0001752724-24-147918.txt : 20240627
0001752724-24-147918.hdr.sgml : 20240627
20240627110855
ACCESSION NUMBER: 0001752724-24-147918
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240627
DATE AS OF CHANGE: 20240627
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: iShares U.S. ETF Trust
CENTRAL INDEX KEY: 0001524513
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22649
FILM NUMBER: 241076622
BUSINESS ADDRESS:
STREET 1: 400 HOWARD STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: (415) 670-2000
MAIL ADDRESS:
STREET 1: 400 HOWARD STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
0001524513
S000042863
iShares Interest Rate Hedged High Yield Bond ETF
C000132818
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
NPORT-P
1
primary_doc.xml
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94105
800-474-2737
iShares Interest Rate Hedged High Yield Bond ETF
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2024-10-31
2024-04-30
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USD
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BlackRock Interest Rate Hedged High Yield Bond Index
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LCH Limited
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SWP: OIS 4.458700 29-SEP-2028 SOF
000000000
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OU
Notional Amount
USD
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N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-29
30.61000000
USD
0.00000000
USD
3500000.00000000
USD
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N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 1.588500 04-JUN-2031
000000000
2814000.00000000
OU
Notional Amount
USD
571528.93000000
0.239309835440
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-06-04
0.00000000
USD
-94814.60000000
USD
2814000.00000000
USD
666343.53000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 1.116000 03-SEP-2028
000000000
1960000.00000000
OU
Notional Amount
USD
318055.04000000
0.133175584450
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-09-03
0.00000000
USD
-30169.26000000
USD
1960000.00000000
USD
348224.30000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.763200 05-FEB-2027 SOF
000000000
3000000.00000000
OU
Notional Amount
USD
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0.037789326786
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-02-05
22.21000000
USD
0.00000000
USD
3000000.00000000
USD
90227.71000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.201500 27-JUN-2026 SOF
000000000
4000000.00000000
OU
Notional Amount
USD
100900.78000000
0.042249040757
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-06-27
23.31000000
USD
0.00000000
USD
4000000.00000000
USD
100877.47000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.064700 14-FEB-2027 SOF
000000000
3000000.00000000
OU
Notional Amount
USD
64026.33000000
0.026809019967
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-02-14
22.38000000
USD
0.00000000
USD
3000000.00000000
USD
64003.95000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.443000 22-SEP-2029
000000000
500000.00000000
OU
Notional Amount
USD
30192.88000000
0.012642322662
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-09-22
5.39000000
USD
0.00000000
USD
500000.00000000
USD
30187.49000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 0.862500 30-MAR-2045
000000000
80000.00000000
OU
Notional Amount
USD
37229.46000000
0.015588670106
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2045-03-30
0.00000000
USD
-909.61000000
USD
80000.00000000
USD
38139.07000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 1.214000 22-OCT-2028
000000000
2100000.00000000
OU
Notional Amount
USD
325824.30000000
0.136428718692
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-10-22
17.56000000
USD
0.00000000
USD
2100000.00000000
USD
325806.74000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.128200 11-JUL-2028 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
27072.26000000
0.011335660796
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-07-11
8.34000000
USD
0.00000000
USD
1000000.00000000
USD
27063.92000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.037700 11-APR-2031 SOF
000000000
1700000.00000000
OU
Notional Amount
USD
35923.29000000
0.015041752336
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-04-11
23.05000000
USD
0.00000000
USD
1700000.00000000
USD
35900.24000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.646700 24-APR-2027 SOF
000000000
1500000.00000000
OU
Notional Amount
USD
4075.93000000
0.001706668002
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-04-24
7.09000000
USD
0.00000000
USD
1500000.00000000
USD
4068.84000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.541500 01-JUN-2030 SOF
000000000
700000.00000000
OU
Notional Amount
USD
44535.13000000
0.018647690558
