Daily Activity Summary for tpSEF Inc.

Batch DateAsset ClassTradeable InstrumentDescriptionOpening PriceTrade HighTradeLowClosing PriceNum of TradesTotal Notional Value
2017-05-26CD146086IG28 5Y - SEF62.37562.37562.37562.3752100000000
2017-05-26CD146270CDXEM 27 - SEF95.795.795.795.7110000000
2017-05-26CD146657HY28 5Y - SEF107.46107.46107.46107.46110000000
2017-05-26CU11D_USD_CAD_A_FXO_0.4746_FXO11D_USD_CAD_A_FXO_0.4746_FXO0.38554230.38554230.38554230.3855423150000000
2017-05-26CU13D_USD_CNH_A_FXO_-0.3224_FXO13D_USD_CNH_A_FXO_-0.3224_FXO0.11868340.11868340.11868340.1186834120000000
2017-05-26CU13D_USD_KRW_A_FXO_0.1416_FXO13D_USD_KRW_A_FXO_0.1416_FXO0.1507940.1507940.1507940.150794130000000
2017-05-26CU18M_USD_JPY_A_FXO_-0.2549_FXO18M_USD_JPY_A_FXO_-0.2549_FXO1.9554371.9554371.9554371.955437257000000
2017-05-26CU18M_USD_JPY_A_FXO_0.2547_FXO18M_USD_JPY_A_FXO_0.2547_FXO1.8072371.8072371.8072371.807237250000000
2017-05-26CU19D_USD_TRY_A_FXO_0.2148_FXO19D_USD_TRY_A_FXO_0.2148_FXO0.36851570.36851570.36851570.3685157245000000
2017-05-26CU1M_GBP_INR_A_FXO_-0.4999_FXO1M_GBP_INR_A_FXO_-0.4999_FXO1.0794691.0794691.0794691.07946915000000
2017-05-26CU1M_GBP_INR_A_FXO_0.4997_FXO1M_GBP_INR_A_FXO_0.4997_FXO1.0794691.0794691.0794691.07946915000000
2017-05-26CU1M_GBP_JPY_A_FXO_-0.4996_FXO1M_GBP_JPY_A_FXO_-0.4996_FXO1.2280351.2280351.2280351.228035110000000
2017-05-26CU1M_GBP_JPY_A_FXO_0.4999_FXO1M_GBP_JPY_A_FXO_0.4999_FXO1.2786251.2786251.2786251.278625110000000
2017-05-26CU1M_USD_CNH_A_FXO_-0.4985_FXO1M_USD_CNH_A_FXO_-0.4985_FXO0.35918820.35918820.35554760.3555476240000000
2017-05-26CU1M_USD_CNH_A_FXO_0.5014_FXO1M_USD_CNH_A_FXO_0.5014_FXO0.35918820.36282880.35918820.3628288240000000
2017-05-26CU1W_EUR_USD_B_FXO_-0.248_FXO1W_EUR_USD_B_FXO_-0.248_FXO0.17102340.17102340.17102340.17102342100000000
2017-05-26CU1W_EUR_USD_B_FXO_0.2474_FXO1W_EUR_USD_B_FXO_0.2474_FXO0.16422740.16422740.16422740.16422742100000000
2017-05-26CU1W_GBP_USD_B_FXO_-0.5074_FXO1W_GBP_USD_B_FXO_-0.5074_FXO0.54001890.54001890.54001890.5400189225000000
2017-05-26CU1W_GBP_USD_B_FXO_0.4926_FXO1W_GBP_USD_B_FXO_0.4926_FXO0.5090190.5090190.5090190.509019225000000
2017-05-26CU1W_USD_CNH_A_FXO_-0.4986_FXO1W_USD_CNH_A_FXO_-0.4986_FXO0.19336680.19336680.19336680.1933668115000000
2017-05-26CU1W_USD_CNH_A_FXO_0.5014_FXO1W_USD_CNH_A_FXO_0.5014_FXO0.19336680.19336680.19336680.1933668115000000
2017-05-26CU1W_USD_KRW_A_FXO_-0.4993_FXO1W_USD_KRW_A_FXO_-0.4993_FXO0.46959360.46959360.46959360.4695936340000000
2017-05-26CU1W_USD_KRW_A_FXO_-0.5_FXO1W_USD_KRW_A_FXO_-0.5_FXO0.46959290.48340380.46959290.4834038325000000
2017-05-26CU1W_USD_KRW_A_FXO_0.5006_FXO1W_USD_KRW_A_FXO_0.5006_FXO0.46959360.46959360.46959360.4695936340000000
