PIMCO Emerging Markets Bond Portfolio Holdings history

Fund Profile

Current holdings

Data for period

30 Jun 24

(Last reporting period)

Total assets

$215.70 mm

Liabilities

$21.71 mm

Net assets

$193.99 mm

Number of holdings

558.00

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.

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All historic holdings

Current

Data to display

$Value

#Units

%Holdings

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Holding	Dec 19	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
1MDB GLOBAL INVESTMENTS LIMITED
ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC
ABU DHABI GOVT
ABU DHABI NATIONAL ENERGY COMPANY PJSC (TAQA)
ADANI ELECTRICITY MUMBAI LIMITED
ADANI TRANSMISSION STEP ONE LIMITED
AEROPUERTO INTERNACIONAL DE TOCUMEN SA
ALBANIA GOVT REPUBLIC OF ALBANIA SR UNSECURED 144A 11/31 3.5
ALBANIA GOVT REPUBLIC OF ALBANIA SR UNSECURED 144A 06/27 3.5
AMERICA MOVIL SAB DE CV
AMERICAN HOME MTGE INV TRUST 2005-2
ANGLOGOLD ASHANTI HOLDINGS PLC
ANGOLA GOVT
ANTOFAGASTA PLC
ARGENTINA GOVT
ARMENIA GOVT
ARTS LTD 53
AZERBAIJAN GOVT REPUBLIC OF AZERBAIJAN SR UNSECURED REGS 09/32 3.5
AZERBAIJAN GOVT REPUBLIC OF AZERBAIJAN SR UNSECURED REGS 03/24 4.75
BAHAMAS GOVT
BAHRAIN GOVT KINGDOM OF BAHRAIN SR UNSECURED REGS 01/28 4.25
BAHRAIN GOVT KINGDOM OF BAHRAIN SR UNSECURED REGS 09/47 7.5
BAHRAIN GOVT KINGDOM OF BAHRAIN SR UNSECURED 144A 01/28 4.25
BAHRAIN GOVT KINGDOM OF BAHRAIN SR UNSECURED REGS 07/22 6.125
BAHRAIN GOVT KINGDOM OF BAHRAIN SR UNSECURED REGS 09/31 5.625
BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH
BANCO DE CREDITO DEL PERU SA
BANCO DEL ESTADO DE CHILE
BANCO DO BRASIL SA/LONDON BRANCH
BANCO GENERAL SA
BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH
BANCO NACIONAL DE PANAMA
BANCO SANTANDER CHILE SA
BANCO SANTANDER SA
BANGKOK BANK PCL/HONG KONG BRANCH
BANK GOSPODARSTWA KRAJOWEGO
BANK HAPOALIM LTD
BANK OF AMERICA MTGE SECS-2006-A
BANK OF INDUSTRY LIMITED
BARCLAYS PLC
BBVA BANCOMER SA/TAXAS BRANCH
BCAP LLC TRUST 2012-RR3
BEAR STEARNS ADJ RATE MTGE TR 2007-3
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10
BELARUS GOVT
BENCHMARK MORTGAGE TRUST 2018-B1
BENIN GOVT
BIOCEANICO SOVEREIGN CERTIFICATE LIMITED
BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)
BOI FINANCE BV
BRAZIL GOVT
BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS
BRF SA (AKA: BRF-BRASIL FOODS SA)
BULGARIAN GOVT
CAMEROON GOVT
CANADA SQUARE FUNDING 6
CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI
CCCI TREASURE LTD
CENTRAIS ELETRICAS BRASILEIRAS SA (ELETROBRAS)
CHILE ELECTRICITY LUX MPC SARL
CHILEAN GOVT
CIA DE MINAS BUENAVENTURA SA
CIMIC GROUP LTD (AKA: LEIGHTON HOLDINGS LTD)
CITIGROUP MTGE LOAN TR INC 2007-10
CITIGROUP MTGE LOAN TRUST INC 2005-3
CITIMORTGAGE ALTERNATIVE LOAN TRUST 2006-A5
CIVIC MORTGAGE LLC 2018-2
