826	3	17000000
2023-03-20	CU	USDPHP20230420-R23648	Non Deliverable Forward Philippine Peso - Value Date 2023-04-20	54.6843	54.6843	54.6843	54.6843	1	3000000
2023-03-20	CU	USDPHP20230424-R23648	Non Deliverable Forward Philippine Peso - Value Date 2023-04-24	54.6865	54.6865	54.6865	54.6865	4	15000000
2023-03-20	CU	USDTWD20230324-R23649	Non Deliverable Forward Taiwan New Dollar - Value Date 2023-03-24	30.5451	30.5451	30.5451	30.5451	1	1000000
2023-03-20	CU	USDTWD20230327-R23649	Non Deliverable Forward Taiwan New Dollar - Value Date 2023-03-27	30.5379	30.5379	30.5379	30.5379	1	1000000
2023-03-20	CU	USDTWD20230328-R23649	Non Deliverable Forward Taiwan New Dollar - Value Date 2023-03-28	30.5354	30.5354	30.5354	30.5354	2	14000000
2023-03-20	CU	USDTWD20230329-R23649	Non Deliverable Forward Taiwan New Dollar - Value Date 2023-03-29	30.533	30.533	30.533	30.533	1	8000000
2023-03-20	CU	USDTWD20230331-R23649	Non Deliverable Forward Taiwan New Dollar - Value Date 2023-03-31	30.5264	30.5264	30.5264	30.5264	2	8000000
2023-03-20	CU	USDTWD20230406-R23649	Non Deliverable Forward Taiwan New Dollar - Value Date 2023-04-06	30.5068	30.5068	30.5068	30.5068	2	5000000
2023-03-20	CU	USDTWD20230407-R23649	Non Deliverable Forward Taiwan New Dollar - Value Date 2023-04-07	30.5035	30.5035	30.5035	30.5035	3	10000000
2023-03-20	CU	USDTWD20230410-R23649	Non Deliverable Forward Taiwan New Dollar - Value Date 2023-04-10	30.4937	30.4937	30.4937	30.4937	4	6000000
2023-03-20	CU	USDTWD20230414-R23649	Non Deliverable Forward Taiwan New Dollar - Value Date 2023-04-14	30.4807	30.4807	30.4807	30.4807	1	3000000
2023-03-20	CU	USDTWD20230417-R23649	Non Deliverable Forward Taiwan New Dollar - Value Date 2023-04-17	30.4709	30.4709	30.4709	30.4709	1	1000000
2023-03-20	CU	USDTWD20230421-R23649	Non Deliverable Forward Taiwan New Dollar - Value Date 2023-04-21	30.4578	30.4578	30.4578	30.4578	1	3000000
2023-03-20	CU	USDTWD20230424-R23649	Non Deliverable Forward Taiwan New Dollar - Value Date 2023-04-24	30.448	30.448	30.448	30.448	1	8000000
2023-03-20	CU	USDTWD20230425-R23649	Non Deliverable Forward Taiwan New Dollar - Value Date 2023-04-25	30.4443	30.4443	30.4443	30.4443	1	8000000
2023-03-20	IR	EUR OIS Outright BROKEN ESTR 1T_20230510	EUR OIS Outright BROKEN ESTR 1T_20230510	0.0287	0.0287	0.0287	0.0287	1	2000000000
2023-03-20	IR	EUR OIS Outright BROKEN ESTR 1T_20230920	EUR OIS Outright BROKEN ESTR 1T_20230920	0.03057	0.03057	0.03057	0.03057	1	1000000000
2023-03-20	IR	EUR OIS Outright BROKEN ESTR 1T_20231220	EUR OIS Outright BROKEN ESTR 1T_20231220	0.0296	0.0296	0.0296	0.0296	1	500000000
2023-03-20	IR	10Y ANN/6s PLN IRS_20330322	10Y ANN/6s PLN IRS_20330322	0.05225	0.05225	0.05225	0.05225	2	58000000
2023-03-20	IR	10Y SOFR LCH		3.19875	3.19875	3.19875	3.19875	7	400000000
2023-03-20	IR	10Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_3600	10Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_3600	0.1676	0.1676	0.1676	0.1676	1	50000000
2023-03-20	IR	1Y SOFR/FF LCH		-1.25	-1.125	-1.125	-1.125	2	675000000
2023-03-20	IR	1YEUROISOutright(EUR.1Y.ESTR.OIS)ESTR_20240322	1Y EUR OIS Outright (EUR.1Y.ESTR.OIS) ESTR_20240322	0.030375	0.030375	0.030375	0.030375	1	500000000
2023-03-20	IR	1Yx1D_JPY-TONAT_0_Straddle_3600	1Yx1D_JPY-TONAT_0_Straddle_3600	0.0439	0.0439	0.0439	0.0439	1	5000000000
2023-03-20	IR	2Y ANN/6s PLN IRS_20250322	2Y ANN/6s PLN IRS_20250322	0.06025	0.06025	0.06025	0.06025	2	240000000
2023-03-20	IR	2Y SOFR/FF LCH		-0.875	-1.0	-1.0	-1.0	3	950000000
2023-03-20	IR	30Y SOFR LCH		2.92125	2.92125	2.92125	2.92125	3	72000000
2023-03-20	IR	3M EUR OIS Outright (EUR.3M.ESTR.OIS)_20230622	3M EUR OIS Outright (EUR.3M.ESTR.OIS)_20230622	0.02925	0.02933	0.02925	0.02933	3	2000000000
2023-03-20	IR	3M SPS 3M LIBOR.qm		3.505	5.085	5.05	5.085	2	1200000000
2023-03-20	IR	3M.AUD.IRS_20230621	3M.AUD.IRS_20230621	0.036861	0.036861	0.036861	0.036861	2	223000000
2023-03-20	IR	3M.AUD.IRS_20230622	3M.AUD.IRS_20230622	0.036842	0.036842	0.036842	0.036842	1	50000000
2023-03-20	IR	3M.AUD.IRS_20230623	3M.AUD.IRS_20230623	0.036823	0.036823	0.036823	0.036823	3	444000000
