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N/A Y 2028-03-15 0.000000000000 GBP 0.000000000000 GBP 70000 GBP 1640.57 N N N IRS_CCP AUD RCV 3.965% PAY BBSW6M 15-MAR-2028 N/A 000000000 320000 OU NOTIONAL 1482.64 0.0004890246 N/A DIR CORP AU N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 AUD 0.000000000000 AUD 320000 AUD 1482.64 N N N IRS_CCP AUD RCV 3.825% PAY BBSW6M 15-MAR-2028 N/A 000000000 134900 OU NOTIONAL 19.74 0.0000065109 N/A DIR CORP AU N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 AUD 0.000000000000 AUD 134900 AUD 19.74 N N N IRS_CCP SEK RCV STBOR3M PAY 2.6695% 15-MAR-2028 N/A 000000000 2590000 OU NOTIONAL 1282.25 0.0004229293 N/A DIR CORP SE N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 SEK 0.000000000000 SEK 2590000 SEK 1282.25 N N N IRS_CCP CAD RCV CDOR3M PAY 3.29% 15-MAR-2028 N/A 000000000 430000 OU NOTIONAL 304.08 0.0001002958 N/A DIR CORP CA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 -43.880000000000 CAD 0.000000000000 CAD 430000 CAD 347.96 N N N IRS_CCP CAD RCV CDOR3M PAY 3.26% 15-MAR-2028 N/A 000000000 320000 OU NOTIONAL 555.15 0.0001831072 N/A DIR CORP CA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 CAD 42.440000000000 CAD 320000 CAD 513.87 N N N OIS_CCP USD RCV 3.36758% PAY SOFR1D 15-MAR-2028 N/A 000000000 160000 OU NOTIONAL USD -117.20 -0.0000386565 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 USD 25.980000000000 USD 160000 USD -142.45 N N N IRS_CCP NOK RCV NIBOR6M PAY 3.42612% 15-MAR-2028 N/A 000000000 1060000 OU NOTIONAL -1966.31 -0.0006485553 N/A DIR CORP NO N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 NOK 89.320000000000 NOK 1060000 NOK -2052.05 N N N IRS_CCP AUD RCV 4% PAY BBSW6M 15-MAR-2028 N/A 000000000 160000 OU NOTIONAL 920.80 0.0003037109 N/A DIR CORP AU N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 AUD 0.000000000000 AUD 160000 AUD 920.80 N N N IRS_CCP HKD RCV HIBOR3M PAY 3.69% 15-MAR-2028 N/A 000000000 426400 OU NOTIONAL -439.99 -0.0001451235 N/A DIR CORP HK N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 HKD 0.000000000000 HKD 426400 HKD -439.99 N N N IRS_CCP PLN RCV WIBOR6M PAY 6.21% 15-MAR-2028 N/A 000000000 1330000 OU NOTIONAL -10642.39 -0.0035102189 N/A DIR CORP PL N 2 BNP PARIBAS FORTIS SA/NV N/A Y 2028-03-15 0.000000000000 PLN 0.000000000000 PLN 1330000 PLN -10642.39 N N N OIS_CCP SGD RCV SIBCS1D PAY 3.009% 15-MAR-2028 N/A 000000000 985000 OU NOTIONAL -6227.65 -0.0020540889 N/A DIR CORP SG N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 SGD 0.000000000000 SGD 985000 SGD -6227.65 N N N IRS_CCP MXN RCV TIIE28D PAY 8.235% 08-MAR-2028 N/A 000000000 1400000 OU NOTIONAL 555.15 0.0001831072 N/A DIR CORP MX N 2 HSBC BANK PLC N/A Y 2028-03-08 0.000000000000 MXN 0.000000000000 MXN 1400000 MXN 555.15 N N N IRS_CCP SEK RCV STBOR3M PAY 3.187% 15-MAR-2028 N/A 000000000 970000 OU NOTIONAL -1732.67 -0.0005714930 N/A DIR CORP SE N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 SEK 0.000000000000 SEK 970000 SEK -1732.67 N N N IRS_CCP PLN RCV WIBOR6M PAY 5.34% 15-MAR-2028 