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
2020-02-18	CD	295523	IG33 5Y - SEF	44.6	44.75	44.5	44.65	25	1305000000
2020-02-18	CD	295599	CDXEM 32 - SEF	95.94	95.94	95.92	95.92	3	110000000
2020-02-18	CD	296233	HY33 5Y - SEF	109.085	109.11	109.065	109.1	28	285000000
2020-02-18	CD	CDX.EM.32.V1_60M	CDX.EM.32.V1_60M	0.9596	0.9597	0.959	0.959	5	50000000
2020-02-18	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	4.3446	4.36055	4.34035	4.36055	19	402000000
2020-02-18	CU	0D_NDF_USD_CNY_NDF	0D_NDF_USD_CNY_NDF	6.994	6.999	6.9935	6.999	8	123000000
2020-02-18	CU	0D_NDF_USD_COP_NDF	0D_NDF_USD_COP_NDF	3409.0	3409.0	3409.0	3409.0	1	4600000
2020-02-18	CU	0D_NDF_USD_IDR_NDF	0D_NDF_USD_IDR_NDF	13720.0	13720.0	13712.0	13712.0	4	38000000
2020-02-18	CU	0D_NDF_USD_KRW_NDF	0D_NDF_USD_KRW_NDF	1190.65	1191.09	1190.65	1191.09	4	43000000
2020-02-18	CU	0D_NDF_USD_PHP_NDF	0D_NDF_USD_PHP_NDF	50.68	50.68	50.68	50.68	5	54000000
2020-02-18	CU	0D_NDF_USD_TWD_NDF	0D_NDF_USD_TWD_NDF	30.145	30.145	30.128	30.145	7	73000000
2020-02-18	CU	103D_NDF_USD_BRL_NDF	103D_NDF_USD_BRL_NDF	4.363	4.363	4.363	4.363	1	50000000
2020-02-18	CU	10D_AUD_USD_B_FXO_-0.3277_FXO	10D_AUD_USD_B_FXO_-0.3277_FXO	0.1652762	0.1652762	0.1652762	0.1652762	1	20000000
2020-02-18	CU	10D_AUD_USD_B_FXO_-0.3663_FXO	10D_AUD_USD_B_FXO_-0.3663_FXO	0.193025	0.193025	0.193025	0.193025	1	10000000
2020-02-18	CU	10D_AUD_USD_B_FXO_-0.3912_FXO	10D_AUD_USD_B_FXO_-0.3912_FXO	0.2119615	0.2119615	0.2119615	0.2119615	1	50000000
2020-02-18	CU	10D_USD_BRL_A_FXO_-0.1_FXO	10D_USD_BRL_A_FXO_-0.1_FXO	0.08208366	0.08208366	0.08208366	0.08208366	3	170000000
2020-02-18	CU	10D_USD_BRL_A_FXO_-0.5035_FXO	10D_USD_BRL_A_FXO_-0.5035_FXO	0.6933419	0.6933419	0.6933419	0.6933419	3	42500000
2020-02-18	CU	10D_USD_BRL_A_FXO_0.4965_FXO	10D_USD_BRL_A_FXO_0.4965_FXO	0.6933419	0.6933419	0.6933419	0.6933419	3	42500000
2020-02-18	CU	118D_NDF_USD_BRL_NDF	118D_NDF_USD_BRL_NDF	4.3735	4.377	4.3735	4.377	2	200000000
2020-02-18	CU	118D_NDF_USD_IDR_NDF	118D_NDF_USD_IDR_NDF	13886.0	13886.0	13886.0	13886.0	1	15000000
2020-02-18	CU	11D_NDF_USD_MYR_NDF	11D_NDF_USD_MYR_NDF	4.1585	4.1585	4.1585	4.1585	1	5000000
2020-02-18	CU	12D_NDF_USD_BRL_NDF	12D_NDF_USD_BRL_NDF	4.346	4.3604	4.341	4.359	42	962150000
2020-02-18	CU	15D_USD_JPY_A_FXO_0.4722_FXO	15D_USD_JPY_A_FXO_0.4722_FXO	0.3347463	0.3347463	0.3347463	0.3347463	1	50000000
2020-02-18	CU	17D_USD_JPY_A_FXO_0.0976_FXO	17D_USD_JPY_A_FXO_0.0976_FXO	0.0437501	0.0437501	0.0437501	0.0437501	1	100000000
2020-02-18	CU	182D_NDF_USD_KRW_NDF	182D_NDF_USD_KRW_NDF	1186.55	1186.55	1186.55	1186.55	1	30000000
2020-02-18	CU	182D_NDF_USD_TWD_NDF	182D_NDF_USD_TWD_NDF	29.755	29.755	29.755	29.755	1	30000000
2020-02-18	CU	1D_AUD_USD_B_FXO_-0.2766_FXO	1D_AUD_USD_B_FXO_-0.2766_FXO	0.0553877	0.0553877	0.0553877	0.0553877	1	30000000
2020-02-18	CU	1D_EUR_USD_B_FXO_-0.1641_FXO	1D_EUR_USD_B_FXO_-0.1641_FXO	0.02461515	0.02461515	0.02461515	0.02461515	1	50000000
2020-02-18	CU	1D_GBP_USD_B_FXO_-0.3739_FXO	1D_GBP_USD_B_FXO_-0.3739_FXO	0.1322164	0.1322164	0.1322164	0.1322164	1	30000000
2020-02-18	CU	1D_GBP_USD_B_FXO_0.1763_FXO	1D_GBP_USD_B_FXO_0.1763_FXO	0.05661896	0.05661896	0.05661896	0.05661896	1	20000000
2020-02-18	CU	1D_GBP_USD_B_FXO_0.2542_FXO	1D_GBP_USD_B_FXO_0.2542_FXO	0.09083866	0.09083866	0.09083866	0.09083866	1	30000000
2020-02-18	CU	1D_NDF_USD_INR_NDF	1D_NDF_USD_INR_NDF	71.55	71.55	71.48	71.48	3	92000000
2020-02-18	CU	1D_NZD_USD_B_FXO_0.1456_FXO	1D_NZD_USD_B_FXO_0.1456_FXO	0.02325549	0.02325549	0.02325549	0.02325549	1	60000000
2020-02-18	CU	1D_USD_KRW_A_FXO_-0.0387_FXO	1D_USD_KRW_A_FXO_-0.0387_FXO	0.00691419	0.00691419	0.00691419	0.00691419	1	30000000
2020-02-18	CU	1D_USD_KRW_A_FXO_-0.0446_FXO	1D_USD_KRW_A_FXO_-0.0446_FXO	0.00813842	0.00813842	0.00813842	0.00813842	1	50000000
2020-02-18	CU	1D_USD_KRW_A_FXO_-0.4004_FXO	1D_USD_KRW_A_FXO_-0.4004_FXO	0.1230177	0.1230177	0.1230177	0.1230177	1	30000000
2020-02-18	CU	1D_USD_KRW_A_FXO_-0.4292_FXO	1D_USD_KRW_A_FXO_-0.4292_FXO	0.1403271	0.1403271	0.1403271	0.1403271	1	50000000
2020-02-18	CU	1D_USD_TWD_A_FXO_-0.1742_FXO	1D_USD_TWD_A_FXO_-0.1742_FXO	0.02327706	0.02327706	0.02327706	0.02327706	2	30000000
2020-02-18	CU	1M_AUD_JPY_A_FXO_-0.1326_FXO	1M_AUD_JPY_A_FXO_-0.1326_FXO	0.1946094	0.1946094	0.1946094	0.1946094	1	100000000
2020-02-18	CU	1M_EUR_USD_B_FXO_-0.1011_FXO	1M_EUR_USD_B_FXO_-0.1011_FXO	0.07498107	0.07498107	0.07498107	0.07498107	1	25000000
2020-02-18	CU	1M_EUR_USD_B_FXO_-0.1024_FXO	1M_EUR_USD_B_FXO_-0.1024_FXO	0.07622939	0.07622939	0.07622939	0.07622939	1	50000000
2020-02-18	CU	1M_EUR_USD_B_FXO_-0.4993_FXO	1M_EUR_USD_B_FXO_-0.4993_FXO	0.5750773	0.5750773	0.5750773	0.5750773	1	10000000
2020-02-18	CU	1M_EUR_USD_B_FXO_-0.4996_FXO	1M_EUR_USD_B_FXO_-0.4996_FXO	0.5694964	0.5694964	0.5694964	0.5694964	1	25000000
2020-02-18	CU	1M_EUR_USD_B_FXO_0.0972_FXO	1M_EUR_USD_B_FXO_0.0972_FXO	0.07067645	0.07067645	0.07067645	0.07067645	1	25000000
2020-02-18	CU	1M_EUR_USD_B_FXO_0.1016_FXO	1M_EUR_USD_B_FXO_0.1016_FXO	0.07455199	0.07455199	0.07455199	0.07455199	1	50000000
2020-02-18	CU	1M_EUR_USD_B_FXO_0.5004_FXO	1M_EUR_USD_B_FXO_0.5004_FXO	0.5614964	0.5614964	0.5614964	0.5614964	1	25000000
2020-02-18	CU	1M_EUR_USD_B_FXO_0.5007_FXO	1M_EUR_USD_B_FXO_0.5007_FXO	0.5680773	0.5680773	0.5680773	0.5680773	1	10000000
2020-02-18	CU	1M_GBP_JPY_A_FXO_-0.4996_FXO	1M_GBP_JPY_A_FXO_-0.4996_FXO	0.8096156	0.8096156	0.8096156	0.8096156	1	25000000
2020-02-18	CU	1M_GBP_JPY_A_FXO_-0.501_FXO	1M_GBP_JPY_A_FXO_-0.501_FXO	0.8131236	0.8131236	0.8131182	0.8131182	2	50000000
2020-02-18	CU	1M_GBP_JPY_A_FXO_0.4988_FXO	1M_GBP_JPY_A_FXO_0.4988_FXO	0.828549	0.8285544	0.828549	0.8285544	2	50000000
2020-02-18	CU	1M_GBP_JPY_A_FXO_0.5001_FXO	1M_GBP_JPY_A_FXO_0.5001_FXO	0.8320509	0.8320509	0.8320509	0.8320509	1	25000000
2020-02-18	CU	1M_USD_COP_A_FXO_-0.5061_FXO	1M_USD_COP_A_FXO_-0.5061_FXO	1.220044	1.220044	1.220044	1.220044	1	5000000
2020-02-18	CU	1M_USD_COP_A_FXO_0.4939_FXO	1M_USD_COP_A_FXO_0.4939_FXO	1.220044	1.220044	1.220044	1.220044	1	5000000
2020-02-18	CU	1M_USD_INR_A_FXO_-0.4981_FXO	1M_USD_INR_A_FXO_-0.4981_FXO	0.4987611	0.4987611	0.4987611	0.4987611	1	15000000
2020-02-18	CU	1M_USD_INR_A_FXO_-0.4982_FXO	1M_USD_INR_A_FXO_-0.4982_FXO	0.5103915	0.5103915	0.5103915	0.5103915	1	10000000
2020-02-18	CU	1M_USD_INR_A_FXO_0.5016_FXO	1M_USD_INR_A_FXO_0.5016_FXO	0.5243366	0.5243366	0.5243366	0.5243366	1	10000000
2020-02-18	CU	1M_USD_INR_A_FXO_0.5018_FXO	1M_USD_INR_A_FXO_0.5018_FXO	0.5127178	0.5127178	0.5127178	0.5127178	1	15000000
2020-02-18	CU	1M_USD_TWD_A_FXO_-0.5023_FXO	1M_USD_TWD_A_FXO_-0.5023_FXO	0.4610458	0.4610458	0.4610458	0.4610458	1	5000000