2023-03-20	IR	3M.AUD.IRS_20230706	3M.AUD.IRS_20230706	0.03651	0.03651	0.03651	0.03651	1	64000000
2023-03-20	IR	3M.AUD.IRS_20230713	3M.AUD.IRS_20230713	0.036361	0.036361	0.036361	0.036361	1	64000000
2023-03-20	IR	3M.AUD.IRS_20230718	3M.AUD.IRS_20230718	0.03625	0.03625	0.03625	0.03625	1	64000000
2023-03-20	IR	3M.AUD.IRS_20230724	3M.AUD.IRS_20230724	0.036121	0.036121	0.036121	0.036121	2	262000000
2023-03-20	IR	3M.AUD.IRS_20230728	3M.AUD.IRS_20230728	0.036034	0.036034	0.036034	0.036034	1	43000000
2023-03-20	IR	3M.AUD.IRS_20230804	3M.AUD.IRS_20230804	0.035907	0.035907	0.035907	0.035907	1	123000000
2023-03-20	IR	3M.AUD.IRS_20230805	3M.AUD.IRS_20230805	0.03589	0.03589	0.03589	0.03589	2	93000000
2023-03-20	IR	3M.AUD.IRS_20230810	3M.AUD.IRS_20230810	0.03578	0.03578	0.03578	0.03578	1	51000000
2023-03-20	IR	3M.AUD.IRS_20230811	3M.AUD.IRS_20230811	0.035755	0.035755	0.035755	0.035755	1	5000000
2023-03-20	IR	3M.AUD.IRS_20230812	3M.AUD.IRS_20230812	0.035736	0.035736	0.035736	0.035736	1	49000000
2023-03-20	IR	3M.AUD.IRS_20230815	3M.AUD.IRS_20230815	0.035667	0.035667	0.035667	0.035667	2	96000000
2023-03-20	IR	3M.AUD.IRS_20230823	3M.AUD.IRS_20230823	0.035506	0.035506	0.035506	0.035506	1	42000000
2023-03-20	IR	3M.AUD.IRS_20230824	3M.AUD.IRS_20230824	0.035486	0.035486	0.035486	0.035486	1	42000000
2023-03-20	IR	3M.AUD.IRS_20230825	3M.AUD.IRS_20230825	0.035462	0.035462	0.035462	0.035462	1	42000000
2023-03-20	IR	3M.AUD.IRS_20230829	3M.AUD.IRS_20230829	0.035374	0.035374	0.035374	0.035374	1	96000000
2023-03-20	IR	3M.AUD.IRS_20230902	3M.AUD.IRS_20230902	0.035287	0.035287	0.035287	0.035287	1	170000000
2023-03-20	IR	3M.AUD.IRS_20230906	3M.AUD.IRS_20230906	0.035197	0.035197	0.035197	0.035197	2	994000000
2023-03-20	IR	3M.AUD.IRS_20230907	3M.AUD.IRS_20230907	0.035172	0.035172	0.035172	0.035172	1	117000000
2023-03-20	IR	3M.AUD.IRS_20230908	3M.AUD.IRS_20230908	0.03515	0.03515	0.03515	0.03515	4	1646000000
2023-03-20	IR	3M.AUD.IRS_20230909	3M.AUD.IRS_20230909	0.035128	0.035128	0.035128	0.035128	3	188000000
2023-03-20	IR	3M.AUD.IRS_20230915	3M.AUD.IRS_20230915	0.035087	0.035087	0.035087	0.035087	2	542000000
2023-03-20	IR	3M.AUD.IRS_20230916	3M.AUD.IRS_20230916	0.035078	0.035078	0.035078	0.035078	1	542000000
2023-03-20	IR	3M.AUD.IRS_20230919	3M.AUD.IRS_20230919	0.035058	0.035058	0.035058	0.035058	1	104000000
2023-03-20	IR	3M.AUD.IRS_20230920	3M.AUD.IRS_20230920	0.03505	0.03505	0.03505	0.03505	1	366000000
2023-03-20	IR	3M.AUD.IRS_20230921	3M.AUD.IRS_20230921	0.035043	0.035043	0.035043	0.035043	1	514000000
2023-03-20	IR	3M.AUD.IRS_20231003	3M.AUD.IRS_20231003	0.034956	0.034956	0.034956	0.034956	1	61000000
2023-03-20	IR	3M.AUD.IRS_20231012	3M.AUD.IRS_20231012	0.034921	0.034921	0.034921	0.034921	1	592000000
2023-03-20	IR	3M.AUD.IRS_20231025	3M.AUD.IRS_20231025	0.034883	0.034883	0.034883	0.034883	1	48000000
2023-03-20	IR	3M.AUD.IRS_20231026	3M.AUD.IRS_20231026	0.03488	0.03488	0.03488	0.03488	3	177000000
2023-03-20	IR	3M.AUD.IRS_20231101	3M.AUD.IRS_20231101	0.034862	0.034862	0.034862	0.034862	1	43000000
2023-03-20	IR	3M.AUD.IRS_20231109	3M.AUD.IRS_20231109	0.034856	0.034856	0.034856	0.034856	2	133000000
2023-03-20	IR	3M.AUD.IRS_20231110	3M.AUD.IRS_20231110	0.034855	0.034855	0.034855	0.034855	2	200000000
2023-03-20	IR	3M.AUD.IRS_20231114	3M.AUD.IRS_20231114	0.034853	0.034853	0.034853	0.034853	1	40000000
2023-03-20	IR	3M.AUD.IRS_20231115	3M.AUD.IRS_20231115	0.034852	0.034852	0.034852	0.034852	1	12000000
2023-03-20	IR	3M.AUD.IRS_20231116	3M.AUD.IRS_20231116	0.034852	0.034852	0.034852	0.034852	2	50000000
2023-03-20	IR	3M.AUD.IRS_20231121	3M.AUD.IRS_20231121	0.034849	0.034849	0.034849	0.034849	1	11000000
2023-03-20	IR	3M.AUD.IRS_20231207	3M.AUD.IRS_20231207	0.034836	0.034836	0.034836	0.034836	1	46000000
2023-03-20	IR	3M.AUD.IRS_20231213	3M.AUD.IRS_20231213	0.034832	0.034832	0.034832	0.034832	1	451000000
2023-03-20	IR	3M.AUD.IRS_20231214	3M.AUD.IRS_20231214	0.034831	0.034831	0.034831	0.034831	1	100000000
2023-03-20	IR	3M.AUD.IRS_20231215	3M.AUD.IRS_20231215	0.03483	0.03483	0.03483	0.03483	2	110000000
2023-03-20	IR	3M.AUD.IRS_20231218	3M.AUD.IRS_20231218	0.034829	0.034829	0.034829	0.034829	2	127000000
