Fixed Income SHares: Series R Holdings history

Fund Profile

Current holdings

Data for period

30 Sep 24

(Last reporting period)

Total assets

$381.14 mm

Liabilities

$223.45 mm

Net assets

$157.69 mm

Number of holdings

179.00

Holding trends

Total assets and liabilities

Assets

Liabilities

Total number of holdings

Holdings history data

$Dollar values in millions. Negative values are Short positions. "0" is less than $100,000.

Filter holdings

All historic holdings

Current

Data to display

$Value

#Units

%Holdings

Shade data

Download data

Holding	Mar 20	Jun 20	Sep 20	Dec 20	Mar 21	Jun 21	Sep 21	Sep 21	Dec 21	Mar 22	Jun 22	Sep 22	Dec 22	Mar 23	Jun 23	Sep 23	Dec 23	Mar 24	Jun 24	Sep 24
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
AREIT TRUST 2020-CRE4
ARGENTINA GOVT
ASSET BACKED FUNDING CERTS 2005-WF1
AT&T INC
ATLAS SENIOR LOAN FUND LTD 2017-8A
AUSTRALIA GOVT
AVOCA STATIC CLO I DAC 1A
BANC OF AMERICA FUNDING CORP 2006-J
BRAZIL GOVT
CANADA GOVT
CARLYLE EURO CLO 2018-2 DAC 18-2A
CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A
CIT MTGE LOAN TRUST 2007-1
CITIGROUP MORTGAGE LOAN TR 2006-AMC1
CITIGROUP MORTGAGE LOAN TRUST 2015-2
CITIGROUP MTGE LOAN TR INC 2007-AMC2
CITY OF BUENOS AIRES
CMLTI 2005-HE4
COUNTRYWIDE ALT LOAN TRUST 2006-OA17
COUNTRYWIDE ASSET-BACKED CERT 2005-11
DEUTSCHE BANK AG/NEW YORK BRANCH
DRYDEN XXV SENIOR LOAN FUND 2012-25A
EGCLO 2018-1A
ELMWOOD CLO 24 LTD 2023-3A
FANNIE MAE 2007-4
FHLMC PASS THRU POOLS FED HM LN PC POOL 1A1082 FH 07/36 FLOATING VAR
FHLMC PASS THRU POOLS FED HM LN PC POOL 1J1334 FH 09/36 FLOATING VAR
FIRST FRANKLIN MTG LOAN 2004-FF11
FNMA PASS THRU POOLS FNMA POOL AS6311 FN 12/45 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL 806506 FN 10/44 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL BJ8195 FN 01/48 FIXED 3.5
FRANCE GOVT
GNMA PASS THRU POOLS GNMA II TBA 30 YR 3.5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 3.5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 3.5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 2.5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 2.5 JUMBOS
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H22
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H23
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H24
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27 GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FD
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27 GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-HF15
GRIFONAS FINANCE NO.1 PLC GRIF-1
GSR MORTGAGE LOAN TRUST 2005-AR6
HARBORVIEW MORTGAGE LOAN TR 2005-9
HOME EQUITY ASSET TRUST 2004-3
HUNGARY GOVT
INDYMAC INDX MTGE LOAN TRUST 2004-AR10
ING BANK NV/AMSTERDAM BRANCH
INTERNATIONAL LEASE FINANCE CORPORATION
ITALY GOVT
JAPAN GOVT JAPAN GOVT CPI LINKED BONDS 03/28 0.1
JAPAN GOVT JAPAN GOVT CPI LINKED BONDS 03/29 0.1
JYSKE REALKREDIT KGS
KKR CLO LTD 18
LLOYDS BANKING GROUP PLC
LOANCORE ISSUER LTD 2019-CRE2
MAN EURO CLO 2023-1 DAC 23-1A
MAN GLG EURO 6A
MAN GLG EURO CLO II DAC 2A
MAN GLG EURO CLO V DAC 5A
MARATHON STATIC CLO 2022-18A LTD MARATHON STATIC CLO LTD MSTAT 2022 18A A1R2 144A
MARATHON STATIC CLO 2022-18A LTD MARATHON STATIC CLO LTD MSTAT 2022 18A A1R 144A
MASSACHUSETTS EDUC FINANCING AUTH 2008-1
MEXICO GOVT
MORGAN STANLEY CAPITAL INC 2005-HE2
MORTGAGEIT TRUST 2004-2
MOUNTAIN VIEW CLO LTD 15-10A
N/A SOLD CAD BOUGHT USD 20241002
N/A SHORT EURO-BTP FU DEC24 XEUR 20241206
N/A 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901
N/A BOUGHT NOK SOLD USD 20241002
N/A RFR USD SOFR/4.25000 12/20/23-2Y LCH
N/A BOUGHT PLN SOLD USD 20241002
N/A US LONG BOND(CBT) DEC24 XCBT 20241219
N/A INF SWAP EM NI 2.736 10/15/23-30Y LCH
N/A SOLD JPY BOUGHT USD 20241002
N/A SOLD DKK BOUGHT USD 20241002
N/A INF SWAP EM NI 2.58 03/15/22-30Y LCH
N/A SOLD NOK BOUGHT USD 20241002
N/A RFR USD SOFR/3.08500 02/13/24-10Y LCH
N/A 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829
N/A US 2YR NOTE (CBT) DEC24 XCBT 20241231
N/A RFR GBP SONIO/4.25000 09/18/24-2Y LCH
N/A EURO-SCHATZ FUT DEC24 XEUR 20241206
N/A SOLD EUR BOUGHT USD 20241002
N/A SOLD DKK BOUGHT USD 20241002
N/A IRS EUR 1.00000 05/18/22-5Y LCH
N/A BOUGHT AUD SOLD USD 20241002
N/A INF SWAP EM NI 2.034 09/15/24-10Y LCH
N/A SOLD PEN BOUGHT USD 20241218
N/A RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH
N/A INF SWAP GB NI 3.5 08/15/24-10Y LCH
N/A IRS EUR 0.65000 04/12/22-5Y LCH
N/A EURO-OAT FUTURE DEC24 XEUR 20241206
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A US ULTRA BOND CBT DEC24 XCBT 20241219
N/A BOUGHT MXN SOLD USD 20250211
N/A BOUGHT EUR SOLD USD 20241002
N/A RFR USD SOFR/4.75750 01/18/24-2Y LCH
N/A SOLD DKK BOUGHT USD 20241104
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A SOLD PLN BOUGHT USD 20241002
N/A BOUGHT EUR SOLD USD 20241002
N/A INF SWAP EM NI 3.0 05/15/22-5Y LCH
N/A BOUGHT DKK SOLD USD 20241002
N/A SOLD JPY BOUGHT USD 20241105
N/A SOLD PLN BOUGHT USD 20241018
N/A SOLD DKK BOUGHT USD 20241104
N/A US 10YR NOTE (CBT)DEC24 XCBT 20241219
N/A EURO-SCHATZ OPT NOV24C 107.3 EXP 10/25/2024
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A BOUGHT DKK SOLD USD 20241002
N/A SOLD JPY BOUGHT USD 20241002
N/A SOLD PLN BOUGHT USD 20241025
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A RFR JPY MUTK/0.50000 12/15/21-10Y LCH
N/A SOLD PLN BOUGHT USD 20241104
N/A BOUGHT DKK SOLD USD 20241002
N/A 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901
N/A SOLD PLN BOUGHT USD 20241018
N/A INF SWAP EM NI 2.049 08/15/24-10Y LCH
N/A SOLD EUR BOUGHT USD 20241104
N/A INF SWAP EM NI 2.72 06/15/22-10Y LCH
N/A RFRF USD SOFR/2.34000 11/21/23-5Y LCH
N/A SOLD AUD BOUGHT USD 20241002
N/A US 10YR ULTRA FUT DEC24 XCBT 20241219
N/A SOLD DKK BOUGHT USD 20241104
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A IRS EUR 2.50000 03/19/25-10Y LCH
N/A RFR JPY MUTK/0.55000 09/14/23-5Y LCH
N/A IRS EUR 2.25000 03/19/25-30Y LCH
N/A INF SWAP EM NI 2.7 04/15/23-30Y LCH
N/A BOUGHT PLN SOLD USD 20241002
N/A IRS EUR 0.19700 11/08/22-30Y LCH
N/A BOUGHT EUR SOLD USD 20241002
N/A US 5YR NOTE (CBT) DEC24 XCBT 20241231
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A SOLD PLN BOUGHT USD 20241018
N/A BOUGHT MXN SOLD USD 20241211
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A RFR USD SOFR/2.86500 02/13/24-30Y LCH
N/A EURO-BUND FUTURE DEC24 XEUR 20241206
N/A SOLD PLN BOUGHT USD 20241104
N/A SOLD NOK BOUGHT USD 20241104
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH
N/A INF SWAP US IT 1.8825 11/20/19-10Y LCH
N/A RFRF USD SOFR/2.23650 11/21/23-30Y LCH
N/A IRS EUR 0.65000 05/11/22-5Y LCH
N/A SOLD PLN BOUGHT USD 20241018
N/A EURO-BOBL FUTURE DEC24 XEUR 20241206
N/A RFR EUR ESTRON/3.47500 02/26/24-1Y LCH
N/A SOLD DKK BOUGHT USD 20241002
N/A 317U71EA6 PIMCO SWAPTION 3.25 CALL USD 2024100
N/A 3MO EURO EURIBOR SEP25 IFLL 20250915
N/A IRS EUR 0.19500 11/04/22-30Y LCH
N/A INF SWAP GB NI 3.466 09/15/24-10Y LCH
N/A BOUGHT JPY SOLD USD 20241002
N/A SOLD DKK BOUGHT USD 20241104
N/A BOUGHT JPY SOLD USD 20241002
N/A 3MO EURO EURIBOR SEP26 IFLL 20260914
N/A EURO-BTP FUTURE DEC24 XEUR 20241206
N/A BOUGHT DKK SOLD USD 20241002
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A SOLD PLN BOUGHT USD 20241025
N/A BOUGHT MXN SOLD USD 20250213
N/A SOLD JPY BOUGHT USD 20241002
N/A AUST 10Y BOND FUT DEC24 XSFE 20241216
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP EM NI 2.763 09/15/23-30Y LCH
N/A SOLD BRL BOUGHT USD 20241104
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A SOLD PLN BOUGHT USD 20241025
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A IRS EUR 2.87880 06/12/23-9Y* LCH
N/A BOUGHT DKK SOLD USD 20241002
N/A INF SWAP EM NI 2.6 05/15/22-10Y LCH
N/A SOLD PLN BOUGHT USD 20241104
N/A RFR USD SOFR/3.50000 06/20/24-30Y CME
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A GOLD 100 OZ FUTR DEC24 XCEC 20241227
N/A SOLD DKK BOUGHT USD 20241104
N/A EURO-BUXL 30Y BND DEC24 XEUR 20241206
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829
N/A SOLD DKK BOUGHT USD 20241104
N/A BOUGHT DKK SOLD USD 20241002
N/A SOLD JPY BOUGHT USD 20241105
N/A IRS EUR 1.00000 05/13/22-5Y LCH
N/A BOUGHT EUR SOLD USD 20240702
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A US 5YR NOTE (CBT) SEP24 XCBT 20240930
N/A EURO-OAT FUTURE SEP24 XEUR 20240906
N/A SOLD PEN BOUGHT USD 20240918
N/A INF SWAP EM NI 1.71 03/15/18-15Y LCH
N/A SOLD JPY BOUGHT USD 20240702
N/A EURO-BUND FUTURE SEP24 XEUR 20240906
N/A BOUGHT JPY SOLD USD 20240702
N/A INF SWAP US IT 2.51 09/08/23-1Y LCH
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A SOLD DKK BOUGHT USD 20240702
N/A SOLD JPY BOUGHT USD 20240802
N/A SOLD DKK BOUGHT USD 20240802
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A BOUGHT MXN SOLD USD 20240918
N/A FIXED INC CLEARING CORP.REPO
N/A SOLD CAD BOUGHT USD 20240802
N/A 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901
N/A IRS EUR 2.50000 09/18/24-30Y LCH
N/A 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829
N/A EURO-BTP FUTURE SEP24 XEUR 20240906
N/A BOUGHT NOK SOLD USD 20240702
N/A IRS EUR 2.75000 09/18/24-10Y LCH
N/A INF SWAP EM NI 2.356 11/15/23-10Y LCH
N/A AUST 10Y BOND FUT SEP24 XSFE 20240916
N/A EURO-BUXL 30Y BND SEP24 XEUR 20240906
N/A 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901
N/A US 10YR NOTE (CBT)SEP24 XCBT 20240919
N/A SOLD PLN BOUGHT USD 20240722
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A EURO-BOBL FUTURE SEP24 XEUR 20240906
N/A SOLD EUR BOUGHT USD 20240702
N/A SOLD NOK BOUGHT USD 20240802
N/A US 10YR ULTRA FUT SEP24 XCBT 20240919
N/A J P MORGAN TERM REPO
N/A EURO-SCHATZ FUT SEP24 XEUR 20240906
N/A BOUGHT NZD SOLD USD 20240702
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A SOLD JPY BOUGHT USD 20240702