2020-02-18	CU	1M_USD_TWD_A_FXO_0.4977_FXO	1M_USD_TWD_A_FXO_0.4977_FXO	0.4610458	0.4610458	0.4610458	0.4610458	1	5000000
2020-02-18	CU	1W_AUD_JPY_A_FXO_0.3724_FXO	1W_AUD_JPY_A_FXO_0.3724_FXO	0.3222491	0.3222491	0.3222491	0.3222491	2	50000000
2020-02-18	CU	1W_AUD_JPY_A_FXO_0.3968_FXO	1W_AUD_JPY_A_FXO_0.3968_FXO	0.3531716	0.3531716	0.3531716	0.3531716	1	30000000
2020-02-18	CU	1W_AUD_JPY_A_FXO_0.4014_FXO	1W_AUD_JPY_A_FXO_0.4014_FXO	0.3591518	0.3591518	0.3591518	0.3591518	1	50000000
2020-02-18	CU	1W_EUR_USD_B_FXO_-0.1653_FXO	1W_EUR_USD_B_FXO_-0.1653_FXO	0.06062951	0.06062951	0.06062951	0.06062951	1	50000000
2020-02-18	CU	1W_USD_ZAR_A_FXO_-0.5017_FXO	1W_USD_ZAR_A_FXO_-0.5017_FXO	0.6596325	0.6596325	0.6596325	0.6596325	2	15000000
2020-02-18	CU	1W_USD_ZAR_A_FXO_0.4982_FXO	1W_USD_ZAR_A_FXO_0.4982_FXO	0.6662589	0.6662589	0.6662589	0.6662589	2	15000000
2020-02-18	CU	1Y_EUR_USD_B_FXO_-0.2494_FXO	1Y_EUR_USD_B_FXO_-0.2494_FXO	0.9457613	0.9457613	0.9457613	0.9457613	1	150000000
2020-02-18	CU	1Y_EUR_USD_B_FXO_0.2475_FXO	1Y_EUR_USD_B_FXO_0.2475_FXO	0.900391	0.900391	0.900391	0.900391	1	150000000
2020-02-18	CU	22D_USD_JPY_A_FXO_-0.273_FXO	22D_USD_JPY_A_FXO_-0.273_FXO	0.2213521	0.2213521	0.2213521	0.2213521	1	100000000
2020-02-18	CU	23D_USD_JPY_A_FXO_0.217_FXO	23D_USD_JPY_A_FXO_0.217_FXO	0.1388733	0.1388733	0.1388733	0.1388733	1	30000000
2020-02-18	CU	27D_NDF_USD_BRL_NDF	27D_NDF_USD_BRL_NDF	4.3575	4.361	4.3575	4.361	2	199400000
2020-02-18	CU	27D_NDF_USD_IDR_NDF	27D_NDF_USD_IDR_NDF	13760.0	13760.0	13760.0	13760.0	1	15000000
2020-02-18	CU	28D_NDF_USD_PEN_NDF	28D_NDF_USD_PEN_NDF	3.3882	3.3882	3.3882	3.3882	1	15000000
2020-02-18	CU	28D_NDF_USD_PHP_NDF	28D_NDF_USD_PHP_NDF	50.7125	50.7125	50.7125	50.7125	1	35000000
2020-02-18	CU	29D_NDF_USD_CLP_NDF	29D_NDF_USD_CLP_NDF	798.35	798.35	798.35	798.35	1	5000000
2020-02-18	CU	29D_NDF_USD_COP_NDF	29D_NDF_USD_COP_NDF	3413.9	3413.9	3408.7	3408.7	2	26600000
2020-02-18	CU	29D_NDF_USD_IDR_NDF	29D_NDF_USD_IDR_NDF	13768.0	13768.0	13768.0	13768.0	1	2000000
2020-02-18	CU	29D_NDF_USD_INR_NDF	29D_NDF_USD_INR_NDF	71.79	71.79	71.79	71.79	1	8000000
2020-02-18	CU	29D_NDF_USD_KRW_NDF	29D_NDF_USD_KRW_NDF	1190.7	1190.7	1190.7	1190.7	1	30000000
2020-02-18	CU	29D_NDF_USD_PEN_NDF	29D_NDF_USD_PEN_NDF	3.389	3.389	3.386	3.386	2	20000000
2020-02-18	CU	29D_NDF_USD_PHP_NDF	29D_NDF_USD_PHP_NDF	50.75	50.75	50.71	50.71	6	89000000
2020-02-18	CU	29D_NDF_USD_TWD_NDF	29D_NDF_USD_TWD_NDF	30.03	30.07	30.03	30.07	5	50000000
2020-02-18	CU	2D_EUR_ZAR_A_FXO_-0.1831_FXO	2D_EUR_ZAR_A_FXO_-0.1831_FXO	0.09765955	0.09765955	0.09765955	0.09765955	1	25000000
2020-02-18	CU	2D_USD_BRL_A_FXO_0.3817_FXO	2D_USD_BRL_A_FXO_0.3817_FXO	0.2673762	0.2673762	0.2673762	0.2673762	1	20000000
2020-02-18	CU	2D_USD_CAD_A_FXO_0.2241_FXO	2D_USD_CAD_A_FXO_0.2241_FXO	0.05269054	0.05269054	0.05269054	0.05269054	1	30000000
2020-02-18	CU	2D_USD_CAD_A_FXO_0.2353_FXO	2D_USD_CAD_A_FXO_0.2353_FXO	0.05615647	0.05615647	0.05615647	0.05615647	1	30000000
2020-02-18	CU	2D_USD_JPY_A_FXO_-0.2735_FXO	2D_USD_JPY_A_FXO_-0.2735_FXO	0.07145141	0.07145141	0.07145141	0.07145141	1	50000000
2020-02-18	CU	2D_USD_JPY_A_FXO_-0.3021_FXO	2D_USD_JPY_A_FXO_-0.3021_FXO	0.08167376	0.08167376	0.08167376	0.08167376	1	50000000
2020-02-18	CU	2D_USD_MXN_A_FXO_-0.1252_FXO	2D_USD_MXN_A_FXO_-0.1252_FXO	0.02989858	0.02989858	0.02989858	0.02989858	1	20000000
2020-02-18	CU	2M_EUR_USD_B_FXO_-0.2475_FXO	2M_EUR_USD_B_FXO_-0.2475_FXO	0.3135272	0.3135272	0.3135272	0.3135272	3	155000000
2020-02-18	CU	2M_EUR_USD_B_FXO_-0.2497_FXO	2M_EUR_USD_B_FXO_-0.2497_FXO	0.3181319	0.3181319	0.3181319	0.3181319	1	150000000
2020-02-18	CU	2M_EUR_USD_B_FXO_-0.252_FXO	2M_EUR_USD_B_FXO_-0.252_FXO	0.3163201	0.3163201	0.3163201	0.3163201	3	130000000
2020-02-18	CU	2M_EUR_USD_B_FXO_-0.5025_FXO	2M_EUR_USD_B_FXO_-0.5025_FXO	0.7996989	0.7996989	0.7996989	0.7996989	2	30000000
2020-02-18	CU	2M_EUR_USD_B_FXO_0.2469_FXO	2M_EUR_USD_B_FXO_0.2469_FXO	0.2895209	0.2895209	0.2895209	0.2895209	3	130000000
2020-02-18	CU	2M_EUR_USD_B_FXO_0.2492_FXO	2M_EUR_USD_B_FXO_0.2492_FXO	0.2960796	0.2960796	0.2960796	0.2960796	3	155000000
2020-02-18	CU	2M_EUR_USD_B_FXO_0.2493_FXO	2M_EUR_USD_B_FXO_0.2493_FXO	0.2987257	0.2987257	0.2987257	0.2987257	1	150000000
2020-02-18	CU	2M_EUR_USD_B_FXO_0.2532_FXO	2M_EUR_USD_B_FXO_0.2532_FXO	0.2992319	0.2992319	0.2992319	0.2992319	1	100000000
2020-02-18	CU	2M_EUR_USD_B_FXO_0.4975_FXO	2M_EUR_USD_B_FXO_0.4975_FXO	0.769699	0.769699	0.769699	0.769699	2	30000000
2020-02-18	CU	2M_USD_JPY_A_FXO_-0.5013_FXO	2M_USD_JPY_A_FXO_-0.5013_FXO	0.7653089	0.7653089	0.7653089	0.7653089	1	7500000
2020-02-18	CU	2M_USD_JPY_A_FXO_0.4985_FXO	2M_USD_JPY_A_FXO_0.4985_FXO	0.7771905	0.7771905	0.7771905	0.7771905	1	7500000
2020-02-18	CU	2W_USD_CAD_A_FXO_-0.2501_FXO	2W_USD_CAD_A_FXO_-0.2501_FXO	0.1086633	0.1086633	0.1086633	0.1086633	1	50000000
2020-02-18	CU	2W_USD_CAD_A_FXO_-0.253_FXO	2W_USD_CAD_A_FXO_-0.253_FXO	0.1117782	0.1117782	0.1117782	0.1117782	1	30000000
2020-02-18	CU	2W_USD_CAD_A_FXO_0.2425_FXO	2W_USD_CAD_A_FXO_0.2425_FXO	0.1082824	0.1082824	0.1082824	0.1082824	1	50000000
2020-02-18	CU	2W_USD_CAD_A_FXO_0.2453_FXO	2W_USD_CAD_A_FXO_0.2453_FXO	0.1113609	0.1113609	0.1113609	0.1113609	1	30000000
2020-02-18	CU	2W_USD_JPY_A_FXO_-0.2352_FXO	2W_USD_JPY_A_FXO_-0.2352_FXO	0.127084	0.127084	0.127084	0.127084	1	50000000
2020-02-18	CU	2W_USD_JPY_A_FXO_-0.2383_FXO	2W_USD_JPY_A_FXO_-0.2383_FXO	0.1292415	0.1292415	0.1292415	0.1292415	2	200000000
2020-02-18	CU	2W_USD_JPY_A_FXO_-0.5061_FXO	2W_USD_JPY_A_FXO_-0.5061_FXO	0.3366524	0.3366524	0.3366524	0.3366524	1	15000000
2020-02-18	CU	2W_USD_JPY_A_FXO_0.494_FXO	2W_USD_JPY_A_FXO_0.494_FXO	0.3275358	0.3275358	0.3275358	0.3275358	1	15000000
2020-02-18	CU	31D_NDF_USD_CNY_NDF	31D_NDF_USD_CNY_NDF	7.005	7.01	7.0015	7.01	8	123000000
2020-02-18	CU	31D_NDF_USD_IDR_NDF	31D_NDF_USD_IDR_NDF	13765.0	13765.0	13760.0	13760.0	3	15000000
2020-02-18	CU	31D_NDF_USD_INR_NDF	31D_NDF_USD_INR_NDF	71.755	71.755	71.685	71.685	3	92000000
2020-02-18	CU	31D_NDF_USD_KRW_NDF	31D_NDF_USD_KRW_NDF	1190.0	1190.4	1190.0	1190.4	4	43000000
2020-02-18	CU	31D_NDF_USD_TWD_NDF	31D_NDF_USD_TWD_NDF	30.085	30.085	30.07	30.085	7	73000000
2020-02-18	CU	31D_USD_JPY_A_FXO_-0.0478_FXO	31D_USD_JPY_A_FXO_-0.0478_FXO	0.04550736	0.04550736	0.04550736	0.04550736	1	50000000
2020-02-18	CU	31D_USD_JPY_A_FXO_-0.0494_FXO	31D_USD_JPY_A_FXO_-0.0494_FXO	0.04727999	0.04727999	0.04727999	0.04727999	1	100000000
2020-02-18	CU	31D_USD_JPY_A_FXO_-0.049_FXO	31D_USD_JPY_A_FXO_-0.049_FXO	0.04683127	0.04683127	0.04683127	0.04683127	3	150000000
