tpSEF

Daily Activity Summary for tpSEF Inc.

Batch Date	Asset Class	Tradeable Instrument	Description	Opening Price	Trade High	TradeLow	Closing Price	Num of Trades	Total Notional Value
2019-11-15	CD	276148	IG32 5Y - SEF	44.68	44.68	44.68	44.68	1	55000000
2019-11-15	CD	277064	HY32 5Y - SEF	107.7675	107.7675	107.7675	107.7675	1	54000000
2019-11-15	CD	295523	IG33 5Y - SEF	51.55	51.75	51.4	51.65	7	305400000
2019-11-15	CD	296233	HY33 5Y - SEF	107.39	107.43	107.355	107.37	14	185000000
2019-11-15	CD	303214	IG33 5Y IndxOPT	7.5	7.5	7.5	7.5	1	500000000
2019-11-15	CD	303216	IG33 5Y IndxOPT	11.75	11.75	11.75	11.75	1	500000000
2019-11-15	CD	CDX.EM.32.V1_60M	CDX.EM.32.V1_60M	0.9545	0.9548	0.9545	0.9548	4	45000000
2019-11-15	CU	0D_NDF_USD_BRL_NDF	0D_NDF_USD_BRL_NDF	4.1715	4.17165	4.1715	4.17165	2	40000000
2019-11-15	CU	0D_NDF_USD_CLP_NDF	0D_NDF_USD_CLP_NDF	781.5	781.5	781.25	781.25	2	9000000
2019-11-15	CU	0D_NDF_USD_IDR_NDF	0D_NDF_USD_IDR_NDF	14075.0	14075.0	14075.0	14075.0	1	12000000
2019-11-15	CU	0D_NDF_USD_INR_NDF	0D_NDF_USD_INR_NDF	71.755	71.77	71.64	71.64	6	33000000
2019-11-15	CU	0D_NDF_USD_KRW_NDF	0D_NDF_USD_KRW_NDF	1163.83	1163.83	1163.83	1163.83	2	27000000
2019-11-15	CU	0D_NDF_USD_PEN_NDF	0D_NDF_USD_PEN_NDF	3.3875	3.3875	3.3875	3.3875	1	15000000
2019-11-15	CU	0D_NDF_USD_RUB_NDF	0D_NDF_USD_RUB_NDF	63.8	63.8	63.8	63.8	1	20000000
2019-11-15	CU	0D_NDF_USD_TWD_NDF	0D_NDF_USD_TWD_NDF	30.525	30.525	30.525	30.525	1	20000000
2019-11-15	CU	10D_NDF_INR_USD_NDF	10D_NDF_INR_USD_NDF	71.77	71.77	71.77	71.77	1	2500000000
2019-11-15	CU	10D_NDF_USD_VND_NDF	10D_NDF_USD_VND_NDF	23215.0	23215.0	23215.0	23215.0	1	5500000
2019-11-15	CU	121D_NDF_USD_INR_NDF	121D_NDF_USD_INR_NDF	72.64	72.64	72.64	72.64	1	30000000
2019-11-15	CU	12D_EUR_USD_B_FXO_-0.3252_FXO	12D_EUR_USD_B_FXO_-0.3252_FXO	0.1708065	0.1708065	0.1708065	0.1708065	1	50000000
2019-11-15	CU	12D_EUR_USD_B_FXO_-0.3343_FXO	12D_EUR_USD_B_FXO_-0.3343_FXO	0.1774018	0.1774018	0.1774018	0.1774018	1	25000000
2019-11-15	CU	13D_USD_RUB_A_FXO_-0.5003_FXO	13D_USD_RUB_A_FXO_-0.5003_FXO	0.5495973	0.5495973	0.5495973	0.5495973	1	45000000
2019-11-15	CU	13D_USD_RUB_A_FXO_0.4996_FXO	13D_USD_RUB_A_FXO_0.4996_FXO	0.5495973	0.5495973	0.5495973	0.5495973	1	45000000
2019-11-15	CU	13D_USD_RUB_A_FXO_BIN	13D_USD_RUB_A_FXO_BIN	11.1	11.1	11.1	11.1	1	2000000
2019-11-15	CU	14D_NDF_USD_BRL_NDF	14D_NDF_USD_BRL_NDF	4.175	4.179	4.171	4.173	41	125000000
2019-11-15	CU	153D_NDF_USD_INR_NDF	153D_NDF_USD_INR_NDF	72.94	72.94	72.94	72.94	1	30000000
2019-11-15	CU	17D_GBP_USD_B_FXO_-0.1877_FXO	17D_GBP_USD_B_FXO_-0.1877_FXO	0.1989267	0.1989267	0.1989267	0.1989267	1	50000000
2019-11-15	CU	182D_NDF_USD_CNY_NDF	182D_NDF_USD_CNY_NDF	7.041	7.0415	7.041	7.0415	2	25000000
2019-11-15	CU	182D_NDF_USD_KRW_NDF	182D_NDF_USD_KRW_NDF	1158.0	1158.0	1158.0	1158.0	1	50000000
2019-11-15	CU	19D_AUD_JPY_A_FXO_0.2796_FXO	19D_AUD_JPY_A_FXO_0.2796_FXO	0.2958162	0.2958162	0.2958162	0.2958162	2	50000000
2019-11-15	CU	19D_USD_CAD_A_FXO_0.3159_FXO	19D_USD_CAD_A_FXO_0.3159_FXO	0.1682849	0.1682849	0.1682849	0.1682849	1	20000000
2019-11-15	CU	19D_USD_TRY_A_FXO_-0.1002_FXO	19D_USD_TRY_A_FXO_-0.1002_FXO	0.08634091	0.08634091	0.08634091	0.08634091	1	20000000
2019-11-15	CU	19D_USD_TRY_A_FXO_0.1_FXO	19D_USD_TRY_A_FXO_0.1_FXO	0.138413	0.138413	0.138413	0.138413	1	24000000
2019-11-15	CU	1D_NDF_USD_INR_NDF	1D_NDF_USD_INR_NDF	71.81	71.81	71.81	71.81	1	15000000
2019-11-15	CU	1D_NDF_USD_KRW_NDF	1D_NDF_USD_KRW_NDF	1163.83	1163.83	1163.83	1163.83	1	17500000
2019-11-15	CU	1M_USD_JPY_A_FXO_-0.2463_FXO	1M_USD_JPY_A_FXO_-0.2463_FXO	0.2510355	0.2510355	0.2510355	0.2510355	2	200000000
2019-11-15	CU	1M_USD_JPY_A_FXO_0.2492_FXO	1M_USD_JPY_A_FXO_0.2492_FXO	0.257447	0.257447	0.257447	0.257447	2	200000000
2019-11-15	CU	1M_USD_MXN_A_FXO_-0.505_FXO	1M_USD_MXN_A_FXO_-0.505_FXO	1.001603	1.001603	1.001603	1.001603	1	5000000
2019-11-15	CU	1M_USD_MXN_A_FXO_0.495_FXO	1M_USD_MXN_A_FXO_0.495_FXO	1.001603	1.001603	1.001603	1.001603	1	5000000
2019-11-15	CU	1W_AUD_USD_B_FXO_0.2116_FXO	1W_AUD_USD_B_FXO_0.2116_FXO	0.06368211	0.06368211	0.06368211	0.06368211	1	50000000
2019-11-15	CU	1W_AUD_USD_B_FXO_0.2126_FXO	1W_AUD_USD_B_FXO_0.2126_FXO	0.0643653	0.0643653	0.0643653	0.0643653	1	100000000
2019-11-15	CU	1W_USD_JPY_A_FXO_0.3165_FXO	1W_USD_JPY_A_FXO_0.3165_FXO	0.1264927	0.1264927	0.1264927	0.1264927	1	30000000
2019-11-15	CU	1Y_EUR_GBP_A_FXO_-0.403_FXO	1Y_EUR_GBP_A_FXO_-0.403_FXO	2.043084	2.043084	2.043084	2.043084	1	15000000
2019-11-15	CU	1Y_EUR_GBP_A_FXO_0.2448_FXO	1Y_EUR_GBP_A_FXO_0.2448_FXO	1.283764	1.283764	1.283764	1.283764	1	15000000
2019-11-15	CU	1Y_EUR_USD_B_FXO_-0.4993_FXO	1Y_EUR_USD_B_FXO_-0.4993_FXO	2.720216	2.720216	2.720216	2.720216	2	40000000
2019-11-15	CU	1Y_EUR_USD_B_FXO_-0.5_FXO	1Y_EUR_USD_B_FXO_-0.5_FXO	2.725713	2.725713	2.725713	2.725713	1	20500000
2019-11-15	CU	1Y_EUR_USD_B_FXO_0.5007_FXO	1Y_EUR_USD_B_FXO_0.5007_FXO	2.539216	2.539216	2.539216	2.539216	2	40000000
