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
2023-10-02	CD	366471	BBB-.7	80.5	82.0	80.5	81.5	1	10000000
2023-10-02	CD	423690	S40 EUR 5Y (SEF)	78.875	81.75	78.875	81.5	11	300000000
2023-10-02	CD	423697	S40 XOVER 5Y (SEF)	427.5	435.5	427.5	435.5	4	55000000
2023-10-02	CD	424254	CDXEM 40 - SEF	94.31	94.31	94.31	94.31	2	25000000
2023-10-02	CD	424262	IG41 5Y - SEF	74.85	75.65	74.1	75.2	20	1700000000
2023-10-02	CD	424869	HY41 5Y - SEF	100.605	100.68	100.37	100.53	37	495000000
2023-10-02	CD	CDX.EM.40.V1_60M	CDX.EM.40.V1_60M	94.37	94.45	94.26	94.26	9	120000000
2023-10-02	CD	CDX.EM.HY.40.V1_60M	CDX.EM.HY.40.V1_60M	87.33	87.33	87.33	87.33	2	20000000
2023-10-02	CU	0D_NDF.USD.BRL.TOD_NDF	0D_NDF.USD.BRL.TOD_NDF	5.0645	5.0645	5.0428	5.0428	6	161500000
2023-10-02	CU	0D_NDF.USD.BRL.TOM_NDF	0D_NDF.USD.BRL.TOM_NDF	5.068	5.068	5.0666	5.0666	2	61500000
2023-10-02	CU	0D_NDF.USD.COP.TOM_NDF	0D_NDF.USD.COP.TOM_NDF	4087.0	4158.0	3904.0	4158.0	1	17000000
2023-10-02	CU	0D_NDF.USD.IDR.TOM_NDF	0D_NDF.USD.IDR.TOM_NDF	15540.0	15550.0	15540.0	15550.0	4	25000000
2023-10-02	CU	0D_NDF.USD.INR.TOM_NDF	0D_NDF.USD.INR.TOM_NDF	83.2	83.2	83.2	83.2	1	5000000
2023-10-02	CU	0D_NDF.USD.PEN.TOM_NDF	0D_NDF.USD.PEN.TOM_NDF	3.806	3.806	3.806	3.806	2	20000000
2023-10-02	CU	0D_NDF.USD.TWD.TOM_NDF	0D_NDF.USD.TWD.TOM_NDF	32.225	32.32	32.225	32.32	2	29000000
2023-10-02	CU	11D_NDF_USD_COP	NDF_USD_COP Maturing on 2023-10-13	4156.0	4156.0	4156.0	4156.0	2	48000000
2023-10-02	CU	12D_NDF.USD.BRL.12D_NDF	12D_NDF.USD.BRL.12D_NDF	5.06755	5.06755	5.06755	5.06755	1	50000000
2023-10-02	CU	13D_NDF.USD.BRL.13D_NDF	13D_NDF.USD.BRL.13D_NDF	5.0698	5.0698	5.0698	5.0698	1	50000000
2023-10-02	CU	14D_NDF.USD.PEN.14D_NDF	14D_NDF.USD.PEN.14D_NDF	3.8088	3.8088	3.8088	3.8088	2	20000000
2023-10-02	CU	154D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2024-03-04	916.2	916.2	916.2	916.2	1	20000000
2023-10-02	CU	15D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-10-17	908.7	908.7	908.7	908.7	1	10000000
2023-10-02	CU	15D_NDF_USD_COP	NDF_USD_COP Maturing on 2023-10-17	4168.35	4168.35	4168.35	4168.35	1	14500000
2023-10-02	CU	16D_NDF_USD_COP	NDF_USD_COP Maturing on 2023-10-18	4139.96	4139.96	4139.96	4139.96	1	5000000
2023-10-02	CU	16D_USD_CAD_A_FXO_-0.3459_FXO	16D_USD_CAD_A_FXO_-0.3459_FXO	0.2967797	0.2967797	0.2967797	0.2967797	1	80000000
2023-10-02	CU	17D_NDF.USD.PHP.17D_NDF	17D_NDF.USD.PHP.17D_NDF	56.81	56.81	56.81	56.81	1	25000000
2023-10-02	CU	17D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-10-19	899.06	899.06	899.06	899.06	1	22000000
2023-10-02	CU	183D_NDF.USD.IDR.6M_NDF	183D_NDF.USD.IDR.6M_NDF	15591.0	15601.0	15591.0	15601.0	4	110000000
2023-10-02	CU	183D_NDF.USD.PEN.6M_NDF	183D_NDF.USD.PEN.6M_NDF	3.8275	3.8275	3.8275	3.8275	1	20000000
2023-10-02	CU	187D_NDF.USD.TWD.6M_NDF	187D_NDF.USD.TWD.6M_NDF	31.825	31.825	31.825	31.825	1	50000000
2023-10-02	CU	18D_NDF_USD_COP	NDF_USD_COP Maturing on 2023-10-20	4135.65	4135.65	4135.65	4135.65	1	2000000
2023-10-02	CU	1918D_NDF.USD.BRL.1918D_NDF	1918D_NDF.USD.BRL.1918D_NDF	6.74568	6.74568	6.74568	6.74568	2	150000000
2023-10-02	CU	1D_NDF.USD.IDR.1D.FWD.1D_NDF	1D_NDF.USD.IDR.1D.FWD.1D_NDF	15540.5	15540.5	15540.5	15540.5	1	3000000
2023-10-02	CU	1D_NDF.USD.IDR.1D_NDF	1D_NDF.USD.IDR.1D_NDF	15519.0	15519.0	15519.0	15519.0	1	11000000
2023-10-02	CU	1D_NDF.USD.PHP.1D_NDF	1D_NDF.USD.PHP.1D_NDF	56.701	56.82	56.701	56.82	5	46500000
2023-10-02	CU	1D_USD_CAD_A_FXO_0.1269_FXO	1D_USD_CAD_A_FXO_-0.413_FXO	0.1170039	0.1170039	0.025664	0.025664	4	100000000
2023-10-02	CU	1D_USD_CAD_A_FXO_0.4566_FXO	1D_USD_CAD_A_FXO_0.4566_FXO	0.1227735	0.1227735	0.1227735	0.1227735	1	50000000
2023-10-02	CU	1M_EUR_USD_B_FXO_-0.2487_FXO	1M_EUR_USD_B_FXO_-0.2487_FXO	0.336943	0.3583174	0.336943	0.336943	2	80000000
2023-10-02	CU	1M_EUR_USD_B_FXO_-0.2499_FXO	1M_EUR_USD_B_FXO_-0.2499_FXO	0.3312951	0.3600836	0.3312951	0.3312951	2	100000000
2023-10-02	CU	1M_EUR_USD_B_FXO_0.043_FXO	1M_EUR_USD_B_FXO_-0.1653_FXO	0.2186119	0.2186119	0.0386508	0.2186119	2	200000000
2023-10-02	CU	1M_USD_CAD_A_FXO_0.2049_FXO	1M_USD_CAD_A_FXO_0.2049_FXO	0.2174112	0.2174112	0.2174112	0.2174112	1	50000000
2023-10-02	CU	1M_USD_CAD_A_FXO_0.4997_FXO	1M_USD_CAD_A_FXO_-0.5001_FXO	0.7433813	0.7433813	0.7272726	0.7433813	4	90000000
