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650 Newport Center Drive
Newport Beach
92660
(888) 877-4626
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5493000F4ZO33MV32P92
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5493000F4ZO33MV32P92
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5493000F4ZO33MV32P92
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803200.000000
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23125.040000
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N
N
N/A
N/A
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New York Futures Exchange
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N/A
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Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
Cocoa
2022-03-16
-20445209.650000
GBP
-365164.460000
N
N
N
N/A
N/A
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000000000
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-2049939.920000
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US
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New York Futures Exchange
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47544750.000000
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-2049939.920000
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N
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N/A
N/A
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575951.390000
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Intercontinental Exchange
5493000F4ZO33MV32P92
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N/A
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575951.390000
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1490466.640000
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Chicago Mercantile Exchange
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N/A
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42419587.500000
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1490466.640000
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N
N/A
N/A
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Chicago Board of Trade
549300EX04Q2QBFQTQ27
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2022-05-13
3718750.000000
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-92388.750000
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N/A
N/A
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1789877.780000
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New York Futures Exchange
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36513640.000000
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1789877.780000
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N
N
N/A
N/A
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27661.960000
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CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
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1494619.090000
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1125000.000000
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27661.960000
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2022-02-18
-103.250000
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N/A
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5720.280000
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1VUV7VQFKUOQSJ21A208
476873.660000
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9984000.000000
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2022-03-04
5720.280000
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N
N/A
N/A
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94.550000
0.0000047
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1VUV7VQFKUOQSJ21A208
739356.400000
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11903000.000000
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2022-03-16
94.550000
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N
N
N/A
N/A
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-3933.910000
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DFE
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CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
1VUV7VQFKUOQSJ21A208
300633.710000
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4776000.000000
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2022-03-16
-3933.910000
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N
N/A
N/A
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5145525.580000
0.2580319
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DFE
CL
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CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
1VUV7VQFKUOQSJ21A208
43548144950.000000
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55937092.110000
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2022-02-16
5145525.580000
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N
N/A
N/A
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-48336.060000
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DFE
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1VUV7VQFKUOQSJ21A208
4471000.000000
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5049373.030000
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2022-03-16
-48336.060000
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N
N/A
N/A
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329112.790000
0.0165040
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CREDIT SUISSE INTERNATIONAL
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30869000.000000
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2521977.120000
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2022-03-16
329112.790000
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N
N/A
N/A
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000000000
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NC
USD
-29046.360000
-0.0014566
N/A
DCO
GB
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1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
WTI Crude
2022-03-21
-297800.000000
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-29046.360000
N
N
N
N/A
N/A
DAX INDEX FUTURE MAR22 XEUR 20220318
000000000
16.000000
NC
18449.390000
0.0009252
N/A
DE
DE
N
1
Eurex
N/A
Long
DAX INDEX
N/A
N/A
2022-03-18
7220819.970000
EUR
18449.390000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
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NC
-1791.970000
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DFE
IL
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DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
500350.000000
ILS
159202.630000
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2022-02-28
-1791.970000
N
N
N
AT&T INC
549300Z40J86GGSTL398
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00206RCM2
1100000.000000
PA
USD
1108466.340000
0.0555861
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3
N
N
N
N
N
N
N/A
N/A
ECX EMISSION DEC22 NDEX 20221219
000000000
229.000000
NC
458068.740000
0.0229707
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Long
N/A
EUA
2022-12-19
21026778.650000
EUR
458068.740000
N
N
N
N/A
N/A
VSTOXX FUTURE JAN22 XEUR 20220119
000000000
228.000000
NC
-58640.240000
-0.0029406
N/A
DE
DE
N
1
Eurex
N/A
Long
EURO STOXX 50 VOLATILITY INDEX VSTOXX
N/A
N/A
2022-01-19
533432.610000
EUR
-58640.240000
N
N
N
N/A
N/A
EURO STOXX BANK MAR22 XEUR 20220318
000000000
-575.000000
NC
-107033.200000
-0.0053674
N/A
DE
DE
N
1
Eurex
N/A
Short
EURO STOXX BANKS (PRICE) INDEX
N/A
N/A
2022-03-18
-3289552.330000
EUR
-107033.200000
N
N
N
N/A
N/A
90DAY EUR FUTR MAR24 XCME 20240318
000000000
-665.000000
NC
USD
-32382.010000
-0.0016239
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
N/A
EUOD
2024-03-18
-163511031.250000
USD
-32382.010000
N
N
N
N/A
N/A
3MO EURO EURIBOR MAR23 IFLL 20230313
000000000
-358.000000
NC
-20534.640000
-0.0010297
N/A
DIR
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Short
N/A
EUIB
2023-03-13
-102074033.210000
EUR
-20534.640000
N
N
N
N/A
N/A
FTSE 100 IDX FUT MAR22 IFLL 20220318
000000000
185.000000
NC
4272.140000
0.0002142
N/A
DE
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
FTSE 100 INDEX
N/A
N/A
2022-03-18
18339789.770000
GBP
4272.140000
N
N
N
N/A
N/A
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000000000
-1059.000000
NC
USD
45166.350000
0.0022649
N/A
DE
SG
N
1
Singapore International Monetary Exchange
N/A
Short
FTSE CHINA A50 INDEX
N/A
N/A
2022-01-28
-16625241.000000
USD
45166.350000
N
N
N
N/A
N/A
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000000000
69.000000
NC
143898.040000
0.0072160
N/A
DE
IT
N
1
ITALIAN DERIVATIVES MARKET
N/A
Long
FTSE MIB INDEX
N/A
N/A
2022-03-18
10702533.960000
EUR
143898.040000
N
N
N
N/A
N/A
FTSE TAIWAN INDEX JAN22 XSIM 20220125
000000000
1165.000000
NC
USD
1220344.570000
0.0611964
N/A
DE
SG
N
1
Singapore International Monetary Exchange
N/A
Long
N/A
FTSE TAIWAN RIC CAPPED PRICE RETURN TWD INDEX
2022-01-25
74723100.000000
USD
1220344.570000
N
N
N
N/A
N/A
FTSE/JSE TOP 40 MAR22 XSAF 20220317
000000000
938.000000
NC
1002596.800000
0.0502771
N/A
DE
ZA
N
1
SOUTH AFRICAN FUTURES EXCHANGE
N/A
Long
FTSE/JSE TOP40 INDEX
N/A
N/A
2022-03-17
39434261.690000
ZAR
1002596.800000
N
N
N
N/A
N/A
LOW SU GASOIL G MAR22 IFEU 20220310
000000000
579.000000
NC
USD
-692489.420000
-0.0347262
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
Gasoil
2022-03-10
38387700.000000
USD
-692489.420000
N
N
N
N/A
N/A
GASOLINE RBOB FUT APR22 XNYM 20220331
000000000
474.000000
NC
USD
4171286.680000
0.2091769
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
N/A
Gasoline
2022-03-31
46413511.200000
USD
4171286.680000
N
N
N
N/A
N/A
GOLD 100 OZ FUTR APR22 XCEC 20220427
000000000
-353.000000
NC
USD
-1471474.970000
-0.0737898
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
N/A
Gold
2022-04-27
-64634300.000000
USD
-1471474.970000
N
N
N
N/A
N/A
GOLD 100 OZ FUTR FEB22 XCEC 20220224
000000000
-200.000000
NC
USD
736148.780000
0.0369155
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
N/A
Gold
2022-02-24
-36572000.000000
USD
736148.780000
N
N
N
N/A
N/A
BOUGHT CHF/SOLD USD
000000000
1.000000
NC
120401.490000
0.0060378
N/A
DFE
CH
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
11137758.130000
USD
10239372.080000
CHF
2022-03-16
120401.490000
N
N
N
N/A
N/A
BOUGHT CHF/SOLD USD
000000000
1.000000
NC
52211.710000
0.0026183
N/A
DFE
CH
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
4572089.360000
USD
4205833.000000
CHF
2022-03-16
52211.710000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
289832.030000
0.0145342
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
33441016.960000
USD
29584000.000000
EUR
2022-03-16
289832.030000
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING SECURED 144A 07/22 VAR
04685A2F7
1000000.000000
PA
USD
1005432.870000
0.0504193
Long
DBT
CORP
US
N
2
2022-07-01
Floating
1.44438
N
N
N
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
346266.610000
0.0173642
N/A
DFE
GB
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
16064599.630000
USD
12128000.000000
GBP
2022-03-16
346266.610000
N
N
N
N/A
N/A
BOUGHT JPY/SOLD USD
000000000
1.000000
NC
-384512.130000
-0.0192821
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
19520869.140000
USD
2200000000.000000
JPY
2022-03-16
-384512.130000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
27011.540000
0.0013545
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
13683251.440000
USD
284395434.660000
MXN
2022-03-18
27011.540000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
11617.710000
0.0005826
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
608590.910000
USD
12831000.000000
MXN
2022-03-04
11617.710000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
3203.430000
0.0001606
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
456285.550000
USD
9506000.000000
MXN
2022-03-04
3203.430000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
-974.060000
-0.0000488
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
196605.590000
USD
4017000.000000
MXN
2022-01-21
-974.060000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
12665.590000
0.0006351
N/A
DFE
TR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
279583.720000
USD
4114000.000000
TRY
2022-03-16
12665.590000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
26331.150000
0.0013204
N/A
DFE
TR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
830384.120000
USD
12060000.000000
TRY
2022-03-16
26331.150000
N
N
N
N/A
N/A
BOUGHT ZAR/SOLD USD
000000000
1.000000
NC
-8541.190000
-0.0004283
N/A
DFE
ZA
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
341893.610000
USD
5366000.000000
ZAR
2022-03-16
-8541.190000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
-389971.250000
-0.0195558
N/A
DFE
CA
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
27800000.000000
CAD
21583951.480000
USD
2022-03-16
-389971.250000
N
N
N
ATMOS ENERGY CORPORATION
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY CORP SR UNSECURED 03/23 VAR
049560AV7
5200000.000000
PA
USD
5201232.400000
0.2608254
Long
DBT
CORP
US
N
2
2023-03-09
Floating
0.57825
N
N
N
N
N
N
N/A
N/A
SOLD COP/BOUGHT USD
000000000
1.000000
NC
2175299.540000
0.1090844
N/A
DFE
CO
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
122407392400.000000
COP
32175300.740000
USD
2022-02-02
2175299.540000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-977938.170000
-0.0490405
N/A
DFE
N/A
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
99821000.000000
EUR
112835172.860000
USD
2022-03-16
-977938.170000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-3825777.810000
-0.1918507
N/A
DFE
GB
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
133998000.000000
GBP
177492102.620000
USD
2022-03-16
-3825777.810000
N
N
N
N/A
N/A
SOLD HUF/BOUGHT USD
000000000
1.000000
NC
156631.250000
0.0078546
N/A
DFE
HU
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
14941537180.000000
HUF
45874799.000000
USD
2022-03-16
156631.250000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-23338.640000
-0.0011704
N/A
DFE
IL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
1340402.000000
ILS
407962.620000
USD
2022-03-02
-23338.640000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-1614.260000
-0.0000810
N/A
DFE
IL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
18098190.000000
ILS
5861856.870000
USD
2022-11-02
-1614.260000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-16116.110000
-0.0008082
N/A
DFE
IL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
17800000.000000
ILS
5750747.110000
USD
2022-11-02
-16116.110000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-4326.350000
-0.0002170
N/A
DFE
IL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
3710000.000000
ILS
1197643.450000
USD
2022-11-02
-4326.350000
N
N
N
N/A
N/A
SOLD JPY/BOUGHT USD
000000000
1.000000
NC
90751.810000
0.0045509
N/A
DFE
JP
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
14250000000.000000
JPY
124042155.180000
USD
2022-03-16
90751.810000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
-265219.690000
-0.0132999
N/A
DFE
MX
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
131080000.000000
MXN
6086986.600000
USD
2022-02-18
-265219.690000
N
N
N
N/A
N/A
SOLD MYR/BOUGHT USD
000000000
1.000000
NC
-20526.400000
-0.0010293
N/A
DFE
MY
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
5761078.880000
MYR
1360831.200000
USD
2022-03-16
-20526.400000
N
N
N
N/A
N/A
SOLD MYR/BOUGHT USD
000000000
1.000000
NC
-472992.090000
-0.0237191
N/A
DFE
MY
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
95560740.000000
MYR
22440000.000000
USD
2022-03-16
-472992.090000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
-57553.940000
-0.0028861
N/A
DFE
PE
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
7514850.000000
PEN
1823550.110000
USD
2022-01-24
-57553.940000
N
N
N
N/A
N/A
SOLD RON/BOUGHT USD
000000000
1.000000
NC
-412028.880000
-0.0206619
N/A
DFE
RO
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
235459560.150000
RON
53389860.000000
USD
2022-03-16
-412028.880000
N
N
N
N/A
N/A
SOLD THB/BOUGHT USD
000000000
1.000000
NC
-25592.780000
-0.0012834
N/A
DFE
TH
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
384012468.940000
THB
11466824.000000
USD
2022-03-16
-25592.780000
N
N
N
N/A
N/A
SOLD TRY/BOUGHT USD
000000000
1.000000
NC
103125.570000
0.0051714
N/A
DFE
TR
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
33312000.000000
TRY
2469535.120000
USD
2022-03-16
103125.570000
N
N
N
N/A
N/A
HSCEI FUTURES JAN22 XHKF 20220128
000000000
-442.000000
NC
-109401.030000
-0.0054861
N/A
DE
HK
N
1
HONG KONG FUTURES EXCHANGE LTD.
N/A
Short
HANG SENG CHINA ENTERPRISES INDEX
N/A
N/A
2022-01-28
-23430526.260000
HKD
-109401.030000
N
N
N
N/A
N/A
HANG SENG IDX FUT JAN22 XHKF 20220128
000000000
-216.000000
NC
-330909.350000
-0.0165941
N/A
DE
HK
N
1
HONG KONG FUTURES EXCHANGE LTD.
N/A
Short
N/A
HANG SENG INDEX
2022-01-28
-32480817.690000
HKD
-330909.350000
N
N
N
N/A
N/A
NY HARB ULSD FUT APR22 XNYM 20220331
000000000
376.000000
NC
USD
2435491.540000
0.1221322
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
N/A
Heating Oil
2022-03-31
36081561.600000
USD
2435491.540000
N
N
N
N/A
N/A
BOUGHT CZK/SOLD USD
000000000
1.000000
NC
14455.980000
0.0007249
N/A
DFE
CZ
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
584326.840000
USD
13173000.000000
CZK
2022-03-16
14455.980000
N
N
N
N/A
N/A
BOUGHT CZK/SOLD USD
000000000
1.000000
NC
7324.280000
0.0003673
N/A
DFE
CZ
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
778598.060000
USD
17290000.000000
CZK
2022-03-16
7324.280000
N
N
N
N/A
N/A
BOUGHT CZK/SOLD USD
000000000
1.000000
NC
4617.860000
0.0002316
N/A
DFE
CZ
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
370161.190000
USD
8245000.000000
CZK
2022-03-16
4617.860000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
22827.680000
0.0011447
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
3239204.460000
USD
2861000.000000
EUR
2022-03-16
22827.680000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
11960.400000
0.0005998
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1697157.460000
USD
1499000.000000
EUR
2022-03-16
11960.400000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
14834.980000
0.0007439
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
2656588.060000
USD
2343000.000000
EUR
2022-03-16
14834.980000
N
N
N
AUSTRALIA GOVT
213800J6B7JSBDETCB42
AUSTRALIA T BILL BILLS 02/22 0.00000
ACI21RMH9
41900000.000000
PA
30483020.340000
1.5286273
Long
DBT
NUSS
AU
N
2
2022-02-11
None
0
N
N
N
N
N
N
N/A
N/A
BOUGHT HUF/SOLD USD
000000000
1.000000
NC
1993.850000
0.0001000
N/A
DFE
HU
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
260482.210000
USD
85782000.000000
HUF
2022-03-16
1993.850000
N
N
N
N/A
N/A
BOUGHT HUF/SOLD USD
000000000
1.000000
NC
3459.210000
0.0001735
N/A
DFE
HU
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
579011.100000
USD
190362000.000000
HUF
2022-03-16
3459.210000
N
N
N
N/A
N/A
BOUGHT ILS/SOLD USD
000000000
1.000000
NC
-338898.370000
-0.0169947
N/A
DFE
IL
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
86871455.000000
USD
268863938.980000
ILS
2022-03-16
-338898.370000
N
N
N
N/A
N/A
BOUGHT JPY/SOLD USD
000000000
1.000000
NC
-571562.480000
-0.0286621
N/A
DFE
JP
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
52761627.060000
USD
6000000000.000000
JPY
2022-03-16
-571562.480000
N
N
N
N/A
N/A
BOUGHT JPY/SOLD USD
000000000
1.000000
NC
-664223.860000
-0.0333087
N/A
DFE
JP
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
60276655.040000
USD
6853308000.000000
JPY
2022-03-16
-664223.860000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
29158.300000
0.0014622
N/A
DFE
MX
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
640227.000000
USD
13813000.000000
MXN
2022-02-18
29158.300000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
58423.300000
0.0029297
N/A
DFE
MX
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1082095.280000
USD
23535000.000000
MXN
2022-02-18
58423.300000
N
N
N
N/A
N/A
BOUGHT PLN/SOLD USD
000000000
1.000000
NC
64450.220000
0.0032320
N/A
DFE
PL
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
3645675.030000
USD
15029000.000000
PLN
2022-03-16
64450.220000
N
N
N
N/A
N/A
BOUGHT PLN/SOLD USD
000000000
1.000000
NC
16484.940000
0.0008267
N/A
DFE
PL
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1057868.980000
USD
4352000.000000
PLN
2022-03-16
16484.940000
N
N
N
N/A
N/A
BOUGHT PLN/SOLD USD
000000000
1.000000
NC
10455.810000
0.0005243
N/A
DFE
PL
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1393955.830000
USD
5689000.000000
PLN
2022-03-16
10455.810000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
11585.980000
0.0005810
N/A
DFE
TR
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
314477.300000
USD
4590000.000000
TRY
2022-03-16
11585.980000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
95602.330000
0.0047942
N/A
DFE
TR
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1048815.830000
USD
16110000.000000
TRY
2022-03-16
95602.330000
N
N
N
N/A
N/A
BOUGHT ZAR/SOLD USD
000000000
1.000000
NC
-183.220000
-0.0000092
N/A
DFE
ZA
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
418085.140000
USD
6727000.000000
ZAR
2022-03-16
-183.220000
N
N
N
N/A
N/A
SOLD CLP/BOUGHT USD
000000000
1.000000
NC
291750.180000
0.0146304
N/A
DFE
CL
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
13926157410.000000
CLP
16495144.150000
USD
2022-03-02
291750.180000
N
N
N
N/A
N/A
SOLD CZK/BOUGHT USD
000000000
1.000000
NC
-719556.920000
-0.0360835
N/A
DFE
CZ
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
543390571.350000
CZK
23980431.000000
USD
2022-03-16
-719556.920000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-21736.380000
-0.0010900
N/A
DFE
N/A
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
4807000.000000
EUR
5459070.510000
USD
2022-03-16
-21736.380000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-9394.390000
-0.0004711
N/A
DFE
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1256000.000000
GBP
1690147.830000
USD
2022-03-16
-9394.390000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-5764.430000
-0.0002891
N/A
DFE
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
1051000.000000
GBP
1416384.350000
USD
2022-03-16
-5764.430000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-5798.310000
-0.0002908
N/A
DFE
IL
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
485484.000000
ILS
150374.480000
USD
2022-01-31
-5798.310000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-38386.600000
-0.0019250
N/A
DFE
IL
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
2300554.000000
ILS
701666.510000
USD
2022-01-31
-38386.600000
N
N
N
N/A
N/A
SOLD NZD/BOUGHT USD
000000000
1.000000
NC
-312354.540000
-0.0156636
N/A
DFE