N/A INF SWAP US IT 2.50 09/07/23-1Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A US 2YR NOTE (CBT) SEP24 XCBT 20240930
N/A INF SWAP EM NI 2.62 11/15/23-30Y LCH
N/A BOUGHT DKK SOLD USD 20240702
N/A SOLD DKK BOUGHT USD 20240702
N/A SOLD MXN BOUGHT USD 20240918
N/A SOLD BRL BOUGHT USD 20240802
N/A SOLD NOK BOUGHT USD 20240702
N/A SOLD AUD BOUGHT USD 20240802
N/A BOUGHT EUR SOLD USD 20240702
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A SOLD NZD BOUGHT USD 20240702
N/A INF SWAP EM NI 2.47 07/15/22-10Y LCH
N/A SOLD DKK BOUGHT USD 20240802
N/A SOLD EUR BOUGHT USD 20240802
N/A BOUGHT AUD SOLD USD 20240702
N/A SOLD AUD BOUGHT USD 20240702
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A BOUGHT DKK SOLD USD 20240702
N/A SHORT EURO-BTP FU SEP24 XEUR 20240906
N/A 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829
N/A SOLD CAD BOUGHT USD 20240702
N/A BOUGHT CAD SOLD USD 20240702
N/A US LONG BOND(CBT) SEP24 XCBT 20240919
N/A EURO-SCHATZ OPT AUG24C 106.2 EXP 07/26/2024
N/A US ULTRA BOND CBT SEP24 XCBT 20240919
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A BOUGHT EUR SOLD USD 20240702
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A US 10YR ULTRA FUT JUN24 XCBT 20240618
N/A SOLD EUR BOUGHT USD 20240502
N/A SOLD JPY BOUGHT USD 20240502
N/A SOLD DKK BOUGHT USD 20240402
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A US 10YR NOTE (CBT)JUN24 XCBT 20240618
N/A 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829
N/A RFR USD SOFR/3.80000 04/18/24-2Y LCH
N/A SOLD JPY BOUGHT USD 20240402
N/A SOLD NZD BOUGHT USD 20240402
N/A INF SWAP EM NI 2.62 11/15/23-30Y LCH
N/A BOUGHT EUR SOLD USD 20240402
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A BOUGHT EUR SOLD USD 20240402
N/A 317U54UA4 PIMCO SWAPTION 4.269 CALL USD 202405
N/A SOLD DKK BOUGHT USD 20240502
N/A FIXED INC CLEARING CORP.REPO
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A SHORT EURO-BTP FU JUN24 XEUR 20240606
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A EURIBOR 3M OPT APR24C 96.75 EXP 04/12/2024
N/A SOLD JPY BOUGHT USD 20240402
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A AUST 10Y BOND FUT JUN24 XSFE 20240617
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A SOLD DKK BOUGHT USD 20240502
N/A INF SWAP US IT 2.89 04/05/23-1Y LCH
N/A BOUGHT MXN SOLD USD 20240514
N/A EURO-BUND FUTURE JUN24 XEUR 20240606
N/A US 2YR NOTE (CBT) JUN24 XCBT 20240628
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A BOUGHT JPY SOLD USD 20240402
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A SOLD EUR BOUGHT USD 20240402
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A BOUGHT CAD SOLD USD 20240402
N/A SOLD PLN BOUGHT USD 20240722
N/A INF SWAP EM NI 2.5475 11/15/23-30Y LCH
N/A RFRF USD SOFR/2.23650 11/21/23-30Y LCH
N/A EURO-BUXL 30Y BND JUN24 XEUR 20240606
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.50 09/07/23-1Y LCH
N/A SOLD CAD BOUGHT USD 20240502
N/A BOUGHT JPY SOLD USD 20240402
N/A EURO-BTP FUTURE JUN24 XEUR 20240606
N/A US ULTRA BOND CBT JUN24 XCBT 20240618
N/A US 5YR NOTE (CBT) JUN24 XCBT 20240628
N/A SOLD NOK BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20240502
N/A BOUGHT NZD SOLD USD 20240402
N/A EURO-BOBL FUTURE JUN24 XEUR 20240606
N/A INF SWAP US IT 2.51 09/08/23-1Y LCH
N/A BOUGHT EUR SOLD USD 20240402
N/A EURO-SCHATZ FUT JUN24 XEUR 20240606
N/A BOUGHT EUR SOLD USD 20240402
N/A BOUGHT NZD SOLD USD 20240502
N/A US LONG BOND(CBT) JUN24 XCBT 20240618
N/A SOLD BRL BOUGHT USD 20240503
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901
N/A SOLD DKK BOUGHT USD 20240402
N/A 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A SOLD CAD BOUGHT USD 20240402
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A 317U4WRA7 PIMCO SWAPTION 3.8 CALL USD 20240416
N/A SOLD DKK BOUGHT USD 20240402
N/A GOLD 100 OZ FUTR JUN24 XCEC 20240626
N/A EURO-OAT FUTURE JUN24 XEUR 20240606
N/A SOLD MXN BOUGHT USD 20240620
N/A SOLD NOK BOUGHT USD 20240502
N/A SOLD PEN BOUGHT USD 20240620
N/A BOUGHT EUR SOLD USD 20240402
N/A 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A EURO-BUXL 30Y BND MAR24 XEUR 20240307
N/A RFR USD SOFR/3.90000 03/22/24-2Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A SOLD HUF BOUGHT USD 20240104
N/A EURO-OAT FUTURE MAR24 XEUR 20240307
N/A BOUGHT MXN SOLD USD 20240131
N/A SOLD NOK BOUGHT USD 20240109
N/A SOLD DKK BOUGHT USD 20240109
N/A BOUGHT MXN SOLD USD 20240131
N/A 317U4AMA0 PIMCO SWAPTION 4.7575 CALL USD 20240
N/A SOLD JPY BOUGHT USD 20240109
N/A DEUTSCHE BANK REPO REPO
N/A US ULTRA BOND CBT MAR24 XCBT 20240319
N/A INF SWAP US IT 2.51 09/08/23-1Y LCH
N/A SOLD HUF BOUGHT USD 20240104
N/A 317U4SEA0 PIMCO SWAPTION 3.9 CALL USD 20240320
N/A BOUGHT HUF SOLD USD 20240104
N/A 317U4J1A4 PIMCO SWAPTION 4.7 CALL USD 20240213
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A BOUGHT DKK SOLD USD 20240109
N/A SOLD BRL BOUGHT USD 20240202
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A SOLD JPY BOUGHT USD 20240109
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.5 09/07/23-1Y LCH
N/A SOLD HUF BOUGHT USD 20240104
N/A 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A GOLD 100 OZ FUTR FEB24 XCEC 20240227
N/A SOLD HUF BOUGHT USD 20240104
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A SOLD EUR BOUGHT USD 20240109
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A INF SWAP US IT 2.89 04/05/23-1Y LCH
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A DEUTSCHE BANK REPO REPO
N/A SOLD EUR BOUGHT USD 20240109
N/A RFR USD SOFR/4.90000 11/15/23-2Y LCH
N/A RFRF USD SOFR/2.23650 11/21/23-30Y LCH
N/A SOLD DKK BOUGHT USD 20240109
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A INF SWAP EM NI 2.62 11/15/23-30Y LCH
N/A 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901
N/A IRS EUR 2.75000 03/20/24-30Y LCH
N/A RFR USD SOFR/4.86800 12/22/23-2Y LCH
N/A SOLD HUF BOUGHT USD 20240104
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A SOLD HUF BOUGHT USD 20240104
N/A 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901
N/A US 5YR NOTE (CBT) MAR24 XCBT 20240328
N/A FIXED INC CLEARING CORP.REPO
N/A EURO-SCHATZ FUT MAR24 XEUR 20240307
N/A SOLD CAD BOUGHT USD 20240109
N/A BOUGHT NZD SOLD USD 20240109
N/A INF SWAP EM NI 2.5475 11/15/23-30Y LCH
N/A 317U4AKA2 PIMCO SWAPTION 4.75 CALL USD 2024011
N/A INF SWAP EM NI 2.3625 11/15/23-10Y LCH
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT DKK SOLD USD 20240109
N/A SOLD HUF BOUGHT USD 20240104
N/A US 10YR NOTE (CBT)MAR24 XCBT 20240319
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A SOLD HUF BOUGHT USD 20240104
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A US LONG BOND(CBT) MAR24 XCBT 20240319
N/A EURO-BTP FUTURE MAR24 XEUR 20240307
N/A RFR USD SOFR/4.61100 10/31/23-2Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A SOLD JPY BOUGHT USD 20240109
N/A BOUGHT BRL SOLD USD 20240202
N/A US 10YR ULTRA FUT MAR24 XCBT 20240319
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A EURO-BOBL FUTURE MAR24 XEUR 20240307
N/A SOLD HUF BOUGHT USD 20240104
N/A IRS EUR 3.00000 03/20/24-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A EURO-BUND FUTURE MAR24 XEUR 20240307
N/A SOLD PEN BOUGHT USD 20240320
N/A SOLD PLN BOUGHT USD 20240122
N/A SOLD HUF BOUGHT USD 20240104
N/A 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829
N/A US 2YR NOTE (CBT) MAR24 XCBT 20240328
N/A SOLD JPY BOUGHT USD 20240109
N/A SHORT EURO-BTP FU MAR24 XEUR 20240307
N/A BOUGHT EUR SOLD USD 20231003
N/A BOUGHT EUR SOLD USD 20231003
N/A SOLD CAD BOUGHT USD 20231003
N/A SOLD CAD BOUGHT USD 20231102
N/A SOLD EUR BOUGHT USD 20231003
N/A SOLD EUR BOUGHT USD 20231003
N/A SOLD EUR BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231003
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE DEC23 XEUR 20231207
N/A SHORT EURO-BTP FU DEC23 XEUR 20231207
N/A BOUGHT DKK SOLD USD 20231003
N/A BOUGHT MXN SOLD USD 20231117
N/A SOLD DKK BOUGHT USD 20231102
N/A SOLD NOK BOUGHT USD 20231115
N/A BOUGHT EUR SOLD USD 20231102
N/A BOUGHT NZD SOLD USD 20231003
N/A 317U3HTA9 PIMCO SWAPTION 4.611 PUT USD 2023102
N/A 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829
N/A 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829
N/A 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901
N/A 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.50 09/07/23-1Y LCH
N/A INF SWAP US IT 2.51 09/08/23-1Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A INF SWAP US IT 2.89 04/05/23-1Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (WHT) LCH
N/A RFR JPY MUTK/0.85000 09/20/23-10Y LCH
N/A BOUGHT GBP SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231003
N/A SOLD GBP BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231003
N/A US 10YR NOTE (CBT)DEC23 XCBT 20231219
N/A US 10YR ULTRA FUT DEC23 XCBT 20231219
N/A US 2YR NOTE (CBT) DEC23 XCBT 20231229
N/A US 5YR NOTE (CBT) DEC23 XCBT 20231229
N/A US LONG BOND(CBT) DEC23 XCBT 20231219
N/A US ULTRA BOND CBT DEC23 XCBT 20231219
N/A FIXED INC CLEARING CORP.REPO
N/A BOUGHT DKK SOLD USD 20231003
N/A BOUGHT NZD SOLD USD 20231102
N/A SOLD DKK BOUGHT USD 20231003
N/A SOLD DKK BOUGHT USD 20231102
N/A SOLD NZD BOUGHT USD 20231003
N/A SOLD PLN BOUGHT USD 20240122
N/A BOUGHT EUR SOLD USD 20231003
N/A BOUGHT EUR SOLD USD 20231102
N/A SOLD DKK BOUGHT USD 20231003
N/A SOLD EUR BOUGHT USD 20231102
N/A SOLD GBP BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231003
N/A BOUGHT DKK SOLD USD 20231102
N/A SOLD PEN BOUGHT USD 20231107
N/A BOUGHT JPY SOLD USD 20231003
N/A SOLD JPY BOUGHT USD 20231102
N/A EURO-OAT FUTURE DEC23 XEUR 20231207
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A EURO-BOBL FUTURE DEC23 XEUR 20231207
N/A EURO-BUND FUTURE DEC23 XEUR 20231207