2023-10-02	CU	1M_USD_CLP_A_FXO_0.4904_FXO	1M_USD_CLP_A_FXO_-0.5096_FXO	1.918168	1.918168	1.918168	1.918168	2	10000000
2023-10-02	CU	1M_USD_CLP_A_FXO_0.4905_FXO	1M_USD_CLP_A_FXO_-0.5095_FXO	1.900733	1.900733	1.900733	1.900733	2	10000000
2023-10-02	CU	1M_USD_SGD_A_FXO_0.4991_FXO	1M_USD_SGD_A_FXO_-0.5008_FXO	0.5747468	0.5820403	0.5747468	0.5747468	4	50000000
2023-10-02	CU	1W_EUR_USD_B_FXO_0.194_FXO	1W_EUR_USD_B_FXO_0.194_FXO	0.1104456	0.1104456	0.0830834	0.1104456	2	300000000
2023-10-02	CU	1W_GBP_USD_B_FXO_-0.3699_FXO	1D_GBP_USD_B_FXO_-0.2298_FXO	0.333942	0.333942	0.076553	0.333942	2	100000000
2023-10-02	CU	1W_USD_JPY_A_FXO_0.3861_FXO	1W_USD_JPY_A_FXO_0.3861_FXO	0.161671	0.2825426	0.161671	0.161671	2	100000000
2023-10-02	CU	21D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-10-23	909.28	909.28	909.28	909.28	1	3000000
2023-10-02	CU	21D_NDF_USD_COP	NDF_USD_COP Maturing on 2023-10-23	4167.19	4167.19	4167.19	4167.19	1	4000000
2023-10-02	CU	25D_EUR_HUF_A_FXO_-0.3987_FXO	25D_EUR_HUF_A_FXO_-0.3987_FXO	0.7262678	0.7262678	0.7262678	0.7262678	1	30000000
2023-10-02	CU	275D_NDF.USD.TWD.9M_NDF	275D_NDF.USD.TWD.9M_NDF	31.58	31.58	31.58	31.58	1	50000000
2023-10-02	CU	277D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2024-07-05	920.4	920.4	920.4	920.4	2	20000000
2023-10-02	CU	277D_NDF_USD_COP	NDF_USD_COP Maturing on 2024-07-05	4380.0	4386.75	4380.0	4386.75	3	30000000
2023-10-02	CU	29D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-10-31	900.25	910.55	900.25	910.55	2	220000000
2023-10-02	CU	2D_EUR_USD_B_FXO_-0.4029_FXO	2D_EUR_USD_B_FXO_-0.4029_FXO	0.1761391	0.1761391	0.1761391	0.1761391	4	200000000
2023-10-02	CU	2D_NDF.USD.IDR.2D_NDF	2D_NDF.USD.IDR.2D_NDF	15540.5	15540.5	15536.5	15536.5	3	30000000
2023-10-02	CU	2D_NDF.USD.PHP.2D_NDF	2D_NDF.USD.PHP.2D_NDF	56.7085	56.7085	56.706	56.706	3	37000000
2023-10-02	CU	2D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2023-10-04	5.0644	5.0644	5.0411	5.0513	11	241000000
2023-10-02	CU	2D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-10-04	891.5	893.0	891.5	893.0	7	45000000
2023-10-02	CU	2D_NDF_USD_COP	NDF_USD_COP Maturing on 2023-10-04	4080.0	4080.0	4080.0	4080.0	13	81500000
2023-10-02	CU	2D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2023-10-04	3.783	3.79	3.783	3.79	4	31500000
2023-10-02	CU	2D_USD_CAD_A_FXO_-0.3777_FXO	1D_USD_CAD_A_FXO_-0.3984_FXO	0.1110435	0.1453323	0.1110435	0.1110435	2	300000000
2023-10-02	CU	2D_USD_CAD_A_FXO_-0.3879_FXO	1D_USD_CAD_A_FXO_-0.413_FXO	0.1170039	0.1509563	0.1170039	0.1170039	2	60000000
2023-10-02	CU	2D_USD_JPY_A_FXO_0.3898_FXO	1D_USD_JPY_A_FXO_0.3727_FXO	0.1350428	0.1834336	0.1350428	0.1350428	4	100000000
2023-10-02	CU	2M_EUR_USD_B_FXO_-0.1004_FXO	2M_EUR_USD_B_FXO_-0.1004_FXO	1.195995	1.254995	0.1530793	1.195995	4	875000000
2023-10-02	CU	2M_EUR_USD_B_FXO_-0.1005_FXO	2M_EUR_USD_B_FXO_-0.1005_FXO	1.179672	1.238672	0.150644	1.179672	4	105000000
2023-10-02	CU	2M_EUR_USD_B_FXO_-0.4979_FXO	2M_EUR_USD_B_FXO_-0.4979_FXO	1.243056	1.243056	1.214056	1.243056	2	20000000
2023-10-02	CU	2M_USD_CAD_A_FXO_0.4979_FXO	2M_USD_CAD_A_FXO_-0.5019_FXO	0.9774294	0.995721	0.9774294	0.9774294	2	30000000
2023-10-02	CU	2M_USD_CAD_A_FXO_0.5011_FXO	2M_USD_CAD_A_FXO_-0.4985_FXO	0.9671479	1.005989	0.9671479	0.9671479	2	30000000
2023-10-02	CU	2M_USD_INR_A_FXO_0.5001_FXO	2M_USD_INR_A_FXO_-0.4998_FXO	0.595461	0.6074528	0.595461	0.595461	2	20000000
2023-10-02	CU	2W_USD_JPY_A_FXO_0.1288_FXO	1W_USD_JPY_A_FXO_0.3677_FXO	0.2757897	0.2757897	0.1023877	0.2757897	2	100000000
2023-10-02	CU	2W_USD_JPY_A_FXO_0.2453_FXO	2W_USD_JPY_A_FXO_-0.1901_FXO	0.1851833	0.2246492	0.1851833	0.1851833	2	400000000
2023-10-02	CU	2W_USD_JPY_A_FXO_0.2494_FXO	2W_USD_JPY_A_FXO_-0.187_FXO	0.1813979	0.2296157	0.1813979	0.1813979	2	100000000
2023-10-02	CU	2Y_EUR_USD_B_FXO_-0.5003_FXO	2Y_EUR_USD_B_FXO_-0.5003_FXO	4.421948	5.079948	4.421948	4.421948	2	10000000
2023-10-02	CU	30D_NDF.USD.BRL.30D_NDF	30D_NDF.USD.BRL.30D_NDF	5.081	5.093	5.081	5.093	5	234000000
2023-10-02	CU	30D_NDF.USD.BRL.BMF1_NDF	30D_NDF.USD.BRL.BMF1_NDF	5.08765	5.0956	5.064	5.086	18	812900000
2023-10-02	CU	31D_NDF.USD.PHP.1M_NDF	31D_NDF.USD.PHP.1M_NDF	56.72	56.76	56.691	56.76	8	117000000