NZ
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
56100000.000000
NZD
38068725.090000
USD
2022-03-16
-312354.540000
N
N
N
N/A
N/A
SOLD PLN/BOUGHT USD
000000000
1.000000
NC
-71588.160000
-0.0035899
N/A
DFE
PL
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
42832274.140000
PLN
10502176.000000
USD
2022-03-16
-71588.160000
N
N
N
N/A
N/A
SOLD RUB/BOUGHT USD
000000000
1.000000
NC
38356.170000
0.0019234
N/A
DFE
RU
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
411239481.890000
RUB
5460347.000000
USD
2022-03-16
38356.170000
N
N
N
N/A
N/A
SOLD SGD/BOUGHT USD
000000000
1.000000
NC
-390882.290000
-0.0196015
N/A
DFE
SG
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
33292954.190000
SGD
24305223.000000
USD
2022-03-16
-390882.290000
N
N
N
N/A
N/A
SOLD TWD/BOUGHT USD
000000000
1.000000
NC
-83406.170000
-0.0041826
N/A
DFE
TW
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
793698500.000000
TWD
28700000.000000
USD
2022-03-16
-83406.170000
N
N
N
N/A
N/A
IBEX 35 INDX FUTR JAN22 XMRV 20220121
000000000
-70.000000
NC
-327090.370000
-0.0164025
N/A
DE
ES
N
1
MEFF RENTA VARIABLE
N/A
Short
N/A
IBEX 35 INDEX
2022-01-21
-6921030.250000
EUR
-327090.370000
N
N
N
N/A
N/A
SGX IRON ORE 62 FEB22 XSIM 20220228
000000000
-1136.000000
NC
USD
452428.370000
0.0226879
N/A
DCO
SG
N
1
Singapore International Monetary Exchange
N/A
Short
N/A
Iron Ore
2022-02-28
-13716064.000000
USD
452428.370000
N
N
N
N/A
N/A
EURO-BTP FUTURE MAR22 XEUR 20220308
000000000
-384.000000
NC
556415.120000
0.0279025
N/A
DIR
DE
N
1
Eurex
N/A
Short
N/A
ITALY GOVT
2022-03-08
-64270398.210000
EUR
556415.120000
N
N
N
N/A
N/A
SHORT EURO-BTP FU MAR22 XEUR 20220308
000000000
-1124.000000
NC
29775.590000
0.0014932
N/A
DIR
DE
N
1
Eurex
N/A
Short
N/A
ITALY GOVT
2022-03-08
-144487942.720000
EUR
29775.590000
N
N
N
N/A
N/A
CDX ITRAXX XOV36 5Y ICE
000000000
1.000000
NC
7228796.260000
0.3625013
N/A
DCR
N/A
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
ITRAXX EUROPE CROSSOVER SERIES 36
Y
Single Leg Swap
2026-12-22
7062440.460000
EUR
0.000000
EUR
52700000.000000
EUR
166355.800000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
559993.660000
0.0280819
N/A
DFE
MX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
31200000.000000
USD
658555762.800000
MXN
2022-03-16
559993.660000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
150079.930000
0.0075260
N/A
DFE
MX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
26942000.000000
USD
561764764.590000
MXN
2022-03-16
150079.930000
N
N
N
N/A
N/A
BOUGHT ZAR/SOLD USD
000000000
1.000000
NC
-17.600000
-0.0000009
N/A
DFE
ZA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
387914.080000
USD
6244000.000000
ZAR
2022-03-16
-17.600000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-39061.710000
-0.0019588
N/A
DFE
N/A
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
3624000.000000
EUR
4092921.680000
USD
2022-03-16
-39061.710000
N
N
N
N/A
N/A
SOLD HKD/BOUGHT USD
000000000
1.000000
NC
727.610000
0.0000365
N/A
DFE
HK
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
9772917.590000
HKD
1254219.000000
USD
2022-03-16
727.610000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
-797024.700000
-0.0399683
N/A
DFE
MX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
362807580.160000
MXN
16700000.000000
USD
2022-03-16
-797024.700000
N
N
N
N/A
N/A
SOLD SGD/BOUGHT USD
000000000
1.000000
NC
-524901.520000
-0.0263222
N/A
DFE
SG
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
42871995.980000
SGD
31276762.000000
USD
2022-03-16
-524901.520000
N
N
N
N/A
N/A
SOLD ZAR/BOUGHT USD
000000000
1.000000
NC
-30877.100000
-0.0015484
N/A
DFE
ZA
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
132493074.400000
ZAR
8200000.000000
USD
2022-03-16
-30877.100000
N
N
N
N/A
N/A
BOUGHT IDR/SOLD USD
000000000
1.000000
NC
-13897.650000
-0.0006969
N/A
DFE
ID
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
37200000.000000
USD
533001600000.000000
IDR
2022-03-16
-13897.650000
N
N
N
N/A
N/A
BOUGHT INR/SOLD USD
000000000
1.000000
NC
4461.640000
0.0002237
N/A
DFE
IN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
17600000.000000
USD
1322816000.000000
INR
2022-03-16
4461.640000
N
N
N
N/A
N/A
BOUGHT PLN/SOLD USD
000000000
1.000000
NC
1298.930000
0.0000651
N/A
DFE
PL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
178418.360000
USD
728000.000000
PLN
2022-03-16
1298.930000
N
N
N
N/A
N/A
SOLD IDR/BOUGHT USD
000000000
1.000000
NC
-85613.390000
-0.0042932
N/A
DFE
ID
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
530583600000.000000
IDR
37200000.000000
USD
2022-01-31
-85613.390000
N
N
N
N/A
N/A
SOLD KRW/BOUGHT USD
000000000
1.000000
NC
313726.380000
0.0157324
N/A
DFE
KR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
49743181792.000000
KRW
42073231.660000
USD
2022-03-16
313726.380000
N
N
N
N/A
N/A
SOLD KRW/BOUGHT USD
000000000
1.000000
NC
704.370000
0.0000353
N/A
DFE
KR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
90498443.000000
KRW
76678.000000
USD
2022-03-16
704.370000
N
N
N
N/A
N/A
SOLD TRY/BOUGHT USD
000000000
1.000000
NC
-203843.020000
-0.0102221
N/A
DFE
TR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
89185692.860000
TRY
6131708.000000
USD
2022-03-16
-203843.020000
N
N
N
N/A
N/A
KOSPI2 FUTURE TRS EQUITY *BULLET* MEI
000000000
1.000000
NC
92702.420000
0.0046487
N/A
DE
KR
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
N/A
KOSPI 200 INDEX
Y
Single Leg Swap
2022-03-10
0.000000
KRW
0.000000
KRW
22976700000.000000
KRW
92702.420000
N
N
N
N/A
N/A
LEAN HOGS FUTURE APR22 XCME 20220414
000000000
-303.000000
NC
USD
-200700.890000
-0.0100645
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
N/A
Lean Hogs
2022-04-14
-10511070.000000
USD
-200700.890000
N
N
N
N/A
N/A
LIVE CATTLE FUTR APR22 XCME 20220429
000000000
308.000000
NC
USD
440172.360000
0.0220733
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
N/A
Live Cattle
2022-04-29
17842440.000000
USD
440172.360000
N
N
N
N/A
N/A
MILL WHEAT EURO MAR22 XPAR 20220310
000000000
1893.000000
NC
-2345337.960000
-0.1176113
N/A
DCO
FR
N
1
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
Long
N/A
Matif Wheat
2022-03-10
30010878.360000
EUR
-2345337.960000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
507381.960000
0.0254436
N/A
DFE
BR
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
20186553.910000
USD
115265222.820000
BRL
2022-01-04
507381.960000
N
N
N
N/A
N/A
BOUGHT CHF/SOLD USD
000000000
1.000000
NC
12790.780000
0.0006414
N/A
DFE
CH
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
1047124.400000
USD
964000.000000
CHF
2022-03-16
12790.780000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
-121482.580000
-0.0060920
N/A
DFE
CL
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
6386918.640000
USD
5359263430.000000
CLP
2022-02-02
-121482.580000
N
N
N
N/A
N/A
BOUGHT CZK/SOLD USD
000000000
1.000000
NC
4898.470000
0.0002456
N/A
DFE
CZ
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
223605.380000
USD
5027000.000000
CZK
2022-03-16
4898.470000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
22444.130000
0.0011255
N/A
DFE
N/A
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
3998942.580000
USD
3527000.000000
EUR
2022-03-16
22444.130000
N
N
N
N/A
N/A
BOUGHT IDR/SOLD USD
000000000
1.000000
NC
25487.960000
0.0012781
N/A
DFE
ID
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
37200000.000000
USD
529728000000.000000
IDR
2022-01-31
25487.960000
N
N
N
N/A
N/A
BOUGHT KZT/SOLD USD
000000000
1.000000
NC
66467.160000
0.0033331
N/A
DFE
KZ
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
5408637.320000
USD
2439025000.000000
KZT
2022-03-15
66467.160000
N
N
N
N/A
N/A
BOUGHT NZD/SOLD USD
000000000
1.000000
NC
2254061.500000
0.1130341
N/A
DFE
NZ
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
139229134.000000
USD
206800000.000000
NZD
2022-03-16
2254061.500000
N
N
N
N/A
N/A
BOUGHT PLN/SOLD USD
000000000
1.000000
NC
6486.230000
0.0003253
N/A
DFE
PL
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
595369.210000
USD
2438000.000000
PLN
2022-03-16
6486.230000
N
N
N
N/A
N/A
BOUGHT SEK/SOLD USD
000000000
1.000000
NC
821451.980000
0.0411932
N/A
DFE
SE
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
100165413.520000
USD
912000000.000000
SEK
2022-03-16
821451.980000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
116313.420000
0.0058328
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
1021782.380000
USD
16021000.000000
TRY
2022-03-16
116313.420000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
-14609.160000
-0.0007326
N/A
DFE
TR
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
990383.700000
USD
13736000.000000
TRY
2022-03-16
-14609.160000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-502534.950000
-0.0252005
N/A
DFE
BR
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
115265222.820000
BRL
20050658.900000
USD
2022-02-02
-502534.950000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-38936.710000
-0.0019526
N/A
DFE
BR
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
115265222.820000
BRL
20654999.160000
USD
2022-01-04
-38936.710000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-95382.380000
-0.0047831
N/A
DFE
IL
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
6098478.000000
ILS
1866404.900000
USD
2022-01-31
-95382.380000
N
N
N
N/A
N/A
SOLD NOK/BOUGHT USD
000000000
1.000000
NC
-267006.020000
-0.0133895
N/A
DFE
NO
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
82000000.000000
NOK
9031892.480000
USD
2022-03-16
-267006.020000
N
N
N
N/A
N/A
SOLD NZD/BOUGHT USD
000000000
1.000000
NC
-2259258.390000
-0.1132947
N/A
DFE
NZ
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
206800000.000000
NZD
139132765.200000
USD
2022-04-13
-2259258.390000
N
N
N
N/A
N/A
SOLD PHP/BOUGHT USD
000000000
1.000000
NC
490656.920000
0.0246049
N/A
DFE
PH
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
1220604227.760000
PHP
24103559.000000
USD
2022-03-16
490656.920000
N
N
N
N/A
N/A
SOLD SEK/BOUGHT USD
000000000
1.000000
NC
-288692.840000
-0.0144770
N/A
DFE
SE
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
802315000.000000
SEK
88552619.650000
USD
2022-03-16
-288692.840000
N
N
N
N/A
N/A
SOLD SEK/BOUGHT USD
000000000
1.000000
NC
-826460.440000
-0.0414444
N/A
DFE
SE
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
912000000.000000
SEK
100191945.580000
USD
2022-04-13
-826460.440000
N
N
N
N/A
N/A
MSCI SING IX ETS JAN22 XSIM 20220128
000000000
-1353.000000
NC
-304760.490000
-0.0152828
N/A
DE
SG
N
1
Singapore International Monetary Exchange
N/A
Short
MSCI SINGAPORE FREE INDEX
N/A
N/A
2022-01-28
-34151302.320000
SGD
-304760.490000
N
N
N
N/A
N/A
NASDAQ 100 E-MINI MAR22 XIOM 20220318
000000000
66.000000
NC
USD
-106438.190000
-0.0053375
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
NASDAQ 100 STOCK INDEX
N/A
N/A
2022-03-18
21543390.000000
USD
-106438.190000
N
N
N
N/A
N/A
GLOBEX NATURL GAS APR22 XNYM 20220328
000000000
-281.000000
NC
USD
225103.480000
0.0112882
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
N/A
Henry
2022-03-28
-9854670.000000
USD
225103.480000
N
N
N
N/A
N/A
ICE NAT GAS FUTR FEB22 IFEU 20220128
000000000
35.000000
NC
-3594495.990000
-0.1802526
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
NBP
2022-01-28
2263503.690000
GBP
-3594495.990000
N
N
N
N/A
N/A
TTF NAT GAS F APR22 NDEX 20220330
000000000
40.000000
NC
-1460417.160000
-0.0732353
N/A
DCO
NL
N
1
EUROPEAN ENERGY DERIVATIVES EXCHANGE N.V.
N/A
Long
N/A
TTF
2022-03-30
2083006.190000
EUR
-1460417.160000
N
N
N
N/A
N/A
BOUGHT CHF/SOLD USD
000000000
1.000000
NC
16375.000000
0.0008212
N/A
DFE
CH
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
2047381.000000
USD
1877000.000000
CHF
2022-03-16
16375.000000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
912341.380000
0.0457510
N/A
DFE
N/A
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
85313167.500000
USD
75625000.000000
EUR
2022-03-16
912341.380000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
38863.920000
0.0019489
N/A
DFE
GB
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
1483417.130000
USD
1125000.000000
GBP
2022-03-16
38863.920000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-16061.200000
-0.0008054
N/A
DFE
N/A
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
2258000.000000
EUR
2558447.220000
USD
2022-03-16
-16061.200000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-912987.780000
-0.0457835
N/A
DFE
N/A
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
75625000.000000
EUR
85372911.250000
USD
2022-04-13
-912987.780000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-11701.490000
-0.0005868
N/A
DFE
GB
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
467000.000000
GBP
620214.290000
USD
2022-03-16
-11701.490000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-14779.090000
-0.0007411
N/A
DFE
GB
N
2
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
552000.000000
GBP
732153.480000
USD
2022-03-16
-14779.090000
N
N
N
N/A
N/A
31750J782 PIMCO FXVAN CALL NZD USD 0.74000000
000000000
200000000.000000
NC
2328.660000
0.0001168
N/A
DFE
US
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Call
Purchased
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
549300237GPHG2AI7C34
NZD - USD
000000000
0.000000
NC
USD
0.000000
0.000000
DFE
NZ
0.000000
N/A
0.000000
N/A
2022-01-26
N/A
0.740000
NZD
2022-01-26
XXXX
-11327.340000
N
N
N
N/A
N/A
NIKKEI 225 (SGX) MAR22 XSIM 20220310
000000000
-29.000000
NC
2221.960000
0.0001114
N/A
DE
SG
N
1
Singapore International Monetary Exchange
N/A
Short
NIKKEI 225 STOCK AVERAGE INDEX
N/A
N/A
2022-03-10
-3625315.140000
JPY
2221.960000
N
N
N
N/A
N/A
SGX NIFTY 50 JAN22 XSIM 20220127
000000000
1294.000000
NC
USD
767356.320000
0.0384805
N/A
DE
SG
N
1
Singapore International Monetary Exchange
N/A
Long
NSE CNX NIFTY INDEX
N/A
N/A
2022-01-27
45133426.000000
USD
767356.320000
N
N
N
N/A
N/A
OMXS30 IND FUTURE JAN22 XSTO 20220121
000000000
849.000000
NC
485482.340000
0.0243454
N/A
DE
SE
N
1
OMX NORDIC EXCHANGE STOCKHOLM AB
N/A
Long
N/A
OMX STOCKHOLM 30 INDEX
2022-01-21
22730165.890000
SEK
485482.340000
N
N
N
N/A
N/A
PALLADIUM FUTURE MAR22 XNYM 20220329
000000000
-86.000000
NC
USD
-2279789.920000
-0.1143243
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
N/A
Palladium
2022-03-29
-16444060.000000
USD
-2279789.920000
N
N
N
N/A
N/A
PLATINUM FUTURE APR22 XNYM 20220427
000000000
-301.000000
NC
USD
-690436.710000
-0.0346232
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
N/A
Platinum
2022-04-27
-14541310.000000
USD
-690436.710000
N
N
N
N/A
N/A
PLATINUM FUTURE JAN22 XNYM 20220127
000000000
-55.000000
NC
USD
-121028.420000
-0.0060692
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
N/A
Platinum
2022-01-27
-2652100.000000
USD
-121028.420000
N
N
N
N/A
N/A
LME PRI ALUM FUTR MAR22 XLME 20220314
000000000
169.000000
NC
USD
294212.500000
0.0147538
N/A
DCO
GB
N
1
London Metals Exchange
213800NB8G5VRT1DXC91
Long
N/A
Aluminum
2022-03-14
11863800.000000
USD
294212.500000
N
N
N
N/A
N/A
RED WHEAT FUT MGE MAR22 XMGE 20220314
000000000
332.000000
NC
USD
-806131.210000
-0.0404249
N/A
DCO
US
N
1
MINNEAPOLIS GRAIN EXCHANGE
N/A
Long
N/A
Minnie Wheat
2022-03-14
16301200.000000
USD
-806131.210000
N
N
N
N/A
N/A
BOUGHT CHF/SOLD USD
000000000
1.000000
NC
19419.240000
0.0009738
N/A
DFE
CH
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
1539667.610000
USD
1418000.000000
CHF
2022-03-16
19419.240000
N
N
N
N/A
N/A
BOUGHT CHF/SOLD USD
000000000
1.000000
NC
10020.690000
0.0005025
N/A
DFE
CH
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
1214819.050000
USD
1114000.000000
CHF
2022-03-16
10020.690000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-454201.560000
-0.0227768
N/A
DFE
AU
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
41900000.000000
AUD
30033291.500000
USD
2022-02-11
-454201.560000
N
N
N
N/A
N/A
SOLD COP/BOUGHT USD
000000000
1.000000
NC
506210.530000
0.0253849
N/A
DFE
CO
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
88169425000.000000
COP
22115059.510000
USD
2022-02-02
506210.530000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-8834.640000
-0.0004430
N/A
DFE
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
1273000.000000
EUR
1442604.340000
USD
2022-03-16
-8834.640000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
-12595.010000
-0.0006316
N/A
DFE
MX
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
109961000.000000
MXN
5316173.340000
USD
2022-02-18
-12595.010000
N
N
N
N/A
N/A
E-MINI RUSS 2000 MAR22 XCME 20220318
000000000
5.000000
NC
USD
676.870000
0.0000339
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
RUSSELL 2000 INDEX
N/A
N/A
2022-03-18
560700.000000
USD
676.870000
N
N
N
N/A
N/A
RTSI$ FUTURE TRS EQUITY *BULLET* MEI
000000000
1.000000
NC
USD
-19002.190000
-0.0009529
N/A
DE
US
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
N/A
RUSSIAN RTS INDEX $
Y
2022-03-17
0.000000
USD
0.000000
USD
7440457.700000
USD
-19002.190000
N
N
N
N/A
N/A
S+P500 EMINI FUT MAR22 XCME 20220318
000000000
49.000000
NC
USD
205179.070000
0.0102891
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
S&P 500 INDEX
N/A
N/A
2022-03-18
11658325.000000
USD
205179.070000
N
N
N
N/A
N/A
SPI 200 FUTURES MAR22 XSFE 20220317
000000000
156.000000
NC
167125.510000
0.0083808
N/A
DE
AU
N
1
ASX - SYDNEY FUTURES EXCHANGE LIMITED
N/A
Long
S&P/ASX 200 INDEX
N/A
N/A
2022-03-17
20846708.130000
AUD
167125.510000
N
N
N
N/A
N/A
MEX BOLSA IDX FUT MAR22 XEMD 20220318
000000000
667.000000
NC
422013.800000
0.0211627
N/A
DE
MX
N
1
MERCADO MEXICANO DE DERIVADOS
N/A
Long
N/A
S&P/BMV IPC
2022-03-18
17513249.490000
MXN
422013.800000
N
N
N
N/A
N/A
S+P/TSX 60 IX FUT MAR22 XMOD 20220317
000000000
59.000000
NC
6914.010000
0.0003467
N/A
DE
CA
N
1
THE MONTREAL EXCHANGE / BOURSE DE MONTREAL
N/A
Long
S&P/TSX 60 INDEX
N/A
N/A
2022-03-17
11948788.490000
CAD
6914.010000
N
N
N
N/A
N/A
SILVER FUTURE MAR22 XCEC 20220329
000000000
-193.000000
NC
USD
-414773.740000
-0.0207996
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
N/A
Silver
2022-03-29
-22534680.000000
USD
-414773.740000
N
N
N
N/A
N/A
SILVER FUTURE MAY22 XCEC 20220526
000000000
-299.000000
NC
USD
-1463670.050000
-0.0733984
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
N/A
Silver
2022-05-26
-34954595.000000
USD
-1463670.050000
N
N
N
N/A
N/A
BOUGHT PLN/SOLD USD
000000000
1.000000
NC
2257.940000
0.0001132
N/A
DFE
PL
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
176471.890000
USD
724000.000000
PLN
2022-03-16
2257.940000
N
N
N
N/A
N/A
BOUGHT SEK/SOLD USD
000000000
1.000000
NC
4873.640000
0.0002444
N/A
DFE
SE
N
2
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
980080.490000
USD
8895000.000000
SEK
2022-03-16
4873.640000
N
N
N
N/A
N/A
SOYBEAN FUTURE MAY22 XCBT 20220513
000000000
-19.000000
NC
USD
-75821.680000
-0.0038022
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
Soybeans
2022-05-13
-1281550.000000
USD
-75821.680000
N
N
N
N/A
N/A
SOYBEAN MEAL FUTR MAY22 XCBT 20220513
000000000
527.000000
NC
USD
-243101.760000
-0.0121908
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
N/A
Soybean Meal
2022-05-13
20927170.000000
USD
-243101.760000
N
N
N
N/A
N/A
SOYBEAN OIL FUTR MAY22 XCBT 20220513
000000000
-724.000000
NC
USD
-1056578.140000
-0.0529841
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
N/A
Soybean Oil
2022-05-13
-24574008.000000
USD
-1056578.140000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
32254.240000
0.0016174
N/A
DFE
GB
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
1594218.490000
USD
1202000.000000
GBP
2022-03-16
32254.240000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
32486.930000
0.0016291
N/A
DFE
GB
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
1523622.580000
USD
1150000.000000
GBP
2022-03-16
32486.930000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
52298.130000
0.0026226
N/A
DFE
GB
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
3132990.390000
USD
2354000.000000
GBP
2022-03-16
52298.130000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
-83623.220000
-0.0041934
N/A
DFE
TR
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
812257.430000
USD
10257000.000000
TRY
2022-03-16
-83623.220000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-24816.070000
-0.0012444
N/A
DFE
GB
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
1117000.000000
GBP
1486639.870000
USD
2022-03-16
-24816.070000
N
N
N
N/A
N/A
SOLD TRY/BOUGHT USD
000000000
1.000000
NC
89275.590000
0.0044769
N/A
DFE
TR
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
16251000.000000
TRY
1243710.080000
USD
2022-03-16
89275.590000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-113614.550000
-0.0056974
N/A
DFE
BR
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
70225724.030000
BRL
12494235.370000
USD
2022-01-04
-113614.550000
N
N
N
N/A
N/A
SUGAR 11 (WORLD) MAY22 IFUS 20220429
000000000
-794.000000
NC
USD
192592.010000
0.0096579
N/A
DCO
US
N
1
New York Futures Exchange
N/A
Short
N/A
Raw Sugar
2022-04-29
-16540608.000000
USD
192592.010000
N
N
N
N/A
N/A
CCPNDFOIS--COP-IBR-OIS-COMPOUND-20251211
000000000
1.000000
NC
1446829.420000
0.0725539
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2025-12-11
0.000000
COP
-796163.460000
COP
57840600000.000000
COP
2242992.880000
N
N
N
N/A
N/A
CCPNDFOIS--COP-IBR-OIS-COMPOUND-20260305
000000000
1.000000
NC
1767095.500000
0.0886143
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2026-03-05
0.000000
COP
-645977.790000
COP
89552200000.000000
COP
2413073.290000
N
N
N
N/A
N/A
CCPNDFOIS--COP-IBR-OIS-COMPOUND-20260323
000000000
1.000000
NC
2138467.760000
0.1072374
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2026-03-24
0.000000
COP
-557205.870000
COP
115138400000.000000
COP
2695673.630000
N
N
N
N/A
N/A
CCPNDFOIS--COP-IBR-OIS-COMPOUND-20260416
000000000
1.000000
NC
855618.200000
0.0429066
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2026-04-16
0.000000
COP
-39222.800000
COP
50997400000.000000
COP
894841.000000
N
N
N
N/A
N/A
CCPNDFOIS--COP-IBR-OIS-COMPOUND-20260430
000000000
1.000000
NC
-717886.420000
-0.0359997
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2026-04-30
0.000000
COP
-42993.760000
COP
49073600000.000000
COP
-674892.660000
N
N
N
N/A
N/A
CCPNDFOIS--COP-IBR-OIS-COMPOUND-20260514
000000000
1.000000
NC
-563343.410000
-0.0282499
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2026-05-14
0.000000
COP
0.000000
COP
50530000000.000000
COP
-563343.410000
N
N
N
N/A
N/A
CCPNDFOIS--COP-IBR-OIS-COMPOUND-20260611
000000000
1.000000
NC
-751746.730000
-0.0376977
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2026-06-11
0.000000
COP
-174639.830000
COP
53430200000.000000
COP
-577106.900000
N
N
N
N/A
N/A
CCPNDFOIS--COP-IBR-OIS-COMPOUND-20261105
000000000
1.000000
NC
-8766.200000
-0.0004396
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2026-11-05
0.000000
COP
0.000000
COP
5041000000.000000
COP
