Daily Activity Summary for tpSEF Inc.

Batch DateAsset ClassTradeable InstrumentDescriptionOpening PriceTrade HighTradeLowClosing PriceNum of TradesTotal Notional Value
2017-09-22CD146086IG28 5Y - SEF57.1557.1557.157.16730000000
2017-09-22CD146270CDXEM 27 - SEF96.73596.7596.73596.75385000000
2017-09-22CD146657HY28 5Y - SEF106.92106.95106.92106.94575000000
2017-09-22CD185650CDXEM 28 - SEF95.8295.8295.7995.8213260000000
2017-09-22CD185665IG29 5Y - SEF60.3560.3559.859.87721000000
2017-09-22CD72350IG24 5Y - SEF30.2530.2530.2530.251175000000
2017-09-22CU11D_USD_JPY_A_FXO_-0.168_FXO11D_USD_JPY_A_FXO_-0.168_FXO0.15250760.15250760.15250760.15250764225000000
2017-09-22CU1M_EUR_CAD_A_FXO_-0.4977_FXO1M_EUR_CAD_A_FXO_-0.4977_FXO0.91899390.91899390.91899390.9189939210000000
2017-09-22CU1M_EUR_CAD_A_FXO_0.5019_FXO1M_EUR_CAD_A_FXO_0.5019_FXO0.95903220.95903220.95903220.9590322210000000
2017-09-22CU1M_EUR_USD_B_FXO_-0.4965_FXO1M_EUR_USD_B_FXO_-0.4965_FXO1.0860211.0860211.0860211.086021111500000
2017-09-22CU1M_EUR_USD_B_FXO_0.5035_FXO1M_EUR_USD_B_FXO_0.5035_FXO1.0790211.0790211.0790211.079021111500000
2017-09-22CU1M_NZD_USD_B_FXO_-0.1615_FXO1M_NZD_USD_B_FXO_-0.1615_FXO0.21034090.21034090.21034090.2103409130000000
2017-09-22CU1M_USD_BRL_A_FXO_-0.2509_FXO1M_USD_BRL_A_FXO_-0.2509_FXO0.42033630.42033630.42033630.4203363360000000
2017-09-22CU1M_USD_BRL_A_FXO_0.2496_FXO1M_USD_BRL_A_FXO_0.2496_FXO0.5206740.5206740.5206740.520674365000000
2017-09-22CU1M_USD_COP_A_FXO_-0.278_FXO1M_USD_COP_A_FXO_-0.278_FXO0.52146940.52146940.52146940.5214694110000000
2017-09-22CU1W_AUD_USD_B_FXO_-0.4213_FXO1W_AUD_USD_B_FXO_-0.4213_FXO0.34348530.34348530.34348530.3434853130000000
2017-09-22CU1W_AUD_USD_B_FXO_0.2255_FXO1W_AUD_USD_B_FXO_0.2255_FXO0.13349190.13349190.13349190.1334919130000000
2017-09-22CU1W_EUR_KRW_A_FXO_-0.2844_FXO1W_EUR_KRW_A_FXO_-0.2844_FXO0.23933870.23933870.23933870.2393387120000000
2017-09-22CU1W_EUR_USD_B_FXO_-0.4972_FXO1W_EUR_USD_B_FXO_-0.4972_FXO0.6076520.6076520.6076520.607652125000000
2017-09-22CU1W_EUR_USD_B_FXO_-0.5043_FXO1W_EUR_USD_B_FXO_-0.5043_FXO0.6018250.6018250.6018250.601825110000000
2017-09-22CU1W_EUR_USD_B_FXO_0.3828_FXO1W_EUR_USD_B_FXO_0.3828_FXO0.38706360.38706360.38706360.38706363100000000
2017-09-22CU1W_EUR_USD_B_FXO_0.4957_FXO1W_EUR_USD_B_FXO_0.4957_FXO0.5768250.5768250.5768250.576825110000000
2017-09-22CU1W_EUR_USD_B_FXO_0.5028_FXO1W_EUR_USD_B_FXO_0.5028_FXO0.6086520.6086520.6086520.608652125000000
2017-09-22CU1W_GBP_JPY_A_FXO_-0.3812_FXO1W_GBP_JPY_A_FXO_-0.3812_FXO0.40232210.40232210.40232210.40232211200000000