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-06-01
8.44000000
USD
0.00000000
USD
700000.00000000
USD
44526.69000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.050700 31-AUG-2028 SOF
000000000
1500000.00000000
OU
Notional Amount
USD
43096.21000000
0.018045187884
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-08-31
12.90000000
USD
0.00000000
USD
1500000.00000000
USD
43083.31000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 1.233000 08-JUN-2028
000000000
5780000.00000000
OU
Notional Amount
USD
933644.13000000
0.390934231640
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-06-08
0.00000000
USD
-73982.52000000
USD
5780000.00000000
USD
1007626.65000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 1.523500 10-JAN-2032
000000000
327600.00000000
OU
Notional Amount
USD
63967.38000000
0.026784336501
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-01-10
4.43000000
USD
0.00000000
USD
327600.00000000
USD
63962.95000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.666200 01-MAY-2027 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
1925.08000000
0.000806066943
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-05-01
4.75000000
USD
0.00000000
USD
1000000.00000000
USD
1920.33000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.776000 27-JUN-2028 SOF
000000000
2000000.00000000
OU
Notional Amount
USD
87425.01000000
0.036606484218
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-06-27
16.52000000
USD
0.00000000
USD
2000000.00000000
USD
87408.49000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.301700 24-APR-2031 SOF
000000000
1100000.00000000
OU
Notional Amount
USD
5403.07000000
0.002262366303
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-04-24
14.98000000
USD
0.00000000
USD
1100000.00000000
USD
5388.09000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.890700 27-MAR-2034 SOF
000000000
500000.00000000
OU
Notional Amount
USD
17724.82000000
0.007421713118
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-03-27
8.53000000
USD
0.00000000
USD
500000.00000000
USD
17716.29000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.107200 20-MAR-2029 SOF
000000000
2000000.00000000
OU
Notional Amount
USD
36567.11000000
0.015311331793
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-03-20
19.18000000
USD
0.00000000
USD
2000000.00000000
USD
36547.93000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 0.868500 17-JUN-2026
000000000
1250000.00000000
OU
Notional Amount
USD
151444.40000000
0.063412598277
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-06-17
0.00000000
USD
-9782.13000000
USD
1250000.00000000
USD
161226.53000000
N
N
N
iShares iBoxx $ High Yield Corporate Bond ETF
549300FCCXHK7O37PQ68
iShares iBoxx $ High Yield Corporate Bond ETF
464288513
2942395.00000000
NS
USD
224475314.55000000
93.99200594325
Long
EC
RF
US
N
1
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.362700 20-MAR-2027 SOF
000000000
4000000.00000000
OU
Notional Amount
USD
47199.69000000
0.019763391586
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-03-20
18.30000000
USD
0.00000000
USD
4000000.00000000
USD
47181.39000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.039700 15-SEP-2030 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
29005.16000000
0.012145002120
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-15
12.58000000
USD
0.00000000
USD
1000000.00000000
USD
28992.58000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.945700 09-AUG-2028 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
34402.36000000
0.014404910544
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-08-09
8.49000000
USD
0.00000000
USD
1000000.00000000
USD
34393.87000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.295200 28-FEB-2027 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
14375.71000000
0.006019378221
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-02-28
7.56000000
USD
0.00000000
USD
1000000.00000000
USD
14368.15000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 1.697500 11-MAR-2029
000000000
842000.00000000
OU
Notional Amount
USD
106072.50000000
0.044414536495
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-03-11
8.12000000
USD
0.00000000
USD
842000.00000000
USD
106064.38000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 1.143500 12-OCT-2028
000000000
2500000.00000000
OU
Notional Amount
USD
397396.90000000
0.166397502823
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-10-12
20.80000000
USD
0.00000000
USD
2500000.00000000
USD
397376.10000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.590000 27-JUN-2030 SOF
000000000
1300000.00000000
OU
Notional Amount
USD
77574.94000000
0.032482075974
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-06-27
15.83000000
USD
0.00000000
USD
1300000.00000000
USD
77559.11000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 2.564500 15-AUG-2029
000000000
300000.00000000