2023-10-02	CU	32D_NDF.USD.IDR.1D.FWD.1M_NDF	32D_NDF.USD.IDR.1D.FWD.1M_NDF	15560.0	15560.0	15560.0	15560.0	2	12000000
2023-10-02	CU	32D_NDF.USD.INR.1D.FWD.1M_NDF	32D_NDF.USD.INR.1D.FWD.1M_NDF	83.328	83.328	83.328	83.328	1	5000000
2023-10-02	CU	32D_NDF.USD.PHP.1M_NDF	32D_NDF.USD.PHP.1M_NDF	56.775	56.775	56.775	56.775	1	3500000
2023-10-02	CU	32D_NDF.USD.TWD.1D.FWD.1M_NDF	32D_NDF.USD.TWD.1D.FWD.1M_NDF	32.175	32.28	32.175	32.28	2	29000000
2023-10-02	CU	32D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2023-11-03	5.085	5.1003	5.062	5.0883	44	463250000
2023-10-02	CU	32D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-11-03	910.75	910.75	910.75	910.75	1	72000000
2023-10-02	CU	33D_NDF.USD.CLP.1M_NDF	33D_NDF.USD.CLP.1M_NDF	896.0	903.95	896.0	903.95	13	63000000
2023-10-02	CU	33D_NDF.USD.IDR.1M_NDF	33D_NDF.USD.IDR.1M_NDF	15570.0	15570.0	15570.0	15570.0	1	15000000
2023-10-02	CU	33D_NDF.USD.PEN.1M_NDF	33D_NDF.USD.PEN.1M_NDF	3.8105	3.8105	3.805	3.805	3	30000000
2023-10-02	CU	33D_NDF.USD.PHP.1M_NDF	33D_NDF.USD.PHP.1M_NDF	56.79	56.79	56.79	56.79	1	5000000
2023-10-02	CU	33D_NDF.USD.TWD.1M_NDF	33D_NDF.USD.TWD.1M_NDF	32.23	32.26	32.23	32.26	7	235000000
2023-10-02	CU	34D_NDF.USD.COP.1M_NDF	34D_NDF.USD.COP.1M_NDF	4183.39	4192.25	4183.39	4192.25	2	18000000
2023-10-02	CU	35D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-11-06	893.5	911.5	893.5	911.5	148	972400000
2023-10-02	CU	35D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2023-11-06	3.79	3.812	3.79	3.805	55	200500000
2023-10-02	CU	368D_NDF_USD_COP	NDF_USD_COP Maturing on 2024-10-04	4446.0	4446.0	4446.0	4446.0	1	10000000
2023-10-02	CU	36D_NDF_USD_COP	NDF_USD_COP Maturing on 2023-11-07	4115.25	4200.0	4115.0	4200.0	138	727600000
2023-10-02	CU	37D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-11-08	900.0	900.0	900.0	900.0	1	17000000
2023-10-02	CU	38D_USD_CAD_A_FXO_0.3056_FXO	38D_USD_CAD_A_FXO_0.3056_FXO	0.3963769	0.3963769	0.3963769	0.3963769	1	20000000
2023-10-02	CU	39D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-11-10	900.14	901.0	900.14	901.0	2	37000000
2023-10-02	CU	3D_NDF.USD.PHP.3D_NDF	3D_NDF.USD.PHP.3D_NDF	56.76	56.76	56.76	56.76	1	10000000
2023-10-02	CU	3D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2023-10-05	5.075	5.075	5.075	5.075	1	18000000
2023-10-02	CU	3D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-10-05	898.0	908.0	897.0	908.0	16	178500000
2023-10-02	CU	3D_NDF_USD_COP	NDF_USD_COP Maturing on 2023-10-05	4081.15	4165.0	4081.15	4165.0	19	198900000
2023-10-02	CU	3D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2023-10-05	3.7902	3.8055	3.7902	3.8055	4	31000000
2023-10-02	CU	3D_USD_MXN_A_FXO_0.1881_FXO	3D_USD_MXN_A_FXO_-0.4133_FXO	0.1643627	0.3972595	0.1643627	0.1643627	4	150000000
2023-10-02	CU	3D_USD_MXN_A_FXO_0.2204_FXO	3D_USD_MXN_A_FXO_-0.3557_FXO	0.3204871	0.3204871	0.1986499	0.3204871	2	50000000
2023-10-02	CU	3D_USD_MXN_A_FXO_0.2258_FXO	3D_USD_MXN_A_FXO_-0.3477_FXO	0.3104611	0.3104611	0.2050098	0.3104611	4	50000000
2023-10-02	CU	3M_AUD_NZD_A_FXO_-0.5009_FXO	1M_AUD_NZD_A_FXO_-0.5026_FXO	1.01788	1.044875	0.6094409	1.01788	4	79000000
2023-10-02	CU	3W_USD_CAD_A_FXO_-0.371_FXO	3W_USD_CAD_A_FXO_-0.371_FXO	0.3537246	0.3537246	0.3537246	0.3537246	1	50000000
2023-10-02	CU	457D_NDF.USD.BRL.457D_NDF	457D_NDF.USD.BRL.457D_NDF	5.32983	5.32983	5.32983	5.32983	1	75000000
2023-10-02	CU	4D_EUR_USD_B_FXO_-0.3687_FXO	4D_EUR_USD_B_FXO_-0.3687_FXO	0.2429797	0.2429797	0.2429797	0.2429797	2	25000000
2023-10-02	CU	4D_EUR_USD_B_FXO_0.4783_FXO	4D_EUR_USD_B_FXO_0.4783_FXO	0.3457834	0.3457834	0.3457834	0.3457834	1	30000000
2023-10-02	CU	4D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-10-06	898.09	908.5	897.1	908.5	19	588500000
2023-10-02	CU	4D_USD_CAD_A_FXO_-0.3779_FXO	4D_USD_CAD_A_FXO_-0.3779_FXO	0.199063	0.206816	0.199063	0.199063	2	60000000
2023-10-02	CU	550D_NDF_USD_COP	NDF_USD_COP Maturing on 2025-04-04	4575.0	4575.0	4570.0	4570.0	3	35000000
2023-10-02	CU	61D_NDF.USD.TWD.2M_NDF	61D_NDF.USD.TWD.2M_NDF	32.173	32.203	32.173	32.203	5	185000000
2023-10-02	CU	63D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-12-04	910.2	911.9	910.2	911.9	3	50000000