CK HUTCHISON INTERNATIONAL (23) LIMITED
CK HUTCHISON INTERNATIONAL 19 II LTD
CNOOC FINANCE 2014 ULC
COLOMBIAN GOVT
COMISION FEDERAL DE ELECTRICIDAD (CFE)
CONSTELLATION OIL SERVICES HOLDING SA
CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)
CORSAIR INTERNATIONAL LIMITED
COSTA RICA GOVT COSTA RICA GOVERNMENT UNSECURED 144A 11/54 7.3
COSTA RICA GOVT COSTA RICA GOVERNMENT SR UNSECURED REGS 01/23 4.25
COSTA RICA GOVT COSTA RICA GOVERNMENT SR UNSECURED REGS 04/43 5.625
COSTA RICA GOVT COSTA RICA GOVERNMENT SR UNSECURED 144A 02/31 6.125
COSTA RICA GOVT COSTA RICA GOVERNMENT SR UNSECURED 144A 03/45 7.158
COUNTRY GARDEN HOLDINGS COMPANY LIMITED
COUNTRYWIDE ALTERNATIVE LN TR 2006-12CB
COUNTRYWIDE ASSET-BACKED CERT 2005-7
COUNTRYWIDE ASSET-BACKED CERT 2006-14
CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA
CREDIT BASED ASSET SRVC & SEC 2007-CB1
CREDIT SUISSE AG/NEW YORK BRANCH
CREDIT SUISSE GROUP AG
CROATIAN GOVT
CROWN CASTLE INTERNATIONAL CORP (CCI)
CSN INOVA VENTURES
CSN ISLANDS XII CORP
DAE FUNDING LLC
DAE SUKUK (DIFC) LTD
DELEK DRILLIN (LEVIATHAN BOND LTD)
DELHI INTERNATIONAL AIRPORT LIMITED
DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX)
DEUTSCHE BANK AG/NEW YORK BRANCH
DEVELOPMENT BANK OF KAZAKHSTAN JSC
DEVELOPMENT BANK OF SOUTHERN AFRICA LIMITED
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 6.6
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED 144A 01/41 5.3
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED 144A 02/31 7.05
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED 144A 09/32 4.875
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED 144A 07/28 6
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED REGS 06/26 9.75
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED 144A 02/33 13.625
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED 144A 01/60 5.875
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED 144A 02/29 5.5
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED 144A 02/33 6
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED 144A 09/35 11.25
DOMINICAN REPUBLIC GOVT DOM REP CB NOTES NOTES 144A 01/26 13
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC INTERNATION 06/36 0
DOMINICAN REPUBLIC GOVT DOM REP CB NOTES UNSECURED 144A 10/25 12
DOMINICAN REPUBLIC GOVT DOM REP CB NOTES NOTES 144A 12/25 13
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED 144A 02/48 6.5
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED REGS 04/27 8.625
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC UNSECURED REGS 02/34 13.625
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED 144A 01/27 5.95
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC BON SR UNSECURED REGS 08/28 10.75
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC BON BONDS REGS 04/23 10.5