2023-03-20	IR	3M.AUD.IRS_20231221	3M.AUD.IRS_20231221	0.034827	0.034827	0.034827	0.034827	2	311000000
2023-03-20	IR	3M.AUD.IRS_20231226	3M.AUD.IRS_20231226	0.034826	0.034826	0.034826	0.034826	1	50000000
2023-03-20	IR	3M.AUD.IRS_20231227	3M.AUD.IRS_20231227	0.034824	0.034824	0.034824	0.034824	2	102000000
2023-03-20	IR	3M.AUD.IRS_20231228	3M.AUD.IRS_20231228	0.034823	0.034823	0.034823	0.034823	1	39000000
2023-03-20	IR	3M.AUD.IRS_20231229	3M.AUD.IRS_20231229	0.034823	0.034823	0.034823	0.034823	1	163000000
2023-03-20	IR	3M.AUD.IRS_20240109	3M.AUD.IRS_20240109	0.034816	0.034816	0.034816	0.034816	1	256000000
2023-03-20	IR	3M.AUD.IRS_20240111	3M.AUD.IRS_20240111	0.034815	0.034815	0.034815	0.034815	1	25000000
2023-03-20	IR	3M.AUD.IRS_20240113	3M.AUD.IRS_20240113	0.034815	0.034815	0.034815	0.034815	1	39000000
2023-03-20	IR	3M.AUD.IRS_20240118	3M.AUD.IRS_20240118	0.034808	0.034808	0.034808	0.034808	1	35000000
2023-03-20	IR	3M.AUD.IRS_20240119	3M.AUD.IRS_20240119	0.034807	0.034807	0.034807	0.034807	3	180000000
2023-03-20	IR	3M.AUD.IRS_20240120	3M.AUD.IRS_20240120	0.034808	0.034808	0.034808	0.034808	1	73000000
2023-03-20	IR	3M.AUD.IRS_20240123	3M.AUD.IRS_20240123	0.034803	0.034803	0.034803	0.034803	1	194000000
2023-03-20	IR	3M.AUD.IRS_20240202	3M.AUD.IRS_20240202	0.034791	0.034791	0.034791	0.034791	1	35000000
2023-03-20	IR	3M.AUD.IRS_20240208	3M.AUD.IRS_20240208	0.034783	0.034783	0.034783	0.034783	1	194000000
2023-03-20	IR	3M.AUD.IRS_20240214	3M.AUD.IRS_20240214	0.034775	0.034775	0.034775	0.034775	1	86000000
2023-03-20	IR	3M.AUD.IRS_20240215	3M.AUD.IRS_20240215	0.034773	0.034773	0.034773	0.034773	1	86000000
2023-03-20	IR	3M.AUD.IRS_20240224	3M.AUD.IRS_20240224	0.03476	0.03476	0.03476	0.03476	1	150000000
2023-03-20	IR	3M.AUD.IRS_20240227	3M.AUD.IRS_20240227	0.034754	0.034754	0.034754	0.034754	1	136000000
2023-03-20	IR	3M.AUD.IRS_20240228	3M.AUD.IRS_20240228	0.034752	0.034752	0.034752	0.034752	1	136000000
2023-03-20	IR	3M.AUD.IRS_20240311	3M.AUD.IRS_20240311	0.034728	0.034728	0.034728	0.034728	1	132000000
2023-03-20	IR	3M.AUD.IRS_20240313	3M.AUD.IRS_20240313	0.034725	0.034725	0.034725	0.034725	2	643000000
2023-03-20	IR	3M.AUD.IRS_20240314	3M.AUD.IRS_20240314	0.034724	0.034724	0.034724	0.034724	1	100000000
2023-03-20	IR	3M.AUD.IRS_20240315	3M.AUD.IRS_20240315	0.034722	0.034722	0.034722	0.034722	1	25000000
2023-03-20	IR	3M.AUD.IRS_20240318	3M.AUD.IRS_20240318	0.034716	0.034716	0.034716	0.034716	2	237000000
2023-03-20	IR	3M.AUD.IRS_20240319	3M.AUD.IRS_20240319	0.034714	0.034714	0.034714	0.034714	1	85000000
2023-03-20	IR	3M.AUD.IRS_20240320	3M.AUD.IRS_20240320	0.034711	0.034711	0.034711	0.034711	1	75000000
2023-03-20	IR	3M.AUD.IRS_20240322	3M.AUD.IRS_20240322	0.034707	0.034707	0.034707	0.034707	1	75000000
2023-03-20	IR	3M.AUD.IRS_20240327	3M.AUD.IRS_20240327	0.034696	0.034696	0.034696	0.034696	1	421000000
2023-03-20	IR	3M.AUD.IRS_20240328	3M.AUD.IRS_20240328	0.034694	0.034694	0.034694	0.034694	1	273000000
2023-03-20	IR	3M.AUD.IRS_20240402	3M.AUD.IRS_20240402	0.034683	0.034683	0.034683	0.034683	2	220000000
2023-03-20	IR	3M.AUD.IRS_20240403	3M.AUD.IRS_20240403	0.03468	0.03468	0.03468	0.03468	2	120000000
2023-03-20	IR	3M.AUD.IRS_20240405	3M.AUD.IRS_20240405	0.034676	0.034676	0.034676	0.034676	1	100000000
2023-03-20	IR	3M.AUD.IRS_20240409	3M.AUD.IRS_20240409	0.034667	0.034667	0.034667	0.034667	1	78000000
2023-03-20	IR	3M.AUD.IRS_20240411	3M.AUD.IRS_20240411	0.034662	0.034662	0.034662	0.034662	1	100000000
2023-03-20	IR	3M.AUD.IRS_20240412	3M.AUD.IRS_20240412	0.03466	0.03466	0.03466	0.03466	1	118000000
2023-03-20	IR	3M.AUD.IRS_20240415	3M.AUD.IRS_20240415	0.034653	0.034653	0.034653	0.034653	1	200000000
2023-03-20	IR	3M.AUD.IRS_20240417	3M.AUD.IRS_20240417	0.034648	0.034648	0.034648	0.034648	1	44000000
2023-03-20	IR	3M.AUD.IRS_20240418	3M.AUD.IRS_20240418	0.034645	0.034645	0.034645	0.034645	2	179000000
2023-03-20	IR	3M.AUD.IRS_20240419	3M.AUD.IRS_20240419	0.034643	0.034643	0.034643	0.034643	2	145000000
2023-03-20	IR	3M.AUD.IRS_IMM_20230907	3M.AUD.IRS_IMM_20230907	0.03515	0.03515	0.03515	0.03515	2	302000000
