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
2022-05-17	CD	367385	iBoxx USD Liquid Leveraged Loans Index 20Sep22	175.625	175.625	175.625	175.625	1	15000000
2022-05-17	CD	371249	CDXEM 36 - SEF	89.06	89.06	89.06	89.06	1	10000000
2022-05-17	CD	371266	IG37 3Y - SEF	55.6	55.6	55.6	55.6	1	118000000
2022-05-17	CD	371941	HY37 5Y - SEF	101.66	101.66	101.66	101.66	2	40000000
2022-05-17	CD	386061	S37 EUR 5Y (SEF)	92.125	92.125	90.625	91.625	24	795000000
2022-05-17	CD	386097	S37 XOVER 5Y (SEF)	444.5	445.5	438.25	445.5	9	110000000
2022-05-17	CD	386236	S37 EUR 5Y (SEF 1:5)	91.25	91.625	91.25	91.625	4	250000000
2022-05-17	CD	386354	CDXEM 37 - SEF	91.54	91.56	91.54	91.56	2	20000000
2022-05-17	CD	386355	IG38 5Y - SEF	84.6	85.2	84.15	84.25	20	1097500000
2022-05-17	CD	386364	IG38 3Y - SEF	62.2	62.2	62.2	62.2	1	100000000
2022-05-17	CD	389635	HY38 5Y - SEF	100.63	100.63	100.4	100.59	38	452000000
2022-05-17	CD	CDX.EM.36.V1_60M	CDX.EM.36.V1_60M	89.35	89.4	89.05	89.05	4	165000000
2022-05-17	CD	CDX.EM.37.V1_60M	CDX.EM.37.V1_60M	91.5	91.57	91.5	91.57	9	205000000
2022-05-17	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	5.009	5.009	4.9508	4.9508	9	266000000
2022-05-17	CU	0D_NDF_USD_CLP_NDF	0D_NDF_USD_CLP_NDF	850.5	850.5	849.25	849.25	5	42000000
2022-05-17	CU	0D_NDF_USD_CNY_NDF	0D_NDF_USD_CNY_NDF	6.7285	6.7285	6.7285	6.7285	1	6000000
2022-05-17	CU	0D_NDF_USD_IDR_NDF	0D_NDF_USD_IDR_NDF	14665.0	14665.0	14665.0	14665.0	1	35000000
2022-05-17	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	77.645	77.645	77.3925	77.512	18	184000000
2022-05-17	CU	0D_NDF_USD_KRW_NDF	0D_NDF_USD_KRW_NDF	1267.72	1267.72	1267.72	1267.72	1	20000000
2022-05-17	CU	0D_NDF_USD_PEN_NDF	0D_NDF_USD_PEN_NDF	3.7495	3.76	3.7495	3.76	4	28500000
2022-05-17	CU	0D_NDF_USD_PHP_NDF	0D_NDF_USD_PHP_NDF	52.41	52.41	52.32	52.38	5	73000000
2022-05-17	CU	0D_NDF_USD_TWD_NDF	0D_NDF_USD_TWD_NDF	29.69	29.69	29.67	29.67	4	108000000
2022-05-17	CU	106D_NDF_USD_BRL_NDF	106D_NDF_USD_BRL_NDF	5.099	5.099	5.0951	5.0951	2	120000000
2022-05-17	CU	108D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-09-02	5.10038	5.10038	5.10038	5.10038	1	200000000
2022-05-17	CU	10D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-05-27	4033.0	4033.0	4033.0	4033.0	1	85000000
2022-05-17	CU	120D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-09-14	4129.4	4129.4	4129.4	4129.4	1	628737
2022-05-17	CU	125D_NDF_USD_BRL_NDF	125D_NDF_USD_BRL_NDF	5.1295	5.1295	5.1295	5.1295	1	10000000
2022-05-17	CU	125D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-09-19	4121.3	4121.3	4114.3	4114.3	2	30000000
2022-05-17	CU	127D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-09-21	871.5	872.55	865.5	872.55	4	96000000
2022-05-17	CU	127D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-09-21	1276.3	1276.3	1276.3	1276.3	1	5000000
2022-05-17	CU	13D_NDF_USD_PHP_NDF	13D_NDF_USD_PHP_NDF	52.516	52.516	52.496	52.496	3	50000000
2022-05-17	CU	14D_NDF_USD_BRL_NDF	14D_NDF_USD_BRL_NDF	5.03	5.03	4.961	4.969	43	2237400000
2022-05-17	CU	14D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-05-31	851.13	851.13	851.13	851.13	2	25000000
2022-05-17	CU	14D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-05-31	4033.67	4039.0	4033.67	4039.0	2	110000000
2022-05-17	CU	14D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2022-05-31	14642.0	14642.0	14642.0	14642.0	1	15000000
2022-05-17	CU	14D_USD_BRL_A_FXO_0.423_FXO	14D_USD_BRL_A_FXO_0.423_FXO	1.194861	1.194861	1.194861	1.194861	1	30000000
2022-05-17	CU	15D_NDF_USD_COP_NDF	15D_NDF_USD_COP_NDF	4038.0	4038.0	4038.0	4038.0	1	5000000
2022-05-17	CU	16D_AUD_USD_B_FXO_0.2713_FXO	16D_AUD_USD_B_FXO_0.2713_FXO	0.3183866	0.3183866	0.3183866	0.3183866	1	30000000
2022-05-17	CU	16D_EUR_AUD_A_FXO_-0.2355_FXO	16D_EUR_AUD_A_FXO_-0.2355_FXO	0.3284646	0.3284646	0.3284646	0.3284646	1	50000000
2022-05-17	CU	16D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-06-02	5.03	5.03	4.933	4.933	70	1439050000
2022-05-17	CU	16D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-06-02	851.5	851.5	851.5	851.5	1	14000000
2022-05-17	CU	16D_USD_BRL_A_FXO_0.3669_FXO	16D_USD_BRL_A_FXO_0.3669_FXO	1.070457	1.070457	1.070457	1.070457	1	30000000
2022-05-17	CU	16D_USD_CHF_A_FXO_-0.4515_FXO	16D_USD_CHF_A_FXO_-0.4515_FXO	0.6254975	0.6254975	0.6254975	0.6254975	3	200000000
2022-05-17	CU	17D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-06-03	853.87	853.87	853.87	853.87	1	10000000
2022-05-17	CU	17D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-06-03	4039.13	4043.85	4039.13	4043.85	2	20817012
2022-05-17	CU	186D_NDF_USD_KRW_NDF	186D_NDF_USD_KRW_NDF	1264.0	1264.0	1264.0	1264.0	1	40000000
2022-05-17	CU	186D_NDF_USD_PHP_NDF	186D_NDF_USD_PHP_NDF	53.4	53.4	53.4	53.4	1	20000000
2022-05-17	CU	188D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-11-21	4167.25	4167.25	4167.25	4167.25	1	20000000
2022-05-17	CU	188D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-11-21	79.07	79.07	79.05	79.05	2	40000000
2022-05-17	CU	188D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-11-21	53.415	53.415	53.415	53.415	1	35000000
2022-05-17	CU	18D_NDF_USD_PEN_NDF	18D_NDF_USD_PEN_NDF	3.7539	3.7643	3.7539	3.7643	3	58000000
2022-05-17	CU	199D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-12-02	5.23628	5.23628	5.23628	5.23628	2	90000000
2022-05-17	CU	1D_AUD_USD_B_FXO_0.409_FXO	1D_AUD_USD_B_FXO_0.409_FXO	0.1980224	0.1980224	0.1980224	0.1980224	1	20000000
2022-05-17	CU	1D_EUR_GBP_A_FXO_0.4822_FXO	1D_EUR_GBP_A_FXO_0.4822_FXO	0.1682017	0.1682017	0.1682017	0.1682017	1	20000000
2022-05-17	CU	1D_EUR_USD_B_FXO_0.4285_FXO	1D_EUR_USD_B_FXO_0.4285_FXO	0.1988331	0.1988331	0.1988331	0.1988331	1	30000000
2022-05-17	CU	1D_EUR_USD_B_FXO_0.4801_FXO	1D_EUR_USD_B_FXO_0.4801_FXO	0.1855174	0.1855174	0.1855174	0.1855174	1	30000000
2022-05-17	CU	1D_GBP_USD_B_FXO_-0.345_FXO	1D_GBP_USD_B_FXO_-0.345_FXO	0.1816424	0.1816424	0.1816424	0.1816424	1	20000000
2022-05-17	CU	1D_GBP_USD_B_FXO_-0.3497_FXO	1D_GBP_USD_B_FXO_-0.3497_FXO	0.1851158	0.1851158	0.1851158	0.1851158	1	20000000
2022-05-17	CU	1D_GBP_USD_B_FXO_-0.364_FXO	1D_GBP_USD_B_FXO_-0.364_FXO	0.1958199	0.1958199	0.1958199	0.1958199	1	20000000
2022-05-17	CU	1D_NDF_USD_MYR_NDF	1D_NDF_USD_MYR_NDF	4.3933	4.3933	4.3933	4.3933	2	7000000
2022-05-17	CU	1M_EUR_JPY_A_FXO_-0.4335_FXO	1M_EUR_JPY_A_FXO_-0.4335_FXO	1.093312	1.093312	1.093312	1.093312	1	20000000
2022-05-17	CU	1M_USD_JPY_A_FXO_-0.5007_FXO	1M_USD_JPY_A_FXO_-0.5007_FXO	1.312805	1.312805	1.312805	1.312805	2	25000000
2022-05-17	CU	1M_USD_JPY_A_FXO_0.4988_FXO	1M_USD_JPY_A_FXO_0.4988_FXO	1.36077	1.36077	1.36077	1.36077	2	25000000
2022-05-17	CU	1M_USD_TRY_A_FXO_-0.1498_FXO	1M_USD_TRY_A_FXO_-0.1498_FXO	0.6576221	0.6576221	0.6576221	0.6576221	1	20000000
2022-05-17	CU	1W_EUR_USD_B_FXO_-0.498_FXO	1W_EUR_USD_B_FXO_-0.498_FXO	0.4898664	0.4898664	0.4898664	0.4898664	1	30000000
2022-05-17	CU	1W_EUR_USD_B_FXO_-0.4981_FXO	1W_EUR_USD_B_FXO_-0.4981_FXO	0.4665635	0.4665635	0.4665635	0.4665635	1	25000000
2022-05-17	CU	1W_EUR_USD_B_FXO_-0.5015_FXO	1W_EUR_USD_B_FXO_-0.5015_FXO	0.4713409	0.4713409	0.4713409	0.4713409	1	25000000
2022-05-17	CU	1W_EUR_USD_B_FXO_0.2042_FXO	1W_EUR_USD_B_FXO_0.2042_FXO	0.143156	0.143156	0.143156	0.143156	1	84500000
2022-05-17	CU	1W_EUR_USD_B_FXO_0.4985_FXO	1W_EUR_USD_B_FXO_0.4985_FXO	0.4603409	0.4603409	0.4603409	0.4603409	1	25000000
2022-05-17	CU	1W_EUR_USD_B_FXO_0.5019_FXO	1W_EUR_USD_B_FXO_0.5019_FXO	0.4655635	0.4655635	0.4655635	0.4655635	1	25000000
2022-05-17	CU	1W_EUR_USD_B_FXO_0.502_FXO	1W_EUR_USD_B_FXO_0.502_FXO	0.4888664	0.4888664	0.4888664	0.4888664	1	30000000
2022-05-17	CU	1W_USD_JPY_A_FXO_0.1913_FXO	1W_USD_JPY_A_FXO_0.1913_FXO	0.157563	0.157563	0.157563	0.157563	1	50000000
2022-05-17	CU	1W_USD_ZAR_A_FXO_-0.2495_FXO	1W_USD_ZAR_A_FXO_-0.2495_FXO	0.3488156	0.3488156	0.3488156	0.3488156	1	50000000
2022-05-17	CU	1W_USD_ZAR_A_FXO_0.2503_FXO	1W_USD_ZAR_A_FXO_0.2503_FXO	0.3908986	0.3908986	0.3908986	0.3908986	1	55000000
2022-05-17	CU	1Y_GBP_USD_B_FXO_-0.4994_FXO	1Y_GBP_USD_B_FXO_-0.4994_FXO	5.144589	5.144589	5.144589	5.144589	1	9000000