N/A EURO-BUXL 30Y BND DEC23 XEUR 20231207
N/A EURO-SCHATZ FUT DEC23 XEUR 20231207
N/A GOLD 100 OZ FUTR DEC23 XCEC 20231227
N/A BOUGHT MXN SOLD USD 20231016
N/A SOLD BRL BOUGHT USD 20231103
N/A SOLD MXN BOUGHT USD 20231004
N/A BOUGHT CAD SOLD USD 20231003
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD NZD BOUGHT USD 20230705
N/A BOUGHT BRL SOLD USD 20230905
N/A 317U33JA1 PIMCO SWAPTION 3.75 CALL USD 2023091
N/A 317U33LA8 PIMCO SWAPTION 3.75 CALL USD 2023091
N/A 317U37SA2 PIMCO SWAPTION 4.42 CALL USD 2023092
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A INF SWAP US IT 2.89 04/05/23-1Y LCH
N/A IRS EUR 2.50000 09/20/23-30Y LCH
N/A IRS EUR 3.00000 09/20/23-10Y LCH
N/A RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH
N/A RFR JPY MUTK/0.50000 12/15/21-10Y LCH
N/A RFRF USD SF+26.161/1.8* 11/21/23-30Y LCH
N/A BOUGHT AUD SOLD USD 20230802
N/A BOUGHT CAD SOLD USD 20230705
N/A BOUGHT CAD SOLD USD 20230705
N/A BOUGHT GBP SOLD USD 20230705
N/A BOUGHT JPY SOLD USD 20230705
N/A BOUGHT NZD SOLD USD 20230802
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD CAD BOUGHT USD 20230802
N/A SOLD CAD BOUGHT USD 20230802
N/A SOLD GBP BOUGHT USD 20230802
N/A SOLD JPY BOUGHT USD 20230802
N/A SOLD NZD BOUGHT USD 20230705
N/A BOUGHT AUD SOLD USD 20230802
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD DKK BOUGHT USD 20230802
N/A US 10YR FUT OPTN AUG23P 113 EXP 07/21/2023
N/A US 10YR NOTE (CBT)SEP23 XCBT 20230920
N/A US 10YR ULTRA FUT SEP23 XCBT 20230920
N/A US 2YR NOTE (CBT) SEP23 XCBT 20230929
N/A US 5YR NOTE (CBT) SEP23 XCBT 20230929
N/A US LONG BOND(CBT) SEP23 XCBT 20230920
N/A US ULTRA BOND CBT SEP23 XCBT 20230920
N/A FIXED INC CLEARING CORP.REPO
N/A PARIBAS REPO
N/A BOUGHT AUD SOLD USD 20230802
N/A BOUGHT NZD SOLD USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A BOUGHT DKK SOLD USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD DKK BOUGHT USD 20230705
N/A SOLD DKK BOUGHT USD 20230802
N/A SOLD NZD BOUGHT USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A SOLD DKK BOUGHT USD 20230705
N/A SOLD EUR BOUGHT USD 20230705
N/A SOLD EUR BOUGHT USD 20230705
N/A SOLD EUR BOUGHT USD 20230802
N/A SOLD JPY BOUGHT USD 20230705
N/A SOLD MXN BOUGHT USD 20230816
N/A SOLD NZD BOUGHT USD 20230705
N/A SOLD PLN BOUGHT USD 20230721
N/A BOUGHT AUD SOLD USD 20230705
N/A BOUGHT AUD SOLD USD 20230802
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A SOLD CAD BOUGHT USD 20230705
N/A SOLD NOK BOUGHT USD 20230816
N/A SOLD DKK BOUGHT USD 20230705
N/A SOLD NOK BOUGHT USD 20230816
N/A BOUGHT BRL SOLD USD 20230705
N/A SOLD BRL BOUGHT USD 20230705
N/A EURO-OAT FUTURE SEP23 XEUR 20230907
N/A EURO-BOBL FUTURE SEP23 XEUR 20230907
N/A EURO-BUND FUTURE SEP23 XEUR 20230907
N/A EURO-BUXL 30Y BND SEP23 XEUR 20230907
N/A EURO-SCHATZ FUT SEP23 XEUR 20230907
N/A GOLD 100 OZ FUTR AUG23 XCEC 20230829
N/A BOUGHT BRL SOLD USD 20230705
N/A SOLD BRL BOUGHT USD 20230705
N/A SOLD BRL BOUGHT USD 20230905
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230802
N/A SOLD GBP BOUGHT USD 20230705
N/A SOLD PLN BOUGHT USD 20230721
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE SEP23 XEUR 20230907
N/A SHORT EURO-BTP FU SEP23 XEUR 20230907
N/A JPN 10Y BOND(OSE) SEP23 XOSE 20230912
N/A BOUGHT DKK SOLD USD 20230705
N/A BOUGHT JPY SOLD USD 20230705
N/A BOUGHT MXN SOLD USD 20230714
N/A BOUGHT NZD SOLD USD 20230705
N/A SOLD JPY BOUGHT USD 20230802
N/A SOLD PEN BOUGHT USD 20230920
N/A BOUGHT DKK SOLD USD 20230705
N/A SOLD DKK BOUGHT USD 20230802
N/A SOLD NZD BOUGHT USD 20230705
N/A BOUGHT AUD SOLD USD 20230802
N/A 317U1Q8A4 PIMCO SWAPTION 2.067 CALL EUR 202306
N/A 317U1Q9A3 PIMCO SWAPTION 3.14 PUT EUR 20230609
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.22 04/13/18-5Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A IRS EUR 0.00000 11/04/22-10Y LCH
N/A IRS EUR 0.00000 11/08/22-10Y LCH
N/A IRS EUR 2.54700 03/09/23-10Y LCH
N/A IRS NZD 3.25000 03/21/18-10Y CME
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH
N/A BOUGHT CAD SOLD USD 20230404
N/A BOUGHT NZD SOLD USD 20230404
N/A SOLD CAD BOUGHT USD 20230404
N/A SOLD CAD BOUGHT USD 20230502
N/A SOLD JPY BOUGHT USD 20230404
N/A SOLD NZD BOUGHT USD 20230502
N/A BOUGHT CAD SOLD USD 20230404
N/A SOLD AUD BOUGHT USD 20230404
N/A SOLD CAD BOUGHT USD 20230502
N/A SOLD EUR BOUGHT USD 20230404
N/A US 10YR FUT OPTN MAY23C 118 EXP 04/21/2023
N/A US 10YR FUT OPTN MAY23C 119 EXP 04/21/2023
N/A US 10YR FUT OPTN MAY23P 112 EXP 04/21/2023
N/A US 10YR FUT OPTN MAY23P 112.5 EXP 04/21/2023
N/A US 10YR NOTE (CBT)JUN23 XCBT 20230621
N/A US 10YR ULTRA FUT JUN23 XCBT 20230621
N/A US 2YR NOTE (CBT) JUN23 XCBT 20230630
N/A US 5YR NOTE (CBT) JUN23 XCBT 20230630
N/A US LONG BOND(CBT) JUN23 XCBT 20230621
N/A US ULTRA BOND CBT JUN23 XCBT 20230621
N/A AUST 10Y BOND FUT JUN23 XSFE 20230615
N/A AUST 3YR BOND FUT JUN23 XSFE 20230615
N/A BOUGHT NZD SOLD USD 20230404
N/A SOLD DKK BOUGHT USD 20230403
N/A SOLD NZD BOUGHT USD 20230404
N/A SOLD NZD BOUGHT USD 20230502
N/A SOLD PEN BOUGHT USD 20230510
N/A SOLD DKK BOUGHT USD 20230502
N/A SOLD PLN BOUGHT USD 20230419
N/A BOUGHT DKK SOLD USD 20230403
N/A BOUGHT DKK SOLD USD 20230403
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230502
N/A SOLD AUD BOUGHT USD 20230502
N/A SOLD DKK BOUGHT USD 20230403
N/A SOLD DKK BOUGHT USD 20230502
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD MXN BOUGHT USD 20230621
N/A BOUGHT DKK SOLD USD 20230403
N/A BOUGHT DKK SOLD USD 20230502
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT PEN SOLD USD 20230410
N/A BOUGHT PEN SOLD USD 20230621
N/A SOLD DKK BOUGHT USD 20230403
N/A SOLD DKK BOUGHT USD 20230502
N/A BOUGHT BRL SOLD USD 20230404
N/A BOUGHT DKK SOLD USD 20230403
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT JPY SOLD USD 20230404
N/A SOLD AUD BOUGHT USD 20230404
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD BRL BOUGHT USD 20230705
N/A SOLD EUR BOUGHT USD 20230502
N/A SOLD JPY BOUGHT USD 20230502
N/A EURO-OAT FUTURE JUN23 XEUR 20230608
N/A EURO-BOBL FUTURE JUN23 XEUR 20230608
N/A EURO-BUND FUTURE JUN23 XEUR 20230608
N/A EURO-BUXL 30Y BND JUN23 XEUR 20230608
N/A EURO-SCHATZ FUT JUN23 XEUR 20230608
N/A SOLD BRL BOUGHT USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD GBP BOUGHT USD 20230404
N/A SOLD JPY BOUGHT USD 20230404
N/A SOLD JPY BOUGHT USD 20230404
N/A SOLD JPY BOUGHT USD 20230404
N/A SOLD NOK BOUGHT USD 20230516
N/A SOLD PLN BOUGHT USD 20230419
N/A SOLD PLN BOUGHT USD 20230419
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE JUN23 XEUR 20230608
N/A SHORT EURO-BTP FU JUN23 XEUR 20230608
N/A JPN 10Y BOND(OSE) JUN23 XOSE 20230613
N/A SOLD AUD BOUGHT USD 20230404
N/A SOLD JPY BOUGHT USD 20230404
N/A 317U0BFA0 PIMCO SWAPTION 2.2 CALL USD 20230531
N/A 317U0BHA8 PIMCO SWAPTION 2.35 CALL USD 2023053
N/A 317U0DXA6 PIMCO SWAPTION 2.2 CALL USD 20230426
N/A 317U0DYA5 PIMCO SWAPTION 2.35 CALL USD 2023042
N/A 317U1Q8A4 PIMCO SWAPTION 2.067 CALL EUR 202306
N/A 317U1Q9A3 PIMCO SWAPTION 3.14 PUT EUR 20230609
N/A 317U681I9 PIMCO SWAPTION 1.4275 CALL USD 20230
N/A 317U682I8 PIMCO SWAPTION 1.579 CALL USD 202301
N/A 317U714I0 PIMCO SWAPTION 1.41 CALL USD 2023020
N/A 317U719I5 PIMCO SWAPTION 1.5575 CALL USD 20230
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A 317U940I6 PIMCO SWAPTION 1.71 CALL USD 2023012
N/A 317U941I5 PIMCO SWAPTION 1.785 CALL USD 202301
N/A 317U970I9 PIMCO SWAPTION 1.72 CALL USD 2023022
N/A 317U971I8 PIMCO SWAPTION 1.736 CALL USD 202302
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A INF SWAP GB NI 3.325 08/15/15-15Y LCH
N/A INF SWAP GB NI 3.33 01/15/20-5Y LCH
N/A INF SWAP GB NI 3.438 01/15/20-10Y LCH
N/A INF SWAP GB NI 3.47 01/15/21-10Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.72 09/15/22-15Y LCH
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH
N/A INF SWAP GB NI 3.85 09/15/19-5Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.125 09/15/22-10Y LCH
N/A INF SWAP GB NI 4.1425 10/15/22-10Y LCH
N/A INF SWAP GB NI 4.615 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.735 12/15/21-5Y LCH
N/A INF SWAP GB NI 5.2 06/15/22-2Y LCH
N/A INF SWAP GB NI 5.33 06/15/22-2Y LCH
N/A INF SWAP GB NI 6.29 03/15/22-2Y LCH
N/A INF SWAP GB NI 6.44 05/15/22-2Y LCH
N/A INF SWAP GB NI 6.6 05/15/22-2Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.22 04/13/18-5Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A INF SWAP US IT 3.583 02/08/22-1Y LCH
N/A INF SWAP US IT 4.95 03/07/22-1Y LCH
N/A INF SWAP US IT 5.0325 03/08/22-1Y LCH
N/A INF SWAP US IT 5.47 03/21/22-1Y LCH
N/A IRS EUR 0.83000 12/09/42-10Y LCH
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH
N/A SOLD PLN BOUGHT USD 20230113
N/A LONG GILT FUTURE MAR23 IFLL 20230329
N/A US 10YR NOTE (CBT)MAR23 XCBT 20230322
N/A US 10YR ULTRA FUT MAR23 XCBT 20230322
N/A US 2YR NOTE (CBT) MAR23 XCBT 20230331
N/A US 5YR NOTE (CBT) MAR23 XCBT 20230331
N/A US LONG BOND(CBT) MAR23 XCBT 20230322
N/A US ULTRA BOND CBT MAR23 XCBT 20230322
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT MAR23 XSFE 20230315
N/A AUST 3YR BOND FUT MAR23 XSFE 20230315
N/A SOLD NOK BOUGHT USD 20230216
N/A BOUGHT EUR SOLD USD 20230110
N/A SOLD NOK BOUGHT USD 20230216
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A SOLD MXN BOUGHT USD 20230321
N/A BOUGHT DKK SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT PEN SOLD USD 20230110
N/A SOLD BRL BOUGHT USD 20230104
N/A SOLD DKK BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A SOLD PEN BOUGHT USD 20230106
N/A SOLD PEN BOUGHT USD 20230201
N/A SOLD DKK BOUGHT USD 20230110
N/A 3MO EURO EURIBOR MAR23 IFLL 20230313
N/A EURO-OAT FUTURE MAR23 XEUR 20230308
N/A EURO-BOBL FUTURE MAR23 XEUR 20230308
N/A EURO-BUND FUTURE MAR23 XEUR 20230308
N/A EURO-BUXL 30Y BND MAR23 XEUR 20230308