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC BON SR UNSECURED REGS 01/26 10.875
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC BONDS REGS 05/24 11.5
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED 144A 06/26 9.75
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC UNSECURED REGS 02/22 16.95
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC UNSECURED REGS 03/22 10.375
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED 144A 06/49 6.4
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED REGS 01/25 5.5
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED REGS 01/26 6.875
DOMINICAN REPUBLIC GOVT DOMINICAN REPUBLIC SR UNSECURED REGS 01/45 6.85
DP WORLD PLC (AKA: DP WORLD LTD)
DUKE ENERGY CORPORATION
ECOPETROL SA
ECUADOR GOVT
ECUADOR SOCIAL BOND SARL
EGYPTIAN GOVT
EL SALVADOR GOVT
ELECTRICITE DE FRANCE SA (EDF)
EMBOTELLADORA ANDINA SA
EMPRESA DE LOS FERROCARRILES DEL ESTADO EMPRESA DE LOS FERROCARR SR UNSECURED 144A 09/61 3.83
EMPRESA DE LOS FERROCARRILES DEL ESTADO EMPRESA DE LOS FERROCARR SR UNSECURED 144A 08/50 3.068
EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA (AKA: METRO SANTIAGO SA)
ENAP (EMPRESA NACIONAL DE PETROLEO)
ENBRIDGE (US) INC
ENGIE ENERGIA CHILE SA
ENTEL CHILE SA (AKA: EMPRESA NACIONAL DE TELECOMUNICACIONES SA (ENTEL))
EPH FINANCING INTERNATIONAL AS
ESKOM HOLDINGS SOC LTD
ETHIOPIA GOVT
EXPORT CREDIT BANK OF TURKEY (TURK EXIMBANK)
EXPORT-IMPORT BANK OF INDIA
FHLMC PASS THRU POOLS
FIBRA UNO (TRUST F/1401) TRUST FIBRAUNO SR UNSECURED 144A 01/50 6.39
FIBRA UNO (TRUST F/1401) TRUST FIBRAUNO SR UNSECURED 144A 01/30 4.869
FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)
FNMA PASS THRU POOLS FNMA POOL BK5346 FN 07/48 FIXED 4
FNMA PASS THRU POOLS FNMA POOL BO3650 FN 11/49 FIXED 2.5
FNMA PASS THRU POOLS FNMA POOL FM1238 FN 03/49 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL FM1921 FN 08/49 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL MA3870 FN 12/49 FIXED 2.5
FONDO MIVIVIENDA SA
FORD MOTOR CREDIT COMPANY LLC
FORESEA HOLDING SA FORESEA HLDG S A COMMON STOCK
FORESEA HOLDING SA DRILLCO HLDG LUX S A COMMON STOCK
FORTUNE STAR (BVI) LIMITED
FRESNILLO PLC
GABON GOVT REPUBLIC OF GABON SR UNSECURED REGS 06/25 6.95
GABON GOVT REPUBLIC OF GABON BONDS REGS 12/24 6.375
GACI FIRST INVESTMENT COMPANY
GARANTI DIVERSIFIED PAYMENT RIGHTS FINANCE CO 16-A
GAZPROM OAO VIA GPN CAPITAL SA
GAZPROM PJSC VIA GAZ CAPITAL SA
GC TREASURY CENTER CO LTD
GHANA GOVT
GNL QUINTERO SA
GOBIERNO DE LA PROVINCIA DE LA RIOJA
GOLD FIELDS OROGEN HOLDING (BVI) LIMITED
GREENKO SOLAR (MAURITIUS) LIMITED
GREENSAIF PIPELINE (TMS ISSUER SARL)
GREENSAIF PIPELINES BIDCO SA RL
GROWTHPOINT PROPERTIES INTERNATIONAL (PTY) LTD
GSR MORTGAGE LOAN TRUST 2006-AR1
GUATEMALA GOVT
HAZINE MUSTESARLIGI VARLIK KIRALAMA ANONIM SIRKETI
HIPOTECARIA SU CASITA SA
HONG KONG AIRPORT AUTHORITY