2017-05-26CU1W_USD_KRW_A_FXO_0.5_FXO1W_USD_KRW_A_FXO_0.5_FXO0.46959290.48340380.46959290.4834038325000000
2017-05-26CU1Y_USD_JPY_A_FXO_-0.2539_FXO1Y_USD_JPY_A_FXO_-0.2539_FXO1.570171.570171.570171.57017250000000
2017-05-26CU1Y_USD_JPY_A_FXO_0.2533_FXO1Y_USD_JPY_A_FXO_0.2533_FXO1.4303181.4303181.4303181.430318250000000
2017-05-26CU276D_USD_BRL_A_FXO_0.4215_FXO276D_USD_BRL_A_FXO_0.4215_FXO4.2670154.2670154.2670154.267015230000000
2017-05-26CU287D_AUD_USD_B_FXO_0.4612_FXO287D_AUD_USD_B_FXO_0.4612_FXO1.9577831.9577831.9577831.957783130000000
2017-05-26CU28D_EUR_USD_B_FXO_0.4852_FXO28D_EUR_USD_B_FXO_0.4852_FXO0.86363040.86363040.86363040.8636304150000000
2017-05-26CU2M_GBP_USD_B_FXO_-0.4995_FXO2M_GBP_USD_B_FXO_-0.4995_FXO1.7310251.7310251.7310251.731025115000000
2017-05-26CU2M_GBP_USD_B_FXO_0.5005_FXO2M_GBP_USD_B_FXO_0.5005_FXO1.6660251.6660251.6660251.666025115000000
2017-05-26CU305D_AUD_SGD_A_FXO_-0.4304_FXO305D_AUD_SGD_A_FXO_-0.4304_FXO1.9679811.9679811.9679811.967981120000000
2017-05-26CU33D_USD_BRL_A_FXO_-0.2505_FXO33D_USD_BRL_A_FXO_-0.2505_FXO0.60895460.60895460.60895460.6089546110000000
2017-05-26CU33D_USD_BRL_A_FXO_0.2495_FXO33D_USD_BRL_A_FXO_0.2495_FXO0.75801590.75801590.75801590.7580159111000000
2017-05-26CU368D_USD_JPY_A_FXO_-0.2544_FXO368D_USD_JPY_A_FXO_-0.2544_FXO1.5762471.5762471.5762471.576247120000000
2017-05-26CU368D_USD_JPY_A_FXO_0.2534_FXO368D_USD_JPY_A_FXO_0.2534_FXO1.4328411.4328411.4328411.432841120000000
2017-05-26CU3D_EUR_USD_B_FXO_-0.4861_FXO3D_EUR_USD_B_FXO_-0.4861_FXO0.17432760.17432760.17432760.1743276115000000
2017-05-26CU3D_EUR_USD_B_FXO_-0.4948_FXO3D_EUR_USD_B_FXO_-0.4948_FXO0.17939460.17939460.17939460.1793946115000000
2017-05-26CU3D_EUR_USD_B_FXO_0.5052_FXO3D_EUR_USD_B_FXO_0.5052_FXO0.18439460.18439460.18439460.1843946115000000
2017-05-26CU3D_EUR_USD_B_FXO_0.5139_FXO3D_EUR_USD_B_FXO_0.5139_FXO0.18932760.18932760.18932760.1893276115000000
2017-05-26CU3D_USD_JPY_A_FXO_-0.1427_FXO3D_USD_JPY_A_FXO_-0.1427_FXO0.03967330.03967330.03967330.0396733145000000
2017-05-26CU3D_USD_JPY_A_FXO_-0.1541_FXO3D_USD_JPY_A_FXO_-0.1541_FXO0.043655960.043655960.043655960.04365596125400000
2017-05-26CU3D_USD_JPY_A_FXO_-0.7782_FXO3D_USD_JPY_A_FXO_-0.7782_FXO0.40187630.40187630.40187630.401876316900000
2017-05-26CU3D_USD_JPY_A_FXO_0.2252_FXO3D_USD_JPY_A_FXO_0.2252_FXO0.05904580.05904580.05904580.0590458123100000
2017-05-26CU3D_USD_JPY_A_FXO_0.2433_FXO3D_USD_JPY_A_FXO_0.2433_FXO0.065334380.065334380.065334380.06533438145000000
2017-05-26CU3D_USD_JPY_A_FXO_0.8404_FXO3D_USD_JPY_A_FXO_0.8404_FXO0.59594430.59594430.59594430.595944314600000