2023-03-20	IR	3M.AUD.IRS_IMM_20231207	3M.AUD.IRS_IMM_20231207	0.034836	0.034836	0.034836	0.034836	3	327000000
2023-03-20	IR	3M.AUD.IRS_IMM_20240307	3M.AUD.IRS_IMM_20240307	0.034734	0.034734	0.034734	0.034734	1	130000000
2023-03-20	IR	3M.AUD.IRS_IMM_20240613	3M.AUD.IRS_IMM_20240613	0.034539	0.034539	0.034539	0.034539	2	130000000
2023-03-20	IR	3Y EUR OIS Outright (EUR.3Y.ESTR.OIS)_20260322	3Y EUR OIS Outright (EUR.3Y.ESTR.OIS)_20260322	0.02697	0.02697	0.02697	0.02697	1	50000000
2023-03-20	IR	3Y SOFR LCH		3.62625	3.62625	3.62625	3.62625	2	426000000
2023-03-20	IR	4M EUR OIS Outright (EUR.4M.ESTR.OIS)_20230722	4M EUR OIS Outright (EUR.4M.ESTR.OIS)_20230722	0.0296	0.0296	0.0296	0.0296	1	300000000
2023-03-20	IR	4Y SOFR LCH		3.4625	3.4625	3.4625	3.4625	2	650000000
2023-03-20	IR	5Y PEN/USD SOFR_20280322	5Y PEN/USD SOFR_20280322	0.0604	0.0604	0.0604	0.0604	1	4700000
2023-03-20	IR	5Y SOFR LCH		3.345	3.345	3.345	3.345	5	507000000
2023-03-20	IR	5Y SOFR/FF LCH		-0.875	-0.75	-0.75	-0.75	1	100000000
2023-03-20	IR	6M.AUD.IRS_20230921	6M.AUD.IRS_20230921	0.038133	0.038133	0.038133	0.038133	1	25000000
2023-03-20	IR	6M.AUD.IRS_20230927	6M.AUD.IRS_20230927	0.038043	0.038043	0.038043	0.038043	1	30000000
2023-03-20	IR	6M.AUD.IRS_20230928	6M.AUD.IRS_20230928	0.038028	0.038028	0.038028	0.038028	2	27000000
2023-03-20	IR	6M.AUD.IRS_20230930	6M.AUD.IRS_20230930	0.037994	0.037994	0.037994	0.037994	2	32000000
2023-03-20	IR	6M.AUD.IRS_20231006	6M.AUD.IRS_20231006	0.037854	0.037854	0.037854	0.037854	1	20000000
2023-03-20	IR	6M.AUD.IRS_20231014	6M.AUD.IRS_20231014	0.037742	0.037742	0.037742	0.037742	1	52000000
2023-03-20	IR	6M.AUD.IRS_20231018	6M.AUD.IRS_20231018	0.037691	0.037691	0.037691	0.037691	1	25000000
2023-03-20	IR	6M.AUD.IRS_20231019	6M.AUD.IRS_20231019	0.037677	0.037677	0.037677	0.037677	1	25000000
2023-03-20	IR	6M.AUD.IRS_20231021	6M.AUD.IRS_20231021	0.037647	0.037647	0.037647	0.037647	1	27000000
2023-03-20	IR	6M.AUD.IRS_20231026	6M.AUD.IRS_20231026	0.037581	0.037581	0.037581	0.037581	1	110000000
2023-03-20	IR	6M.AUD.IRS_20231028	6M.AUD.IRS_20231028	0.037552	0.037552	0.037552	0.037552	1	85000000
2023-03-20	IR	6M.AUD.IRS_20231101	6M.AUD.IRS_20231101	0.037513	0.037513	0.037513	0.037513	2	46000000
2023-03-20	IR	6M.AUD.IRS_20231124	6M.AUD.IRS_20231124	0.037274	0.037274	0.037274	0.037274	1	24000000
2023-03-20	IR	6M.AUD.IRS_20231201	6M.AUD.IRS_20231201	0.037211	0.037211	0.037211	0.037211	1	50000000
2023-03-20	IR	6M.AUD.IRS_20231208	6M.AUD.IRS_20231208	0.03716	0.03716	0.03716	0.03716	1	50000000
2023-03-20	IR	6M.AUD.IRS_20231209	6M.AUD.IRS_20231209	0.037157	0.037157	0.037157	0.037157	1	59000000
2023-03-20	IR	6M.AUD.IRS_20240125	6M.AUD.IRS_20240125	0.037011	0.037011	0.037011	0.037011	1	54000000
2023-03-20	IR	6M.AUD.IRS_20240126	6M.AUD.IRS_20240126	0.037013	0.037013	0.037013	0.037013	1	28000000
2023-03-20	IR	6M.AUD.IRS_20240127	6M.AUD.IRS_20240127	0.037009	0.037009	0.037009	0.037009	1	26000000
2023-03-20	IR	6M.AUD.IRS_20240216	6M.AUD.IRS_20240216	0.036979	0.036979	0.036979	0.036979	1	27000000
2023-03-20	IR	6M.AUD.IRS_20240218	6M.AUD.IRS_20240218	0.036978	0.036978	0.036978	0.036978	1	27000000
2023-03-20	IR	6M.AUD.IRS_20240305	6M.AUD.IRS_20240305	0.036952	0.036952	0.036952	0.036952	1	95000000
2023-03-20	IR	6M.AUD.IRS_20240326	6M.AUD.IRS_20240326	0.036924	0.036924	0.036924	0.036924	1	27000000
2023-03-20	IR	6M.AUD.IRS_20240427	6M.AUD.IRS_20240427	0.036874	0.036874	0.036874	0.036874	1	39000000
2023-03-20	IR	6M.AUD.IRS_20240506	6M.AUD.IRS_20240506	0.036854	0.036854	0.036854	0.036854	1	39000000
2023-03-20	IR	6M.AUD.IRS_20240513	6M.AUD.IRS_20240513	0.03684	0.03684	0.03684	0.03684	1	32000000
2023-03-20	IR	6M.AUD.IRS_20240527	6M.AUD.IRS_20240527	0.036813	0.036813	0.036813	0.036813	1	32000000
2023-03-20	IR	6M.AUD.IRS_20240528	6M.AUD.IRS_20240528	0.036811	0.036811	0.036811	0.036811	1	44000000
2023-03-20	IR	6M.AUD.IRS_20240530	6M.AUD.IRS_20240530	0.036807	0.036807	0.036807	0.036807	1	41000000
2023-03-20	IR	6M.AUD.IRS_20240605	6M.AUD.IRS_20240605	0.036798	0.036798	0.036798	0.036798	1	44000000