N/A 000000000 170000 OU NOTIONAL 48.52 0.0000160035 N/A DIR CORP PL N 2 BNP PARIBAS FORTIS SA/NV N/A Y 2028-03-15 0.000000000000 PLN 0.000000000000 PLN 170000 PLN 48.52 N N N IRS_CCP NZD RCV BBR3M PAY 4.32% 15-MAR-2028 N/A 000000000 220000 OU NOTIONAL -3.06 -0.0000010093 N/A DIR CORP NZ N 2 JP MORGAN INTERNATIONAL BANK LTD N/A Y 2028-03-15 0.000000000000 NZD 0.000000000000 NZD 220000 NZD -3.06 N N N IRS_CCP NZD RCV BBR3M PAY 4.43% 15-MAR-2028 N/A 000000000 140000 OU NOTIONAL -443.00 -0.0001461163 N/A DIR CORP NZ N 2 UBS AG, LONDON BRANCH N/A Y 2028-03-15 0.000000000000 NZD 0.000000000000 NZD 140000 NZD -443.00 N N N OIS_CCP THB RCV 2.206% PAY THBRO1D 15-MAR-2028 N/A 000000000 6150000 OU NOTIONAL 271.77 0.0000896389 N/A DIR CORP TH N 2 JP MORGAN INTERNATIONAL BANK LTD N/A Y 2028-03-15 0.000000000000 THB 0.000000000000 THB 6150000 THB 271.77 N N N OIS_CCP GBP RCV 3.753% PAY SONIA1D 15-MAR-2028 N/A 000000000 120000 OU NOTIONAL 1117.34 0.0003685364 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 GBP 0.000000000000 GBP 120000 GBP 1117.34 N N N OIS_CCP THB RCV 2.235% PAY THBRO1D 15-MAR-2028 N/A 000000000 2005000 OU NOTIONAL 172.30 0.0000568303 N/A DIR CORP TH N 2 JP MORGAN INTERNATIONAL BANK LTD N/A Y 2028-03-15 0.000000000000 THB 0.000000000000 THB 2005000 THB 172.30 N N N IRS_CCP NZD RCV BBR3M PAY 4.515% 15-MAR-2028 N/A 000000000 60000 OU NOTIONAL -335.92 -0.0001107977 N/A DIR CORP NZ N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 NZD 0.000000000000 NZD 60000 NZD -335.92 N N N OIS_CCP USD RCV 3.5275% PAY SOFR1D 15-MAR-2028 N/A 000000000 210000 OU NOTIONAL USD 1366.91 0.0004508530 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 USD 0.000000000000 USD 210000 USD 1366.91 N N N OIS_CCP USD RCV 3.649% PAY SOFR1D 15-MAR-2028 N/A 000000000 170000 OU NOTIONAL USD 2041.87 0.0006734775 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 USD 0.000000000000 USD 170000 USD 2041.87 N N N IRS_CCP NOK RCV NIBOR6M PAY 3.37587% 15-MAR-2028 N/A 000000000 1460000 OU NOTIONAL -2371.12 -0.0007820753 N/A DIR CORP NO N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 NOK 405.190000000000 NOK 1460000 NOK -2760.24 N N N IRS_CCP PLN RCV WIBOR6M PAY 7.535% 15-MAR-2028 N/A 000000000 400000 OU NOTIONAL -8249.27 -0.0027208873 N/A DIR CORP PL N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC N/A Y 2028-03-15 0.000000000000 PLN 0.000000000000 PLN 400000 PLN -8249.27 N N N OIS_CCP GBP RCV 3.602% PAY SONIA1D 15-MAR-2028 N/A 000000000 260000 OU NOTIONAL 258.90 0.0000853939 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 GBP 0.000000000000 GBP 260000 GBP 258.90 N N N IRS_CCP KRW RCV 3.005% PAY KSDA3M 15-MAR-2028 N/A 000000000 146434600 OU NOTIONAL -580.31 -0.0001914058 N/A DIR CORP KR N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC N/A Y 2028-03-15 0.000000000000 KRW 0.000000000000 KRW 146434600 KRW -580.31 N N N IRS_CCP AUD RCV 3.8175% PAY BBSW6M 15-MAR-2028 N/A 000000000 110200 OU NOTIONAL -10.36 -0.0000034171 N/A DIR CORP AU N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 