2017-05-26CU3D_USD_KRW_A_FXO_0.2724_FXO3D_USD_KRW_A_FXO_0.2724_FXO0.098683630.098683630.098683630.09868363120000000
2017-05-26CU3M_AUD_NZD_A_FXO_-0.5011_FXO3M_AUD_NZD_A_FXO_-0.5011_FXO1.2158411.2158411.2158411.215841115000000
2017-05-26CU3M_AUD_NZD_A_FXO_0.4985_FXO3M_AUD_NZD_A_FXO_0.4985_FXO1.2537231.2537231.2537231.253723115000000
2017-05-26CU3M_USD_CAD_A_FXO_-0.5013_FXO3M_USD_CAD_A_FXO_-0.5013_FXO1.2721531.2721531.2721531.272153245000000
2017-05-26CU3M_USD_CAD_A_FXO_0.4983_FXO3M_USD_CAD_A_FXO_0.4983_FXO1.3122271.3122271.3122271.312227245000000
2017-05-26CU41D_USD_TRY_A_FXO_0.1559_FXO41D_USD_TRY_A_FXO_0.1559_FXO0.40145370.40145370.40145370.4014537237500000
2017-05-26CU4D_AUD_USD_B_FXO_0.4634_FXO4D_AUD_USD_B_FXO_0.4634_FXO0.15840380.15840380.15840380.1584038150000000
2017-05-26CU4D_EUR_USD_B_FXO_0.1976_FXO4D_EUR_USD_B_FXO_0.1976_FXO0.073053980.073053980.073053980.073053983100000000
2017-05-26CU4M_GBP_USD_B_FXO_-0.4998_FXO4M_GBP_USD_B_FXO_-0.4998_FXO2.4921892.4921892.4921892.49218915000000
2017-05-26CU4M_GBP_USD_B_FXO_0.5002_FXO4M_GBP_USD_B_FXO_0.5002_FXO2.3521892.3521892.3521892.35218915000000
2017-05-26CU5D_AUD_USD_B_FXO_0.3287_FXO5D_AUD_USD_B_FXO_0.3287_FXO0.11705260.11705260.11705260.1170526150000000
2017-05-26CU5D_GBP_USD_B_FXO_-0.2825_FXO5D_GBP_USD_B_FXO_-0.2825_FXO0.20942110.20942110.20942110.2094211130000000
2017-05-26CU5D_USD_CAD_A_FXO_0.2839_FXO5D_USD_CAD_A_FXO_0.2839_FXO0.10877210.10877210.10877210.1087721150000000
2017-05-26CU62D_USD_BRL_A_FXO_-0.25_FXO62D_USD_BRL_A_FXO_-0.25_FXO0.91906230.91906230.91906230.9190623263000000
2017-05-26CU62D_USD_BRL_A_FXO_-0.5119_FXO62D_USD_BRL_A_FXO_-0.5119_FXO2.3755442.3755442.3755442.375544250000000
2017-05-26CU62D_USD_BRL_A_FXO_-0.5121_FXO62D_USD_BRL_A_FXO_-0.5121_FXO2.4166312.4166312.4166312.41663115000000
2017-05-26CU62D_USD_BRL_A_FXO_0.2499_FXO62D_USD_BRL_A_FXO_0.2499_FXO0.91906230.91906230.91906230.9190623263000000
2017-05-26CU62D_USD_BRL_A_FXO_0.4879_FXO62D_USD_BRL_A_FXO_0.4879_FXO2.4166312.4166312.4166312.41663115000000
2017-05-26CU62D_USD_BRL_A_FXO_0.4881_FXO62D_USD_BRL_A_FXO_0.4881_FXO2.3755442.3755442.3755442.375544250000000
2017-05-26CU69D_AUD_SGD_A_FXO_0.2917_FXO69D_AUD_SGD_A_FXO_0.2917_FXO0.48634860.48634860.48634860.4863486120000000
2017-05-26CU6D_USD_JPY_A_FXO_-0.4408_FXO6D_USD_JPY_A_FXO_-0.4408_FXO0.34389720.34389720.34389720.3438972150000000
2017-05-26CU6M_GBP_USD_B_FXO_-0.5005_FXO6M_GBP_USD_B_FXO_-0.5005_FXO3.1649333.1649333.1649333.164933342500000
2017-05-26CU6M_GBP_USD_B_FXO_0.4995_FXO6M_GBP_USD_B_FXO_0.4995_FXO2.9299332.9299332.9299332.929933342500000
2017-05-26CU7D_USD_BRL_A_FXO_-0.5037_FXO7D_USD_BRL_A_FXO_-0.5037_FXO0.74583040.74583040.74583040.745830415000000