N/A EURO-SCHATZ FUT MAR23 XEUR 20230308
N/A RXG3C 146 FEB23 146 CALL FSO
N/A RXG3P 138.5 FEB23 138.5 PUT FSO
N/A GOLD 100 OZ FUTR FEB23 XCEC 20230224
N/A BOUGHT BRL SOLD USD 20230104
N/A SOLD BRL BOUGHT USD 20230404
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT JPY SOLD USD 20230110
N/A SOLD AUD BOUGHT USD 20230110
N/A SOLD CAD BOUGHT USD 20230110
N/A SOLD DKK BOUGHT USD 20230110
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD GBP BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE MAR23 XEUR 20230308
N/A SHORT EURO-BTP FU MAR23 XEUR 20230308
N/A 317552O02 PIMCO CDSOPT PUT EUR 3.0 20230315
N/A CDX ITRAXX MAIN37 5Y ICE
N/A JPN 10Y BOND(OSE) MAR23 XOSE 20230313
N/A BOUGHT DKK SOLD USD 20230110
N/A SOLD AUD BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A BOUGHT PEN SOLD USD 20230106
N/A BOUGHT PEN SOLD USD 20230109
N/A BOUGHT PEN SOLD USD 20230112
N/A BOUGHT PEN SOLD USD 20230117
N/A BOUGHT PEN SOLD USD 20230119
N/A SOLD AUD BOUGHT USD 20230110
N/A SOLD NZD BOUGHT USD 20230110
N/A 317U0BFA0 PIMCO SWAPTION 2.2 CALL USD 20230531
N/A 317U0DXA6 PIMCO SWAPTION 2.2 CALL USD 20230426
N/A 317U1PBA2 PIMCO SWAPTION 2.547 CALL EUR 202303
N/A 317U1PCA1 PIMCO SWAPTION 2.547 PUT EUR 2023030
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U0BFA0 PIMCO SWAPTION 2.2 CALL USD 20230531
N/A 317U0BHA8 PIMCO SWAPTION 2.35 CALL USD 2023053
N/A 317U0DXA6 PIMCO SWAPTION 2.2 CALL USD 20230426
N/A 317U0DYA5 PIMCO SWAPTION 2.35 CALL USD 2023042
N/A 317U681I9 PIMCO SWAPTION 1.4275 CALL USD 20230
N/A 317U682I8 PIMCO SWAPTION 1.579 CALL USD 202301
N/A 317U714I0 PIMCO SWAPTION 1.41 CALL USD 2023020
N/A 317U719I5 PIMCO SWAPTION 1.5575 CALL USD 20230
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A 317U892W3 IRO EUR 30Y P0.19 NOV22 0.19 PUT
N/A 317U893W2 IRO EUR 10Y NOV22 0 PUT
N/A 317U940I6 PIMCO SWAPTION 1.71 CALL USD 2023012
N/A 317U941I5 PIMCO SWAPTION 1.785 CALL USD 202301
N/A 317U970I9 PIMCO SWAPTION 1.72 CALL USD 2023022
N/A 317U971I8 PIMCO SWAPTION 1.736 CALL USD 202302
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP EM NI 1.71 03/15/18-15Y LCH
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.47 07/15/22-10Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.57 06/15/22-10Y LCH
N/A INF SWAP EM NI 2.58 03/15/22-30Y LCH
N/A INF SWAP EM NI 2.59 03/15/22-30Y LCH
N/A INF SWAP EM NI 2.6 05/15/22-10Y LCH
N/A INF SWAP EM NI 2.72 06/15/22-10Y LCH
N/A INF SWAP EM NI 2.965 05/15/22-5Y LCH
N/A INF SWAP EM NI 3.0 05/15/22-5Y LCH
N/A INF SWAP EM NI 3.13 05/15/22-5Y LCH
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A INF SWAP GB NI 3.325 08/15/15-15Y LCH
N/A INF SWAP GB NI 3.47 01/15/21-10Y LCH
N/A INF SWAP GB NI 3.484 01/15/21-10Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.72 09/15/22-15Y LCH
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.13 09/15/22-10Y LCH
N/A INF SWAP GB NI 4.615 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.626 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.735 12/15/21-5Y LCH
N/A INF SWAP GB NI 5.2 06/15/22-2Y LCH
N/A INF SWAP GB NI 5.33 06/15/22-2Y LCH
N/A INF SWAP GB NI 6.29 03/15/22-2Y LCH
N/A INF SWAP GB NI 6.44 05/15/22-2Y LCH
N/A INF SWAP GB NI 6.6 05/15/22-2Y LCH
N/A INF SWAP GBP NI 4.125 09/15/22-10Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.22 04/13/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A INF SWAP US IT 3.583 02/08/22-1Y LCH
N/A INF SWAP US IT 4.95 03/07/22-1Y LCH
N/A INF SWAP US IT 5.0325 03/08/22-1Y LCH
N/A INF SWAP US IT 5.47 03/21/22-1Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A IRS EUR 0.65000 04/12/22-5Y LCH
N/A IRS EUR 0.65000 05/11/22-5Y LCH
N/A IRS EUR 1.00000 05/13/22-5Y LCH
N/A IRS EUR 1.00000 05/18/22-5Y LCH
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH
N/A BOUGHT CAD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 31750JXZ3 OTC EPUT FN 4.5 99.40625
N/A LONG GILT FUTURE DEC22 IFLL 20221228
N/A US 10YR NOTE (CBT)DEC22 XCBT 20221220
N/A US 10YR ULTRA FUT DEC22 XCBT 20221220
N/A US 2YR NOTE (CBT) DEC22 XCBT 20221230
N/A US 5YR NOTE (CBT) DEC22 XCBT 20221230
N/A US LONG BOND(CBT) DEC22 XCBT 20221220
N/A US ULTRA BOND CBT DEC22 XCBT 20221220
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT DEC22 XSFE 20221215
N/A AUST 3YR BOND FUT DEC22 XSFE 20221215
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD NOK/BOUGHT USD
N/A BARCLAYS BANK PLC SNR SE ICE
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 31750JUW3 PIMCO CDSOPT PUT USD 1.4 20221116
N/A 3175172S8 PIMCO CDSOPT PUT USD 1.35 20221221
N/A 317523OB9 PIMCO CDSOPT PUT USD 1.35 20221116
N/A 317534Q57 PIMCO CDSOPT PUT USD 1.5 20221221
N/A 3175474T1 PIMCO CDSOPT PUT USD 1.6 20221019
N/A 317552T98 PIMCO CDSOPT PUT USD 1.4 20221221
N/A 317553KY0 PIMCO CDSOPT PUT USD 1.6 20221221
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A EURO-OAT FUTURE DEC22 XEUR 20221208
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A EURO-BOBL FUTURE DEC22 XEUR 20221208
N/A EURO-BUND FUTURE DEC22 XEUR 20221208
N/A EURO-BUXL 30Y BND DEC22 XEUR 20221208
N/A EURO-SCHATZ FUT DEC22 XEUR 20221208
N/A GOLD 100 OZ FUTR DEC22 XCEC 20221228
N/A BOUGHT PEN/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE DEC22 XEUR 20221208
N/A SHORT EURO-BTP FU DEC22 XEUR 20221208
N/A 317512BY6 PIMCO CDSOPT PUT EUR 2.0 20221221
N/A 3175322K4 PIMCO CDSOPT PUT EUR 1.9 20221116
N/A 317561AC2 PIMCO CDSOPT PUT EUR 1.9 20221116
N/A 317583A28 PIMCO CDSOPT PUT EUR 1.9 20221116
N/A CDX ITRAXX MAIN37 5Y ICE
N/A JPN 10Y BOND(OSE) DEC22 XOSE 20221213
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE SEP22 XEUR 20220908
N/A SHORT EURO-BTP FU SEP22 XEUR 20220908
N/A 317511W25 PIMCO CDSOPT PUT EUR 1.2 20220720
N/A 3175438A7 PIMCO CDSOPT PUT EUR 1.2 20220720
N/A CDX ITRAXX MAIN36 5Y ICE
N/A 317551VP1 PIMCO CDSOPT PUT EUR 1.4 20220817
N/A 317554K28 PIMCO CDSOPT PUT EUR 1.6 20220817
N/A JPN 10Y BOND(OSE) SEP22 XOSE 20220912
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U0BFA0 PIMCO SWAPTION 2.2 CALL USD 20230531
N/A 317U0BHA8 PIMCO SWAPTION 2.35 CALL USD 2023053
N/A 317U0DXA6 PIMCO SWAPTION 2.2 CALL USD 20230426
N/A 317U0DYA5 PIMCO SWAPTION 2.35 CALL USD 2023042
N/A 317U681I9 PIMCO SWAPTION 1.4275 CALL USD 20230
N/A 317U682I8 PIMCO SWAPTION 1.579 CALL USD 202301
N/A 317U714I0 PIMCO SWAPTION 1.41 CALL USD 2023020
N/A 317U719I5 PIMCO SWAPTION 1.5575 CALL USD 20230
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A 317U940I6 PIMCO SWAPTION 1.71 CALL USD 2023012
N/A 317U941I5 PIMCO SWAPTION 1.785 CALL USD 202301
N/A 317U970I9 PIMCO SWAPTION 1.72 CALL USD 2023022
N/A 317U971I8 PIMCO SWAPTION 1.736 CALL USD 202302
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.57 06/15/22-10Y LCH
N/A INF SWAP EM NI 2.58 03/15/22-30Y LCH
N/A INF SWAP EM NI 2.59 03/15/22-30Y LCH
N/A INF SWAP EM NI 2.6 05/15/22-10Y LCH
N/A INF SWAP EM NI 2.72 06/15/22-10Y LCH
N/A INF SWAP EM NI 2.965 05/15/22-5Y LCH
N/A INF SWAP EM NI 3.0 5/15/22-5Y LCH
N/A INF SWAP EM NI 3.13 05/15/22-5Y LCH
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A INF SWAP GB NI 3.47 01/15/21-10Y LCH
N/A INF SWAP GB NI 3.484 01/15/21-10Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.615 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.626 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.735 12/15/21-5Y LCH
N/A INF SWAP GB NI 5.2 06/15/22-2Y LCH
N/A INF SWAP GB NI 5.33 06/15/22-2Y LCH
N/A INF SWAP GB NI 6.29 03/15/22-2Y LCH
N/A INF SWAP GB NI 6.44 05/15/22-2Y LCH
N/A INF SWAP GB NI 6.6 05/15/22-2Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.22 04/13/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A INF SWAP US IT 3.583 02/08/22-1Y LCH
N/A INF SWAP US IT 4.95 03/07/22-1Y LCH
N/A INF SWAP US IT 5.0325 03/08/22-1Y LCH
N/A INF SWAP US IT 5.47 03/21/22-1Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A IRS EUR 0.65000 04/12/22-5Y LCH
N/A IRS EUR 0.65000 05/11/22-5Y LCH
N/A IRS EUR 1.00000 05/13/22-5Y LCH
N/A IRS EUR 1.00000 05/18/22-5Y LCH
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A OIS JPY MUT+5.89/0.3000 09/20/17-10Y LCH
N/A SOLD JPY/BOUGHT USD
N/A 31750JOE0 OTC EPUT FN 3.5 96.90625
N/A 317541ZY9 OTC EPUT FN 4.5 99.15625
N/A 317565893 OTC EPUT FN 4.5 99.140625
N/A 317586725 OTC ECAL FN 4.5 101.140625
N/A 3175962W3 OTC EPUT FN 4.5 99.65625
N/A LONG GILT FUTURE SEP22 IFLL 20220928
N/A US 10YR NOTE (CBT)SEP22 XCBT 20220921
N/A US 10YR ULTRA FUT SEP22 XCBT 20220921
N/A US 2YR NOTE (CBT) SEP22 XCBT 20220930
N/A US 5YR NOTE (CBT) SEP22 XCBT 20220930
N/A US LONG BOND(CBT) SEP22 XCBT 20220921
N/A US ULTRA BOND CBT SEP22 XCBT 20220921
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT SEP22 XSFE 20220915
N/A AUST 3YR BOND FUT SEP22 XSFE 20220915
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A BARCLAYS BANK PLC SNR SE ICE
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD NOK/BOUGHT USD
N/A 317555WO4 PIMCO CDSOPT PUT USD 95.0 20220817
N/A 317562G00 PIMCO CDSOPT PUT USD 1.2 20220720
N/A 317535N81 PIMCO CDSOPT PUT USD 1.4 20220817
N/A 317535T02 PIMCO CDSOPT PUT USD 1.3 20220817
N/A 317546CF4 PIMCO CDSOPT PUT USD 1.35 20220817
N/A 317555G12 PIMCO CDSOPT PUT USD 1.2 20220720
N/A 317561J74 PIMCO CDSOPT PUT USD 1.25 20220720
N/A 317565EF2 PIMCO CDSOPT CALL USD 0.7 20220817
N/A 317575GC6 PIMCO CDSOPT PUT USD 1.2 20220720
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A EURO-OAT FUTURE SEP22 XEUR 20220908
N/A DUU2C120 SEP22 120 CALL FSO
N/A EURO-BOBL FUTURE SEP22 XEUR 20220908
N/A EURO-BUND FUTURE SEP22 XEUR 20220908
N/A EURO-BUXL 30Y BND SEP22 XEUR 20220908
N/A EURO-SCHATZ FUT SEP22 XEUR 20220908
N/A GOLD 100 OZ FUTR AUG22 XCEC 20220829
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A EURO-OAT FUTURE JUN22 XEUR 20220608
N/A EURO-BOBL FUTURE JUN22 XEUR 20220608