2019-11-15	CU	1Y_EUR_USD_B_FXO_0.5_FXO	1Y_EUR_USD_B_FXO_0.5_FXO	2.533713	2.533713	2.533713	2.533713	1	20500000
2019-11-15	CU	1Y_USD_CLP_A_FXO_-0.524_FXO	1Y_USD_CLP_A_FXO_-0.524_FXO	4.804035	4.804035	4.804035	4.804035	1	5000000
2019-11-15	CU	1Y_USD_CLP_A_FXO_0.476_FXO	1Y_USD_CLP_A_FXO_0.476_FXO	4.804035	4.804035	4.804035	4.804035	1	5000000
2019-11-15	CU	1Y_USD_IDR_A_FXO_-0.1501_FXO	1Y_USD_IDR_A_FXO_-0.1501_FXO	0.6374497	0.6374497	0.6374497	0.6374497	1	17000000
2019-11-15	CU	1Y_USD_IDR_A_FXO_-0.4985_FXO	1Y_USD_IDR_A_FXO_-0.4985_FXO	2.785847	2.785847	2.785847	2.785847	1	10000000
2019-11-15	CU	1Y_USD_IDR_A_FXO_0.1499_FXO	1Y_USD_IDR_A_FXO_0.1499_FXO	0.6578587	0.6578587	0.6578587	0.6578587	1	17000000
2019-11-15	CU	1Y_USD_IDR_A_FXO_0.4988_FXO	1Y_USD_IDR_A_FXO_0.4988_FXO	3.057365	3.057365	3.057365	3.057365	1	10000000
2019-11-15	CU	1Y_USD_TRY_A_FXO_-0.3267_FXO	1Y_USD_TRY_A_FXO_-0.3267_FXO	3.027001	3.027001	3.027001	3.027001	2	141000000
2019-11-15	CU	1Y_USD_TRY_A_FXO_0.3482_FXO	1Y_USD_TRY_A_FXO_0.3482_FXO	4.640864	4.640864	4.640864	4.640864	2	150000000
2019-11-15	CU	20D_EUR_USD_B_FXO_0.2087_FXO	20D_EUR_USD_B_FXO_0.2087_FXO	0.12654	0.12654	0.12654	0.12654	2	200000000
2019-11-15	CU	21D_EUR_USD_B_FXO_0.474_FXO	21D_EUR_USD_B_FXO_0.474_FXO	0.3960482	0.3960482	0.3960482	0.3960482	2	139500000
2019-11-15	CU	274D_NDF_USD_IDR_NDF	274D_NDF_USD_IDR_NDF	14543.0	14543.0	14543.0	14543.0	1	20000000
2019-11-15	CU	2D_NDF_USD_BRL_NDF	2D_NDF_USD_BRL_NDF	4.17205	4.1742	4.17205	4.1742	3	42000000
2019-11-15	CU	2D_NDF_USD_IDR_NDF	2D_NDF_USD_IDR_NDF	14072.0	14072.0	14072.0	14072.0	2	14000000
2019-11-15	CU	2D_NDF_USD_INR_NDF	2D_NDF_USD_INR_NDF	71.65	71.65	71.64	71.64	2	50000000
2019-11-15	CU	2M_AUD_USD_B_FXO_-0.5038_FXO	2M_AUD_USD_B_FXO_-0.5038_FXO	0.7371787	0.7371787	0.7371787	0.7371787	1	47000000
2019-11-15	CU	2M_AUD_USD_B_FXO_0.4962_FXO	2M_AUD_USD_B_FXO_0.4962_FXO	0.6961787	0.6961787	0.6961787	0.6961787	1	47000000
2019-11-15	CU	2M_EUR_USD_B_FXO_-0.4992_FXO	2M_EUR_USD_B_FXO_-0.4992_FXO	0.8538502	0.8538502	0.8538502	0.8538502	1	15000000
2019-11-15	CU	2M_EUR_USD_B_FXO_-0.5011_FXO	2M_EUR_USD_B_FXO_-0.5011_FXO	0.8550137	0.8550137	0.8550137	0.8550137	1	50000000
2019-11-15	CU	2M_EUR_USD_B_FXO_0.4989_FXO	2M_EUR_USD_B_FXO_0.4989_FXO	0.8290136	0.8290136	0.8290136	0.8290136	1	50000000
2019-11-15	CU	2M_EUR_USD_B_FXO_0.5008_FXO	2M_EUR_USD_B_FXO_0.5008_FXO	0.8378503	0.8378503	0.8378503	0.8378503	1	15000000
2019-11-15	CU	2M_USD_JPY_A_FXO_-0.5006_FXO	2M_USD_JPY_A_FXO_-0.5006_FXO	0.9326279	0.9326279	0.9326279	0.9326279	2	115000000
2019-11-15	CU	2M_USD_JPY_A_FXO_0.4992_FXO	2M_USD_JPY_A_FXO_0.4992_FXO	0.9566628	0.9566628	0.9566628	0.9566628	2	115000000
2019-11-15	CU	2W_AUD_USD_B_FXO_-0.5126_FXO	2W_AUD_USD_B_FXO_-0.5126_FXO	0.3254555	0.3254555	0.3254555	0.3254555	1	100000000
2019-11-15	CU	2W_AUD_USD_B_FXO_0.4874_FXO	2W_AUD_USD_B_FXO_0.4874_FXO	0.2964555	0.2964555	0.2964555	0.2964555	1	100000000
2019-11-15	CU	2W_EUR_USD_B_FXO_-0.5004_FXO	2W_EUR_USD_B_FXO_-0.5004_FXO	0.3348403	0.3348403	0.3348403	0.3348403	1	25000000
2019-11-15	CU	2W_EUR_USD_B_FXO_-0.5049_FXO	2W_EUR_USD_B_FXO_-0.5049_FXO	0.3517399	0.3517399	0.3517399	0.3517399	1	75000000
2019-11-15	CU	2W_EUR_USD_B_FXO_-0.5052_FXO	2W_EUR_USD_B_FXO_-0.5052_FXO	0.3398683	0.3398683	0.3398683	0.3398683	2	50000000
2019-11-15	CU	2W_EUR_USD_B_FXO_0.4948_FXO	2W_EUR_USD_B_FXO_0.4948_FXO	0.3258683	0.3258683	0.3258683	0.3258683	2	50000000
2019-11-15	CU	2W_EUR_USD_B_FXO_0.4951_FXO	2W_EUR_USD_B_FXO_0.4951_FXO	0.3377399	0.3377399	0.3377399	0.3377399	1	75000000
2019-11-15	CU	2W_EUR_USD_B_FXO_0.4996_FXO	2W_EUR_USD_B_FXO_0.4996_FXO	0.3308403	0.3308403	0.3308403	0.3308403	1	25000000
2019-11-15	CU	2W_USD_CAD_A_FXO_0.4057_FXO	2W_USD_CAD_A_FXO_0.4057_FXO	0.2058269	0.2058269	0.2058269	0.2058269	1	20000000
2019-11-15	CU	2W_USD_CHF_A_FXO_0.2367_FXO	2W_USD_CHF_A_FXO_0.2367_FXO	0.1226647	0.1226647	0.1226647	0.1226647	1	50000000
2019-11-15	CU	2W_USD_NOK_A_FXO_-0.2497_FXO	2W_USD_NOK_A_FXO_-0.2497_FXO	0.2178136	0.2178136	0.2178136	0.2178136	1	30000000
2019-11-15	CU	2W_USD_NOK_A_FXO_0.2501_FXO	2W_USD_NOK_A_FXO_0.2501_FXO	0.2200855	0.2200855	0.2200855	0.2200855	1	30000000
2019-11-15	CU	30D_NDF_USD_CLP_NDF	30D_NDF_USD_CLP_NDF	779.5	780.35	779.05	779.05	8	60000000
2019-11-15	CU	30D_NDF_USD_CNY_NDF	30D_NDF_USD_CNY_NDF	7.01	7.01	7.01	7.01	2	15000000
2019-11-15	CU	30D_NDF_USD_IDR_NDF	30D_NDF_USD_IDR_NDF	14115.0	14125.0	14115.0	14120.0	7	122000000
2019-11-15	CU	30D_NDF_USD_INR_NDF	30D_NDF_USD_INR_NDF	71.98	72.0	71.86	71.8675	7	38000000
2019-11-15	CU	30D_NDF_USD_KRW_NDF	30D_NDF_USD_KRW_NDF	1163.5	1163.5	1163.3	1163.3	3	35000000
2019-11-15	CU	30D_NDF_USD_PEN_NDF	30D_NDF_USD_PEN_NDF	3.3917	3.3917	3.378	3.378	2	17000000
2019-11-15	CU	30D_NDF_USD_RUB_NDF	30D_NDF_USD_RUB_NDF	64.03	64.03	64.03	64.03	1	3000000
2019-11-15	CU	30D_NDF_USD_TWD_NDF	30D_NDF_USD_TWD_NDF	30.44	30.44	30.42	30.43	7	70000000
2019-11-15	CU	31D_EUR_USD_B_FXO_0.2507_FXO	31D_EUR_USD_B_FXO_0.2507_FXO	0.2355846	0.2355846	0.2355846	0.2355846	1	16500000