HSBC HOLDINGS PLC
HUARONG FINANCE 2019 CO LTD
HUARONG FINANCE II CO LTD
HUNGARIAN DEVELOPMENT BANK
HUNGARY GOVT HUNGARY SR UNSECURED REGS 06/34 5.5
HUNGARY GOVT HUNGARY SR UNSECURED REGS 11/50 1.5
ICD FUNDING LIMITED
ICD SUKUK COMPANY LIMITED
ICL GROUP LTD
INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC)
INDONESIA ASAHAN ALUMINIUM PT / MINERAL INDUSTRI INDONESIA PERSERO PT
INDONESIA GOVT
INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/ NEW YORK BRANCH
INDUSTRIAS PENOLES SAB DE CV
INDYMAC INDA MORTGAGE LOAN TR 2007-AR7
INDYMAC INDX MORTGAGE LOAN TR 2005-16IP
INDYMAC INDX MORTGAGE LOAN TR 2006-AR41
INRETAIL CONSUMER
INTERCEMENT FINANCIAL OPERATIONS BV
INTEROCEANICA IV FINANCE LIMITED
INTEROCEANICA V FINANCE LIMITED INTEROCEANICA FINANCE V SR SECURED 144A 05/30 0.00000
INTEROCEANICA V FINANCE LIMITED INTEROCEANICA FINANCE V UNSECURED 144A 05/30 7.86
ISRAEL ELECTRIC CORPORATION LTD
ISRAEL GOVT
IVORY COAST GOVT (AKA: COTE D'IVOIRE)
JORDAN GOVT
JSC UZBEKNEFTEGAZ
KAISA GROUP HOLDINGS LTD
KAZAKHSTAN GOVT
KAZAKHSTAN TEMIR ZHOLY FINANCE BV KAZAKHSTAN TEMIR ZHOLY COMPANY GUAR 144A 07/42 6.95
KAZAKHSTAN TEMIR ZHOLY FINANCE BV KAZAKHSTAN TEMIR ZHOLY COMPANY GUAR REGS 07/42 6.95
KAZMUNAYGAS NATIONAL COMPANY JSC
KENYA GOVT
KOREA NATIONAL OIL CORP (KNOC)
LATAM AIRLINES 2015-1 CLASS A PASS THROUGH TRUST
LATAM AIRLINES 2015-1 CLASS B PASS THROUGH TRUST
LATVIA GOVT
LEBANON GOVT
LEHMAN XS TRUST 2006-14N
LEHMAN XS TRUST 2007-15N
LENOVO GROUP LIMITED
LG CHEM LTD
LIMA METRO LINE 2 FINANCE LIMITED
LLOYDS BANKING GROUP PLC
MACEDONIA GOVT
MAGYAR EXPORT-IMPORT BANK RT (AKA: EXPORT-IMPORT BANK OF HUNGARY)
MDGH GMTN (RSC) LTD
MEDCO BELL PTE LTD
MEITUAN
METINVEST BV
MEXICO GOVT
MGM CHINA HOLDINGS LIMITED
MINERA MEXICO SA DE CV
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
MONG DUONG FINANCE HOLDINGS BV
MONGOLIA GOVT MONGOLIA INTL BOND SR UNSECURED 144A 06/29 7.875
MONGOLIA GOVT MONGOLIA INTL BOND SR UNSECURED 144A 05/23 5.625
MONGOLIA GOVT MONGOLIA INTL BOND SR UNSECURED 144A 07/27 3.5
MONGOLIA GOVT MONGOLIA INTL BOND SR UNSECURED 144A 07/31 4.45
MONGOLIA GOVT MONGOLIA INTL BOND SR UNSECURED 144A 12/22 5.125
MORGAN STANLEY ABS CAPITAL I 2004-NC3
MORGAN STANLEY ABS CAPITAL I 2005-NC1
MORGAN STANLEY MORTGAGE LN TR-2006-8AR
MOROCCO GOVT
MUTHOOT FINANCE LIMITED
MVM ENERGETIKA ZRT
N/A RFR USD SOFR/4.25000 03/20/24-10Y LCH
N/A RFR USD SOFR/1.00000 09/21/22-2Y CME
N/A CHILEAN GOVT LA SP BRC
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD HUF BOUGHT USD 20240719
N/A CDX EM39 ICE
N/A BOUGHT TRY SOLD USD 20240827
N/A SOLD PLN BOUGHT USD 20240722
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD ILS BOUGHT USD 20240719
N/A SOLD NGN BOUGHT USD 20250212
N/A CHILEAN GOVT LA BP MYC
N/A SOLD ZAR BOUGHT USD 20240719
N/A REVERSE REPO NOMURA
N/A BOUGHT BRL SOLD USD 20240702