2017-09-22CU1W_USD_CAD_A_FXO_-0.4967_FXO1W_USD_CAD_A_FXO_-0.4967_FXO0.45594210.45594210.45594210.4559421230000000
2017-09-22CU1W_USD_CAD_A_FXO_0.5032_FXO1W_USD_CAD_A_FXO_0.5032_FXO0.47222610.47222610.47222610.4722261230000000
2017-09-22CU1W_USD_JPY_A_FXO_-0.3758_FXO1W_USD_JPY_A_FXO_-0.3758_FXO0.33006320.33006320.33006320.3300632130000000
2017-09-22CU1Y_USD_SGD_A_FXO_-0.5003_FXO1Y_USD_SGD_A_FXO_-0.5003_FXO1.9797471.9797471.9797471.979747110000000
2017-09-22CU1Y_USD_SGD_A_FXO_0.4985_FXO1Y_USD_SGD_A_FXO_0.4985_FXO2.098832.098832.098832.09883110000000
2017-09-22CU20D_USD_JPY_A_FXO_-0.1146_FXO20D_USD_JPY_A_FXO_-0.1146_FXO0.14567360.14567360.14567360.14567361200000000
2017-09-22CU24D_GBP_JPY_A_FXO_0.4625_FXO24D_GBP_JPY_A_FXO_0.4625_FXO0.92014250.92014250.92014250.92014251150000000
2017-09-22CU26D_USD_MXN_A_FXO_-0.4715_FXO26D_USD_MXN_A_FXO_-0.4715_FXO0.8914260.8914260.8914260.891426130000000
2017-09-22CU2W_EUR_CAD_A_FXO_0.4991_FXO2W_EUR_CAD_A_FXO_0.4991_FXO0.64930750.64930750.64930750.6493075120000000
2017-09-22CU35D_EUR_USD_B_FXO_0.3599_FXO35D_EUR_USD_B_FXO_0.3599_FXO0.76575720.76575720.76575720.7657572130000000
2017-09-22CU3D_EUR_USD_B_FXO_-0.2953_FXO3D_EUR_USD_B_FXO_-0.2953_FXO0.13193920.13193920.13193920.1319392110000000
2017-09-22CU3D_EUR_USD_B_FXO_0.1799_FXO3D_EUR_USD_B_FXO_0.1799_FXO0.060613060.060613060.060613060.06061306110000000
2017-09-22CU3D_EUR_USD_B_FXO_0.2018_FXO3D_EUR_USD_B_FXO_0.2018_FXO0.070149790.070149790.070149790.07014979230000000
2017-09-22CU3D_GBP_USD_B_FXO_-0.4518_FXO3D_GBP_USD_B_FXO_-0.4518_FXO0.27269620.27269620.27269620.2726962130000000
2017-09-22CU3D_USD_IDR_A_FXO_0.1982_FXO3D_USD_IDR_A_FXO_0.1982_FXO0.070149480.070149480.070149480.07014948220000000
2017-09-22CU3D_USD_IDR_A_FXO_0.222_FXO3D_USD_IDR_A_FXO_0.222_FXO0.081170650.081170650.081170650.08117065130000000
2017-09-22CU3D_USD_JPY_A_FXO_-0.2065_FXO3D_USD_JPY_A_FXO_-0.2065_FXO0.094692390.094692390.094692390.09469239130000000
2017-09-22CU41D_USD_KRW_A_FXO_0.0794_FXO41D_USD_KRW_A_FXO_0.0794_FXO0.18809310.18809310.18809310.1880931145000000
2017-09-22CU41D_USD_KRW_A_FXO_0.2096_FXO41D_USD_KRW_A_FXO_0.2096_FXO0.47564830.47564830.47564830.4756483130000000
2017-09-22CU5D_USD_BRL_A_FXO_0.4747_FXO5D_USD_BRL_A_FXO_0.4747_FXO0.40315780.40315780.40315780.4031578440000000
2017-09-22CU5D_USD_JPY_A_FXO_-0.4504_FXO5D_USD_JPY_A_FXO_-0.4504_FXO0.35584410.35584410.35584410.3558441130000000
2017-09-22CU6D_USD_JPY_A_FXO_-0.3399_FXO6D_USD_JPY_A_FXO_-0.3399_FXO0.28698350.28698350.28698350.28698355200000000