OU
Notional Amount
USD
32752.96000000
0.013714275964
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-08-15
3.18000000
USD
0.00000000
USD
300000.00000000
USD
32749.78000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.890200 07-MAR-2029 SOF
000000000
2000000.00000000
OU
Notional Amount
USD
56890.38000000
0.023821064448
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-03-07
19.06000000
USD
0.00000000
USD
2000000.00000000
USD
56871.32000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.101500 12-SEP-2029
000000000
800000.00000000
OU
Notional Amount
USD
63253.04000000
0.026485229004
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-09-12
8.56000000
USD
0.00000000
USD
800000.00000000
USD
63244.48000000
N
N
N
BlackRock Funds III
5493008LW2651I1QB503
BlackRock Cash Funds: Institutional, SL Agency Shares
066922519
104925030.21000000
NS
USD
104956507.72000000
43.94724968835
Long
STIV
RF
US
N
1
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 5.094700 20-MAR-2025 SOF
000000000
7000000.00000000
OU
Notional Amount
USD
16190.18000000
0.006779130693
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-03-20
8.67000000
USD
0.00000000
USD
7000000.00000000
USD
16181.51000000
N
N
N
BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES
5493008LW2651I1QB503
BlackRock Cash Funds: Treasury, SL Agency Shares
066922477
8200000.00000000
NS
USD
8200000.00000000
3.433493122750
Long
STIV
RF
US
N
1
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.894700 28-FEB-2034 SOF
000000000
600000.00000000
OU
Notional Amount
USD
21687.80000000
0.009081086847
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-02-28
10.18000000
USD
0.00000000
USD
600000.00000000
USD
21677.62000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 1.319500 23-NOV-2026
000000000
500000.00000000
OU
Notional Amount
USD
50842.66000000
0.021288771152
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-11-23
0.00000000
USD
-3126.71000000
USD
500000.00000000
USD
53969.37000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.336000 08-FEB-2033
000000000
500000.00000000
OU
Notional Amount
USD
38429.07000000
0.016090969214
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-02-08
7.71000000
USD
0.00000000
USD
500000.00000000
USD
38421.36000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.390200 11-APR-2027 SOF
000000000
2000000.00000000
OU
Notional Amount
USD
20553.14000000
0.008605983517
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-04-11
9.33000000
USD
0.00000000
USD
2000000.00000000
USD
20543.81000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.394200 27-SEP-2028 SOF
000000000
1500000.00000000
OU
Notional Amount
USD
18081.29000000
0.007570973764
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-09-27
13.11000000
USD
0.00000000
USD
1500000.00000000
USD
18068.18000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.836700 09-AUG-2030 SOF
000000000
2200000.00000000
OU
Notional Amount
USD
94405.27000000
0.039529249426
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-08-09
27.27000000
USD
0.00000000
USD
2200000.00000000
USD
94378.00000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.135200 09-APR-2029 SOF
000000000
2000000.00000000
OU
Notional Amount
USD
32554.68000000
0.013631252426
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-04-09
0.00000000
USD
-45.74000000
USD
2000000.00000000
USD
32600.42000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.874700 09-FEB-2025 SOF
000000000
3000000.00000000
OU
Notional Amount
USD
14613.57000000
0.006118974645
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-02-09
7.92000000
USD
0.00000000
USD
3000000.00000000
USD
14605.65000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.746200 09-FEB-2031 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
41006.05000000
0.017169998861
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-02-09
13.26000000
USD
0.00000000
USD
1000000.00000000
USD
40992.79000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.276700 03-OCT-2033 SOF
000000000
300000.00000000
OU
Notional Amount
USD
3149.58000000
0.001318787959
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-10-03
4.92000000
USD
0.00000000
USD
300000.00000000
USD
3144.66000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.368500 27-DEC-2032
000000000
300000.00000000
OU
Notional Amount
USD
22891.61000000
0.009585144573
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-12-27
4.59000000
USD
0.00000000
USD
300000.00000000
USD
22887.02000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.289200 09-AUG-2026 SOF
000000000
2500000.00000000
OU
Notional Amount
USD
53808.12000000
0.022530464630
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-08-09
15.36000000
USD
0.00000000
USD
2500000.00000000
USD
53792.76000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.245700 27-SEP-2033 SOF
000000000
500000.00000000
OU