2023-03-20	IR	6M.AUD.IRS_20240607	6M.AUD.IRS_20240607	0.036794	0.036794	0.036794	0.036794	1	41000000
2023-03-20	IR	6M.AUD.IRS_20240702	6M.AUD.IRS_20240702	0.036745	0.036745	0.036745	0.036745	1	45000000
2023-03-20	IR	6M.AUD.IRS_20240703	6M.AUD.IRS_20240703	0.036743	0.036743	0.036743	0.036743	2	80000000
2023-03-20	IR	6M.AUD.IRS_20240710	6M.AUD.IRS_20240710	0.036729	0.036729	0.036729	0.036729	1	35000000
2023-03-20	IR	A-EUR 10Y		2.876	2.823	2.823	2.823	20	1902000000
2023-03-20	IR	A-EUR 10Yv3		2.869	2.869	2.869	2.869	4	1025000000
2023-03-20	IR	A-EUR 12Y		2.889	2.889	2.889	2.889	4	470000000
2023-03-20	IR	A-EUR 15Y		2.875	2.875	2.875	2.875	4	199700000
2023-03-20	IR	A-EUR 2Y		3.197	3.073	3.073	3.073	3	1090300000
2023-03-20	IR	A-EUR 2Yv3		3.124	3.124	3.124	3.124	1	569800000
2023-03-20	IR	A-EUR 30Y		2.325	2.318	2.278	2.318	12	247400000
2023-03-20	IR	A-EUR 4Y		2.998	2.998	2.998	2.998	3	454300000
2023-03-20	IR	A-EUR 4Yv3		2.933	2.933	2.933	2.933	2	300000000
2023-03-20	IR	A-EUR 5Y		2.939	2.853	2.853	2.853	4	666300000
2023-03-20	IR	A-EUR 5Yv3		2.881	2.881	2.881	2.881	1	200000000
2023-03-20	IR	A-EUR 6Y		2.904	2.904	2.904	2.904	2	305400000
2023-03-20	IR	A-EUR 6Yv3		2.855	2.855	2.855	2.855	1	200000000
2023-03-20	IR	A-EUR 7Y		2.883	2.883	2.883	2.883	2	1101400000
2023-03-20	IR	A-EUR 7Yv3		2.845	2.845	2.845	2.845	2	1101400000
2023-03-20	IR	A-EURESTR 10Y		2.647	2.647	2.647	2.647	1	176900000
2023-03-20	IR	A-EURESTR 20Y		2.564	2.564	2.564	2.564	1	100000000
2023-03-20	IR	A-EURESTR 2Y		2.95	2.95	2.95	2.95	5	610000000
2023-03-20	IR	A-EURESTR 3Y		2.829	2.829	2.829	2.829	4	450000000
2023-03-20	IR	A-EURESTR 5Y		2.672	2.672	2.672	2.672	1	100000000
2023-03-20	IR	A-EURESTR 6Y		2.643	2.643	2.643	2.643	1	100000000
2023-03-20	IR	AUD.10Y.6M_20330321	AUD.10Y.6M_20330321	0.0374	0.0374	0.0374	0.0374	1	29000000
2023-03-20	IR	AUD.30Y.6M_20530321	AUD.30Y.6M_20530321	0.035525	0.035525	0.035525	0.035525	1	13000000
2023-03-20	IR	AUD_1Y_AUCPI	AUD_1Y_AUCPI	6.7393	6.7393	6.7393	6.7393	1	25000000
2023-03-20	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X22	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X22	12.05145	12.05145	12.05145	12.05145	1	224433247
2023-03-20	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X70	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X70	12.70162	12.70162	12.70162	12.70162	1	65742860
2023-03-20	IR	CAD.OIS.1T.BOC.APR23 ISDA2021_20230608	CAD.OIS.1T.BOC.APR23 ISDA2021_20230608	0.0443	0.0443	0.0443	0.0443	1	1000000000
2023-03-20	IR	CAD_OIS_CANADA OIS_0X0	CAD_OIS_CANADA OIS_0X0	4.49	4.49	4.49	4.49	2	4000000000
2023-03-20	IR	CAD_OIS_CANADA OIS_0X108	CAD_OIS_CANADA OIS_0X108	2.87	2.87	2.87	2.87	1	150000000
2023-03-20	IR	CAD_OIS_CANADA OIS_0X96	CAD_OIS_CANADA OIS_0X96	2.85	2.85	2.85	2.85	1	166500000
2023-03-20	IR	CAD_OIS_CANADA OIS_2X2	CAD_OIS_CANADA OIS_2X2	4.3	4.3	4.3	4.3	1	1600000000
2023-03-20	IR	CAD_OIS_CANADA OIS_2X4	CAD_OIS_CANADA OIS_2X4	4.125	4.125	4.125	4.125	1	1000000000
2023-03-20	IR	CLP.3M.SB.TNA_20230622	CLP.3M.SB.TNA_20230622	0.1105	0.1106	0.1105	0.1106	1	108300000000
2023-03-20	IR	CLP_NDS_6M_USD_TNA_0X108	CLP_NDS_6M_USD_TNA_0X108	5.01	5.07	4.99	4.99	2	7000000000
2023-03-20	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12	9.66	9.66	9.61	9.63	7	187800000000
2023-03-20	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120	4.94	5.05	4.94	4.99	9	34650000000
2023-03-20	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18	8.53	8.53	8.47	8.47	4	94400000000
2023-03-20	IR	CLP_NDS_6M_USD_TNA_0X2	CLP_NDS_6M_USD_TNA_0X2	11.055	11.06	11.05	11.06	2	216600000000
2023-03-20	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24	7.25	7.27	7.205	7.23	7	115450000000
2023-03-20	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36	6.14	6.2	6.14	6.19	5	59500000000
2023-03-20	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48	5.7	5.7	5.66	5.66	2	26250000000
2023-03-20	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60	5.34	5.34	5.3	5.305	6	52300000000
2023-03-20	IR	CLP_NDS_6M_USD_TNA_0X72	CLP_NDS_6M_USD_TNA_0X72	5.15	5.15	5.13	5.13	1	4950000000
2023-03-20	IR	CLP_NDS_6M_USD_TNA_0X84	CLP_NDS_6M_USD_TNA_0X84	5.09	5.1	5.06	5.1	5	30300000000