2017-09-22CU74D_USD_JPY_A_FXO_0.1027_FXO74D_USD_JPY_A_FXO_0.1027_FXO0.21154850.21154850.21154850.21154852243000000
2017-09-22CU74D_USD_JPY_A_FXO_0.2789_FXO74D_USD_JPY_A_FXO_0.2789_FXO0.74020550.74020550.74020550.74020552130000000
2017-09-22CUNDF.USD.BRL.11D.S.BNDF.USD.BRL.11D.S.B3.14033.14033.13333.13334232000000
2017-09-22CUNDF.USD.BRL.12D.S.BNDF.USD.BRL.12D.S.B3.133453.133453.133453.133452140000000
2017-09-22CUNDF.USD.BRL.15D.S.BNDF.USD.BRL.15D.S.B3.13783.1383.13783.138220000000
2017-09-22CUNDF.USD.BRL.2D.S.BNDF.USD.BRL.2D.S.B3.12873.12923.12873.1292561500000
2017-09-22CUNDF.USD.BRL.4D.S.BNDF.USD.BRL.4D.S.B3.129753.129753.1273.129756416500000
2017-09-22CUNDF.USD.BRL.7D.S.BNDF.USD.BRL.7D.S.B3.13283.13283.13283.1328113000000
2017-09-22CUNDF.USD.BRL.BMF1.S.BNDF.USD.BRL.BMF1.S.B3.13633.14053.12593.1295572031500000
2017-09-22CUNDF.USD.BRL.BMF2.S.BNDF.USD.BRL.BMF2.S.B3.148753.15313.140553.143812859500000
2017-09-22CUNDF.USD.BRL.TODAY.S.BNDF.USD.BRL.TODAY.S.B3.13343.13443.13193.1344852000000
2017-09-22CUNDF.USD.BRL.TOM.S.BNDF.USD.BRL.TOM.S.B3.1273.12753.12653.1275456500000
2017-09-22CUNDF.USD.CLP.1M.S.BNDF.USD.CLP.1M.S.B623.94623.94623.92623.92270000000
2017-09-22CUNDF.USD.CLP.TOM.S.BNDF.USD.CLP.TOM.S.B623.5623.5623.5623.5270000000
2017-09-22CUNDF.USD.CNY.1D.FWD.1M.S.BNDF.USD.CNY.1D.FWD.1M.S.B6.59456.59456.58046.5804217000000
2017-09-22CUNDF.USD.CNY.1M.S.BNDF.USD.CNY.1M.S.B6.596.596.596.59445000000
2017-09-22CUNDF.USD.CNY.TOM.S.B.NDF.USD.CNY.TOM.S.B.6.58256.58256.57246.5724217000000
2017-09-22CUNDF.USD.COP.1M.S.BNDF.USD.COP.1M.S.B2910.52910.52910.52910.514000000
2017-09-22CUNDF.USD.IDR.1D.FWD.1M.S.BNDF.USD.IDR.1D.FWD.1M.S.B13321.013321.013321.013321.013000000
2017-09-22CUNDF.USD.IDR.1M.S.BNDF.USD.IDR.1M.S.B13358.013358.013316.013316.039000000
2017-09-22CUNDF.USD.IDR.TOM.S.BNDF.USD.IDR.TOM.S.B13301.013301.013301.013301.013000000
2017-09-22CUNDF.USD.INR.1D.FWD.1M.S.BNDF.USD.INR.1D.FWD.1M.S.B65.1265.16565.1265.165549000000
2017-09-22CUNDF.USD.INR.1M.S.BNDF.USD.INR.1M.S.B65.1265.1465.165.148193000000
2017-09-22CUNDF.USD.INR.3M.S.BNDF.USD.INR.3M.S.B65.52565.55565.52565.5552150000000
2017-09-22CUNDF.USD.INR.TOM.S.BNDF.USD.INR.TOM.S.B64.964.9364.964.93549000000
2017-09-22CUNDF.USD.KRW.1D.FWD.1M.S.BNDF.USD.KRW.1D.FWD.1M.S.B1132.791132.791132.791132.79211000000
2017-09-22CUNDF.USD.KRW.1M.S.BNDF.USD.KRW.1M.S.B1132.91133.291132.91133.0965000000
2017-09-22CUNDF.USD.KRW.TOM.S.BNDF.USD.KRW.TOM.S.B1133.091133.291133.01133.09316000000
2017-09-22CUNDF.USD.MYR.1D.FWD.1M.S.BNDF.USD.MYR.1D.FWD.1M.S.B4.1734.1734.1734.173140000000