Notional Amount
USD
6630.62000000
0.002776364410
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-09-27
8.18000000
USD
0.00000000
USD
500000.00000000
USD
6622.44000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.402700 24-APR-2029 SOF
000000000
2000000.00000000
OU
Notional Amount
USD
7730.60000000
0.003236946577
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-04-24
19.53000000
USD
0.00000000
USD
2000000.00000000
USD
7711.07000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.237200 24-APR-2034 SOF
000000000
400000.00000000
OU
Notional Amount
USD
2619.07000000
0.001096653516
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2034-04-24
6.87000000
USD
0.00000000
USD
400000.00000000
USD
2612.20000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.913700 10-JAN-2027 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
26819.13000000
0.011229670538
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-01-10
7.22000000
USD
0.00000000
USD
1000000.00000000
USD
26811.91000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 2.640000 15-AUG-2027
000000000
300000.00000000
OU
Notional Amount
USD
24581.42000000
0.010292699575
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-08-15
1.99000000
USD
0.00000000
USD
300000.00000000
USD
24579.43000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 1.060000 18-SEP-2050
000000000
15000.00000000
OU
Notional Amount
USD
7633.17000000
0.003196150817
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2050-09-18
0.00000000
USD
-671.65000000
USD
15000.00000000
USD
8304.82000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.647700 03-OCT-2026 SOF
000000000
5000000.00000000
OU
Notional Amount
USD
47479.73000000
0.019880649564
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-10-03
32.64000000
USD
0.00000000
USD
5000000.00000000
USD
47447.09000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 1.321000 05-JAN-2029
000000000
4300000.00000000
OU
Notional Amount
USD
628941.17999999
0.263349416603
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-01-05
39.83000000
USD
0.00000000
USD
4300000.00000000
USD
628901.35000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.643700 19-APR-2027 SOF
000000000
3000000.00000000
OU
Notional Amount
USD
8958.20000000
0.003750965621
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-04-19
14.10000000
USD
0.00000000
USD
3000000.00000000
USD
8944.10000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.697200 10-JAN-2029 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
39364.78000000
0.016482768464
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-01-10
9.25000000
USD
0.00000000
USD
1000000.00000000
USD
39355.53000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.800700 07-MAR-2031 SOF
000000000
1200000.00000000
OU
Notional Amount
USD
43981.95000000
0.018416063762
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-03-07
16.07000000
USD
0.00000000
USD
1200000.00000000
USD
43965.88000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 1.733500 28-FEB-2029
000000000
355000.00000000
OU
Notional Amount
USD
44332.92000000
0.018563021455
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-02-28
3.40000000
USD
0.00000000
USD
355000.00000000
USD
44329.52000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 1.445500 27-JAN-2029
000000000
4450000.00000000
OU
Notional Amount
USD
620350.15999999
0.259752196104
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-01-27
41.76000000
USD
0.00000000
USD
4450000.00000000
USD
620308.40000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 1.613500 12-JAN-2032
000000000
2033000.00000000
OU
Notional Amount
USD
384148.14000000
0.160849999610
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-01-12
27.47000000
USD
0.00000000
USD
2033000.00000000
USD
384120.67000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 1.282000 30-NOV-2031
000000000
1100000.00000000
OU
Notional Amount
USD
235245.06000000
0.098501499472
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-11-30
14.65000000
USD
0.00000000
USD
1100000.00000000
USD
235230.41000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.810200 23-JAN-2029 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
33771.70000000
0.014140841426
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-01-23
9.31000000
USD
0.00000000
USD
1000000.00000000
USD
33762.39000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.879700 06-MAR-2031 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
31954.63000000
0.013380000285
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-03-06
13.39000000
USD
0.00000000
USD
1000000.00000000
USD
31941.24000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.829200 05-JAN-2027 SOF
000000000
1500000.00000000
OU
Notional Amount
USD
44044.51000000
0.018442258802
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-01-05
10.80000000
USD
0.00000000
USD
1500000.00000000