2022-05-17	CU	1Y_GBP_USD_B_FXO_-0.5001_FXO	1Y_GBP_USD_B_FXO_-0.5001_FXO	5.201519	5.201519	5.201519	5.201519	1	9000000
2022-05-17	CU	1Y_GBP_USD_B_FXO_0.4999_FXO	1Y_GBP_USD_B_FXO_0.4999_FXO	4.600519	4.600519	4.600519	4.600519	1	9000000
2022-05-17	CU	1Y_GBP_USD_B_FXO_0.5006_FXO	1Y_GBP_USD_B_FXO_0.5006_FXO	4.574589	4.574589	4.574589	4.574589	1	9000000
2022-05-17	CU	1Y_USD_CAD_A_FXO_-0.4984_FXO	1Y_USD_CAD_A_FXO_-0.4984_FXO	3.10916	3.10916	3.10916	3.10916	1	10000000
2022-05-17	CU	1Y_USD_CAD_A_FXO_0.4983_FXO	1Y_USD_CAD_A_FXO_0.4983_FXO	3.446049	3.446049	3.446049	3.446049	1	10000000
2022-05-17	CU	20D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-06-06	853.53	853.53	853.53	853.53	1	30000000
2022-05-17	CU	20D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-06-06	4030.0	4030.0	4030.0	4030.0	2	12000000
2022-05-17	CU	20D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-06-06	29.647	29.647	29.647	29.647	1	100000000
2022-05-17	CU	218D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-12-21	53.46	53.46	53.46	53.46	1	60000000
2022-05-17	CU	21D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-06-07	4030.68	4030.68	4030.68	4030.68	2	12000000
2022-05-17	CU	21D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-06-07	29.645	29.645	29.645	29.645	1	100000000
2022-05-17	CU	23D_EUR_USD_B_FXO_0.4252_FXO	23D_EUR_USD_B_FXO_0.4252_FXO	0.7097243	0.7097243	0.7097243	0.7097243	1	69500000
2022-05-17	CU	23D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-06-09	4048.16	4048.16	4048.16	4048.16	1	1000000
2022-05-17	CU	25D_NDF_USD_COP_NDF	25D_NDF_USD_COP_NDF	4040.0	4040.0	4040.0	4040.0	2	22000000
2022-05-17	CU	27D_NDF_USD_BRL_NDF	27D_NDF_USD_BRL_NDF	4.988	4.988	4.988	4.988	1	10000000
2022-05-17	CU	27D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-06-13	4038.5	4038.5	4038.5	4038.5	1	990467
2022-05-17	CU	280D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-02-21	892.25	892.85	892.25	892.85	2	30000000
2022-05-17	CU	280D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2023-02-21	28.958	28.958	28.958	28.958	1	22000000
2022-05-17	CU	28D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-06-14	4047.2	4047.2	4047.2	4047.2	1	10000000
2022-05-17	CU	29D_AUD_USD_B_FXO_0.328_FXO	29D_AUD_USD_B_FXO_0.328_FXO	0.5246501	0.5246501	0.5246501	0.5246501	1	40000000
2022-05-17	CU	29D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-06-15	855.0	856.0	849.0	856.0	4	96000000
2022-05-17	CU	29D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-06-15	4049.82	4049.82	4046.0	4046.0	2	23189100
2022-05-17	CU	29D_NDF_USD_COP_NDF	29D_NDF_USD_COP_NDF	4044.0	4044.0	4044.0	4044.0	2	22000000
2022-05-17	CU	29D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-06-15	1278.0	1278.0	1278.0	1278.0	1	5000000
2022-05-17	CU	29D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-06-15	52.51	52.51	52.51	52.51	1	60000000
2022-05-17	CU	2D_EUR_JPY_A_FXO_0.3528_FXO	2D_EUR_JPY_A_FXO_0.3528_FXO	0.2834934	0.2834934	0.2834934	0.2834934	2	100000000
2022-05-17	CU	2D_EUR_JPY_A_FXO_0.3999_FXO	2D_EUR_JPY_A_FXO_0.3999_FXO	0.3392282	0.3392282	0.3392282	0.3392282	1	50000000
2022-05-17	CU	2D_EUR_USD_B_FXO_-0.2681_FXO	2D_EUR_USD_B_FXO_-0.2681_FXO	0.1250345	0.1250345	0.1250345	0.1250345	2	50000000
2022-05-17	CU	2D_EUR_USD_B_FXO_0.184_FXO	2D_EUR_USD_B_FXO_0.184_FXO	0.0753988	0.0753988	0.0753988	0.0753988	2	100000000
2022-05-17	CU	2D_EUR_USD_B_FXO_0.3474_FXO	2D_EUR_USD_B_FXO_0.3474_FXO	0.16591	0.16591	0.16591	0.16591	1	30000000
2022-05-17	CU	2D_EUR_USD_B_FXO_0.4831_FXO	2D_EUR_USD_B_FXO_0.4831_FXO	0.271941	0.271941	0.271941	0.271941	1	50000000
2022-05-17	CU	2D_EUR_USD_B_FXO_0.4941_FXO	2D_EUR_USD_B_FXO_0.4941_FXO	0.2778208	0.2778208	0.2778208	0.2778208	1	20000000
2022-05-17	CU	2D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-05-19	5.009	5.00915	4.97925	4.97925	15	300500000
2022-05-17	CU	2D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-05-19	852.0	852.0	851.0	851.0	12	52500000
2022-05-17	CU	2D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-05-19	4040.0	4040.0	4025.0	4025.0	8	51000000
2022-05-17	CU	2D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-05-19	3.76	3.76	3.76	3.76	2	8000000
2022-05-17	CU	2D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-05-19	52.468	52.468	52.33	52.38	7	65000000
2022-05-17	CU	2D_NDF_USD_PHP_NDF	2D_NDF_USD_PHP_NDF	52.45	52.45	52.43	52.43	3	50000000
2022-05-17	CU	2D_USD_SGD_A_FXO_-0.3128_FXO	2D_USD_SGD_A_FXO_-0.3128_FXO	0.1020034	0.1020034	0.1020034	0.1020034	1	30000000
2022-05-17	CU	2M_JPY_KRW_A_FXO_-0.4994_FXO	2M_JPY_KRW_A_FXO_-0.4994_FXO	2.129982	2.129982	2.129982	2.129982	1	3235000000
2022-05-17	CU	2M_JPY_KRW_A_FXO_0.4992_FXO	2M_JPY_KRW_A_FXO_0.4992_FXO	2.129982	2.129982	2.129982	2.129982	1	3235000000
2022-05-17	CU	2M_USD_CNH_A_FXO_-0.4993_FXO	2M_USD_CNH_A_FXO_-0.4993_FXO	0.9693096	0.9693096	0.9693096	0.9693096	1	25000000
2022-05-17	CU	2M_USD_CNH_A_FXO_-0.4999_FXO	2M_USD_CNH_A_FXO_-0.4999_FXO	0.9462392	0.9462392	0.9462392	0.9462392	1	25000000
2022-05-17	CU	2M_USD_CNH_A_FXO_-0.5_FXO	2M_USD_CNH_A_FXO_-0.5_FXO	0.9715267	0.9715267	0.9715267	0.9715267	1	37500000
2022-05-17	CU	2M_USD_CNH_A_FXO_0.4997_FXO	2M_USD_CNH_A_FXO_0.4997_FXO	1.001126	1.001126	1.001126	1.001126	1	37500000
2022-05-17	CU	2M_USD_CNH_A_FXO_0.4998_FXO	2M_USD_CNH_A_FXO_0.4998_FXO	0.9462392	0.9462392	0.9462392	0.9462392	1	25000000
2022-05-17	CU	2M_USD_CNH_A_FXO_0.5004_FXO	2M_USD_CNH_A_FXO_0.5004_FXO	1.003344	1.003344	1.003344	1.003344	1	25000000
2022-05-17	CU	2M_USD_JPY_A_FXO_-0.4993_FXO	2M_USD_JPY_A_FXO_-0.4993_FXO	1.772595	1.772595	1.772595	1.772595	1	25000000
2022-05-17	CU	2M_USD_JPY_A_FXO_0.4997_FXO	2M_USD_JPY_A_FXO_0.4997_FXO	1.772595	1.772595	1.772595	1.772595	1	25000000
2022-05-17	CU	2W_EUR_USD_B_FXO_0.2967_FXO	2W_EUR_USD_B_FXO_0.2967_FXO	0.3114089	0.3114089	0.3114089	0.3114089	1	100000000
2022-05-17	CU	2W_GBP_USD_B_FXO_-0.2763_FXO	2W_GBP_USD_B_FXO_-0.2763_FXO	0.4750732	0.4750732	0.4750732	0.4750732	1	50000000
2022-05-17	CU	2W_GBP_USD_B_FXO_-0.4965_FXO	2W_GBP_USD_B_FXO_-0.4965_FXO	0.994863	0.9952614	0.994863	0.9952614	2	30000000
2022-05-17	CU	2W_GBP_USD_B_FXO_-0.5028_FXO	2W_GBP_USD_B_FXO_-0.5028_FXO	1.026196	1.026196	1.026196	1.026196	3	45000000
2022-05-17	CU	2W_GBP_USD_B_FXO_0.2433_FXO	2W_GBP_USD_B_FXO_0.2433_FXO	0.3319548	0.3319548	0.3319548	0.3319548	1	50000000
2022-05-17	CU	2W_GBP_USD_B_FXO_0.2441_FXO	2W_GBP_USD_B_FXO_0.2441_FXO	0.3444806	0.3444806	0.3444806	0.3444806	1	200000000
2022-05-17	CU	2W_GBP_USD_B_FXO_0.3153_FXO	2W_GBP_USD_B_FXO_0.3153_FXO	0.4721628	0.4721628	0.4721628	0.4721628	1	50000000
2022-05-17	CU	2W_GBP_USD_B_FXO_0.3431_FXO	2W_GBP_USD_B_FXO_0.3431_FXO	0.531405	0.531405	0.531405	0.531405	1	50000000
2022-05-17	CU	2W_GBP_USD_B_FXO_0.351_FXO	2W_GBP_USD_B_FXO_0.351_FXO	0.5487564	0.5487564	0.5487564	0.5487564	1	30000000
2022-05-17	CU	2W_GBP_USD_B_FXO_0.383_FXO	2W_GBP_USD_B_FXO_0.383_FXO	0.646889	0.646889	0.646889	0.646889	1	200000000
2022-05-17	CU	2W_GBP_USD_B_FXO_0.4972_FXO	2W_GBP_USD_B_FXO_0.4972_FXO	0.9831958	0.9831958	0.9831958	0.9831958	3	45000000
2022-05-17	CU	2W_GBP_USD_B_FXO_0.5035_FXO	2W_GBP_USD_B_FXO_0.5035_FXO	0.991863	0.9922615	0.991863	0.9922615	2	30000000
2022-05-17	CU	2Y_USD_INR_A_FXO_-0.4978_FXO	2Y_USD_INR_A_FXO_-0.4978_FXO	3.914814	3.914814	3.914814	3.914814	1	12500000
2022-05-17	CU	2Y_USD_INR_A_FXO_0.4974_FXO	2Y_USD_INR_A_FXO_0.4974_FXO	3.914814	3.914814	3.914814	3.914814	1	12500000
2022-05-17	CU	31D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-06-17	4045.6	4045.6	4045.6	4045.6	1	10000000
2022-05-17	CU	320D_NDF_USD_BRL_NDF	320D_NDF_USD_BRL_NDF	5.41299	5.41299	5.41299	5.41299	1	25000000
2022-05-17	CU	322D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2023-04-04	5.39634	5.39634	5.39634	5.39634	1	50000000
2022-05-17	CU	32D_NDF_USD_CNY_NDF	32D_NDF_USD_CNY_NDF	6.739	6.739	6.739	6.739	1	6000000
2022-05-17	CU	32D_NDF_USD_INR_NDF	32D_NDF_USD_INR_NDF	77.88	77.88	77.63	77.75	18	184000000