AUD 0.000000000000 AUD 110200 AUD -10.36 N N N IRS_CCP PLN RCV WIBOR6M PAY 5.07% 15-MAR-2028 N/A 000000000 740000 OU NOTIONAL 2114.42 0.0006974070 N/A DIR CORP PL N 2 HSBC BANK PLC N/A Y 2028-03-15 0.000000000000 PLN 0.000000000000 PLN 740000 PLN 2114.42 N N N OIS_CCP USD RCV 3.19302% PAY SOFR1D 15-MAR-2028 N/A 000000000 200000 OU NOTIONAL USD -1727.40 -0.0005697547 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 -488.140000000000 USD 0.000000000000 USD 200000 USD -1242.37 N N N OIS_CCP SGD RCV SORF1D PAY 2.682% 15-MAR-2028 N/A 000000000 230000 OU NOTIONAL 1178.73 0.0003887849 N/A DIR CORP SG N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 SGD 0.000000000000 SGD 230000 SGD 1178.73 N N N OIS_CCP CHF RCV 1.725% PAY SARON1D 15-MAR-2028 N/A 000000000 50000 OU NOTIONAL 562.01 0.0001853698 N/A DIR CORP CH N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 CHF 0.000000000000 CHF 50000 CHF 562.01 N N N IRS_CCP CZK RCV 5.728% PAY PRBOR6M 15-MAR-2028 N/A 000000000 840000 OU NOTIONAL 1750.90 0.0005775058 N/A DIR CORP CZ N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2028-03-15 0.000000000000 CZK 0.000000000000 CZK 840000 CZK 1750.90 N N N IRS_CCP CZK RCV 5.675% PAY PRBOR6M 15-MAR-2028 N/A 000000000 2330000 OU NOTIONAL 4605.36 0.0015190029 N/A DIR CORP CZ N 2 BANK OF AMERICA, N.A. (DERIV) N/A Y 2028-03-15 0.000000000000 CZK 0.000000000000 CZK 2330000 CZK 4605.36 N N N OIS_CCP CHF RCV 1.59409% PAY SARON1D 15-MAR-2028 N/A 000000000 260000 OU NOTIONAL 1119.72 0.0003693214 N/A DIR CORP CH N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 CHF 141.920000000000 CHF 260000 CHF 984.12 N N N IRS_CCP MXN RCV TIIE28D PAY 9.065% 08-MAR-2028 N/A 000000000 4710000 OU NOTIONAL -6421.46 -0.0021180139 N/A DIR CORP MX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-08 0.000000000000 MXN 0.000000000000 MXN 4710000 MXN -6421.46 N N N OIS_CCP SGD RCV SIBCS1D PAY 3.239% 15-MAR-2028 N/A 000000000 320000 OU NOTIONAL -4599.76 -0.0015171559 N/A DIR CORP BR N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 SGD 0.000000000000 SGD 320000 SGD -4599.76 N N N IRS_CCP CAD RCV CDOR3M PAY 3.57451% 15-MAR-2028 N/A 000000000 270000 OU NOTIONAL -2440.52 -0.0008049657 N/A DIR CORP CA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 -83.970000000000 CAD 0.000000000000 CAD 270000 CAD -2362.15 N N N IRS_CCP CAD RCV CDOR3M PAY 3.58% 15-MAR-2028 N/A 000000000 80000 OU NOTIONAL -738.16 -0.0002434700 N/A DIR CORP CA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 CAD 32.700000000000 CAD 80000 CAD -768.61 N N N OIS_CCP CHF RCV 2.095% PAY SARON1D 15-MAR-2028 N/A 000000000 70000 OU NOTIONAL 2158.56 0.0007119658 N/A DIR CORP BR N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 CHF 0.000000000000 CHF 70000 CHF 2158.56 N N N IRS_CCP MXN RCV TIIE28D PAY 9% 08-MAR-2028 N/A 000000000 2920000 OU NOTIONAL -3578.59 -0.0011803396 N/A DIR CORP MX N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-08 0.000000000000 MXN 0.000000000000 MXN 2920000 MXN -3578.59 N N N IRS_CCP SEK RCV STBOR3M PAY 3.203% 