USD
44033.71000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.139000 15-AUG-2024
000000000
2000000.00000000
OU
Notional Amount
USD
46508.84000000
0.019474119791
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-08-15
1.38000000
USD
0.00000000
USD
2000000.00000000
USD
46507.46000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 1.321000 10-JAN-2027
000000000
3776000.00000000
OU
Notional Amount
USD
376214.33000000
0.157527965211
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-01-10
20.23000000
USD
0.00000000
USD
3776000.00000000
USD
376194.10000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 1.417000 07-APR-2028
000000000
9450000.00000000
OU
Notional Amount
USD
1091329.30000000
0.456959956854
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2028-04-07
0.00000000
USD
-126924.57000000
USD
9450000.00000000
USD
1218253.87000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 0.326500 15-SEP-2025
000000000
16400000.00000000
OU
Notional Amount
USD
1573396.55000000
0.658810516315
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-09-15
0.00000000
USD
-53964.52000000
USD
16400000.00000000
USD
1627361.07000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.449000 05-JAN-2033
000000000
300000.00000000
OU
Notional Amount
USD
20965.42000000
0.008778612851
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-01-05
4.59000000
USD
0.00000000
USD
300000.00000000
USD
20960.83000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 0.871500 29-SEP-2026
000000000
2900000.00000000
OU
Notional Amount
USD
339300.38000000
0.142071405033
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-09-29
12.91000000
USD
0.00000000
USD
2900000.00000000
USD
339287.47000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.400700 19-APR-2029 SOF
000000000
2000000.00000000
OU
Notional Amount
USD
8268.84000000
0.003462317716
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-04-19
19.48000000
USD
0.00000000
USD
2000000.00000000
USD
8249.36000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.413700 01-MAY-2029 SOF
000000000
1200000.00000000
OU
Notional Amount
USD
3720.92000000
0.001558018686
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-05-01
11.76000000
USD
0.00000000
USD
1200000.00000000
USD
3709.16000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.152929 18-AUG-2028 SOF
000000000
1300000.00000000
OU
Notional Amount
USD
31949.11000000
0.013377688958
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2028-08-18
0.00000000
USD
-1466.01000000
USD
1300000.00000000
USD
33415.12000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.013200 09-FEB-2027 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
22949.07000000
0.009609204148
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-02-09
7.43000000
USD
0.00000000
USD
1000000.00000000
USD
22941.64000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.553700 05-FEB-2029 SOF
000000000
2000000.00000000
OU
Notional Amount
USD
89447.53000000
0.037453351110
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-02-05
18.75000000
USD
0.00000000
USD
2000000.00000000
USD
89428.78000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.407700 31-AUG-2026 SOF
000000000
1500000.00000000
OU
Notional Amount
USD
26123.37000000
0.010938342833
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-08-31
9.47000000
USD
0.00000000
USD
1500000.00000000
USD
26113.90000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.092200 03-APR-2029 SOF
000000000
2000000.00000000
OU
Notional Amount
USD
36828.92000000
0.015420956529
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-04-03
19.32000000
USD
0.00000000
USD
2000000.00000000
USD
36809.60000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.772200 23-JAN-2031 SOF
000000000
500000.00000000
OU
Notional Amount
USD
20054.77000000
0.008397306691
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-01-23
6.60000000
USD
0.00000000
USD
500000.00000000
USD
20048.17000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.187500 16-JUN-2026 SOF
000000000
2000000.00000000
OU
Notional Amount
USD
51784.24000000
0.021683028281
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-06-16
11.55000000
USD
0.00000000
USD
2000000.00000000
USD
51772.69000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.009200 20-MAR-2031 SOF
000000000
1500000.00000000
OU
Notional Amount
USD
35496.28000000
0.014862955276
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-03-20
20.18000000
USD
0.00000000
USD
1500000.00000000
USD
35476.10000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.449500 24-MAY-2030 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
69591.19000000
0.029139130764
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-05-24
12.01000000
USD
0.00000000
USD
1000000.00000000
USD
69579.18000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.658700 18-JAN-2029 SOF
000000000