2022-05-17	CU	32D_NDF_USD_KRW_NDF	32D_NDF_USD_KRW_NDF	1268.0	1268.0	1268.0	1268.0	1	20000000
2022-05-17	CU	32D_NDF_USD_TWD_NDF	32D_NDF_USD_TWD_NDF	29.62	29.62	29.6	29.6	2	28000000
2022-05-17	CU	33D_NDF_USD_CNY_NDF	33D_NDF_USD_CNY_NDF	6.7475	6.7475	6.728	6.7415	7	148000000
2022-05-17	CU	33D_NDF_USD_COP_NDF	33D_NDF_USD_COP_NDF	4053.0	4067.1	4048.0	4048.0	4	50000000
2022-05-17	CU	33D_NDF_USD_IDR_NDF	33D_NDF_USD_IDR_NDF	14676.0	14676.0	14675.0	14675.0	6	110000000
2022-05-17	CU	33D_NDF_USD_INR_NDF	33D_NDF_USD_INR_NDF	77.8725	77.8725	77.65	77.75	8	140000000
2022-05-17	CU	33D_NDF_USD_KRW_NDF	33D_NDF_USD_KRW_NDF	1265.6	1267.5	1265.6	1267.5	2	47000000
2022-05-17	CU	33D_NDF_USD_PEN_NDF	33D_NDF_USD_PEN_NDF	3.772	3.7724	3.772	3.7724	2	10000000
2022-05-17	CU	33D_NDF_USD_PHP_NDF	33D_NDF_USD_PHP_NDF	52.6	52.6	52.49	52.6	10	152000000
2022-05-17	CU	33D_NDF_USD_TWD_NDF	33D_NDF_USD_TWD_NDF	29.565	29.565	29.565	29.565	1	10000000
2022-05-17	CU	34D_NDF_USD_BRL_NDF	34D_NDF_USD_BRL_NDF	4.9876	4.9876	4.9876	4.9876	1	100000000
2022-05-17	CU	34D_NDF_USD_CLP_NDF	34D_NDF_USD_CLP_NDF	855.4	856.0	853.7	856.0	10	65000000
2022-05-17	CU	35D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-06-21	5.00145	5.00145	5.00145	5.00145	1	130000000
2022-05-17	CU	35D_NDF_USD_BRL_NDF	35D_NDF_USD_BRL_NDF	4.9898	4.9928	4.9898	4.9928	2	150000000
2022-05-17	CU	35D_NDF_USD_CNY	NDF_USD_CNY Maturing on 2022-06-21	6.739	6.7445	6.728	6.7415	5	71000000
2022-05-17	CU	35D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-06-21	4060.0	4068.0	4040.0	4050.25	141	707900000
2022-05-17	CU	35D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2022-06-21	14687.0	14687.0	14687.0	14687.0	1	15000000
2022-05-17	CU	35D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-06-21	77.88	77.896	77.63	77.75	4	41000000
2022-05-17	CU	35D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-06-21	1277.95	1279.5	1267.7	1268.0	9	182000000
2022-05-17	CU	35D_NDF_USD_MYR	NDF_USD_MYR Maturing on 2022-06-21	4.394	4.394	4.394	4.394	1	13500000
2022-05-17	CU	35D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-06-21	3.783	3.783	3.763	3.775	43	246000000
2022-05-17	CU	35D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-06-21	52.718	52.718	52.5	52.6	4	74000000
2022-05-17	CU	35D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-06-21	29.693	29.693	29.51	29.51	9	284000000
2022-05-17	CU	365D_NDF_USD_CLP_NDF	365D_NDF_USD_CLP_NDF	903.0	904.0	903.0	904.0	2	15000000
2022-05-17	CU	365D_NDF_USD_INR_NDF	365D_NDF_USD_INR_NDF	80.43	80.43	80.35	80.42	6	75000000
2022-05-17	CU	366D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2023-05-18	54.11	54.11	54.11	54.11	1	20000000
2022-05-17	CU	367D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-05-19	904.6	904.6	904.6	904.6	3	35000000
2022-05-17	CU	367D_NDF_USD_COP	NDF_USD_COP Maturing on 2023-05-19	4301.25	4301.25	4301.25	4301.25	2	30000000
2022-05-17	CU	367D_NDF_USD_INR	NDF_USD_INR Maturing on 2023-05-19	80.51	80.51	80.43	80.43	2	40000000
2022-05-17	CU	36D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-06-22	857.15	857.15	853.75	856.5	198	1362900000
2022-05-17	CU	36D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-06-22	29.593	29.593	29.593	29.593	1	50000000
2022-05-17	CU	379D_NDF_USD_BRL_NDF	379D_NDF_USD_BRL_NDF	5.4885	5.4885	5.4885	5.4885	1	25000000
2022-05-17	CU	38D_EUR_SEK_A_FXO_-0.4165_FXO	38D_EUR_SEK_A_FXO_-0.4165_FXO	0.8280135	0.8280135	0.8280135	0.8280135	1	30000000
2022-05-17	CU	3D_EUR_GBP_A_FXO_0.1105_FXO	3D_EUR_GBP_A_FXO_0.1105_FXO	0.0509201	0.0509201	0.0509201	0.0509201	1	30000000
2022-05-17	CU	3D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-05-20	5.0112	5.0112	4.9487	4.9508	12	215000000
2022-05-17	CU	3D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-05-20	849.83	851.5	849.83	851.0	17	275000000
2022-05-17	CU	3D_NDF_USD_CNY	NDF_USD_CNY Maturing on 2022-05-20	6.7285	6.7285	6.7285	6.7285	3	31000000
2022-05-17	CU	3D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-05-20	4027.0	4045.0	4027.0	4036.0	17	166000000
2022-05-17	CU	3D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2022-05-20	14637.0	14640.0	14637.0	14640.0	2	50000000
2022-05-17	CU	3D_NDF_USD_INR	NDF_USD_INR Maturing on 2022-05-20	77.645	77.645	77.3925	77.512	3	28000000
2022-05-17	CU	3D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-05-20	1271.85	1271.85	1267.43	1267.72	5	58000000
2022-05-17	CU	3D_NDF_USD_MYR	NDF_USD_MYR Maturing on 2022-05-20	4.39	4.3933	4.39	4.3933	2	18500000
2022-05-17	CU	3D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-05-20	3.7598	3.7598	3.7598	3.7598	5	10000000
2022-05-17	CU	3D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-05-20	52.473	52.473	52.341	52.341	7	61000000
2022-05-17	CU	3D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-05-20	29.69	29.69	29.67	29.67	1	12000000
2022-05-17	CU	3D_NDF_USD_TWD_NDF	3D_NDF_USD_TWD_NDF	29.682	29.682	29.682	29.682	2	80000000
2022-05-17	CU	3D_USD_CAD_A_FXO_-0.3461_FXO	3D_USD_CAD_A_FXO_-0.3461_FXO	0.1739726	0.1739726	0.1739726	0.1739726	2	60000000
2022-05-17	CU	3M_EUR_USD_B_FXO_-0.0992_FXO	3M_EUR_USD_B_FXO_-0.0992_FXO	0.2473116	0.2473116	0.2473116	0.2473116	2	80000000
2022-05-17	CU	3M_EUR_USD_B_FXO_-0.4979_FXO	3M_EUR_USD_B_FXO_-0.4979_FXO	1.856134	1.856134	1.856134	1.856134	2	35000000
2022-05-17	CU	3M_EUR_USD_B_FXO_0.0999_FXO	3M_EUR_USD_B_FXO_0.0999_FXO	0.2395698	0.2395698	0.2395698	0.2395698	2	80000000
2022-05-17	CU	3M_EUR_USD_B_FXO_0.5021_FXO	3M_EUR_USD_B_FXO_0.5021_FXO	1.782134	1.782134	1.782134	1.782134	2	35000000
2022-05-17	CU	3M_GBP_USD_B_FXO_-0.2518_FXO	3M_GBP_USD_B_FXO_-0.2518_FXO	1.117721	1.117721	1.117721	1.117721	1	50000000
2022-05-17	CU	3M_GBP_USD_B_FXO_0.2501_FXO	3M_GBP_USD_B_FXO_0.2501_FXO	0.8764837	0.8764837	0.8764837	0.8764837	1	50000000
2022-05-17	CU	3M_USD_CAD_A_FXO_-0.3168_FXO	3M_USD_CAD_A_FXO_-0.3168_FXO	0.7870233	0.7870233	0.7870233	0.7870233	2	70000000
2022-05-17	CU	3M_USD_CAD_A_FXO_-0.5006_FXO	3M_USD_CAD_A_FXO_-0.5006_FXO	1.594868	1.594868	1.594868	1.594868	2	25000000
2022-05-17	CU	3M_USD_CAD_A_FXO_0.0491_FXO	3M_USD_CAD_A_FXO_0.0491_FXO	0.1229697	0.1229697	0.1229697	0.1229697	2	281000000
2022-05-17	CU	3M_USD_CAD_A_FXO_0.1672_FXO	3M_USD_CAD_A_FXO_0.1672_FXO	0.4559133	0.4559133	0.4559133	0.4559133	2	115000000
2022-05-17	CU	3M_USD_CAD_A_FXO_0.4987_FXO	3M_USD_CAD_A_FXO_0.4987_FXO	1.668945	1.668945	1.668945	1.668945	2	25000000
2022-05-17	CU	3M_USD_JPY_A_FXO_-0.1008_FXO	3M_USD_JPY_A_FXO_-0.1008_FXO	0.2899442	0.2899442	0.2899442	0.2899442	2	142500000
2022-05-17	CU	3M_USD_JPY_A_FXO_-0.4985_FXO	3M_USD_JPY_A_FXO_-0.4985_FXO	2.092908	2.092908	2.092908	2.092908	2	14500000
2022-05-17	CU	3M_USD_JPY_A_FXO_-0.5005_FXO	3M_USD_JPY_A_FXO_-0.5005_FXO	2.049335	2.049335	2.049335	2.049335	2	50000000
2022-05-17	CU	3M_USD_JPY_A_FXO_0.1005_FXO	3M_USD_JPY_A_FXO_0.1005_FXO	0.2945901	0.2945901	0.2945901	0.2945901	2	142500000
2022-05-17	CU	3M_USD_JPY_A_FXO_0.4983_FXO	3M_USD_JPY_A_FXO_0.4983_FXO	2.174808	2.174808	2.174808	2.174808	2	50000000
2022-05-17	CU	3M_USD_JPY_A_FXO_0.4999_FXO	3M_USD_JPY_A_FXO_0.4999_FXO	2.251227	2.251227	2.251227	2.251227	2	14500000
2022-05-17	CU	3W_AUD_JPY_A_FXO_-0.4986_FXO	3W_AUD_JPY_A_FXO_-0.4986_FXO	1.475589	1.475589	1.475589	1.475589	2	40000000
2022-05-17	CU	3W_AUD_JPY_A_FXO_0.5006_FXO	3W_AUD_JPY_A_FXO_0.5006_FXO	1.55711	1.55711	1.55711	1.55711	2	40000000
2022-05-17	CU	414D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2023-07-05	5.51136	5.51136	5.51136	5.51136	2	100000000
2022-05-17	CU	42D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-06-28	4.968	4.968	4.968	4.968	1	62000000
2022-05-17	CU	47D_NDF_USD_BRL_NDF	47D_NDF_USD_BRL_NDF	5.03355	5.05816	5.00715	5.00715	12	1127000000
2022-05-17	CU	48D_JPY_KRW_A_FXO_0.185_FXO	48D_JPY_KRW_A_FXO_0.185_FXO	0.5621275	0.5621275	0.5621275	0.5621275	1	5000000000
2022-05-17	CU	48D_USD_JPY_A_FXO_0.4124_FXO	48D_USD_JPY_A_FXO_0.4124_FXO	1.195091	1.195091	1.195091	1.195091	1	30000000
2022-05-17	CU	49D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-07-05	5.04605	5.04605	5.04605	5.04605	1	200000000