2020-02-18	CU	320D_NDF_USD_BRL_NDF	320D_NDF_USD_BRL_NDF	4.4237	4.4237	4.4237	4.4237	1	40000000
2020-02-18	CU	32D_NDF_USD_TWD_NDF	32D_NDF_USD_TWD_NDF	30.09	30.09	30.09	30.09	1	30000000
2020-02-18	CU	3D_GBP_USD_B_FXO_-0.2145_FXO	3D_GBP_USD_B_FXO_-0.2145_FXO	0.111926	0.111926	0.111926	0.111926	1	50000000
2020-02-18	CU	3D_NZD_USD_B_FXO_0.395_FXO	3D_NZD_USD_B_FXO_0.395_FXO	0.1299004	0.1299004	0.1299004	0.1299004	1	60000000
2020-02-18	CU	3D_USD_CAD_A_FXO_0.3156_FXO	3D_USD_CAD_A_FXO_0.3156_FXO	0.09636554	0.09636554	0.09636554	0.09636554	5	150000000
2020-02-18	CU	3M_EUR_USD_B_FXO_0.099_FXO	3M_EUR_USD_B_FXO_0.099_FXO	0.1263513	0.1263513	0.1263513	0.1263513	2	105000000
2020-02-18	CU	3M_EUR_USD_B_FXO_0.2502_FXO	3M_EUR_USD_B_FXO_0.2502_FXO	0.374525	0.374525	0.374525	0.374525	1	15000000
2020-02-18	CU	3M_GBP_JPY_A_FXO_-0.5001_FXO	3M_GBP_JPY_A_FXO_-0.5001_FXO	1.414914	1.414914	1.414914	1.414914	1	14000000
2020-02-18	CU	3M_GBP_JPY_A_FXO_-0.5009_FXO	3M_GBP_JPY_A_FXO_-0.5009_FXO	1.418429	1.418429	1.41841	1.41841	2	28000000
2020-02-18	CU	3M_GBP_JPY_A_FXO_0.4985_FXO	3M_GBP_JPY_A_FXO_0.4985_FXO	1.473213	1.473232	1.473213	1.473232	2	28000000
2020-02-18	CU	3M_GBP_JPY_A_FXO_0.4993_FXO	3M_GBP_JPY_A_FXO_0.4993_FXO	1.476717	1.476717	1.476717	1.476717	1	14000000
2020-02-18	CU	3M_USD_JPY_A_FXO_-0.1023_FXO	3M_USD_JPY_A_FXO_-0.1023_FXO	0.171883	0.171883	0.171883	0.171883	1	19000000
2020-02-18	CU	3M_USD_JPY_A_FXO_-0.5_FXO	3M_USD_JPY_A_FXO_-0.5_FXO	0.946516	0.946516	0.946516	0.946516	2	30000000
2020-02-18	CU	3M_USD_JPY_A_FXO_0.4998_FXO	3M_USD_JPY_A_FXO_0.4998_FXO	0.9748702	0.9748702	0.9748702	0.9748702	2	30000000
2020-02-18	CU	3M_USD_RUB_A_FXO_-0.4994_FXO	3M_USD_RUB_A_FXO_-0.4994_FXO	1.806502	1.806855	1.806502	1.806855	2	25000000
2020-02-18	CU	3M_USD_RUB_A_FXO_0.4995_FXO	3M_USD_RUB_A_FXO_0.4995_FXO	1.916429	1.916429	1.916076	1.916076	2	25000000
2020-02-18	CU	3W_USD_JPY_A_FXO_-0.1424_FXO	3W_USD_JPY_A_FXO_-0.1424_FXO	0.1063348	0.1063348	0.1063348	0.1063348	1	30000000
2020-02-18	CU	42D_NDF_USD_BRL_NDF	42D_NDF_USD_BRL_NDF	4.35695	4.35705	4.353	4.35705	5	275000000
2020-02-18	CU	4D_NDF_USD_COP_NDF	4D_NDF_USD_COP_NDF	3404.0	3404.0	3404.0	3404.0	1	22000000
2020-02-18	CU	4W_USD_JPY_A_FXO_-0.2352_FXO	4W_USD_JPY_A_FXO_-0.2352_FXO	0.2003583	0.2003583	0.2003583	0.2003583	1	50000000
2020-02-18	CU	4W_USD_JPY_A_FXO_-0.2371_FXO	4W_USD_JPY_A_FXO_-0.2371_FXO	0.2025123	0.2025123	0.2025123	0.2025123	2	200000000
2020-02-18	CU	59D_USD_ZAR_A_FXO_-0.4496_FXO	59D_USD_ZAR_A_FXO_-0.4496_FXO	1.748797	1.748797	1.748797	1.748797	1	20000000
2020-02-18	CU	60D_NDF_USD_PEN_NDF	60D_NDF_USD_PEN_NDF	3.3923	3.3923	3.3923	3.3923	1	10000000
2020-02-18	CU	60D_NDF_USD_TWD_NDF	60D_NDF_USD_TWD_NDF	29.958	29.958	29.958	29.958	1	25000000
2020-02-18	CU	684D_NDF_USD_BRL_NDF	684D_NDF_USD_BRL_NDF	4.547	4.552	4.547	4.552	2	37500000
2020-02-18	CU	6D_EUR_JPY_A_FXO_-0.2215_FXO	6D_EUR_JPY_A_FXO_-0.2215_FXO	0.09208517	0.09208517	0.09208517	0.09208517	1	30000000
2020-02-18	CU	6D_EUR_JPY_A_FXO_-0.2292_FXO	6D_EUR_JPY_A_FXO_-0.2292_FXO	0.09198306	0.09198306	0.09198306	0.09198306	1	70000000
2020-02-18	CU	6D_NDF_USD_BRL_NDF	6D_NDF_USD_BRL_NDF	4.359	4.36	4.35695	4.36	3	67000000
2020-02-18	CU	6D_NDF_USD_IDR_NDF	6D_NDF_USD_IDR_NDF	13728.0	13728.0	13728.0	13728.0	1	23000000
2020-02-18	CU	6D_NDF_USD_PHP_NDF	6D_NDF_USD_PHP_NDF	50.66	50.66	50.66	50.66	1	35000000
2020-02-18	CU	6D_USD_JPY_A_FXO_-0.4018_FXO	6D_USD_JPY_A_FXO_-0.4018_FXO	0.1522399	0.1522399	0.1522399	0.1522399	1	30000000
2020-02-18	CU	6M_EUR_CAD_A_FXO_-0.5001_FXO	6M_EUR_CAD_A_FXO_-0.5001_FXO	1.358979	1.358979	1.358979	1.358979	1	35500000
2020-02-18	CU	6M_EUR_CAD_A_FXO_0.4994_FXO	6M_EUR_CAD_A_FXO_0.4994_FXO	1.358979	1.358979	1.358979	1.358979	1	35500000
2020-02-18	CU	6M_EUR_CAD_A_FXO_0_FXO	6M_EUR_CAD_A_FXO_0_FXO	0.00000405	0.00000405	0.00000405	0.00000405	1	200000
2020-02-18	CU	6M_USD_HUF_A_FXO_-0.4988_FXO	6M_USD_HUF_A_FXO_-0.4988_FXO	2.038856	2.038856	2.038856	2.038856	1	10000000
2020-02-18	CU	6M_USD_HUF_A_FXO_0.4997_FXO	6M_USD_HUF_A_FXO_0.4997_FXO	2.184794	2.184794	2.184794	2.184794	1	10000000
2020-02-18	CU	7D_NDF_USD_BRL_NDF	7D_NDF_USD_BRL_NDF	4.353	4.353	4.353	4.353	1	11500000
2020-02-18	CU	83D_EUR_USD_B_FXO_-0.0992_FXO	83D_EUR_USD_B_FXO_-0.0992_FXO	0.1241975	0.1241975	0.1241975	0.1241975	1	115000000
2020-02-18	CU	83D_EUR_USD_B_FXO_-0.4978_FXO	83D_EUR_USD_B_FXO_-0.4978_FXO	0.937788	0.937788	0.937788	0.937788	1	50000000
2020-02-18	CU	83D_EUR_USD_B_FXO_0.0988_FXO	83D_EUR_USD_B_FXO_0.0988_FXO	0.1211265	0.1211265	0.1211265	0.1211265	1	115000000
2020-02-18	CU	83D_EUR_USD_B_FXO_0.5022_FXO	83D_EUR_USD_B_FXO_0.5022_FXO	0.9257879	0.9257879	0.9257879	0.9257879	1	50000000
2020-02-18	CU	8D_EUR_JPY_A_FXO_0.3618_FXO	8D_EUR_JPY_A_FXO_0.3618_FXO	0.2016139	0.2016139	0.2016139	0.2016139	1	30000000
2020-02-18	CU	8D_NDF_USD_BRL_NDF	8D_NDF_USD_BRL_NDF	4.34095	4.35345	4.34095	4.35345	2	31500000
2020-02-18	CU	90D_NDF_USD_PEN_NDF	90D_NDF_USD_PEN_NDF	3.3921	3.3921	3.3921	3.3921	1	10000000
2020-02-18	CU	90D_NDF_USD_PHP_NDF	90D_NDF_USD_PHP_NDF	50.8425	50.8425	50.8425	50.8425	1	35000000
2020-02-18	CU	90D_NDF_USD_TWD_NDF	90D_NDF_USD_TWD_NDF	29.938	29.938	29.938	29.938	1	15000000
2020-02-18	CU	9D_EUR_USD_B_FXO_-0.1043_FXO	9D_EUR_USD_B_FXO_-0.1043_FXO	0.04708741	0.04708741	0.04708741	0.04708741	1	100000000
2020-02-18	CU	9D_EUR_USD_B_FXO_0.0938_FXO	9D_EUR_USD_B_FXO_0.0938_FXO	0.03703953	0.03703953	0.03703953	0.03703953	1	100000000
2020-02-18	CU	9M_EUR_JPY_A_FXO_0.4338_FXO	9M_EUR_JPY_A_FXO_0.4338_FXO	1.781868	1.781868	1.781868	1.781868	1	75000000
2020-02-18	CU	9M_USD_BRL_A_FXO_-0.5182_FXO	9M_USD_BRL_A_FXO_-0.5182_FXO	3.645358	3.645358	3.645358	3.645358	3	37500000
2020-02-18	CU	9M_USD_BRL_A_FXO_0.4818_FXO	9M_USD_BRL_A_FXO_0.4818_FXO	3.645358	3.645358	3.645358	3.645358	3	37500000
2020-02-18	CU	NDF_INR_USD_10D	NDF_INR_USD Maturing on 2020-02-28					3	6700000000
2020-02-18	CU	NDF_INR_USD_1M	NDF_INR_USD Maturing on 2020-03-31					3	6700000000
2020-02-18	CU	NDF_USD_ARS_1M	NDF_USD_ARS Maturing on 2020-03-20					3	11000000
2020-02-18	CU	NDF_USD_BRL_10D	NDF_USD_BRL Maturing on 2020-02-28					2	43000000
2020-02-18	CU	NDF_USD_BRL_14D	NDF_USD_BRL Maturing on 2020-03-03					68	1838500000
2020-02-18	CU	NDF_USD_BRL_1M	NDF_USD_BRL Maturing on 2020-04-02					9	575000000
2020-02-18	CU	NDF_USD_BRL_2D	NDF_USD_BRL Maturing on 2020-02-20					20	452000000
2020-02-18	CU	NDF_USD_BRL_3D	NDF_USD_BRL Maturing on 2020-02-21					14	725500000
2020-02-18	CU	NDF_USD_BRL_8D	NDF_USD_BRL Maturing on 2020-02-26					1	25000000
2020-02-18	CU	NDF_USD_BRL_9D	NDF_USD_BRL Maturing on 2020-02-27					1	103000000
2020-02-18	CU	NDF_USD_CLP_12M	NDF_USD_CLP Maturing on 2021-02-22					8	160000000