-8766.200000
N
N
N
N/A
N/A
CCPNDFOIS--COP-IBR-OIS-COMPOUND-20261105
000000000
1.000000
NC
-171193.650000
-0.0085848
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2026-11-05
0.000000
COP
0.000000
COP
87500000000.000000
COP
-171193.650000
N
N
N
N/A
N/A
CCPNDFOIS--COP-IBR-OIS-COMPOUND-20261105
000000000
1.000000
NC
-161678.430000
-0.0081077
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2026-11-05
0.000000
COP
0.000000
COP
87500000000.000000
COP
-161678.430000
N
N
N
N/A
N/A
CCPNDFOIS--COP-IBR-OIS-COMPOUND-20261213
000000000
1.000000
NC
-4421.080000
-0.0002217
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2026-12-14
0.000000
COP
0.000000
COP
139603500000.000000
COP
-4421.080000
N
N
N
N/A
N/A
CCPNDFOIS--INR-MIBOR-OIS-COMPOUND-20260616
000000000
1.000000
NC
-2827.940000
-0.0001418
N/A
DIR
IN
N
2
London Clearing house
N/A
Financial Benchmarks India Overnight Mumbai Interbank Outright Rate
N/A
N/A
Y
2026-06-16
0.000000
INR
-13941.990000
INR
66000000.000000
INR
11114.050000
N
N
N
N/A
N/A
CCPOIS--COP-IBR-OIS-COMPOUND-20250313
000000000
1.000000
NC
184507.610000
0.0092525
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2025-03-13
397074.070000
COP
0.000000
COP
32399200000.000000
COP
-212566.460000
N
N
N
N/A
N/A
CCPOIS--COP-IBR-OIS-COMPOUND-20250327
000000000
1.000000
NC
223777.120000
0.0112217
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2025-03-27
17967.920000
COP
0.000000
COP
18740800000.000000
COP
205809.200000
N
N
N
N/A
N/A
CCPOIS--COP-IBR-OIS-COMPOUND-20250330
000000000
1.000000
NC
298416.280000
0.0149646
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2025-03-31
53590.170000
COP
0.000000
COP
24984600000.000000
COP
244826.110000
N
N
N
N/A
N/A
CCPOIS--COP-IBR-OIS-COMPOUND-20250424
000000000
1.000000
NC
-986874.300000
-0.0494886
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2025-04-24
0.000000
COP
-76913.870000
COP
63969600000.000000
COP
-909960.430000
N
N
N
N/A
N/A
CCPOIS--COP-IBR-OIS-COMPOUND-20250508
000000000
1.000000
NC
-829954.490000
-0.0416196
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2025-05-08
0.000000
COP
-100899.870000
COP
46881400000.000000
COP
-729054.620000
N
N
N
N/A
N/A
CCPOIS--COP-IBR-OIS-COMPOUND-20250828
000000000
1.000000
NC
675462.930000
0.0338723
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2025-08-28
0.000000
COP
-284568.770000
COP
31428600000.000000
COP
960031.700000
N
N
N
N/A
N/A
CCPOIS--COP-IBR-OIS-COMPOUND-20251009
000000000
1.000000
NC
-1007631.430000
-0.0505295
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2025-10-09
0.000000
COP
-192400.600000
COP
44251300000.000000
COP
-815230.830000
N
N
N
N/A
N/A
IRS CAD 2.00000 03/16/22-10Y LCH
000000000
1.000000
NC
-45074.390000
-0.0022603
N/A
DIR
CA
N
2
London Clearing house
N/A
CAD-BA-CDOR 3M
N/A
N/A
Y
2032-03-16
5862.860000
CAD
0.000000
CAD
91300000.000000
CAD
-50937.250000
N
N
N
N/A
N/A
IRS CLP 1.19000 08/14/20-5Y CME
000000000
1.000000
NC
205747.190000
0.0103176
N/A
DIR
CL
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Sinacofi Chile Interbank Rate
N/A
N/A
Y
2025-08-14
78463.620000
CLP
0.000000
CLP
1251700000.000000
CLP
127283.570000
N
N
N
N/A
N/A
IRS CLP 1.31000 10/23/20-5Y CME
000000000
1.000000
NC
46435.820000
0.0023286
N/A
DIR
CL
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Sinacofi Chile Interbank Rate
N/A
N/A
Y
2025-10-23
17375.600000
CLP
0.000000
CLP
279400000.000000
CLP
29060.220000
N
N
N
N/A
N/A
IRS CLP 1.52000 05/08/20-5Y CME
000000000
1.000000
NC
-54745.120000
-0.0027453
N/A
DIR
CL
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Sinacofi Chile Interbank Rate
N/A
N/A
Y
2025-05-08
0.000000
CLP
-13590.550000
CLP
392900000.000000
CLP
-41154.570000
N
N
N
N/A
N/A
IRS CLP 1.75000 02/12/21-5Y CME
000000000
1.000000
NC
2255738.550000
0.1131182
N/A
DIR
CL
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Sinacofi Chile Interbank Rate
N/A
N/A
Y
2026-02-12
629378.120000
CLP
0.000000
CLP
14274600000.000000
CLP
1626360.430000
N
N
N
N/A
N/A
IRS CLP 1.91500 03/09/20-5Y CME
000000000
1.000000
NC
-1290825.520000
-0.0647308
N/A
DIR
CL
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Sinacofi Chile Interbank Rate
N/A
N/A
Y
2025-03-10
0.000000
CLP
-92079.380000
CLP
10897800000.000000
CLP
-1198746.140000
N
N
N
N/A
N/A
IRS CLP 2.28000 02/14/20-5Y CME
000000000
1.000000
NC
-599934.660000
-0.0300848
N/A
DIR
CL
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Sinacofi Chile Interbank Rate
N/A
N/A
Y
2025-02-14
73987.350000
CLP
0.000000
CLP
5878100000.000000
CLP
-673922.010000
N
N
N
N/A
N/A
IRS CLP 2.29000 03/09/21-5Y CME
000000000
1.000000
NC
2198193.020000
0.1102324
N/A
DIR
CL
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Sinacofi Chile Interbank Rate
N/A
N/A
Y
2026-03-09
157316.360000
CLP
0.000000
CLP
16319000000.000000
CLP
2040876.660000
N
N
N
N/A
N/A
IRS CLP 2.50000 05/07/21-5Y CME
000000000
1.000000
NC
-1177608.260000
-0.0590533
N/A
DIR
CL
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Sinacofi Chile Interbank Rate
N/A
N/A
Y
2026-05-07
7373.320000
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9017900000.000000
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2034769.490000
0.1020373
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Chicago Mercantile Exchange
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N/A
N/A
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2026-03-23
0.000000
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-88844.770000
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16304900000.000000
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2123614.260000
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Chicago Mercantile Exchange
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2026-05-28
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1292974.980000
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Chicago Mercantile Exchange
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N/A
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2026-06-11
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1292974.980000
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1578611.820000
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Chicago Mercantile Exchange
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N/A
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2026-06-22
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1578611.820000
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554309.480000
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Chicago Mercantile Exchange
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N/A
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2026-07-20
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554309.480000
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Chicago Mercantile Exchange
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N/A
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2026-07-09
3192.990000
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2653316.940000
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Chicago Mercantile Exchange
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2026-08-20
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2653316.940000
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658046.390000
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Chicago Mercantile Exchange
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N/A
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2026-09-24
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658046.390000
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-105629.890000
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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N/A
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2026-11-19
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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N/A
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2026-10-22
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27421.930000
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N/A
N/A
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2025-09-16
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-104071.640000
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39374.410000
0.0019745
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London Clearing house
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N/A
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2025-09-16
0.000000
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-1090221.660000
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-33590.680000
-0.0016845
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London Clearing house
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N/A
N/A
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2025-09-16
0.000000
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-119396.120000
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-245883.080000
-0.0123303
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London Clearing house
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N/A
N/A
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2026-09-15
0.000000
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-67869.820000
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N/A
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725788.810000
0.0363960
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N
2
London Clearing house
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N/A
N/A
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2026-12-15
0.000000
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-132114.810000
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857903.620000
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N/A
N/A
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43603.670000
0.0021866
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CN
N
2
London Clearing house
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N/A
N/A
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2026-03-17
0.000000
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-22821.700000
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66425.370000
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N/A
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117588.450000
0.0058967
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N
2
London Clearing house
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N/A
N/A
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2025-12-16
0.000000
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-7849.920000
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125438.370000
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N/A
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-262398.680000
-0.0131585
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CN
N
2
London Clearing house
N/A
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N/A
N/A
Y
2025-12-16
0.000000
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-6961.230000
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135600000.000000
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-255437.450000
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N
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N/A
N/A
IRS CNY 2.66250 03/17/21-5Y LCH
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219230.790000
0.0109937
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CN
N
2
London Clearing house
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N/A
N/A
Y
2026-03-17
0.000000
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-71699.020000
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106000000.000000
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290929.810000
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N/A
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299969.110000
0.0150425
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CN
N
2
London Clearing house
N/A
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N/A
N/A
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2026-03-17
0.000000
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-49944.570000
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130200000.000000
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349913.680000
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-158040.850000
-0.0079252
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CN
N
2
London Clearing house
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N/A
N/A
Y
2025-12-16
7015.050000
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0.000000
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66800000.000000
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-165055.900000
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N/A
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-176922.320000
-0.0088721
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CN
N
2
London Clearing house
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N/A
N/A
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2025-09-16
11791.600000
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0.000000
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76100000.000000
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-188713.920000
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N
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N/A
N/A
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3435480.500000
0.1722785
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DIR
CN
N
2
London Clearing house
N/A
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N/A
N/A
Y
2026-09-15
1332878.860000
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0.000000
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1249400000.000000
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2102601.640000
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N
N
N/A
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-1241066.460000
-0.0622356
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CN
N
2
London Clearing house
N/A
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N/A
N/A
Y
2025-12-16
37356.080000
CNY
0.000000
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453400000.000000
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-1278422.540000
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N
N/A
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170740.130000
0.0085621
N/A
DIR
CN
N
2
London Clearing house
N/A
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N/A
N/A
Y
2026-03-17
11814.160000
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0.000000
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59500000.000000
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158925.970000
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N
N
N/A
N/A
IRS CNY 2.80000 06/16/21-5Y LCH
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2739501.960000
0.1373774
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DIR
CN
N
2
London Clearing house
N/A
CHINA FIXING REPO RATES 7 DAY
N/A
N/A
Y
2026-06-16
352767.960000
CNY
0.000000
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905900000.000000
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2386734.000000
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N
N
N/A
N/A
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1.000000
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358410.290000
0.0179731
N/A
DIR
CN
N
2
London Clearing house
N/A
CHINA FIXING REPO RATES 7 DAY
N/A
N/A
Y
2026-03-17
49157.060000
CNY
0.000000
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116600000.000000
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309253.230000
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N
N
N/A
N/A
IRS CNY 2.90000 03/17/21-5Y LCH
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-1263050.110000
-0.0633380
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DIR
CN
N
2
London Clearing house
N/A
CHINA FIXING REPO RATES 7 DAY
N/A
N/A
Y
2026-03-17
0.000000
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-337894.700000
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354400000.000000
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-925155.410000
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N
N
N/A
N/A
IRS CNY 2.92700 03/17/21-5Y LCH
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1.000000
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-335757.450000
-0.0168372
N/A
DIR
CN
N
2
London Clearing house
N/A
CHINA FIXING REPO RATES 7 DAY
N/A
N/A
Y
2026-03-17
0.000000
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-102484.240000
CNY
90000000.000000
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-233273.210000
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N
N
N/A
N/A
IRS CNY 2.99250 03/17/21-5Y LCH
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1.000000
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-476367.200000
-0.0238883
N/A
DIR
CN
N
2
London Clearing house
N/A
CHINA FIXING REPO RATES 7 DAY
N/A
N/A
Y
2026-03-17
0.000000
CNY
-182643.530000
CNY
115000000.000000
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-293723.670000
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N
N
N/A
N/A
IRS CNY P 1.83500 04/10/20-5Y IND
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137172.780000
0.0068788
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N
2
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
1VUV7VQFKUOQSJ21A208
CHINA FIXING REPO RATES 7 DAY
N/A
N/A
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2025-04-10
0.000000
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0.000000
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58500000.000000
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137172.780000
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N
N
N/A
N/A
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-76472.230000
-0.0038348
N/A
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CN
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
CHINA FIXING REPO RATES 7 DAY
N/A
N/A
Y
2025-03-06
0.000000
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0.000000
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101500000.000000
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-76472.230000
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N
N
N/A
N/A
IRS CNY R 2.50000 06/17/20-5Y BPS
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116855.960000
0.0058600
N/A
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CN
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
CHINA FIXING REPO RATES 7 DAY
N/A
N/A
Y
2025-06-17
0.000000
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0.000000
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111400000.000000
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116855.960000
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N
N
N/A
N/A
IRS CNY R 2.52500 03/20/20-5Y JPM
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158512.890000
0.0079489
N/A
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CN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CHINA FIXING REPO RATES 7 DAY
N/A
N/A
Y
2025-03-20
0.000000
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0.000000
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132300000.000000
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158512.890000
N
N
N
N/A
N/A
IRS CNY R 2.63750 03/18/20-5Y JPM
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991361.520000
0.0497137
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DIR
CN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CHINA FIXING REPO RATES 7 DAY
N/A
N/A
Y
2025-03-18
0.000000
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0.000000
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568900000.000000
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991361.520000
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N
N/A
N/A
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-541533.370000
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N/A
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CZ
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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N/A
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2025-05-15
0.000000
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-247103.290000
CZK
101400000.000000
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N
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-1333106.510000
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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2025-03-26
0.000000
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282200000.000000
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560708.590000
0.0281178
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Chicago Mercantile Exchange
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N/A
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2025-07-24
241072.720000
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107400000.000000
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319635.870000
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-1409848.780000
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Chicago Mercantile Exchange
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N/A
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2025-09-22
0.000000
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267200000.000000
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874391.200000
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Chicago Mercantile Exchange
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334079.370000
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540311.830000
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Chicago Mercantile Exchange
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2025-03-31
0.000000
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28240.530000
0.0014162
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Chicago Mercantile Exchange
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2025-08-20
11533.720000
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16706.810000
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5646400.450000
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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N/A
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2025-12-31
1690120.810000
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Chicago Mercantile Exchange