2022-05-17	CU	49D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-07-05	4063.29	4063.34	4063.29	4063.34	6	75000000
2022-05-17	CU	4D_NDF_USD_BRL_NDF	4D_NDF_USD_BRL_NDF	4.9635	4.9635	4.9635	4.9635	2	51000000
2022-05-17	CU	4D_NDF_USD_PEN_NDF	4D_NDF_USD_PEN_NDF	3.7498	3.7499	3.7498	3.7499	2	18500000
2022-05-17	CU	4M_GBP_USD_B_FXO_-0.4999_FXO	4M_GBP_USD_B_FXO_-0.4999_FXO	2.990273	2.990273	2.990273	2.990273	1	15000000
2022-05-17	CU	4M_GBP_USD_B_FXO_-0.5_FXO	4M_GBP_USD_B_FXO_-0.5_FXO	3.007276	3.007276	3.007276	3.007276	1	15000000
2022-05-17	CU	4M_GBP_USD_B_FXO_0.5_FXO	4M_GBP_USD_B_FXO_0.5_FXO	2.796276	2.796276	2.796276	2.796276	1	15000000
2022-05-17	CU	4M_GBP_USD_B_FXO_0.5001_FXO	4M_GBP_USD_B_FXO_0.5001_FXO	2.782273	2.782273	2.782273	2.782273	1	15000000
2022-05-17	CU	4Y_USD_CAD_A_FXO_-0.491_FXO	4Y_USD_CAD_A_FXO_-0.491_FXO	6.542366	6.542366	6.542366	6.542366	1	5500000
2022-05-17	CU	4Y_USD_CAD_A_FXO_0.4915_FXO	4Y_USD_CAD_A_FXO_0.4915_FXO	8.286551	8.286551	8.286551	8.286551	1	5500000
2022-05-17	CU	552D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2023-11-20	916.0	916.0	916.0	916.0	1	10000000
2022-05-17	CU	5D_NDF_USD_COP_NDF	5D_NDF_USD_COP_NDF	4029.0	4029.0	4029.0	4029.0	1	14000000
2022-05-17	CU	63D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-07-19	859.65	860.15	859.65	860.15	6	150000000
2022-05-17	CU	63D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2022-07-19	14727.0	14727.0	14727.0	14727.0	1	15000000
2022-05-17	CU	6D_AUD_USD_B_FXO_0.4314_FXO	6D_AUD_USD_B_FXO_0.4314_FXO	0.4044683	0.4044683	0.4044683	0.4044683	1	30000000
2022-05-17	CU	6D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-05-23	4.9778	4.9778	4.95045	4.9525	6	115000000
2022-05-17	CU	6D_NDF_USD_BRL_NDF	6D_NDF_USD_BRL_NDF	4.9777	4.9777	4.9777	4.9777	1	15000000
2022-05-17	CU	6D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-05-23	850.0	851.68	849.5	851.68	12	181000000
2022-05-17	CU	6D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-05-23	4030.0	4030.0	4030.0	4030.0	1	50000000
2022-05-17	CU	6D_NDF_USD_COP_NDF	6D_NDF_USD_COP_NDF	4030.85	4051.0	4030.85	4051.0	2	54000000
2022-05-17	CU	6D_NDF_USD_IDR	NDF_USD_IDR Maturing on 2022-05-23	14637.0	14637.0	14637.0	14637.0	1	35000000
2022-05-17	CU	6D_NDF_USD_INR_NDF	6D_NDF_USD_INR_NDF	77.67	77.67	77.67	77.67	2	65000000
2022-05-17	CU	6D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-05-23	3.7706	3.7706	3.7607	3.7607	8	85000000
2022-05-17	CU	6D_NDF_USD_PEN_NDF	6D_NDF_USD_PEN_NDF	3.76	3.76	3.76	3.76	1	3000000
2022-05-17	CU	6D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-05-23	29.649	29.649	29.649	29.649	1	100000000
2022-05-17	CU	6M_EUR_USD_B_FXO_-0.1505_FXO	6M_EUR_USD_B_FXO_-0.1505_FXO	0.5714682	0.5714682	0.5714682	0.5714682	1	30000000
2022-05-17	CU	6M_EUR_USD_B_FXO_-0.5012_FXO	6M_EUR_USD_B_FXO_-0.5012_FXO	2.699985	2.699985	2.699985	2.699985	1	15000000
2022-05-17	CU	6M_EUR_USD_B_FXO_0.149_FXO	6M_EUR_USD_B_FXO_0.149_FXO	0.5318756	0.5318756	0.5318756	0.5318756	1	30000000
2022-05-17	CU	6M_EUR_USD_B_FXO_0.4988_FXO	6M_EUR_USD_B_FXO_0.4988_FXO	2.482985	2.482985	2.482985	2.482985	1	15000000
2022-05-17	CU	6M_GBP_USD_B_FXO_-0.4989_FXO	6M_GBP_USD_B_FXO_-0.4989_FXO	3.6772	3.6772	3.6772	3.6772	1	15000000
2022-05-17	CU	6M_GBP_USD_B_FXO_-0.5001_FXO	6M_GBP_USD_B_FXO_-0.5001_FXO	3.690187	3.690187	3.690187	3.690187	1	10000000
2022-05-17	CU	6M_GBP_USD_B_FXO_0.4999_FXO	6M_GBP_USD_B_FXO_0.4999_FXO	3.375187	3.375187	3.375187	3.375187	1	10000000
2022-05-17	CU	6M_GBP_USD_B_FXO_0.5011_FXO	6M_GBP_USD_B_FXO_0.5011_FXO	3.3882	3.3882	3.3882	3.3882	1	15000000
2022-05-17	CU	6M_USD_CAD_A_FXO_-0.4991_FXO	6M_USD_CAD_A_FXO_-0.4991_FXO	2.235985	2.235985	2.235985	2.235985	2	17500000
2022-05-17	CU	6M_USD_CAD_A_FXO_0.4992_FXO	6M_USD_CAD_A_FXO_0.4992_FXO	2.40672	2.40672	2.40672	2.40672	2	17500000
2022-05-17	CU	6M_USD_INR_A_FXO_-0.4997_FXO	6M_USD_INR_A_FXO_-0.4997_FXO	1.925364	1.925364	1.925364	1.925364	1	25000000
2022-05-17	CU	6M_USD_INR_A_FXO_0.4992_FXO	6M_USD_INR_A_FXO_0.4992_FXO	1.925364	1.925364	1.925364	1.925364	1	25000000
2022-05-17	CU	75D_NDF_USD_BRL_NDF	75D_NDF_USD_BRL_NDF	5.0873	5.09984	5.0813	5.09984	3	200000000
2022-05-17	CU	77D_AUD_USD_B_FXO_0.3563_FXO	77D_AUD_USD_B_FXO_0.3563_FXO	0.9725574	0.9725574	0.9725574	0.9725574	1	50000000
2022-05-17	CU	77D_AUD_USD_B_FXO_0.359_FXO	77D_AUD_USD_B_FXO_0.359_FXO	0.9832882	0.9832882	0.9832882	0.9832882	1	30000000
2022-05-17	CU	77D_NDF_USD_BRL	NDF_USD_BRL Maturing on 2022-08-02	5.08818	5.08818	5.08818	5.08818	1	100000000
2022-05-17	CU	7D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-05-24	4030.0	4030.67	4030.0	4030.67	2	70000000
2022-05-17	CU	7D_NDF_USD_IDR_NDF	7D_NDF_USD_IDR_NDF	14675.0	14675.0	14675.0	14675.0	1	35000000
2022-05-17	CU	7D_NDF_USD_PEN_NDF	7D_NDF_USD_PEN_NDF	3.75	3.75	3.75	3.75	2	55000000
2022-05-17	CU	7D_NDF_USD_PHP_NDF	7D_NDF_USD_PHP_NDF	52.395	52.4	52.37	52.37	4	59000000
2022-05-17	CU	8D_GBP_USD_B_FXO_0.0927_FXO	8D_GBP_USD_B_FXO_0.0927_FXO	0.0899355	0.0899355	0.0899355	0.0899355	2	55000000
2022-05-17	CU	8D_GBP_USD_B_FXO_0.0935_FXO	8D_GBP_USD_B_FXO_0.0935_FXO	0.0908668	0.0908668	0.0908668	0.0908668	1	45000000
2022-05-17	CU	8D_NDF_USD_BRL_NDF	8D_NDF_USD_BRL_NDF	4.971	4.971	4.971	4.971	1	50000000
2022-05-17	CU	8D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-05-25	4041.0	4041.0	4041.0	4041.0	1	17000000
2022-05-17	CU	8D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-05-25	52.503	52.513	52.503	52.513	2	13000000
2022-05-17	CU	8D_USD_BRL_A_FXO_0.4941_FXO	8D_USD_BRL_A_FXO_0.4941_FXO	1.175293	1.175293	1.175293	1.175293	2	30000000
2022-05-17	CU	92D_NDF_USD_IDR_NDF	92D_NDF_USD_IDR_NDF	14755.0	14755.0	14755.0	14755.0	5	105000000
2022-05-17	CU	92D_NDF_USD_TWD_NDF	92D_NDF_USD_TWD_NDF	29.425	29.425	29.425	29.425	1	10000000
2022-05-17	CU	94D_NDF_USD_CLP	NDF_USD_CLP Maturing on 2022-08-19	867.15	867.15	866.65	867.05	9	200000000
2022-05-17	CU	94D_NDF_USD_COP	NDF_USD_COP Maturing on 2022-08-19	4102.35	4110.25	4102.35	4110.25	2	30000000
2022-05-17	CU	94D_NDF_USD_PEN	NDF_USD_PEN Maturing on 2022-08-19	3.799	3.799	3.799	3.799	6	70000000
2022-05-17	CU	9D_AUD_NZD_A_FXO_-0.0767_FXO	9D_AUD_NZD_A_FXO_-0.0767_FXO	0.0435411	0.0435411	0.0435411	0.0435411	1	20000000
2022-05-17	CU	9D_AUD_NZD_A_FXO_-0.1571_FXO	9D_AUD_NZD_A_FXO_-0.1571_FXO	0.1095506	0.1095506	0.1095506	0.1095506	1	40000000
2022-05-17	CU	9D_NDF_USD_KRW	NDF_USD_KRW Maturing on 2022-05-26	1277.81	1279.36	1272.86	1272.86	3	134000000
2022-05-17	CU	9D_NDF_USD_PHP	NDF_USD_PHP Maturing on 2022-05-26	52.395	52.395	52.37	52.37	1	1000000
2022-05-17	CU	9D_NDF_USD_TWD	NDF_USD_TWD Maturing on 2022-05-26	29.733	29.733	29.733	29.733	1	10000000
2022-05-17	CU	9D_USD_BRL_A_FXO_-0.3025_FXO	9D_USD_BRL_A_FXO_-0.3025_FXO	0.6131819	0.6131819	0.6131819	0.6131819	3	130000000
2022-05-17	CU	9M_USD_CLP_A_FXO_-0.3639_FXO	9M_USD_CLP_A_FXO_-0.3639_FXO	3.174198	3.174198	3.174198	3.174198	3	50000000
2022-05-17	CU	9M_USD_CNH_A_FXO_-0.4991_FXO	9M_USD_CNH_A_FXO_-0.4991_FXO	1.913779	1.913779	1.913779	1.913779	1	17500000
2022-05-17	CU	9M_USD_CNH_A_FXO_-0.4994_FXO	9M_USD_CNH_A_FXO_-0.4994_FXO	1.915264	1.915264	1.915264	1.915264	1	11500000
2022-05-17	CU	9M_USD_CNH_A_FXO_0.4994_FXO	9M_USD_CNH_A_FXO_0.4994_FXO	2.037904	2.037904	2.037904	2.037904	1	11500000
2022-05-17	CU	9M_USD_CNH_A_FXO_0.4996_FXO	9M_USD_CNH_A_FXO_0.4996_FXO	2.039389	2.039389	2.039389	2.039389	1	17500000
2022-05-17	CU	USDCNY20220523-R22008	Non Deliverable Forward Chinese Renminbi - Value Date 2022-05-23	6.74414	6.74414	6.74414	6.74414	4	44000000
2022-05-17	CU	USDCNY20220525-R22008	Non Deliverable Forward Chinese Renminbi - Value Date 2022-05-25	6.74471	6.74471	6.74471	6.74471	2	18000000
2022-05-17	CU	USDCNY20220526-R22008	Non Deliverable Forward Chinese Renminbi - Value Date 2022-05-26	6.745	6.745	6.745	6.745	2	4000000
2022-05-17	CU	USDCNY20220527-R22008	Non Deliverable Forward Chinese Renminbi - Value Date 2022-05-27	6.74538	6.74538	6.74538	6.74538	1	3000000