2023-03-20	IR	CLP_NDS_6M_USD_TNA_0X96	CLP_NDS_6M_USD_TNA_0X96	5.025	5.05	4.99	5.05	4	18150000000
2023-03-20	IR	CZK_FRA_3M_CZK_PRIBOR_186X277	CZK_FRA_3M_CZK_PRIBOR_186X277	6.43	6.43	6.43	6.43	1	2300000000
2023-03-20	IR	CZK_FRA_3M_CZK_PRIBOR_277X368	CZK_FRA_3M_CZK_PRIBOR_277X368	5.705	5.735	5.705	5.735	4	16100000000
2023-03-20	IR	CZK_FRA_3M_CZK_PRIBOR_368X462	CZK_FRA_3M_CZK_PRIBOR_368X462	5.1	5.125	5.1	5.125	7	36800000000
2023-03-20	IR	CZK_FRA_6M_CZK_PRIBOR_308X490	CZK_FRA_6M_CZK_PRIBOR_308X490	5.43	5.43	5.43	5.43	1	1000000000
2023-03-20	IR	EUR.1Y.3M.ACT.ACT_20240322	EUR.1Y.3M.ACT.ACT_20240322	0.031385	0.031385	0.031385	0.031385	1	500000000
2023-03-20	IR	EUR.FRA.3M.3x6_20230920	EUR.FRA.3M.3x6_20230920	0.032	0.032	0.032	0.032	1	1000000000
2023-03-20	IR	EUR.FRA.3M.6x9_20231220	EUR.FRA.3M.6x9_20231220	0.03135	0.03135	0.03135	0.03135	1	500000000
2023-03-20	IR	EUR_FRA_3M_EUR_EURIBOR_184X275	EUR_FRA_3M_EUR_EURIBOR_184X275	3.216	3.225	3.216	3.225	4	4800000000
2023-03-20	IR	EUR_FRA_3M_EUR_EURIBOR_275X366	EUR_FRA_3M_EUR_EURIBOR_275X366	3.078	3.078	3.078	3.078	2	3000000000
2023-03-20	IR	EUR_FRA_3M_EUR_EURIBOR_548X639	EUR_FRA_3M_EUR_EURIBOR_548X639	2.809	2.809	2.809	2.809	1	2000000000
2023-03-20	IR	EUR_FRA_3M_EUR_EURIBOR_639X730	EUR_FRA_3M_EUR_EURIBOR_639X730	2.725	2.725	2.725	2.725	1	2000000000
2023-03-20	IR	EUR_FRA_3M_EUR_EURIBOR_730X821	EUR_FRA_3M_EUR_EURIBOR_730X821	2.7245	2.7245	2.7245	2.7245	1	2000000000
2023-03-20	IR	EUR_FRA_3M_EUR_EURIBOR_93X184	EUR_FRA_3M_EUR_EURIBOR_93X184	3.229	3.237	3.212	3.212	4	3500000000
2023-03-20	IR	EUR_FRA_6M_EUR_EURIBOR_184X366	EUR_FRA_6M_EUR_EURIBOR_184X366	3.268	3.268	3.268	3.268	1	500000000
2023-03-20	IR	EUR_OIS_ESTR_0X1	EUR_OIS_ESTR_0X1	2.87	2.87	2.87	2.87	3	4000000000
2023-03-20	IR	EUR_OIS_ESTR_0X24	EUR_OIS_ESTR_0X24	2.87	2.87	2.87	2.87	1	50000000
2023-03-20	IR	EUR_OIS_ESTR_0X36	EUR_OIS_ESTR_0X36	2.63	2.735	2.63	2.735	1	100000000
2023-03-20	IR	EUR_OIS_ESTR_1X2	EUR_OIS_ESTR_1X2	2.958	3.0	2.9575	3.0	6	4100000000
2023-03-20	IR	EUR_OIS_ESTR_2X6	EUR_OIS_ESTR_2X6	3.083	3.092	3.083	3.091	4	3500000000
2023-03-20	IR	EUR_OIS_ESTR_6X8	EUR_OIS_ESTR_6X8	3.036	3.047	3.036	3.047	4	4800000000
2023-03-20	IR	EUR_OIS_ESTR_8X12	EUR_OIS_ESTR_8X12	2.905	2.905	2.905	2.905	2	3000000000
2023-03-20	IR	GBP.USD.15Y.3M.SONIA/SOFR.XCCY.BSW_20380322	GBP.USD.15Y.3M.SONIA/SOFR.XCCY.BSW_20380322	-0.0023875	-0.0023875	-0.0023875	-0.0023875	2	50000000
2023-03-20	IR	GBP.USD.5Y.3M.SONIA/SOFR.XCCY.BSW_20280322	GBP.USD.5Y.3M.SONIA/SOFR.XCCY.BSW_20280322	-0.0018875	-0.0018875	-0.0018875	-0.0018875	1	35000000
2023-03-20	IR	GBP.USD.6Y.3M.SONIA/SOFR.XCCY.BSW_20290322	GBP.USD.6Y.3M.SONIA/SOFR.XCCY.BSW_20290322	-0.0019875	-0.0019875	-0.0019875	-0.0019875	1	40000000
2023-03-20	IR	GBP_OIS_SONIA_0X120	GBP_OIS_SONIA_0X120	3.15912	3.25962	3.15912	3.25962	2	50000000
2023-03-20	IR	GBP_OIS_SONIA_0X48	GBP_OIS_SONIA_0X48	3.704	3.704	3.704	3.704	1	75000000
2023-03-20	IR	IRS_CAD_3MCADC_USD_USD-_0X24	IRS_CAD_3MCADC_USD_USD-_0X24	-47.75	-47.75	-47.75	-47.75	1	250000000
2023-03-20	IR	IRS_CAD_CAD-_CAD_3MCADB_0X12	IRS_CAD_CAD-_CAD_3MCADB_0X12	43.5	43.5	42.5	42.5	5	2000000000
2023-03-20	IR	IRS_CAD_CAD-_CAD_3MCADB_0X24	IRS_CAD_CAD-_CAD_3MCADB_0X24	36.75	37.0	36.75	37.0	2	1100000000
2023-03-20	IR	IRS_CHF_SARO_USD_SOFR_0X12	IRS_CHF_SARO_USD_SOFR_0X12	-59.0	-57.5	-59.0	-57.5	3	250000000
2023-03-20	IR	IRS_CLF_1TUF_CLP_CAMA_0X1	IRS_CLF_1TUF_CLP_CAMA_0X1	0.0	0.0	0.0	0.0	1	500000
2023-03-20	IR	IRS_CLF_6MUF_CLP_CAMA_0X48	IRS_CLF_6MUF_CLP_CAMA_0X48	0.0	0.0	0.0	0.0	1	183000
2023-03-20	IR	IRS_CLF_6MUF_CLP_CAMA_0X60	IRS_CLF_6MUF_CLP_CAMA_0X60	0.0	0.0	0.0	0.0	2	294000
2023-03-20	IR	IRS_EUR_ESTR_USD_SOFR_0X120	IRS_EUR_ESTR_USD_SOFR_0X120	-29.75	-29.75	-29.75	-29.75	1	37000000
2023-03-20	IR	IRS_EUR_ESTR_USD_SOFR_0X14	IRS_EUR_ESTR_USD_SOFR_0X14	-30.5	-30.5	-30.5	-30.5	1	200000000
2023-03-20	IR	IRS_EUR_ESTR_USD_SOFR_0X144	IRS_EUR_ESTR_USD_SOFR_0X144	-29.75	-29.75	-29.75	-29.75	1	25000000
2023-03-20	IR	IRS_EUR_ESTR_USD_SOFR_0X24	IRS_EUR_ESTR_USD_SOFR_0X24	-30.625	-30.25	-30.625	-30.25	4	650000000