N/A CHINA AS SP BRC
N/A SOLD PEN BOUGHT USD 20240722
N/A RFR USD SOFR/3.50000 12/18/24-30Y LCH
N/A BOUGHT CHF SOLD USD 20240702
N/A SOLD INR BOUGHT USD 20240924
N/A RFR USD SOFR/3.50000 12/20/23-7Y LCH
N/A SOLD EUR BOUGHT USD 20240702
N/A SOLD NGN BOUGHT USD 20250212
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT CAD SOLD USD 20240702
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD INR BOUGHT USD 20240924
N/A RFR USD SOFR/3.75000 06/20/24-10Y LCH
N/A SOLD MXN BOUGHT USD 20240918
N/A BOUGHT NOK SOLD USD 20240702
N/A PERU LA SP CBK
N/A BOUGHT EGP SOLD USD 20240717
N/A SOLD INR BOUGHT USD 20240924
N/A SOUTH KOREA GOVT AS BP GST
N/A SOLD DOP BOUGHT USD 20240823
N/A SOLD PHP BOUGHT USD 20240920
N/A SOLD ZAR BOUGHT USD 20240719
N/A POLAND GOVT EM SP JPM
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT TRY SOLD USD 20240708
N/A SAUDI ARABIA GOVT EM SP GST
N/A SOLD PLN BOUGHT USD 20240722
N/A SOLD SGD BOUGHT USD 20240702
N/A SOLD SEK BOUGHT USD 20240702
N/A PERU LA SP MYC
N/A PANAMA LA SP CBK
N/A SOLD GBP BOUGHT USD 20240802
N/A BOUGHT TRY SOLD USD 20240806
N/A SOLD NOK BOUGHT USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD PLN BOUGHT USD 20240722
N/A BOUGHT EGP SOLD USD 20250317
N/A US 10YR NOTE (CBT)SEP24 XCBT 20240919
N/A SOLD CZK BOUGHT USD 20240719
N/A SOLD SGD BOUGHT USD 20240802
N/A IRS EUR 3.37000 10/09/23-5Y LCH
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD NOK BOUGHT USD 20240702
N/A BOUGHT TRY SOLD USD 20240725
N/A IRS EUR 2.50000 09/18/24-30Y LCH
N/A BOUGHT NGN SOLD USD 20250212
N/A BOUGHT TRY SOLD USD 20240917
N/A SOLD KWD BOUGHT USD 20290502
N/A REVERSE REPO PARIBAS
N/A ZCS BRL 11.57 06/07/24-01/04/27 CME
N/A BOUGHT EGP SOLD USD 20240912
N/A BOUGHT INR SOLD USD 20240924
N/A ISRAEL GOVT EM SP GST
N/A SERBIA EM SP BPS
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD COP BOUGHT USD 20240918
N/A BOUGHT TRY SOLD USD 20240724
N/A RFR USD SOFR/4.17500 10/10/23-10Y LCH
N/A BOUGHT TRY SOLD USD 20240815
N/A SOLD MXN BOUGHT USD 20240918
N/A BOUGHT EUR SOLD USD 20240802
N/A RFR USD SOFR/3.73000 08/03/23-10Y LCH
N/A BOUGHT TRY SOLD USD 20240823
N/A REVERSE REPO BNP PARIBAS SA
N/A RFR USD SOFR/3.75000 06/20/24-15Y LCH
N/A SOLD PEN BOUGHT USD 20240918
N/A BOUGHT IDR SOLD USD 20240726
N/A SOLD NGN BOUGHT USD 20250212
N/A RFRF USD SF+26.161/1.75 12/15/21-10Y LCH
N/A SOLD CAD BOUGHT USD 20240802
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD TRY BOUGHT USD 20240719
N/A BOUGHT GBP SOLD USD 20240802
N/A EURO-BUXL 30Y BND SEP24 XEUR 20240906
N/A SOLD KWD BOUGHT USD 20290503
N/A REVERSE REPO MORGAN STANLEY
N/A SOLD AUD BOUGHT USD 20240702
N/A BOUGHT EGP SOLD USD 20240709
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT SEK SOLD USD 20240702
N/A US 2YR NOTE (CBT) SEP24 XCBT 20240930
N/A RFR USD SOFR/4.25500 10/23/23-10Y LCH