2022-05-17	CU	USDCNY20220531-R22008	Non Deliverable Forward Chinese Renminbi - Value Date 2022-05-31	6.74689	6.74689	6.74689	6.74689	5	25000000
2022-05-17	CU	USDCNY20220606-R22008	Non Deliverable Forward Chinese Renminbi - Value Date 2022-06-06	6.74915	6.74915	6.74915	6.74915	5	30000000
2022-05-17	CU	USDCNY20220608-R22008	Non Deliverable Forward Chinese Renminbi - Value Date 2022-06-08	6.7499	6.7499	6.7499	6.7499	2	31000000
2022-05-17	CU	USDCNY20220609-R22008	Non Deliverable Forward Chinese Renminbi - Value Date 2022-06-09	6.75028	6.75028	6.75028	6.75028	3	21000000
2022-05-17	CU	USDCNY20220615-R22008	Non Deliverable Forward Chinese Renminbi - Value Date 2022-06-15	6.75254	6.75254	6.75254	6.75254	1	4000000
2022-05-17	CU	USDCNY20220617-R22008	Non Deliverable Forward Chinese Renminbi - Value Date 2022-06-17	6.75329	6.75329	6.75329	6.75329	1	2000000
2022-05-17	CU	USDCNY20220621-R22008	Non Deliverable Forward Chinese Renminbi - Value Date 2022-06-21	6.7548	6.7548	6.7548	6.7548	6	48000000
2022-05-17	CU	USDCNY20220622-R22008	Non Deliverable Forward Chinese Renminbi - Value Date 2022-06-22	6.75518	6.75518	6.75518	6.75518	1	4000000
2022-05-17	CU	USDCNY20220627-R22008	Non Deliverable Forward Chinese Renminbi - Value Date 2022-06-27	6.75705	6.75705	6.75705	6.75705	1	10000000
2022-05-17	CU	USDCNY20220711-R22008	Non Deliverable Forward Chinese Renminbi - Value Date 2022-07-11	6.7623	6.7623	6.7623	6.7623	2	10000000
2022-05-17	CU	USDCNY20220713-R22008	Non Deliverable Forward Chinese Renminbi - Value Date 2022-07-13	6.76305	6.76305	6.76305	6.76305	1	20000000
2022-05-17	CU	USDCNY20220719-R22008	Non Deliverable Forward Chinese Renminbi - Value Date 2022-07-19	6.7653	6.7653	6.7653	6.7653	1	3000000
2022-05-17	CU	USDIDR20220523-R22009	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-05-23	14634.0	14634.0	14634.0	14634.0	3	5000000
2022-05-17	CU	USDIDR20220524-R22009	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-05-24	14633.75	14633.75	14633.75	14633.75	1	1000000
2022-05-17	CU	USDIDR20220525-R22009	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-05-25	14633.5	14633.5	14633.5	14633.5	2	48000000
2022-05-17	CU	USDIDR20220602-R22009	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-06-02	14640.67	14640.67	14640.67	14640.67	1	1000000
2022-05-17	CU	USDIDR20220615-R22009	Non Deliverable Forward Indonesian Rupiah - Value Date 2022-06-15	14657.31	14657.31	14657.31	14657.31	4	53000000
2022-05-17	CU	USDMYR20220523-R22011	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-05-23	4.38714	4.38714	4.38714	4.38714	2	6000000
2022-05-17	CU	USDMYR20220525-R22011	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-05-25	4.38671	4.38671	4.38671	4.38671	1	3000000
2022-05-17	CU	USDMYR20220526-R22011	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-05-26	4.3865	4.3865	4.3865	4.3865	1	1000000
2022-05-17	CU	USDMYR20220527-R22011	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-05-27	4.38658	4.38658	4.38658	4.38658	1	1000000
2022-05-17	CU	USDMYR20220531-R22011	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-05-31	4.38688	4.38688	4.38688	4.38688	2	2000000
2022-05-17	CU	USDMYR20220602-R22011	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-06-02	4.38704	4.38704	4.38704	4.38704	2	2000000
2022-05-17	CU	USDMYR20220607-R22011	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-06-07	4.38742	4.38742	4.38742	4.38742	2	2000000
2022-05-17	CU	USDMYR20220615-R22011	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-06-15	4.38804	4.38804	4.38804	4.38804	1	1000000
2022-05-17	CU	USDMYR20220621-R22011	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-06-21	4.3885	4.3885	4.3885	4.3885	1	1000000
2022-05-17	CU	USDMYR20220713-R22011	Non Deliverable Forward Malaysian Ringgit - Value Date 2022-07-13	4.39204	4.39204	4.39204	4.39204	1	1000000
2022-05-17	CU	USDPHP20220519-R22012	Non Deliverable Forward Philippine Peso - Value Date 2022-05-19	52.4534	52.4534	52.4534	52.4534	1	5000000
2022-05-17	CU	USDPHP20220524-R22012	Non Deliverable Forward Philippine Peso - Value Date 2022-05-24	52.4651	52.4651	52.4651	52.4651	4	50000000
2022-05-17	CU	USDPHP20220606-R22012	Non Deliverable Forward Philippine Peso - Value Date 2022-06-06	52.5501	52.5501	52.5501	52.5501	1	3000000
2022-05-17	CU	USDPHP20220608-R22012	Non Deliverable Forward Philippine Peso - Value Date 2022-06-08	52.5639	52.5639	52.5639	52.5639	1	12000000
2022-05-17	CU	USDPHP20220613-R22012	Non Deliverable Forward Philippine Peso - Value Date 2022-06-13	52.5983	52.5983	52.5983	52.5983	1	12000000
2022-05-17	CU	USDPHP20220615-R22012	Non Deliverable Forward Philippine Peso - Value Date 2022-06-15	52.6121	52.6121	52.6121	52.6121	1	23000000
2022-05-17	CU	USDTWD20220615-R22013	Non Deliverable Forward Taiwan New Dollar - Value Date 2022-06-15	29.6068	29.6068	29.6068	29.6068	1	4000000
2022-05-17	CU	USDTWD20220616-R22013	Non Deliverable Forward Taiwan New Dollar - Value Date 2022-06-16	29.6048	29.6048	29.6048	29.6048	1	4000000
2022-05-17	EQ	20740	STTELSXR [SEF]	17.5	17.5	17.5	17.5	1	132000000
2022-05-17	IR	GBP.1M.JUN22.MPC.OIS _20220804	GBP.1M.JUN22.MPC.OIS _20220804	0.01246	0.01246	0.01246	0.01246	1	500000000
2022-05-17	IR	0x1SPOT LCH		0.935	1.1225	1.1225	1.1225	1	1000000000
2022-05-17	IR	10Y GBP SONIA OIS_20320517	10Y GBP SONIA OIS_20320517	0.01873	0.01873	0.01873	0.01873	1	20000000
2022-05-17	IR	10Y Q/3s ZAR IRS_20320517	10Y Q/3s ZAR IRS_20320517	0.0851	0.0851	0.0851	0.0851	2	240000000
2022-05-17	IR	10Y SOFR LCH		2.67625	2.67625	2.67625	2.67625	13	850000000
2022-05-17	IR	10Y SOFR/3M LCH		25.75	25.625	25.625	25.625	1	75000000
2022-05-17	IR	15M EUR OIS Outright_20230819	15M EUR OIS Outright_20230819	0.00365	0.00365	0.00365	0.00365	1	100000000
2022-05-17	IR	15Y SOFR/3M LCH		25.75	25.7	25.625	25.7	3	350000000
2022-05-17	IR	18M SOFR/3M LCH		26.125	25.0	25.0	25.0	1	375000000
2022-05-17	IR	1Y ANN/3s PLN IRS_20230519	1Y ANN/3s PLN IRS_20230519	0.0729	0.0729	0.0726	0.0726	2	474000000
2022-05-17	IR	1Y SOFR LCH		2.23625	2.27125	2.26875	2.27125	2	750000000
2022-05-17	IR	1Y.1Y EUR OIS Outright (1y1yfwd ESTR)_20240519	1Y.1Y EUR OIS Outright (1y1yfwd ESTR)_20240519	0.01275	0.01275	0.01275	0.01275	1	100000000
2022-05-17	IR	1Yx3M_EUR-EURIBOR_0_Straddle_360	1Yx3M_EUR-EURIBOR_0_Straddle_360	0.0088	0.0088	0.0088	0.0088	1	125000000
2022-05-17	IR	25Y SOFR/FF LCH		-0.75	-0.75	-0.75	-0.75	1	19000000
2022-05-17	IR	2Y 1M/3M		11.5	11.5	11.5	11.5	1	550000000
2022-05-17	IR	2Y ANN/6s PLN IRS_20240519	2Y ANN/6s PLN IRS_20240519	0.0702	0.0703	0.0702	0.0702	3	366000000
2022-05-17	IR	2Y TRY OIS TLREF (2Y.3M.TLREF)_20240518	2Y TRY OIS TLREF (2Y.3M.TLREF)_20240518	0.325	0.325	0.325	0.325	1	110000000
2022-05-17	IR	30Y SOFR LCH		2.5725	2.5725	2.5725	2.5725	6	150000000
2022-05-17	IR	30Y SOFR/FF LCH		-0.875	-0.875	-0.875	-0.875	1	17000000
2022-05-17	IR	3M.NZD.IRS_20220823	3M.NZD.IRS_20220823	0.0221	0.0221	0.0221	0.0221	2	135000000
2022-05-17	IR	3M.NZD.IRS_20220824	3M.NZD.IRS_20220824	0.022184	0.022184	0.022184	0.022184	1	113000000
2022-05-17	IR	3M.NZD.IRS_20220826	3M.NZD.IRS_20220826	0.022353	0.022353	0.022353	0.022353	1	25000000
2022-05-17	IR	3M.NZD.IRS_20220827	3M.NZD.IRS_20220827	0.022529	0.022529	0.022529	0.022529	2	196000000
2022-05-17	IR	3M.NZD.IRS_20220830	3M.NZD.IRS_20220830	0.022693	0.022693	0.022693	0.022693	2	800000000
2022-05-17	IR	3M.NZD.IRS_20220902	3M.NZD.IRS_20220902	0.022951	0.022951	0.022951	0.022951	2	231000000
2022-05-17	IR	3M.NZD.IRS_20220903	3M.NZD.IRS_20220903	0.023131	0.023131	0.023131	0.023131	2	126000000
2022-05-17	IR	3M.NZD.IRS_20220907	3M.NZD.IRS_20220907	0.023387	0.023387	0.023387	0.023387	3	146000000
2022-05-17	IR	3M.NZD.IRS_20220908	3M.NZD.IRS_20220908	0.023475	0.023475	0.023475	0.023475	1	138000000
2022-05-17	IR	3M.NZD.IRS_20220909	3M.NZD.IRS_20220909	0.023563	0.023563	0.023563	0.023563	1	25000000
2022-05-17	IR	3M.NZD.IRS_20220915	3M.NZD.IRS_20220915	0.0241	0.0241	0.0241	0.0241	1	646000000
2022-05-17	IR	3M.NZD.IRS_20220916	3M.NZD.IRS_20220916	0.024191	0.024191	0.024191	0.024191	4	623000000