2020-02-18	CU	NDF_USD_CLP_1M	NDF_USD_CLP Maturing on 2020-03-20					138	865000000
2020-02-18	CU	NDF_USD_CLP_2D	NDF_USD_CLP Maturing on 2020-02-20					3	11000000
2020-02-18	CU	NDF_USD_CLP_2M	NDF_USD_CLP Maturing on 2020-04-20					3	30000000
2020-02-18	CU	NDF_USD_CLP_3D	NDF_USD_CLP Maturing on 2020-02-21					4	17000000
2020-02-18	CU	NDF_USD_CLP_3M	NDF_USD_CLP Maturing on 2020-05-20					6	90000000
2020-02-18	CU	NDF_USD_CLP_4M	NDF_USD_CLP Maturing on 2020-06-22					1	10000000
2020-02-18	CU	NDF_USD_CLP_6D	NDF_USD_CLP Maturing on 2020-02-24					7	259000000
2020-02-18	CU	NDF_USD_CLP_6M	NDF_USD_CLP Maturing on 2020-08-20					3	30000000
2020-02-18	CU	NDF_USD_CLP_9M	NDF_USD_CLP Maturing on 2020-11-20					4	100000000
2020-02-18	CU	NDF_USD_CNY_1M	NDF_USD_CNY Maturing on 2020-03-18					1	5000000
2020-02-18	CU	NDF_USD_CNY_3D	NDF_USD_CNY Maturing on 2020-02-21					1	5000000
2020-02-18	CU	NDF_USD_COP_12M	NDF_USD_COP Maturing on 2021-02-22					3	30000000
2020-02-18	CU	NDF_USD_COP_13D	NDF_USD_COP Maturing on 2020-03-02					1	4000000
2020-02-18	CU	NDF_USD_COP_14D	NDF_USD_COP Maturing on 2020-03-03					1	20000000
2020-02-18	CU	NDF_USD_COP_17D	NDF_USD_COP Maturing on 2020-03-06					2	16000000
2020-02-18	CU	NDF_USD_COP_1M	NDF_USD_COP Maturing on 2020-03-20					110	501855695
2020-02-18	CU	NDF_USD_COP_22D	NDF_USD_COP Maturing on 2020-03-11					1	5000000
2020-02-18	CU	NDF_USD_COP_23D	NDF_USD_COP Maturing on 2020-03-12					1	6000000
2020-02-18	CU	NDF_USD_COP_2D	NDF_USD_COP Maturing on 2020-02-20					7	88000000
2020-02-18	CU	NDF_USD_COP_2M	NDF_USD_COP Maturing on 2020-04-20					5	46000000
2020-02-18	CU	NDF_USD_COP_3D	NDF_USD_COP Maturing on 2020-02-21					10	55890928
2020-02-18	CU	NDF_USD_COP_3M	NDF_USD_COP Maturing on 2020-05-20					2	20000000
2020-02-18	CU	NDF_USD_COP_4M	NDF_USD_COP Maturing on 2020-07-02					1	2000000
2020-02-18	CU	NDF_USD_COP_5M	NDF_USD_COP Maturing on 2020-07-24					1	558192
2020-02-18	CU	NDF_USD_COP_6D	NDF_USD_COP Maturing on 2020-02-24					1	4000000
2020-02-18	CU	NDF_USD_COP_6M	NDF_USD_COP Maturing on 2020-08-20					5	50000000
2020-02-18	CU	NDF_USD_COP_7D	NDF_USD_COP Maturing on 2020-02-25					1	4000000
2020-02-18	CU	NDF_USD_COP_9M	NDF_USD_COP Maturing on 2020-11-20					1	10000000
2020-02-18	CU	NDF_USD_IDR_1M	NDF_USD_IDR Maturing on 2020-03-20					2	5000000
2020-02-18	CU	NDF_USD_IDR_3D	NDF_USD_IDR Maturing on 2020-02-21					3	49000000
2020-02-18	CU	NDF_USD_IDR_9D	NDF_USD_IDR Maturing on 2020-02-27					2	39000000
2020-02-18	CU	NDF_USD_INR_10D	NDF_USD_INR Maturing on 2020-02-28					2	26000000
2020-02-18	CU	NDF_USD_INR_14D	NDF_USD_INR Maturing on 2020-03-03					2	70000000
2020-02-18	CU	NDF_USD_INR_1M	NDF_USD_INR Maturing on 2020-03-24					5	72000000
2020-02-18	CU	NDF_USD_INR_22D	NDF_USD_INR Maturing on 2020-03-11					1	9000000
2020-02-18	CU	NDF_USD_INR_7D	NDF_USD_INR Maturing on 2020-02-25					2	12000000
2020-02-18	CU	NDF_USD_INR_9D	NDF_USD_INR Maturing on 2020-02-27					1	9000000
2020-02-18	CU	NDF_USD_KRW_1M	NDF_USD_KRW Maturing on 2020-03-23					8	267000000
2020-02-18	CU	NDF_USD_KRW_3D	NDF_USD_KRW Maturing on 2020-02-21					3	117000000
2020-02-18	CU	NDF_USD_KRW_3M	NDF_USD_KRW Maturing on 2020-06-17					1	120000000
2020-02-18	CU	NDF_USD_PEN_1M	NDF_USD_PEN Maturing on 2020-03-20					44	177000000
2020-02-18	CU	NDF_USD_PEN_2D	NDF_USD_PEN Maturing on 2020-02-20					2	4000000
2020-02-18	CU	NDF_USD_PEN_2M	NDF_USD_PEN Maturing on 2020-04-20					3	35000000
2020-02-18	CU	NDF_USD_PEN_3D	NDF_USD_PEN Maturing on 2020-02-21					4	45000000
2020-02-18	CU	NDF_USD_PEN_6M	NDF_USD_PEN Maturing on 2020-08-20					1	10000000
2020-02-18	CU	NDF_USD_PHP_1M	NDF_USD_PHP Maturing on 2020-03-20					9	137000000
2020-02-18	CU	NDF_USD_PHP_2D	NDF_USD_PHP Maturing on 2020-02-20					6	70000000
2020-02-18	CU	NDF_USD_PHP_3D	NDF_USD_PHP Maturing on 2020-02-21					4	37000000
2020-02-18	CU	NDF_USD_PHP_3M	NDF_USD_PHP Maturing on 2020-05-20					2	50000000
2020-02-18	CU	NDF_USD_PHP_6D	NDF_USD_PHP Maturing on 2020-02-24					2	24000000
2020-02-18	CU	NDF_USD_TWD_1M	NDF_USD_TWD Maturing on 2020-03-18					22	749000000
2020-02-18	CU	NDF_USD_TWD_27D	NDF_USD_TWD Maturing on 2020-03-16					1	80000000
2020-02-18	CU	NDF_USD_TWD_3D	NDF_USD_TWD Maturing on 2020-02-21					6	112000000
2020-02-18	CU	NDF_USD_TWD_3M	NDF_USD_TWD Maturing on 2020-05-20					7	300000000
2020-02-18	CU	NDF_USD_TWD_6D	NDF_USD_TWD Maturing on 2020-02-24					1	10000000
2020-02-18	CU	NDF_USD_TWD_6M	NDF_USD_TWD Maturing on 2020-08-20					2	42000000
2020-02-18	CU	NDF_USD_TWD_9D	NDF_USD_TWD Maturing on 2020-02-27					3	55000000
2020-02-18	CU	NDF_USD_TWD_9M	NDF_USD_TWD Maturing on 2020-11-20					1	20000000
2020-02-18	CU	USDARS20200302-R17820	Non Deliverable Forward Agentine Peso - Value Date 2020-03-02	62.3800	62.3800	62.3800	62.3800	1	1000000
2020-02-18	CU	USDARS20200303-R17820	Non Deliverable Forward Agentine Peso - Value Date 2020-03-03	62.4600	62.4600	62.4600	62.4600	1	1000000
2020-02-18	CU	USDARS20200306-R17820	Non Deliverable Forward Agentine Peso - Value Date 2020-03-06	62.8600	62.8600	62.8600	62.8600	1	1000000
2020-02-18	CU	USDARS20200309-R17820	Non Deliverable Forward Agentine Peso - Value Date 2020-03-09	62.9400	62.9400	62.9400	62.9400	1	1000000
2020-02-18	CU	USDARS20200313-R17820	Non Deliverable Forward Agentine Peso - Value Date 2020-03-13	63.4200	63.4200	63.4200	63.4200	1	3000000
2020-02-18	CU	USDARS20200318-R17820	Non Deliverable Forward Agentine Peso - Value Date 2020-03-18	63.8200	63.8200	63.8200	63.8200	1	4000000
2020-02-18	CU	USDIDR20200225-R17815	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-02-25	13714.430	13714.430	13714.430	13714.430	1	5000000
2020-02-18	CU	USDIDR20200227-R17815	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-02-27	13717.000	13717.000	13717.000	13717.000	2	5000000
2020-02-18	CU	USDIDR20200228-R17815	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-02-28	13718.500	13718.500	13718.500	13718.500	1	5000000
2020-02-18	CU	USDIDR20200302-R17815	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-03-02	13722.990	13722.990	13722.990	13722.990	1	1000000
2020-02-18	CU	USDIDR20200305-R17815	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-03-05	13727.490	13727.490	13727.490	13727.490	1	3000000
2020-02-18	CU	USDIDR20200306-R17815	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-03-06	13728.990	13728.990	13728.990	13728.990	1	5000000
2020-02-18	CU	USDIDR20200311-R17815	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-03-11	13736.490	13736.490	13736.490	13736.490	1	5000000
2020-02-18	CU	USDIDR20200312-R17815	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-03-12	13737.990	13737.990	13737.990	13737.990	2	3000000