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2025-03-13
0.000000
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Chicago Mercantile Exchange
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N/A
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2025-03-13
0.000000
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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N/A
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2025-03-06
0.000000
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3456164.240000
0.1733157
N/A
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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SNZ2OJLFK8MNNCLQOF39
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SNZ2OJLFK8MNNCLQOF39
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688534.650000
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London Clearing house
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810494.850000
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London Clearing house
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2605146.560000
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770565.630000
0.0386414
N/A
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London Clearing house
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1591753.630000
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N/A
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London Clearing house
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0.000000
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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0.000000
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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2025-08-07
0.000000
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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70772.600000
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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2025-03-13
0.000000
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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N/A
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Y
2025-06-05
0.000000
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5539465.310000
0.2777867
N/A
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2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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N/A
N/A
Y
2025-03-24
1617520.080000
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1.000000
NC
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N/A
DIR
HU
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2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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N/A
N/A
Y
2025-03-06
0.000000
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N/A
N/A
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1.000000
NC
-2391392.620000
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N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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N/A
N/A
Y
2025-03-17
0.000000
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-679841.430000
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7015000000.000000
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-1711551.190000
N
N
N
N/A
N/A
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1.000000
NC
7246071.400000
0.3633676
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2025-08-14
2338807.170000
HUF
0.000000
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18513500000.000000
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4907264.230000
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N/A
N/A
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1.000000
NC
-2732971.850000
-0.1370499
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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N/A
N/A
Y
2025-11-17
0.000000
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-837809.280000
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6799800000.000000
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-1895162.570000
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N
N/A
N/A
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1.000000
NC
-2685252.680000
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N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
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N/A
N/A
Y
2025-05-15
0.000000
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-925464.110000
HUF
7937600000.000000
HUF
-1759788.570000
N
N
N
N/A
N/A
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000000000
1.000000
NC
-7428846.980000
-0.3725332
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2026-01-08
0.000000
HUF
-2288422.270000
HUF
18304400000.000000
HUF
-5140424.710000
N
N
N
N/A
N/A
IRS HUF 1.22000 01/15/21-5Y CME
000000000
1.000000
NC
3889331.590000
0.1950377
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2026-01-15
1102423.510000
HUF
0.000000
HUF
9941500000.000000
HUF
2786908.080000
N
N
N
N/A
N/A
IRS HUF 1.23000 01/15/21-5Y CME
000000000
1.000000
NC
6041427.200000
0.3029585
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2026-01-15
1696781.340000
HUF
0.000000
HUF
15498800000.000000
HUF
4344645.860000
N
N
N
N/A
N/A
IRS HUF 1.33000 04/16/20-5Y CME
000000000
1.000000
NC
1681882.390000
0.0843411
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2025-04-16
326574.470000
HUF
0.000000
HUF
5483800000.000000
HUF
1355307.920000
N
N
N
N/A
N/A
IRS HUF 1.36000 04/16/20-5Y CME
000000000
1.000000
NC
177132.330000
0.0088826
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2025-04-16
32567.010000
HUF
0.000000
HUF
584100000.000000
HUF
144565.320000
N
N
N
N/A
N/A
IRS HUF 1.38000 04/15/20-5Y CME
000000000
1.000000
NC
1123797.370000
0.0563549
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2025-04-15
197962.860000
HUF
0.000000
HUF
3720800000.000000
HUF
925834.510000
N
N
N
N/A
N/A
IRS HUF 1.41500 02/21/20-5Y CME
000000000
1.000000
NC
3645340.870000
0.1828023
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2025-02-21
580132.520000
HUF
0.000000
HUF
12565900000.000000
HUF
3065208.350000
N
N
N
N/A
N/A
IRS HUF 1.45000 02/25/20-5Y CME
000000000
1.000000
NC
792409.280000
0.0397368
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2025-02-25
116715.830000
HUF
0.000000
HUF
2764500000.000000
HUF
675693.450000
N
N
N
N/A
N/A
IRS HUF 1.46500 02/24/20-5Y CME
000000000
1.000000
NC
1788858.950000
0.0897056
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2025-02-24
253870.180000
HUF
0.000000
HUF
6283100000.000000
HUF
1534988.770000
N
N
N
N/A
N/A
IRS HUF 1.52000 02/24/20-5Y CME
000000000
1.000000
NC
1092952.590000
0.0548081
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2025-02-24
133301.310000
HUF
0.000000
HUF
3926800000.000000
HUF
959651.280000
N
N
N
N/A
N/A
IRS HUF 1.92000 04/16/21-5Y CME
000000000
1.000000
NC
-560745.750000
-0.0281196
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2026-04-16
0.000000
HUF
-16729.370000
HUF
1848000000.000000
HUF
-544016.380000
N
N
N
N/A
N/A
IRS HUF 1.95750 03/19/21-5Y CME
000000000
1.000000
NC
6227751.820000
0.3123021
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2026-03-19
83903.510000
HUF
0.000000
HUF
21108600000.000000
HUF
6143848.310000
N
N
N
N/A
N/A
IRS HUF 1.98000 03/09/21-5Y CME
000000000
1.000000
NC
3060184.490000
0.1534586
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2026-03-09
9127.910000
HUF
0.000000
HUF
10484500000.000000
HUF
3051056.580000
N
N
N
N/A
N/A
IRS HUF 2.49900 07/05/21-5Y CME
000000000
1.000000
NC
-2235688.420000
-0.1121127
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2026-07-06
213734.360000
HUF
0.000000
HUF
8174200000.000000
HUF
-2449422.780000
N
N
N
N/A
N/A
IRS HUF 2.55750 08/06/21-5Y CME
000000000
1.000000
NC
5852179.740000
0.2934683
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2026-08-06
975568.230000
HUF
0.000000
HUF
21624900000.000000
HUF
4876611.510000
N
N
N
N/A
N/A
IRS HUF 2.72000 09/13/21-5Y CME
000000000
1.000000
NC
4183040.220000
0.2097663
N/A
DIR
HU
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BUBOR HKK 6M
N/A
N/A
Y
2026-09-14
914841.840000
HUF
0.000000
HUF
16557940000.000000
HUF
3268198.380000
N
N
N
N/A
N/A
IRS ILS 0.52000 07/26/21-5Y LCH
000000000
1.000000
NC
-732133.500000
-0.0367142
N/A
DIR
IL
N
2
London Clearing house
N/A
TELBOR ILS 3M
N/A
N/A
Y
2026-07-26
0.000000
ILS
0.000000
ILS
358400000.000000
ILS
-732133.500000
N
N
N
N/A
N/A
IRS ILS 0.60100 07/05/21-5Y LCH
000000000
1.000000
NC
26311.750000
0.0013195
N/A
DIR
IL
N
2
London Clearing house
N/A
TELBOR ILS 3M
N/A
N/A
Y
2026-07-05
0.000000
ILS
-28968.920000
ILS
46700000.000000
ILS
55280.670000
N
N
N
N/A
N/A
IRS ILS 0.62750 06/25/21-5Y LCH
000000000
1.000000
NC
3752.680000
0.0001882
N/A
DIR
IL
N
2
London Clearing house
N/A
TELBOR ILS 3M
N/A
N/A
Y
2026-06-25
0.000000
ILS
0.000000
ILS
115000000.000000
ILS
3752.680000
N
N
N
N/A
N/A
IRS ILS 0.69167 09/13/21-5Y LCH
000000000
1.000000
NC
-151176.170000
-0.0075810
N/A
DIR
IL
N
2
London Clearing house
N/A
TELBOR ILS 3M
N/A
N/A
Y
2026-09-14
9104.950000
ILS
0.000000
ILS
690300000.000000
ILS
-160281.120000
N
N
N
N/A
N/A
IRS ILS 0.73000 05/21/21-5Y LCH
000000000
1.000000
NC
-90903.210000
-0.0045585
N/A
DIR
IL
N
2
London Clearing house
N/A
TELBOR ILS 3M
N/A
N/A
Y
2026-05-21
0.000000
ILS
0.000000
ILS
46000000.000000
ILS
-90903.210000
N
N
N
N/A
N/A
IRS ILS 0.75000 12/10/21-5Y LCH
000000000
1.000000
NC
89125.980000
0.0044694
N/A
DIR
IL
N
2
London Clearing house
N/A
TELBOR ILS 3M
N/A
N/A
Y
2026-12-10
131212.320000
ILS
0.000000
ILS
449700000.000000
ILS
-42086.340000
N
N
N
N/A
N/A
IRS ILS 0.76000 12/10/21-5Y LCH
000000000
1.000000
NC
57063.600000
0.0028616
N/A
DIR
IL
N
2
London Clearing house
N/A
TELBOR ILS 3M
N/A
N/A
Y
2026-12-10
0.000000
ILS
0.000000
ILS
160000000.000000
ILS
57063.600000
N
N
N
N/A
N/A
IRS ILS 0.90000 10/07/21-5Y LCH
000000000
1.000000
NC
275005.610000
0.0137907
N/A
DIR
IL
N
2
London Clearing house
N/A
TELBOR ILS 3M
N/A
N/A
Y
2026-10-07
0.000000
ILS
-14676.200000
ILS
85500000.000000
ILS
289681.810000
N
N
N
N/A
N/A
IRS ILS 0.90500 11/25/21-5Y LCH
000000000
1.000000
NC
418486.940000
0.0209858
N/A
DIR
IL
N
2
London Clearing house
N/A
TELBOR ILS 3M
N/A
N/A
Y
2026-11-25
285751.850000
ILS
0.000000
ILS
149100000.000000
ILS
132735.090000
N
N
N
N/A
N/A
IRS ILS 1.04900 11/12/21-5Y LCH
000000000
1.000000
NC
-529449.510000
-0.0265502
N/A
DIR
IL
N
2
London Clearing house
N/A
TELBOR ILS 3M
N/A
N/A
Y
2026-11-12
0.000000
ILS
0.000000
ILS
101400000.000000
ILS
-529449.510000
N
N
N
N/A
N/A
IRS ILS P 0.20000 03/06/20-5Y BPS
000000000
1.000000
NC
163440.550000
0.0081960
N/A
DIR
IL
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
TELBOR ILS 3M
N/A
N/A
Y
2025-03-06
0.000000
ILS
0.000000
ILS
55100000.000000
ILS
163440.550000
N
N
N
N/A
N/A
IRS ILS P 0.21000 08/07/20-5Y HUS
000000000
1.000000
NC
140106.840000
0.0070259
N/A
DIR
IL
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
TELBOR ILS 3M
N/A
N/A
Y
2025-08-07
0.000000
ILS
0.000000
ILS
33300000.000000
ILS
140106.840000
N
N
N
N/A
N/A
IRS ILS P 0.23250 12/02/20-5Y GLM
000000000
1.000000
NC
347577.070000
0.0174299
N/A
DIR
IL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
TELBOR ILS 3M
N/A
N/A
Y
2025-12-02
0.000000
ILS
0.000000
ILS
69800000.000000
ILS
347577.070000
N
N
N
N/A
N/A
IRS ILS P 0.25000 08/20/20-5Y BOA
000000000
1.000000
NC
23951.720000
0.0012011
N/A
DIR
IL
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TELBOR ILS 3M
N/A
N/A
Y
2025-08-20
9109.870000
ILS
0.000000
ILS
6300000.000000
ILS
14841.850000
N
N
N
N/A
N/A
IRS ILS P 0.25000 08/20/20-5Y GLM
000000000
1.000000
NC
292744.290000
0.0146802
N/A
DIR
IL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
TELBOR ILS 3M
N/A
N/A
Y
2025-08-20
16426.300000
ILS
0.000000
ILS
77000000.000000
ILS
276317.990000
N
N
N
N/A
N/A
IRS ILS P 0.25700 12/11/20-5Y CBK
000000000
1.000000
NC
121046.170000
0.0060701
N/A
DIR
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
TELBOR ILS 3M
N/A
N/A
Y
2025-12-11
0.000000
ILS
0.000000
ILS
25500000.000000
ILS
121046.170000
N
N
N
N/A
N/A
IRS ILS P 0.32000 01/15/21-5Y GLM
000000000
1.000000
NC
171560.160000
0.0086032
N/A
DIR
IL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
TELBOR ILS 3M
N/A
N/A
Y
2026-01-15
0.000000
ILS
0.000000
ILS
51400000.000000
ILS
171560.160000
N
N
N
N/A
N/A
IRS ILS P 0.33000 09/04/20-5Y BOA
000000000
1.000000
NC
146846.600000
0.0073639
N/A
DIR
IL
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TELBOR ILS 3M
N/A
N/A
Y
2025-09-04
0.000000
ILS
0.000000
ILS
50500000.000000
ILS
146846.600000
N
N
N
N/A
N/A
IRS ILS P 0.39000 02/05/21-5Y HUS
000000000
1.000000
NC
342833.400000
0.0171920
N/A
DIR
IL
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
TELBOR ILS 3M
N/A
N/A
Y
2026-02-05
0.000000
ILS
0.000000
ILS
142100000.000000
ILS
342833.400000
N
N
N
N/A
N/A
IRS ILS P 0.39250 01/02/20-5Y GLM
000000000
1.000000
NC
2701.390000
0.0001355
N/A
DIR
IL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
TELBOR ILS 3M
N/A
N/A
Y
2025-01-02
0.000000
ILS
0.000000
ILS
46100000.000000
ILS
2701.390000
N
N
N
N/A
N/A
IRS ILS P 0.41000 10/18/19-5Y BPS
000000000
1.000000
NC
15238.230000
0.0007641
N/A
DIR
IL
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
TELBOR ILS 3M
N/A
N/A
Y
2024-10-18
0.000000
ILS
0.000000
ILS
32700000.000000
ILS
15238.230000
N
N
N
N/A
N/A
IRS ILS P 0.41300 11/08/19-5Y CBK
000000000
1.000000
NC
27490.540000
0.0013786
N/A
DIR
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
TELBOR ILS 3M
N/A
N/A
Y
2024-11-08
0.000000
ILS
0.000000
ILS
46700000.000000
ILS
27490.540000
N
N
N
N/A
N/A
IRS ILS P 0.63500 03/27/20-5Y GLM
000000000
1.000000
NC
-278432.280000
-0.0139625
N/A
DIR
IL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
TELBOR ILS 3M
N/A
N/A
Y
2025-03-27
0.000000
ILS
0.000000
ILS
116000000.000000
ILS
-278432.280000
N
N
N
N/A
N/A
IRS ILS P 0.65000 03/26/20-5Y GLM
000000000
1.000000
NC
-242293.090000
-0.0121502
N/A
DIR
IL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
TELBOR ILS 3M
N/A
N/A
Y
2025-03-26
0.000000
ILS
0.000000
ILS
92900000.000000
ILS
-242293.090000
N
N
N
N/A
N/A
IRS ILS P 0.68400 03/10/21-5Y BOA
000000000
1.000000
NC
-236131.810000
-0.0118413
N/A
DIR
IL
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TELBOR ILS 3M
N/A
N/A
Y
2026-03-10
0.000000
ILS
0.000000
ILS
120400000.000000
ILS
-236131.810000
N
N
N
N/A
N/A
IRS ILS P 0.71000 03/25/20-5Y BPS
000000000
1.000000
NC
-313952.780000
-0.0157437
N/A
DIR
IL
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
TELBOR ILS 3M
N/A
N/A
Y
2025-03-25
0.000000
ILS
0.000000
ILS
92900000.000000
ILS
-313952.780000
N
N
N
N/A
N/A
IRS ILS P 0.71200 03/19/21-5Y BOA
000000000
1.000000
NC
-758722.850000
-0.0380476
N/A
DIR
IL
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TELBOR ILS 3M
N/A
N/A
Y
2026-03-19
0.000000
ILS
0.000000
ILS
325900000.000000
ILS
-758722.850000
N
N
N
N/A
N/A
IRS ILS P 1.03500 03/25/19-5Y HUS
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1.000000
NC
-309440.320000
-0.0155175
N/A
DIR
IL
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
TELBOR ILS 3M
N/A
N/A
Y
2024-03-25
11900.450000
ILS
0.000000
ILS
43500000.000000
ILS
-321340.770000
N
N
N
N/A
N/A
IRS ILS P 1.37250 09/07/18-5Y CBK
000000000
1.000000
NC
-295711.110000
-0.0148290
N/A
DIR
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
TELBOR ILS 3M
N/A
N/A
Y
2023-09-07
0.000000
ILS
0.000000
ILS
40976000.000000
ILS
-295711.110000
N
N
N
N/A
N/A
IRS ILS P 1.48000 11/30/18-5Y BPS
000000000
1.000000
NC
-343208.780000
-0.0172108
N/A
DIR
IL
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
TELBOR ILS 3M
N/A
N/A
Y
2023-11-30
0.000000
ILS
0.000000
ILS
46000000.000000
ILS
-343208.780000
N
N
N
N/A
N/A
IRS ILS R 0.22000 10/23/20-5Y GLM
000000000
1.000000
NC
-476546.480000
-0.0238973
N/A
DIR
IL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
TELBOR ILS 3M
N/A
N/A
Y
2025-10-23
0.000000
ILS
0.000000
ILS
99300000.000000
ILS
-476546.480000
N
N
N
N/A
N/A
IRS ILS R 0.26500 05/29/20-5Y BOA
000000000
1.000000
NC
-360983.660000
-0.0181022
N/A
DIR
IL
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TELBOR ILS 3M
N/A
N/A
Y
2025-05-29
164.030000
ILS
0.000000
ILS
126000000.000000
ILS
-361147.690000
N
N
N
N/A
N/A
IRS ILS R 0.28500 05/19/20-5Y BPS
000000000
1.000000
NC
-113204.800000
-0.0056769
N/A
DIR
IL
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
TELBOR ILS 3M
N/A
N/A
Y
2025-05-19
0.000000
ILS
0.000000
ILS
44700000.000000
ILS
-113204.800000
N
N
N
N/A
N/A
IRS ILS R 0.28600 09/11/20-5Y HUS
000000000
1.000000
NC
-111797.230000
-0.0056063
N/A
DIR
IL
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
TELBOR ILS 3M
N/A
N/A
Y
2025-09-11
0.000000
ILS
0.000000
ILS
31700000.000000
ILS
-111797.230000
N
N
N
N/A
N/A
IRS ILS R 0.29250 05/18/20-5Y CBK
000000000
1.000000
NC
-208906.550000
-0.0104760
N/A
DIR
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
TELBOR ILS 3M
N/A
N/A
Y
2025-05-18
0.000000
ILS
0.000000
ILS
85800000.000000
ILS
-208906.550000
N
N
N
N/A
N/A
IRS ILS R 0.30500 05/15/20-5Y BOA
000000000
1.000000
NC
-188300.880000
-0.0094427
N/A
DIR
IL
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TELBOR ILS 3M
N/A
N/A
Y
2025-05-15
0.000000
ILS
0.000000
ILS
83800000.000000
ILS
-188300.880000
N
N
N
N/A
N/A
IRS ILS R 0.33000 02/14/20-5Y BOA
000000000
1.000000
NC
-98935.030000
-0.0049613
N/A
DIR
IL
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TELBOR ILS 3M
N/A
N/A
Y
2025-02-14
0.000000
ILS
0.000000
ILS
84900000.000000
ILS
-98935.030000
N
N
N
N/A
N/A
IRS ILS R 0.33500 11/29/19-5Y BOA
000000000
1.000000
NC
-78768.740000
-0.0039500
N/A
DIR
IL
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TELBOR ILS 3M
N/A
N/A
Y
2024-11-29
0.000000
ILS
0.000000
ILS
52800000.000000
ILS
-78768.740000
N
N
N
N/A
N/A
IRS ILS R 0.35000 09/18/19-5Y HUS
000000000
1.000000
NC
-21437.870000
-0.0010750
N/A
DIR
IL
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
TELBOR ILS 3M
N/A
N/A
Y
2024-09-18
0.000000
ILS
0.000000
ILS
28400000.000000
ILS
-21437.870000
N
N
N
N/A
N/A
IRS ILS R 0.37500 03/13/20-5Y BPS
000000000
1.000000
NC
-45531.640000
-0.0022833
N/A
DIR
IL
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
TELBOR ILS 3M
N/A
N/A
Y
2025-03-13
0.000000
ILS
0.000000
ILS
57300000.000000
ILS
-45531.640000
N
N
N
N/A
N/A
IRS ILS R 0.40250 01/31/20-5Y BOA
000000000
1.000000
NC
-9321.410000
-0.0004674
N/A
DIR
IL
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TELBOR ILS 3M
N/A
N/A
Y
2025-01-31
0.000000
ILS
0.000000
ILS
67600000.000000
ILS
-9321.410000
N
N
N
N/A
N/A
IRS ILS R 0.48000 08/09/19-5Y BPS
000000000
1.000000
NC
14500.780000
0.0007272
N/A
DIR
IL
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
TELBOR ILS 3M
N/A
N/A
Y
2024-08-09
0.000000
ILS
0.000000
ILS
18700000.000000
ILS
14500.780000
N
N
N
N/A
N/A
IRS ILS R 0.57300 04/20/21-5Y CBK
000000000
1.000000
NC
-9940.080000
-0.0004985
N/A
DIR
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
TELBOR ILS 3M
N/A
N/A
Y
2026-04-20
0.000000
ILS
0.000000
ILS
42200000.000000
ILS
-9940.080000
N
N
N
N/A
N/A
IRS ILS R 0.58600 04/23/21-5Y GLM
000000000
1.000000
NC
-8195.490000
-0.0004110
N/A
DIR
IL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
TELBOR ILS 3M
N/A
N/A
Y
2026-04-23
0.000000
ILS
0.000000
ILS
144800000.000000
ILS
-8195.490000
N
N
N
N/A
N/A
IRS ILS R 0.96700 06/19/19-5Y GLM
000000000
1.000000
NC
155147.800000
0.0077802
N/A
DIR
IL
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
TELBOR ILS 3M
N/A
N/A
Y
2024-06-19
0.000000
ILS
0.000000
ILS
26500000.000000
ILS
155147.800000
N
N
N
N/A
N/A
IRS ILS R 1.20200 09/19/18-5Y CBK
000000000
1.000000
NC
235789.000000
0.0118241
N/A
DIR
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
TELBOR ILS 3M
N/A
N/A
Y
2023-09-19
0.000000
ILS
0.000000
ILS
38700000.000000
ILS
235789.000000
N
N
N
N/A
N/A
IRS ILS R 1.28000 01/11/19-5Y JPM
000000000
1.000000
NC
1812126.960000
0.0908724
N/A
DIR
IL
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
TELBOR ILS 3M
N/A
N/A
Y
2024-01-11
0.000000
ILS
0.000000
ILS
184220000.000000
ILS
1812126.960000
N
N
N
N/A
N/A
IRS ILS R 1.34500 11/23/18-5Y BOA
000000000
1.000000
NC
298890.260000
0.0149884
N/A
DIR
IL
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
TELBOR ILS 3M
N/A
N/A
Y
2023-11-23
0.000000
ILS
0.000000
ILS
45100000.000000
ILS
298890.260000
N
N
N
N/A
N/A
IRS KRW 0.83000 09/16/20-5Y LCH
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1.000000
NC
-817723.450000
-0.0410063
N/A
DIR
KR
N
2
London Clearing house
N/A
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2025-09-16
0.000000
KRW
-631373.080000
KRW
26840300000.000000
KRW
-186350.370000
N
N
N
N/A
N/A
IRS KRW 0.85000 09/16/20-5Y LCH
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1.000000
NC
360223.510000
0.0180641
N/A
DIR
KR
N
2
London Clearing house
N/A
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2025-09-16
274855.910000
KRW
0.000000
KRW
12070000000.000000
KRW
85367.600000
N
N
N
N/A
N/A
IRS KRW 0.88800 12/16/20-5Y LCH
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1.000000
NC
305028.080000
0.0152962
N/A
DIR
KR
N
2
London Clearing house
N/A
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2025-12-16
233952.480000
KRW
0.000000
KRW
9950000000.000000
KRW
71075.600000
N
N
N
N/A
N/A
IRS KRW 0.91000 09/16/20-5Y LCH
000000000
1.000000
NC
492648.120000
0.0247047
N/A
DIR
KR
N
2
London Clearing house
N/A
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2025-09-16
361256.710000
KRW
0.000000
KRW
17607400000.000000
KRW
131391.410000
N
N
N
N/A
N/A
IRS KRW 1.13500 03/17/21-5Y LCH
000000000
1.000000
NC
2562550.780000
0.1285038
N/A
DIR
KR
N
2
London Clearing house
N/A
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2026-03-17
1646564.700000
KRW
0.000000
KRW
107311400000.000000
KRW
915986.080000
N
N
N
N/A
N/A
IRS KRW 1.40000 03/17/21-5Y LCH
000000000
1.000000
NC
1156956.720000
0.0580177
N/A
DIR
KR
N
2
London Clearing house
N/A
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2026-03-17
333922.270000
KRW
0.000000
KRW
79345400000.000000
KRW
823034.450000
N
N
N
N/A
N/A
IRS KRW 1.50000 06/16/21-5Y LCH
000000000
1.000000
NC
607044.070000
0.0304413
N/A
DIR
KR
N
2
London Clearing house
N/A
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2026-06-16
29950.200000
KRW
0.000000
KRW
51825400000.000000
KRW
577093.870000
N
N
N
N/A
N/A
IRS KRW 1.50000 09/15/21-5Y LCH
000000000
1.000000
NC
1771713.150000
0.0888458
N/A
DIR
KR
N
2
London Clearing house
N/A
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2026-09-15
996321.840000
KRW
0.000000
KRW
143410200000.000000
KRW
775391.310000
N
N
N
N/A
N/A
IRS KRW 1.62500 09/15/21-5Y LCH
000000000
1.000000
NC
99669.200000
0.0049981
N/A
DIR
KR
N
2
London Clearing house
N/A
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2026-09-15