2017-05-26CU7D_USD_BRL_A_FXO_0.4963_FXO7D_USD_BRL_A_FXO_0.4963_FXO0.74583040.74583040.74583040.745830415000000
2017-05-26CU7D_USD_MXN_A_FXO_0.156_FXO7D_USD_MXN_A_FXO_0.156_FXO0.15021830.15021830.15021830.1502183280000000
2017-05-26CU95D_USD_BRL_A_FXO_-0.4997_FXO95D_USD_BRL_A_FXO_-0.4997_FXO2.9484852.9484852.9484852.948485115000000
2017-05-26CU95D_USD_BRL_A_FXO_-0.5148_FXO95D_USD_BRL_A_FXO_-0.5148_FXO2.9504922.9504922.9504922.950492110000000
2017-05-26CU95D_USD_BRL_A_FXO_0.2714_FXO95D_USD_BRL_A_FXO_0.2714_FXO1.4014041.4014041.4014041.401404260000000
2017-05-26CU95D_USD_BRL_A_FXO_0.4852_FXO95D_USD_BRL_A_FXO_0.4852_FXO2.9504922.9504922.9504922.950492110000000
2017-05-26CU95D_USD_BRL_A_FXO_0.4977_FXO95D_USD_BRL_A_FXO_0.4977_FXO2.9484852.9484852.9484852.948485115000000
2017-05-26CUNDF.USD.BRL.BMF1.S.BNDF.USD.BRL.BMF1.S.B3.27893.27893.25553.265601575250000
2017-05-26CUNDF.USD.BRL.BMF2.S.BNDF.USD.BRL.BMF2.S.B3.2913.29563.27923.288912775250000
2017-05-26CUNDF.USD.BRL.BMF4.S.BNDF.USD.BRL.BMF4.S.B3.33273.33273.3273.3274250000000
2017-05-26CUNDF.USD.BRL.TODAY.S.BNDF.USD.BRL.TODAY.S.B3.26793.26793.26443.2644445500000
2017-05-26CUNDF.USD.BRL.TOM.S.BNDF.USD.BRL.TOM.S.B3.26913.26913.26813.26864177500000
2017-05-26CUNDF.USD.CLP.1M.S.BNDF.USD.CLP.1M.S.B672.5672.5672.5672.512000000
2017-05-26CUNDF.USD.CNY.3M.S.BNDF.USD.CNY.3M.S.B6.8976.8976.8976.897125000000
2017-05-26CUNDF.USD.IDR.1D.FWD.1M.S.BNDF.USD.IDR.1D.FWD.1M.S.B13324.013324.013324.013324.0212000000
2017-05-26CUNDF.USD.IDR.1W.S.BNDF.USD.IDR.1W.S.B13302.013302.013302.013302.0120000000
2017-05-26CUNDF.USD.IDR.6D.S.BNDF.USD.IDR.6D.S.B13304.013304.013304.013304.0120000000
2017-05-26CUNDF.USD.IDR.TOM.S.BNDF.USD.IDR.TOM.S.B13302.013302.013302.013302.0212000000
2017-05-26CUNDF.USD.INR.1D.FWD.1M.S.BNDF.USD.INR.1D.FWD.1M.S.B64.67564.737564.67564.705556000000
2017-05-26CUNDF.USD.INR.1M.S.BNDF.USD.INR.1M.S.B64.764.764.6964.69110000000
2017-05-26CUNDF.USD.INR.TOM.S.BNDF.USD.INR.TOM.S.B64.4764.5364.4764.5556000000
2017-05-26CUNDF.USD.KRW.1D.FWD.1M.S.BNDF.USD.KRW.1D.FWD.1M.S.B1119.051119.31119.051119.3261000000
2017-05-26CUNDF.USD.KRW.1M.S.BNDF.USD.KRW.1M.S.B1119.51119.51118.51119.5495000000
2017-05-26CUNDF.USD.KRW.3M.S.BNDF.USD.KRW.3M.S.B1118.81118.81117.81117.8390000000
2017-05-26CUNDF.USD.KRW.TOM.S.BNDF.USD.KRW.TOM.S.B1119.51119.751119.51119.75261000000
2017-05-26CUNDF.USD.PEN.1M.S.BNDF.USD.PEN.1M.S.B3.2773.2873.2773.2859119750000
2017-05-26CUNDF.USD.PEN.6M.S.BNDF.USD.PEN.6M.S.B3.333.333.333.33140000000
2017-05-26CUNDF.USD.PEN.TOM.S.BNDF.USD.PEN.TOM.S.B3.26653.26653.26653.2665140000000
2017-05-26CUNDF.USD.RUB.13D.S.BNDF.USD.RUB.13D.S.B56.907557.1356.907557.1324000000