2022-05-17	IR	3M.NZD.IRS_20220920	3M.NZD.IRS_20220920	0.024557	0.024557	0.024557	0.024557	1	100000000
2022-05-17	IR	3M.NZD.IRS_20220922	3M.NZD.IRS_20220922	0.024742	0.024742	0.024742	0.024742	1	100000000
2022-05-17	IR	3M.NZD.IRS_20220923	3M.NZD.IRS_20220923	0.024835	0.024835	0.024835	0.024835	1	100000000
2022-05-17	IR	3M.NZD.IRS_20220929	3M.NZD.IRS_20220929	0.025398	0.025398	0.025398	0.025398	1	14000000
2022-05-17	IR	3M.NZD.IRS_20221013	3M.NZD.IRS_20221013	0.026731	0.026731	0.026731	0.026731	1	20000000
2022-05-17	IR	3M.NZD.IRS_20221018	3M.NZD.IRS_20221018	0.027208	0.027208	0.027208	0.027208	1	41000000
2022-05-17	IR	3M.NZD.IRS_20221020	3M.NZD.IRS_20221020	0.027398	0.027398	0.027398	0.027398	1	80000000
2022-05-17	IR	3M.NZD.IRS_20221021	3M.NZD.IRS_20221021	0.027493	0.027493	0.027493	0.027493	1	137000000
2022-05-17	IR	3M.NZD.IRS_20221022	3M.NZD.IRS_20221022	0.02773	0.02773	0.02773	0.02773	1	366000000
2022-05-17	IR	3M.NZD.IRS_20221025	3M.NZD.IRS_20221025	0.027872	0.027872	0.027872	0.027872	1	289000000
2022-05-17	IR	3M.NZD.IRS_20221028	3M.NZD.IRS_20221028	0.028154	0.028154	0.028154	0.028154	1	236000000
2022-05-17	IR	3M.NZD.IRS_20221029	3M.NZD.IRS_20221029	0.028339	0.028339	0.028339	0.028339	1	20000000
2022-05-17	IR	3M.NZD.IRS_20221102	3M.NZD.IRS_20221102	0.028619	0.028619	0.028619	0.028619	1	249000000
2022-05-17	IR	3M.NZD.IRS_20221103	3M.NZD.IRS_20221103	0.028711	0.028711	0.028711	0.028711	1	226000000
2022-05-17	IR	3M.NZD.IRS_20221104	3M.NZD.IRS_20221104	0.028803	0.028803	0.028803	0.028803	1	26000000
2022-05-17	IR	3M.NZD.IRS_20221108	3M.NZD.IRS_20221108	0.029167	0.029167	0.029167	0.029167	1	110000000
2022-05-17	IR	3M.NZD.IRS_20221110	3M.NZD.IRS_20221110	0.029346	0.029346	0.029346	0.029346	1	46000000
2022-05-17	IR	3M.NZD.IRS_20221112	3M.NZD.IRS_20221112	0.029607	0.029607	0.029607	0.029607	1	97000000
2022-05-17	IR	3M.NZD.IRS_20221130	3M.NZD.IRS_20221130	0.03108	0.03108	0.031036	0.03108	3	1771000000
2022-05-17	IR	3M.NZD.IRS_20221201	3M.NZD.IRS_20221201	0.031158	0.031158	0.031158	0.031158	2	231000000
2022-05-17	IR	3M.NZD.IRS_20221202	3M.NZD.IRS_20221202	0.031235	0.031235	0.031235	0.031235	2	115000000
2022-05-17	IR	3M.NZD.IRS_20221213	3M.NZD.IRS_20221213	0.032033	0.032033	0.032033	0.032033	1	44000000
2022-05-17	IR	3M.NZD.IRS_20221215	3M.NZD.IRS_20221215	0.032167	0.032167	0.032167	0.032167	2	1147000000
2022-05-17	IR	3M.NZD.IRS_20221223	3M.NZD.IRS_20221223	0.032668	0.032668	0.032668	0.032668	1	55000000
2022-05-17	IR	3M.NZD.IRS_20221229	3M.NZD.IRS_20221229	0.03301	0.03301	0.03301	0.03301	1	134000000
2022-05-17	IR	3M.NZD.IRS_20230103	3M.NZD.IRS_20230103	0.033265	0.033265	0.033265	0.033265	1	29000000
2022-05-17	IR	3M.NZD.IRS_20230110	3M.NZD.IRS_20230110	0.033588	0.033588	0.033588	0.033588	1	40000000
2022-05-17	IR	3M.NZD.IRS_20230111	3M.NZD.IRS_20230111	0.033635	0.033635	0.033635	0.033635	3	217000000
2022-05-17	IR	3M.NZD.IRS_20230114	3M.NZD.IRS_20230114	0.033809	0.033809	0.033809	0.033809	1	75000000
2022-05-17	IR	3M.NZD.IRS_20230119	3M.NZD.IRS_20230119	0.033988	0.033988	0.033988	0.033988	1	10000000
2022-05-17	IR	3M.NZD.IRS_20230120	3M.NZD.IRS_20230120	0.034029	0.034029	0.034029	0.034029	1	26000000
2022-05-17	IR	3M.NZD.IRS_20230203	3M.NZD.IRS_20230203	0.034567	0.034567	0.034567	0.034567	1	35000000
2022-05-17	IR	3M.NZD.IRS_20230211	3M.NZD.IRS_20230211	0.034878	0.034878	0.034878	0.034878	1	61000000
2022-05-17	IR	3M.NZD.IRS_20230216	3M.NZD.IRS_20230216	0.035009	0.035009	0.035009	0.035009	1	46000000
2022-05-17	IR	3M.NZD.IRS_20230228	3M.NZD.IRS_20230228	0.035388	0.035388	0.035388	0.035388	1	78000000
2022-05-17	IR	3M.NZD.IRS_20230302	3M.NZD.IRS_20230302	0.035476	0.035476	0.035476	0.035476	1	78000000
2022-05-17	IR	3Y 1M/3M		12.625	12.375	12.375	12.375	1	150000000
2022-05-17	IR	3Y ANN/6s PLN IRS_20250519	3Y ANN/6s PLN IRS_20250519	0.06775	0.06775	0.06775	0.06775	1	85000000
2022-05-17	IR	3Y Q/3s ZAR IRS_20250517	3Y Q/3s ZAR IRS_20250517	0.0699	0.0699	0.0699	0.0699	1	50000000
2022-05-17	IR	3Y-2Y 1M/3M		11.75	14.35	14.35	14.35	1	500000000
2022-05-17	IR	4Y 1M/3M		13.0	12.875	12.875	12.875	2	550000000
2022-05-17	IR	4Y TRY/USD IRX Outright SOFR ISDA21_20260520	4Y TRY/USD IRX Outright SOFR ISDA21_20260520	0.39	0.39	0.39	0.39	1	42579000
2022-05-17	IR	5Y ANN/6S PLN IRS_20270519	5Y ANN/6S PLN IRS_20270519	0.0642	0.0642	0.0638	0.0638	2	107000000
2022-05-17	IR	5Y SOFR LCH		2.595	2.595	2.595	2.595	11	1149000000
2022-05-17	IR	5Y SOFR/FF LCH		1.5	1.5	1.375	1.5	3	500000000
2022-05-17	IR	5Yx1D_USD-USD-SOFR-COMPOUND_0_Straddle_10800	5Yx1D_USD-USD-SOFR-COMPOUND_0_Straddle_10800	0.2735	0.2735	0.2735	0.2735	1	50000000
2022-05-17	IR	5Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_7200	5Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_7200	0.214	0.214	0.214	0.214	1	25000000
2022-05-17	IR	7Y 1M/3M		13.625	13.5	13.5	13.5	3	650000000
2022-05-17	IR	7Y GBP SONIA OIS_20290517	7Y GBP SONIA OIS_20290517	0.01932	0.01932	0.01932	0.01932	1	27800000
2022-05-17	IR	7Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_10800	7Yx1D_USD-USD-SOFR-OIS Compound_0_Straddle_10800	0.2984	0.2984	0.2984	0.2984	1	75000000
2022-05-17	IR	A-EUR 10Y		1.679	1.764	1.718	1.76	40	2603100000
2022-05-17	IR	A-EUR 10Yv3		1.649	1.649	1.649	1.7265	4	494700000
2022-05-17	IR	A-EUR 15Y		1.838	1.895	1.861	1.895	5	290000000
2022-05-17	IR	A-EUR 15Yv3		1.839	1.839	1.839	1.892	1	75000000
2022-05-17	IR	A-EUR 20Y		1.761	1.761	1.761	1.81	22	718700000
2022-05-17	IR	A-EUR 20Yv3		1.784	1.784	1.784	1.828	2	85000000
2022-05-17	IR	A-EUR 2Y		0.83	0.925	0.925	0.925	4	1240000000
2022-05-17	IR	A-EUR 2Yv3		0.804	0.84	0.84	0.907	3	640000000
2022-05-17	IR	A-EUR 30Y		1.5	1.535	1.525	1.535	15	285100000
2022-05-17	IR	A-EUR 3Yv3		1.023	1.023	1.023	1.1165	1	300000000
2022-05-17	IR	A-EUR 5Y		1.313	1.341	1.336	1.411	16	2034300000
2022-05-17	IR	A-EUR 5Yv3		1.263	1.263	1.263	1.361	6	942200000
2022-05-17	IR	A-EUR 6Y		1.401	1.493	1.493	1.493	2	250000000
2022-05-17	IR	A-EUR 6Yv3		1.349	1.349	1.349	1.4395	1	150000000
2022-05-17	IR	A-EUR 7Y		1.477	1.583	1.571	1.571	7	1095000000
2022-05-17	IR	A-EUR 7Yv3		1.426	1.426	1.426	1.5145	1	145000000
2022-05-17	IR	AUD_OIS_AONIA_0X2	AUD_OIS_AONIA_0X2	1.04	1.04	1.04	1.04	1	1500000000
2022-05-17	IR	BOBL.JUN22.5Y ISDA2021_20270519	BOBL.JUN22.5Y ISDA2021_20270519	0.0142333	0.0142333	0.0142333	0.0142333	1	50000000
2022-05-17	IR	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X32	BRL_NDS_1M_USD_BRAZIL PRE-CDI_0X32	12.33494	12.33494	12.33494	12.33494	1	313102980
2022-05-17	IR	BUND.JUN22.10Y ISDA2021_20320519	BUND.JUN22.10Y ISDA2021_20320519	0.0172799	0.0175795	0.0172582	0.0175795	5	150000000
2022-05-17	IR	CLP.10Y.SB.TNA_20320519	CLP.10Y.SB.TNA_20320519	0.0638	0.0638	0.0638	0.0638	1	3600000000
2022-05-17	IR	CLP.18M.SB.TNA_20231119	CLP.18M.SB.TNA_20231119	0.0888	0.0888	0.0888	0.0888	1	30500000000
2022-05-17	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120	6.375	6.375	6.375	6.375	1	3600000000
2022-05-17	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18	8.855	8.855	8.855	8.855	1	36600000000
2022-05-17	IR	CLP_NDS_6M_USD_TNA_0X180	CLP_NDS_6M_USD_TNA_0X180	6.37	6.37	6.37	6.37	1	2750000000
2022-05-17	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24	7.96	7.96	7.96	7.96	1	14450000000
2022-05-17	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36	7.285	7.3	7.275	7.3	6	79200000000
2022-05-17	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60	6.75	6.77	6.75	6.76	6	48050000000
2022-05-17	IR	CLP_NDS_6M_USD_TNA_0X72	CLP_NDS_6M_USD_TNA_0X72	6.655	6.655	6.655	6.655	1	5350000000
2022-05-17	IR	CLP_NDS_6M_USD_TNA_0X84	CLP_NDS_6M_USD_TNA_0X84	6.55	6.55	6.535	6.545	3	23540000000
2022-05-17	IR	CLP_NDS_6M_USD_TNA_0X96	CLP_NDS_6M_USD_TNA_0X96	6.46	6.47	6.46	6.47	2	16920000000
2022-05-17	IR	CME_MXN_IRS_28D_MXN_TIIE_0X12	CME_MXN_IRS_28D_MXN_TIIE_0X12	8.9	8.9	8.9	8.9	1	400000000
2022-05-17	IR	CME_MXN_IRS_28D_MXN_TIIE_0X120	CME_MXN_IRS_28D_MXN_TIIE_0X120	8.74	8.74	8.74	8.74	2	100000000
2022-05-17	IR	CME_MXN_IRS_28D_MXN_TIIE_0X178	CME_MXN_IRS_28D_MXN_TIIE_0X178	8.85	8.85	8.85	8.85	1	95000000