15-MAR-2028 N/A 000000000 810000 OU NOTIONAL -1504.00 -0.0004960699 N/A DIR CORP SE N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 SEK 0.000000000000 SEK 810000 SEK -1504.00 N N N OIS_CCP USD RCV 3.4265% PAY SOFR1D 15-MAR-2028 N/A 000000000 180000 OU NOTIONAL USD 348.39 0.0001149108 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 USD 0.000000000000 USD 180000 USD 348.39 N N N IRS_CCP AUD RCV 4.429% PAY BBSW6M 15-MAR-2028 N/A 000000000 44541 OU NOTIONAL 868.75 0.0002865430 N/A DIR CORP AU N 2 CITIBANK NA - LONDON N/A Y 2028-03-15 0.000000000000 AUD 0.000000000000 AUD 44541 AUD 868.75 N N N OIS_CCP SGD RCV SIBCS1D PAY 3.506% 15-MAR-2028 N/A 000000000 260000 OU NOTIONAL -6167.53 -0.0020342593 N/A DIR CORP SG N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 SGD 0.000000000000 SGD 260000 SGD -6167.53 N N N OIS_CCP CHF RCV 2.063% PAY SARON1D 15-MAR-2028 N/A 000000000 340000 OU NOTIONAL 9908.20 0.0032680583 N/A DIR CORP CH N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 CHF 0.000000000000 CHF 340000 CHF 9908.20 N N N OIS_CCP CHF RCV 2.056% PAY SARON1D 15-MAR-2028 N/A 000000000 300000 OU NOTIONAL 8631.32 0.0028469002 N/A DIR CORP BR N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 CHF 0.000000000000 CHF 300000 CHF 8631.32 N N N OIS_CCP SGD RCV SIBCS1D PAY 3.53% 15-MAR-2028 N/A 000000000 360000 OU NOTIONAL -8842.14 -0.0029164358 N/A DIR CORP BR N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 SGD 0.000000000000 SGD 360000 SGD -8842.14 N N N IRS_CCP AUD RCV 4.495% PAY BBSW6M 15-MAR-2028 N/A 000000000 116850 OU NOTIONAL 2526.26 0.0008332457 N/A DIR CORP AU N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 AUD 0.000000000000 AUD 116850 AUD 2526.26 N N N IRS_CCP AUD RCV 4.4375% PAY BBSW6M 15-MAR-2028 N/A 000000000 99305 OU NOTIONAL 1963.94 0.0006477736 N/A DIR CORP AU N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 AUD 0.000000000000 AUD 99305 AUD 1963.94 N N N OIS_CCP GBP RCV 3.8985% PAY SONIA1D 15-MAR-2028 N/A 000000000 50000 OU NOTIONAL 866.20 0.0002857020 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 GBP 0.000000000000 GBP 50000 GBP 866.20 N N N IRS_CCP CAD RCV CDOR3M PAY 3.13612% 15-MAR-2028 N/A 000000000 310000 OU NOTIONAL 1853.32 0.0006112874 N/A DIR CORP CA N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 CAD 351.570000000000 CAD 310000 CAD 1503.26 N N N IRS_CCP CZK RCV 4.71% PAY PRBOR6M 15-MAR-2028 N/A 000000000 1190000 OU NOTIONAL 15.21 0.0000050168 N/A DIR CORP CZ N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC N/A Y 2028-03-15 0.000000000000 CZK 0.000000000000 CZK 1190000 CZK 15.21 N N N OIS_CCP CHF RCV 1.5355% PAY SARON1D 15-MAR-2028 N/A 000000000 270000 OU NOTIONAL 324.95 0.0001071795 N/A DIR CORP CH N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 CHF 0.000000000000 CHF 270000 CHF 324.95 N N N IRS_CCP AUD RCV 4.235% PAY BBSW6M 15-MAR-2028 N/A 000000000 230000 OU NOTIONAL 3055.94 0.0010079520 N/A DIR CORP AU N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 AUD 0.000000000000 AUD 230000 AUD 3055.94 N N N