2019-11-15	CU	31D_EUR_USD_B_FXO_0.2544_FXO	31D_EUR_USD_B_FXO_0.2544_FXO	0.2485234	0.2485234	0.2485234	0.2485234	1	74500000
2019-11-15	CU	31D_EUR_USD_B_FXO_0.2583_FXO	31D_EUR_USD_B_FXO_0.2583_FXO	0.2536497	0.2536497	0.2536497	0.2536497	1	16500000
2019-11-15	CU	31D_NDF_USD_INR_NDF	31D_NDF_USD_INR_NDF	72.04	72.04	72.04	72.04	1	15000000
2019-11-15	CU	366D_NDF_USD_IDR_NDF	366D_NDF_USD_IDR_NDF	14710.0	14710.0	14705.0	14705.0	3	40000000
2019-11-15	CU	366D_NDF_USD_INR_NDF	366D_NDF_USD_INR_NDF	74.77	74.77	74.77	74.77	1	5000000
2019-11-15	CU	3D_EUR_USD_B_FXO_0.1962_FXO	3D_EUR_USD_B_FXO_0.1962_FXO	0.0435791	0.0435791	0.0435791	0.0435791	1	30000000
2019-11-15	CU	3D_NDF_USD_COP_NDF	3D_NDF_USD_COP_NDF	3424.0	3424.0	3424.0	3424.0	1	17000000
2019-11-15	CU	3D_USD_JPY_A_FXO_-0.1683_FXO	3D_USD_JPY_A_FXO_-0.1683_FXO	0.03128573	0.03128573	0.03128573	0.03128573	1	30000000
2019-11-15	CU	3M_EUR_USD_B_FXO_-0.1012_FXO	3M_EUR_USD_B_FXO_-0.1012_FXO	0.1459605	0.1459605	0.1459605	0.1459605	1	67500000
2019-11-15	CU	3M_EUR_USD_B_FXO_-0.4988_FXO	3M_EUR_USD_B_FXO_-0.4988_FXO	1.098646	1.098646	1.098646	1.098646	1	25000000
2019-11-15	CU	3M_EUR_USD_B_FXO_0.0991_FXO	3M_EUR_USD_B_FXO_0.0991_FXO	0.139196	0.139196	0.139196	0.139196	1	67500000
2019-11-15	CU	3M_EUR_USD_B_FXO_0.5012_FXO	3M_EUR_USD_B_FXO_0.5012_FXO	1.073646	1.073646	1.073646	1.073646	1	25000000
2019-11-15	CU	3M_USD_HKD_A_FXO_-0.3528_FXO	3M_USD_HKD_A_FXO_-0.3528_FXO	0.1386968	0.1386968	0.1386968	0.1386968	1	100000000
2019-11-15	CU	3M_USD_JPY_A_FXO_-0.4983_FXO	3M_USD_JPY_A_FXO_-0.4983_FXO	1.176192	1.176192	1.176192	1.176192	1	37500000
2019-11-15	CU	3M_USD_JPY_A_FXO_-0.5023_FXO	3M_USD_JPY_A_FXO_-0.5023_FXO	1.180909	1.180909	1.180909	1.180909	1	10000000
2019-11-15	CU	3M_USD_JPY_A_FXO_0.4975_FXO	3M_USD_JPY_A_FXO_0.4975_FXO	1.207741	1.207741	1.207741	1.207741	1	10000000
2019-11-15	CU	3M_USD_JPY_A_FXO_0.5012_FXO	3M_USD_JPY_A_FXO_0.5012_FXO	1.232667	1.232667	1.232667	1.232667	1	37500000
2019-11-15	CU	3M_USD_ZAR_A_FXO_-0.4993_FXO	3M_USD_ZAR_A_FXO_-0.4993_FXO	2.487167	2.487167	2.487167	2.487167	1	15000000
2019-11-15	CU	3M_USD_ZAR_A_FXO_0.4986_FXO	3M_USD_ZAR_A_FXO_0.4986_FXO	2.69203	2.69203	2.69203	2.69203	1	15000000
2019-11-15	CU	42D_NDF_INR_USD_NDF	42D_NDF_INR_USD_NDF	72.0375	72.0375	72.0375	72.0375	1	2500000000
2019-11-15	CU	4D_USD_KRW_A_FXO_-0.1877_FXO	4D_USD_KRW_A_FXO_-0.1877_FXO	0.05382693	0.05382693	0.05382693	0.05382693	1	25000000
2019-11-15	CU	5D_AUD_JPY_A_FXO_0.1402_FXO	5D_AUD_JPY_A_FXO_0.1402_FXO	0.06492118	0.06492118	0.06492118	0.06492118	1	30000000
2019-11-15	CU	5D_AUD_JPY_A_FXO_0.1413_FXO	5D_AUD_JPY_A_FXO_0.1413_FXO	0.06766203	0.06766203	0.06766203	0.06766203	1	25000000
2019-11-15	CU	5D_AUD_JPY_A_FXO_0.1478_FXO	5D_AUD_JPY_A_FXO_0.1478_FXO	0.07158114	0.07158114	0.07158114	0.07158114	1	75000000
2019-11-15	CU	63D_NDF_USD_KRW_NDF	63D_NDF_USD_KRW_NDF	1162.1	1162.1	1162.1	1162.1	1	50000000
2019-11-15	CU	6D_EUR_NOK_A_FXO_-0.222_FXO	6D_EUR_NOK_A_FXO_-0.222_FXO	0.1061962	0.1061962	0.1061962	0.1061962	2	50000000
2019-11-15	CU	6D_EUR_USD_B_FXO_0.4239_FXO	6D_EUR_USD_B_FXO_0.4239_FXO	0.1749136	0.1749136	0.1749136	0.1749136	1	140000000
2019-11-15	CU	6D_EUR_USD_B_FXO_0.4378_FXO	6D_EUR_USD_B_FXO_0.4378_FXO	0.1835306	0.1835306	0.1835306	0.1835306	2	60000000
2019-11-15	CU	6D_NDF_USD_CLP_NDF	6D_NDF_USD_CLP_NDF	780.0	780.0	780.0	780.0	2	40000000
2019-11-15	CU	6D_NDF_USD_INR_NDF	6D_NDF_USD_INR_NDF	71.668	71.668	71.668	71.668	1	20000000
2019-11-15	CU	6D_USD_CAD_A_FXO_-0.4437_FXO	6D_USD_CAD_A_FXO_-0.4437_FXO	0.1592985	0.1592985	0.1592985	0.1592985	1	25000000
2019-11-15	CU	6M_USD_HKD_A_FXO_0.4624_FXO	6M_USD_HKD_A_FXO_0.4624_FXO	0.4082163	0.4082163	0.4082163	0.4082163	1	67000000
2019-11-15	CU	7D_NDF_USD_INR_NDF	7D_NDF_USD_INR_NDF	71.666	71.666	71.666	71.666	1	30000000
2019-11-15	CU	8D_NDF_USD_COP_NDF	8D_NDF_USD_COP_NDF	3424.85	3424.85	3424.85	3424.85	1	17000000
2019-11-15	CU	92D_NDF_USD_IDR_NDF	92D_NDF_USD_IDR_NDF	14220.0	14220.0	14220.0	14220.0	2	50000000
2019-11-15	CU	92D_NDF_USD_KRW_NDF	92D_NDF_USD_KRW_NDF	1161.01	1161.01	1161.01	1161.01	1	17500000
2019-11-15	CU	NDF_INR_USD_14D	NDF_INR_USD Maturing on 2019-11-29					2	6500000000
2019-11-15	CU	NDF_INR_USD_1M	NDF_INR_USD Maturing on 2019-12-31					2	6500000000
2019-11-15	CU	NDF_USD_ARS_10D	NDF_USD_ARS Maturing on 2019-11-25					2	10000000
2019-11-15	CU	NDF_USD_ARS_11D	NDF_USD_ARS Maturing on 2019-11-26					3	11000000
2019-11-15	CU	NDF_USD_ARS_12D	NDF_USD_ARS Maturing on 2019-11-27					1	3000000
2019-11-15	CU	NDF_USD_ARS_18D	NDF_USD_ARS Maturing on 2019-12-03					4	18000000
2019-11-15	CU	NDF_USD_ARS_1M	NDF_USD_ARS Maturing on 2019-12-20					1	3000000
2019-11-15	CU	NDF_USD_ARS_6M	NDF_USD_ARS Maturing on 2020-05-20					1	3000000
2019-11-15	CU	NDF_USD_BRL_18D	NDF_USD_BRL Maturing on 2019-12-03					2	3000000
2019-11-15	CU	NDF_USD_CLP_10D	NDF_USD_CLP Maturing on 2019-11-25					4	64000000
2019-11-15	CU	NDF_USD_CLP_11D	NDF_USD_CLP Maturing on 2019-11-26					1	50000000