2023-03-20	IR	IRS_EUR_ESTR_USD_SOFR_0X30	IRS_EUR_ESTR_USD_SOFR_0X30	-31.25	-31.25	-31.25	-31.25	2	200000000
2023-03-20	IR	IRS_EUR_ESTR_USD_SOFR_0X300	IRS_EUR_ESTR_USD_SOFR_0X300	-22.25	-22.25	-22.25	-22.25	1	28500000
2023-03-20	IR	IRS_EUR_ESTR_USD_SOFR_0X36	IRS_EUR_ESTR_USD_SOFR_0X36	-31.75	-31.75	-31.75	-31.75	1	80000000
2023-03-20	IR	IRS_EUR_ESTR_USD_SOFR_0X360	IRS_EUR_ESTR_USD_SOFR_0X360	-17.75	-17.625	-17.75	-17.625	3	49000000
2023-03-20	IR	IRS_EUR_ESTR_USD_SOFR_0X60	IRS_EUR_ESTR_USD_SOFR_0X60	-31.5	-28.75	-31.5	-28.75	11	419000000
2023-03-20	IR	IRS_EUR_ESTR_USD_SOFR_0X72	IRS_EUR_ESTR_USD_SOFR_0X72	-29.625	-29.625	-29.625	-29.625	2	125000000
2023-03-20	IR	IRS_EUR_ESTR_USD_SOFR_0X8	IRS_EUR_ESTR_USD_SOFR_0X8	-27.25	-27.25	-27.25	-27.25	1	125000000
2023-03-20	IR	IRS_EUR_ESTR_USD_SOFR_0X84	IRS_EUR_ESTR_USD_SOFR_0X84	-29.75	-29.75	-29.75	-29.75	1	32500000
2023-03-20	IR	IRS_GBP_SONI_USD_SOFR_0X120	IRS_GBP_SONI_USD_SOFR_0X120	-20.5	-20.125	-20.5	-20.125	2	140000000
2023-03-20	IR	IRS_GBP_SONI_USD_SOFR_0X180	IRS_GBP_SONI_USD_SOFR_0X180	-24.25	-24.0	-24.25	-24.0	2	100000000
2023-03-20	IR	IRS_GBP_SONI_USD_SOFR_0X24	IRS_GBP_SONI_USD_SOFR_0X24	-11.125	-11.125	-11.125	-11.125	0	37500000
2023-03-20	IR	IRS_GBP_SONI_USD_SOFR_0X240	IRS_GBP_SONI_USD_SOFR_0X240	-29.25	-29.25	-29.25	-29.25	1	25000000
2023-03-20	IR	IRS_GBP_SONI_USD_SOFR_0X300	IRS_GBP_SONI_USD_SOFR_0X300	-31.25	-31.25	-31.25	-31.25	1	21000000
2023-03-20	IR	IRS_GBP_SONI_USD_SOFR_0X36	IRS_GBP_SONI_USD_SOFR_0X36	-15.25	-15.25	-15.25	-15.25	1	131000000
2023-03-20	IR	IRS_GBP_SONI_USD_USD-_0X24	IRS_GBP_SONI_USD_USD-_0X24	-11.125	-11.125	-11.125	-11.125	0	37500000
2023-03-20	IR	IRS_NZD_3MBKBM_USD_SOFR_0X84	IRS_NZD_3MBKBM_USD_SOFR_0X84	4.25	4.25	4.25	4.25	1	30000000
2023-03-20	IR	IRS_SEK_3MSTIB_USD_SOFR_0X24	IRS_SEK_3MSTIB_USD_SOFR_0X24	-28.5	-28.5	-28.5	-28.5	1	1200000000
2023-03-20	IR	JPY.USD.9M.TONAT/SOFR.BSX_20231223	JPY.USD.9M.TONAT/SOFR.BSX_20231223	-0.00485	-0.00485	-0.00485	-0.00485	1	20000000000
2023-03-20	IR	JPY_OIS_TONAR_0X12	JPY_OIS_TONAR_0X12	0.035	0.035	0.035	0.035	1	25000000000
2023-03-20	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X2	LCH_AUD_IRS_3M_AUD_BBSW_0X2	3.62375	3.62375	3.62375	3.62375	1	500000000
2023-03-20	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X36	LCH_AUD_IRS_3M_AUD_BBSW_0X36	3.3325	3.3325	3.3325	3.3325	1	87500000
2023-03-20	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120	3.8525	3.8525	3.8525	3.8525	1	18000000
2023-03-20	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X108	LCH_CAD_IRS_3M_CAD_CDOR_0X108	3.1224	3.1224	3.1224	3.1224	1	82000000
2023-03-20	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X120	LCH_CAD_IRS_3M_CAD_CDOR_0X120	3.151	3.151	3.151	3.151	1	75000000
2023-03-20	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X24	LCH_CAD_IRS_3M_CAD_CDOR_0X24	4.0429	4.06773	4.0429	4.06773	3	700000000
2023-03-20	IR	LCH_CZK_IRS_3M_CZK_PRIBOR_0X12	LCH_CZK_IRS_3M_CZK_PRIBOR_0X12	6.71	6.74	6.71	6.74	4	5396000000
2023-03-20	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X108	LCH_CZK_IRS_6M_CZK_PRIBOR_0X108	4.1625	4.1625	4.1625	4.1625	1	150000000
2023-03-20	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X132	LCH_CZK_IRS_6M_CZK_PRIBOR_0X132	4.13	4.13	4.13	4.13	1	127000000
2023-03-20	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X24	LCH_CZK_IRS_6M_CZK_PRIBOR_0X24	5.68	5.73	5.65	5.73	4	3246000000
2023-03-20	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X60	LCH_CZK_IRS_6M_CZK_PRIBOR_0X60	4.57	4.57	4.57	4.57	1	253000000
2023-03-20	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X96	LCH_CZK_IRS_6M_CZK_PRIBOR_0X96	4.21	4.21	4.21	4.21	1	116000000
2023-03-20	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	2.8115	2.886	2.8115	2.856	2	350900000
2023-03-20	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X144	LCH_EUR_IRS_3M_EUR_EURIBOR_0X144	2.8855	2.9025	2.8855	2.9025	2	250000000
2023-03-20	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X180	LCH_EUR_IRS_3M_EUR_EURIBOR_0X180	2.9	2.9	2.9	2.9	1	125000000
2023-03-20	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X24	LCH_EUR_IRS_3M_EUR_EURIBOR_0X24	3.028	3.053	3.028	3.053	1	50000000