0.000000
KRW
-1397.280000
KRW
13358400000.000000
KRW
101066.480000
N
N
N
N/A
N/A
IRS KRW 2.00000 12/15/21-5Y LCH
000000000
1.000000
NC
390178.140000
0.0195662
N/A
DIR
KR
N
2
London Clearing house
N/A
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2026-12-15
341805.980000
KRW
0.000000
KRW
51526800000.000000
KRW
48372.160000
N
N
N
N/A
N/A
IRS KRW P 0.96500 03/27/20-5Y SCX
000000000
1.000000
NC
1071173.100000
0.0537160
N/A
DIR
KR
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2025-03-27
0.000000
KRW
0.000000
KRW
47240900000.000000
KRW
1071173.100000
N
N
N
N/A
N/A
IRS KRW P 0.99000 03/06/20-5Y SCX
000000000
1.000000
NC
447933.900000
0.0224625
N/A
DIR
KR
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2025-03-06
0.000000
KRW
0.000000
KRW
20616600000.000000
KRW
447933.900000
N
N
N
N/A
N/A
IRS KRW P 1.00500 04/10/20-5Y IND
000000000
1.000000
NC
199505.550000
0.0100046
N/A
DIR
KR
N
2
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
1VUV7VQFKUOQSJ21A208
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2025-04-10
0.000000
KRW
0.000000
KRW
9109700000.000000
KRW
199505.550000
N
N
N
N/A
N/A
IRS KRW P 1.37200 03/18/20-5Y BOA
000000000
1.000000
NC
188239.790000
0.0094396
N/A
DIR
KR
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2025-03-18
0.000000
KRW
0.000000
KRW
16252700000.000000
KRW
188239.790000
N
N
N
N/A
N/A
IRS KRW P 1.42500 01/28/20-5Y BOA
000000000
1.000000
NC
518804.860000
0.0260164
N/A
DIR
KR
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2025-01-31
0.000000
KRW
0.000000
KRW
56782600000.000000
KRW
518804.860000
N
N
N
N/A
N/A
IRS KRW R 0.80500 09/16/20-5Y CBK
000000000
1.000000
NC
-831194.460000
-0.0416818
N/A
DIR
KR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2025-09-16
0.000000
KRW
0.000000
KRW
26616300000.000000
KRW
-831194.460000
N
N
N
N/A
N/A
IRS KRW R 0.97500 06/17/20-5Y BPS
000000000
1.000000
NC
-585422.430000
-0.0293571
N/A
DIR
KR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2025-06-17
0.000000
KRW
0.000000
KRW
24270400000.000000
KRW
-585422.430000
N
N
N
N/A
N/A
IRS KRW R 1.11850 03/18/20-5Y JPM
000000000
1.000000
NC
-781036.930000
-0.0391665
N/A
DIR
KR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2025-03-18
0.000000
KRW
0.000000
KRW
42426700000.000000
KRW
-781036.930000
N
N
N
N/A
N/A
IRS KRW R 1.20000 03/20/20-5Y JPM
000000000
1.000000
NC
-466847.770000
-0.0234109
N/A
DIR
KR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2025-03-20
0.000000
KRW
0.000000
KRW
28741800000.000000
KRW
-466847.770000
N
N
N
N/A
N/A
IRS KRW R 1.24000 03/18/20-5Y JPM
000000000
1.000000
NC
-205888.880000
-0.0103247
N/A
DIR
KR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2025-03-18
0.000000
KRW
0.000000
KRW
13601700000.000000
KRW
-205888.880000
N
N
N
N/A
N/A
IRS KRW R 1.31500 03/18/20-5Y BOA
000000000
1.000000
NC
-1034963.330000
-0.0519001
N/A
DIR
KR
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2025-03-18
0.000000
KRW
0.000000
KRW
78901900000.000000
KRW
-1034963.330000
N
N
N
N/A
N/A
IRS KRW R 1.32750 03/18/20-5Y CBK
000000000
1.000000
NC
-228528.510000
-0.0114600
N/A
DIR
KR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2025-03-18
0.000000
KRW
0.000000
KRW
17881000000.000000
KRW
-228528.510000
N
N
N
N/A
N/A
IRS KRW R 1.33000 03/18/20-5Y BPS
000000000
1.000000
NC
-219253.960000
-0.0109949
N/A
DIR
KR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
SOUTH KOREAN WON 3 MONTH
N/A
N/A
Y
2025-03-18
0.000000
KRW
0.000000
KRW
17246200000.000000
KRW
-219253.960000
N
N
N
N/A
N/A
IRS MXN 4.77500 07/02/20-5Y* CME
000000000
1.000000
NC
2682338.770000
0.1345108
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-06-26
1131372.430000
MXN
0.000000
MXN
666300000.000000
MXN
1550966.340000
N
N
N
N/A
N/A
IRS MXN 4.80000 02/11/21-5Y* CME
000000000
1.000000
NC
4672923.540000
0.2343324
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-02-05
2246320.250000
MXN
0.000000
MXN
1020400000.000000
MXN
2426603.290000
N
N
N
N/A
N/A
IRS MXN 4.83000 07/01/20-5Y* CME
000000000
1.000000
NC
92178.000000
0.0046224
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-06-25
37253.680000
MXN
0.000000
MXN
23400000.000000
MXN
54924.320000
N
N
N
N/A
N/A
IRS MXN 4.84900 07/01/20-5Y* CME
000000000
1.000000
NC
948154.650000
0.0475470
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-06-25
377354.430000
MXN
0.000000
MXN
242500000.000000
MXN
570800.220000
N
N
N
N/A
N/A
IRS MXN 5.08000 10/15/20-5Y* CME
000000000
1.000000
NC
-1891398.420000
-0.0948477
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-10-09
0.000000
MXN
-669962.610000
MXN
496500000.000000
MXN
-1221435.810000
N
N
N
N/A
N/A
IRS MXN 5.12000 05/12/20-5Y* CME
000000000
1.000000
NC
-1213587.930000
-0.0608576
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-05-06
0.000000
MXN
-347090.950000
MXN
358200000.000000
MXN
-866496.980000
N
N
N
N/A
N/A
IRS MXN 5.44000 05/07/20-5Y* CME
000000000
1.000000
NC
-625732.640000
-0.0313785
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-05-02
0.000000
MXN
-75475.210000
MXN
216700000.000000
MXN
-550257.430000
N
N
N
N/A
N/A
IRS MXN 5.44250 04/23/20-5Y* CME
000000000
1.000000
NC
-857902.720000
-0.0430211
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-04-21
0.000000
MXN
-103981.470000
MXN
298300000.000000
MXN
-753921.250000
N
N
N
N/A
N/A
IRS MXN 5.55000 03/18/21-5Y* CME
000000000
1.000000
NC
1764836.550000
0.0885010
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-03-12
368501.380000
MXN
0.000000
MXN
529400000.000000
MXN
1396335.170000
N
N
N
N/A
N/A
IRS MXN 5.88000 04/22/21-5Y* CME
000000000
1.000000
NC
665497.260000
0.0333726
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-04-16
5295.780000
MXN
0.000000
MXN
238200000.000000
MXN
660201.480000
N
N
N
N/A
N/A
IRS MXN 6.05000 06/10/21-5Y* CME
000000000
1.000000
NC
-1514255.730000
-0.0759351
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-06-04
0.000000
MXN
-267137.150000
MXN
594700000.000000
MXN
-1247118.580000
N
N
N
N/A
N/A
IRS MXN 6.09500 03/26/21-5Y* CME
000000000
1.000000
NC
1262448.970000
0.0633078
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-03-20
0.000000
MXN
-258074.490000
MXN
533300000.000000
MXN
1520523.460000
N
N
N
N/A
N/A
IRS MXN 6.21000 04/03/20-5Y* CME
000000000
1.000000
NC
-1112915.070000
-0.0558092
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-03-28
703610.040000
MXN
0.000000
MXN
656100000.000000
MXN
-1816525.110000
N
N
N
N/A
N/A
IRS MXN 6.23000 04/13/20-5Y* CME
000000000
1.000000
NC
-788201.270000
-0.0395258
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-04-07
521401.140000
MXN
0.000000
MXN
462100000.000000
MXN
-1309602.410000
N
N
N
N/A
N/A
IRS MXN 6.25500 05/27/21-5Y* CME
000000000
1.000000
NC
635836.500000
0.0318852
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-05-21
0.000000
MXN
0.000000
MXN
300800000.000000
MXN
635836.500000
N
N
N
N/A
N/A
IRS MXN 6.39000 02/27/20-5Y* CME
000000000
1.000000
NC
367186.970000
0.0184133
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-02-20
0.000000
MXN
-355758.950000
MXN
256400000.000000
MXN
722945.920000
N
N
N
N/A
N/A
IRS MXN 6.44000 02/04/20-5Y* CME
000000000
1.000000
NC
1473163.360000
0.0738745
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-01-28
0.000000
MXN
-1704540.020000
MXN
1137700000.000000
MXN
3177703.380000
N
N
N
N/A
N/A
IRS MXN 6.46000 06/24/21-5Y* CME
000000000
1.000000
NC
-40139.200000
-0.0020129
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-06-18
0.000000
MXN
-125.220000
MXN
22900000.000000
MXN
-40013.980000
N
N
N
N/A
N/A
IRS MXN 6.62500 09/17/21-5Y* CME
000000000
1.000000
NC
415614.120000
0.0208417
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-09-11
0.000000
MXN
0.000000
MXN
276450000.000000
MXN
415614.120000
N
N
N
N/A
N/A
IRS MXN 6.63500 09/17/21-5Y* CME
000000000
1.000000
NC
410096.340000
0.0205650
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-09-11
0.000000
MXN
0.000000
MXN
276450000.000000
MXN
410096.340000
N
N
N
N/A
N/A
IRS MXN 6.74000 09/23/21-5Y* CME
000000000
1.000000
NC
622352.230000
0.0312090
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-09-17
0.000000
MXN
0.000000
MXN
484000000.000000
MXN
622352.230000
N
N
N
N/A
N/A
IRS MXN 6.88000 03/24/20-5Y* CME
000000000
1.000000
NC
50518.820000
0.0025334
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-03-18
0.000000
MXN
-147722.700000
MXN
66200000.000000
MXN
198241.520000
N
N
N
N/A
N/A
IRS MXN 6.95000 03/26/20-5Y* CME
000000000
1.000000
NC
237200.230000
0.0118948
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2025-03-20
0.000000
MXN
-838866.160000
MXN
355100000.000000
MXN
1076066.390000
N
N
N
N/A
N/A
IRS MXN 7.10929 12/09/21-5Y* CME
000000000
1.000000
NC
-1299806.130000
-0.0651812
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-12-03
0.000000
MXN
0.000000
MXN
2318700000.000000
MXN
-1299806.130000
N
N
N
N/A
N/A
IRS MXN 7.11270 09/30/21-5Y* CME
000000000
1.000000
NC
1467596.920000
0.0735954
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-09-24
24686.140000
MXN
0.000000
MXN
2537800000.000000
MXN
1442910.780000
N
N
N
N/A
N/A
IRS MXN 7.17000 10/15/21-5Y* CME
000000000
1.000000
NC
200027.850000
0.0100308
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-10-09
0.000000
MXN
0.000000
MXN
473600000.000000
MXN
200027.850000
N
N
N
N/A
N/A
IRS MXN 7.26380 12/23/21-5Y* CME
000000000
1.000000
NC
194115.260000
0.0097343
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-12-17
0.000000
MXN
0.000000
MXN
665000000.000000
MXN
194115.260000
N
N
N
N/A
N/A
IRS MXN 7.27250 11/18/21-5Y* CME
000000000
1.000000
NC
-49556.320000
-0.0024851
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-11-12
0.000000
MXN
0.000000
MXN
212990000.000000
MXN
-49556.320000
N
N
N
N/A
N/A
IRS MXN 7.30000 11/18/21-5Y* CME
000000000
1.000000
NC
-52904.190000
-0.0026530
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-11-12
0.000000
MXN
0.000000
MXN
300000000.000000
MXN
-52904.190000
N
N
N
N/A
N/A
IRS MXN 7.35300 11/11/21-5Y* CME
000000000
1.000000
NC
44294.180000
0.0022212
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-11-05
0.000000
MXN
0.000000
MXN
857680000.000000
MXN
44294.180000
N
N
N
N/A
N/A
IRS MXN 7.57000 11/25/21-5Y* CME
000000000
1.000000
NC
-139152.820000
-0.0069781
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-11-19
0.000000
MXN
0.000000
MXN
409700000.000000
MXN
-139152.820000
N
N
N
N/A
N/A
IRS MXN 7.59000 11/04/21-5Y* CME
000000000
1.000000
NC
-165957.260000
-0.0083222
N/A
DIR
MX
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
MEXICO INTERBANK TIIE 28 DAY
N/A
N/A
Y
2026-10-29
0.000000
MXN
0.000000
MXN
460300000.000000
MXN
-165957.260000
N
N
N
N/A
N/A
IRS MYR P 2.03250 12/16/20-5Y SCX
000000000
1.000000
NC
654358.150000
0.0328140
N/A
DIR
MY
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
N/A
Klibor Interbank Offered Rate
Y
2025-12-16
0.000000
MYR
0.000000
MYR
89800000.000000
MYR
654358.150000
N
N
N
N/A
N/A
IRS MYR P 2.27100 09/17/20-5Y CBK
000000000
1.000000
NC
258035.200000
0.0129397
N/A
DIR
MY
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
N/A
Klibor Interbank Offered Rate
Y
2025-09-17
0.000000
MYR
0.000000
MYR
56200000.000000
MYR
258035.200000
N
N
N
N/A
N/A
IRS MYR P 2.36250 03/17/21-5Y SCX
000000000
1.000000
NC
263128.630000
0.0131951
N/A
DIR
MY
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
N/A
Klibor Interbank Offered Rate
Y
2026-03-17
0.000000
MYR
0.000000
MYR
55500000.000000
MYR
263128.630000
N
N
N
N/A
N/A
IRS MYR P 2.36700 03/17/21-5Y BOA
000000000
1.000000
NC
71869.800000
0.0036040
N/A
DIR
MY
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
Klibor Interbank Offered Rate
Y
2026-03-17
0.000000
MYR
0.000000
MYR
15300000.000000
MYR
71869.800000
N
N
N
N/A
N/A
IRS MYR P 2.37700 03/17/21-5Y BPS
000000000
1.000000
NC
417249.120000
0.0209237
N/A
DIR
MY
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
N/A
Klibor Interbank Offered Rate
Y
2026-03-17
0.000000
MYR
0.000000
MYR
90700000.000000
MYR
417249.120000
N
N
N
N/A
N/A
IRS MYR P 2.50000 09/15/21-5Y BOA
000000000
1.000000
NC
1187407.380000
0.0595447
N/A
DIR
MY
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
Klibor Interbank Offered Rate
Y
2026-09-15
378186.380000
MYR
0.000000
MYR
279800000.000000
MYR
809221.000000
N
N
N
N/A
N/A
IRS MYR P 2.64600 03/17/21-5Y BPS
000000000
1.000000
NC
268356.560000
0.0134572
N/A
DIR
MY
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
N/A
Klibor Interbank Offered Rate
Y
2026-03-17
0.000000
MYR
0.000000
MYR
134900000.000000
MYR
268356.560000
N
N
N
N/A
N/A
IRS MYR P 2.75000 12/15/21-5Y BOA
000000000
1.000000
NC
399885.000000
0.0200530
N/A
DIR
MY
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
Klibor Interbank Offered Rate
Y
2026-12-15
191559.160000
MYR
0.000000
MYR
212900000.000000
MYR
208325.840000
N
N
N
N/A
N/A
IRS MYR P 2.75000 12/15/21-5Y CBK
000000000
1.000000
NC
299772.940000
0.0150327
N/A
DIR
MY
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
N/A
Klibor Interbank Offered Rate
Y
2026-12-15
321000.000000
MYR
0.000000
MYR
159600000.000000
MYR
-21227.060000
N
N
N
N/A
N/A
IRS MYR P 2.84000 06/16/21-5Y GLM
000000000
1.000000
NC
18985.210000
0.0009520
N/A
DIR
MY
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
N/A
Klibor Interbank Offered Rate
Y
2026-06-17
0.000000
MYR
0.000000
MYR
57000000.000000
MYR
18985.210000
N
N
N
N/A
N/A
IRS MYR R 1.97000 12/16/20-5Y CBK
000000000
1.000000
NC
-335629.370000
-0.0168308
N/A
DIR
MY
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
N/A
Klibor Interbank Offered Rate
Y
2025-12-16
0.000000
MYR
0.000000
MYR
42700000.000000
MYR
-335629.370000
N
N
N
N/A
N/A
IRS MYR R 2.02000 09/17/20-5Y CBK
000000000
1.000000
NC
-266922.290000
-0.0133853
N/A
DIR
MY
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
N/A
Klibor Interbank Offered Rate
Y
2025-09-17
0.000000
MYR
0.000000
MYR
39500000.000000
MYR
-266922.290000
N
N
N
N/A
N/A
IRS MYR R 2.09750 09/17/20-5Y GLM
000000000
1.000000
NC
-245983.290000
-0.0123353
N/A
DIR
MY
N
2
Goldman Sachs Bank USA
KD3XUN7C6T14HNAYLU02
N/A
Klibor Interbank Offered Rate
Y
2025-09-17
0.000000
MYR
0.000000
MYR
40400000.000000
MYR
-245983.290000
N
N
N
N/A
N/A
IRS MYR R 2.15300 03/17/21-5Y BOA
000000000
1.000000
NC
-543318.150000
-0.0272457
N/A
DIR
MY
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
Klibor Interbank Offered Rate
Y
2026-03-17
0.000000
MYR
0.000000
MYR
80200000.000000
MYR
-543318.150000
N
N
N
N/A
N/A
IRS MYR R 2.70000 06/16/21-5Y BOA
000000000
1.000000
NC
-148408.710000
-0.0074422
N/A
DIR
MY
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
Klibor Interbank Offered Rate
Y
2026-06-17
77555.590000
MYR
0.000000
MYR
83900000.000000
MYR
-225964.300000
N
N
N
N/A
N/A
IRS MYR R 2.75000 12/15/21-5Y BOA
000000000
1.000000
NC
-452101.080000
-0.0226714
N/A
DIR
MY
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
N/A
Klibor Interbank Offered Rate
Y
2026-12-15
0.000000
MYR
-183595.820000
MYR
240700000.000000
MYR
-268505.260000
N
N
N
N/A
N/A
IRS MYR R 2.91500 03/18/20-5Y SCX
000000000
1.000000
NC
138033.690000
0.0069220
N/A
DIR
MY
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
N/A
Klibor Interbank Offered Rate
Y
2025-03-18
0.000000
MYR
0.000000
MYR
111300000.000000
MYR
138033.690000
N
N
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THB
-100471.160000
N
N
N
N/A
N/A
IRS ZAR 4.90000 11/12/20-5Y CME
000000000
1.000000
NC
521680.000000
0.0261606
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2025-11-12
472569.060000
ZAR
0.000000
ZAR
222100000.000000
ZAR
49110.940000
N
N
N
N/A
N/A
IRS ZAR 4.93750 09/18/20-5Y CME
000000000
1.000000
NC
624304.880000
0.0313069
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2025-09-18
480086.830000
ZAR
0.000000
ZAR
285200000.000000
ZAR
144218.050000
N
N
N
N/A
N/A
IRS ZAR 5.12000 09/02/20-5Y CME
000000000
1.000000
NC
-111296.880000
-0.0055812
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2025-09-02
0.000000
ZAR
-75979.490000
ZAR
64800000.000000
ZAR
-35317.390000
N
N
N
N/A
N/A
IRS ZAR 5.33000 05/13/20-5Y CME
000000000
1.000000
NC
-245897.480000
-0.0123310
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2025-05-13
0.000000
ZAR
-68844.130000
ZAR
265000000.000000
ZAR
-177053.350000
N
N
N
N/A
N/A
IRS ZAR 5.37500 05/27/20-5Y CME
000000000
1.000000
NC
-258482.920000
-0.0129621
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2025-05-27
0.000000
ZAR
-44500.720000
ZAR
276500000.000000
ZAR
-213982.200000
N
N
N
N/A
N/A
IRS ZAR 5.60100 06/09/21-5Y CME
000000000
1.000000
NC
-677443.340000
-0.0339716
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2026-06-09
8846.390000
ZAR
0.000000
ZAR
488550000.000000
ZAR
-686289.730000
N
N
N
N/A
N/A
IRS ZAR 5.68000 06/08/21-5Y CME
000000000
1.000000
NC
-769604.360000
-0.0385932
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2026-06-08
115055.510000
ZAR
0.000000
ZAR
649650000.000000
ZAR
-884659.870000
N
N
N
N/A
N/A
IRS ZAR 5.73900 07/28/21-5Y CME
000000000
1.000000
NC
-1000050.880000
-0.0501494
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2026-07-28
0.000000
ZAR
-14150.800000
ZAR
1002200000.000000
ZAR
-985900.080000
N
N
N
N/A
N/A
IRS ZAR 5.74000 05/06/20-5Y CME
000000000
1.000000
NC
-17293.310000
-0.0008672
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2025-05-06
262857.740000
ZAR
0.000000
ZAR
243100000.000000
ZAR
-280151.050000
N
N
N
N/A
N/A
IRS ZAR 5.78000 03/03/21-5Y CME
000000000
1.000000
NC
396525.720000
0.0198845
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2026-03-03
42788.100000
ZAR
0.000000
ZAR
570300000.000000
ZAR
353737.620000
N
N
N
N/A
N/A
IRS ZAR 5.86000 06/23/21-5Y CME
000000000
1.000000
NC
981874.350000
0.0492379
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2026-06-23
0.000000
ZAR
0.000000
ZAR
1192700000.000000
ZAR
981874.350000
N
N
N
N/A
N/A
IRS ZAR 5.95000 03/17/21-5Y CME
000000000
1.000000
NC
7388.120000
0.0003705
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2026-03-17
0.000000
ZAR
-8598.580000
ZAR
19900000.000000
ZAR
15986.700000
N
N
N
N/A
N/A
IRS ZAR 5.98000 09/22/21-5Y CME
000000000
1.000000
NC
407266.230000
0.0204231
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2026-09-22
0.000000
ZAR
0.000000
ZAR
562900000.000000
ZAR
407266.230000
N
N
N
N/A
N/A
IRS ZAR 6.02250 07/01/21-5Y CME
000000000
1.000000
NC
20954.600000
0.0010508
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2026-07-01
35554.590000
ZAR
0.000000
ZAR
240100000.000000
ZAR
-14599.990000
N
N
N
N/A
N/A
IRS ZAR 6.20000 04/22/20-5Y CME
000000000
1.000000
NC
213809.900000
0.0107219
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2025-04-22
505300.970000
ZAR
0.000000
ZAR
227300000.000000
ZAR
-291491.070000
N
N
N
N/A
N/A
IRS ZAR 6.23100 09/29/21-5Y CME
000000000
1.000000
NC
126809.400000
0.0063591
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2026-09-29
269256.960000
ZAR
0.000000
ZAR
1131400000.000000
ZAR
-142447.560000
N
N
N
N/A
N/A
IRS ZAR 6.30000 12/23/21-5Y CME
000000000
1.000000
NC
-8885.900000
-0.0004456
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2026-12-23
0.000000
ZAR
0.000000
ZAR
123200000.000000
ZAR
-8885.900000
N
N
N
N/A
N/A
IRS ZAR 6.30750 12/23/21-5Y CME
000000000
1.000000
NC
-18898.050000
-0.0009477
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2026-12-23
0.000000
ZAR
0.000000
ZAR
365000000.000000
ZAR
-18898.050000
N
N
N
N/A
N/A
IRS ZAR 6.31000 12/23/21-5Y CME
000000000
1.000000
NC
-3239.120000
-0.0001624
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2026-12-23
0.000000
ZAR
0.000000
ZAR
72000000.000000
ZAR
-3239.120000
N
N
N
N/A
N/A
IRS ZAR 6.32000 04/23/20-5Y CME
000000000
1.000000
NC
188185.210000
0.0094369
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2025-04-23
407267.580000
ZAR
0.000000
ZAR
161000000.000000
ZAR
-219082.370000
N
N
N
N/A
N/A
IRS ZAR 6.40000 12/30/21-5Y CME
000000000
1.000000
NC
96265.010000
0.0048274
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2026-12-30
0.000000
ZAR
0.000000
ZAR
613500000.000000
ZAR
96265.010000
N
N
N
N/A
N/A
IRS ZAR 6.46000 03/04/20-5Y CME
000000000
1.000000
NC
-210339.470000
-0.0105479
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2025-03-04
0.000000
ZAR
-446672.670000
ZAR
166400000.000000
ZAR
236333.200000
N
N
N
N/A
N/A
IRS ZAR 6.62000 03/11/20-5Y CME
000000000
1.000000
NC
312773.940000
0.0156846
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2025-03-11
633779.500000
ZAR
0.000000
ZAR
204900000.000000
ZAR
-321005.560000
N
N
N
N/A
N/A
IRS ZAR 6.69000 11/04/21-5Y CME
000000000
1.000000
NC
16536.080000
0.0008292
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2026-11-04
14097.670000
ZAR
0.000000
ZAR
12500000.000000
ZAR
2438.410000
N
N
N
N/A
N/A
IRS ZAR 6.85500 11/03/21-5Y CME
000000000
1.000000
NC
971567.730000
0.0487211
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2026-11-03
0.000000
ZAR
0.000000
ZAR
544160000.000000
ZAR
971567.730000
N
N
N
N/A
N/A
IRS ZAR 6.86000 01/17/20-5Y CME
000000000
1.000000
NC
1273433.420000
0.0638587
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2025-01-17
2181252.410000
ZAR
0.000000
ZAR
553100000.000000
ZAR
-907818.990000
N
N
N
N/A
N/A
IRS ZAR 7.20000 03/25/20-5Y CME
000000000
1.000000
NC
-1682412.610000
-0.0843677
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2025-03-25
0.000000
ZAR
-3035212.940000
ZAR
665400000.000000
ZAR
1352800.330000
N
N
N
N/A
N/A
IRS ZAR 7.52000 03/20/20-5Y CME
000000000
1.000000
NC
-1528730.300000
-0.0766610
N/A
DIR
ZA
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month
Y
2025-03-20
0.000000
ZAR
-2567401.140000
ZAR
482300000.000000
ZAR
1038670.840000
N
N
N
N/A
N/A
OIS COP IBR/3.06000 02/05/21-5Y CME
000000000
1.000000
NC
-931096.440000
-0.0466915
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2026-02-05
235499.980000
COP
0.000000
COP
34052300000.000000
COP
-1166596.420000
N
N
N
N/A
N/A
OIS COP IBR/6.28000 12/03/21-5Y CME
000000000
1.000000
NC
178724.660000
0.0089625
N/A
DIR
CO
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Colombia IBR Overnight Nominal Interbank Reference Rate
Y
2026-12-03
0.000000
COP
0.000000
COP
92433900000.000000
COP
178724.660000
N
N
N
N/A
N/A
OIS INR MIBOR/4.1175 09/16/20 LCH
000000000
1.000000
NC
628852.940000
0.0315350
N/A
DIR
IN
N
2
London Clearing house
N/A
Financial Benchmarks India Overnight Mumbai Interbank Outright Rate
N/A
N/A
Y
2025-09-16
514725.630000
INR
0.000000
INR
1301800000.000000
INR
114127.310000
N
N
N
N/A
N/A
OIS INR MIBOR/4.31250 12/16/20-5Y LCH
000000000
1.000000
NC
249406.970000
0.0125070
N/A
DIR
IN
N
2
London Clearing house
N/A
Financial Benchmarks India Overnight Mumbai Interbank Outright Rate
N/A
N/A
Y
2025-12-16
178462.810000
INR
0.000000
INR
549300000.000000
INR
70944.160000
N
N
N
N/A
N/A
OIS INR MIBOR/4.39500 12/16/20-5Y LCH
000000000
1.000000
NC
-364244.900000
-0.0182657
N/A
DIR
IN
N
2
London Clearing house
N/A
Financial Benchmarks India Overnight Mumbai Interbank Outright Rate
N/A
N/A
Y
2025-12-16