2023-10-02	CU	63D_NDF_USD_COP	NDF_USD_COP Maturing on 2023-12-04	4222.85	4222.85	4222.85	4222.85	1	20000000
2023-10-02	CU	63D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2023-12-04	3.8146	3.8146	3.8146	3.8146	2	40000000
2023-10-02	CU	6D_NDF.USD.BRL.6D_NDF	6D_NDF.USD.BRL.6D_NDF	5.0687	5.0687	5.0658	5.0658	2	73500000
2023-10-02	CU	6D_NDF.USD.COP.6D_NDF	6D_NDF.USD.COP.6D_NDF	3909.67	4155.0	3909.67	4152.0	2	16000000
2023-10-02	CU	6D_NDF.USD.IDR.6D_NDF	6D_NDF.USD.IDR.6D_NDF	15542.0	15542.0	15542.0	15542.0	2	30000000
2023-10-02	CU	6M_EUR_USD_B_FXO_-0.4989_FXO	6M_EUR_USD_B_FXO_-0.4989_FXO	2.114898	2.239898	2.114898	2.114898	2	30000000
2023-10-02	CU	7D_NDF.USD.BRL.7D_NDF	7D_NDF.USD.BRL.7D_NDF	5.068	5.0722	5.068	5.0722	2	60000000
2023-10-02	CU	7D_NDF.USD.IDR.1W_NDF	7D_NDF.USD.IDR.1W_NDF	15562.5	15562.5	15562.5	15562.5	1	15000000
2023-10-02	CU	7D_NDF.USD.IDR.7D_NDF	7D_NDF.USD.IDR.7D_NDF	15515.0	15515.0	15515.0	15515.0	1	100000000
2023-10-02	CU	7D_NDF.USD.PHP.1W_NDF	7D_NDF.USD.PHP.1W_NDF	56.715	56.73	56.696	56.73	6	103000000
2023-10-02	CU	7D_NDF.USD.PHP.7D_NDF	7D_NDF.USD.PHP.7D_NDF	56.765	56.765	56.765	56.765	1	3000000
2023-10-02	CU	80D_EUR_SEK_A_FXO_-0.1008_FXO	80D_EUR_SEK_A_FXO_-0.1008_FXO	0.1702986	0.1883949	0.1702986	0.1702986	2	60000000
2023-10-02	CU	824D_NDF.USD.BRL.824D_NDF	824D_NDF.USD.BRL.824D_NDF	5.59905	5.59905	5.59905	5.59905	1	45000000
2023-10-02	CU	8D_NDF.USD.COP.8D_NDF	8D_NDF.USD.COP.8D_NDF	4006.31	4160.65	4006.31	4160.65	1	15000000
2023-10-02	CU	8D_NDF.USD.IDR.8D_NDF	8D_NDF.USD.IDR.8D_NDF	15515.3	15515.3	15515.3	15515.3	1	100000000
2023-10-02	CU	8D_NDF_USD_COP	NDF_USD_COP Maturing on 2023-10-10	4150.0	4150.0	4150.0	4150.0	1	5000000
2023-10-02	CU	92D_NDF.USD.IDR.3M_NDF	92D_NDF.USD.IDR.3M_NDF	15570.0	15580.0	15570.0	15580.0	4	110000000
2023-10-02	CU	92D_NDF.USD.TWD.3M_NDF	92D_NDF.USD.TWD.3M_NDF	32.112	32.112	32.112	32.112	1	40000000
2023-10-02	CU	94D_NDF_USD_COP	NDF_USD_COP Maturing on 2024-01-04	4220.5	4254.25	4220.5	4251.25	4	50000000
2023-10-02	CU	94D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2024-01-04	3.8173	3.8173	3.8173	3.8173	2	20000000
2023-10-02	CU	9D_EUR_USD_B_FXO_-0.3452_FXO	4D_EUR_USD_B_FXO_0.4826_FXO	0.3505877	0.3505877	0.2778502	0.3505877	2	200000000
2023-10-02	CU	9D_EUR_USD_B_FXO_-0.3483_FXO	9D_EUR_USD_B_FXO_-0.3483_FXO	0.2813181	0.2813181	0.2813181	0.2813181	1	30000000
2023-10-02	CU	9D_NDF.USD.BRL.9D_NDF	9D_NDF.USD.BRL.9D_NDF	5.0668	5.07885	5.0668	5.0679	6	284000000
2023-10-02	CU	9D_NDF_USD_COP	NDF_USD_COP Maturing on 2023-10-11	4122.0	4152.41	4122.0	4152.41	3	9000000
2023-10-02	CU	USDCNY20231017-R24696	Non Deliverable Forward Chinese Renminbi - Value Date 2023-10-17	7.1787	7.1787	7.1787	7.1787	1	2000000
2023-10-02	CU	USDCNY20231018-R24696	Non Deliverable Forward Chinese Renminbi - Value Date 2023-10-18	7.17958	7.17958	7.17958	7.17958	2	17000000
2023-10-02	CU	USDCNY20231026-R24696	Non Deliverable Forward Chinese Renminbi - Value Date 2023-10-26	7.18657	7.18657	7.18657	7.18657	1	25000000
2023-10-02	CU	USDCNY20231030-R24696	Non Deliverable Forward Chinese Renminbi - Value Date 2023-10-30	7.19008	7.19008	7.19008	7.19008	2	10000000
2023-10-02	CU	USDCNY20231031-R24696	Non Deliverable Forward Chinese Renminbi - Value Date 2023-10-31	7.19095	7.19095	7.19095	7.19095	3	18000000
2023-10-02	CU	USDCNY20231106-R24696	Non Deliverable Forward Chinese Renminbi - Value Date 2023-11-06	7.1962	7.1962	7.1962	7.1962	1	26000000
2023-10-02	CU	USDCNY20231108-R24696	Non Deliverable Forward Chinese Renminbi - Value Date 2023-11-08	7.19795	7.19795	7.19795	7.19795	2	6000000
2023-10-02	CU	USDCNY20231211-R24696	Non Deliverable Forward Chinese Renminbi - Value Date 2023-12-11	7.2157	7.2157	7.2157	7.2157	1	6000000
2023-10-02	CU	USDCNY20231221-R24696	Non Deliverable Forward Chinese Renminbi - Value Date 2023-12-21	7.21737	7.21737	7.21737	7.21737	1	6000000
2023-10-02	CU	USDCNY20231226-R24696	Non Deliverable Forward Chinese Renminbi - Value Date 2023-12-26	7.2182	7.2182	7.2182	7.2182	1	6000000
2023-10-02	CU	USDIDR20231006-R24695	Non Deliverable Forward Indonesian Rupiah - Value Date 2023-10-06	15534.29	15534.29	15534.29	15534.29	2	2000000