2022-05-17	IR	CME_MXN_IRS_28D_MXN_TIIE_0X2	CME_MXN_IRS_28D_MXN_TIIE_0X2	7.47	7.47	7.47	7.47	1	4500000000
2022-05-17	IR	CME_MXN_IRS_28D_MXN_TIIE_0X24	CME_MXN_IRS_28D_MXN_TIIE_0X24	9.08	9.08	9.045	9.045	2	1625000000
2022-05-17	IR	CME_MXN_IRS_28D_MXN_TIIE_0X60	CME_MXN_IRS_28D_MXN_TIIE_0X60	8.76	8.76	8.76	8.76	1	50000000
2022-05-17	IR	COP.10Y.IBR.OIS_20320519	COP.10Y.IBR.OIS_20320519	0.09135	0.09135	0.0913	0.0913	2	16000000000
2022-05-17	IR	COP.1Y.IBR.OIS_20230519	COP.1Y.IBR.OIS_20230519	0.0899	0.0899	0.0899	0.0899	1	130000000000
2022-05-17	IR	COP.9M.IBR.OIS_20230219	COP.9M.IBR.OIS_20230219	0.0848	0.0848	0.0848	0.0848	1	166000000000
2022-05-17	IR	COP_NOIS_IBR__0X120	COP_NOIS_IBR__0X120	9.13	9.22	9.13	9.22	4	52000000000
2022-05-17	IR	COP_NOIS_IBR__0X2	COP_NOIS_IBR__0X2	6.65	6.65	6.65	6.65	1	330000000000
2022-05-17	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24	9.05	9.05	9.05	9.05	1	45000000000
2022-05-17	IR	COP_NOIS_IBR__0X6	COP_NOIS_IBR__0X6	7.84	7.84	7.84	7.84	1	167000000000
2022-05-17	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60	9.1	9.1	9.1	9.1	1	63000000000
2022-05-17	IR	COP_NOIS_IBR__0X84	COP_NOIS_IBR__0X84	9.12	9.12	9.12	9.12	1	16000000000
2022-05-17	IR	CZK_FRA_3M_CZK_PRIBOR_552X643	CZK_FRA_3M_CZK_PRIBOR_552X643	5.075	5.075	5.075	5.075	1	4680000000
2022-05-17	IR	CZK_FRA_6M_CZK_PRIBOR_552X734	CZK_FRA_6M_CZK_PRIBOR_552X734	5.035	5.035	5.035	5.035	1	2340000000
2022-05-17	IR	EUR.1Y.1Y.FWD.3M.ACT.ACT_20240519	EUR.1Y.1Y.FWD.3M.ACT.ACT_20240519	0.01479	0.01479	0.01479	0.01479	1	100000000
2022-05-17	IR	EUR.25Y.6M_20470519	EUR.25Y.6M_20470519	0.01683	0.01683	0.01683	0.01683	1	7000000
2022-05-17	IR	EUR.2Y.3M_20240519	EUR.2Y.3M_20240519	0.00836	0.00914	0.00836	0.00914	5	600000000
2022-05-17	IR	EUR.USD.3Y.3M.ESTR/SOFR.BSX_20250519	EUR.USD.3Y.3M.ESTR/SOFR.BSX_20250519	-0.00285	-0.00285	-0.00285	-0.00285	1	70000000
2022-05-17	IR	EUR.USD.7Y.3M.ESTR/SOFR.BSX_20290519	EUR.USD.7Y.3M.ESTR/SOFR.BSX_20290519	-0.0026625	-0.0026625	-0.0026625	-0.0026625	1	10000000
2022-05-17	IR	EUR_FRA_3M_EUR_EURIBOR_400X491	EUR_FRA_3M_EUR_EURIBOR_400X491	1.335	1.335	1.335	1.335	1	1000000000
2022-05-17	IR	EUR_OIS_ESTR_0X12	EUR_OIS_ESTR_0X12	0.1695	0.1695	0.1695	0.1695	1	400000000
2022-05-17	IR	EUR_OIS_ESTR_0X120	EUR_OIS_ESTR_0X120	1.484	1.488	1.474	1.482	5	374000000
2022-05-17	IR	EUR_OIS_ESTR_0X144	EUR_OIS_ESTR_0X144	1.588	1.588	1.588	1.588	2	243000000
2022-05-17	IR	EUR_OIS_ESTR_0X180	EUR_OIS_ESTR_0X180	1.62	1.665	1.62	1.656	6	356100000
2022-05-17	IR	EUR_OIS_ESTR_0X2	EUR_OIS_ESTR_0X2	-0.546	-0.542	-0.546	-0.542	4	4670000000
2022-05-17	IR	EUR_OIS_ESTR_0X24	EUR_OIS_ESTR_0X24	0.701	0.724	0.701	0.724	6	1100000000
2022-05-17	IR	EUR_OIS_ESTR_0X300	EUR_OIS_ESTR_0X300	1.513	1.518	1.513	1.518	2	45000000
2022-05-17	IR	EUR_OIS_ESTR_0X36	EUR_OIS_ESTR_0X36	0.909	0.909	0.909	0.909	1	33800000
2022-05-17	IR	EUR_OIS_ESTR_0X360	EUR_OIS_ESTR_0X360	1.434	1.457	1.421	1.454	5	207300000
2022-05-17	IR	EUR_OIS_ESTR_0X48	EUR_OIS_ESTR_0X48	1.0435	1.0435	1.0435	1.0435	1	150000000
2022-05-17	IR	EUR_OIS_ESTR_0X480	EUR_OIS_ESTR_0X480	1.33	1.347	1.314	1.347	4	125000000
2022-05-17	IR	EUR_OIS_ESTR_12X16	EUR_OIS_ESTR_12X16	1.135	1.135	1.135	1.135	1	1000000000
2022-05-17	IR	EUR_OIS_ESTR_2X2	EUR_OIS_ESTR_2X2	-0.255	-0.255	-0.255	-0.255	1	1000000000
2022-05-17	IR	GBP_OIS_SONIA_0X120	GBP_OIS_SONIA_0X120	1.87396	1.88903	1.87296	1.88903	7	165000000
2022-05-17	IR	GBP_OIS_SONIA_0X60	GBP_OIS_SONIA_0X60	2.055	2.055	2.055	2.055	3	95700000
2022-05-17	IR	INR.USD-SOFR.5Y.ifx.NDIRX_20270520	INR.USD-SOFR.5Y.ifx.NDIRX_20270520	0.066	0.066	0.066	0.066	1	5000000
2022-05-17	IR	IRS_AUD_1MBBSW_AUD_3MBBSW_0X24	IRS_AUD_1MBBSW_AUD_3MBBSW_0X24	15.0	15.0	15.0	15.0	1	128000000
2022-05-17	IR	IRS_AUD_3MBBSW_USD_SOFR_0X12	IRS_AUD_3MBBSW_USD_SOFR_0X12	-17.5	-17.5	-17.5	-17.5	3	700000000
2022-05-17	IR	IRS_AUD_3MBBSW_USD_SOFR_0X180	IRS_AUD_3MBBSW_USD_SOFR_0X180	6.25	6.27	6.25	6.27	3	119500000
2022-05-17	IR	IRS_AUD_3MBBSW_USD_SOFR_0X24	IRS_AUD_3MBBSW_USD_SOFR_0X24	-6.25	-5.75	-6.25	-5.75	4	575000000
2022-05-17	IR	IRS_AUD_3MBBSW_USD_SOFR_0X48	IRS_AUD_3MBBSW_USD_SOFR_0X48	4.75	4.75	4.75	4.75	2	200000000
2022-05-17	IR	IRS_CAD_3MCADC_USD_USD-_0X12	IRS_CAD_3MCADC_USD_USD-_0X12	-50.75	-50.75	-50.75	-50.75	1	200000000
2022-05-17	IR	IRS_CAD_3MCADC_USD_USD-_0X24	IRS_CAD_3MCADC_USD_USD-_0X24	-44.75	-44.5	-44.75	-44.5	2	300000000
2022-05-17	IR	IRS_CAD_3MCADC_USD_USD-_0X36	IRS_CAD_3MCADC_USD_USD-_0X36	-40.0	-40.0	-40.0	-40.0	5	700000000
2022-05-17	IR	IRS_CAD_3MCADC_USD_USD-_0X60	IRS_CAD_3MCADC_USD_USD-_0X60	-35.0	-35.0	-35.0	-35.0	0	50000000
2022-05-17	IR	IRS_CAD_3MCADC_USD_USD-_8X20	IRS_CAD_3MCADC_USD_USD-_8X20	-39.25	-39.25	-39.25	-39.25	1	250000000
2022-05-17	IR	IRS_CAD_3MCDOR_USD_SOFR_0X60	IRS_CAD_3MCDOR_USD_SOFR_0X60	-35.0	-35.0	-35.0	-35.0	0	50000000
2022-05-17	IR	IRS_CAD_CAD-_CAD_3MCADB_0X360	IRS_CAD_CAD-_CAD_3MCADB_0X360	31.5	31.5	31.5	31.5	2	65000000
2022-05-17	IR	IRS_CLF_1TUF_CLP_CAMA_0X1	IRS_CLF_1TUF_CLP_CAMA_0X1	0.0	0.0	0.0	0.0	2	1000000
2022-05-17	IR	IRS_CLF_1TUF_CLP_CAMA_0X10	IRS_CLF_1TUF_CLP_CAMA_0X10	0.0	0.0	0.0	0.0	1	300000
2022-05-17	IR	IRS_CLF_1TUF_CLP_CAMA_0X12	IRS_CLF_1TUF_CLP_CAMA_0X12	0.0	0.0	0.0	0.0	2	1000000
2022-05-17	IR	IRS_CLF_1TUF_CLP_CAMA_0X2	IRS_CLF_1TUF_CLP_CAMA_0X2	0.0	0.0	0.0	0.0	1	500000
2022-05-17	IR	IRS_CLF_1TUF_CLP_CAMA_0X22	IRS_CLF_1TUF_CLP_CAMA_0X22	0.0	0.0	0.0	0.0	2	800000
2022-05-17	IR	IRS_CLF_1TUF_CLP_CAMA_0X24	IRS_CLF_1TUF_CLP_CAMA_0X24	0.0	0.0	0.0	0.0	2	600000
2022-05-17	IR	IRS_CLF_1TUF_CLP_CAMA_0X4	IRS_CLF_1TUF_CLP_CAMA_0X4	0.0	0.0	0.0	0.0	5	1800000
2022-05-17	IR	IRS_CLF_1TUF_CLP_CAMA_0X6	IRS_CLF_1TUF_CLP_CAMA_0X6	0.0	0.0	0.0	0.0	2	600000
2022-05-17	IR	IRS_CLF_1TUF_CLP_CAMA_0X8	IRS_CLF_1TUF_CLP_CAMA_0X8	0.0	0.0	0.0	0.0	3	1100000
2022-05-17	IR	IRS_CLF_6MUF_CLP_CAMA_0X108	IRS_CLF_6MUF_CLP_CAMA_0X108	0.0	0.0	0.0	0.0	2	256000
2022-05-17	IR	IRS_CLF_6MUF_CLP_CAMA_0X120	IRS_CLF_6MUF_CLP_CAMA_0X120	0.0	0.0	0.0	0.0	1	87000
2022-05-17	IR	IRS_CLF_6MUF_CLP_CAMA_0X180	IRS_CLF_6MUF_CLP_CAMA_0X180	0.0	0.0	0.0	0.0	1	61000
2022-05-17	IR	IRS_CLF_6MUF_CLP_CAMA_0X24	IRS_CLF_6MUF_CLP_CAMA_0X24	0.0	0.0	0.0	0.0	1	402000
2022-05-17	IR	IRS_CLF_6MUF_CLP_CAMA_0X36	IRS_CLF_6MUF_CLP_CAMA_0X36	0.0	0.0	0.0	0.0	1	272000
2022-05-17	IR	IRS_CLF_6MUF_CLP_CAMA_0X360	IRS_CLF_6MUF_CLP_CAMA_0X360	0.0	0.0	0.0	0.0	1	33000
2022-05-17	IR	IRS_CLF_6MUF_CLP_CAMA_0X84	IRS_CLF_6MUF_CLP_CAMA_0X84	0.0	0.0	0.0	0.0	1	121000
2022-05-17	IR	IRS_CLF_6MUF_CLP_CAMA_0X96	IRS_CLF_6MUF_CLP_CAMA_0X96	0.0	0.0	0.0	0.0	1	107000
2022-05-17	IR	IRS_CLP_CLP-_USD_USD-_0X108	IRS_CLP_CLP-_USD_USD-_0X108	-49.5	-49.5	-49.5	-49.5	1	6897150000
2022-05-17	IR	IRS_CLP_CLP-_USD_USD-_0X120	IRS_CLP_CLP-_USD_USD-_0X120	-47.0	-47.0	-47.0	-47.0	2	4846800000
2022-05-17	IR	IRS_CLP_CLP-_USD_USD-_0X144	IRS_CLP_CLP-_USD_USD-_0X144	-77.7	-77.7	-77.7	-77.7	1	5703375000
2022-05-17	IR	IRS_CLP_CLP-_USD_USD-_0X24	IRS_CLP_CLP-_USD_USD-_0X24	-94.0	-94.0	-94.0	-94.0	2	43754250000
2022-05-17	IR	IRS_CLP_CLP-_USD_USD-_0X48	IRS_CLP_CLP-_USD_USD-_0X48	-70.0	-70.0	-71.0	-71.0	2	15501850000
2022-05-17	IR	IRS_CLP_CLP-_USD_USD-_0X60	IRS_CLP_CLP-_USD_USD-_0X60	-55.0	-55.0	-55.7	-55.7	2	12924940000
2022-05-17	IR	IRS_CLP_CLP-_USD_USD-_0X72	IRS_CLP_CLP-_USD_USD-_0X72	-48.5	-48.5	-53.5	-53.5	3	24076800000
2022-05-17	IR	IRS_CLP_CLP-_USD_USD-_0X96	IRS_CLP_CLP-_USD_USD-_0X96	-48.0	-48.0	-48.0	-48.0	1	7493200000
2022-05-17	IR	IRS_COU_3MUVR_COP_IBR_0X120	IRS_COU_3MUVR_COP_IBR_0X120	0.0	0.0	0.0	0.0	3	92573078
2022-05-17	IR	IRS_COU_3MUVR_COP_IBR_0X240	IRS_COU_3MUVR_COP_IBR_0X240	0.0	0.0	0.0	0.0	1	8863380
2022-05-17	IR	IRS_COU_3MUVR_COP_IBR_0X72	IRS_COU_3MUVR_COP_IBR_0X72	0.0	0.0	0.0	0.0	1	48256179
2022-05-17	IR	IRS_COU_3MUVR_COP_IBR_0X84	IRS_COU_3MUVR_COP_IBR_0X84	0.0	0.0	0.0	0.0	1	21009493
2022-05-17	IR	IRS_COU_3MUVR_COP_IBR_0X96	IRS_COU_3MUVR_COP_IBR_0X96	0.0	0.0	0.0	0.0	2	93557899
2022-05-17	IR	IRS_EUR_ESTR_USD_SOFR_0X120	IRS_EUR_ESTR_USD_SOFR_0X120	-25.25	-24.875	-25.25	-25.125	3	126000000