N/A EURO-BUND FUTURE JUN22 XEUR 20220608
N/A EURO-BUXL 30Y BND JUN22 XEUR 20220608
N/A EURO-SCHATZ FUT JUN22 XEUR 20220608
N/A OEK2C134.5 MAY22 134.5 CALL FSO
N/A OEK2P131.5 MAY22 131.5 PUT FSO
N/A GOLD 100 OZ FUTR JUN22 XCEC 20220628
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE JUN22 XEUR 20220608
N/A SHORT EURO-BTP FU JUN22 XEUR 20220608
N/A 3175220B7 PIMCO CDSOPT PUT EUR 4.5 20220518
N/A 317523K49 PIMCO CDSOPT PUT EUR 4.25 20220420
N/A 317537NE4 PIMCO CDSOPT PUT EUR 4.0 20220420
N/A 317543R57 PIMCO CDSOPT PUT EUR 4.5 20220518
N/A 317564KN1 PIMCO CDSOPT PUT EUR 4.0 20220420
N/A 317565P86 PIMCO CDSOPT PUT EUR 4.25 20220420
N/A 3175811C0 PIMCO CDSOPT PUT EUR 5.5 20220615
N/A 317583YR7 PIMCO CDSOPT PUT EUR 4.25 20220518
N/A 317513OB0 PIMCO CDSOPT PUT EUR 1.0 20220518
N/A 317514OF9 PIMCO CDSOPT PUT EUR 0.95 20220615
N/A 3175211L6 PIMCO CDSOPT PUT EUR 0.9 20220420
N/A 317523ZS0 PIMCO CDSOPT PUT EUR 1.05 20220518
N/A 317541035 PIMCO CDSOPT PUT EUR 0.9 20220518
N/A 317541Z94 PIMCO CDSOPT PUT EUR 1.0 20220615
N/A 317553J48 PIMCO CDSOPT PUT EUR 0.85 20220518
N/A 317553WQ4 PIMCO CDSOPT PUT EUR 1.1 20220615
N/A 317557KO3 PIMCO CDSOPT PUT EUR 0.85 20220518
N/A 317564HC9 PIMCO CDSOPT PUT EUR 0.9 20220518
N/A 317567113 PIMCO CDSOPT PUT EUR 1.0 20220615
N/A 317574XG1 PIMCO CDSOPT PUT EUR 0.95 20220518
N/A 317581528 PIMCO CDSOPT PUT EUR 0.85 20220420
N/A 317589X20 PIMCO CDSOPT PUT EUR 1.0 20220518
N/A 317593NE7 PIMCO CDSOPT PUT EUR 0.85 20220420
N/A JPN 10Y BOND(OSE) JUN22 XOSE 20220613
N/A BOUGHT NOK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U681I9 PIMCO SWAPTION 1.4275 CALL USD 20230
N/A 317U682I8 PIMCO SWAPTION 1.579 CALL USD 202301
N/A 317U714I0 PIMCO SWAPTION 1.41 CALL USD 2023020
N/A 317U719I5 PIMCO SWAPTION 1.5575 CALL USD 20230
N/A 317U771I0 PIMCO SWAPTION 0.45 CALL EUR 2022040
N/A 317U772I9 PIMCO SWAPTION 0.65 PUT EUR 20220408
N/A 317U774I7 PIMCO SWAPTION 0.65 PUT EUR 20220509
N/A 317U776I5 PIMCO SWAPTION 0.45 CALL EUR 2022050
N/A 317U851I3 PIMCO SWAPTION 0.5 CALL EUR 20220511
N/A 317U852I2 PIMCO SWAPTION 1.0 PUT EUR 20220511
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A 317U911I1 PIMCO SWAPTION 0.5 CALL EUR 20220516
N/A 317U912I0 PIMCO SWAPTION 1.0 PUT EUR 20220516
N/A 317U938I0 PIMCO SWAPTION 1.6 PUT GBP 20220518
N/A 317U940I6 PIMCO SWAPTION 1.71 CALL USD 2023012
N/A 317U941I5 PIMCO SWAPTION 1.785 CALL USD 202301
N/A 317U970I9 PIMCO SWAPTION 1.72 CALL USD 2023022
N/A 317U971I8 PIMCO SWAPTION 1.736 CALL USD 202302
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP EM NI 2.59 03/15/22-30Y LCH
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A INF SWAP GB NI 3.47 01/15/21-10Y LCH
N/A INF SWAP GB NI 3.484 01/15/21-10Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.603 11/15/18-10Y LCH
N/A INF SWAP GB NI 3.7175 12/15/18-10Y LCH
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.615 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.626 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.735 12/15/21-5Y LCH
N/A INF SWAP GB NI 6.29 03/15/22-2Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.22 04/13/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A INF SWAP US IT 3.583 02/08/22-1Y LCH
N/A INF SWAP US IT 4.95 03/07/22-1Y LCH
N/A INF SWAP US IT 5.0325 03/08/22-1Y LCH
N/A INF SWAP US IT 5.47 03/21/22-1Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A OIS GBP SONIO/0.75000 09/21/22-10Y LCH
N/A OIS JPY MUT+5.89/0.3000 09/20/17-10Y LCH
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A 317515EO8 OTC ECAL FN 3.0 98.40625
N/A 317541RZ5 OTC EPUT FN 3.0 98.914062
N/A 3175447T5 OTC EPUT FN 3.0 97.6171875
N/A 317552I66 OTC ECAL FN 2.5 98.46875
N/A 317561W95 OTC EPUT FN 3.0 98.765625
N/A 3175729C1 OTC ECAL FN 2.5 98.828125
N/A 317572T39 OTC EPUT FN 3 100.414062
N/A 3175747X3 OTC EPUT FN 3.0 96.40625
N/A 317592YE7 OTC EPUT FN 3.0 99.101562
N/A 317594EW5 OTC ECAL FN 2.5 98.617187
N/A 317594NT2 OTC ECAL FN 2.5 98.390625
N/A 317595C87 OTC ECAL FN 3.0 99.6171875
N/A LONG GILT FUTURE JUN22 IFLL 20220628
N/A US 10YR NOTE (CBT)JUN22 XCBT 20220621
N/A US 10YR ULTRA FUT JUN22 XCBT 20220621
N/A US 2YR NOTE (CBT) JUN22 XCBT 20220630
N/A US 5YR NOTE (CBT) JUN22 XCBT 20220630
N/A US LONG BOND(CBT) JUN22 XCBT 20220621
N/A US ULTRA BOND CBT JUN22 XCBT 20220621
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT JUN22 XSFE 20220615
N/A AUST 3YR BOND FUT JUN22 XSFE 20220615
N/A BOUGHT GBP/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A BARCLAYS BANK PLC SNR SE ICE
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD NOK/BOUGHT USD
N/A 31750J3P8 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 31750JB20 PIMCO CDSOPT PUT USD 1.0 20220615
N/A 31750JB53 PIMCO CDSOPT PUT USD 1.1 20220615
N/A 317522GZ7 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 317527YB9 PIMCO CDSOPT PUT USD 1.0 20220615
N/A 3175439N8 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 3175470N8 PIMCO CDSOPT PUT USD 1.2 20220615
N/A 3175646R8 PIMCO CDSOPT PUT USD 0.95 20220420
N/A 317566CK1 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 3175772F0 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 317585NL7 PIMCO CDSOPT PUT USD 1.1 20220615
N/A 317593Y88 PIMCO CDSOPT PUT USD 0.95 20220420
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A SOLD PLN/BOUGHT USD
N/A EURO-OAT FUTURE MAR22 XEUR 20220308
N/A DUH2C113.5 MAR22 113.5 CALL FSO
N/A EURO-BOBL FUTURE MAR22 XEUR 20220308
N/A EURO-BUND FUTURE MAR22 XEUR 20220308
N/A EURO-BUXL 30Y BND MAR22 XEUR 20220308
N/A EURO-SCHATZ FUT MAR22 XEUR 20220308
N/A BOUGHT GBP/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE MAR22 XEUR 20220308
N/A SHORT EURO-BTP FU MAR22 XEUR 20220308
N/A 317557H90 PIMCO CDSOPT PUT EUR 3.5 20220119
N/A 3175654F3 PIMCO CDSOPT PUT EUR 3.5 20220119
N/A 3175890J9 PIMCO CDSOPT PUT EUR 3.5 20220119
N/A 3175611Q1 PIMCO CDSOPT PUT EUR 4.25 20220316
N/A 3175839H7 PIMCO CDSOPT PUT EUR 3.75 20220119
N/A 317589J67 PIMCO CDSOPT PUT EUR 4.25 20220216
N/A 317515OI0 PIMCO CDSOPT PUT EUR 0.9 20220316
N/A 317516UH3 PIMCO CDSOPT PUT EUR 0.8 20220216
N/A 317525GI8 PIMCO CDSOPT PUT EUR 0.9 20220316
N/A 317532B73 PIMCO CDSOPT PUT EUR 0.9 20220316
N/A 317551042 PIMCO CDSOPT PUT EUR 0.75 20220119
N/A 317572LA1 PIMCO CDSOPT PUT EUR 0.8 20220119
N/A 3175775Q3 PIMCO CDSOPT PUT EUR 0.95 20220316
N/A 3175955A0 PIMCO CDSOPT PUT EUR 0.8 20220316
N/A 317595I40 PIMCO CDSOPT PUT EUR 0.9 20220316
N/A 317595NW2 PIMCO CDSOPT PUT EUR 0.8 20220119
N/A JPN 10Y BOND(OSE) MAR22 XOSE 20220314
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A INF SWAP GB NI 3.47 01/15/21-10Y LCH
N/A INF SWAP GB NI 3.484 01/15/21-10Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.735 12/15/21-5Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.155 01/19/21-1Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.18 01/19/21-1Y LCH
N/A INF SWAP US IT 2.2 01/21/21-1Y LCH
N/A INF SWAP US IT 2.2 02/05/21-1Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.22 04/13/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A IRS JPY 0.00000 09/20/17-4Y* LCH
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A OIS GBP SONIO/0.75000 09/21/22-10Y LCH
N/A OIS GBP SONIO/0.90000 09/21/22-0Y* LCH
N/A OIS GBP SONIO/1.01250 09/20/23-0Y* LCH
N/A OIS JPY MUT+5.89/0.0000 09/20/17-4Y* LCH
N/A OIS JPY MUT+5.89/0.3000 09/20/17-10Y LCH
N/A SOLD AUD/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A 31750IWK9 OTC ECAL FN 2.0 JAN22 100.734375 CALL
N/A 31750J6L4 OTC ECAL FN 3.0 103.7578125
N/A 317511K36 OTC ECAL FN 2.0 100.34375
N/A 317512TI2 OTC ECAL FN 2.0 99.859375
N/A 317512W80 OTC ECAL FN 2.0 100.578125
N/A 317514EE3 OTC ECAL FN 2.0 100.484375
N/A 317517IA0 OTC EPUT FN 2.0 98.96875
N/A 317517PK0 OTC ECAL FN 2.0 100.109375
N/A 317521GV8 OTC ECAL FN 2.0 100.140625
N/A 317533A56 OTC EPUT FN 2.0 98.578125
N/A 317541IV4 OTC ECAL FN 2.0 100.351562
N/A 317544FB5 OTC ECAL FEB22 100.96875 CALL
N/A 317545YX3 OTC ECAL FN 2.0 100.296875
N/A 317553EO9 OTC EPUT FN 2.0 97.898437
N/A 317553GC3 OTC EPUT FN 2.0 97.859375
N/A 317555U73 OTC ECAL FN 2.0 100.171875
N/A 317562FZ4 OTC ECAL FN 2.5 103.328125
N/A 317562SS6 OTC EPUT FN 3.0 JAN22 104.0625 PUT
N/A 317574TU5 OTC ECAL FN 3.0 103.75390625
N/A 317576XY7 OTC EPUT FN 2.5 102.328125
N/A 317585VE4 OTC EPUT FN 2.0 98.171875
N/A 317591071 OTC ECAL FN 2.0 99.898437
N/A 317594WE5 OTC ECAL FN 2.0 100.078125
N/A LONG GILT FUTURE MAR22 IFLL 20220329
N/A US 10YR NOTE (CBT)MAR22 XCBT 20220322
N/A US 10YR ULTRA FUT MAR22 XCBT 20220322
N/A US 2YR NOTE (CBT) MAR22 XCBT 20220331
N/A US 5YR NOTE (CBT) MAR22 XCBT 20220331
N/A US LONG BOND(CBT) MAR22 XCBT 20220322
N/A US ULTRA BOND CBT MAR22 XCBT 20220322
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO JPM CHASE
N/A AUST 10Y BOND FUT MAR22 XSFE 20220315
N/A AUST 3YR BOND FUT MAR22 XSFE 20220315
N/A BOUGHT MXN/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A BARCLAYS BANK PLC SNR SE ICE
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD IDR/BOUGHT USD
N/A SOLD IDR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A 3175DC536 PIMCO CDSOPT PUT USD 102.0 20220119
N/A 3175ES290 PIMCO CDSOPT PUT USD 102.0 20220119
N/A 317563LY8 PIMCO CDSOPT PUT USD 96.0 20220316
N/A 3175ES373 PIMCO CDSOPT PUT USD 0.725 20220119
N/A 317514CE5 PIMCO CDSOPT PUT USD 0.85 20220119
N/A 317550NN7 PIMCO CDSOPT PUT USD 0.9 20220316
N/A 317552495 PIMCO CDSOPT PUT USD 0.9 20220316
N/A 317554NE9 PIMCO CDSOPT PUT USD 0.8 20220216
N/A 317555U81 PIMCO CDSOPT PUT USD 0.95 20220316
N/A 317561KN7 PIMCO CDSOPT PUT USD 1.0 20220316
N/A 317562379 PIMCO CDSOPT PUT USD 1.0 20220316
N/A 3175629V0 PIMCO CDSOPT PUT USD 0.95 20220316
N/A 317564ML3 PIMCO CDSOPT PUT USD 0.85 20220119
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A 3175ER789 PIMCO CDSOPT PUT USD 0.8 20211117