202313.380000
INR
0.000000
INR
881400000.000000
INR
-566558.280000
N
N
N
N/A
N/A
OIS INR MIBOR/4.70950 03/17/21-5Y LCH
000000000
1.000000
NC
292222.400000
0.0146540
N/A
DIR
IN
N
2
London Clearing house
N/A
Financial Benchmarks India Overnight Mumbai Interbank Outright Rate
N/A
N/A
Y
2026-03-17
165209.040000
INR
0.000000
INR
1165000000.000000
INR
127013.360000
N
N
N
N/A
N/A
OIS INR MIBOR/5.25000 09/15/21-5Y LCH
000000000
1.000000
NC
63088.730000
0.0031637
N/A
DIR
IN
N
2
London Clearing house
N/A
Financial Benchmarks India Overnight Mumbai Interbank Outright Rate
N/A
N/A
Y
2026-09-15
521106.450000
INR
0.000000
INR
7490000000.000000
INR
-458017.720000
N
N
N
N/A
N/A
OIS INR MIBOR/5.25000 09/15/21-5Y LCH
000000000
1.000000
NC
12792.500000
0.0006415
N/A
DIR
IN
N
2
London Clearing house
N/A
Financial Benchmarks India Overnight Mumbai Interbank Outright Rate
N/A
N/A
Y
2026-09-15
31255.500000
INR
0.000000
INR
1518700000.000000
INR
-18463.000000
N
N
N
N/A
N/A
OIS INR MIBOR/5.26000 09/15/21-5Y LCH
000000000
1.000000
NC
-35026.120000
-0.0017564
N/A
DIR
IN
N
2
London Clearing house
N/A
Financial Benchmarks India Overnight Mumbai Interbank Outright Rate
N/A
N/A
Y
2026-09-15
280116.240000
INR
0.000000
INR
2386400000.000000
INR
-315142.360000
N
N
N
N/A
N/A
OIS INR MIBOR/5.40000 03/17/21-5Y LCH
000000000
1.000000
NC
-160928.990000
-0.0080701
N/A
DIR
IN
N
2
London Clearing house
N/A
Financial Benchmarks India Overnight Mumbai Interbank Outright Rate
N/A
N/A
Y
2026-03-17
0.000000
INR
-286567.790000
INR
1316200000.000000
INR
125638.800000
N
N
N
N/A
N/A
OIS INR MIBOR/5.50000 12/15/21-5Y LCH
000000000
1.000000
NC
294739.900000
0.0147803
N/A
DIR
IN
N
2
London Clearing house
N/A
Financial Benchmarks India Overnight Mumbai Interbank Outright Rate
N/A
N/A
Y
2026-12-15
397535.060000
INR
0.000000
INR
3761100000.000000
INR
-102795.160000
N
N
N
N/A
N/A
OIS INR MIBOR/5.75000 12/15/21-5Y LCH
000000000
1.000000
NC
-444666.600000
-0.0222986
N/A
DIR
IN
N
2
London Clearing house
N/A
Financial Benchmarks India Overnight Mumbai Interbank Outright Rate
N/A
N/A
Y
2026-12-15
39835.750000
INR
0.000000
INR
1981300000.000000
INR
-484502.350000
N
N
N
N/A
N/A
OIS INR R MIBOR/5.195 03/18/20 HUS
000000000
1.000000
NC
135156.860000
0.0067777
N/A
DIR
IN
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
Financial Benchmarks India Overnight Mumbai Interbank Outright Rate
N/A
N/A
Y
2025-03-18
0.000000
INR
0.000000
INR
2099000000.000000
INR
135156.860000
N
N
N
N/A
N/A
OIS JPY MUTKCALM/0.0500 03/16/22-10Y LCH
000000000
1.000000
NC
-1028960.720000
-0.0515991
N/A
DIR
JP
N
2
London Clearing house
N/A
N/A
BOJ Overnight Call Rate TONAR
Y
2032-03-16
0.000000
JPY
-59496.270000
JPY
33270000000.000000
JPY
-969464.450000
N
N
N
N/A
N/A
OIS SGD SIBCSORA/0.75000 09/15/21-5Y LCH
000000000
1.000000
NC
-2237139.850000
-0.1121855
N/A
DIR
SG
N
2
London Clearing house
N/A
N/A
Singapore Domestic Interbank Overnight Rate Average
Y
2026-09-15
0.000000
SGD
-1060749.610000
SGD
142700000.000000
SGD
-1176390.240000
N
N
N
N/A
N/A
OIS SGD SIBCSORA/1.00000 12/15/21-5Y LCH
000000000
1.000000
NC
3815462.650000
0.1913334
N/A
DIR
SG
N
2
London Clearing house
N/A
N/A
Singapore Domestic Interbank Overnight Rate Average
Y
2026-12-15
1443320.540000
SGD
0.000000
SGD
425400000.000000
SGD
2372142.110000
N
N
N
N/A
N/A
OIS SGD SIBCSORA/1.25000 03/16/22-5Y LCH
000000000
1.000000
NC
-159578.850000
-0.0080024
N/A
DIR
SG
N
2
London Clearing house
N/A
N/A
Singapore Domestic Interbank Overnight Rate Average
Y
2027-03-16
0.000000
SGD
-72612.270000
SGD
72600000.000000
SGD
-86966.580000
N
N
N
N/A
N/A
OIS USD SOFR/1.00000 03/16/22-5Y CME
000000000
1.000000
NC
USD
111078.400000
0.0055702
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2027-03-16
75095.810000
USD
0.000000
USD
12800000.000000
USD
35982.590000
N
N
N
N/A
N/A
OIS USD SOFR/1.50000 03/16/22-10Y CME
000000000
1.000000
NC
USD
-211979.200000
-0.0106301
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2032-03-16
0.000000
USD
-321662.210000
USD
16000000.000000
USD
109683.010000
N
N
N
N/A
N/A
OIS USD SOFR/1.75000 03/16/22-30Y CME
000000000
1.000000
NC
USD
786446.360000
0.0394378
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
USD-SOFR-COMPOUND
Y
2052-03-18
1024385.280000
USD
0.000000
USD
11600000.000000
USD
-237938.920000
N
N
N
N/A
N/A
ZCS BRL 10.1925 09/28/21-01/02/25 CME
000000000
1.000000
NC
59027.440000
0.0029600
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
-112318.650000
BRL
137600000.000000
BRL
171346.090000
N
N
N
N/A
N/A
ZCS BRL 10.445 12/08/21-01/04/27 CME
000000000
1.000000
NC
-65488.280000
-0.0032840
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2027-01-04
0.000000
BRL
0.000000
BRL
451800000.000000
BRL
-65488.280000
N
N
N
N/A
N/A
ZCS BRL 10.8125 10/20/21-01/02/25 CME
000000000
1.000000
NC
430320.780000
0.0215792
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
256200000.000000
BRL
430320.780000
N
N
N
N/A
N/A
ZCS BRL 11.575 11/24/21-01/04/27 CME
000000000
1.000000
NC
-670139.920000
-0.0336054
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2027-01-04
0.000000
BRL
0.000000
BRL
118800000.000000
BRL
-670139.920000
N
N
N
N/A
N/A
ZCS BRL 5.3375 07/22/20-01/02/25 CME
000000000
1.000000
NC
1427623.920000
0.0715908
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
814716.000000
BRL
0.000000
BRL
82200000.000000
BRL
612907.920000
N
N
N
N/A
N/A
ZCS BRL 5.615 09/02/20-01/02/25 CME
000000000
1.000000
NC
1208923.140000
0.0606237
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
649214.350000
BRL
0.000000
BRL
74500000.000000
BRL
559708.790000
N
N
N
N/A
N/A
ZCS BRL 5.675 04/22/20-01/02/25 CME
000000000
1.000000
NC
-1018441.940000
-0.0510716
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
-471204.460000
BRL
71900000.000000
BRL
-547237.480000
N
N
N
N/A
N/A
ZCS BRL 5.77 12/16/20-01/02/25 CME
000000000
1.000000
NC
-1460240.350000
-0.0732264
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
-814409.390000
BRL
86500000.000000
BRL
-645830.960000
N
N
N
N/A
N/A
ZCS BRL 5.84 12/09/20-01/02/25 CME
000000000
1.000000
NC
-3598226.070000
-0.1804397
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
-1949667.420000
BRL
219900000.000000
BRL
-1648558.650000
N
N
N
N/A
N/A
ZCS BRL 5.8525 02/18/20-01/02/25 CME
000000000
1.000000
NC
2830462.590000
0.1419388
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
1092413.320000
BRL
0.000000
BRL
225800000.000000
BRL
1738049.270000
N
N
N
N/A
N/A
ZCS BRL 5.8769 05/28/20-01/02/25 CME
000000000
1.000000
NC
-1367525.060000
-0.0685771
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
-575328.160000
BRL
103500000.000000
BRL
-792196.900000
N
N
N
N/A
N/A
ZCS BRL 5.95 09/16/20-01/02/25 CME
000000000
1.000000
NC
-1128983.330000
-0.0566150
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
-532559.890000
BRL
78500000.000000
BRL
-596423.440000
N
N
N
N/A
N/A
ZCS BRL 6.2375 01/17/20-01/02/25 CME
000000000
1.000000
NC
-488339.200000
-0.0244887
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
-95806.090000
BRL
50200000.000000
BRL
-392533.110000
N
N
N
N/A
N/A
ZCS BRL 6.27 01/03/20-01/02/25 CME
000000000
1.000000
NC
1159966.770000
0.0581687
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
194107.330000
BRL
0.000000
BRL
123300000.000000
BRL
965859.440000
N
N
N
N/A
N/A
ZCS BRL 6.4785 04/29/20-01/02/25 CME
000000000
1.000000
NC
31643.900000
0.0015868
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
4171.720000
BRL
0.000000
BRL
3500000.000000
BRL
27472.180000
N
N
N
N/A
N/A
ZCS BRL 6.62 10/07/20-01/02/25 CME
000000000
1.000000
NC
2027778.760000
0.1016867
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
569809.510000
BRL
0.000000
BRL
187800000.000000
BRL
1457969.250000
N
N
N
N/A
N/A
ZCS BRL 6.63 10/07/20-01/02/25 CME
000000000
1.000000
NC
1815033.300000
0.0910182
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
502173.990000
BRL
0.000000
BRL
169000000.000000
BRL
1312859.310000
N
N
N
N/A
N/A
ZCS BRL 6.84 02/24/21-01/02/25 CME
000000000
1.000000
NC
3236637.800000
0.1623072
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
1179027.560000
BRL
0.000000
BRL
267300000.000000
BRL
2057610.240000
N
N
N
N/A
N/A
ZCS BRL 6.91167 03/27/20-01/02/25 CME
000000000
1.000000
NC
-920662.840000
-0.0461683
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
-1919048.840000
BRL
154100000.000000
BRL
998386.000000
N
N
N
N/A
N/A
ZCS BRL 7.01 03/05/21-01/02/25 CME
000000000
1.000000
NC
1282507.810000
0.0643137
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
413305.240000
BRL
0.000000
BRL
112400000.000000
BRL
869202.570000
N
N
N
N/A
N/A
ZCS BRL 7.3275 03/17/21-01/02/25 CME
000000000
1.000000
NC
3496409.230000
0.1753339
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
-206491.820000
BRL
349600000.000000
BRL
3702901.050000
N
N
N
N/A
N/A
ZCS BRL 7.715 06/09/21-01/02/25 CME
000000000
1.000000
NC
-1678397.440000
-0.0841663
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
176500000.000000
BRL
-1678397.440000
N
N
N
N/A
N/A
ZCS BRL 8.075 05/25/21-01/02/25 CME
000000000
1.000000
NC
-113274.910000
-0.0056804
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
34972.420000
BRL
0.000000
BRL
15000000.000000
BRL
-148247.330000
N
N
N
N/A
N/A
ZCS BRL 8.18 07/07/21-01/02/25 CME
000000000
1.000000
NC
1554856.980000
0.0779712
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
200300000.000000
BRL
1554856.980000
N
N
N
N/A
N/A
ZCS BRL 8.55 03/23/20-01/02/25 CME
000000000
1.000000
NC
980496.850000
0.0491688
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
3083811.850000
BRL
0.000000
BRL
248700000.000000
BRL
-2103315.000000
N
N
N
N/A
N/A
ZCS BRL 8.73 08/04/21-01/02/25 CME
000000000
1.000000
NC
1284704.680000
0.0644239
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
223700000.000000
BRL
1284704.680000
N
N
N
N/A
N/A
ZCS BRL 8.985 08/11/21-01/02/25 CME
000000000
1.000000
NC
797457.110000
0.0399900
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
0.000000
BRL
0.000000
BRL
168600000.000000
BRL
797457.110000
N
N
N
N/A
N/A
ZCS BRL 9.63 08/18/21-01/02/25 CME
000000000
1.000000
NC
958332.740000
0.0480574
N/A
DIR
BR
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
Brazil Cetip DI Interbank Deposit Rate
Y
2025-01-02
146689.980000
BRL
0.000000
BRL
460500000.000000
BRL
811642.760000
N
N
N
N/A
N/A
SWISS MKT IX FUTR MAR22 XEUR 20220318
000000000
577.000000
NC
2062290.110000
0.1034173
N/A
DE
DE
N
1
Eurex
N/A
Long
SWISS MARKET INDEX
N/A
N/A
2022-03-18
81040891.130000
CHF
2062290.110000
N
N
N
N/A
N/A
TOPIX INDX FUTR MAR22 XOSE 20220310
000000000
21.000000
NC
93882.030000
0.0047079
N/A
DE
JP
N
1
OSAKA SECURITIES EXCHANGE
N/A
Long
TOKYO STOCK EXCHANGE TOKYO PRICE INDEX TOPIX
N/A
N/A
2022-03-10
3636616.530000
JPY
93882.030000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
12213.890000
0.0006125
N/A
DFE
N/A
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
2228224.130000
USD
1965000.000000
EUR
2022-03-16
12213.890000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
41340.650000
0.0020731
N/A
DFE
N/A
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
6243287.510000
USD
5512000.000000
EUR
2022-03-16
41340.650000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
25147.030000
0.0012610
N/A
DFE
GB
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
1256275.330000
USD
947000.000000
GBP
2022-03-16
25147.030000
N
N
N
N/A
N/A
BOUGHT IDR/SOLD USD
000000000
1.000000
NC
272916.100000
0.0136859
N/A
DFE
ID
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
25058770.000000
USD
363088045564.000000
IDR
2022-03-16
272916.100000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
2152.250000
0.0001079
N/A
DFE
MX
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
502194.310000
USD
10356000.000000
MXN
2022-01-21
2152.250000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
32012.990000
0.0016054
N/A
DFE
MX
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
1491422.230000
USD
31601000.000000
MXN
2022-03-18
32012.990000
N
N
N
N/A
N/A
SOLD CHF/BOUGHT USD
000000000
1.000000
NC
-1145726.190000
-0.0574546
N/A
DFE
CH
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
125375000.000000
CHF
136703719.240000
USD
2022-03-16
-1145726.190000
N
N
N
N/A
N/A
SOLD EUR/BOUGHT USD
000000000
1.000000
NC
-9277.650000
-0.0004652
N/A
DFE
N/A
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
1237000.000000
EUR
1401115.140000
USD
2022-03-16
-9277.650000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-306278.520000
-0.0153589
N/A
DFE
GB
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
11534000.000000
GBP
15300823.320000
USD
2022-03-16
-306278.520000
N
N
N
N/A
N/A
SOLD NOK/BOUGHT USD
000000000
1.000000
NC
-1455850.630000
-0.0730063
N/A
DFE
NO
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
467100000.000000
NOK
51513850.460000
USD
2022-03-16
-1455850.630000
N
N
N
N/A
N/A
SOLD NZD/BOUGHT USD
000000000
1.000000
NC
-734790.230000
-0.0368474
N/A
DFE
NZ
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
79917000.000000
NZD
53940802.300000
USD
2022-03-16
-734790.230000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
40624.670000
0.0020372
N/A
DFE
MX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1597728.930000
USD
33808000.000000
MXN
2022-02-18
40624.670000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
7494.960000
0.0003758
N/A
DFE
MX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
490228.380000
USD
10297000.000000
MXN
2022-03-04
7494.960000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
10662.940000
0.0005347
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
287198.350000
USD
4193000.000000
TRY
2022-03-16
10662.940000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
5446.850000
0.0002731
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
156377.150000
USD
2278000.000000
TRY
2022-03-16
5446.850000
N
N
N
N/A
N/A
BOUGHT ZAR/SOLD USD
000000000
1.000000
NC
-3673.400000
-0.0001842
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
512461.380000
USD
8190000.000000
ZAR
2022-03-16
-3673.400000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-1249229.460000
-0.0626449
N/A
DFE
AU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
82419000.000000
AUD
58725103.460000
USD
2022-03-16
-1249229.460000
N
N
N
N/A
N/A
LME LEAD FUTURE MAR22 XLME 20220314
000000000
588.000000
NC
USD
1077975.000000
0.0540570
N/A
DCO
GB
N
1
London Metals Exchange
213800NB8G5VRT1DXC91
Long
N/A
Lead
2022-03-14
34015800.000000
USD
1077975.000000
N
N
N
N/A
N/A
LME LEAD FUTURE MAR22 XLME 20220314
000000000
-98.000000
NC
USD
-89414.220000
-0.0044838
N/A
DCO
GB
N
1
London Metals Exchange
213800NB8G5VRT1DXC91
Short
N/A
Lead
2022-03-14
-5669300.000000
USD
-89414.220000
N
N
N
N/A
N/A
LME NICKEL FUTURE MAR22 XLME 20220314
000000000
311.000000
NC
USD
1468038.000000
0.0736175
N/A
DCO
GB
N
1
London Metals Exchange
213800NB8G5VRT1DXC91
Long
N/A
Nickel
2022-03-14
38800671.000000
USD
1468038.000000
N
N
N
N/A
N/A
LME ZINC FUTURE MAR22 XLME 20220314
000000000
416.000000
NC
USD
2655900.000000
0.1331850
N/A
DCO
GB
N
1
London Metals Exchange
213800NB8G5VRT1DXC91
Long
N/A
Zinc
2022-03-14
36899200.000000
USD
2655900.000000
N
N
N
N/A
N/A
31750J3J2 PIMCO FXVAN CALL GBP USD 1.43750000
000000000
50000000.000000
NC
67.680000
0.0000034
N/A
DFE
US
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Call
Purchased
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
ECTRVYYCEF89VWYS6K36
GBP - USD
000000000
0.000000
NC
USD
0.000000
0.000000
DFE
GB
0.000000
N/A
0.000000
N/A
2022-01-10
N/A
1.440000
GBP
2022-01-10
XXXX
-6565.320000
N
N
N
N/A
N/A
31750J717 PIMCO FXVAN CALL GBP USD 1.44000000
000000000
95000000.000000
NC
257.170000
0.0000129
N/A
DFE
US
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Call
Purchased
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
ECTRVYYCEF89VWYS6K36
BRITISH POUND STERLING
000000000
0.000000
NC
USD
0.000000
0.000000
DFE
GB
0.000000
N/A
0.000000
N/A
2022-01-27
N/A
1.440000
GBP
2022-01-27
XXXX
-12492.300000
N
N
N
N/A
N/A
31750J337 PIMCO FXVAN PUT USD CAD 1.20000000
000000000
50000000.000000
NC
USD
50.000000
0.0000025
N/A
DFE
US
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Put
Purchased
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
254900HROIFWPRGM1V77
USD - CAD
000000000
0.000000
NC
0.000000
0.000000
DFE
US
0.000000
N/A
0.000000
N/A
2022-01-04
N/A
1.200000
USD
2022-01-04
XXXX
-4950.000000
N
N
N
N/A
N/A
31750J3I4 PIMCO FXVAN PUT USD CHF 0.83500000
000000000
60000000.000000
NC
USD
60.000000
0.0000030
N/A
DFE
US
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Put
Purchased
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
254900HROIFWPRGM1V77
USD - CHF
000000000
0.000000
NC
0.000000
0.000000
DFE
US
0.000000
N/A
0.000000
N/A
2022-01-10
N/A
0.840000
USD
2022-01-10
XXXX
-5940.000000
N
N
N
N/A
N/A
31750J410 PIMCO FXVAN PUT USD CAD 1.18000000
000000000
60000000.000000
NC
USD
60.000000
0.0000030
N/A
DFE
US
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Put
Purchased
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
254900HROIFWPRGM1V77
USD - CAD
000000000
0.000000
NC
0.000000
0.000000
DFE
US
0.000000
N/A
0.000000
N/A
2022-01-07
N/A
1.180000
USD
2022-01-07
XXXX
-5940.000000
N
N
N
N/A
N/A
31750J626 PIMCO FXVAN PUT USD CAD 1.22000000
000000000
85000000.000000
NC
USD
3740.000000
0.0001875
N/A
DFE
US
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Put
Purchased
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
254900HROIFWPRGM1V77
USD - CAD
000000000
0.000000
NC
0.000000
0.000000
DFE
US
0.000000
N/A
0.000000
N/A
2022-01-17
N/A
1.220000
USD
2022-01-17
XXXX
-4760.000000
N
N
N
N/A
N/A
31750J766 PIMCO FXVAN PUT USD JPY 103.50000000
000000000
180000000.000000
NC
USD
1800.000000
0.0000903
N/A
DFE
US
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Put
Purchased
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
254900HROIFWPRGM1V77
USD - JPY
000000000
0.000000
NC
0.000000
0.000000
DFE
US
0.000000
N/A
0.000000
N/A
2022-02-02
N/A
103.500000
USD
2022-02-02
XXXX
-16200.000000
N
N
N
N/A
N/A
KC HRW WHEAT FUT MAY22 XCBT 20220513
000000000
714.000000
NC
USD
-645416.730000
-0.0323656
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
N/A
Kansas Wheat
2022-05-13
28631400.000000
USD
-645416.730000
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) MAY22 XCBT 20220513
000000000
208.000000
NC
USD
-299175.760000
-0.0150027
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
N/A
Wheat
2022-05-13
8052200.000000
USD
-299175.760000
N
N
N
N/A
N/A
WHITE SUGAR (ICE) MAR22 IFEU 20220211
000000000
185.000000
NC
USD
-41239.620000
-0.0020680
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
Refined Sugar
2022-02-11
4598175.000000
USD
-41239.620000
N
N
N
N/A
N/A
WIG20 INDEX FUT MAR22 WDER 20220318
000000000
1477.000000
NC
313885.060000
0.0157403
N/A
DE
PL
N
1
WARSAW STOCK EXCHANGE/FINANCIAL DERIVATIV
N/A
Long
WIG20 INDEX
N/A
N/A
2022-03-18
16708650.710000
PLN
313885.060000
N
N
N
BAT CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP COMPANY GUAR 08/22 VAR
05526DAX3
2000000.000000
PA
USD
2005241.720000
0.1005565
Long
DBT
CORP
US
N
2
2022-08-15
Floating
1.036
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PART SR UNSECURED 02/22 VAR
11120VAG8
900000.000000
PA
USD
900515.310000
0.0451580
Long
DBT
CORP
US
N
2
2022-02-01
Floating
1.18163
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CHARTER COMM OPT LLC/CAP SR SECURED 07/22 4.464
161175BB9
300000.000000
PA
USD
304458.930000
0.0152677
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.464
N
N
N
N
N
N
COMMODITY WAREHOUSE RECEIPT
N/A
GOLD CMX WR FAC 3002 SCOTIA SAL
965UFPII8
2294.000000
NS
USD
4192012.170000
0.2102162
Long
COMM
US
N
2
N
N
N
COMMODITY WAREHOUSE RECEIPT
N/A
GOLD CMX WR FAC 5001 HSBC SAL
965RNA908
17745.000000
NS
USD
32426877.020000
1.6261056
Long
COMM
US
N
2
N
N
N
DAIMLER TRUCKS FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS FINAN NA COMPANY GUAR 144A 06/23 VAR
233853AA8
7000000.000000
PA
USD
7009718.100000
0.3515152
Long
DBT
CORP
US
N
2
2023-06-14
Floating
0.549566
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
EBAY INC SR UNSECURED 01/23 2.75
278642AS2
1600000.000000
PA
USD
1635756.620000
0.0820280
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
2.75
N
N
N
N
N
N
EXPORT-IMPORT BANK OF INDIA
335800OFZ8YEIVN1QI11
EXPORT IMPORT BK INDIA SR UNSECURED REGS 08/22 VAR
ACI0WQLC3
1500000.000000
PA
USD
1505730.000000
0.0755076
Long
DBT
CORP
IN
N
2
2022-08-21
Floating
1.15963
N
N
N
N
N
N
EXPORT-IMPORT BANK OF KOREA (KEXIM)
549300APVP4R32PI3Y06
EXPORT IMPORT BANK KOREA SR UNSECURED 06/22 VAR
302154CX5
1500000.000000
PA
USD
1503203.310000
0.0753809
Long
DBT
NUSS
KR
N
2
2022-06-25
Floating
0.74475
N
N
N
N
N
N
FANNIE MAE REMICS 2014-84
N/A
FANNIE MAE FNR 2014 84 BF
3136AL2T7
1215246.300000
PA
USD
1224254.560000
0.0613925
Long
ABS-MBS
USGSE
US
N
2
2044-12-25
Floating
0.43638
N
N
N
N
N
N
FANNIE MAE REMICS 2016-40
N/A
FANNIE MAE FNR 2016 40 PF
3136ASM60
2059908.400000
PA
USD
2062666.210000
0.1034362
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Floating
0.53638
N
N
N
N
N
N
FANNIE MAE REMICS 2019-33
N/A
FANNIE MAE FNR 2019 33 FB
3136B45C8
2473381.390000
PA
USD
2503448.800000
0.1255401
Long
ABS-MBS
USGSE
US
N
2
2049-07-25
Floating
0.55188
N
N
N
N
N
N
FEDERAL HOME LOAN BANK (FLHB)
2549001DPIFGXC1TOL40
FED HOME LN DISCOUNT NT DISCOUNT NOT 02/22 0.00000
313385SP2
11000000.000000
PA
USD
10999908.370000
0.5516107
Long
DBT
USGSE
US
N
2
2022-02-02
None
0
N
N
N
N
N
N
PIMCO FUNDS
549300F9QJIJF2GM8419
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND
000000000
8490461.620000
PA
USD
84683864.180000
4.2466285
Long
STIV
RF
US
N
1
N
N
N
PIMCO FUNDS
LWVQWTQCFH3YG7CVH718
PIMCO PRV SHORT TERM FLT III MUTUAL FUND
000000000
13622271.090000
PA
USD
132381230.400000
6.6385009
Long
STIV
RF
US
N
1
N
N
N
COMMODITY WAREHOUSE RECEIPT
N/A
PLATINUM NYM WR 4001 BRINKS SAL
942QMB907
51.000000
NS
USD
49181.200000
0.0024663
Long
COMM
US
N
2
N
N
N
COMMODITY WAREHOUSE RECEIPT
N/A
PLATINUM NYM WR 4201 LOOMIS SAL
935JEQ908
3856.000000
NS
USD
3718484.380000
0.1864703
Long
COMM
US
N
2
N
N
N
COMMODITY WAREHOUSE RECEIPT
N/A
PLATINUM NYM WR FAC 4002 (BRINKS 2) SAL
935RFE906
3773.000000
NS
USD
3638444.390000
0.1824565
Long
COMM
US
N
2
N
N
N
COMMODITY WAREHOUSE RECEIPT
N/A
PLATINUM NYM WR FAC 6012 MALCA SAL
942PNM904
152.500000
NS
USD
147061.430000
0.0073747
Long
COMM
US
N
2
N
N
N
COMMODITY WAREHOUSE RECEIPT
N/A
PLATINUM NYM WR FAC 7001 MTB SAL
935TYE901
409.500000
NS
USD
394896.100000
0.0198028
Long
COMM
US
N
2
N
N
N
FREDDIE MAC 4730
N/A
FREDDIE MAC FHR 4730 WF
3137FBCF1
1654541.850000
PA
USD
1659071.320000
0.0831972
Long
ABS-MBS
USGSE
US
N
2
2038-08-15
Floating
0.43638
N
N
N
N
N
N
FREDDIE MAC REMICS 3984
N/A
FREDDIE MAC FHR 3984 DF
3137AKEE7
247900.640000
PA
USD
251685.120000
0.0126212
Long
ABS-MBS
USGSE
US
N
2
2042-01-15
Floating
0.65975
N
N
N
N
N
N
FREDDIE MAC REMICS 4265
N/A
FREDDIE MAC FHR 4265 FM