2017-05-26CUNDF.USD.RUB.16D.S.BNDF.USD.RUB.16D.S.B56.9656.9656.9656.9613000000
2017-05-26CUNDF.USD.RUB.18D.S.BNDF.USD.RUB.18D.S.B57.257.257.257.2110000000
2017-05-26CUNDF.USD.RUB.1D.S.BNDF.USD.RUB.1D.S.B56.6656.8856.6656.88315000000
2017-05-26CUNDF.USD.RUB.4D.S.BNDF.USD.RUB.4D.S.B56.9656.9656.9656.9613000000
2017-05-26CUNDF.USD.RUB.IM1.S.BNDF.USD.RUB.IM1.S.B57.03857.03857.03857.03816000000
2017-05-26CUNDF.USD.TWD.1M.S.BNDF.USD.TWD.1M.S.B30.08530.1630.08530.16310000000
2017-05-26CUUSDINR20170605-R4040Non Deliverable Forward Indian Rupee - Value Date 2017-06-0564.553664.553664.553664.5536110000000
2017-05-26CUUSDINR20170607-R4040Non Deliverable Forward Indian Rupee - Value Date 2017-06-0764.566964.566964.566964.566926000000
2017-05-26CUUSDINR20170608-R4040Non Deliverable Forward Indian Rupee - Value Date 2017-06-0864.573764.573764.573764.5737344000000
2017-05-26CUUSDINR20170609-R4040Non Deliverable Forward Indian Rupee - Value Date 2017-06-0964.580664.580664.580664.580616000000
2017-05-26CUUSDINR20170612-R4040Non Deliverable Forward Indian Rupee - Value Date 2017-06-1264.601264.601264.601264.6012233000000
2017-05-26CUUSDINR20170614-R4040Non Deliverable Forward Indian Rupee - Value Date 2017-06-1464.615064.615064.615064.6150217000000
2017-05-26CUUSDINR20170615-R4040Non Deliverable Forward Indian Rupee - Value Date 2017-06-1564.621864.621864.621864.621817000000
2017-05-26CUUSDINR20170621-R4040Non Deliverable Forward Indian Rupee - Value Date 2017-06-2164.663164.663164.663164.6631465000000
2017-05-26CUUSDINR20170623-R4040Non Deliverable Forward Indian Rupee - Value Date 2017-06-2364.676864.676864.676864.676814000000
2017-05-26CUUSDINR20170627-R4040Non Deliverable Forward Indian Rupee - Value Date 2017-06-2764.704464.704464.704464.7044325000000
2017-05-26CUUSDINR20170630-R4040Non Deliverable Forward Indian Rupee - Value Date 2017-06-3064.725064.725064.725064.7250211000000
2017-05-26CUUSDINR20170707-R4040Non Deliverable Forward Indian Rupee - Value Date 2017-07-0764.772464.772464.772464.772413000000
2017-05-26CUUSDINR20170802-R4040Non Deliverable Forward Indian Rupee - Value Date 2017-08-0264.948064.948064.948064.9480110000000
2017-05-26CUUSDKRW20170531-R4041Non Deliverable Forward South Korean Won - Value Date 2017-05-311118.1701118.1701118.1701118.170110000000
2017-05-26CUUSDKRW20170602-R4041Non Deliverable Forward South Korean Won - Value Date 2017-06-021118.1101118.1101118.1101118.110110000000
2017-05-26CUUSDKRW20170612-R4041Non Deliverable Forward South Korean Won - Value Date 2017-06-121117.8991117.8991117.8991117.899210000000
2017-05-26CUUSDKRW20170620-R4041Non Deliverable Forward South Korean Won - Value Date 2017-06-201117.8021117.8021117.8021117.80212000000