1500000.00000000
OU
Notional Amount
USD
61149.12000000
0.025604278412
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-01-18
13.95000000
USD
0.00000000
USD
1500000.00000000
USD
61135.17000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.161000 03-FEB-2030
000000000
1200000.00000000
OU
Notional Amount
USD
83250.67000000
0.034858610110
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-02-03
13.78000000
USD
0.00000000
USD
1200000.00000000
USD
83236.89000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.863200 14-FEB-2029 SOF
000000000
3000000.00000000
OU
Notional Amount
USD
91567.68000000
0.038341097505
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-02-14
28.26000000
USD
0.00000000
USD
3000000.00000000
USD
91539.42000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.311200 01-MAY-2031 SOF
000000000
800000.00000000
OU
Notional Amount
USD
3256.69000000
0.001363636916
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-05-01
10.92000000
USD
0.00000000
USD
800000.00000000
USD
3245.77000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.767000 13-JAN-2026
000000000
2000000.00000000
OU
Notional Amount
USD
51499.82000000
0.021563936316
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-01-13
9.34000000
USD
0.00000000
USD
2000000.00000000
USD
51490.48000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.815700 14-FEB-2031 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
36621.27000000
0.015334009596
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-02-14
13.29000000
USD
0.00000000
USD
1000000.00000000
USD
36607.98000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.004700 27-MAR-2029 SOF
000000000
2000000.00000000
OU
Notional Amount
USD
45146.37000000
0.018903628160
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-03-27
19.25000000
USD
0.00000000
USD
2000000.00000000
USD
45127.12000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.306700 03-OCT-2030 SOF
000000000
300000.00000000
OU
Notional Amount
USD
3604.27000000
0.001509175153
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-10-03
3.81000000
USD
0.00000000
USD
300000.00000000
USD
3600.46000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.914700 31-AUG-2030 SOF
000000000
1500000.00000000
OU
Notional Amount
USD
55859.69000000
0.023389495299
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-08-31
18.75000000
USD
0.00000000
USD
1500000.00000000
USD
55840.94000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.588200 13-NOV-2026 SOF
000000000
2000000.00000000
OU
Notional Amount
USD
19701.69000000
0.008249465502
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-11-13
13.65000000
USD
0.00000000
USD
2000000.00000000
USD
19688.04000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 2.758000 23-AUG-2032
000000000
150000.00000000
OU
Notional Amount
USD
19220.46000000
0.008047965515
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-08-23
2.20000000
USD
0.00000000
USD
150000.00000000
USD
19218.26000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.295200 27-SEP-2030 SOF
000000000
750000.00000000
OU
Notional Amount
USD
9693.77000000
0.004058962515
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-09-27
9.48000000
USD
0.00000000
USD
750000.00000000
USD
9684.29000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 1.781500 28-FEB-2032
000000000
100000.00000000
OU
Notional Amount
USD
17495.79000000
0.007325813980
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-02-28
1.37000000
USD
0.00000000
USD
100000.00000000
USD
17494.42000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 1.358500 20-OCT-2031
000000000
830000.00000000
OU
Notional Amount
USD
175325.40000000
0.073412018919
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2031-10-20
10.28000000
USD
0.00000000
USD
830000.00000000
USD
175315.12000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.681200 27-SEP-2026 SOF
000000000
4500000.00000000
OU
Notional Amount
USD
39350.90000000
0.016476956649
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-09-27
29.18000000
USD
0.00000000
USD
4500000.00000000
USD
39321.72000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.522200 05-JAN-2031 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
55939.66000000
0.023422980231
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-01-05
13.11000000
USD
0.00000000
USD
1000000.00000000
USD
55926.55000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.291000 10-JAN-2030
000000000
1500000.00000000
OU
Notional Amount
USD
95511.06000000
0.039992264348
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-01-10
17.05000000
USD
0.00000000
USD
1500000.00000000
USD
95494.01000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 0.874000 30-MAR-2050
000000000
10000.00000000
OU
Notional Amount
USD
5112.33000000
0.002140628036
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2050-03-30
0.00000000
USD
-451.67000000