2020-02-18	CU	USDIDR20200318-R17815	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-03-18	13747.000	13747.000	13747.000	13747.000	1	1000000
2020-02-18	CU	USDIDR20200323-R17815	Non Deliverable Forward Indonesian Rupiah - Value Date 2020-03-23	13754.250	13754.250	13754.250	13754.250	1	1000000
2020-02-18	CU	USDINR20200226-R17816	Non Deliverable Forward Indian Rupee - Value Date 2020-02-26	71.4956	71.4956	71.4956	71.4956	1	1000000
2020-02-18	CU	USDINR20200227-R17816	Non Deliverable Forward Indian Rupee - Value Date 2020-02-27	71.5034	71.5034	71.5034	71.5034	1	4000000
2020-02-18	CU	USDINR20200228-R17816	Non Deliverable Forward Indian Rupee - Value Date 2020-02-28	71.5111	71.5111	71.5111	71.5111	1	8000000
2020-02-18	CU	USDINR20200302-R17816	Non Deliverable Forward Indian Rupee - Value Date 2020-03-02	71.5345	71.5345	71.5345	71.5345	1	15000000
2020-02-18	CU	USDINR20200303-R17816	Non Deliverable Forward Indian Rupee - Value Date 2020-03-03	71.5414	71.5414	71.5414	71.5414	3	86000000
2020-02-18	CU	USDINR20200304-R17816	Non Deliverable Forward Indian Rupee - Value Date 2020-03-04	71.5482	71.5482	71.5482	71.5482	3	47000000
2020-02-18	CU	USDINR20200305-R17816	Non Deliverable Forward Indian Rupee - Value Date 2020-03-05	71.5551	71.5551	71.5551	71.5551	4	58000000
2020-02-18	CU	USDINR20200309-R17816	Non Deliverable Forward Indian Rupee - Value Date 2020-03-09	71.5825	71.5825	71.5825	71.5825	3	193000000
2020-02-18	CU	USDINR20200316-R17816	Non Deliverable Forward Indian Rupee - Value Date 2020-03-16	71.6306	71.6306	71.6306	71.6306	3	66000000
2020-02-18	CU	USDINR20200318-R17816	Non Deliverable Forward Indian Rupee - Value Date 2020-03-18	71.6443	71.6443	71.6443	71.6443	5	123000000
2020-02-18	CU	USDINR20200320-R17816	Non Deliverable Forward Indian Rupee - Value Date 2020-03-20	71.6580	71.6580	71.6580	71.6580	2	4000000
2020-02-18	CU	USDPEN20200224-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-02-24	3.3833	3.3833	3.3833	3.3833	7	100000000
2020-02-18	CU	USDPEN20200225-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-02-25	3.3834	3.3834	3.3834	3.3834	2	15000000
2020-02-18	CU	USDPEN20200228-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-02-28	3.3839	3.3839	3.3839	3.3839	1	30000000
2020-02-18	CU	USDPEN20200303-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-03-03	3.3842	3.3842	3.3842	3.3842	3	71000000
2020-02-18	CU	USDPEN20200304-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-03-04	3.3845	3.3845	3.3845	3.3845	2	13000000
2020-02-18	CU	USDPEN20200305-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-03-05	3.3846	3.3846	3.3846	3.3846	3	41000000
2020-02-18	CU	USDPEN20200306-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-03-06	3.3848	3.3848	3.3848	3.3848	1	3000000
2020-02-18	CU	USDPEN20200309-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-03-09	3.3849	3.3849	3.3849	3.3849	5	220000000
2020-02-18	CU	USDPEN20200310-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-03-10	3.3850	3.3850	3.3850	3.3850	6	138000000
2020-02-18	CU	USDPEN20200311-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-03-11	3.3853	3.3853	3.3853	3.3853	6	78000000
2020-02-18	CU	USDPEN20200312-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-03-12	3.3855	3.3855	3.3855	3.3855	3	26000000
2020-02-18	CU	USDPEN20200313-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-03-13	3.3856	3.3856	3.3856	3.3856	1	2000000
2020-02-18	CU	USDPEN20200316-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-03-16	3.3857	3.3857	3.3857	3.3857	2	7000000
2020-02-18	CU	USDPEN20200318-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-03-18	3.3862	3.3862	3.3862	3.3862	6	115000000
2020-02-18	CU	USDPEN20200319-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-03-19	3.3863	3.3863	3.3863	3.3863	5	107000000
2020-02-18	CU	USDPEN20200320-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-03-20	3.3864	3.3864	3.3864	3.3864	6	170000000
2020-02-18	CU	USDPEN20200323-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-03-23	3.3866	3.3866	3.3866	3.3866	1	15000000
2020-02-18	CU	USDPEN20200325-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-03-25	3.3870	3.3870	3.3870	3.3870	1	50000000
2020-02-18	CU	USDPEN20200407-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-04-07	3.3882	3.3882	3.3882	3.3882	1	35000000
2020-02-18	CU	USDPEN20200415-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-04-15	3.3893	3.3893	3.3893	3.3893	1	14000000
2020-02-18	CU	USDPEN20200520-R17819	Non Deliverable Forward Peruvian Nuevo Sol - Value Date 2020-05-20	3.3926	3.3926	3.3926	3.3926	1	35000000
2020-02-18	CU	USDTWD20200221-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-02-21	30.1091	30.1091	30.1091	30.1091	2	20000000
2020-02-18	CU	USDTWD20200225-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-02-25	30.1057	30.1057	30.1057	30.1057	1	15000000
2020-02-18	CU	USDTWD20200226-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-02-26	30.1049	30.1049	30.1049	30.1049	3	19000000
2020-02-18	CU	USDTWD20200227-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-02-27	30.1040	30.1040	30.1040	30.1040	5	29000000
2020-02-18	CU	USDTWD20200302-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-03-02	30.0953	30.0953	30.0953	30.0953	1	1000000
2020-02-18	CU	USDTWD20200303-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-03-03	30.0931	30.0931	30.0931	30.0931	3	26000000
2020-02-18	CU	USDTWD20200304-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-03-04	30.0909	30.0909	30.0909	30.0909	1	9000000
2020-02-18	CU	USDTWD20200305-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-03-05	30.0887	30.0887	30.0887	30.0887	1	50000000
2020-02-18	CU	USDTWD20200310-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-03-10	30.0778	30.0778	30.0778	30.0778	4	50000000
2020-02-18	CU	USDTWD20200311-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-03-11	30.0756	30.0756	30.0756	30.0756	1	1000000
2020-02-18	CU	USDTWD20200312-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-03-12	30.0734	30.0734	30.0734	30.0734	2	91000000
2020-02-18	CU	USDTWD20200313-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-03-13	30.0713	30.0713	30.0713	30.0713	2	52000000
2020-02-18	CU	USDTWD20200316-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-03-16	30.0647	30.0647	30.0647	30.0647	5	22000000
2020-02-18	CU	USDTWD20200318-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-03-18	30.0604	30.0604	30.0604	30.0604	7	101000000
2020-02-18	CU	USDTWD20200319-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-03-19	30.0582	30.0582	30.0582	30.0582	3	39000000