2019-11-15	CU	NDF_USD_CLP_12M	NDF_USD_CLP Maturing on 2020-11-19					4	40000000
2019-11-15	CU	NDF_USD_CLP_1M	NDF_USD_CLP Maturing on 2019-12-19					294	1345000000
2019-11-15	CU	NDF_USD_CLP_4D	NDF_USD_CLP Maturing on 2019-11-19					21	265000000
2019-11-15	CU	NDF_USD_CLP_5D	NDF_USD_CLP Maturing on 2019-11-20					11	101000000
2019-11-15	CU	NDF_USD_CLP_6M	NDF_USD_CLP Maturing on 2020-05-19					1	10000000
2019-11-15	CU	NDF_USD_CLP_9M	NDF_USD_CLP Maturing on 2020-08-19					1	10000000
2019-11-15	CU	NDF_USD_CNY_3M	NDF_USD_CNY Maturing on 2020-02-20					2	25000000
2019-11-15	CU	NDF_USD_CNY_5D	NDF_USD_CNY Maturing on 2019-11-20					2	25000000
2019-11-15	CU	NDF_USD_COP_10D	NDF_USD_COP Maturing on 2019-11-25					2	42500000
2019-11-15	CU	NDF_USD_COP_10M	NDF_USD_COP Maturing on 2020-09-28					1	30000000
2019-11-15	CU	NDF_USD_COP_11D	NDF_USD_COP Maturing on 2019-11-26					1	5000000
2019-11-15	CU	NDF_USD_COP_12M	NDF_USD_COP Maturing on 2020-11-18					1	10000000
2019-11-15	CU	NDF_USD_COP_14D	NDF_USD_COP Maturing on 2019-11-29					2	65000000
2019-11-15	CU	NDF_USD_COP_1M	NDF_USD_COP Maturing on 2019-12-19					136	692100000
2019-11-15	CU	NDF_USD_COP_21D	NDF_USD_COP Maturing on 2019-12-06					1	16000000
2019-11-15	CU	NDF_USD_COP_24D	NDF_USD_COP Maturing on 2019-12-09					1	50000000
2019-11-15	CU	NDF_USD_COP_26D	NDF_USD_COP Maturing on 2019-12-11					2	53000000
2019-11-15	CU	NDF_USD_COP_2M	NDF_USD_COP Maturing on 2020-01-17					1	18000000
2019-11-15	CU	NDF_USD_COP_3M	NDF_USD_COP Maturing on 2020-03-09					5	80000000
2019-11-15	CU	NDF_USD_COP_4D	NDF_USD_COP Maturing on 2019-11-19					18	129000000
2019-11-15	CU	NDF_USD_COP_5D	NDF_USD_COP Maturing on 2019-11-20					3	33500000
2019-11-15	CU	NDF_USD_COP_6M	NDF_USD_COP Maturing on 2020-06-11					3	79000000
2019-11-15	CU	NDF_USD_COP_7D	NDF_USD_COP Maturing on 2019-11-22					2	31500000
2019-11-15	CU	NDF_USD_COP_7M	NDF_USD_COP Maturing on 2020-06-24					1	20000000
2019-11-15	CU	NDF_USD_COP_9M	NDF_USD_COP Maturing on 2020-09-14					1	30000000
2019-11-15	CU	NDF_USD_INR_12M	NDF_USD_INR Maturing on 2020-11-19					9	185000000
2019-11-15	CU	NDF_USD_INR_1M	NDF_USD_INR Maturing on 2019-12-20					10	182000000
2019-11-15	CU	NDF_USD_INR_2M	NDF_USD_INR Maturing on 2020-01-21					3	120000000
2019-11-15	CU	NDF_USD_INR_5D	NDF_USD_INR Maturing on 2019-11-20					2	17000000
2019-11-15	CU	NDF_USD_INR_9M	NDF_USD_INR Maturing on 2020-08-19					4	140000000
2019-11-15	CU	NDF_USD_KRW_1M	NDF_USD_KRW Maturing on 2019-12-20					4	298000000
2019-11-15	CU	NDF_USD_KRW_4M	NDF_USD_KRW Maturing on 2020-03-18					1	200000000
2019-11-15	CU	NDF_USD_KRW_5D	NDF_USD_KRW Maturing on 2019-11-20					2	93000000
2019-11-15	CU	NDF_USD_PEN_1M	NDF_USD_PEN Maturing on 2019-12-19					54	246500000
2019-11-15	CU	NDF_USD_PEN_3M	NDF_USD_PEN Maturing on 2020-02-19					1	10000000
2019-11-15	CU	NDF_USD_PEN_4D	NDF_USD_PEN Maturing on 2019-11-19					6	35000000
2019-11-15	CU	NDF_USD_PEN_5D	NDF_USD_PEN Maturing on 2019-11-20					3	18500000
2019-11-15	CU	NDF_USD_PHP_10D	NDF_USD_PHP Maturing on 2019-11-25					2	35000000
2019-11-15	CU	NDF_USD_PHP_1M	NDF_USD_PHP Maturing on 2019-12-18					3	23000000
2019-11-15	CU	NDF_USD_PHP_4D	NDF_USD_PHP Maturing on 2019-11-19					2	48000000
2019-11-15	CU	NDF_USD_PHP_6D	NDF_USD_PHP Maturing on 2019-11-21					1	8000000
2019-11-15	CU	NDF_USD_TWD_1M	NDF_USD_TWD Maturing on 2019-12-19					7	82000000
2019-11-15	CU	NDF_USD_TWD_3M	NDF_USD_TWD Maturing on 2020-02-19					2	40000000
2019-11-15	CU	NDF_USD_TWD_5D	NDF_USD_TWD Maturing on 2019-11-20					2	17000000
2019-11-15	CU	USDCNY20191122-R17438	Non Deliverable Forward Chinese Renminbi - Value Date 2019-11-22	7.00893	7.00893	7.00893	7.00893	2	3000000
2019-11-15	CU	USDCNY20191125-R17438	Non Deliverable Forward Chinese Renminbi - Value Date 2019-11-25	7.01086	7.01086	7.01086	7.01086	1	3000000
2019-11-15	CU	USDCNY20191126-R17438	Non Deliverable Forward Chinese Renminbi - Value Date 2019-11-26	7.01150	7.01150	7.01150	7.01150	2	10000000
2019-11-15	CU	USDCNY20191127-R17438	Non Deliverable Forward Chinese Renminbi - Value Date 2019-11-27	7.01166	7.01166	7.01166	7.01166	1	5000000
2019-11-15	CU	USDCNY20191129-R17438	Non Deliverable Forward Chinese Renminbi - Value Date 2019-11-29	7.01197	7.01197	7.01197	7.01197	1	1000000
2019-11-15	CU	USDCNY20191205-R17438	Non Deliverable Forward Chinese Renminbi - Value Date 2019-12-05	7.01291	7.01291	7.01291	7.01291	1	1000000
2019-11-15	CU	USDCNY20191210-R17438	Non Deliverable Forward Chinese Renminbi - Value Date 2019-12-10	7.01369	7.01369	7.01369	7.01369	1	1000000
2019-11-15	CU	USDCNY20191212-R17438	Non Deliverable Forward Chinese Renminbi - Value Date 2019-12-12	7.01400	7.01400	7.01400	7.01400	1	1000000
2019-11-15	CU	USDCNY20191218-R17438	Non Deliverable Forward Chinese Renminbi - Value Date 2019-12-18	7.01494	7.01494	7.01494	7.01494	1	2000000
2019-11-15	CU	USDCNY20191219-R17438	Non Deliverable Forward Chinese Renminbi - Value Date 2019-12-19	7.01510	7.01510	7.01510	7.01510	1	2000000