2017-09-22CUNDF.USD.MYR.TOM.S.BNDF.USD.MYR.TOM.S.B4.18554.18554.18554.1855140000000
2017-09-22CUNDF.USD.PEN.1M.S.BNDF.USD.PEN.1M.S.B3.2483.2483.2483.24813000000
2017-09-22CUNDF.USD.PHP.1D.FWD.1M.S.BNDF.USD.PHP.1D.FWD.1M.S.B50.750.750.750.7211000000
2017-09-22CUNDF.USD.RUB.1M.S.BNDF.USD.RUB.1M.S.B57.9157.9157.9157.9114000000
2017-09-22CUNDF.USD.RUB.TOM.S.BNDF.USD.RUB.TOM.S.B57.5557.5557.5557.55122000000
2017-09-22CUNDF.USD.TWD.1D.S.BNDF.USD.TWD.1D.S.B30.21530.21530.21530.21515000000
2017-09-22CUNDF.USD.TWD.1M.S.BNDF.USD.TWD.1M.S.B30.07530.0930.07530.08746000000
2017-09-22CUNDF.USD.TWD.3M.S.BNDF.USD.TWD.3M.S.B29.94529.94529.94529.945120000000
2017-09-22CUUSDCNY20171011-R4449Non Deliverable Forward Chinese Renminbi - Value Date 2017-10-116.586136.586136.586136.58613110000000
2017-09-22CUUSDCNY20171016-R4449Non Deliverable Forward Chinese Renminbi - Value Date 2017-10-166.589756.589756.589756.58975217000000
2017-09-22CUUSDCNY20171017-R4449Non Deliverable Forward Chinese Renminbi - Value Date 2017-10-176.590486.590486.590486.5904816000000
2017-09-22CUUSDCNY20171018-R4449Non Deliverable Forward Chinese Renminbi - Value Date 2017-10-186.591206.591206.591206.5912029000000
2017-09-22CUUSDCNY20171019-R4449Non Deliverable Forward Chinese Renminbi - Value Date 2017-10-196.591926.591926.591926.59192440000000
2017-09-22CUUSDCNY20171020-R4449Non Deliverable Forward Chinese Renminbi - Value Date 2017-10-206.592656.592656.592656.59265440000000
2017-09-22CUUSDCNY20171023-R4449Non Deliverable Forward Chinese Renminbi - Value Date 2017-10-236.594826.594826.594826.59482434000000
2017-09-22CUUSDCNY20171115-R4449Non Deliverable Forward Chinese Renminbi - Value Date 2017-11-156.606256.606256.606256.6062512000000
2017-09-22CUUSDCNY20171116-R4449Non Deliverable Forward Chinese Renminbi - Value Date 2017-11-166.606716.606716.606716.60671110000000
2017-09-22CUUSDCNY20171214-R4449Non Deliverable Forward Chinese Renminbi - Value Date 2017-12-146.619246.619246.619246.6192412000000
2017-09-22CUUSDINR20171023-R4451Non Deliverable Forward Indian Rupee - Value Date 2017-10-2365.047865.047865.047865.0478121000000
2017-09-22CUUSDINR20171026-R4451Non Deliverable Forward Indian Rupee - Value Date 2017-10-2665.070065.070065.070065.0700121000000
2017-09-22CUUSDTWD20170927-R4452Non Deliverable Forward Taiwan New Dollar - Value Date 2017-09-2730.172630.172630.172630.172626000000
2017-09-22CUUSDTWD20170928-R4452Non Deliverable Forward Taiwan New Dollar - Value Date 2017-09-2830.170130.170130.170130.170119000000