2017-05-26CUUSDKRW20170621-R4041Non Deliverable Forward South Korean Won - Value Date 2017-06-211117.7901117.7901117.7901117.79012000000
2017-05-26CUUSDTWD20170602-R4042Non Deliverable Forward Taiwan New Dollar - Value Date 2017-06-0230.119330.119330.119330.119313000000
2017-05-26CUUSDTWD20170606-R4042Non Deliverable Forward Taiwan New Dollar - Value Date 2017-06-0630.116430.116430.116430.116412000000
2017-05-26CUUSDTWD20170607-R4042Non Deliverable Forward Taiwan New Dollar - Value Date 2017-06-0730.115730.115730.115730.115711000000
2017-05-26CUUSDTWD20170613-R4042Non Deliverable Forward Taiwan New Dollar - Value Date 2017-06-1330.108030.108030.108030.108024000000
2017-05-26CUUSDTWD20170614-R4042Non Deliverable Forward Taiwan New Dollar - Value Date 2017-06-1430.106630.106630.106630.106613000000
2017-05-26CUUSDTWD20170626-R4042Non Deliverable Forward Taiwan New Dollar - Value Date 2017-06-2630.089830.089830.089830.089823000000
2017-05-26CUUSDTWD20170630-R4042Non Deliverable Forward Taiwan New Dollar - Value Date 2017-06-3030.084230.084230.084230.084222000000
2017-05-26CUUSDTWD20170703-R4042Non Deliverable Forward Taiwan New Dollar - Value Date 2017-07-0330.080030.080030.080030.080025000000
2017-05-26IR10Y JPY IRS Outright (JPY.10Y.6M)JPY.10Y.6M0.00230.00230.00230.002313000000000
2017-05-26IR10Y Q/3s ZAR IRS10Y Q/3s ZAR IRS0.07840.07840.07840.07842150000000
2017-05-26IR1M_BY_6M_GBP-LIBOR_D0_Payer1M_BY_6M_GBP-LIBOR_D0_Payer0.0040.0040.0040.0041100000000
2017-05-26IR1Y TRY/USD IRX Outright1Y TRY/USD IRX Outright0.1160.1160.1160.1162286000000
2017-05-26IR20Y GBP IRS Outright (GBP.20Y.6M)GBP.20Y.6M0.014280.014280.014280.01428122000000
2017-05-26IR2Y JPY IRS Outright (JPY.2Y.6M)JPY.2Y.6M0.0004250.0004250.0004250.000425125000000000
2017-05-26IR2x5 ZAR FRA2x5 ZAR FRA0.07250.07250.07250.072511000000000
2017-05-26IR4Y JPY IRS Outright (JPY.4Y.6M)JPY.4Y.6M0.0006750.0006750.000656250.00065625221870000000
2017-05-26IR5Y JPY IRS Outright (JPY.5Y.6M)JPY.5Y.6M0.00090.00090.00090.0009118000000000
2017-05-26IR5Y Q/3s ZAR IRS5Y Q/3s ZAR IRS0.07320.07320.07320.07321100000000
2017-05-26IR5Y TRY/USD IRX Outright5Y TRY/USD IRX Outright0.10840.10880.10840.10883114334500
2017-05-26IR6M JPY IRS Outright (JPY.6M.6M)JPY.6M.6M0.00028750.00028750.00028750.00028751100000000000
2017-05-26IR6Y JPY IRS Outright (JPY.6Y.6M)JPY.6Y.6M0.00113750.00113750.00113750.0011375130000000000
2017-05-26IR7Y AUD IRS Outright (AUD.7Y.6M)AUD.7Y.6M0.0247250.0247250.0247250.024725156000000
2017-05-26IR7Y JPY IRS Outright (JPY.7Y.6M)JPY.7Y.6M0.001406250.001406250.001406250.00140625112850000000
2017-05-26IR8Y AUD IRS Outright (AUD.8Y.6M)AUD.8Y.6M0.0256250.0256250.0256250.0256251100000000