2023-10-02	CU	USDIDR20231010-R24695	Non Deliverable Forward Indonesian Rupiah - Value Date 2023-10-10	15534.86	15534.86	15534.86	15534.86	6	15000000
2023-10-02	CU	USDIDR20231011-R24695	Non Deliverable Forward Indonesian Rupiah - Value Date 2023-10-11	15535.0	15535.0	15535.0	15535.0	3	20000000
2023-10-02	CU	USDIDR20231012-R24695	Non Deliverable Forward Indonesian Rupiah - Value Date 2023-10-12	15535.27	15535.27	15535.27	15535.27	2	15000000
2023-10-02	CU	USDIDR20231016-R24695	Non Deliverable Forward Indonesian Rupiah - Value Date 2023-10-16	15536.35	15536.35	15536.35	15536.35	2	5000000
2023-10-02	CU	USDIDR20231018-R24695	Non Deliverable Forward Indonesian Rupiah - Value Date 2023-10-18	15536.88	15536.88	15536.88	15536.88	1	2000000
2023-10-02	CU	USDIDR20231020-R24695	Non Deliverable Forward Indonesian Rupiah - Value Date 2023-10-20	15537.42	15537.42	15537.42	15537.42	2	10000000
2023-10-02	CU	USDIDR20231024-R24695	Non Deliverable Forward Indonesian Rupiah - Value Date 2023-10-24	15538.5	15538.5	15538.5	15538.5	3	10000000
2023-10-02	CU	USDIDR20231025-R24695	Non Deliverable Forward Indonesian Rupiah - Value Date 2023-10-25	15538.77	15538.77	15538.77	15538.77	2	14000000
2023-10-02	CU	USDIDR20231026-R24695	Non Deliverable Forward Indonesian Rupiah - Value Date 2023-10-26	15539.04	15539.04	15539.04	15539.04	2	14000000
2023-10-02	CU	USDIDR20231027-R24695	Non Deliverable Forward Indonesian Rupiah - Value Date 2023-10-27	15539.31	15539.31	15539.31	15539.31	2	18000000
2023-10-02	CU	USDIDR20231030-R24695	Non Deliverable Forward Indonesian Rupiah - Value Date 2023-10-30	15540.12	15540.12	15540.12	15540.12	2	3000000
2023-10-02	CU	USDIDR20231031-R24695	Non Deliverable Forward Indonesian Rupiah - Value Date 2023-10-31	15540.38	15540.38	15540.38	15540.38	1	8000000
2023-10-02	CU	USDIDR20231102-R24695	Non Deliverable Forward Indonesian Rupiah - Value Date 2023-11-02	15540.92	15540.92	15540.92	15540.92	4	36000000
2023-10-02	CU	USDIDR20231103-R24695	Non Deliverable Forward Indonesian Rupiah - Value Date 2023-11-03	15541.19	15541.19	15541.19	15541.19	2	13000000
2023-10-02	CU	USDIDR20231106-R24695	Non Deliverable Forward Indonesian Rupiah - Value Date 2023-11-06	15542.0	15542.0	15542.0	15542.0	2	10000000
2023-10-02	CU	USDTWD20231005-R24691	Non Deliverable Forward Taiwan New Dollar - Value Date 2023-10-05	32.2076	32.2076	32.2076	32.2076	1	3000000
2023-10-02	CU	USDTWD20231006-R24691	Non Deliverable Forward Taiwan New Dollar - Value Date 2023-10-06	32.2051	32.2051	32.2051	32.2051	1	3000000
2023-10-02	IR	10Y ANN/6s PLN IRS_20331004	10Y ANN/6s PLN IRS_20331004	0.04955	0.04955	0.04955	0.04955	1	28000000
2023-10-02	IR	10Y SOFR LCH		4.26375	4.26375	4.26375	4.26375	14	768000000
2023-10-02	IR	15Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_3600	15Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_3600	0.1815	0.1815	0.1815	0.1815	1	50000000
2023-10-02	IR	2Y ANN/6s HUF IRS_20251004	2Y ANN/6s HUF IRS_20251004	0.09	0.09	0.09	0.09	2	21000000000
2023-10-02	IR	2Y PEN/USD SOFR_20251004	2Y PEN/USD SOFR_20251004	0.060288	0.060288	0.060288	0.060288	1	5000000
2023-10-02	IR	30Y SOFR LCH		4.005	4.005	4.005	4.005	2	65000000
2023-10-02	IR	3M SOFR LCH		5.3875	5.41375	5.41375	5.41375	1	500000000
2023-10-02	IR	3Y.UVR/IBR.S.B_20261004	3Y.UVR/IBR.S.B_20261004	0.0324	0.0324	0.0324	0.0324	1	28400000000
2023-10-02	IR	5Y ANN/6S PLN IRS_20281004	5Y ANN/6S PLN IRS_20281004	0.0452	0.0452	0.04485	0.04485	5	225000000
2023-10-02	IR	5Y SOFR LCH		4.42	4.42	4.42	4.42	17	1627000000
2023-10-02	IR	5Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_3600	5Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_3600	0.1478	0.1478	0.1478	0.1478	1	50000000
2023-10-02	IR	7Y SOFR LCH		4.3175	4.3175	4.3175	4.3175	10	1375000000
2023-10-02	IR	A-EUR 10Y		3.391	3.43	3.43	3.468	15	1176700000
2023-10-02	IR	A-EUR 10Y.a3		3.32	3.32	3.32	3.39	2	345400000
2023-10-02	IR	A-EUR 10Yv3		3.369	3.369	3.369	3.44	2	200000000
2023-10-02	IR	A-EUR 12Y		3.415	3.415	3.415	3.492	2	207600000
2023-10-02	IR	A-EUR 15Y.a3		3.407	3.407	3.407	3.486	1	104800000
2023-10-02	IR	A-EUR 20Y		3.337	3.371	3.371	3.422	2	50000000
2023-10-02	IR	A-EUR 2Y		3.804	3.804	3.804	3.8295	3	950000000
2023-10-02	IR	A-EUR 2Yv3		3.705	3.705	3.705	3.724	3	950000000