2017-09-22CUUSDTWD20170929-R4452Non Deliverable Forward Taiwan New Dollar - Value Date 2017-09-2930.167730.167730.167730.1677555000000
2017-09-22CUUSDTWD20171002-R4452Non Deliverable Forward Taiwan New Dollar - Value Date 2017-10-0230.160430.160430.160430.1604315000000
2017-09-22CUUSDTWD20171003-R4452Non Deliverable Forward Taiwan New Dollar - Value Date 2017-10-0330.158030.158030.158030.1580234000000
2017-09-22CUUSDTWD20171005-R4452Non Deliverable Forward Taiwan New Dollar - Value Date 2017-10-0530.152830.152830.152830.1528126000000
2017-09-22CUUSDTWD20171011-R4452Non Deliverable Forward Taiwan New Dollar - Value Date 2017-10-1130.137130.137130.137130.137114000000
2017-09-22CUUSDTWD20171018-R4452Non Deliverable Forward Taiwan New Dollar - Value Date 2017-10-1830.118930.118930.118930.1189235000000
2017-09-22CUUSDTWD20171023-R4452Non Deliverable Forward Taiwan New Dollar - Value Date 2017-10-2330.105830.105830.105830.1058336000000
2017-09-22CUUSDTWD20171025-R4452Non Deliverable Forward Taiwan New Dollar - Value Date 2017-10-2530.100630.100630.100630.1006125000000
2017-09-22CUUSDTWD20171026-R4452Non Deliverable Forward Taiwan New Dollar - Value Date 2017-10-2630.098030.098030.098030.098015000000
2017-09-22CUUSDTWD20171114-R4452Non Deliverable Forward Taiwan New Dollar - Value Date 2017-11-1430.061830.061830.061830.061817000000
2017-09-22EQ2110SPX VAR SWAP [SEF]17.5517.5517.5517.553300000
2017-09-22IR10Y AUD BSW Outright - AUD.10Y.3M/6MAUD.10Y.3M/6M0.00120.00120.00120.00122208000000
2017-09-22IR10Y JPY IRS Outright (JPY.10Y.6M)JPY.10Y.6M0.002250.002250.002250.0022511000000000
2017-09-22IR12Y AUD BSW Outright - AUD.12Y.3M/6MAUD.12Y.3M/6M0.00110.00110.00110.00112179000000
2017-09-22IR1Y_BY_3M_USD-LIBOR_D0_Straddle1Y_BY_3M_USD-LIBOR_D0_Straddle0.0480.0480.0480.048150000000
2017-09-22IR2Y JPY IRS Outright (JPY.2Y.6M)JPY.2Y.6M0.00026250.00026250.00026250.000262515000000000
2017-09-22IR2x5 ZAR FRA2x5 ZAR FRA0.06980.06980.06890.0689418000000000
2017-09-22IR4Y ANN/6s PLN IRS4Y ANN/6s PLN IRS0.02260.02260.02260.0226150000000
2017-09-22IR5Y JPY IRS Outright (JPY.5Y.6M)JPY.5Y.6M0.000850.000850.000850.0008513000000000
2017-09-22IR5Y TRY/USD IRX Outright5Y TRY/USD IRX Outright0.10560.10560.10560.1056275290500
2017-09-22IR6M_BY_3M_USD-LIBOR_D0_Straddle6M_BY_3M_USD-LIBOR_D0_Straddle0.072950.072950.072950.07295150000000
2017-09-22IRAUD.10Y.3M.XCCY.BSXAUD.10Y.3M.XCCY.BSX0.002850.002850.002850.00285135000000
2017-09-22IRAUD.12Y.3M.XCCY.BSXAUD.12Y.3M.XCCY.BSX0.00298750.00298750.00298750.0029875130000000