2020-02-18	CU	USDTWD20200320-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-03-20	30.0560	30.0560	30.0560	30.0560	5	86000000
2020-02-18	CU	USDTWD20200323-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-03-23	30.0489	30.0489	30.0489	30.0489	1	11000000
2020-02-18	CU	USDTWD20200325-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-03-25	30.0442	30.0442	30.0442	30.0442	1	2000000
2020-02-18	CU	USDTWD20200408-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-04-08	30.0112	30.0112	30.0112	30.0112	3	89000000
2020-02-18	CU	USDTWD20200409-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-04-09	30.0089	30.0089	30.0089	30.0089	1	25000000
2020-02-18	CU	USDTWD20200413-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-04-13	29.9995	29.9995	29.9995	29.9995	1	10000000
2020-02-18	CU	USDTWD20200422-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-04-22	29.9788	29.9788	29.9788	29.9788	1	50000000
2020-02-18	CU	USDTWD20200423-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-04-23	29.9767	29.9767	29.9767	29.9767	1	15000000
2020-02-18	CU	USDTWD20200507-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-05-07	29.9473	29.9473	29.9473	29.9473	1	10000000
2020-02-18	CU	USDTWD20200512-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-05-12	29.9368	29.9368	29.9368	29.9368	3	65000000
2020-02-18	CU	USDTWD20200513-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-05-13	29.9347	29.9347	29.9347	29.9347	1	5000000
2020-02-18	CU	USDTWD20200518-R17818	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-05-18	29.9242	29.9242	29.9242	29.9242	1	50000000
2020-02-18	EQ	TRS_MSCI China A Inclusion Net Return USD Index_20	TRS_MSCI China A Inclusion Net Return USD Index_USD With an Eff.dt of 2020-02-20 and Mat of 2020-03-20					10	356496
2020-02-18	IR	10Y 1M/3M		8.875	9	8.875	8.875	2	100000000
2020-02-18	IR	10Y 3M/6M		7.375	7.25	7.25	7.25	2	100000000
2020-02-18	IR	10Y ANN/6s HUF IRS_20300220	10Y ANN/6s HUF IRS_20300220	0.01875	0.0191	0.01875	0.0191	2	5200000000
2020-02-18	IR	10Y ANN/6s PLN IRS_20300220	10Y ANN/6s PLN IRS_20300220	0.01933	0.01933	0.01933	0.01933	1	88000000
2020-02-18	IR	10Y FF/3M LCH		19.125	19.25	19.125	19.25	2	71000000
2020-02-18	IR	10Y LCH.sb		1.525	1.525	1.525	1.525	4	345000000
2020-02-18	IR	10Y TRY/USD IRX Outright_20300220	10Y TRY/USD IRX Outright_20300220	0.1142	0.1142	0.1142	0.1142	1	52765500
2020-02-18	IR	10x13IMM LCH		1.42	1.42	1.42	1.42	3	5000000000
2020-02-18	IR	12Y GBP SONIA/LIBOR BSW_20320218	12Y GBP SONIA/LIBOR BSW_20320218	-0.00125	-0.00125	-0.00125	-0.00125	1	81000000
2020-02-18	IR	13x16IMM LCH		1.325	1.325	1.325	1.325	1	2000000000
2020-02-18	IR	16x19IMM LCH		1.295	1.295	1.295	1.295	1	2000000000
2020-02-18	IR	1Y 1M/3M		7.5	7.75	7.75	7.75	2	650000000
2020-02-18	IR	1Y LCH.ois		1.405	1.37875	1.37875	1.37875	1	250000000
2020-02-18	IR	1Y Q/3s ZAR IRS_20210218	1Y Q/3s ZAR IRS_20210218	0.0635	0.0635	0.0635	0.0635	1	300000000
2020-02-18	IR	1Y TRY/USD IRX Outright_20210220	1Y TRY/USD IRX Outright_20210220	0.1267	0.1267	0.1267	0.1267	1	333575000
2020-02-18	IR	1Y_BY_3M_USD-LIBOR_D0_Straddle_10800	1Y_BY_3M_USD-LIBOR_D0_Straddle_10800	0.1221	0.1221	0.1221	0.1221	4	187500000
2020-02-18	IR	1Y_BY_3M_USD-LIBOR_D0_Straddle_1800	1Y_BY_3M_USD-LIBOR_D0_Straddle_1800	0.02555	0.02555	0.02555	0.02555	4	937500000
2020-02-18	IR	1Y_BY_3M_USD-LIBOR_D0_Straddle_9000	1Y_BY_3M_USD-LIBOR_D0_Straddle_9000	0.106	0.106	0.106	0.106	6	300000000
2020-02-18	IR	20Y FF/3M LCH		19.125	19.25	19.25	19.25	2	100000000
2020-02-18	IR	20Y GBP SONIA/LIBOR BSW_20400218	20Y GBP SONIA/LIBOR BSW_20400218	-0.00129	-0.00129	-0.00129	-0.00129	1	50000000
2020-02-18	IR	20Y LCH.sb		1.6875	1.6875	1.6875	1.6875	1	60000000
2020-02-18	IR	25Y FF/3M LCH		19.25	19.25	19.25	19.25	1	25000000
2020-02-18	IR	25Y LCH.sb		1.7075	1.7075	1.7075	1.7075	1	100000000
2020-02-18	IR	2Y ANN/3s HUF IRS_20220220	2Y ANN/3s HUF IRS_20220220	0.0102	0.0102	0.0102	0.0102	2	23400000000
2020-02-18	IR	2Y ANN/6s HUF IRS_20220220	2Y ANN/6s HUF IRS_20220220	0.0105	0.0105	0.0103	0.0103	4	74300000000
2020-02-18	IR	30Y 1M/3M		9.5	9.75	9.75	9.75	3	75000000
2020-02-18	IR	30Y LCH.sb		1.7125	1.7125	1.7125	1.7125	6	209000000
2020-02-18	IR	3M DEC20 LCH.ois		1.5625	1.5625	1.5625	1.5625	3	5000000000
2020-02-18	IR	3M JUN21 LCH.ois		1.5625	1.5625	1.5625	1.5625	1	2000000000
2020-02-18	IR	3M LCH.ois		1.5625	1.55875	1.55875	1.55875	1	2000000000
2020-02-18	IR	3M MAR21 LCH.ois		1.5625	1.5625	1.5625	1.5625	1	2000000000
2020-02-18	IR	3M SEP20 LCH.ois		1.5625	1.5625	1.5625	1.5625	3	5000000000
2020-02-18	IR	3M_BY_3M_USD-LIBOR_D0_Payer_3600	3M_BY_3M_USD-LIBOR_D0_Payer_3600	0.00385	0.0125	0.00385	0.0125	4	1068750000
2020-02-18	IR	3M_BY_3M_USD-LIBOR_D0_Receiver_3600	3M_BY_3M_USD-LIBOR_D0_Receiver_3600	0.0049	0.0125	0.0049	0.0125	4	1068750000
2020-02-18	IR	50Y LCH.sb		1.595	1.595	1.595	1.595	3	45000000
2020-02-18	IR	5Y 1M/3M		8.5	8.625	8.625	8.625	1	100000000
2020-02-18	IR	5Y ANN/6S PLN IRS_20250220	5Y ANN/6S PLN IRS_20250220	0.01855	0.01855	0.0185	0.0185	2	133000000
2020-02-18	IR	5Y ANN/6s HUF IRS_20250220	5Y ANN/6s HUF IRS_20250220	0.0148	0.0149	0.0144	0.0144	2	28900000000
2020-02-18	IR	6M_BY_6M_JPY-LIBOR_D0_Straddle_1800	6M_BY_6M_JPY-LIBOR_D0_Straddle_1800	0.0047	0.0047	0.0047	0.0047	4	60000000000
2020-02-18	IR	7x10IMM LCH		1.465	1.465	1.465	1.465	3	5000000000
2020-02-18	IR	9Y ANN/6s PLN IRS_20290220	9Y ANN/6s PLN IRS_20290220	0.01915	0.01915	0.01915	0.01915	2	144000000
2020-02-18	IR	9Y FF/3M LCH		19	19	19	19	1	55000000
2020-02-18	IR	AUD.10Y.6M.MAR20.EFP_20300219	AUD.10Y.6M.MAR20.EFP_20300219	0.0116375	0.0116375	0.0116375	0.0116375	1	52000000
2020-02-18	IR	AUD.10Y.6M.MAR20.EFP_20300220	AUD.10Y.6M.MAR20.EFP_20300220	0.011575	0.011575	0.011575	0.011575	1	50000000
2020-02-18	IR	AUD.2Y.3M.XCCY.BSX_20220220	AUD.2Y.3M.XCCY.BSX_20220220	0.002025	0.002025	0.002025	0.002025	1	178000000
2020-02-18	IR	AUD.3M.3M.MAR20.EFP.IMM _20200611	AUD.3M.3M.MAR20.EFP.IMM _20200611	0.008425	0.008425	0.008425	0.008425	2	1000000000
2020-02-18	IR	AUD.3M.3M.XCCY.BSX_20200520	AUD.3M.3M.XCCY.BSX_20200520	0.0012	0.0012	0.0012	0.0012	1	200000000
2020-02-18	IR	AUD.3Y.3M.MAR20.EFP_20230220	AUD.3Y.3M.MAR20.EFP_20230220	0.0072375	0.0072375	0.0072375	0.0072375	1	162000000
2020-02-18	IR	AUD.4Y.3M.XCCY.BSX_20240220	AUD.4Y.3M.XCCY.BSX_20240220	0.002325	0.002325	0.002325	0.002325	1	37000000
2020-02-18	IR	AUD.4Y.6M.MAR20.EFP_20240219	AUD.4Y.6M.MAR20.EFP_20240219	0.0084175	0.0084175	0.0084175	0.0084175	1	127000000
2020-02-18	IR	AUD_OIS_AONIA_2X3	AUD_OIS_AONIA_2X3					1	13000000000
2020-02-18	IR	AUD_OIS_AONIA_5X6	AUD_OIS_AONIA_5X6					1	13000000000