USD
10000.00000000
USD
5564.00000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.849200 23-JAN-2025 SOF
000000000
3000000.00000000
OU
Notional Amount
USD
15791.01000000
0.006611990760
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-01-23
7.44000000
USD
0.00000000
USD
3000000.00000000
USD
15783.57000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.351200 03-APR-2027 SOF
000000000
2000000.00000000
OU
Notional Amount
USD
23266.01000000
0.009741912844
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-04-03
9.27000000
USD
0.00000000
USD
2000000.00000000
USD
23256.74000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.648200 10-JAN-2031 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
48112.12000000
0.020145443065
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-01-10
13.13000000
USD
0.00000000
USD
1000000.00000000
USD
48098.99000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 0.774500 01-APR-2030
000000000
10500000.00000000
OU
Notional Amount
USD
2012287.36000000
0.842582294092
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-04-01
139730.88000000
USD
0.00000000
USD
10500000.00000000
USD
1872556.48000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.983700 23-JAN-2027 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
24395.75000000
0.010214956079
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-01-23
7.31000000
USD
0.00000000
USD
1000000.00000000
USD
24388.44000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.218700 06-MAR-2027 SOF
000000000
3000000.00000000
OU
Notional Amount
USD
48893.23000000
0.020472508409
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-03-06
13.55000000
USD
0.00000000
USD
3000000.00000000
USD
48879.68000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 1.602000 09-FEB-2027
000000000
1915900.00000000
OU
Notional Amount
USD
173111.21000000
0.072484896220
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-02-09
10.59000000
USD
0.00000000
USD
1915900.00000000
USD
173100.62000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.641200 18-JAN-2031 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
48242.38000000
0.020199985360
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-01-18
13.17000000
USD
0.00000000
USD
1000000.00000000
USD
48229.21000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.063700 26-FEB-2029 SOF
000000000
2000000.00000000
OU
Notional Amount
USD
42204.28000000
0.017671720137
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-02-26
18.96000000
USD
0.00000000
USD
2000000.00000000
USD
42185.32000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.509700 11-JUL-2026 SOF
000000000
2000000.00000000
OU
Notional Amount
USD
32000.01000000
0.013399001739
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-07-11
11.86000000
USD
0.00000000
USD
2000000.00000000
USD
31988.15000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 1.696500 28-FEB-2027
000000000
1172000.00000000
OU
Notional Amount
USD
101569.94000000
0.042529230544
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-02-28
6.58000000
USD
0.00000000
USD
1172000.00000000
USD
101563.36000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.020317 18-AUG-2030 SOF
000000000
500000.00000000
OU
Notional Amount
USD
15638.24000000
0.006548023108
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-08-18
0.00000000
USD
-713.22000000
USD
500000.00000000
USD
16351.46000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.829200 05-JAN-2025 SOF
000000000
5000000.00000000
OU
Notional Amount
USD
28096.30000000
0.011764445466
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-01-05
11.58000000
USD
0.00000000
USD
5000000.00000000
USD
28084.72000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.301700 19-APR-2031 SOF
000000000
1000000.00000000
OU
Notional Amount
USD
5083.92000000
0.002128732238
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-04-19
13.59000000
USD
0.00000000
USD
1000000.00000000
USD
5070.33000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 1.130500 18-NOV-2026
000000000
7600000.00000000
OU
Notional Amount
USD
814090.20000000
0.340874768658
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-11-18
36.38000000
USD
0.00000000
USD
7600000.00000000
USD
814053.82000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.833000 07-FEB-2026
000000000
1000000.00000000
OU
Notional Amount
USD
23962.72000000
0.010033638331
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-02-07
4.82000000
USD
0.00000000
USD
1000000.00000000
USD
23957.90000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.369500 02-DEC-2029
000000000
450000.00000000
OU
Notional Amount
USD
27501.61000000
0.011515437658
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-12-02
5.04000000
USD
0.00000000
USD
450000.00000000
USD
27496.57000000
N
N
N
2024-05-30
iShares U.S. ETF Trust
Chuck Pulsfort
Chuck Pulsfort
Assistant Treasurer