2023-10-02	IR	A-EUR 30Y		3.091	3.142	3.142	3.178	9	219600000
2023-10-02	IR	A-EUR 30Yv3		3.174	3.174	3.174	3.2555	1	50000000
2023-10-02	IR	A-EUR 40Y		2.913	2.913	2.913	2.997	1	10000000
2023-10-02	IR	A-EUR 4Y		3.464	3.464	3.464	3.505	1	150000000
2023-10-02	IR	A-EUR 4Yv3		3.386	3.386	3.386	3.4225	1	150000000
2023-10-02	IR	A-EUR 5Y		3.406	3.432	3.432	3.458	8	1244300000
2023-10-02	IR	A-EUR 5Yv3		3.337	3.337	3.337	3.3815	5	915800000
2023-10-02	IR	A-EUR 7Y		3.369	3.369	3.369	3.429	2	400000000
2023-10-02	IR	A-EUR 7Yv3		3.316	3.316	3.316	3.3735	1	200000000
2023-10-02	IR	A-EUR 9Y		3.377	3.377	3.377	3.445	1	136700000
2023-10-02	IR	A-EUR 9Y.a3		3.294	3.294	3.294	3.36	1	219000000
2023-10-02	IR	A-EURESTR 10Y		3.192	3.192	3.192	3.266	2	345400000
2023-10-02	IR	A-EURESTR 15Y		3.29	3.29	3.29	3.372	1	104800000
2023-10-02	IR	A-EURESTR 9Y		3.167	3.167	3.167	3.236	1	219000000
2023-10-02	IR	AUD.10Y.6M.DEC23.EFP ISDA2021_20331003	AUD.10Y.6M.DEC23.EFP ISDA2021_20331003	0.0480375	0.0480375	0.0480375	0.0480375	1	38000000
2023-10-02	IR	AUD.28D.NOV23.RBA.OIS_20231206	AUD.28D.NOV23.RBA.OIS_20231206	0.04195	0.04195	0.04195	0.04195	1	1000000000
2023-10-02	IR	AUD.35D.OCT23.RBA.OIS_20231108	AUD.35D.OCT23.RBA.OIS_20231108	0.040925	0.040925	0.040925	0.040925	1	1150000000
2023-10-02	IR	AUD.3Y.3M.DEC23.EFP ISDA2021_20261003	AUD.3Y.3M.DEC23.EFP ISDA2021_20261003	0.042925	0.043025	0.042925	0.043025	2	287000000
2023-10-02	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X14	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X14	10.90338	10.90338	10.90338	10.90338	1	3057723887
2023-10-02	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X38	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X38	10.9125	10.9125	10.9125	10.9125	1	835945085
2023-10-02	IR	CLP.10Y.SB.TNA_20331004	CLP.10Y.SB.TNA_20331004	0.057	0.057	0.057	0.057	1	3600000000
2023-10-02	IR	CLP.2Y.SB.TNA_20251004	CLP.2Y.SB.TNA_20251004	0.065	0.065	0.065	0.065	1	14700000000
2023-10-02	IR	CLP.3Y.SB.TNA_20261004	CLP.3Y.SB.TNA_20261004	0.06015	0.06125	0.06015	0.06125	2	20200000000
2023-10-02	IR	CLP.4Y.SB.TNA_20271004	CLP.4Y.SB.TNA_20271004	0.0589	0.0589	0.0589	0.0589	1	7700000000
2023-10-02	IR	CLP.5Y.SB.TNA_20281004	CLP.5Y.SB.TNA_20281004	0.0575	0.0583	0.0575	0.0583	2	12700000000
2023-10-02	IR	CLP.6M.SB.TNA_20240404	CLP.6M.SB.TNA_20240404	0.084	0.08405	0.084	0.08405	1	57300000000
2023-10-02	IR	CLP.6Y.SB.TNA_20291004	CLP.6Y.SB.TNA_20291004	0.0582	0.0582	0.0582	0.0582	1	8000000000
2023-10-02	IR	CLP.8Y.SB.TNA_20311004	CLP.8Y.SB.TNA_20311004	0.05715	0.05715	0.05715	0.05715	1	4300000000
2023-10-02	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12	7.51	7.585	7.51	7.555	3	85200000000
2023-10-02	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120	5.675	5.76	5.675	5.76	2	7200000000
2023-10-02	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18	6.975	7.08	6.975	7.075	4	113400000000
2023-10-02	IR	CLP_NDS_6M_USD_TNA_0X2	CLP_NDS_6M_USD_TNA_0X2	8.96	8.96	8.96	8.96	1	114600000000
2023-10-02	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24	6.42	6.51	6.42	6.5	6	137600000000
2023-10-02	IR	CLP_NDS_6M_USD_TNA_0X240	CLP_NDS_6M_USD_TNA_0X240	5.85	5.85	5.85	5.85	1	2300000000
2023-10-02	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36	6.015	6.14	6.015	6.125	6	74000000000
2023-10-02	IR	CLP_NDS_6M_USD_TNA_0X360	CLP_NDS_6M_USD_TNA_0X360	5.83	5.83	5.83	5.83	1	1900000000
2023-10-02	IR	CLP_NDS_6M_USD_TNA_0X48	CLP_NDS_6M_USD_TNA_0X48	5.89	5.925	5.89	5.925	1	5200000000
2023-10-02	IR	CLP_NDS_6M_USD_TNA_0X6	CLP_NDS_6M_USD_TNA_0X6	8.4	8.42	8.4	8.405	5	267400000000
2023-10-02	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60	5.75	5.84	5.75	5.84	2	17000000000
2023-10-02	IR	CLP_NDS_6M_USD_TNA_0X8	CLP_NDS_6M_USD_TNA_0X8	7.965	8.005	7.965	8.005	4	139300000000
2023-10-02	IR	CLP_NDS_6M_USD_TNA_0X96	CLP_NDS_6M_USD_TNA_0X96	5.715	5.715	5.715	5.715	1	4300000000
2023-10-02	IR	CME_MXN_IRS_28D_MXN_TIIE_0X118	CME_MXN_IRS_28D_MXN_TIIE_0X118	9.555	9.57	9.555	9.57	10	1370000000
2023-10-02	IR	CME_MXN_IRS_28D_MXN_TIIE_0X12	CME_MXN_IRS_28D_MXN_TIIE_0X12	11.37	11.37	11.37	11.37	3	4640000000
2023-10-02	IR	CME_MXN_IRS_28D_MXN_TIIE_0X22	CME_MXN_IRS_28D_MXN_TIIE_0X22	10.69	10.7	10.67	10.67	5	3485000000