2020-02-18	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X34	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X34					3	1173535179
2020-02-18	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X58	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X58					1	227636767
2020-02-18	IR	CAD.4Y.SB.3M_20240218	CAD.4Y.SB.3M_20240218	0.01695	0.01695	0.01695	0.01695	1	124000000
2020-02-18	IR	CAD.5Y.SB.3M_20250218	CAD.5Y.SB.3M_20250218	0.016875	0.016875	0.016875	0.016875	1	100000000
2020-02-18	IR	CLP.5Y.SB.TNA_20250220	CLP.5Y.SB.TNA_20250220	0.0236	0.0236	0.0236	0.0236	1	8300000000
2020-02-18	IR	CLP.7Y.SB.TNA_20270220	CLP.7Y.SB.TNA_20270220	0.0275	0.0275	0.0275	0.0275	2	18300000000
2020-02-18	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120					14	62100000000
2020-02-18	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18					4	67000000000
2020-02-18	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24					3	33000000000
2020-02-18	IR	CLP_NDS_6M_USD_TNA_0X3	CLP_NDS_6M_USD_TNA_0X3					3	321000000000
2020-02-18	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36					5	40400000000
2020-02-18	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48					6	44600000000
2020-02-18	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60					9	53300000000
2020-02-18	IR	CLP_NDS_6M_USD_TNA_0X84	CLP_NDS_6M_USD_TNA_0X84					13	62200000000
2020-02-18	IR	CLP_NDS_6M_USD_TNA_0X96	CLP_NDS_6M_USD_TNA_0X96					1	4000000000
2020-02-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X11	CME_MXN_IRS_28M_MXN_TIIE_0X11					13	10620000000
2020-02-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X119	CME_MXN_IRS_28M_MXN_TIIE_0X119					6	525000000
2020-02-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X2	CME_MXN_IRS_28M_MXN_TIIE_0X2					6	17780000000
2020-02-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X23	CME_MXN_IRS_28M_MXN_TIIE_0X23					7	3990000000
2020-02-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X35	CME_MXN_IRS_28M_MXN_TIIE_0X35					1	340000000
2020-02-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X47	CME_MXN_IRS_28M_MXN_TIIE_0X47					6	1590000000
2020-02-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X5	CME_MXN_IRS_28M_MXN_TIIE_0X5					7	14510000000
2020-02-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X59	CME_MXN_IRS_28M_MXN_TIIE_0X59					9	2905000000
2020-02-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X7	CME_MXN_IRS_28M_MXN_TIIE_0X7					1	1550000000
2020-02-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X8	CME_MXN_IRS_28M_MXN_TIIE_0X8					1	545000000
2020-02-18	IR	CME_MXN_IRS_28M_MXN_TIIE_0X83	CME_MXN_IRS_28M_MXN_TIIE_0X83					4	920000000
2020-02-18	IR	COP.2Y.IBR.OIS_20220220	COP.2Y.IBR.OIS_20220220	0.0428	0.0428	0.0428	0.0428	1	36000000000
2020-02-18	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12					1	70000000000
2020-02-18	IR	COP_NOIS_IBR__0X120	COP_NOIS_IBR__0X120					6	64500000000
2020-02-18	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24					12	755200000000
2020-02-18	IR	COP_NOIS_IBR__0X36	COP_NOIS_IBR__0X36					1	25000000000
2020-02-18	IR	COP_NOIS_IBR__0X48	COP_NOIS_IBR__0X48					3	66000000000
2020-02-18	IR	COP_NOIS_IBR__0X6	COP_NOIS_IBR__0X6					1	139000000000
2020-02-18	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60					15	436500000000
2020-02-18	IR	COP_NOIS_IBR__0X84	COP_NOIS_IBR__0X84					1	17300000000
2020-02-18	IR	EUR.USD.30Y.3M.BSX_20500220	EUR.USD.30Y.3M.BSX_20500220	0.0	0.0	0.0	0.0	1	30000000
2020-02-18	IR	GBP.USD.15Y.3M.XCCY.BSW_20350220	GBP.USD.15Y.3M.XCCY.BSW_20350220	0.0006125	0.0007	0.0006125	0.0007	3	135000000
2020-02-18	IR	GILT.MAR.20_20300218	GILT.MAR.20_20300218	0.0078899	0.0079183	0.0078899	0.0079183	2	50000000
2020-02-18	IR	IRO_FLOOR_AUD_3Month BBSW_STRIKE_0_19-FEB-20 X 19-	IRO_FLOOR_AUD_3Month BBSW_STRIKE_0_19-FEB-20 X 19-					1	50000000
2020-02-18	IR	IRS_20200221_3M_NZD-BBR-FRA		1.176100	1.176100	1.176100	1.176100	1	215000000
2020-02-18	IR	IRS_20200226_3M_NZD-BBR-FRA		1.170200	1.170200	1.170200	1.170200	1	80000000
2020-02-18	IR	IRS_20200228_3M_NZD-BBR-FRA		1.167900	1.167900	1.167900	1.167900	1	135000000
2020-02-18	IR	IRS_20200311_3M_NZD-BBR-FRA		1.155000	1.155000	1.155000	1.155000	1	207000000
2020-02-18	IR	IRS_20200313_3M_NZD-BBR-FRA		1.152600	1.152600	1.152600	1.152600	1	140000000
2020-02-18	IR	IRS_20200317_3M_NZD-BBR-FRA		1.149800	1.149800	1.149800	1.149800	1	140000000
2020-02-18	IR	IRS_20200318_3M_NZD-BBR-FRA		1.149000	1.149000	1.149000	1.149000	1	270000000
2020-02-18	IR	IRS_20200319_3M_NZD-BBR-FRA		1.148200	1.148200	1.148200	1.148200	1	63000000
2020-02-18	IR	IRS_20200421_3M_NZD-BBR-FRA		1.128700	1.128700	1.128700	1.128700	1	90000000
2020-02-18	IR	IRS_20200424_3M_NZD-BBR-FRA		1.127500	1.127500	1.127500	1.127500	1	250000000
2020-02-18	IR	IRS_20200429_3M_NZD-BBR-FRA		1.125600	1.125600	1.125600	1.125600	1	100000000
2020-02-18	IR	IRS_20200501_3M_NZD-BBR-FRA		1.124500	1.124500	1.124500	1.124500	1	100000000
2020-02-18	IR	IRS_20200504_3M_NZD-BBR-FRA		1.123700	1.123700	1.123700	1.123700	1	50000000
2020-02-18	IR	IRS_20200505_3M_NZD-BBR-FRA		1.123400	1.123400	1.123400	1.123400	2	230000000
2020-02-18	IR	IRS_20200507_3M_NZD-BBR-FRA		1.122800	1.122800	1.122800	1.122800	3	428000000
2020-02-18	IR	IRS_20200512_3M_NZD-BBR-FRA		1.121300	1.121300	1.121300	1.121300	1	130000000
2020-02-18	IR	IRS_20200513_3M_NZD-BBR-FRA		1.121100	1.121100	1.121100	1.121100	1	100000000
2020-02-18	IR	IRS_20200514_3M_NZD-BBR-FRA		1.120800	1.120800	1.120800	1.120800	3	280000000
2020-02-18	IR	IRS_20200518_3M_NZD-BBR-FRA		1.119800	1.119800	1.119800	1.119800	1	210000000
2020-02-18	IR	IRS_20200528_3M_NZD-BBR-FRA		1.117500	1.117500	1.117500	1.117500	1	86000000
2020-02-18	IR	IRS_20200604_3M_NZD-BBR-FRA		1.116000	1.116000	1.116000	1.116000	1	140000000
2020-02-18	IR	IRS_20200610_3M_NZD-BBR-FRA		1.114900	1.114900	1.114900	1.114900	1	18000000
2020-02-18	IR	IRS_20200617_3M_NZD-BBR-FRA		1.113600	1.113600	1.113600	1.113600	1	90000000
2020-02-18	IR	IRS_20200618_3M_NZD-BBR-FRA		1.113400	1.113400	1.113400	1.113400	1	40000000
2020-02-18	IR	IRS_20200623_3M_NZD-BBR-FRA		1.112500	1.112500	1.112500	1.112500	1	150000000
2020-02-18	IR	IRS_20200626_3M_NZD-BBR-FRA		1.111800	1.111800	1.111800	1.111800	1	40000000
2020-02-18	IR	IRS_20200701_3M_NZD-BBR-FRA		1.111100	1.111100	1.111100	1.111100	1	57000000
2020-02-18	IR	IRS_20200706_3M_NZD-BBR-FRA		1.110300	1.110300	1.110300	1.110300	1	1245000000
2020-02-18	IR	IRS_20200708_3M_NZD-BBR-FRA		1.110000	1.110000	1.110000	1.110000	2	623000000
2020-02-18	IR	IRS_20200713_3M_NZD-BBR-FRA		1.109200	1.109200	1.109200	1.109200	2	760000000