N/A 3175ER961 PIMCO CDSOPT PUT USD 0.75 20211117
N/A 3175ES001 PIMCO CDSOPT PUT USD 0.7 20211117
N/A 3175ES035 PIMCO CDSOPT PUT USD 0.8 20211215
N/A 3175ES043 PIMCO CDSOPT PUT USD 0.75 20211215
N/A 3175ES076 PIMCO CDSOPT PUT USD 0.8 20211215
N/A 3175ES217 PIMCO CDSOPT PUT USD 0.8 20211215
N/A 3175ES233 PIMCO CDSOPT PUT USD 0.75 20211215
N/A 3175JJ634 PIMCO CDSOPT PUT USD 0.75 20211215
N/A 3175SR495 PIMCO CDSOPT PUT USD 0.75 20211117
N/A 3175SR503 PIMCO CDSOPT PUT USD 0.75 20211117
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A EURO-OAT FUTURE DEC21 XEUR 20211208
N/A DUZ1C113.4 DEC21 113.4 CALL FSO
N/A EURO-BOBL FUTURE DEC21 XEUR 20211208
N/A EURO-BUND FUTURE DEC21 XEUR 20211208
N/A EURO-BUXL 30Y BND DEC21 XEUR 20211208
N/A EURO-SCHATZ FUT DEC21 XEUR 20211208
N/A 3175455H0 OTC EPUT G2 2.5 102.4296875
N/A GOLD 100 OZ FUTR DEC21 XCEC 20211229
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE DEC21 XEUR 20211208
N/A SHORT EURO-BTP FU DEC21 XEUR 20211208
N/A 3175769D0 PIMCO CDSOPT PUT EUR 3.5 20211215
N/A 3175859C3 PIMCO CDSOPT PUT EUR 3.5 20211215
N/A 317556546 PIMCO CDSOPT PUT EUR 0.7 20211215
N/A 3175889H6 PIMCO CDSOPT PUT EUR 0.7 20211215
N/A 3175899J0 PIMCO CDSOPT PUT EUR 0.7 20211215
N/A 3175F54A4 PIMCO CDSOPT PUT EUR 0.85 20211020
N/A JPN 10Y BOND(OSE) DEC21 XOSE 20211213
N/A BOUGHT EUR/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A INF SWAP GB NI 3.47 01/15/21-10Y LCH
N/A INF SWAP GB NI 3.484 01/15/21-10Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.155 01/19/21-1Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.18 01/19/21-1Y LCH
N/A INF SWAP US IT 2.2 01/21/21-1Y LCH
N/A INF SWAP US IT 2.2 02/05/21-1Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.22 04/13/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A IRS JPY 0.30000 09/20/17-10Y LCH
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A 31750IGW1 OTC ECAL FN 2.5 104.3203125
N/A 317511T03 OTC ECAL FN 2.0 102.671875
N/A 317511U01 OTC EPUT FN 2.0 98.554687
N/A 317512LY5 OTC ECAL FN 2.0 100.21875
N/A 317515AO2 OTC ECAL FN 2.0 101.1875
N/A 3175175U0 OTC ECAL FN 2.0 101.5625
N/A 317517977 OTC ECAL FN 2.0 101.6875
N/A 317525QR7 OTC ECAL FN 2.0 101.3359375
N/A 317527NX3 OTC ECAL FN 2.0 101.53125
N/A 317531CH2 OTC ECAL FN 2.0 100.554687
N/A 3175323E7 OTC EPUT FN 2.0 100.671875
N/A 317534UK9 OTC ECAL FN 2.5 103.8125
N/A 317537IA8 OTC ECAL FN 2.5 103.734375
N/A 317545192 OTC ECAL FN 2.0 101.472656
N/A 3175525O1 OTC EPUT FN 3.0 103.988281
N/A 317552WW3 OTC ECAL FN 2.0 101.53125
N/A 317554988 OTC ECAL FN 2.5 103.90625
N/A 3175560K5 OTC ECAL FN 2.0 101.609375
N/A 317564PD8 OTC ECAL FN 2.5 OCT21 103.6015625 CALL
N/A 317564Q70 OTC ECAL FN 2.0 101.578125
N/A 3175724N2 OTC ECAL FN 2.5 103.765625
N/A 317572TM7 OTC ECAL FN 2.0 101.546875
N/A 317577HE7 OTC ECAL FN 2.0 101.53125
N/A 317591030 OTC ECAL FN 2.5 103.375
N/A 317593713 OTC ECAL FN 2.0 101.734375
N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221
N/A US 10YR ULTRA FUT DEC21 XCBT 20211221
N/A US 2YR NOTE (CBT) DEC21 XCBT 20211231
N/A US 5YR NOTE (CBT) DEC21 XCBT 20211231
N/A US LONG BOND(CBT) DEC21 XCBT 20211221
N/A US ULTRA BOND CBT DEC21 XCBT 20211221
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT DEC21 XSFE 20211215
N/A AUST 3YR BOND FUT DEC21 XSFE 20211215
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A 3175DC544 PIMCO CDSOPT PUT USD 104.0 20211215
N/A 3175ER755 PIMCO CDSOPT PUT USD 102.0 20211117
N/A 3175ER839 PIMCO CDSOPT PUT USD 102.0 20211117
N/A 3175ER888 PIMCO CDSOPT PUT USD 103.0 20211117
N/A 3175ER946 PIMCO CDSOPT PUT USD 101.0 20211117
N/A 3175ES282 PIMCO CDSOPT PUT USD 104.0 20211215
N/A 3175ES381 PIMCO CDSOPT PUT USD 104.0 20211215
N/A 3175ZH416 PIMCO CDSOPT PUT USD 101.0 20211215
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A 3175455H0 OTC EPUT G2 2.5 102.4296875
N/A GOLD 100 OZ FUTR DEC21 XCEC 20211229
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A 3175769D0 PIMCO CDSOPT PUT EUR 3.5 20211215
N/A 3175859C3 PIMCO CDSOPT PUT EUR 3.5 20211215
N/A JPN 10Y BOND(OSE) DEC21 XOSE 20211213
N/A BOUGHT EUR/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A INF SWAP GB NI 3.47 01/15/21-10Y LCH
N/A INF SWAP GB NI 3.484 01/15/21-10Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.155 01/19/21-1Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.18 01/19/21-1Y LCH
N/A INF SWAP US IT 2.2 01/21/21-1Y LCH
N/A INF SWAP US IT 2.2 02/05/21-1Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.22 04/13/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A 31750IGW1 OTC ECAL FN 2.5 104.3203125
N/A 317511T03 OTC ECAL FN 2.0 102.671875
N/A 317511U01 OTC EPUT FN 2.0 98.554687
N/A 317512LY5 OTC ECAL FN 2.0 100.21875
N/A 317515AO2 OTC ECAL FN 2.0 101.1875
N/A 3175175U0 OTC ECAL FN 2.0 101.5625
N/A 317517977 OTC ECAL FN 2.0 101.6875
N/A 317525QR7 OTC ECAL FN 2.0 101.3359375
N/A 317527NX3 OTC ECAL FN 2.0 101.53125
N/A 317531CH2 OTC ECAL FN 2.0 100.554687
N/A 3175323E7 OTC EPUT FN 2.0 100.671875
N/A 317534UK9 OTC ECAL FN 2.5 103.8125
N/A 317537IA8 OTC ECAL FN 2.5 103.734375
N/A 317545192 OTC ECAL FN 2.0 101.472656
N/A 3175525O1 OTC EPUT FN 3.0 103.988281
N/A 317552WW3 OTC ECAL FN 2.0 101.53125
N/A 317554988 OTC ECAL FN 2.5 103.90625
N/A 3175560K5 OTC ECAL FN 2.0 101.609375
N/A 317564PD8 OTC ECAL FN 2.5 OCT21 103.6015625 CALL
N/A 317564Q70 OTC ECAL FN 2.0 101.578125
N/A 3175724N2 OTC ECAL FN 2.5 103.765625
N/A 317572TM7 OTC ECAL FN 2.0 101.546875
N/A 317577HE7 OTC ECAL FN 2.0 101.53125
N/A 317591030 OTC ECAL FN 2.5 103.375
N/A 317593713 OTC ECAL FN 2.0 101.734375
N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221
N/A US 10YR ULTRA FUT DEC21 XCBT 20211221
N/A US 2YR NOTE (CBT) DEC21 XCBT 20211231
N/A US 5YR NOTE (CBT) DEC21 XCBT 20211231
N/A US LONG BOND(CBT) DEC21 XCBT 20211221
N/A US ULTRA BOND CBT DEC21 XCBT 20211221
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT DEC21 XSFE 20211215
N/A AUST 3YR BOND FUT DEC21 XSFE 20211215
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A EURO-OAT FUTURE SEP21 XEUR 20210908
N/A DUU1C114.3 SEP21 114.3 CALL FSO
N/A EURO-BOBL FUTURE SEP21 XEUR 20210908
N/A EURO-BUND FUTURE SEP21 XEUR 20210908
N/A EURO-BUXL 30Y BND SEP21 XEUR 20210908
N/A EURO-SCHATZ FUT SEP21 EUCH 20210908
N/A 3175EQ856 OTC EPUT G2 2.5 102.296875
N/A 3175SR198 OTC EPUT G2 2.5 102.234375
N/A GOLD 100 OZ FUTR AUG21 XCEC 20210827
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE SEP21 XEUR 20210908
N/A SHORT EURO-BTP FU SEP21 EUCH 20210908
N/A 31754F6A2 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 31754OPA2 PIMCO CDSOPT CALL EUR 0.4 20210721
N/A 31754TD22 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175119X3 PIMCO CDSOPT PUT EUR 0.75 20210818
N/A 31751FE16 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175220P6 PIMCO CDSOPT PUT EUR 0.7 20210818
N/A 3175419W2 PIMCO CDSOPT PUT EUR 0.8 20210818
N/A 3175429X8 PIMCO CDSOPT PUT EUR 0.85 20210818
N/A 3175430X5 PIMCO CDSOPT PUT EUR 0.8 20210818
N/A 3175439A6 PIMCO CDSOPT PUT EUR 0.85 20210818
N/A 31754RW82 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175574D5 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175659Z4 PIMCO CDSOPT PUT EUR 0.825 20210818
N/A 3175F54A4 PIMCO CDSOPT PUT EUR 0.85 20211020
N/A JPN 10Y BOND(OSE) SEP21 XTKS 20210913
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U006Y2 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U009Y9 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U221Y1 PIMCO SWAPTION 0.0176 PUT USD 202107
N/A 317U673X6 PIMCO SWAPTION 0.007 CALL USD 202108
N/A 317U674X5 PIMCO SWAPTION 0.0055 CALL USD 20210
N/A 317U959X1 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A INF SWAP GB NI 3.47 01/15/21-10Y LCH
N/A INF SWAP GB NI 3.484 01/15/21-10Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH
N/A INF SWAP US IT 1.4 07/08/20-1Y LCH
N/A INF SWAP US IT 1.69 08/07/20-1Y LCH
N/A INF SWAP US IT 1.825 08/14/20-1Y LCH
N/A INF SWAP US IT 1.8625 08/26/20-1Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.155 01/19/21-1Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.18 01/19/21-1Y LCH
N/A INF SWAP US IT 2.2 01/21/21-1Y LCH
N/A INF SWAP US IT 2.2 02/05/21-1Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.22 04/13/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A BOUGHT NOK/SOLD USD
N/A 31750IA31 OTC EPUT FN 2.0 99.0234375
N/A 317555GU8 OTC ECAL FN 2.5 104.046875
N/A 317563S13 OTC ECAL FN 2.0 101.2265625
N/A 3175648Z8 OTC ECAL FN 2.0 101.0234375
N/A 317567FZ3 OTC ECAL FN 2.0 101.3125
N/A 317571057 OTC EPUT FN 2.0 99.6640625
N/A 317591AW5 OTC EPUT FN 2.5 102.046875
N/A 3175DC262 OTC EPUT FN 3.0 104.140625
N/A 3175ER235 OTC EPUT FN 3.0 103.984375
N/A 3175ER334 OTC EPUT FN 3.0 103.6953125
N/A 3175SQ034 OTC EPUT FN 2.0 99.47265625
N/A 3175SQ042 OTC EPUT FN 2.0 100.47265625
N/A 3175SR073 OTC EPUT FN 2.5 103.234375
N/A 3175SR081 OTC EPUT FN 2.5 102.234375
N/A 3175ZM381 OTC ECAL FN 2.0 101.3671875
N/A 3175ZM829 OTC EPUT FN 2.0 100.15625
N/A 3175ZM837 OTC EPUT FN 2.0 99.15625
N/A 3175ZN017 OTC EPUT FN 2.5 101.984375
N/A 3175ZN025 OTC ECAL FN 2.5 103.984375
N/A US 10YR NOTE (CBT)SEP21 XCBT 20210921
N/A US 10YR ULTRA FUT SEP21 XCBT 20210921
N/A US 2YR NOTE (CBT) SEP21 XCBT 20210930
N/A US 5YR NOTE (CBT) SEP21 XCBT 20210930
N/A US LONG BOND(CBT) SEP21 XCBT 20210921
N/A US ULTRA BOND CBT SEP21 XCBT 20210921
N/A AUST 10Y BOND FUT SEP21 XSFE 20210915
N/A AUST 3YR BOND FUT SEP21 XSFE 20210915
N/A BOUGHT IDR/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A 3175EP940 PIMCO CDSOPT PUT USD 100.0 20210721
N/A 3175JL423 PIMCO CDSOPT PUT USD 98.0 20210721
N/A 3175ZN215 PIMCO CDSOPT PUT USD 104.0 20210915
N/A 3175DB835 PIMCO CDSOPT CALL USD 0.475 20210818