3137B5R39
871014.240000
PA
USD
880569.530000
0.0441578
Long
ABS-MBS
USGSE
US
N
2
2043-11-15
Floating
0.50975
N
N
N
N
N
N
FREDDIE MAC REMICS 4367
N/A
FREDDIE MAC FHR 4367 GF
3137BCL48
1096349.410000
PA
USD
1092514.710000
0.0547862
Long
ABS-MBS
USGSE
US
N
2
2037-03-15
Floating
0.43638
N
N
N
N
N
N
FREDDIE MAC REMICS 4736
N/A
FREDDIE MAC FHR 4736 AF
3137FCHA5
1460951.900000
PA
USD
1481662.650000
0.0743007
Long
ABS-MBS
USGSE
US
N
2
2042-08-15
Floating
0.43638
N
N
N
N
N
N
COMMODITY WAREHOUSE RECEIPT
N/A
SILVER CMX WR FAC 2001 JPM SAL
942ZQU901
49450.000000
NS
USD
1153494.530000
0.0578441
Long
COMM
US
N
2
N
N
N
COMMODITY WAREHOUSE RECEIPT
N/A
SILVER CMX WR FAC 2025 CNT SAL
935LYL902
34500.000000
NS
USD
804763.630000
0.0403564
Long
COMM
US
N
2
N
N
N
COMMODITY WAREHOUSE RECEIPT
N/A
SILVER CMX WR FAC 3002 SCOTIA SAL
936QAY908
319950.000000
NS
USD
7463307.920000
0.3742613
Long
COMM
US
N
2
N
N
N
COMMODITY WAREHOUSE RECEIPT
N/A
SILVER CMX WR FAC 4001 BRINKS SAL
936QAX900
30200.000000
NS
USD
704459.760000
0.0353264
Long
COMM
US
N
2
N
N
N
COMMODITY WAREHOUSE RECEIPT
N/A
SILVER CMX WR FAC 4203 LOOMIS3 SAL
942YJP903
491950.000000
NS
USD
11475462.820000
0.5754582
Long
COMM
US
N
2
N
N
N
COMMODITY WAREHOUSE RECEIPT
N/A
SILVER CMX WR FAC 5001(HSBC) SAL
966MYNII9
39650.000000
NS
USD
924895.010000
0.0463806
Long
COMM
US
N
2
N
N
N
GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD 2017-2A
N/A
GOLDENTREE LOAN MANAGEMENT US GLM 2017 2A AR 144A
38136MAU2
4000000.000000
PA
USD
3994025.200000
0.2002878
Long
ABS-CBDO
CORP
KY
N
2
2030-11-20
Floating
1.034
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 01/23 VAR
38141GXQ2
2000000.000000
PA
USD
2000084.640000
0.1002979
Long
DBT
CORP
US
N
2
2023-01-27
Floating
0.45972
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC SR UNSECURED 12/23 1.217
38141GZE7
1200000.000000
PA
USD
1203313.250000
0.0603424
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
1.217
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FB
38375UUZ1
668134.840000
PA
USD
672864.970000
0.0337421
Long
ABS-MBS
USGSE
US
N
2
2065-03-20
Floating
0.71113
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01
N/A
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FV
38380LPB3
1132907.660000
PA
USD
1120732.640000
0.0562012
Long
ABS-MBS
USGSE
US
N
2
2068-12-20
Floating
0.58438
N
N
N
N
N
N
HARBEN FINANCE 2017-1 PLC 17-1X
N/A
HARBEN FINANCE HRBN 2017 1X A REGS
ACI12FW02
668319.960000
PA
905599.510000
0.0454130
Long
ABS-MBS
CORP
GB
N
2
2056-08-20
Floating
0.91438
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL FIXED BOND BONDS 01/22 5.5
977UCSII1
9910000.000000
PA
3362569.030000
0.1686222
Long
DBT
NUSS
IL
N
2
2022-01-31
Fixed
5.5
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL FIXED BOND BONDS 07/22 0.75
BJGTFKII9
780000.000000
PA
252757.680000
0.0126750
Long
DBT
NUSS
IL
N
2
2022-07-31
Fixed
0.75
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL MAKAM BILL BILLS 02/22 0.00000
ACI1VNWB9
3340000.000000
PA
1074317.700000
0.0538736
Long
DBT
MUN
IL
N
2
2022-02-02
None
0
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL MAKAM BILL BILLS 03/22 0.00000
ACI1W7SY8
5690000.000000
PA
1830199.920000
0.0917788
Long
DBT
MUN
IL
N
2
2022-03-02
None
0
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL MAKAM BILL BILLS 04/22 0.00000
ACI1WZJ67
7700000.000000
PA
2476596.600000
0.1241935
Long
DBT
MUN
IL
N
2
2022-04-06
None
0
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL MAKAM BILL BILLS 06/22 0.00000
ACI1YD9F5
5800000.000000
PA
1865395.070000
0.0935437
Long
DBT
MUN
IL
N
2
2022-06-08
None
0
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL MAKAM BILL BILLS 08/22 0.00000
ACI201R74
4550000.000000
PA
1463297.090000
0.0733797
Long
DBT
MUN
IL
N
2
2022-08-03
None
0
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL MAKAM BILL BILLS 10/22 0.00000
ACI20YST3
10000.000000
PA
3216.040000
0.0001613
Long
DBT
MUN
IL
N
2
2022-10-07
None
0
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL MAKAM BILL BILLS 11/22 0.00000
ACI21KLL6
39610000.000000
PA
12738087.770000
0.6387749
Long
DBT
MUN
IL
N
2
2022-11-02
None
0
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL MAKAM BILL BILLS 12/22 0.00000
ACI229M05
18800000.000000
PA
6046150.630000
0.3031954
Long
DBT
MUN
IL
N
2
2022-12-07
None
0
N
N
N
N
N
N
ISRAEL GOVT
213800T8ZHTFZIBYPE21
ISRAEL TREASURY BILL MOF BILLS 02/22 0.00000
ACI1X2M81
500000.000000
PA
160826.000000
0.0080649
Long
DBT
NUSS
IL
N
2
2022-02-28
None
0
N
N
N
N
N
N
JP MORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE + CO SR UNSECURED 02/24 3.875
46625HJT8
10000000.000000
PA
USD
10591659.200000
0.5311383
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.875
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
KOREA DEVELOPMENT BANK SR UNSECURED 02/23 VAR
500630CZ9
9200000.000000
PA
USD
9216978.780000
0.4622024
Long
DBT
CORP
KR
N
2
2023-02-18
Floating
0.51
N
N
N
N
N
N
LLOYDS BANK PLC
H7FNTJ4851HG0EXQ1Z70
LLOYDS BANK PLC SR UNSECURED 08/22 2.25
53944VAS8
4000000.000000
PA
USD
4039698.280000
0.2025781
Long
DBT
CORP
GB
N
2
2022-08-14
Fixed
2.25
N
N
N
N
N
N
METROPOLITAN TRANSPORTATION AUTHORITY
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE MTATRN 11/22 FIXED 0.777
59261AM79
9700000.000000
PA
USD
9709016.150000
0.4868765
Long
DBT
MUN
US
N
2
2022-11-15
Fixed
0.777
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 07/22 VAR
606822AQ7
3400000.000000
PA
USD
3414002.930000
0.1712015
Long
DBT
CORP
JP
N
2
2022-07-25
Floating
0.91388
N
N
N
N
N
N
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FIN GRP SR UNSECURED 07/23 VAR
606822AZ7
400000.000000
PA
USD
403571.540000
0.0202378
Long
DBT
CORP
JP
N
2
2023-07-26
Floating
0.98488
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 09/22 VAR
60687YAN9
2600000.000000
PA
USD
2612043.770000
0.1309858
Long
DBT
CORP
JP
N
2
2022-09-11
Floating
1.08088
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP INC
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL GROUP SR UNSECURED 09/24 VAR
60687YBM0
1800000.000000
PA
USD
1806900.350000
0.0906104
Long
DBT
CORP
JP
N
2
2024-09-08
Floating
0.8
N
N
N
N
N
N
NATIONWIDE BUILDING SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY COVERED 144A 02/23 1.7
638602BR2
6800000.000000
PA
USD
6873493.650000
0.3446840
Long
DBT
CORP
GB
N
2
2023-02-13
Fixed
1.7
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
NORDEA BANK ABP SR UNSECURED 144A 08/23 VAR
65557CAZ6
200000.000000
PA
USD
202193.060000
0.0101393
Long
DBT
CORP
FI
N
2
2023-08-30
Floating
1.11538
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES SR UNSECURED 11/24 2.2
693475AY1
6000000.000000
PA
USD
6164303.940000
0.3091204
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.2
N
N
N
N
N
N
QUALCOMM INCORPORATED
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC SR UNSECURED 01/23 VAR
747525AS2
500000.000000
PA
USD
503047.540000
0.0252262
Long
DBT
CORP
US
N
2
2023-01-30
Floating
0.85863
N
N
N
N
N
N
RECKITT BENCKISER TREASURY SERVICES PLC
213800LAXWIUOOBZ3908
RECKITT BENCKISER TSY COMPANY GUAR 144A 06/22 VAR
75625QAF6
500000.000000
PA
USD
501005.760000
0.0251239
Long
DBT
CORP
GB
N
2
2022-06-24
Floating
0.77975
N
N
N
N
N
N
RESIDENTIAL MORTGAGE SECURITIES 32 PLC 32A
N/A
RESIDENTIAL MORTGAGE SECURITIE RMS 32A A 144A
ACI1PKR28
1130905.180000
PA
1545393.460000
0.0774966
Long
ABS-MBS
CORP
GB
N
2
2070-06-20
Floating
1.4204
N
N
N
N
N
N
RIPON MORTGAGES PLC 1X
N/A
RIPON MORTGAGES RIPON 1X A2 REGS
ACI0WLGW6
560851.000000
PA
759752.480000
0.0380992
Long
ABS-MBS
CORP
GB
N
2
2056-08-20
Floating
0.91438
N
N
N
N
N
N
SLC STUDENT LOAN TRUST 2006-1
N/A
SLC STUDENT LOAN TRUST SLCLT 2006 1 A5
784427AE6
405791.160000
PA
USD
405249.880000
0.0203220
Long
ABS-O
CORP
US
N
2
2027-03-15
Floating
0.31275
N
N
N
N
N
N
SLC STUDENT LOAN TRUST-2005-3
N/A
SLC STUDENT LOAN TRUST SLCLT 2005 3 A3
784420AP6
646923.690000
PA
USD
645645.690000
0.0323771
Long
ABS-O
CORP
US
N
2
2029-06-15
Floating
0.32275
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2003-10A
N/A
SLM STUDENT LOAN TRUST SLMA 2003 10A A3 144A
78442GJG2
294746.290000
PA
USD
294788.060000
0.0147827
Long
ABS-O
CORP
US
N
2
2027-12-15
Floating
0.67275
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2003-11
N/A
SLM STUDENT LOAN TRUST SLMA 2003 11 A6 144A
78442GJS6
383750.280000
PA
USD
383729.710000
0.0192428
Long
ABS-O
CORP
US
N
2
2025-12-15
Floating
0.75275
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2013-2
N/A
SLM STUDENT LOAN TRUST SLMA 2013 2 A
78446CAA9
699938.490000
PA
USD
694194.790000
0.0348117
Long
ABS-O
CORP
US
N
2
2043-06-25
Floating
0.55275
N
N
N
N
N
N
SOUTHERN CALIFORNIA EDISON COMPANY
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL EDISON 1ST MORTGAGE 12/22 VAR
842400HL0
9200000.000000
PA
USD
9209674.810000
0.4618361
Long
DBT
CORP
US
N
2
2022-12-02
Floating
0.519715
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
SUMITOMO MITSUI FINL GRP SR UNSECURED 07/22 VAR
86562MAP5
2500000.000000
PA
USD
2508541.330000
0.1257954
Long
DBT
CORP
JP
N
2
2022-07-12
Floating
0.90113
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORPORATION
Z2VZBHUMB7PWWJ63I008
TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/22 VAR
89236TFD2
600000.000000
PA
USD
600558.790000
0.0301161
Long
DBT
CORP
US
N
2
2022-05-17
Floating
0.55788
N
N
N
N
N
N
TRINITY SQUARE 2021-1 PLC A
N/A
TRINITY SQUARE TRINI 2021 1A A 144A
ACI1WK7V8
12551285.950000
PA
17048859.810000
0.8549465
Long
ABS-MBS
CORP
GB
N
2
2059-07-15
Floating
0.92738
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 03/22 0.00000
912796S26
6000000.000000
PA
USD
5999715.000000
0.3008668
Long
DBT
UST
US
N
2
2022-03-01
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 03/22 0.00000
912796S75
33300000.000000
PA
USD
33297336.000000
1.6697563
Long
DBT
UST
US
N
2
2022-03-08
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 03/22 0.00000
912796S83
56600000.000000
PA
USD
56595758.400000
2.8380987
Long
DBT
UST
US
N
2
2022-03-15
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 03/22 0.00000
912796S91
130500000.000000
PA
USD
130482186.750000
6.5432699
Long
DBT
UST
US
N
2
2022-03-22
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 03/22 0.00000
912796T25
10800000.000000
PA
USD
10798533.790000
0.5415124
Long
DBT
UST
US
N
2
2022-03-29
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
CASH MGMT BILL 04/22 0.00000
912796U23
53000000.000000
PA
USD
52988354.840000
2.6571988
Long
DBT
UST
US
N
2
2022-04-26
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/22 0.00000
912796C31
12700000.000000
PA
USD
12699809.500000
0.6368554
Long
DBT
UST
US
N
2
2022-01-27
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/22 0.00000
912796K73
15000000.000000
PA
USD
14999958.300000
0.7522006
Long
DBT
UST
US
N
2
2022-01-13
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/22 0.00000
912796K81
24500000.000000
PA
USD
24499913.270000
1.2285933
Long
DBT
UST
US
N
2
2022-01-20
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/22 0.00000
912796Q51
15530000.000000
PA
USD
15530015.070000
0.7787812
Long
DBT
UST
US
N
2
2022-01-04
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/22 0.00000
912796Q77
16800000.000000
PA
USD
16799929.940000
0.8424635
Long
DBT
UST
US
N
2
2022-01-18
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 01/22 0.00000
912796Q85
34700000.000000
PA
USD
34699708.520000
1.7400809
Long
DBT
UST
US
N
2
2022-01-25
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/22 0.00000
912796D30
231000000.000000
PA
USD
230992492.500000
11.5835445
Long
DBT
UST
US
N
2
2022-02-24
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/22 0.00000
912796L72
40000000.000000
PA
USD
39998838.810000
2.0058155
Long
DBT
UST
US
N
2
2022-02-10
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/22 0.00000
912796L80
162600000.000000
PA
USD
162594918.760000
8.1536221
Long
DBT
UST
US
N
2
2022-02-17
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/22 0.00000
912796Q93
28800000.000000
PA
USD
28799536.040000
1.4442058
Long
DBT
UST
US
N
2
2022-02-01
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 02/22 0.00000
912796R84
13200000.000000
PA
USD
13199645.180000
0.6619206
Long
DBT
UST
US
N
2
2022-02-15
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 03/22 0.00000
912796F38
2700000.000000
PA
USD
2699694.010000
0.1353811
Long
DBT
UST
US
N
2
2022-03-24
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 03/22 0.00000
912796L98
18200000.000000
PA
USD
18198732.370000
0.9126090
Long
DBT
UST
US
N
2
2022-03-03
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 03/22 0.00000
912796M97
97900000.000000
PA
USD
97893269.390000
4.9090385
Long
DBT
UST
US
N
2
2022-03-10
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 03/22 0.00000
912796N21
74500000.000000
PA
USD
74492408.450000
3.7355592
Long
DBT
UST
US
N
2
2022-03-17
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 03/22 0.00000
912796N39
102400000.000000
PA
USD
102388204.550000
5.1344453
Long
DBT
UST
US
N
2
2022-03-31
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 04/22 0.00000
912796G45
23800000.000000
PA
USD
23795091.250000
1.1932487
Long
DBT
UST
US
N
2
2022-04-21
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 04/22 0.00000
912796N47
62900000.000000
PA
USD
62888831.470000
3.1536764
Long
DBT
UST
US
N
2
2022-04-07
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 04/22 0.00000
912796P29
18700000.000000
PA
USD
18696327.510000
0.9375618
Long
DBT
UST
US
N
2
2022-04-14
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
TREASURY BILL 04/22 0.00000
912796P37
39700000.000000
PA
USD
39690964.280000
1.9903766
Long
DBT
UST
US
N
2
2022-04-28
None
0
N
N
N
N
N
N
UNITED STATES GOVT
254900HROIFWPRGM1V77
WI TREASURY SEC. 05/22 0
912796P45
95300000.000000
PA
USD
95276181.670000
4.7777998
Long
DBT
UST
US
N
2
2022-05-05
None
0
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS SR UNSECURED 03/22 VAR
92343VDX9
1800000.000000
PA
USD
1803147.700000
0.0904222
Long
DBT
CORP
US
N
2
2022-03-16
Floating
1.21088
N
N
N
N
N
N
N/A
N/A
FIXED INC CLEARING CORP.REPO
000000000
10167000.000000
PA
USD
10167000.000000
0.5098430
Long
RA
US
N
2
Repurchase
N
0.0000001
2022-01-03
10427100.000000
USD
10370432.260000
USD
UST
N
N
N
N/A
N/A
J P MORGAN TERM REPO
000000000
58100000.000000
PA
USD
58100000.000000
2.9135317
Long
RA
US
N
2
Repurchase
N
0.0400000
2022-01-03
54202000.000000
USD
59065359.010000
USD
UST
N
N
N
N/A
N/A
AMSTERDAM IDX FUT JAN22 XEUE 20220121
000000000
28.000000
NC
86004.770000
0.0043129
N/A
DE
NL
N
1
EURONEXT EQF, EQUITIES AND INDICES DERIVATIVES
N/A
Long
N/A
AEX-INDEX
2022-01-21
5085750.650000
EUR
86004.770000
N
N
N
N/A
N/A
31750J774 PIMCO FXVAN CALL AUD USD 0.79000000
000000000
110000000.000000
NC
1040.400000
0.0000522
N/A
DFE
US
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Call
Purchased
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
N/A
213800J6B7JSBDETCB42
AUD - USD
000000000
0.000000
NC
USD
0.000000
0.000000
DFE
AU
0.000000
N/A
0.000000
N/A
2022-01-27
N/A
0.790000
AUD
2022-01-27
XXXX
-6937.900000
N
N
N
N/A
N/A
AUST 10Y BOND FUT MAR22 XSFE 20220315
000000000
402.000000
NC
-140585.250000
-0.0070499
N/A
DIR
AU
N
1
ASX - SYDNEY FUTURES EXCHANGE LIMITED
N/A
Long
N/A
AUSTRALIA GOVT
2022-03-15
40702978.200000
AUD
-140585.250000
N
N
N
N/A
N/A
BANK ACCEPT FUTR MAR23 XMOD 20230313
000000000
-212.000000
NC
146200.720000
0.0073315
N/A
DIR
CA
N
1
THE MONTREAL EXCHANGE / BOURSE DE MONTREAL
N/A
Short
N/A
BAFUT
2023-03-13
-41090240.720000
CAD
146200.720000
N
N
N
N/A
N/A
BOUGHT CNH/SOLD USD
000000000
1.000000
NC
366494.160000
0.0183785
N/A
DFE
CN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
116042102.160000
USD
743370000.000000
CNY
2022-03-16
366494.160000
N
N
N
N/A
N/A
BOUGHT CNH/SOLD USD
000000000
1.000000
NC
689681.470000
0.0345853
N/A
DFE
CN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
115783409.190000
USD
745161296.300000
CNY
2022-04-13
689681.470000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
46050.270000
0.0023093
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
11213148.410000
USD
9875000.000000
EUR
2022-03-16
46050.270000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
18299.700000
0.0009177
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1874385.850000
USD
1660000.000000
EUR
2022-03-16
18299.700000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
27809.180000
0.0013945
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2855685.850000
USD
2529000.000000
EUR
2022-03-16
27809.180000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
15036.650000
0.0007540
N/A
DFE
N/A
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2736198.430000
USD
2413000.000000
EUR
2022-03-16
15036.650000
N
N
N
N/A
N/A
BOUGHT INR/SOLD USD
000000000
1.000000
NC
1419569.120000
0.0711869
N/A
DFE
IN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
78469784.000000
USD
6002962016.940000
INR
2022-03-16
1419569.120000
N
N
N
N/A
N/A
BOUGHT JPY/SOLD USD
000000000
1.000000
NC
-474287.820000
-0.0237840
N/A
DFE
JP
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
43966008.300000
USD
5000000000.000000
JPY
2022-03-16
-474287.820000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
1047.430000
0.0000525
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
946778.900000
USD
19661000.000000
MXN
2022-03-18
1047.430000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
24981.820000
0.0012528
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1816677.370000
USD
38202000.000000
MXN
2022-03-18
24981.820000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
107033.360000
0.0053674
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
6955302.820000
USD
144792016.400000
MXN
2022-01-12
107033.360000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
105241.000000
0.0052775
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
17408000.000000
USD
363143831.550000
MXN
2022-03-16
105241.000000
N
N
N
N/A
N/A
BOUGHT SGD/SOLD USD
000000000
1.000000
NC
37315.120000
0.0018712
N/A
DFE
SG
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
11700000.000000
USD
15823138.500000
SGD
2022-03-16
37315.120000
N
N
N
N/A
N/A
BOUGHT TWD/SOLD USD
000000000
1.000000
NC
-68519.220000
-0.0034360
N/A
DFE
TW
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
45458193.000000
USD
1251614065.000000
TWD
2022-03-16
-68519.220000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-211059.340000
-0.0105840
N/A
DFE
AU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
14900000.000000
AUD
10631313.900000
USD
2022-03-16
-211059.340000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-210836.080000
-0.0105728
N/A
DFE
AU
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
17300000.000000
AUD
12377959.700000
USD
2022-03-16
-210836.080000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
23615.130000
0.0011842
N/A
DFE
CA
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
30000000.000000
CAD
23736481.380000
USD
2022-03-16
23615.130000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
-1454932.520000
-0.0729603
N/A
DFE
CA
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
137713000.000000
CAD
107397399.150000
USD
2022-03-16
-1454932.520000
N
N
N
N/A
N/A
SOLD CNH/BOUGHT USD
000000000
1.000000
NC
-689407.690000
-0.0345716
N/A
DFE
CN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
745161296.300000
CNY
115999698.050000
USD
2022-03-16
-689407.690000
N
N
N
N/A
N/A
SOLD INR/BOUGHT USD
000000000
1.000000
NC
-702588.340000
-0.0352326
N/A
DFE
IN
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
3712157500.000000
INR
48700000.000000
USD
2022-03-16
-702588.340000
N
N
N
N/A
N/A
SOLD JPY/BOUGHT USD
000000000
1.000000
NC
4052103.660000
0.2032002
N/A
DFE
JP
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
33020400000.000000
JPY
291274905.050000
USD
2022-03-16
4052103.660000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
-109656.050000
-0.0054989
N/A
DFE
MX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
144792016.400000
MXN
6889116.990000
USD
2022-03-04
-109656.050000
N
N
N
N/A
N/A
SOLD SEK/BOUGHT USD
000000000
1.000000
NC
-9485.400000
-0.0004757
N/A
DFE
SE
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
100000000.000000
SEK
11063635.820000
USD
2022-03-16
-9485.400000
N
N
N
N/A
N/A
SOLD SGD/BOUGHT USD
000000000
1.000000
NC
-123274.910000
-0.0061818
N/A
DFE
SG
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
10428796.710000
SGD
7612616.000000
USD
2022-03-16
-123274.910000
N
N
N
N/A
N/A
BOUGHT AUD/SOLD USD
000000000
1.000000
NC
1560174.490000
0.0782378
N/A
DFE
AU
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
81322128.370000
USD
113900000.000000
AUD
2022-03-16
1560174.490000
N
N
N
N/A
N/A
BOUGHT CAD/SOLD USD
000000000
1.000000
NC
16804.700000
0.0008427
N/A
DFE
CA
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
1154610.890000
USD
1482000.000000
CAD
2022-03-16
16804.700000
N
N
N
N/A
N/A
BOUGHT CAD/SOLD USD
000000000
1.000000
NC
6745.050000
0.0003382
N/A
DFE
CA
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
1295091.310000
USD
1647000.000000
CAD
2022-03-16
6745.050000
N
N
N
N/A
N/A
BOUGHT CHF/SOLD USD
000000000
1.000000
NC
42709.170000
0.0021417
N/A
DFE
CH
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
3783315.160000
USD
3479794.920000
CHF
2022-03-16
42709.170000
N
N
N
N/A
N/A
BOUGHT KRW/SOLD USD
000000000
1.000000
NC
-171056.950000
-0.0085780
N/A
DFE
KR
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
12400000.000000
USD
14566900000.000000
KRW
2022-03-16
-171056.950000
N
N
N
N/A
N/A
SOLD AUD/BOUGHT USD
000000000
1.000000
NC
-1561238.430000
-0.0782912
N/A
DFE
AU
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
113900000.000000
AUD
81330135.540000
USD
2022-04-13
-1561238.430000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-11459.330000
-0.0005746
N/A
DFE
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
343000.000000
GBP
452667.250000
USD
2022-03-16
-11459.330000
N
N
N
N/A
N/A
SOLD MYR/BOUGHT USD
000000000
1.000000
NC
-387174.980000
-0.0194156
N/A
DFE
MY
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
76518580.000000
MYR
17960000.000000
USD
2022-03-16
-387174.980000
N
N
N
N/A
N/A
SOLD THB/BOUGHT USD
000000000
1.000000
NC
-29233.610000
-0.0014660
N/A
DFE
TH
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
403058450.030000
THB
12033176.000000
USD
2022-03-16
-29233.610000
N
N
N
N/A
N/A
SOLD ZAR/BOUGHT USD
000000000
1.000000
NC
9150.260000
0.0004589
N/A
DFE
ZA
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
37098000.000000
ZAR
2313792.070000
USD
2022-03-16
9150.260000
N
N
N
N/A
N/A
BIST 30 FUTURES FEB22 XIST 20220228
000000000
16349.000000
NC
-958973.850000
-0.0480895
N/A
DE
TR
N
1
ISTANBUL STOCK EXCHANGE
N/A
Long
BIST 30 INDEX
N/A
N/A
2022-02-28
25915679.950000
TRY
-958973.850000
N
N
N
N/A
N/A
BOUGHT CHF/SOLD USD
000000000
1.000000
NC
1281087.490000
0.0642425
N/A
DFE
CH
N
2
BNP Paribas S.A.