2019-11-15	CU	USDIDR20191129-R17439	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-11-29	14094.050	14094.050	14094.050	14094.050	1	19000000
2019-11-15	CU	USDIDR20191202-R17439	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-12-02	14099.000	14099.000	14099.000	14099.000	1	4000000
2019-11-15	CU	USDIDR20191205-R17439	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-12-05	14103.960	14103.960	14103.960	14103.960	1	4000000
2019-11-15	CU	USDIDR20191209-R17439	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-12-09	14110.570	14110.570	14110.570	14110.570	3	9000000
2019-11-15	CU	USDIDR20191211-R17439	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-12-11	14113.870	14113.870	14113.870	14113.870	1	1000000
2019-11-15	CU	USDIDR20191212-R17439	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-12-12	14115.520	14115.520	14115.520	14115.520	2	19000000
2019-11-15	CU	USDIDR20191213-R17439	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-12-13	14117.180	14117.180	14117.180	14117.180	2	9000000
2019-11-15	CU	USDIDR20191216-R17439	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-12-16	14122.140	14122.140	14122.140	14122.140	2	12000000
2019-11-15	CU	USDIDR20191218-R17439	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-12-18	14125.450	14125.450	14125.450	14125.450	2	23000000
2019-11-15	CU	USDIDR20191219-R17439	Non Deliverable Forward Indonesian Rupiah - Value Date 2019-12-19	14127.100	14127.100	14127.100	14127.100	1	26000000
2019-11-15	CU	USDINR20191121-R17440	Non Deliverable Forward Indian Rupee - Value Date 2019-11-21	71.7360	71.7360	71.7360	71.7360	1	7000000
2019-11-15	CU	USDINR20191127-R17440	Non Deliverable Forward Indian Rupee - Value Date 2019-11-27	71.7596	71.7596	71.7596	71.7596	1	7000000
2019-11-15	CU	USDINR20191129-R17440	Non Deliverable Forward Indian Rupee - Value Date 2019-11-29	71.7767	71.7767	71.7767	71.7767	2	55000000
2019-11-15	CU	USDINR20191205-R17440	Non Deliverable Forward Indian Rupee - Value Date 2019-12-05	71.8280	71.8280	71.8280	71.8280	1	1000000
2019-11-15	CU	USDINR20191209-R17440	Non Deliverable Forward Indian Rupee - Value Date 2019-12-09	71.8623	71.8623	71.8623	71.8623	3	41000000
2019-11-15	CU	USDINR20191211-R17440	Non Deliverable Forward Indian Rupee - Value Date 2019-12-11	71.8794	71.8794	71.8794	71.8794	1	2000000
2019-11-15	CU	USDINR20191212-R17440	Non Deliverable Forward Indian Rupee - Value Date 2019-12-12	71.8880	71.8880	71.8880	71.8880	1	29000000
2019-11-15	CU	USDINR20191213-R17440	Non Deliverable Forward Indian Rupee - Value Date 2019-12-13	71.8966	71.8966	71.8966	71.8966	1	17000000
2019-11-15	CU	USDINR20191216-R17440	Non Deliverable Forward Indian Rupee - Value Date 2019-12-16	71.9223	71.9223	71.9223	71.9223	5	180000000
2019-11-15	CU	USDINR20191217-R17440	Non Deliverable Forward Indian Rupee - Value Date 2019-12-17	71.9309	71.9309	71.9309	71.9309	1	5000000
2019-11-15	CU	USDINR20191218-R17440	Non Deliverable Forward Indian Rupee - Value Date 2019-12-18	71.9394	71.9394	71.9394	71.9394	3	61000000
2019-11-15	CU	USDINR20191219-R17440	Non Deliverable Forward Indian Rupee - Value Date 2019-12-19	71.9480	71.9480	71.9480	71.9480	2	102000000
2019-11-15	CU	USDINR20191220-R17440	Non Deliverable Forward Indian Rupee - Value Date 2019-12-20	71.9568	71.9568	71.9568	71.9568	1	16000000
2019-11-15	CU	USDINR20191224-R17440	Non Deliverable Forward Indian Rupee - Value Date 2019-12-24	71.9919	71.9919	71.9919	71.9919	1	56000000
2019-11-15	CU	USDINR20191226-R17440	Non Deliverable Forward Indian Rupee - Value Date 2019-12-26	72.0094	72.0094	72.0094	72.0094	1	7000000
2019-11-15	CU	USDKRW20191120-R17441	Non Deliverable Forward South Korean Won - Value Date 2019-11-20	1166.987	1166.987	1166.987	1166.987	1	5000000
2019-11-15	CU	USDKRW20191122-R17441	Non Deliverable Forward South Korean Won - Value Date 2019-11-22	1166.961	1166.961	1166.961	1166.961	3	26000000
2019-11-15	CU	USDKRW20191129-R17441	Non Deliverable Forward South Korean Won - Value Date 2019-11-29	1166.849	1166.849	1166.849	1166.849	2	19000000
2019-11-15	CU	USDKRW20191202-R17441	Non Deliverable Forward South Korean Won - Value Date 2019-12-02	1166.787	1166.787	1166.787	1166.787	1	1000000
2019-11-15	CU	USDKRW20191204-R17441	Non Deliverable Forward South Korean Won - Value Date 2019-12-04	1166.747	1166.747	1166.747	1166.747	2	12000000
2019-11-15	CU	USDKRW20191205-R17441	Non Deliverable Forward South Korean Won - Value Date 2019-12-05	1166.726	1166.726	1166.726	1166.726	1	6000000
2019-11-15	CU	USDKRW20191209-R17441	Non Deliverable Forward South Korean Won - Value Date 2019-12-09	1166.644	1166.644	1166.644	1166.644	1	3000000
2019-11-15	CU	USDKRW20191211-R17441	Non Deliverable Forward South Korean Won - Value Date 2019-12-11	1166.603	1166.603	1166.603	1166.603	2	31000000
2019-11-15	CU	USDKRW20191216-R17441	Non Deliverable Forward South Korean Won - Value Date 2019-12-16	1166.501	1166.501	1166.501	1166.501	2	18000000