2023-03-20	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X240	LCH_EUR_IRS_3M_EUR_EURIBOR_0X240	2.72	2.72	2.72	2.72	1	100000000
2023-03-20	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X36	LCH_EUR_IRS_3M_EUR_EURIBOR_0X36	2.901	2.909	2.901	2.909	3	300000000
2023-03-20	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X60	LCH_EUR_IRS_3M_EUR_EURIBOR_0X60	2.716	2.8605	2.716	2.8605	1	100000000
2023-03-20	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X72	LCH_EUR_IRS_3M_EUR_EURIBOR_0X72	2.803	2.816	2.803	2.816	1	100000000
2023-03-20	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X96	LCH_EUR_IRS_3M_EUR_EURIBOR_0X96	2.8125	2.8125	2.8125	2.8125	1	200000000
2023-03-20	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_6X12	LCH_EUR_IRS_3M_EUR_EURIBOR_6X12	3.188	3.188	3.188	3.188	1	500000000
2023-03-20	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	2.76671	2.88947	2.76371	2.85731	27	1164000000
2023-03-20	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X144	LCH_EUR_IRS_6M_EUR_EURIBOR_0X144	2.871	2.883	2.866	2.883	2	250000000
2023-03-20	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X180	LCH_EUR_IRS_6M_EUR_EURIBOR_0X180	2.835	2.854	2.835	2.854	1	125000000
2023-03-20	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X360	LCH_EUR_IRS_6M_EUR_EURIBOR_0X360	2.22861	2.32	2.22861	2.314	1	15000000
2023-03-20	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	2.76989	2.922	2.76989	2.91845	1	100000000
2023-03-20	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X96	LCH_EUR_IRS_6M_EUR_EURIBOR_0X96	2.834	2.834	2.834	2.834	1	200000000
2023-03-20	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_36X396	LCH_EUR_IRS_6M_EUR_EURIBOR_36X396	2.055	2.055	2.055	2.055	1	23812500
2023-03-20	IR	LCHF_AUD_IRS_6M_AUD_BBSW_0X120	LCHF_AUD_IRS_6M_AUD_BBSW_0X120	3.90875	3.90875	3.89625	3.89625	2	59500000
2023-03-20	IR	LCHF_AUD_IRS_6M_AUD_BBSW_0X240	LCHF_AUD_IRS_6M_AUD_BBSW_0X240	3.97375	3.97375	3.97375	3.97375	1	17500000
2023-03-20	IR	LCHF_AUD_IRS_6M_AUD_BBSW_0X48	LCHF_AUD_IRS_6M_AUD_BBSW_0X48	3.5975	3.5975	3.49	3.49	1	67000000
2023-03-20	IR	MYR.5Y.3M.NDIRS_20280320	MYR.5Y.3M.NDIRS_20280320	0.0364	0.0364	0.0356	0.0356	2	98000000
2023-03-20	IR	SOPT_PAYER_E_EUR_3MEURIBOR_12 X 12_5.955	SOPT_PAYER_E_EUR_3MEURIBOR_12 X 12_5.955	0.05	0.05	0.05	0.05	1	4000000000
2023-03-20	IR	SOPT_PAYER_E_EUR_6MEURIBOR_36 X 360_3.555	SOPT_PAYER_E_EUR_6MEURIBOR_36 X 360_3.555	4.13	4.13	4.13	4.13	1	75000000
2023-03-20	IR	SOPT_RECEIVER_E_EUR_3MEURIBOR_12 X 12_-0.045	SOPT_RECEIVER_E_EUR_3MEURIBOR_12 X 12_-0.045	0.03	0.03	0.03	0.03	1	4000000000
2023-03-20	IR	SOPT_RECEIVER_E_EUR_6MEURIBOR_36 X 360_0.555	SOPT_RECEIVER_E_EUR_6MEURIBOR_36 X 360_0.555	3.7	3.7	3.7	3.7	1	75000000
2023-03-20	IR	SOPT_STRADDLE_E_EUR_3MEURIBOR_12 X 12_2.937	SOPT_STRADDLE_E_EUR_3MEURIBOR_12 X 12_2.937	1.12	1.12	1.12	1.12	1	500000000
2023-03-20	IR	SOPT_STRADDLE_E_EUR_3MEURIBOR_12 X 12_2.955	SOPT_STRADDLE_E_EUR_3MEURIBOR_12 X 12_2.955	1.115	1.115	1.115	1.115	1	980000000
2023-03-20	IR	SOPT_STRADDLE_E_EUR_3MEURIBOR_8 X 12_3.028	SOPT_STRADDLE_E_EUR_3MEURIBOR_8 X 12_3.028	1.0	1.0	1.0	1.0	1	574000000
2023-03-20	IR	SOPT_STRADDLE_E_EUR_6MEURIBOR_2 X 120_2.862	SOPT_STRADDLE_E_EUR_6MEURIBOR_2 X 120_2.862	4.9	4.9	4.9	4.9	1	50000000
2023-03-20	IR	SOPT_STRADDLE_E_USD_MSOFR_24 X 360_2.7825	SOPT_STRADDLE_E_USD_MSOFR_24 X 360_2.7825	20.3	20.3	20.3	20.3	1	25000000
2023-03-20	IR	THB.1Y.THOR.NDOIS_20240322	THB.1Y.THOR.NDOIS_20240322	0.0173	0.0173	0.0173	0.0173	1	1725000000
2023-03-20	IR	TRY_IRS_M_TRY_SOFR_0X12	TRY_IRS_M_TRY_SOFR_0X12	40.06	40.08	40.06	40.08	6	2890632600
2023-03-20	IR	TRY_IRS_M_TRY_SOFR_0X18	TRY_IRS_M_TRY_SOFR_0X18	37.2218	37.2218	37.16	37.16	6	3989834490
2023-03-20	IR	TRY_IRS_M_TRY_SOFR_0X24	TRY_IRS_M_TRY_SOFR_0X24	36.398	36.44	36.398	36.44	6	1635489300
2023-03-20	IR	TRY_IRS_M_TRY_SOFR_0X36	TRY_IRS_M_TRY_SOFR_0X36	32.77	32.77	32.77	32.77	6	1551562800
2023-03-20	IR	TRY_IRS_M_TRY_SOFR_0X48	TRY_IRS_M_TRY_SOFR_0X48	30.58	30.58	30.58	30.58	6	1277757600
2023-03-20	IR	USD_OIS_FFE_0X12	USD_OIS_FFE_0X12	4.19	4.19	4.19	4.19	1	160000000