2017-05-26IR9Y AUD IRS Outright (AUD.9Y.6M)AUD.9Y.6M0.0263750.0263750.0263750.026375145000000
2017-05-26IRAUD.10Y.6M.JUN17.EFPAUD.10Y.6M.JUN17.EFP0.02690.02690.02690.0269125000000
2017-05-26IRAUD.35D.AUG17.RBA.OISAUD.35D.AUG17.RBA.OIS0.01470.01470.01470.014713000000000
2017-05-26IRAUD.3Y.3M.JUN17.EFPAUD.3Y.3M.JUN17.EFP0.0185250.0185250.0185250.0185251100000000
2017-05-26IRAUD.7Y.6M.S.LLAUD.7Y.6M.S.LL0.0244750.0244750.0244750.02447517000000
2017-05-26IRCAD.10Y.SB.3MCAD.10Y.SB.3M0.01730.01730.01730.01731113500000
2017-05-26IRCAD.3Y.SB.3MCAD.3Y.SB.3M0.0116280.0116280.0116280.0116281100000000
2017-05-26IRCAD.8Y.SB.3MCAD.8Y.SB.3M0.01570.01570.01570.01571139500000
2017-05-26IRCAD.9Y.SB.3MCAD.9Y.SB.3M0.01650.01650.01650.01651250000000
2017-05-26IRCADUSD.6M.BA/LIBORCADUSD.6M.BA/LIBOR-0.00275-0.00275-0.00275-0.002751500000000
2017-05-26IRCLP.5Y.SB.TNA.S.BCLP.5Y.SB.TNA.S.B0.03540.03540.03540.0354220000000000
2017-05-26IREUR 4Y 5Y 3M EURIBOR Str 0.0054EUR 3M EURIBOR0.0113550.0113550.0113550.011355174000000
2017-05-26IRGBP.10Y.6M.S.LLGBP.10Y.6M.S.LL0.0113250.0113250.0112250.011225226600000
2017-05-26IRGBP.1Y.ZCINF.UK.RPI.S.LLGBP.1Y.ZCINF.UK.RPI.S.LL0.03590.03590.03590.0359125000000
2017-05-26IRGBP.20Y.ZCINF.UK.RPI.S.LLGBP.20Y.ZCINF.UK.RPI.S.LL0.035450.035450.035450.03545475000000
2017-05-26IRGBP.5Y.6M.S.LLGBP.5Y.6M.S.LL0.0076750.0076750.0076750.007675139100000
2017-05-26IRHKD.5Y.3M.XCCY.BSW.S.BHKD.5Y.3M.XCCY.BSW.S.B-0.0008-0.0008-0.0008-0.0008115000000
2017-05-26IRINR.USD.3Y.ifx.NDIRXINR.USD.3Y.ifx.NDIRX0.06030.06030.06020.0602230000000
2017-05-26IRJPY.2Y.3M.XCCY.BSW.S.BJPY.2Y.3M.XCCY.BSW.S.B-0.00565-0.00565-0.00565-0.00565115000000000
2017-05-26IRJPY.4Y.3M.XCCY.BSW.S.BJPY.4Y.3M.XCCY.BSW.S.B-0.006763-0.006763-0.006763-0.006763417000000000
2017-05-26IRJPY.6Y.3M.XCCY.BSXJPY.6Y.3M.XCCY.BSX-0.007275-0.007275-0.007275-0.007275111710000000
2017-05-26IRJPY.7Y.3M.XCCY.BSXJPY.7Y.3M.XCCY.BSX-0.0074-0.0074-0.0074-0.0074110000000000
2017-05-26IRMXN.3*1.TIIE.28D.S.CCMXN.3*1.TIIE.28D.S.CC0.07260.072750.07260.0726416000000000
2017-05-26IRMXN.6*1.TIIE.28D.S.CCMXN.6*1.TIIE.28D.S.CC0.07420.07420.07410.074121000000000
2017-05-26IRNZD.1Y.3M.XCCY.BSWNZD.1Y.3M.XCCY.BSW0.0010.0010.0009750.0009753600000000
2017-05-26IRNZD.1Y.6M.3MNZD.1Y.6M.3M0.0203250.0203250.0203250.0203251200000000
2017-05-26IRPEN.10Y.SB.6M.S.BPEN.10Y.SB.6M.S.B0.057850.057850.057850.0578515000000
2017-05-26IRPEN.2Y.SB.6M.S.BPEN.2Y.SB.6M.S.B0.05180.05180.05160.0516120000000
2017-05-26IRPEN.4Y.SB.6M.S.BPEN.4Y.SB.6M.S.B0.05410.05410.05410.054116000000
2017-05-26IRPEN.5Y.SB.6M.S.BPEN.5Y.SB.6M.S.B0.05540.05540.05540.055415000000