IRS_CCP NOK RCV NIBOR6M PAY 3.57223% 15-MAR-2028 N/A 000000000 930000 OU NOTIONAL -2349.68 -0.0007750037 N/A DIR CORP NO N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 NOK 65.970000000000 NOK 930000 NOK -2413.17 N N N IRS_CCP AUD RCV 4.197% PAY BBSW6M 15-MAR-2028 N/A 000000000 370000 OU NOTIONAL 4465.47 0.0014728625 N/A DIR CORP AU N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 AUD 0.000000000000 AUD 370000 AUD 4465.47 N N N IRS_CCP AUD RCV 4.42% PAY BBSW6M 15-MAR-2028 N/A 000000000 99304 OU NOTIONAL 1908.22 0.0006293953 N/A DIR CORP AU N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 AUD 0.000000000000 AUD 99304 AUD 1908.22 N N N IRS_CCP CZK RCV 4.91% PAY PRBOR6M 15-MAR-2028 N/A 000000000 2060000 OU NOTIONAL 864.74 0.0002852204 N/A DIR CORP CZ N 2 JP MORGAN INTERNATIONAL BANK LTD N/A Y 2028-03-15 0.000000000000 CZK 0.000000000000 CZK 2060000 CZK 864.74 N N N IRS_CCP PLN RCV WIBOR6M PAY 7.63% 15-MAR-2028 N/A 000000000 850000 OU NOTIONAL -18298.87 -0.0060355841 N/A DIR CORP PL N 2 JP MORGAN INTERNATIONAL BANK LTD N/A Y 2028-03-15 0.000000000000 PLN 0.000000000000 PLN 850000 PLN -18298.87 N N N IRS_CCP SEK RCV STBOR3M PAY 3.285% 15-MAR-2028 N/A 000000000 2030000 OU NOTIONAL -4503.11 -0.0014852774 N/A DIR CORP SE N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 SEK 0.000000000000 SEK 2030000 SEK -4503.11 N N N IRS_CCP SEK RCV STBOR3M PAY 3.1129% 15-MAR-2028 N/A 000000000 2370000 OU NOTIONAL -3459.25 -0.0011409772 N/A DIR CORP SE N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 SEK 221.410000000000 SEK 2370000 SEK -3669.27 N N N IRS_CCP SEK RCV STBOR3M PAY 3.23137% 15-MAR-2028 N/A 000000000 1470000 OU NOTIONAL -2913.33 -0.0009609144 N/A DIR CORP SE N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 -270.240000000000 SEK 0.000000000000 SEK 1470000 SEK -2656.54 N N N OIS_CCP CHF RCV 1.73391% PAY SARON1D 15-MAR-2028 N/A 000000000 270000 OU NOTIONAL 3162.26 0.0010430199 N/A DIR CORP CH N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 CHF 954.260000000000 CHF 270000 CHF 2255.64 N N N OIS_CCP CHF RCV 1.711% PAY SARON1D 15-MAR-2028 N/A 000000000 100000 OU NOTIONAL 1049.86 0.0003462792 N/A DIR CORP CH N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 CHF 0.000000000000 CHF 100000 CHF 1049.86 N N N IRS_CCP AUD RCV 4.378% PAY BBSW6M 15-MAR-2028 N/A 000000000 140000 OU NOTIONAL 2501.78 0.0008251714 N/A DIR CORP AU N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 AUD 0.000000000000 AUD 140000 AUD 2501.78 N N N IRS_CCP PLN RCV WIBOR6M PAY 6.03% 15-MAR-2028 N/A 000000000 600000 OU NOTIONAL -3772.31 -0.0012442350 N/A DIR CORP PL N 2 BNP PARIBAS FORTIS SA/NV N/A Y 2028-03-15 0.000000000000 PLN 0.000000000000 PLN 600000 PLN -3772.31 N N N OIS_CCP GBP RCV 4.503% PAY SONIA1D 15-MAR-2028 N/A 000000000 100000 OU NOTIONAL 5061.34 0.0016694005 N/A DIR CORP GB N 2 JPMORGAN CHASE BANK, N.A. N/A Y 2028-03-15 0.000000000000 GBP 0.000000000000 GBP 100000 GBP 5061.34 N N N 2023-02-28 Morningstar Funds Trust Marc Peirce Marc Peirce Director Mutual Fund Compliance XXXX