2019-11-15	CU	USDKRW20191218-R17441	Non Deliverable Forward South Korean Won - Value Date 2019-12-18	1166.460	1166.460	1166.460	1166.460	3	14000000
2019-11-15	CU	USDKRW20191219-R17441	Non Deliverable Forward South Korean Won - Value Date 2019-12-19	1166.440	1166.440	1166.440	1166.440	1	4000000
2019-11-15	CU	USDKRW20191220-R17441	Non Deliverable Forward South Korean Won - Value Date 2019-12-20	1166.397	1166.397	1166.397	1166.397	1	5000000
2019-11-15	CU	USDKRW20191227-R17441	Non Deliverable Forward South Korean Won - Value Date 2019-12-27	1166.096	1166.096	1166.096	1166.096	1	20000000
2019-11-15	CU	USDKRW20191230-R17441	Non Deliverable Forward South Korean Won - Value Date 2019-12-30	1165.996	1165.996	1165.996	1165.996	2	9000000
2019-11-15	CU	USDKRW20191231-R17441	Non Deliverable Forward South Korean Won - Value Date 2019-12-31	1165.956	1165.956	1165.956	1165.956	3	8000000
2019-11-15	CU	USDKRW20200110-R17441	Non Deliverable Forward South Korean Won - Value Date 2020-01-10	1165.493	1165.493	1165.493	1165.493	1	2000000
2019-11-15	CU	USDKRW20200115-R17441	Non Deliverable Forward South Korean Won - Value Date 2020-01-15	1165.278	1165.278	1165.278	1165.278	1	27000000
2019-11-15	CU	USDMYR20191122-R17442	Non Deliverable Forward Malaysian Ringgit - Value Date 2019-11-22	4.15250	4.15250	4.15250	4.15250	1	3000000
2019-11-15	CU	USDMYR20191203-R17442	Non Deliverable Forward Malaysian Ringgit - Value Date 2019-12-03	4.15020	4.15020	4.15020	4.15020	1	3000000
2019-11-15	CU	USDPHP20191121-R17443	Non Deliverable Forward Philippine Peso - Value Date 2019-11-21	50.6541	50.6541	50.6541	50.6541	1	3000000
2019-11-15	CU	USDPHP20191122-R17443	Non Deliverable Forward Philippine Peso - Value Date 2019-11-22	50.6554	50.6554	50.6554	50.6554	1	3000000
2019-11-15	CU	USDPHP20191206-R17443	Non Deliverable Forward Philippine Peso - Value Date 2019-12-06	50.6786	50.6786	50.6786	50.6786	2	12000000
2019-11-15	CU	USDPHP20191209-R17443	Non Deliverable Forward Philippine Peso - Value Date 2019-12-09	50.6838	50.6838	50.6838	50.6838	1	5000000
2019-11-15	CU	USDPHP20191211-R17443	Non Deliverable Forward Philippine Peso - Value Date 2019-12-11	50.6873	50.6873	50.6873	50.6873	1	5000000
2019-11-15	CU	USDPHP20191218-R17443	Non Deliverable Forward Philippine Peso - Value Date 2019-12-18	50.6995	50.6995	50.6995	50.6995	1	5000000
2019-11-15	CU	USDTWD20191125-R17444	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-11-25	30.5264	30.5264	30.5264	30.5264	2	16000000
2019-11-15	CU	USDTWD20191126-R17444	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-11-26	30.5250	30.5250	30.5250	30.5250	1	1000000
2019-11-15	CU	USDTWD20191127-R17444	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-11-27	30.5217	30.5217	30.5217	30.5217	2	27000000
2019-11-15	CU	USDTWD20191202-R17444	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-12-02	30.5052	30.5052	30.5052	30.5052	2	17000000
2019-11-15	CU	USDTWD20191204-R17444	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-12-04	30.4985	30.4985	30.4985	30.4985	2	44000000
2019-11-15	CU	USDTWD20191206-R17444	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-12-06	30.4919	30.4919	30.4919	30.4919	2	21000000
2019-11-15	CU	USDTWD20191209-R17444	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-12-09	30.4820	30.4820	30.4820	30.4820	1	1000000
2019-11-15	CU	USDTWD20191218-R17444	Non Deliverable Forward Taiwan New Dollar - Value Date 2019-12-18	30.4523	30.4523	30.4523	30.4523	1	36000000
2019-11-15	CU	USDTWD20200106-R17444	Non Deliverable Forward Taiwan New Dollar - Value Date 2020-01-06	30.3944	30.3944	30.3944	30.3944	2	25000000
2019-11-15	EQ	16152	SPX VAR SWAP [SEF]	13.0	13.0	13.0	13.0	1	70000
2019-11-15	IR	10Y LCH.sb		1.7425	1.7425	1.7425	1.7425	7	575000000
2019-11-15	IR	1Y_BY_3M_USD-LIBOR_D0_Straddle_1800	1Y_BY_3M_USD-LIBOR_D0_Straddle_1800	0.02555	0.02555	0.02545	0.02545	2	305000000
2019-11-15	IR	1Y_BY_3M_USD-LIBOR_D0_Straddle_360	1Y_BY_3M_USD-LIBOR_D0_Straddle_360	0.00485	0.00485	0.00485	0.00485	1	500000000
2019-11-15	IR	2Y_BY_3M_USD-LIBOR_D0_Straddle_360	2Y_BY_3M_USD-LIBOR_D0_Straddle_360	0.00725	0.00725	0.00725	0.00725	1	700000000
2019-11-15	IR	2Y_BY_6M_EUR-EURIBOR_D0_Payer_720	2Y_BY_6M_EUR-EURIBOR_D0_Payer_720	0.00151	0.00151	0.00151	0.00151	1	500000000
2019-11-15	IR	2Y_BY_6M_EUR-EURIBOR_D0_Receiver_720	2Y_BY_6M_EUR-EURIBOR_D0_Receiver_720	0.00133	0.00133	0.00133	0.00133	1	500000000
2019-11-15	IR	30Y LCH.sb		1.93	1.93	1.93	1.93	1	25000000
2019-11-15	IR	3Y EUR IRS Outright 3s_20251119	3Y EUR IRS Outright 3s_20251119	-0.001	-0.001	-0.001	-0.001	1	85000000
2019-11-15	IR	4Y TRY/USD IRX Outright_20231119	4Y TRY/USD IRX Outright_20231119	0.1143	0.1143	0.1143	0.1143	1	92224000
2019-11-15	IR	5Y LCH.sb		1.6125	1.605	1.605	1.605	8	1125000000
2019-11-15	IR	5Y_BY_6M_EUR-EURIBOR_D0_Straddle_1080	5Y_BY_6M_EUR-EURIBOR_D0_Straddle_1080	0.02455	0.02455	0.02455	0.02455	1	150000000
2019-11-15	IR	AUD.10Y.6M.DEC19.EFP_20291118	AUD.10Y.6M.DEC19.EFP_20291118	0.0131125	0.0131125	0.0131125	0.0131125	2	50000000