N/A
111362387.560000
USD
102450000.000000
CHF
2022-03-16
1281087.490000
N
N
N
N/A
N/A
BOUGHT CZK/SOLD USD
000000000
1.000000
NC
81546.760000
0.0040893
N/A
DFE
CZ
N
2
BNP Paribas S.A.
N/A
13200000.000000
USD
292189101.600000
CZK
2022-03-16
81546.760000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
3909.910000
0.0001961
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
400851.160000
USD
355000.000000
EUR
2022-03-16
3909.910000
N
N
N
N/A
N/A
BOUGHT EUR/SOLD USD
000000000
1.000000
NC
30238.060000
0.0015163
N/A
DFE
N/A
N
2
BNP Paribas S.A.
N/A
4039035.870000
USD
3569000.000000
EUR
2022-03-16
30238.060000
N
N
N
N/A
N/A
BOUGHT IDR/SOLD USD
000000000
1.000000
NC
228946.290000
0.0114809
N/A
DFE
ID
N
2
BNP Paribas S.A.
N/A
11154153.000000
USD
162034149800.000000
IDR
2022-01-21
228946.290000
N
N
N
N/A
N/A
BOUGHT JPY/SOLD USD
000000000
1.000000
NC
-111379.050000
-0.0055853
N/A
DFE
JP
N
2
BNP Paribas S.A.
N/A
10375425.080000
USD
1180000000.000000
JPY
2022-03-16
-111379.050000
N
N
N
N/A
N/A
BOUGHT JPY/SOLD USD
000000000
1.000000
NC
-160620.190000
-0.0080546
N/A
DFE
JP
N
2
BNP Paribas S.A.
N/A
14766810.010000
USD
1679192000.000000
JPY
2022-03-16
-160620.190000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
8436.140000
0.0004230
N/A
DFE
MX
N
2
BNP Paribas S.A.
N/A
546097.710000
USD
11443000.000000
MXN
2022-02-18
8436.140000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
4661.090000
0.0002337
N/A
DFE
MX
N
2
BNP Paribas S.A.
N/A
447814.880000
USD
9337000.000000
MXN
2022-02-18
4661.090000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
56358.870000
0.0028262
N/A
DFE
MX
N
2
BNP Paribas S.A.
N/A
3000000.000000
USD
63374784.300000
MXN
2022-03-16
56358.870000
N
N
N
N/A
N/A
BOUGHT MXN/SOLD USD
000000000
1.000000
NC
297.990000
0.0000149
N/A
DFE
MX
N
2
BNP Paribas S.A.
N/A
50000.000000
USD
1042948.220000
MXN
2022-03-16
297.990000
N
N
N
N/A
N/A
BOUGHT PLN/SOLD USD
000000000
1.000000
NC
4401.790000
0.0002207
N/A
DFE
PL
N
2
BNP Paribas S.A.
N/A
427117.200000
USD
1748000.000000
PLN
2022-03-16
4401.790000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-564661.020000
-0.0283160
N/A
DFE
BR
N
2
BNP Paribas S.A.
N/A
110340265.770000
BRL
18900000.000000
USD
2022-03-16
-564661.020000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
-386747.170000
-0.0193942
N/A
DFE
CA
N
2
BNP Paribas S.A.
N/A
49400000.000000
CAD
38660439.260000
USD
2022-03-16
-386747.170000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
31855.230000
0.0015974
N/A
DFE
CA
N
2
BNP Paribas S.A.
N/A
57000000.000000
CAD
45086301.110000
USD
2022-03-16
31855.230000
N
N
N
N/A
N/A
SOLD CHF/BOUGHT USD
000000000
1.000000
NC
-300648.930000
-0.0150766
N/A
DFE
CH
N
2
BNP Paribas S.A.
N/A
33000000.000000
CHF
35982754.450000
USD
2022-03-16
-300648.930000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-1248708.670000
-0.0626188
N/A
DFE
GB
N
2
BNP Paribas S.A.
N/A
56125000.000000
GBP
74696201.250000
USD
2022-03-16
-1248708.670000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-796166.160000
-0.0399252
N/A
DFE
GB
N
2
BNP Paribas S.A.
N/A
25875000.000000
GBP
34216297.880000
USD
2022-03-16
-796166.160000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-7132.160000
-0.0003577
N/A
DFE
GB
N
2
BNP Paribas S.A.
N/A
640000.000000
GBP
858876.610000
USD
2022-03-16
-7132.160000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-48389.310000
-0.0024266
N/A
DFE
IL
N
2
BNP Paribas S.A.
N/A
62571671.120000
ILS
20090000.000000
USD
2022-03-16
-48389.310000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-15071.200000
-0.0007558
N/A
DFE
IL
N
2
BNP Paribas S.A.
N/A
15613319.310000
ILS
5010000.000000
USD
2022-03-16
-15071.200000
N
N
N
N/A
N/A
SOLD INR/BOUGHT USD
000000000
1.000000
NC
-274903.890000
-0.0137856
N/A
DFE
IN
N
2
BNP Paribas S.A.
N/A
2229800517.000000
INR
29400000.000000
USD
2022-03-16
-274903.890000
N
N
N
N/A
N/A
SOLD INR/BOUGHT USD
000000000
1.000000
NC
-464853.540000
-0.0233109
N/A
DFE
IN
N
2
BNP Paribas S.A.
N/A
1334868000.000000
INR
17300000.000000
USD
2022-03-16
-464853.540000
N
N
N
N/A
N/A
SOLD KRW/BOUGHT USD
000000000
1.000000
NC
168810.720000
0.0084653
N/A
DFE
KR
N
2
BNP Paribas S.A.
N/A
15641639696.000000
KRW
13300000.000000
USD
2022-03-16
168810.720000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
8346.040000
0.0004185
N/A
DFE
MX
N
2
BNP Paribas S.A.
N/A
144792016.400000
MXN
7070682.220000
USD
2022-01-12
8346.040000
N
N
N
N/A
N/A
SOLD NZD/BOUGHT USD
000000000
1.000000
NC
-122393.170000
-0.0061376
N/A
DFE
NZ
N
2
BNP Paribas S.A.
N/A
70800000.000000
NZD
48315760.800000
USD
2022-03-16
-122393.170000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
-5925.700000
-0.0002972
N/A
DFE
PE
N
2
BNP Paribas S.A.
N/A
8899119.600000
PEN
2180034.690000
USD
2022-10-05
-5925.700000
N
N
N
N/A
N/A
SOLD RUB/BOUGHT USD
000000000
1.000000
NC
-13903.970000
-0.0006972
N/A
DFE
RU
N
2
BNP Paribas S.A.
N/A
440964754.800000
RUB
5800000.000000
USD
2022-03-16
-13903.970000
N
N
N
N/A
N/A
SOLD THB/BOUGHT USD
000000000
1.000000
NC
-782636.640000
-0.0392468
N/A
DFE
TH
N
2
BNP Paribas S.A.
N/A
1717731321.220000
THB
50624246.890000
USD
2022-03-16
-782636.640000
N
N
N
N/A
N/A
BOVESPA INDEX FUT TRS EQUITY MEI
000000000
1.000000
NC
1699135.010000
0.0852063
N/A
DE
BR
N
2
MERRILL LYNCH INTERNATIONAL
GGDZP1UYGU9STUHRDP48
N/A
BRAZIL IBOVESPA INDEX
Y
Single Leg Swap
2022-02-16
0.000000
BRL
0.000000
BRL
214427837.000000
BRL
1699135.010000
N
N
N
N/A
N/A
BRENT CRUDE FUTR MAY22 IFEU 20220331
000000000
9.000000
NC
USD
58845.690000
0.0029509
N/A
DCO
GB
N
1
Intercontinental Exchange
5493000F4ZO33MV32P92
Long
N/A
Brent Oil
2022-03-31
692100.000000
USD
58845.690000
N
N
N
N/A
N/A
CAC40 10 EURO FUT JAN22 XPAR 20220121
000000000
111.000000
NC
88256.590000
0.0044258
N/A
DE
FR
N
1
EURONEXT PARIS MONEP
N/A
Long
CAC-40 INDEX
N/A
N/A
2022-01-21
9026856.070000
EUR
88256.590000
N
N
N
N/A
N/A
CBOE VIX FUTURE JAN22 XCBF 20220119
000000000
-177.000000
NC
USD
375142.420000
0.0188122
N/A
DE
US
N
1
CBOE FUTURES EXCHANGE
N/A
Short
CBOE SPX VOLATILITY INDEX
N/A
N/A
2022-01-19
-3482386.500000
USD
375142.420000
N
N
N
N/A
N/A
CDX EM35 ICE
000000000
1.000000
NC
USD
-39446.850000
-0.0019781
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.EM.35
Y
Single Leg Swap
2026-06-21
0.000000
USD
-27240.000000
USD
1200000.000000
USD
-12206.850000
N
N
N
N/A
N/A
CDX EM36 ICE
000000000
1.000000
NC
USD
3205464.120000
0.1607439
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.EM.36
Y
Single Leg Swap
2026-12-22
3952098.500000
USD
0.000000
USD
80180000.000000
USD
-746634.380000
N
N
N
N/A
N/A
CDX HY37 5Y ICE
000000000
1.000000
NC
USD
4351151.770000
0.2181965
N/A
DCR
US
N
2
Intercontinental Exchange
5493000F4ZO33MV32P92
N/A
CDX.NA.HY.37
Y
Single Leg Swap
2026-12-22
4213300.000000
USD
0.000000
USD
46300000.000000
USD
137851.770000
N
N
N
N/A
N/A
BOUGHT BRL/SOLD USD
000000000
1.000000
NC
15214.390000
0.0007630
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
8070871.560000
USD
45039498.760000
BRL
2022-01-04
15214.390000
N
N
N
N/A
N/A
BOUGHT CAD/SOLD USD
000000000
1.000000
NC
2189197.120000
0.1097813
N/A
DFE
CA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
212004381.160000
USD
270984000.000000
CAD
2022-03-16
2189197.120000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
-1260795.080000
-0.0632249
N/A
DFE
CL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
14117707.110000
USD
10997411484.000000
CLP
2022-02-02
-1260795.080000
N
N
N
N/A
N/A
BOUGHT CLP/SOLD USD
000000000
1.000000
NC
-137890.590000
-0.0069148
N/A
DFE
CL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
12000000.000000
USD
10218000000.000000
CLP
2022-03-16
-137890.590000
N
N
N
N/A
N/A
BOUGHT CZK/SOLD USD
000000000
1.000000
NC
26820.170000
0.0013449
N/A
DFE
CZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1794392.360000
USD
40066000.000000
CZK
2022-03-16
26820.170000
N
N
N
N/A
N/A
BOUGHT CZK/SOLD USD
000000000
1.000000
NC
824.190000
0.0000413
N/A
DFE
CZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
159723.970000
USD
3532000.000000
CZK
2022-03-16
824.190000
N
N
N
N/A
N/A
BOUGHT CZK/SOLD USD
000000000
1.000000
NC
968.740000
0.0000486
N/A
DFE
CZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
191807.240000
USD
4241000.000000
CZK
2022-03-16
968.740000
N
N
N
N/A
N/A
BOUGHT GBP/SOLD USD
000000000
1.000000
NC
4603259.510000
0.2308389
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
301652624.000000
USD
226330000.000000
GBP
2022-03-16
4603259.510000
N
N
N
N/A
N/A
BOUGHT HUF/SOLD USD
000000000
1.000000
NC
-36035.690000
-0.0018071
N/A
DFE
HU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
8900000.000000
USD
2896906390.000000
HUF
2022-03-16
-36035.690000
N
N
N
N/A
N/A
BOUGHT HUF/SOLD USD
000000000
1.000000
NC
2162.290000
0.0001084
N/A
DFE
HU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
392133.170000
USD
128863000.000000
HUF
2022-03-16
2162.290000
N
N
N
N/A
N/A
BOUGHT HUF/SOLD USD
000000000
1.000000
NC
2836.460000
0.0001422
N/A
DFE
HU
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
355989.760000
USD
117271000.000000
HUF
2022-03-16
2836.460000
N
N
N
N/A
N/A
BOUGHT JPY/SOLD USD
000000000
1.000000
NC
-288869.310000
-0.0144859
N/A
DFE
JP
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
26383901.600000
USD
3000000000.000000
JPY
2022-03-16
-288869.310000
N
N
N
N/A
N/A
BOUGHT SGD/SOLD USD
000000000
1.000000
NC
105914.700000
0.0053113
N/A
DFE
SG
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
35000000.000000
USD
47326475.000000
SGD
2022-03-16
105914.700000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
9139.400000
0.0004583
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
126471.670000
USD
1909000.000000
TRY
2022-03-16
9139.400000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
521525.340000
0.0261529
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2162494.000000
USD
37783000.000000
TRY
2022-03-16
521525.340000
N
N
N
N/A
N/A
BOUGHT TRY/SOLD USD
000000000
1.000000
NC
-113378.610000
-0.0056856
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1015273.890000
USD
12696000.000000
TRY
2022-03-16
-113378.610000
N
N
N
N/A
N/A
SOLD BRL/BOUGHT USD
000000000
1.000000
NC
-132582.190000
-0.0066486
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
45039498.760000
BRL
7953503.760000
USD
2022-01-04
-132582.190000
N
N
N
N/A
N/A
SOLD CAD/BOUGHT USD
000000000
1.000000
NC
-2194283.600000
-0.1100364
N/A
DFE
CA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
270984000.000000
CAD
211965908.240000
USD
2022-04-14
-2194283.600000
N
N
N
N/A
N/A
SOLD GBP/BOUGHT USD
000000000
1.000000
NC
-4625124.740000
-0.2319354
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
226330000.000000
GBP
301575445.470000
USD
2022-04-14
-4625124.740000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-17160.210000
-0.0008605
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1450435.000000
ILS
449426.770000
USD
2022-02-02
-17160.210000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-8780.410000
-0.0004403
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
690207.000000
ILS
213250.630000
USD
2022-02-02
-8780.410000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-16181.510000
-0.0008115
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1150223.000000
ILS
353827.670000
USD
2022-01-31
-16181.510000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-29435.430000
-0.0014761
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1779822.000000
ILS
543258.040000
USD
2022-03-02
-29435.430000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-17500.100000
-0.0008776
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1070214.000000
ILS
326862.750000
USD
2022-03-02
-17500.100000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-16154.140000
-0.0008101
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
791232.000000
ILS
239390.050000
USD
2022-08-01
-16154.140000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-87403.210000
-0.0043830
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5200000.000000
ILS
1586841.420000
USD
2022-04-06
-87403.210000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-34695.690000
-0.0017399
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2499750.000000
ILS
770149.120000
USD
2022-04-06
-34695.690000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-41500.960000
-0.0020811
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2999940.000000
ILS
925878.830000
USD
2022-06-08
-41500.960000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-38424.330000
-0.0019269
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2799720.000000
ILS
864391.240000
USD
2022-06-08
-38424.330000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-19561.670000
-0.0009810
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1800090.000000
ILS
561852.150000
USD
2022-08-03
-19561.670000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-29966.250000
-0.0015027
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2750137.000000
ILS
858304.700000
USD
2022-08-03
-29966.250000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-4386.300000
-0.0002200
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1500600.000000
ILS
478461.880000
USD
2022-03-02
-4386.300000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-1708.720000
-0.0000857
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
422120.000000
ILS
134080.840000
USD
2022-01-31
-1708.720000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-40.430000
-0.0000020
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
10005.000000
ILS
3198.120000
USD
2022-10-07
-40.430000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-3818.840000
-0.0001915
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
1200600.000000
ILS
382399.310000
USD
2022-02-02
-3818.840000
N
N
N
N/A
N/A
SOLD ILS/BOUGHT USD
000000000
1.000000
NC
-84084.670000
-0.0042166
N/A
DFE
IL
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
18803760.000000
ILS
6015278.310000
USD
2022-12-07
-84084.670000
N
N
N
N/A
N/A
SOLD MXN/BOUGHT USD
000000000
1.000000
NC
-1176245.760000
-0.0589850
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
639658413.600000
MXN
29476259.570000
USD
2022-04-18
-1176245.760000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
-34309.520000
-0.0017205
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
6677900.000000
PEN
1636138.670000
USD
2022-02-07
-34309.520000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
-536795.140000
-0.0269186
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
65696940.960000
PEN
15859249.480000
USD
2022-03-17
-536795.140000
N
N
N
N/A
N/A
SOLD PEN/BOUGHT USD
000000000
1.000000
NC
-7683.700000
-0.0003853
N/A
DFE
PE
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
20220000.000000
PEN
5023228.080000
USD
2022-04-28
-7683.700000
N
N
N
N/A
N/A
SOLD RON/BOUGHT USD
000000000
1.000000
NC
-282.760000
-0.0000142
N/A
DFE
RO
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
190000.000000
RON
43131.740000
USD
2022-03-16
-282.760000
N
N
N
N/A
N/A
SOLD TRY/BOUGHT USD
000000000
1.000000
NC
-714770.400000
-0.0358435
N/A
DFE
TR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
41427000.000000
TRY
2228110.500000
USD
2022-03-16
-714770.400000
N
N
N
N/A
N/A
SOLD ZAR/BOUGHT USD
000000000
1.000000
NC
314276.680000
0.0157600
N/A
DFE
ZA
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
435091222.390000
ZAR
27343481.000000
USD
2022-03-16
314276.680000
N
N
N
2022-02-15
PIMCO Funds
/s/ Jason Nagler
Jason Nagler
Assistant Treasurer
XXXX