N/A 3175EQ443 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175EQ484 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175EQ526 PIMCO CDSOPT PUT USD 0.75 20210818
N/A 3175EQ567 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175EQ583 PIMCO CDSOPT PUT USD 0.8 20210915
N/A 3175EQ658 PIMCO CDSOPT CALL USD 0.475 20210818
N/A 3175JL290 PIMCO CDSOPT PUT USD 0.9 20210915
N/A 3175JL571 PIMCO CDSOPT PUT USD 0.8 20210915
N/A 3175JL878 PIMCO CDSOPT PUT USD 0.85 20210915
N/A 3175PS116 PIMCO CDSOPT PUT USD 0.9 20210721
N/A 3175ZM142 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175ZM621 PIMCO CDSOPT PUT USD 0.9 20210915
N/A 3175ZM662 PIMCO CDSOPT CALL USD 0.475 20210818
N/A BOUGHT DKK/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A EURO-OAT FUTURE JUN21 XEUR 20210608
N/A DUM1C114.2 JUN21 114.2 CALL FSO
N/A EURO-BOBL FUTURE JUN21 XEUR 20210608
N/A EURO-BUND FUTURE JUN21 XEUR 20210608
N/A EURO-BUXL 30Y BND JUN21 XEUR 20210608
N/A EURO-SCHATZ FUT JUN21 XEUR 20210608
N/A OEM1P130.5 JUN21 130.5 PUT FSO
N/A RXM1P151 JUN21 151 PUT FSO
N/A 31750HKS7 OTC EPUT G2 2.5 104.265625
N/A 3175219X2 OTC EPUT G2 2.0 100.046875
N/A 317556Y69 OTC EPUT G2 2.5 103.78125
N/A 3175652P3 OTC EPUT G2 2.5 104.125
N/A BOUGHT NZD/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE JUN21 XEUR 20210608
N/A IKM1C161.5 JUN21 161.5 CALL FSO
N/A SHORT EURO-BTP FU JUN21 XEUR 20210608
N/A 3175199P3 PIMCO CDSOPT PUT EUR 0.85 20210616
N/A 3175299K3 PIMCO CDSOPT PUT EUR 0.8 20210616
N/A 3175439U2 PIMCO CDSOPT PUT EUR 0.75 20210421
N/A 3175459D5 PIMCO CDSOPT PUT EUR 0.75 20210421
N/A 3175459E3 ITRAXX.O EU34 5Y V1 APR21 0.8 PUT
N/A 317546653 PIMCO CDSOPT PUT EUR 0.7 20210519
N/A 3175479E9 PIMCO CDSOPT PUT EUR 0.8 20210616
N/A 31754ADA5 PIMCO CDSOPT PUT EUR 0.8 20210421
N/A 31754F6A2 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 31754OPA2 PIMCO CDSOPT CALL EUR 0.4 20210721
N/A 31754TD22 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 317567220 PIMCO CDSOPT CALL EUR 0.375 20210421
N/A 3175FDSF0 PIMCO CDSOPT PUT EUR 0.8 20210421
N/A JPN 10Y BOND(OSE) JUN21 XOSE 20210614
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U006Y2 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U009Y9 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U673X6 PIMCO SWAPTION 0.007 CALL USD 202108
N/A 317U674X5 PIMCO SWAPTION 0.0055 CALL USD 20210
N/A 317U959X1 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A INF SWAP GB NI 3.47 01/15/21-10Y LCH
N/A INF SWAP GB NI 3.484 01/15/21-10Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP US IT 1.8625 08/26/20-1Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.155 01/19/21-1Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.18 01/19/21-1Y LCH
N/A INF SWAP US IT 2.2 01/21/21-1Y LCH
N/A INF SWAP US IT 2.2 02/05/21-1Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.22 04/13/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (GRN) LCH
N/A BOUGHT EUR/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A 31750HQA0 OTC EPUT FN 2.0 102.25
N/A 31750HTC3 OTC EPUT FN 2.0 99.9140625
N/A 31750HTY5 OTC ECAL FN 2.0 100.453125
N/A 31750HTZ2 OTC EPUT FN 2.0 98.453125
N/A 317511KO0 OTC ECAL FN 2.0 100.53125
N/A 317512EG2 OTC EPUT FN 2.0 99.4296875
N/A 317514XO0 OTC EPUT FN 2.5 101.390625
N/A 317515526 OTC EPUT FN 2.0 102.375
N/A 3175233R7 OTC EPUT FN 3.0 104.046875
N/A 317524PR1 OTC ECAL FN 2.0 101.390625
N/A 317526F71 OTC EPUT FN 4.0 APR21 75 PUT
N/A 317526XI7 OTC EPUT FN 3.0 103.875
N/A 317531036 OTC EPUT FN 3.0 104.26171875
N/A 317534R80 OTC EPUT FN 2.5 101.7890625
N/A 317536LD0 OTC EPUT FN 2.0 101.484375
N/A 3175432Z8 OTC EPUT FN 3.0 103.89453125
N/A 317545YB1 OTC EPUT FN 3.0 103.7421875
N/A 317551463 OTC EPUT FN 3.0 103.7578125
N/A 317554FM0 OTC EPUT FN 2.0 99.390625
N/A 317554PD9 OTC EPUT FN 2.5 101.51171875
N/A 317564L75 OTC ECAL FN 2.5 103.390625
N/A 317572I80 OTC EPUT FN 2.0 100.75
N/A 317573P15 OTC ECAL FN 2.0 101.4296875
N/A 317581K39 OTC EPUT FN 2.0 98.53125
N/A 3175873J0 OTC EPUT FN 2.5 101.171875
N/A 3175875R0 OTC ECAL FN 2.0 101.890625
N/A 317593C09 OTC EPUT FN 2.0 99.890625
N/A 317594067 OTC EPUT FN 3.0 103.984375
N/A 3175963G7 OTC ECAL FN 2.0 101.4375
N/A 317598UK4 OTC EPUT FN 2.0 99.875
N/A 317599JG4 OTC EPUT FN 2.0 100.078125
N/A US 10YR NOTE (CBT)JUN21 XCBT 20210621
N/A US 10YR ULTRA FUT JUN21 XCBT 20210621
N/A US 2YR NOTE (CBT) JUN21 XCBT 20210630
N/A US 5YR NOTE (CBT) JUN21 XCBT 20210630
N/A US LONG BOND(CBT) JUN21 XCBT 20210621
N/A US ULTRA BOND CBT JUN21 XCBT 20210621
N/A AUST 10Y BOND FUT JUN21 XSFE 20210615
N/A AUST 3YR BOND FUT JUN21 XSFE 20210615
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A 3175DB215 PIMCO CDSOPT PUT USD 103.0 20210519
N/A 3175DB603 PIMCO CDSOPT PUT USD 102.0 20210616
N/A 3175EN382 PIMCO CDSOPT PUT USD 100.0 20210421
N/A 3175EP890 PIMCO CDSOPT PUT USD 100.0 20210616
N/A 3175EP940 PIMCO CDSOPT PUT USD 100.0 20210721
N/A 3175PS132 PIMCO CDSOPT PUT USD 100.0 20210616
N/A 3175DA944 PIMCO CDSOPT PUT USD 0.85 20210421
N/A 3175DB009 PIMCO CDSOPT PUT USD 1.05 20210519
N/A 3175DB017 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175DB249 PIMCO CDSOPT PUT USD 0.75 20210519
N/A 3175DB512 PIMCO CDSOPT PUT USD 0.8 20210616
N/A 3175EM806 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175EM871 PIMCO CDSOPT PUT USD 0.85 20210421
N/A 3175EM897 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175EM970 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175EN010 PIMCO CDSOPT PUT USD 0.8 20210421
N/A 3175EN036 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175EN259 PIMCO CDSOPT PUT USD 0.8 20210421
N/A 3175EN317 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175EP064 PIMCO CDSOPT PUT USD 0.75 20210519
N/A 3175EP106 PIMCO CDSOPT PUT USD 0.8 20210519
N/A 3175EP205 PIMCO CDSOPT PUT USD 0.8 20210519
N/A 3175EP338 PIMCO CDSOPT PUT USD 0.9 20210616
N/A 3175EP627 PIMCO CDSOPT PUT USD 0.8 20210616
N/A 3175EP734 PIMCO CDSOPT CALL USD 0.45 20210616
N/A 3175SH737 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175SQ687 PIMCO CDSOPT PUT USD 0.95 20210519
N/A 3175ZP137 PIMCO CDSOPT PUT USD 0.85 20210519
N/A 3175ZP145 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175ZP418 PIMCO CDSOPT PUT USD 0.75 20210519
N/A 3175PS116 PIMCO CDSOPT PUT USD 0.9 20210721
N/A 3175ZP905 PIMCO CDSOPT PUT USD 0.85 20210616
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE MAR21 XEUR 20210308
N/A 3175219A2 ITRAXX.O C0.45 JAN21 0.45 CALL
N/A 3175319G8 ITRAXX.O P0.75 MAR21 0.75 PUT
N/A 3175329G6 ITRAXX.O P 0.70 MAR21 0.7 PUT
N/A 3175459D5 PIMCO CDSOPT PUT EUR 0.75 20210421
N/A 317545GR6 ITRAXX.O P0.70 FEB21 0.70 PUT
N/A 31755DE17 ITRAXX.O P0.75 MAR21 0.75 PUT
N/A 3175659G6 ITRAXX.O C0.40 MAR21 0.40 CALL
N/A 317566GG6 ITRAXX.O C0.40 MAR21 0.40 CALL
N/A 317567220 PIMCO CDSOPT CALL EUR 0.375 20210421
N/A 3175819A6 ITRAXX.O P0.7 EU34 MAR21 0.7 PUT
N/A JPN 10Y BOND(OSE) MAR21 XOSE 20210315
N/A SOLD AUD/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U025X1 IRO USD 1Y C0.344 NOV22 0.344 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A INF SWAP US IT 1.8625 08/26/20-1Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.22 04/13/18-5Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (GRN) LCH
N/A IRS USD 0.39400 11/21/22-1Y (GRN) LCH
N/A SOLD JPY/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A 317512G88 OTC ECAL FN 2.0 104.140625
N/A 317513ZY8 OTC EPUT FN 2.0 102.265625
N/A 317537YF9 OTC EPUT FN 2.0 102.125
N/A 317542UX4 OTC EPUT FN 2.0 102.140625
N/A 317581RV0 OTC EPUT FN 2.0 102.140625
N/A 317584IR3 OTC EPUT FN 2.0 102.1875
N/A 3175874E0 OTC ECAL FN 2.0 104.140625
N/A 3175EM392 OTC EPUT FN 2.5 FEB21 72 PUT
N/A 3175SH620 OTC EPUT FN 3.0 FEB21 73 PUT
N/A 3175SH638 OTC EPUT FN 4.0 FEB21 75 PUT
N/A 31750HGM5 PIMCO FXVAN PUT GBP USD 1.31500000
N/A US 10YR NOTE (CBT)MAR21 XCBT 20210322
N/A US 10YR ULTRA FUT MAR21 XCBT 20210322
N/A US 2YR NOTE (CBT) MAR21 XCBT 20210331
N/A US 5YR NOTE (CBT) MAR21 XCBT 20210331
N/A US LONG BOND(CBT) MAR21 XCBT 20210322
N/A US ULTRA BOND CBT MAR21 XCBT 20210322
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A AUST 10Y BOND FUT MAR21 XSFE 20210315
N/A AUST 3YR BOND FUT MAR21 XSFE 20210315
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A 3175JL035 CDX.O P 98.25 JAN21 98.25 PUT
N/A CDX HY35 5Y ICE
N/A 3175GS876 CDX.O P 1.00 IG34 JAN21 1 PUT
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A EURO-OAT FUTURE MAR21 XEUR 20210308
N/A DUH1C115 MAR21 115 CALL FSO
N/A EURO-BOBL FUTURE MAR21 XEUR 20210308
N/A EURO-BUND FUTURE MAR21 XEUR 20210308
N/A EURO-BUXL 30Y BND MAR21 XEUR 20210308
N/A EURO-SCHATZ FUT MAR21 XEUR 20210308
N/A OEH1C139.25 MAR21 139.25 CALL FSO
N/A OEH1C139.5 MAR21 139.5 CALL FSO
N/A RXH1C190 MAR21 190 CALL FSO
N/A 31750HJQ3 OTC EPUT G2 2.5 104
N/A 317512OG1 OTC EPUT G2 2.5 103.578125
N/A 317543619 OTC EPUT G2 2.0 102.90625
N/A 317544YH1 OTC EPUT G2 2.5 103.7734375
N/A 3175652P3 OTC EPUT G2 2.5 104.125
N/A BOUGHT JPY/SOLD USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A 3175BB530 INF FLR FWD US YOY OCT20 0.0000001 PUT
N/A EURO-BTP FUTURE DEC20 XEUR 20201208
N/A 3175429J9 ITRAXX.O C 0.475 NOV20 0.475 CALL
N/A 317554AD5 ITRAXX.O P0.80 DEC20 0.8 PUT
N/A 3175575A0 ITRAXX.O P 1.20 OCT20 1.2 PUT
N/A JPN 10Y BOND(OSE) DEC20 XOSE 20201214
N/A SOLD DKK/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A INF SWAP GB NI 3.14 04/15/16-15Y LCH
N/A INF SWAP US IT 1.40 07/08/20-1Y LCH
N/A INF SWAP US IT 1.4875 10/01/19-2Y LCH
N/A INF SWAP US IT 1.592 09/20/19-2Y LCH
N/A INF SWAP US IT 1.69 08/07/20-1Y LCH
N/A INF SWAP US IT 1.825 08/14/20-1Y LCH
N/A INF SWAP US IT 1.84 08/14/20-1Y LCH
N/A INF SWAP US IT 1.8625 08/26/20-1Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.02125 11/25/16-4Y LCH