2022-05-17	IR	IRS_EUR_ESTR_USD_SOFR_0X24	IRS_EUR_ESTR_USD_SOFR_0X24	-30.125	-29.75	-30.125	-29.75	2	150000000
2022-05-17	IR	IRS_EUR_ESTR_USD_SOFR_0X36	IRS_EUR_ESTR_USD_SOFR_0X36	-29.5	-29.125	-29.5	-29.125	4	350000000
2022-05-17	IR	IRS_EUR_ESTR_USD_SOFR_0X360	IRS_EUR_ESTR_USD_SOFR_0X360	-14.375	-14.375	-14.625	-14.5	5	50000000
2022-05-17	IR	IRS_EUR_ESTR_USD_SOFR_0X48	IRS_EUR_ESTR_USD_SOFR_0X48	-28.625	-28.625	-28.625	-28.625	1	75000000
2022-05-17	IR	IRS_EUR_ESTR_USD_SOFR_0X6	IRS_EUR_ESTR_USD_SOFR_0X6	-21.25	-21.25	-21.25	-21.25	1	400000000
2022-05-17	IR	IRS_EUR_ESTR_USD_SOFR_0X60	IRS_EUR_ESTR_USD_SOFR_0X60	-27.5	-27.5	-28.5	-27.75	14	1345500000
2022-05-17	IR	IRS_EUR_ESTR_USD_SOFR_0X72	IRS_EUR_ESTR_USD_SOFR_0X72	-27.375	-27.375	-27.375	-27.375	1	50000000
2022-05-17	IR	IRS_EUR_ESTR_USD_SOFR_0X84	IRS_EUR_ESTR_USD_SOFR_0X84	-26.75	-26.75	-26.75	-26.75	1	100000000
2022-05-17	IR	IRS_EUR_ESTR_USD_USD-_0X48	IRS_EUR_ESTR_USD_USD-_0X48	-28.375	-28.375	-28.375	-28.375	1	50000000
2022-05-17	IR	IRS_EUR_ESTR_USD_USD-_0X60	IRS_EUR_ESTR_USD_USD-_0X60	-28.0	-28.0	-28.0	-28.0	1	200000000
2022-05-17	IR	IRS_GBP_SONI_USD_SOFR_0X12	IRS_GBP_SONI_USD_SOFR_0X12	-20.375	-20.375	-20.375	-20.375	1	150000000
2022-05-17	IR	IRS_GBP_SONI_USD_SOFR_0X120	IRS_GBP_SONI_USD_SOFR_0X120	-15.625	-15.625	-15.625	-15.625	3	115000000
2022-05-17	IR	IRS_GBP_SONI_USD_SOFR_0X180	IRS_GBP_SONI_USD_SOFR_0X180	-12.375	-12.375	-12.375	-12.375	3	80000000
2022-05-17	IR	IRS_GBP_SONI_USD_SOFR_0X300	IRS_GBP_SONI_USD_SOFR_0X300	-11.25	-11.0	-11.25	-11.0	2	55000000
2022-05-17	IR	IRS_GBP_SONI_USD_SOFR_0X36	IRS_GBP_SONI_USD_SOFR_0X36	-21.0	-21.0	-21.0	-21.0	1	25000000
2022-05-17	IR	IRS_GBP_SONI_USD_SOFR_0X360	IRS_GBP_SONI_USD_SOFR_0X360	-10.125	-10.125	-10.125	-10.125	1	20000000
2022-05-17	IR	IRS_GBP_SONI_USD_SOFR_0X48	IRS_GBP_SONI_USD_SOFR_0X48	-21.0	-21.0	-21.0	-21.0	2	100000000
2022-05-17	IR	IRS_JPY_TONA_USD_SOFR_0X12	IRS_JPY_TONA_USD_SOFR_0X12	-54.25	-54.25	-54.25	-54.25	2	45000000000
2022-05-17	IR	IRS_JPY_TONA_USD_SOFR_0X120	IRS_JPY_TONA_USD_SOFR_0X120	-77.951	-77.951	-77.951	-77.951	1	2000000000
2022-05-17	IR	IRS_JPY_TONA_USD_SOFR_0X36	IRS_JPY_TONA_USD_SOFR_0X36	-66.75	-66.75	-66.75	-66.75	3	22500000000
2022-05-17	IR	IRS_JPY_TONA_USD_SOFR_0X60	IRS_JPY_TONA_USD_SOFR_0X60	-74.625	-74.625	-74.625	-74.625	1	5000000000
2022-05-17	IR	IRS_USD_USD-_COP_IBR-_0X48	IRS_USD_USD-_COP_IBR-_0X48	0.0	0.0	0.0	0.0	1	5700000
2022-05-17	IR	IRS_USD_USD-_COP_IBR-_0X72	IRS_USD_USD-_COP_IBR-_0X72	0.0	0.0	0.0	0.0	3	12600000
2022-05-17	IR	IRS_USD_USD-_COP_IBR-_0X84	IRS_USD_USD-_COP_IBR-_0X84	0.0	0.0	0.0	0.0	2	7200000
2022-05-17	IR	JPY.5Y.TONAT.OIS_20270519	JPY.5Y.TONAT.OIS_20270519	0.0017375	0.0017375	0.0017375	0.0017375	1	5000000000
2022-05-17	IR	JPY.6Y.TONAT.OIS_20280519	JPY.6Y.TONAT.OIS_20280519	0.00215	0.00215	0.00215	0.00215	1	5000000000
2022-05-17	IR	JPY.7Y.TONAT.OIS_20290519	JPY.7Y.TONAT.OIS_20290519	0.0026	0.0026	0.0026	0.0026	4	16000000000
2022-05-17	IR	JPY.USD.18M.TONAT/SOFR.BSX_20231119	JPY.USD.18M.TONAT/SOFR.BSX_20231119	-0.00565	-0.00565	-0.00565	-0.00565	2	40000000000
2022-05-17	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120	3.6775	3.74875	3.6775	3.74875	3	144500000
2022-05-17	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X180	LCH_AUD_IRS_6M_AUD_BBSW_0X180	3.80625	3.80625	3.80625	3.80625	1	18500000
2022-05-17	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X300	LCH_AUD_IRS_6M_AUD_BBSW_0X300	3.6125	3.6125	3.6125	3.6125	1	13000000
2022-05-17	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X108	LCH_CAD_IRS_3M_CAD_CDOR_0X108	3.44	3.44	3.44	3.44	1	200000000
2022-05-17	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X120	LCH_CAD_IRS_3M_CAD_CDOR_0X120	3.4612	3.47	3.4612	3.47	2	191500000
2022-05-17	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X36	LCH_CAD_IRS_3M_CAD_CDOR_0X36	3.1769	3.2061	3.1769	3.2061	1	100000000
2022-05-17	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X96	LCH_CAD_IRS_3M_CAD_CDOR_0X96	3.4	3.4	3.4	3.4	1	111000000
2022-05-17	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X24	LCH_CZK_IRS_6M_CZK_PRIBOR_0X24	6.07	6.07	6.05	6.05	3	1899000000
2022-05-17	IR	LCH_CZK_IRS_6M_CZK_PRIBOR_0X60	LCH_CZK_IRS_6M_CZK_PRIBOR_0X60	5.31	5.31	5.28	5.28	2	542000000
2022-05-17	IR	LCH_EUR_IRS_1M_EUR_EURIBOR_0X120	LCH_EUR_IRS_1M_EUR_EURIBOR_0X120	1.688	1.688	1.688	1.688	1	100000000
2022-05-17	IR	LCH_EUR_IRS_1M_EUR_EURIBOR_0X36	LCH_EUR_IRS_1M_EUR_EURIBOR_0X36	0.9625	0.9625	0.9625	0.9625	1	300000000
2022-05-17	IR	LCH_EUR_IRS_1M_EUR_EURIBOR_0X60	LCH_EUR_IRS_1M_EUR_EURIBOR_0X60	1.27	1.27	1.27	1.27	1	192200000
2022-05-17	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X12	LCH_EUR_IRS_3M_EUR_EURIBOR_0X12	0.326	0.326	0.326	0.326	1	400000000
2022-05-17	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	LCH_EUR_IRS_3M_EUR_EURIBOR_0X120	1.699	1.726	1.681	1.726	5	374000000
2022-05-17	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X144	LCH_EUR_IRS_3M_EUR_EURIBOR_0X144	1.819	1.819	1.819	1.819	2	243000000
2022-05-17	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X180	LCH_EUR_IRS_3M_EUR_EURIBOR_0X180	1.849	1.888	1.849	1.879	6	356100000
2022-05-17	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X24	LCH_EUR_IRS_3M_EUR_EURIBOR_0X24	0.84	0.9145	0.84	0.909	6	1100000000
2022-05-17	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X300	LCH_EUR_IRS_3M_EUR_EURIBOR_0X300	1.671	1.675	1.671	1.675	2	45000000
2022-05-17	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X36	LCH_EUR_IRS_3M_EUR_EURIBOR_0X36	1.055	1.101	1.055	1.101	1	33800000
2022-05-17	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X360	LCH_EUR_IRS_3M_EUR_EURIBOR_0X360	1.561	1.575	1.546	1.573	5	207300000
2022-05-17	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X48	LCH_EUR_IRS_3M_EUR_EURIBOR_0X48	1.246	1.246	1.246	1.246	1	150000000
2022-05-17	IR	LCH_EUR_IRS_3M_EUR_EURIBOR_0X480	LCH_EUR_IRS_3M_EUR_EURIBOR_0X480	1.407	1.441	1.388	1.416	5	175000000
2022-05-17	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	LCH_EUR_IRS_6M_EUR_EURIBOR_0X120	1.732	1.777	1.709	1.7628	13	581000000
2022-05-17	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X480	LCH_EUR_IRS_6M_EUR_EURIBOR_0X480	1.37	1.37	1.37	1.37	1	50000000
2022-05-17	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	LCH_EUR_IRS_6M_EUR_EURIBOR_0X60	1.367	1.427	1.336	1.4128	3	300000000
2022-05-17	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_0X96	LCH_EUR_IRS_6M_EUR_EURIBOR_0X96	1.6415	1.642	1.6415	1.642	4	300000000
2022-05-17	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_120X360	LCH_EUR_IRS_6M_EUR_EURIBOR_120X360	1.4	1.4	1.4	1.4	1	25125000
2022-05-17	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_36X276	LCH_EUR_IRS_6M_EUR_EURIBOR_36X276	1.832	1.832	1.832	1.832	1	1000000
2022-05-17	IR	LCH_EUR_IRS_6M_EUR_EURIBOR_36X60	LCH_EUR_IRS_6M_EUR_EURIBOR_36X60	1.8	1.8	1.8	1.8	1	17840000
2022-05-17	IR	MYR.5Y.3M.NDIRS_20270517	MYR.5Y.3M.NDIRS_20270517	0.0393	0.0393	0.0393	0.0393	2	96000000
2022-05-17	IR	PEN_IRS_6M_PEN_USD-SOFR-COMPOUND_0X120	PEN_IRS_6M_PEN_USD-SOFR-COMPOUND_0X120	6.533	6.533	6.533	6.533	1	18815000
2022-05-17	IR	PEN_IRS_6M_PEN_USD-SOFR-COMPOUND_0X24	PEN_IRS_6M_PEN_USD-SOFR-COMPOUND_0X24	6.1684	6.1684	6.1684	6.1684	1	18815000
2022-05-17	IR	SOPT_STRADDLE_E_EUR_6MEURIBOR_120 X 240_1.4	SOPT_STRADDLE_E_EUR_6MEURIBOR_120 X 240_1.4	27.05	27.05	27.05	27.05	1	16125000
2022-05-17	IR	SOPT_STRADDLE_E_EUR_6MEURIBOR_36 X 24_1.8	SOPT_STRADDLE_E_EUR_6MEURIBOR_36 X 24_1.8	2.83	2.83	2.83	2.83	2	160000000
2022-05-17	IR	SOPT_STRADDLE_E_EUR_6MEURIBOR_36 X 240_1.832	SOPT_STRADDLE_E_EUR_6MEURIBOR_36 X 240_1.832	20.35	20.35	20.35	20.35	2	7500000
2022-05-17	IR	TRY_IRS_M_TRY_SOFR_0X48	TRY_IRS_M_TRY_SOFR_0X48	39.62	39.62	39.62	39.62	1	83859250
2022-05-17	IR	TRY_IRS_M_TRY_SOFR_0X60	TRY_IRS_M_TRY_SOFR_0X60	38.42	38.42	38.42	38.42	1	79112500
2022-05-17	IR	XA-EUR 10Y		1.698	1.741	1.737	1.785	2	189500000
2022-05-17	IR	XA-EUR 30Y		1.507	1.5425	1.5425	1.5425	1	35000000
2022-05-17	IR	XA-EUR 5Y		1.319	1.347	1.347	1.418	1	192400000