2017-09-22IRAUD.4Y.6M.DEC17.EFPAUD.4Y.6M.DEC17.EFP0.0249250.0249250.0249250.0249251150000000
2017-09-22IRCAD.2Y.SB.3MCAD.2Y.SB.3M0.01950.01950.01950.01951149000000
2017-09-22IRCAD.3Y.SB.3MCAD.3Y.SB.3M0.0203930.0204250.0203930.0204252320000000
2017-09-22IRCAD.5Y.SB.3MCAD.5Y.SB.3M0.0215210.0215210.0215210.0215211150000000
2017-09-22IRCAD.BOC.OIS.JAN18CAD.BOC.OIS.JAN180.013650.013750.013650.0137533000000000
2017-09-22IRCOP.3Y.IBR.OIS.S.BCOP.3Y.IBR.OIS.S.B0.050.050.050.05133000000000
2017-09-22IRCOP.5Y.IBR.OIS.S.BCOP.5Y.IBR.OIS.S.B0.05380.05380.05380.0538121000000000
2017-09-22IREUR.10Y.ZCINF.HICPXT.S.LLEUR.10Y.ZCINF.HICPXT.S.LL0.0143750.0143750.0143750.014375125000000
2017-09-22IREUR.1Y.ZCINF.FRCPI.S.LLEUR.1Y.ZCINF.FRCPI.S.LL0.00890.0090.00890.009125000000
2017-09-22IREUR.1Y.ZCINF.HICPXT.S.LLEUR.1Y.ZCINF.HICPXT.S.LL0.0130.01310.0130.01312100000000
2017-09-22IRFRA_20170927_3M_USD-LIBOR-BBA1.3354001.3354001.3354001.3354003600000000
2017-09-22IRFRA_20170928_3M_USD-LIBOR-BBA1.3366001.3366001.3366001.3366001520000000
2017-09-22IRFRA_20170929_3M_USD-LIBOR-BBA1.3379001.3379001.3379001.33790031250000000
2017-09-22IRFRA_20171003_3M_USD-LIBOR-BBA1.3440001.3440001.3440001.3440002510000000
2017-09-22IRFRA_20171004_3M_USD-LIBOR-BBA1.3457001.3457001.3457001.3457003662000000
2017-09-22IRFRA_20171005_3M_USD-LIBOR-BBA1.3474001.3474001.3474001.34740021250000000
2017-09-22IRFRA_20171006_3M_USD-LIBOR-BBA1.3521001.3521001.3521001.3521004768000000
2017-09-22IRFRA_20171010_3M_USD-LIBOR-BBA1.3561001.3561001.3561001.3561005662000000
2017-09-22IRFRA_20171011_3M_USD-LIBOR-BBA1.3578001.3578001.3578001.3578003431000000
2017-09-22IRFRA_20171012_3M_USD-LIBOR-BBA1.3595001.3595001.3595001.3595003306000000
2017-09-22IRFRA_20171013_3M_USD-LIBOR-BBA1.3653001.3653001.3653001.36530041200000000
2017-09-22IRFRA_20171016_3M_USD-LIBOR-BBA1.3665001.3665001.3665001.3665001200000000
2017-09-22IRFRA_20171017_3M_USD-LIBOR-BBA1.3682001.3682001.3682001.3682002320000000
2017-09-22IRFRA_20171018_3M_USD-LIBOR-BBA1.3701001.3701001.3701001.3701002239000000
2017-09-22IRFRA_20171020_3M_USD-LIBOR-BBA1.3764001.3764001.3764001.37640061530000000
2017-09-22IRFRA_20171023_3M_USD-LIBOR-BBA1.3796001.3796001.3796001.37960031600000000
2017-09-22IRFRA_20171024_3M_USD-LIBOR-BBA1.3815001.3815001.3815001.38150031330000000
2017-09-22IRFRA_20171025_3M_USD-LIBOR-BBA1.3834001.3834001.3834001.3834003413000000
2017-09-22IRFRA_20171027_3M_USD-LIBOR-BBA1.3894001.3894001.3894001.38940031010000000
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