N/A INF SWAP US IT 2.0265 11/23/16-4Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.22 04/13/18-5Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT R 1.5475 12/21/15-5Y MYC
N/A INF SWAP US IT R 1.56 12/17/15-5Y BOA
N/A BOUGHT JPY/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 317513JI1 OTC EPUT FN 2.0 101.984375
N/A 317526VI9 OTC EPUT FN 2.5 OCT20 72 PUT
N/A 3175569Q3 OTC EPUT FN 2.0 OCT20 102.292968 PUT
N/A 317557551 OTC ECAL FN 2.0 103.96875
N/A 317565R50 OTC EPUT FN 4.0 OCT20 76 PUT
N/A 317566W03 OTC EPUT FN 3.0 OCT20 73 PUT
N/A 317583PV8 OTC EPUT FN 2.5 104.5
N/A US 10YR NOTE (CBT)DEC20 XCBT 20201221
N/A US 10YR ULTRA FUT DEC20 XCBT 20201221
N/A US 2YR NOTE (CBT) DEC20 XCBT 20201231
N/A US 5YR NOTE (CBT) DEC20 XCBT 20201231
N/A US LONG BOND(CBT) DEC20 XCBT 20201221
N/A US ULTRA BOND CBT DEC20 XCBT 20201221
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT DEC20 XSFE 20201215
N/A AUST 3YR BOND FUT DEC20 XSFE 20201215
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A CDX HY34 5Y ICE
N/A 3175DM658 CDX.O P 1.00 IG34 NOV20 1 PUT
N/A 3175DM724 CDX IG34 5Y V1 DEC20 0.95 PUT
N/A 3175DM757 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175GS876 CDX.O P 1.00 IG34 JAN21 1 PUT
N/A 3175JK607 CDX.O P0.80 IG34 OCT20 0.8 PUT
N/A 3175JK771 CDXO P 220 DEC20 2.2 PUT
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A DAIMLER AG SNR SE ICE
N/A EURO-OAT FUTURE DEC20 XEUR 20201208
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A DUZ0C115.5 DEC20 115.5 CALL FSO
N/A DUZ0C117 DEC20 117 CALL FSO
N/A EURO-BOBL FUTURE DEC20 XEUR 20201208
N/A EURO-BUND FUTURE DEC20 XEUR 20201208
N/A EURO-BUXL 30Y BND DEC20 XEUR 20201208
N/A EURO-SCHATZ FUT DEC20 XEUR 20201208
N/A OEZ0P123 DEC20 123 PUT FSO
N/A RXZ0P157 DEC20 157 PUT FSO
N/A SOLD GBP/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A 317U390V2 IRO EUR 30Y AUG20 0.0000001 CALL
N/A 317U410V8 IRO EUR 30Y C Q AUG20 0.0000001 CALL
N/A 317U465V2 IRO EUR 30Y C AUG20 0.0000001 CALL
N/A INF SWAP FR NI 1.16 08/15/18-2Y LCH
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A INF SWAP GB NI 2.89 06/15/20-2Y LCH
N/A INF SWAP US IT 0.86 06/15/20-1Y LCH
N/A INF SWAP US IT 1.3375 06/29/20-1Y LCH
N/A INF SWAP US IT 1.35 07/05/19-1Y LCH
N/A INF SWAP US IT 1.432 08/06/19-2Y LCH
N/A INF SWAP US IT 1.4875 10/01/19-2Y LCH
N/A INF SWAP US IT 1.55 07/26/16-5Y LCH
N/A INF SWAP US IT 1.592 09/20/19-2Y LCH
N/A INF SWAP US IT 1.6025 09/12/16-5Y LCH
N/A INF SWAP US IT 1.72122 07/15/18-2Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.02125 11/25/16-4Y LCH
N/A INF SWAP US IT 2.0265 11/23/16-4Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.1675 07/15/17-3Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.22 04/13/18-5Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT R 1.5475 12/21/15-5Y MYC
N/A INF SWAP US IT R 1.56 12/17/15-5Y BOA
N/A IRS ILS R 1.95000 06/20/18-10Y BRC
N/A IRS ILS R 1.97125 02/16/18-10Y GLM
N/A IRS ILS R 1.99750 06/20/18-10Y GLM
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A 31750GB00 OTC EPUT FN 2.5 JUL20 72 PUT
N/A 317513MN6 OTC EPUT FN 2.5 102.1328125
N/A 3175333S4 OTC EPUT FN 4.0 JUL20 76 PUT
N/A 3175475D5 OTC EPUT FN 2.5 102.5625
N/A 317563N18 OTC EPUT FN 2.5 102.078125
N/A 317575AI9 OTC EPUT FN 2.5 102.50390625
N/A 317586CV5 OTC EPUT FN 3.0 JUL20 73 PUT
N/A 3175973A8 OTC EPUT FN 2.5 102.53125
N/A 3175SG663 OTC EPUT FN 2.0 100.7890625
N/A 3175SG705 OTC EPUT FN 2.0 100.8671875
N/A US 10YR NOTE (CBT)SEP20 XCBT 20200921
N/A US 10YR ULTRA FUT SEP20 XCBT 20200921
N/A US 2YR NOTE (CBT) SEP20 XCBT 20200930
N/A US 5YR NOTE (CBT) SEP20 XCBT 20200930
N/A US LONG BOND(CBT) SEP20 XCBT 20200921
N/A US ULTRA BOND CBT SEP20 XCBT 20200921
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT SEP20 XSFE 20200915
N/A AUST 3YR BOND FUT SEP20 XSFE 20200915
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A CDX HY33 5Y ICE
N/A 3175DM419 CDX.O C 0.625 AUG20 0.625 CALL
N/A 3175JJ675 CDX.O C 0.55 SEP20 0.55 CALL
N/A 3175JJ691 SWAPTION AUG20 1.1 PUT
N/A 3175JJ717 CDX.O P 1.10 AUG20 1.1 PUT
N/A 3175JJ725 CDX.O C 0.60 AUG20 0.6 CALL
N/A 3175JJ733 SWAPTION AUG20 0.6 CALL
N/A 3175JJ758 CDX.O C 0.60 AUG20 0.6 CALL
N/A 3175JJ782 SWAPTION AUG20 1.15 PUT
N/A 3175JJ808 CDX.O P 1.20 AUG20 1.2 PUT
N/A 3175SH026 CDX.O P 1.10 SEP20 1.1 PUT
N/A 3175ZZ325 CDX.O P 1.10 AUG20 1.1 PUT
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A EURO-OAT FUTURE SEP20 XEUR 20200908
N/A DUU0C116 SEP20 116 CALL FSO
N/A EURO-BOBL FUTURE SEP20 XEUR 20200908
N/A EURO-BUND FUTURE SEP20 XEUR 20200908
N/A EURO-BUXL 30Y BND SEP20 XEUR 20200908
N/A EURO-SCHATZ FUT SEP20 XEUR 20200908
N/A BOUGHT GBP/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A 317526CE9 INF FLOOR USD CPURNS SEP20 0 PUT
N/A 3175BB530 INF FLR FWD US YOY OCT20 0.0000001 PUT
N/A EURO-BTP FUTURE SEP20 XEUR 20200908
N/A SHORT EURO-BTP FU SEP20 XEUR 20200908
N/A 3175429S9 ITRAXX.O P 1.1 SEP20 1.1 PUT
N/A JPN 10Y BOND(OSE) SEP20 XOSE 20200914
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A 317U073U8 IRO USD 2Y C 1.066 OCT20 1.066 CALL
N/A 317U074U7 IRO USD 10Y C 1.3015 OCT20 1.3015 CALL
N/A INF SWAP EM NI 1.387 08/15/19-30Y LCH
N/A INF SWAP EM NI 1.45 02/15/20-30Y LCH
N/A INF SWAP EM NI 1.535 03/15/18-10Y LCH
N/A INF SWAP EM NI 1.62 05/15/18-10Y LCH
N/A INF SWAP EM NI 1.945 11/15/18-30Y LCH
N/A INF SWAP EM NI 1.946 03/15/18-30Y LCH
N/A INF SWAP FR NI 1.0 04/15/18-2Y LCH
N/A INF SWAP FR NI 1.16 08/15/18-2Y LCH
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP FR NI 1.41 11/15/19-20Y LCH
N/A INF SWAP GB NI 3.3575 04/15/15-20Y LCH
N/A INF SWAP GB NI 3.37 01/15/20-15Y LCH
N/A INF SWAP GB NI 3.47 09/15/17-15Y LCH
N/A INF SWAP GB NI 3.5 09/15/18-15Y LCH
N/A INF SWAP GB NI 3.572 05/15/19-15Y LCH
N/A INF SWAP GB NI 3.579 10/15/18-15Y LCH
N/A INF SWAP US IT 1.20 02/28/20-1Y LCH
N/A INF SWAP US IT 1.35 07/05/19-1Y LCH
N/A INF SWAP US IT 1.432 07/25/19-2Y LCH
N/A INF SWAP US IT 1.432 08/06/19-2Y LCH
N/A INF SWAP US IT 1.4875 10/01/19-2Y LCH
N/A INF SWAP US IT 1.55 07/26/16-5Y LCH
N/A INF SWAP US IT 1.592 09/20/19-2Y LCH
N/A INF SWAP US IT 1.6025 09/12/16-5Y LCH
N/A INF SWAP US IT 1.72122 07/15/18-2Y LCH
N/A INF SWAP US IT 1.875 03/14/19-2Y LCH
N/A INF SWAP US IT 1.927 03/18/19-2Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.02125 11/25/16-4Y LCH
N/A INF SWAP US IT 2.0265 11/23/16-4Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.1675 07/15/17-3Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.22 04/13/18-5Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT R 1.5475 12/21/15-5Y MYC
N/A INF SWAP US IT R 1.56 12/17/15-5Y BOA
N/A INF SWAP US IT R 2.5 07/15/12-10Y DUB
N/A IRS GBP 0.75000 03/18/20-10Y LCH
N/A IRS GBP 0.75000 03/18/20-30Y LCH
N/A IRS GBP 1.00000 06/17/20-30Y LCH
N/A IRS ILS P 0.37000 06/20/18-2Y GLM
N/A IRS ILS P 0.42000 06/20/18-2Y JPM
N/A IRS USD 1.25000 06/17/20-1Y (WHT) CME
N/A IRS USD 1.25000 06/17/20-5Y CME
N/A IRS USD 1.40400 03/12/20-5Y CME
N/A IRS USD 1.50000 03/12/20-1Y (WHT) CME
N/A IRS USD 1.75000 12/21/16-10Y LCH
N/A IRS USD 1.84850 02/24/20-5Y CME
N/A IRS USD 2.25000 03/12/20-30Y CME
N/A IRS USD 2.25000 06/20/18-10Y LCH
N/A IRS USD 2.25000 12/11/19-30Y CME
N/A IRS USD 2.25000 12/16/15-7Y CME
N/A IRS USD 2.25000 12/20/17-5Y CME
N/A IRS USD 2.40000 12/07/21-5Y CME
N/A IRS USD 2.50000 12/19/18-5Y CME
N/A IRS USD 2.67000 11/19/18-5Y CME
N/A IRS USD 2.67750 10/25/18-5Y CME
N/A IRS USD 2.68100 12/12/18-5Y CME
N/A OIS USD FEDL01/2.0 12/15/17 LCH
N/A OIS USD FEDL01/2.4275 12/20/17 LCH
N/A BOUGHT NZD/SOLD USD
N/A SOLD NZD/BOUGHT USD
N/A 317543RF5 OTC EPUT FN 4.0 MAY20 75 PUT
N/A 317592855 OTC EPUT FN 3 MAY20 72 PUT
N/A 3175982R0 OTC EPUT FN 2.5 MAY20 70 PUT
N/A REPO TORONTO DOMINION GRAND CAYMAN
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A BOUGHT JPY/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A 3175JG507 CDX.O P 102 JUN20 102 PUT
N/A CDX HY34 5Y ICE
N/A 3175DL932 CDX.O P 0.85 JUN20 0.85 PUT
N/A 3175JG358 CDX.O P 0.80 IG33 JUN20 0.8 PUT
N/A 3175JG424 CDX.O C 0.475 APR20 0.475 CALL
N/A 3175JG457 CDX.O P 0.85 JUN20 0.85 PUT
N/A 3175JG473 CDX.O P 0.70 APR20 0.7 PUT
N/A 3175JG499 CDX.O P 0.70 APR20 0.7 PUT
N/A 3175JG523 CDX.O C 0.475 APR20 0.475 CALL
N/A 3175ZB013 CDX.O P 0.80 JUN20 0.8 PUT
N/A BOUGHT COP/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD COP/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD IDR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A DUM0C113.2 JUN20 113.2 CALL FSO
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A 317513DG1 INF FLR USD 216.687 APR20 .001 PUT
N/A 317526CE9 INF FLOOR USD CPURNS SEP20 0 PUT
N/A 3175BB530 INF FLR FWD US YOY OCT20 0.0000001 PUT
N/A CDX ITRAXX MAIN32 5Y ICE
N/A JPN 10Y BOND(OSE) JUN20 XOSE 20200615
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT IDR/SOLD USD
NATWEST GROUP PLC
NEUBERGER BERMAN LOAN ADVISERS NBLA CLO 53 LTD
NEW ZEALAND GOVT
NOMURA HOME EQUITY LOAN INC 2005-FM1
NORDEA KREDIT REALKREDITAKTIESELSKAB
NYKREDIT REALKREDIT A/S
OPEN TRUST 2023-AIR
PALMER SQUARE EUROPEAN LOAN FUNDING 2020-2 DAC 20-2A
PALMER SQUARE EUROPEAN LOAN FUNDING 2023-3 DAC 23-3A
PERU GOVT
PETROBRAS GLOBAL FINANCE BV
QATAR GOVT
RAAC SERIES 2006-SP3
REALKREDIT DANMARK A/S
RESIDENTIAL ACCREDIT LOANS 2006-QO6
SAXON ASSET SECURITIES TRUST 2005-1
SEMPRA ENERGY
SHACKLETON CLO LTD 2016-9A
SOUND POINT CLO XIV LTD 2016-3A
SOUND POINT CLO XV LTD 2017-1A SOUND POINT CLO LTD SNDPT 2017 1A ARR 144A
SOUND POINT CLO XV LTD 2017-1A SOUND POINT CLO LTD SNDPT 2017 1A AR 144A
STRUCTURED ASSET SEC CORP 2007-WF2
TCW CLO 2020-1 LTD
TOWD POINT MORTGAGE FUNDING 19-V2A
UBS GROUP AG
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UNICREDIT SPA
UNITED KINGDOM GOVT
UNITED STATES GOVT
VENTURE CDO LTD 2012-12A
VENTURE XXI CLO LTD 2015-21A
YPF SA