2019-11-15	IR	AUD.3M.AONIA.(+2)_20200218	AUD.3M.AONIA.(+2)_20200218	0.0067	0.0067	0.0066875	0.0067	1	2000000000
2019-11-15	IR	AUD.3Y.AONIA/AUDBBR_20221118	AUD.3Y.AONIA/AUDBBR_20221118	0.0022125	0.0022125	0.0022125	0.0022125	1	150000000
2019-11-15	IR	AUD.5Y.3M.XCCY.BSX_20241119	AUD.5Y.3M.XCCY.BSX_20241119	0.0022875	0.0022875	0.0022875	0.0022875	2	52000000
2019-11-15	IR	AUD.6Y.3M.XCCY.BSX_20251119	AUD.6Y.3M.XCCY.BSX_20251119	0.0024375	0.0024375	0.0024375	0.0024375	2	43000000
2019-11-15	IR	AUD_OIS_AONIA_0X3	AUD_OIS_AONIA_0X3					1	2000000000
2019-11-15	IR	CAD.10Y.SB.3M	CAD.10Y.SB.3M	0.019225	0.019225	0.019225	0.019225	1	20000000
2019-11-15	IR	CAD.2Y.SB.3M	CAD.2Y.SB.3M	0.018299	0.018299	0.018299	0.018299	1	200000000
2019-11-15	IR	CAD_OIS_CANADA OIS_0X12	CAD_OIS_CANADA OIS_0X12					1	200000000
2019-11-15	IR	CAD_OIS_CANADA OIS_3X5	CAD_OIS_CANADA OIS_3X5					1	1000000000
2019-11-15	IR	CLP.10Y.SB.TNA.S.CC.ICAP	CLP.10Y.SB.TNA.S.CC.ICAP	0.031	0.0313	0.031	0.0313	2	5750000000
2019-11-15	IR	CLP.1Y.SB.TNA.S.CC.ICAP	CLP.1Y.SB.TNA.S.CC.ICAP	0.0151	0.0151	0.0147	0.0147	2	97000000000
2019-11-15	IR	CLP.5Y.SB.TNA.S.CC.ICAP	CLP.5Y.SB.TNA.S.CC.ICAP	0.0241	0.0241	0.0241	0.0241	1	5100000000
2019-11-15	IR	CLP.7Y.SB.TNA.S.CC.ICAP	CLP.7Y.SB.TNA.S.CC.ICAP	0.0271	0.0271	0.0271	0.0271	1	4000000000
2019-11-15	IR	CLP_NDS_6M_USD_TNA_0X12	CLP_NDS_6M_USD_TNA_0X12					13	419800000000
2019-11-15	IR	CLP_NDS_6M_USD_TNA_0X120	CLP_NDS_6M_USD_TNA_0X120					7	28600000000
2019-11-15	IR	CLP_NDS_6M_USD_TNA_0X18	CLP_NDS_6M_USD_TNA_0X18					1	12000000000
2019-11-15	IR	CLP_NDS_6M_USD_TNA_0X24	CLP_NDS_6M_USD_TNA_0X24					8	94300000000
2019-11-15	IR	CLP_NDS_6M_USD_TNA_0X3	CLP_NDS_6M_USD_TNA_0X3					7	824200000000
2019-11-15	IR	CLP_NDS_6M_USD_TNA_0X36	CLP_NDS_6M_USD_TNA_0X36					1	6000000000
2019-11-15	IR	CLP_NDS_6M_USD_TNA_0X6	CLP_NDS_6M_USD_TNA_0X6					4	178400000000
2019-11-15	IR	CLP_NDS_6M_USD_TNA_0X60	CLP_NDS_6M_USD_TNA_0X60					2	18500000000
2019-11-15	IR	CLP_NDS_6M_USD_TNA_0X84	CLP_NDS_6M_USD_TNA_0X84					1	4000000000
2019-11-15	IR	CME_MXN_IRS_28M_MXN_TIIE_0X119	CME_MXN_IRS_28M_MXN_TIIE_0X119					14	3775000000
2019-11-15	IR	CME_MXN_IRS_28M_MXN_TIIE_0X2	CME_MXN_IRS_28M_MXN_TIIE_0X2					3	21750000000
2019-11-15	IR	CME_MXN_IRS_28M_MXN_TIIE_0X24	CME_MXN_IRS_28M_MXN_TIIE_0X24					6	7280000000
2019-11-15	IR	CME_MXN_IRS_28M_MXN_TIIE_0X36	CME_MXN_IRS_28M_MXN_TIIE_0X36					7	5420000000
2019-11-15	IR	CME_MXN_IRS_28M_MXN_TIIE_0X47	CME_MXN_IRS_28M_MXN_TIIE_0X47					5	2760000000
2019-11-15	IR	CME_MXN_IRS_28M_MXN_TIIE_0X59	CME_MXN_IRS_28M_MXN_TIIE_0X59					10	3440000000
2019-11-15	IR	CME_MXN_IRS_28M_MXN_TIIE_0X8	CME_MXN_IRS_28M_MXN_TIIE_0X8					2	3560000000
2019-11-15	IR	CME_MXN_IRS_28M_MXN_TIIE_0X83	CME_MXN_IRS_28M_MXN_TIIE_0X83					3	335000000
2019-11-15	IR	COP.10Y.IBR.OIS.S.CC.iCAP	COP.10Y.IBR.OIS.S.CC.iCAP	0.056	0.056	0.056	0.056	1	9000000000
2019-11-15	IR	COP.5Y.IBR.OIS.S.CC.ICAP	COP.5Y.IBR.OIS.S.CC.ICAP	0.0496	0.0496	0.0496	0.0496	1	16000000000
2019-11-15	IR	COP_NOIS_IBR__0X12	COP_NOIS_IBR__0X12					4	630000000000
2019-11-15	IR	COP_NOIS_IBR__0X120	COP_NOIS_IBR__0X120					3	27000000000
2019-11-15	IR	COP_NOIS_IBR__0X24	COP_NOIS_IBR__0X24					6	432000000000
2019-11-15	IR	COP_NOIS_IBR__0X36	COP_NOIS_IBR__0X36					1	123000000000
2019-11-15	IR	COP_NOIS_IBR__0X48	COP_NOIS_IBR__0X48					4	95600000000
2019-11-15	IR	COP_NOIS_IBR__0X60	COP_NOIS_IBR__0X60					7	143000000000
2019-11-15	IR	COP_NOIS_IBR__0X84	COP_NOIS_IBR__0X84					1	12000000000
2019-11-15	IR	COP_NOIS_IBR__0X9	COP_NOIS_IBR__0X9					1	93000000000
2019-11-15	IR	EUR 3Y 6Y 3M EURIBOR Cap 0	EUR 3M EURIBOR_20251119	0.009269	0.009269	0.009269	0.009269	1	200000000
2019-11-15	IR	EUR.2Y.6M_20231117	EUR.2Y.6M_20231117	-0.00211	-0.00211	-0.00211	-0.00211	1	250000000
2019-11-15	IR	IDR.USD.2Y.ifx.NDIRX_20211120	IDR.USD.2Y.ifx.NDIRX_20211120	0.064	0.064	0.064	0.064	2	10000000
2019-11-15	IR	IRS_AUD_3MBBSW_USD_3MUSDL_0X3	IRS_AUD_3MBBSW_USD_3MUSDL_0X3					2	2500000000
2019-11-15	IR	IRS_CHF_3MCHFL_USD_3MUSDL_0X48	IRS_CHF_3MCHFL_USD_3MUSDL_0X48					1	75000000
2019-11-15	IR	IRS_CLF_1TUF_CLP_CAMA_0X11	IRS_CLF_1TUF_CLP_CAMA_0X11					6	2100000
2019-11-15	IR	IRS_CLF_1TUF_CLP_CAMA_0X2	IRS_CLF_1TUF_CLP_CAMA_0X2					4	2000000
2019-11-15	IR	IRS_CLF_1TUF_CLP_CAMA_0X9	IRS_CLF_1TUF_CLP_CAMA_0X9					1	300000
2019-11-15	IR	IRS_CLF_6MUF_CLP_CAMA_0X120	IRS_CLF_6MUF_CLP_CAMA_0X120					4	443000
2019-11-15	IR	IRS_CLF_6MUF_CLP_CAMA_0X180	IRS_CLF_6MUF_CLP_CAMA_0X180					1	97000
2019-11-15	IR	IRS_CLF_6MUF_CLP_CAMA_0X24	IRS_CLF_6MUF_CLP_CAMA_0X24					3	1300000
2019-11-15	IR	IRS_CLF_6MUF_CLP_CAMA_0X240	IRS_CLF_6MUF_CLP_CAMA_0X240					1	75000
2019-11-15	IR	IRS_USD_3MUSDL_COP_IBR_0X120	IRS_USD_3MUSDL_COP_IBR_0X120					1	2400000
2019-11-15	IR	IRS_USD_3MUSDL_COP_IBR_0X24	IRS_USD_3MUSDL_COP_IBR_0X24					3	45000000
2019-11-15	IR	IRS_USD_3MUSDL_COP_IBR_0X60	IRS_USD_3MUSDL_COP_IBR_0X60					1	6000000