2020-02-18	IR	IRS_20200720_3M_NZD-BBR-FRA		1.108200	1.108200	1.108200	1.108200	4	1485000000
2020-02-18	IR	IRS_20200721_3M_NZD-BBR-FRA		1.108000	1.108000	1.108000	1.108000	2	394000000
2020-02-18	IR	IRS_20200723_3M_NZD-BBR-FRA		1.107800	1.107800	1.107800	1.107800	1	789000000
2020-02-18	IR	IRS_20200727_3M_NZD-BBR-FRA		1.107300	1.107300	1.107300	1.107300	2	1150000000
2020-02-18	IR	IRS_20200728_3M_NZD-BBR-FRA		1.107200	1.107200	1.107200	1.107200	1	310000000
2020-02-18	IR	IRS_20200729_3M_NZD-BBR-FRA		1.107000	1.107000	1.107000	1.107000	1	95000000
2020-02-18	IR	IRS_20200803_3M_NZD-BBR-FRA		1.106500	1.106500	1.106500	1.106500	1	70000000
2020-02-18	IR	IRS_20200804_3M_NZD-BBR-FRA		1.106400	1.106400	1.106400	1.106400	1	125000000
2020-02-18	IR	IRS_20200807_3M_NZD-BBR-FRA		1.106100	1.106100	1.106100	1.106100	1	273000000
2020-02-18	IR	IRS_20200812_3M_NZD-BBR-FRA		1.105700	1.105700	1.105700	1.105700	1	130000000
2020-02-18	IR	IRS_20200902_3M_NZD-BBR-FRA		1.104700	1.104700	1.104700	1.104700	1	139000000
2020-02-18	IR	IRS_20200914_3M_NZD-BBR-FRA		1.104800	1.104800	1.104800	1.104800	2	301000000
2020-02-18	IR	IRS_20200915_3M_NZD-BBR-FRA		1.104900	1.104900	1.104900	1.104900	1	42000000
2020-02-18	IR	IRS_20200916_3M_NZD-BBR-FRA		1.104900	1.104900	1.104900	1.104900	3	520000000
2020-02-18	IR	IRS_20200917_3M_NZD-BBR-FRA		1.104900	1.104900	1.104900	1.104900	1	740000000
2020-02-18	IR	IRS_20200918_3M_NZD-BBR-FRA		1.105000	1.105000	1.105000	1.105000	1	120000000
2020-02-18	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X120	IRS_AUD_3MBBSW_AUD_6MBBSW_0X120					1	59500000
2020-02-18	IR	IRS_AUD_3MBBSW_AUD_6MBBSW_0X144	IRS_AUD_3MBBSW_AUD_6MBBSW_0X144					1	50000000
2020-02-18	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X12	IRS_AUD_3MBBSW_USD_3MUSDL_0X12					3	700000000
2020-02-18	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X24	IRS_AUD_3MBBSW_USD_3MUSDL_0X24					1	200000000
2020-02-18	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X12	IRS_CAD_3MCDOR_USD_3MUSDL_0X12					1	398000000
2020-02-18	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X24	IRS_CAD_3MCDOR_USD_3MUSDL_0X24					1	400000000
2020-02-18	IR	IRS_CAD_3MCDOR_USD_3MUSDL_0X36	IRS_CAD_3MCDOR_USD_3MUSDL_0X36					1	134500000
2020-02-18	IR	IRS_CHF_3MCHFL_USD_3MUSDL_0X60	IRS_CHF_3MCHFL_USD_3MUSDL_0X60					2	75000000
2020-02-18	IR	IRS_CLF_1TUF_CLP_CAMA_0X3	IRS_CLF_1TUF_CLP_CAMA_0X3					3	1100000
2020-02-18	IR	IRS_CLF_1TUF_CLP_CAMA_0X8	IRS_CLF_1TUF_CLP_CAMA_0X8					3	1100000
2020-02-18	IR	IRS_CLF_6MUF_CLP_CAMA_0X108	IRS_CLF_6MUF_CLP_CAMA_0X108					3	410000
2020-02-18	IR	IRS_CLF_6MUF_CLP_CAMA_0X120	IRS_CLF_6MUF_CLP_CAMA_0X120					4	520000
2020-02-18	IR	IRS_CLF_6MUF_CLP_CAMA_0X60	IRS_CLF_6MUF_CLP_CAMA_0X60					1	300000
2020-02-18	IR	IRS_CNH_USD_3MLIBOR_0X24	IRS_CNH_USD_3MLIBOR_0X24					2	280226000
2020-02-18	IR	IRS_GBP_3MGBPL_USD_3MUSDL_0X96	IRS_GBP_3MGBPL_USD_3MUSDL_0X96					1	100000000
2020-02-18	IR	IRS_NZD_3MBKBM_USD_3MUSDL_0X12	IRS_NZD_3MBKBM_USD_3MUSDL_0X12					1	200000000
2020-02-18	IR	IRS_SEK_3MSTIB_USD_3MUSDL_0X36	IRS_SEK_3MSTIB_USD_3MUSDL_0X36					1	1500000000
2020-02-18	IR	IRS_USD_3MUSDL_COP_IBR_0X120	IRS_USD_3MUSDL_COP_IBR_0X120					1	6200000
2020-02-18	IR	IRS_USD_3MUSDL_COP_IBR_0X36	IRS_USD_3MUSDL_COP_IBR_0X36					1	5000000
2020-02-18	IR	JPY.10Y.6M_20300220	JPY.10Y.6M_20300220	0.0002125	0.0002125	0.0002125	0.0002125	1	2000000000
2020-02-18	IR	JPY.18M.6M_20210820	JPY.18M.6M_20210820	-0.0004125	-0.0004125	-0.0004125	-0.0004125	1	23500000000
2020-02-18	IR	JPY.2Y.6M_20220220	JPY.2Y.6M_20220220	-0.000425	-0.000425	-0.000525	-0.000525	4	69970000000
2020-02-18	IR	JPY.3Y.6M_20230220	JPY.3Y.6M_20230220	-0.00053125	-0.00053125	-0.00053125	-0.00053125	1	40000000000
2020-02-18	IR	JPY.4Y.6M_20240220	JPY.4Y.6M_20240220	-0.0005625	-0.0005625	-0.0005625	-0.0005625	1	14990000000
2020-02-18	IR	JPY.5Y.3M/6M_20250220	JPY.5Y.3M/6M_20250220	0.0006625	0.0006625	0.0006625	0.0006625	1	5000000000
2020-02-18	IR	JSCC_JPY_IRS_6M_JPY_LIBOR_0X120	JSCC_JPY_IRS_6M_JPY_LIBOR_0X120					1	1980000000
2020-02-18	IR	JSCC_JPY_IRS_6M_JPY_LIBOR_0X240	JSCC_JPY_IRS_6M_JPY_LIBOR_0X240					1	1000000000
2020-02-18	IR	LCHL_CAD_IRS_3M_CAD_CDOR_0X24	LCHL_CAD_IRS_3M_CAD_CDOR_0X24					1	245000000
2020-02-18	IR	LCHL_CAD_IRS_3M_CAD_CDOR_0X60	LCHL_CAD_IRS_3M_CAD_CDOR_0X60					1	100000000
2020-02-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X108	LCH_CAD_IRS_3M_CAD_CDOR_0X108					2	215500000
2020-02-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X120	LCH_CAD_IRS_3M_CAD_CDOR_0X120					3	219000000
2020-02-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X24	LCH_CAD_IRS_3M_CAD_CDOR_0X24					1	245000000
2020-02-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X240	LCH_CAD_IRS_3M_CAD_CDOR_0X240					2	75000000
2020-02-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X360	LCH_CAD_IRS_3M_CAD_CDOR_0X360					2	27000000
2020-02-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X60	LCH_CAD_IRS_3M_CAD_CDOR_0X60					2	219000000
2020-02-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X72	LCH_CAD_IRS_3M_CAD_CDOR_0X72					1	200000000
2020-02-18	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X84	LCH_CAD_IRS_3M_CAD_CDOR_0X84					1	86500000
2020-02-18	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X12	LCH_NZD_IRS_3M_NZD_BKBM_0X12					1	198000000
2020-02-18	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X24	LCH_NZD_IRS_3M_NZD_BKBM_0X24					1	100000000
2020-02-18	IR	MXN.13*1.TIIE.28D_20210217	MXN.13*1.TIIE.28D_20210217	0.0677	0.0677	0.0677	0.0677	5	8710000000
2020-02-18	IR	MXN.130*1.TIIE.28D_20300206	MXN.130*1.TIIE.28D_20300206	0.0656	0.0656	0.06545	0.06545	3	625000000
2020-02-18	IR	MXN.26*1.TIIE.28D_20220216	MXN.26*1.TIIE.28D_20220216	0.0652	0.065225	0.0652	0.065225	5	4480000000
2020-02-18	IR	MYR.2Y.3M.NDIRS_20220218	MYR.2Y.3M.NDIRS_20220218	0.0275	0.0275	0.0275	0.0275	1	108000000
2020-02-18	IR	NZD_OIS_NZIONA_0X12	NZD_OIS_NZIONA_0X12					1	75000000
2020-02-18	IR	SGD.2Y.6M_20220220	SGD.2Y.6M_20220220	0.0148	0.0148	0.0148	0.0148	1	35500000
2020-02-18	IR	SOPT_STRADDLE_E_AUD_6MBBSW_60 X 240_1.73	SOPT_STRADDLE_E_AUD_6MBBSW_60 X 240_1.73					1	15000000
2020-02-18	IR	SOPT_STRADDLE_E_CAD_3MCDOR_1 X 60_1.69	SOPT_STRADDLE_E_CAD_3MCDOR_1 X 60_1.690000					2	100000000
2020-02-18	IR	SOPT_STRADDLE_E_CAD_3MCDOR_2 X 60_1.685	SOPT_STRADDLE_E_CAD_3MCDOR_2 X 60_1.685000					1	100000000
2020-02-18	IR	TRY_IRS_3M_TRY_LIBOR_0X3	TRY_IRS_3M_TRY_LIBOR_0X3					1	375126000
2020-02-18	IR	TRY_IRS_3M_TRY_LIBOR_0X6	TRY_IRS_3M_TRY_LIBOR_0X6					1	382410000
2020-02-18	IR	TRY_IRS_3M_TRY_LIBOR_0X9	TRY_IRS_3M_TRY_LIBOR_0X9					1	131112000