2023-10-02	IR	COP.12M.SOFR/IBR ISDA2021_20241004	COP.12M.SOFR/IBR ISDA2021_20241004	0.0165	0.0165	0.0165	0.0165	1	10200000
2023-10-02	IR	COP.12M.SOFR/IBR_20241004	COP.12M.SOFR/IBR_20241004	0.0165	0.0165	0.0165	0.0165	1	10200000
2023-10-02	IR	COP.12Y.IBR.OIS_20351004	COP.12Y.IBR.OIS_20351004	0.09345	0.09345	0.09345	0.09345	1	12000000000
2023-10-02	IR	COP.1Y.IBR.OIS_20241004	COP.1Y.IBR.OIS_20241004	0.1162	0.11655	0.1162	0.11655	2	220000000000
2023-10-02	IR	COP.2Y.IBR.OIS_20251004	COP.2Y.IBR.OIS_20251004	0.0983	0.0983	0.0983	0.0983	1	46000000000
2023-10-02	IR	COP.3M.IBR.OIS_20240104	COP.3M.IBR.OIS_20240104	0.1231	0.1231	0.1229	0.1229	3	1014000000000
2023-10-02	IR	COP.3Y.IBR.OIS_20261004	COP.3Y.IBR.OIS_20261004	0.0934	0.0934	0.0934	0.0934	1	58000000000
2023-10-02	IR	COP.5Y.IBR.OIS_20281004	COP.5Y.IBR.OIS_20281004	0.091	0.091	0.091	0.091	1	22000000000
2023-10-02	IR	COP.6M.IBR.OIS_20240404	COP.6M.IBR.OIS_20240404	0.1218	0.12815	0.12165	0.12815	6	1204000000000
2023-10-02	IR	COP.7Y.IBR.OIS_20301004	COP.7Y.IBR.OIS_20301004	0.0903	0.0903	0.0903	0.0903	2	16000000000
2023-10-02	IR	COP.8Y.IBR.OIS_20311004	COP.8Y.IBR.OIS_20311004	0.0905	0.0905	0.0905	0.0905	2	15000000000
2023-10-02	IR	COP.9M.IBR.OIS_20240704	COP.9M.IBR.OIS_20240704	0.11925	0.11925	0.1192	0.11925	3	464000000000
2023-10-02	IR	CZK_FRA_3M_CZK_PRIBOR_126X217	CZK_FRA_3M_CZK_PRIBOR_126X217	6.49	6.49	6.49	6.49	1	4700000000
2023-10-02	IR	CZK_FRA_3M_CZK_PRIBOR_94X185	CZK_FRA_3M_CZK_PRIBOR_94X185	6.65	6.65	6.65	6.65	1	4700000000
2023-10-02	IR	ERX_EUR_IRS_6M_EUR_EURIBOR_0X120	ERX_EUR_IRS_6M_EUR_EURIBOR_0X120	3.455	3.464	3.453	3.464	2	400000000
2023-10-02	IR	EUR.USD.10Y.3M.ESTR/SOFR.BSX_20331004	EUR.USD.10Y.3M.ESTR/SOFR.BSX_20331004	-0.0028875	-0.0028875	-0.0028875	-0.0028875	2	94400000
2023-10-02	IR	EUR.USD.20Y.3M.ESTR/SOFR.BSX_20431004	EUR.USD.20Y.3M.ESTR/SOFR.BSX_20431004	-0.0027875	-0.0027875	-0.0027875	-0.0027875	2	55000000
2023-10-02	IR	EUR.USD.5Y.3M.ESTR/SOFR.BSX_20281004	EUR.USD.5Y.3M.ESTR/SOFR.BSX_20281004	-0.002675	-0.002675	-0.002675	-0.002675	1	60000000
2023-10-02	IR	EUR_FRA_6M_EUR_EURIBOR_11X196	EUR_FRA_6M_EUR_EURIBOR_11X196	4.108	4.108	4.108	4.108	3	1500000000
2023-10-02	IR	EUR_OIS_ESTR_0X144	EUR_OIS_ESTR_0X144	3.275	3.275	3.275	3.275	1	250000000
2023-10-02	IR	EUR_OIS_ESTR_0X2	EUR_OIS_ESTR_0X2	3.917	3.917	3.917	3.917	1	250000000
2023-10-02	IR	EUR_OIS_ESTR_0X48	EUR_OIS_ESTR_0X48	3.233	3.233	3.233	3.233	2	497000000
2023-10-02	IR	EUR_OIS_ESTR_0X60	EUR_OIS_ESTR_0X60	3.185	3.185	3.185	3.185	2	400000000
2023-10-02	IR	EUR_OIS_ESTR_2X2	EUR_OIS_ESTR_2X2	3.95	3.95	3.95	3.95	1	2500000000
2023-10-02	IR	EUR_OIS_ESTR_2X4	EUR_OIS_ESTR_2X4	3.945	3.945	3.945	3.945	1	2500000000
2023-10-02	IR	GBP.USD.5Y.3M.SONIA/SOFR.XCCY.BSW_20281004	GBP.USD.5Y.3M.SONIA/SOFR.XCCY.BSW_20281004	-0.0019	-0.0019	-0.0019	-0.0019	1	75000000
2023-10-02	IR	IRS_CLF_1TUF_CLP_CAMA_0X8	IRS_CLF_1TUF_CLP_CAMA_0X8	0.0	0.0	0.0	0.0	1	300000
2023-10-02	IR	IRS_CLF_6MUF_CLP_CAMA_0X180	IRS_CLF_6MUF_CLP_CAMA_0X180	0.0	0.0	0.0	0.0	1	118000
2023-10-02	IR	IRS_CLF_6MUF_CLP_CAMA_0X360	IRS_CLF_6MUF_CLP_CAMA_0X360	0.0	0.0	0.0	0.0	1	64000
2023-10-02	IR	IRS_CLF_6MUF_CLP_CAMA_0X60	IRS_CLF_6MUF_CLP_CAMA_0X60	0.0	0.0	0.0	0.0	1	160000
2023-10-02	IR	IRS_EUR_ESTR_USD_SOFR_0X120	IRS_EUR_ESTR_USD_SOFR_0X120	-28.5	-28.5	-28.5	-28.5	2	75000000
2023-10-02	IR	IRS_EUR_ESTR_USD_SOFR_0X144	IRS_EUR_ESTR_USD_SOFR_0X144	-29.75	-29.75	-29.75	-29.75	2	106500000
2023-10-02	IR	IRS_EUR_ESTR_USD_SOFR_0X180	IRS_EUR_ESTR_USD_SOFR_0X180	-29.625	-29.625	-30.0	-29.75	7	332250000
2023-10-02	IR	IRS_EUR_ESTR_USD_SOFR_0X2	IRS_EUR_ESTR_USD_SOFR_0X2	-7.75	-7.75	-7.75	-7.75	2	2000000000
2023-10-02	IR	IRS_EUR_ESTR_USD_SOFR_0X24	IRS_EUR_ESTR_USD_SOFR_0X24	-24.0	-24.0	-24.0	-24.0	3	462000000
2023-10-02	IR	IRS_EUR_ESTR_USD_SOFR_0X240	IRS_EUR_ESTR_USD_SOFR_0X240	-27.75	-27.5	-27.75	-27.5	2	51000000
2023-10-02	IR	IRS_EUR_ESTR_USD_SOFR_0X36	IRS_EUR_ESTR_USD_SOFR_0X36	-25.625	-25.25	-25.625	-25.25	4	282000000
2023-10-02	IR	IRS_EUR_ESTR_USD_SOFR_0X360	IRS_EUR_ESTR_USD_SOFR_0X360	-20.625	-20.625	-20.625	-20.625	1	15000000
2023-10-02	IR	IRS_EUR_ESTR_USD_SOFR_0X48	IRS_EUR_ESTR_USD_SOFR_0X48	-26.25	-26.0	-26.25	-26.0	5	348000000