2019-11-15	IR	IRS_USD_6MUSDL_CLP_CAMA_0X120	IRS_USD_6MUSDL_CLP_CAMA_0X120					1	5000000
2019-11-15	IR	IRS_USD_6MUSDL_CLP_CAMA_0X24	IRS_USD_6MUSDL_CLP_CAMA_0X24					3	35000000
2019-11-15	IR	JPY.12Y.3M/6M_20311119	JPY.12Y.3M/6M_20311119	0.000775	0.000775	0.000775	0.000775	1	4000000000
2019-11-15	IR	LCHF_NZD_IRS_3M_NZD_BKBM_0X36	LCHF_NZD_IRS_3M_NZD_BKBM_0X36					1	75000000
2019-11-15	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X3	LCH_AUD_IRS_3M_AUD_BBSW_0X3					1	2000000000
2019-11-15	IR	LCH_AUD_IRS_3M_AUD_BBSW_0X36	LCH_AUD_IRS_3M_AUD_BBSW_0X36					2	201500000
2019-11-15	IR	LCH_AUD_IRS_3M_AUD_BBSW_1X4	LCH_AUD_IRS_3M_AUD_BBSW_1X4					1	2000000000
2019-11-15	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X108	LCH_AUD_IRS_6M_AUD_BBSW_0X108					1	30000000
2019-11-15	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X120	LCH_AUD_IRS_6M_AUD_BBSW_0X120					4	107000000
2019-11-15	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X144	LCH_AUD_IRS_6M_AUD_BBSW_0X144					1	30000000
2019-11-15	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X48	LCH_AUD_IRS_6M_AUD_BBSW_0X48					1	74500000
2019-11-15	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X60	LCH_AUD_IRS_6M_AUD_BBSW_0X60					1	60000000
2019-11-15	IR	LCH_AUD_IRS_6M_AUD_BBSW_0X96	LCH_AUD_IRS_6M_AUD_BBSW_0X96					1	17000000
2019-11-15	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X120	LCH_CAD_IRS_3M_CAD_CDOR_0X120					2	125000000
2019-11-15	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X60	LCH_CAD_IRS_3M_CAD_CDOR_0X60					2	335000000
2019-11-15	IR	LCH_CAD_IRS_3M_CAD_CDOR_0X72	LCH_CAD_IRS_3M_CAD_CDOR_0X72					1	200000000
2019-11-15	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X120	LCH_NZD_IRS_3M_NZD_BKBM_0X120					2	54500000
2019-11-15	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X24	LCH_NZD_IRS_3M_NZD_BKBM_0X24					1	141500000
2019-11-15	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X36	LCH_NZD_IRS_3M_NZD_BKBM_0X36					1	82250000
2019-11-15	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X60	LCH_NZD_IRS_3M_NZD_BKBM_0X60					1	50000000
2019-11-15	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X72	LCH_NZD_IRS_3M_NZD_BKBM_0X72					1	39500000
2019-11-15	IR	LCH_NZD_IRS_3M_NZD_BKBM_0X96	LCH_NZD_IRS_3M_NZD_BKBM_0X96					1	60000000
2019-11-15	IR	LCH_SGD_IRS_6M_SGD_SOR-VWAP_0X60	LCH_SGD_IRS_6M_SGD_SOR-VWAP_0X60					1	14500000
2019-11-15	IR	MXN.13*1.TIIE.28D.S.CC	MXN.13*1.TIIE.28D.S.CC	0.0691	0.06925	0.0691	0.06925	2	6420000000
2019-11-15	IR	MXN.130*1.TIIE.28D.S.CC	MXN.130*1.TIIE.28D.S.CC	0.0682	0.0682	0.0679	0.06795	4	540000000
2019-11-15	IR	MXN.65*1.TIIE.28D.S.CC	MXN.65*1.TIIE.28D.S.CC	0.06515	0.06515	0.0651	0.0651	2	895000000
2019-11-15	IR	MXN.9*1.TIIE.28D.S.CC	MXN.9*1.TIIE.28D.S.CC	0.07145	0.07145	0.07145	0.07145	1	8465000000
2019-11-15	IR	MXN.91*1.TIIE.28D.S.CC	MXN.91*1.TIIE.28D.S.CC	0.0663	0.0663	0.0663	0.0663	1	340000000
2019-11-15	IR	NZD.2Y.6M.3M_20211119	NZD.2Y.6M.3M_20211119	0.011725	0.011725	0.011725	0.011725	1	100000000
2019-11-15	IR	SOPT_STRADDLE_E_CAD_3MCDOR_3 X 60_1.8025	SOPT_STRADDLE_E_CAD_3MCDOR_3 X 60_1.802500					1	50000000
2019-11-15	IR	SOPT_STRADDLE_E_CAD_3MCDOR_3 X 60_1.8075	SOPT_STRADDLE_E_CAD_3MCDOR_3 X 60_1.807500					1	50000000
2019-11-15	IR	SOPT_STRADDLE_E_CAD_3MCDOR_3 X 60_1.8125	SOPT_STRADDLE_E_CAD_3MCDOR_3 X 60_1.812500					1	50000000
2019-11-15	IR	TRY_IRS_3M_TRY_LIBOR_0X12	TRY_IRS_3M_TRY_LIBOR_0X12					2	125491700
2019-11-15	IR	USD.10Y.1M/3M	USD.10Y.1M/3M	0.00105	0.00105	0.00105	0.00105	2	183000000
2019-11-15	IR	USD.10Y.FF/3M.S.LL	USD.10Y.FF/3M.S.LL	0.002225	0.002225	0.002225	0.002225	2	150000000
2019-11-15	IR	USD.12Y.1M/3M	USD.12Y.1M/3M	0.00105	0.00105	0.00105	0.00105	1	70000000
2019-11-15	IR	USD.20Y.FF/3M.S.LL	USD.20Y.FF/3M.S.LL	0.002237	0.002237	0.002237	0.002237	3	120000000
2019-11-15	IR	USD.2Y.FF/3M.S.LL	USD.2Y.FF/3M.S.LL	0.0025	0.0025	0.0025	0.0025	1	250000000
2019-11-15	IR	USD.3M.OIS.DEC19	USD.3M.OIS.DEC19	0.015225	0.015325	0.0152	0.015325	5	8000000000
2019-11-15	IR	USD.4Y.1M/3M	USD.4Y.1M/3M	0.001112	0.001112	0.001112	0.001112	1	75000000
2019-11-15	IR	USD.5Y.FF/3M.S.LL	USD.5Y.FF/3M.S.LL	0.002288	0.002288	0.002275	0.002275	4	389000000
2019-11-15	IR	USD.6Y.1M/3M	USD.6Y.1M/3M	0.001063	0.001063	0.001063	0.001063	1	100000000
2019-11-15	IR	USD.7Y.1M/3M	USD.7Y.1M/3M	0.00105	0.00105	0.00105	0.00105	2	300000000
2019-11-15	IR	USD.7Y.FF/3M.S.LL	USD.7Y.FF/3M.S.LL	0.002237	0.002237	0.002237	0.002237	1	30000000
2019-11-15	IR	USD.FRA.1M.07D*	USD.FRA.1M.07D*	0.01735	0.01735	0.017337	0.017337	5	19500000000
2019-11-15	IR	USD.FRA.3M.DEC19	USD.FRA.3M.DEC19	0.01905	0.019075	0.019025	0.019075	5	8000000000
2019-11-15	IR	USD.FRA.6M.0x6_20200520	USD.FRA.6M.0x6_20200520	0.0191875	0.0191875	0.0191875	0.0191875	1	500000000
2019-11-15	IR	USD.MAR20.SOFR/FF.S.LL	USD.MAR20.SOFR/FF.S.LL	-0.000313	-0.000313	-0.000313	-0.000313	1	2000000000
2019-11-15	IR	USDMXN.7Y.LIBOR/TIIE.S.B	USDMXN.7Y.LIBOR/TIIE.S.B	0.00365	0.00365	0.00365	0.00365	1	15000000