2017-05-26IRUSD.10Y.1M/3MUSD.10Y.1M/3M0.000650.000650.0006380.0006383196000000
2017-05-26IRUSD.10Y.SB.3MUSD.10Y.SB.3M0.02190.0220070.02190.0220075679000000
2017-05-26IRUSD.12Y.SB.3MUSD.12Y.SB.3M0.0228250.0228250.0228250.0228252450000000
2017-05-26IRUSD.13Y.SB.3MUSD.13Y.SB.3M0.0230690.0230690.0230690.023069180000000
2017-05-26IRUSD.14Y.SB.3MUSD.14Y.SB.3M0.02330.02330.02330.02331150000000
2017-05-26IRUSD.15Y.1M/3MUSD.15Y.1M/3M0.000650.000650.000650.00065150000000
2017-05-26IRUSD.15Y.SB.3MUSD.15Y.SB.3M0.02350.02350.02350.0235171000000
2017-05-26IRUSD.1Y.1M/3MUSD.1Y.1M/3M0.00063750.00063750.00063750.00063752547000000
2017-05-26IRUSD.1Y.3M/6MUSD.1Y.3M/6M0.0014880.0014880.0014880.0014881350000000
2017-05-26IRUSD.1Y.AM.3MUSD.1Y.AM.3M0.01350.0135130.01350.01351321500000000
2017-05-26IRUSD.1Y.AM.3M.MAR19USD.1Y.AM.3M.MAR190.0188750.0188750.0188750.01887511000000000
2017-05-26IRUSD.1Y.OISUSD.1Y.OIS0.0121380.0121380.0121380.0121381250000000
2017-05-26IRUSD.25Y.FF/3M.S.LLUSD.25Y.FF/3M.S.LL0.0031620.0031620.0031620.003162125000000
2017-05-26IRUSD.2Y.1M/3MUSD.2Y.1M/3M0.0006620.0006620.0006620.0006621200000000
2017-05-26IRUSD.2Y.3M/6MUSD.2Y.3M/6M0.0013620.0013620.001350.001352120000000
2017-05-26IRUSD.2Y.FF/3M.S.LLUSD.2Y.FF/3M.S.LL0.0016870.0016870.0016870.0016871250000000
2017-05-26IRUSD.2Y.SB.3MUSD.2Y.SB.3M0.0153120.0153750.0153120.0153752500000000
2017-05-26IRUSD.30Y.SB.3MUSD.30Y.SB.3M0.0246670.0246670.0246670.024667150000000
2017-05-26IRUSD.3M.OISUSD.3M.OIS0.010850.010850.010850.0108512000000000
2017-05-26IRUSD.3M.OIS.DEC17USD.3M.OIS.DEC170.01260.01260.01260.012625000000000
2017-05-26IRUSD.3M.OIS.JUN17USD.3M.OIS.JUN170.01120.01120.01120.011221500000000
2017-05-26IRUSD.3M.OIS.SEP17USD.3M.OIS.SEP170.0119380.0119630.0119380.01196323000000000
2017-05-26IRUSD.3Y.SB.3MUSD.3Y.SB.3M0.016550.01670.016550.01673471000000
2017-05-26IRUSD.4Y.1M/3MUSD.4Y.1M/3M0.0006870.0006870.0006870.0006871100000000
2017-05-26IRUSD.4Y.SB.3MUSD.4Y.SB.3M0.0176250.0176250.0176250.0176251250000000
2017-05-26IRUSD.5Y.1M/3MUSD.5Y.1M/3M0.0007130.0007130.0007130.000713150000000
2017-05-26IRUSD.5Y.SB.3MUSD.5Y.SB.3M0.0184940.0187030.0184940.0187034496000000
2017-05-26IRUSD.7Y.1M/3MUSD.7Y.1M/3M0.0006630.0006630.0006630.0006636714000000
2017-05-26IRUSD.FRA.3M.DEC17USD.FRA.3M.DEC170.0141380.0141380.0141380.01413825000000000
2017-05-26IRUSD.FRA.3M.JUN17USD.FRA.3M.JUN170.012550.012550.012550.0125521500000000
2017-05-26IRUSD.FRA.3M.SEP17USD.FRA.3M.SEP170.013350.013350.013350.0133523000000000
2017-05-26IRUSD.NOV1FWD DEC13.OISUSD.NOV1FWD DEC13.OIS0.0120630.0120630.012050.0120526000000000
2017-05-26IRUSD.SEP20FWD NOV1.OISUSD.SEP20FWD NOV1.OIS0.0119250.0119250.0119250.01192525995000000