2023-10-02	IR	IRS_EUR_ESTR_USD_SOFR_0X60	IRS_EUR_ESTR_USD_SOFR_0X60	-26.75	-26.75	-26.75	-26.75	4	400000000
2023-10-02	IR	IRS_EUR_ESTR_USD_SOFR_0X72	IRS_EUR_ESTR_USD_SOFR_0X72	-27.0	-27.0	-27.0	-27.0	1	133500000
2023-10-02	IR	IRS_EUR_ESTR_USD_SOFR_0X84	IRS_EUR_ESTR_USD_SOFR_0X84	-27.375	-27.25	-27.375	-27.25	2	150250000
2023-10-02	IR	IRS_EUR_ESTR_USD_USD-_0X180	IRS_EUR_ESTR_USD_USD-_0X180	-30.0	-30.0	-30.0	-30.0	1	150000000
2023-10-02	IR	IRS_GBP_SONI_USD_SOFR_0X14	IRS_GBP_SONI_USD_SOFR_0X14	-9.25	-9.25	-9.25	-9.25	1	100000000
2023-10-02	IR	IRS_GBP_SONI_USD_SOFR_0X240	IRS_GBP_SONI_USD_SOFR_0X240	-30.375	-30.375	-30.375	-30.375	1	30000000
2023-10-02	IR	IRS_GBP_SONI_USD_SOFR_0X36	IRS_GBP_SONI_USD_SOFR_0X36	-14.75	-14.75	-14.75	-14.75	1	40000000
2023-10-02	IR	IRS_GBP_SONI_USD_SOFR_0X48	IRS_GBP_SONI_USD_SOFR_0X48	-17.125	-17.125	-17.125	-17.125	6	411500000
2023-10-02	IR	IRS_GBP_SONI_USD_SOFR_0X480	IRS_GBP_SONI_USD_SOFR_0X480	-42.875	-42.875	-42.875	-42.875	1	28000000
2023-10-02	IR	IRS_GBP_SONI_USD_SOFR_0X60	IRS_GBP_SONI_USD_SOFR_0X60	-18.75	-18.75	-18.875	-18.75	3	254500000
2023-10-02	IR	IRS_GBP_SONI_USD_SOFR_0X600	IRS_GBP_SONI_USD_SOFR_0X600	-43.625	-43.625	-43.625	-43.625	1	25000000
2023-10-02	IR	IRS_GBP_SONI_USD_SOFR_0X72	IRS_GBP_SONI_USD_SOFR_0X72	-20.0	-19.75	-20.0	-19.75	2	131250000
2023-10-02	IR	IRS_JPY_TONA_USD_SOFR_0X24	IRS_JPY_TONA_USD_SOFR_0X24	-61.0	-61.0	-61.0	-61.0	1	22500000000
2023-10-02	IR	IRS_JPY_TONA_USD_SOFR_0X36	IRS_JPY_TONA_USD_SOFR_0X36	-67.5	-67.5	-67.5	-67.5	1	8350000000
2023-10-02	IR	IRS_JPY_TONA_USD_SOFR_0X60	IRS_JPY_TONA_USD_SOFR_0X60	-78.0	-77.71	-78.0	-77.71	2	14000000000
2023-10-02	IR	IRS_JPY_TONA_USD_SOFR_0X8	IRS_JPY_TONA_USD_SOFR_0X8	-53.5	-53.5	-53.5	-53.5	1	15000000000
2023-10-02	IR	IRS_SEK_3MSTIB_USD_SOFR_0X36	IRS_SEK_3MSTIB_USD_SOFR_0X36	-27.0	-27.0	-27.0	-27.0	1	500000000
2023-10-02	IR	IRS_SEK_3MSTIB_USD_SOFR_12X24	IRS_SEK_3MSTIB_USD_SOFR_12X24	-27.0	-27.0	-27.0	-27.0	2	2000000000
2023-10-02	IR	IRS_USD_USD-_USD_1WBMA_0X12	IRS_USD_USD-_USD_1WBMA_0X12	0.0	0.0	0.0	0.0	1	123000000
2023-10-02	IR	IRS_USD_USD-_USD_1WBMA_0X36	IRS_USD_USD-_USD_1WBMA_0X36	0.0	0.0	0.0	0.0	1	50000000
2023-10-02	IR	JPY.USD.3Y.TONAT/SOFR.BSX_20261004	JPY.USD.3Y.TONAT/SOFR.BSX_20261004	-0.006725	-0.006725	-0.0068	-0.0068	6	55000000000
2023-10-02	IR	JPY.USD.4Y.TONAT/SOFR.BSX_20271004	JPY.USD.4Y.TONAT/SOFR.BSX_20271004	-0.0073	-0.0073	-0.0073585	-0.0073585	2	8000000000
2023-10-02	IR	JPY.USD.5Y.TONAT/SOFR.BSX_20281004	JPY.USD.5Y.TONAT/SOFR.BSX_20281004	-0.0078125	-0.0078	-0.0078125	-0.0078	3	6500000000
2023-10-02	IR	LCH_CZK_IRS_3M_CZK_PRIBOR_0X24	LCH_CZK_IRS_3M_CZK_PRIBOR_0X24	5.185	5.185	5.185	5.185	1	1225000000
2023-10-02	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X24	LCH_CZK_IRS_6M_CZK_PRIBOR_0X24	5.295	5.295	5.295	5.295	1	1225000000
2023-10-02	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X144	LCH_EUR_IRS_3M_EUR_EURIBOR_0X144	3.4	3.4	3.4	3.4	1	250000000
2023-10-02	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X48	LCH_EUR_IRS_3M_EUR_EURIBOR_0X48	3.3515	3.4055	3.3515	3.4055	2	497000000
2023-10-02	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X60	LCH_EUR_IRS_3M_EUR_EURIBOR_0X60	3.3545	3.362	3.307	3.362	2	400000000
2023-10-02	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	3.404	3.47284	3.404	3.47284	4	600000000
2023-10-02	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	3.40635	3.463	3.40635	3.463	3	300000000
2023-10-02	IR	MYR.2Y.3M.NDIRS_20251002	MYR.2Y.3M.NDIRS_20251002	0.0373	0.0373	0.0373	0.0373	1	123000000
2023-10-02	IR	SOPT_STRADDLE_E_USD_MSOFR_1 X 120_4.35	SOPT_STRADDLE_E_USD_MSOFR_1 X 120_4.35	2.47	2.47	2.47	2.47	1	150000000
2023-10-02	IR	SOPT_STRADDLE_E_USD_MSOFR_1 X 120_4.36925	SOPT_STRADDLE_E_USD_MSOFR_1 X 120_4.36925	2.47	2.47	2.47	2.47	1	100000000
2023-10-02	IR	SOPT_STRADDLE_E_USD_MSOFR_2 X 120_4.325	SOPT_STRADDLE_E_USD_MSOFR_2 X 120_4.325	4.11	4.11	4.11	4.11	1	150000000
2023-10-02	IR	SOPT_STRADDLE_E_USD_MSOFR_2 X 120_4.345	SOPT_STRADDLE_E_USD_MSOFR_2 X 120_4.345	4.11	4.11	4.11	4.11	1	100000000
2023-10-02	IR	TRY_OIS_TLREF_0X12	TRY_OIS_TLREF_0X12	39.6	39.6	39.6	39.6	1	630000000
2023-10-02	IR	XA-EUR 10Y		3.426	3.426	3.426	3.498	1	100000000