N/A SOLD PEN BOUGHT USD 20240918
N/A SOLD TWD BOUGHT USD 20240913
N/A EURO-BUND FUTURE SEP24 XEUR 20240906
N/A BOUGHT IDR SOLD USD 20240726
N/A IRS EUR 2.75000 09/18/24-10Y LCH
N/A RFR USD SOFR/4.25000 03/20/24-10Y CME
N/A MEXICO LA SP MYC
N/A SOLD HUF BOUGHT USD 20240719
N/A REVERSE REPO PARIBAS
N/A SOLD KRW BOUGHT USD 20240722
N/A IRS EUR 3.30000 10/03/23-10Y LCH
N/A SOLD DOP BOUGHT USD 20240711
N/A BOUGHT GBP SOLD USD 20240702
N/A SOLD MXN BOUGHT USD 20240715
N/A BOUGHT PHP SOLD USD 20240726
N/A ISRAEL GOVT EM SP GST
N/A BOUGHT TRY SOLD USD 20240823
N/A BOUGHT BRL SOLD USD 20240904
N/A BOUGHT TRY SOLD USD 20240716
N/A BOUGHT TRY SOLD USD 20240806
N/A BOUGHT EUR SOLD USD 20240702
N/A SOLD EUR BOUGHT USD 20240702
N/A RFR USD SOFR/3.75000 12/18/24-5Y LCH
N/A CDX EM41 ICE
N/A SOLD ZAR BOUGHT USD 20240719
N/A SOLD ZAR BOUGHT USD 20240719
N/A MEXICO LA SP MYC
N/A IRS CLP 5.51070 11/13/23-10Y CME
N/A SOLD KRW BOUGHT USD 20240722
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD CLP BOUGHT USD 20240923
N/A BOUGHT SEK SOLD USD 20240802
N/A BOUGHT MXN SOLD USD 20240918
N/A BOUGHT EUR SOLD USD 20240702
N/A SAUDI ARABIA GOVT EM SP MYC
N/A SOLD CHF BOUGHT USD 20240702
N/A SOLD NZD BOUGHT USD 20240802
N/A BOUGHT EGP SOLD USD 20240918
N/A SOLD INR BOUGHT USD 20240924
N/A COLOMBIA LA SP BOA
N/A BOUGHT TRY SOLD USD 20240910
N/A REVERSE REPO BARCLAYS REVERSE REPO
N/A BOUGHT CHF SOLD USD 20240702
N/A US ULTRA BOND CBT SEP24 XCBT 20240919
N/A SOLD KRW BOUGHT USD 20240722
N/A SOLD DOP BOUGHT USD 20240919
N/A OMAN GOVT EM BP BPS
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD DOP BOUGHT USD 20240815
N/A BOUGHT EGP SOLD USD 20240918
N/A CHILEAN GOVT LA SP MYC
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD DOP BOUGHT USD 20240906
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT AUD SOLD USD 20240702
N/A EGYPT EM SP DUB
N/A IRS EUR 2.75000 09/18/24-5Y LCH
N/A SOLD CAD BOUGHT USD 20240703
N/A BOUGHT EGP SOLD USD 20240916
N/A CHILEAN GOVT LA SP BPS
N/A BOUGHT BRL SOLD USD 20240702
N/A QATAR GOVT EM SP MYC
N/A BOUGHT TRY SOLD USD 20240909
N/A SOLD BRL BOUGHT USD 20240702
N/A CHILEAN GOVT LA SP MYC
N/A SOLD PLN BOUGHT USD 20240722
N/A RFR USD SOFR/4.03000 10/04/23-10Y LCH
N/A IRS CZK 4.61100 06/06/23-5Y CME
N/A SOLD AUD BOUGHT USD 20240802
N/A SOLD GBP BOUGHT USD 20240702
N/A BOUGHT AUD SOLD USD 20240702
N/A TURKEY EM BP BOA
N/A DUBAI GOVT EM BP JPM
N/A BOUGHT INR SOLD USD 20240924
N/A RFR USD SOFR/3.83000 10/12/23-30Y LCH
N/A BOUGHT TRY SOLD USD 20240809
N/A BOUGHT CLP SOLD USD 20240711
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT KRW SOLD USD 20240722
N/A BOUGHT NZD SOLD USD 20240702
N/A BOUGHT EGP SOLD USD 20250317
N/A CDX EM38 ICE
N/A SOLD BRL BOUGHT USD 20250402
N/A IRS CZK 3.67500 01/08/24-5Y CME
N/A SOLD EUR BOUGHT USD 20240702
N/A RFR USD SOFR/3.50000 06/20/24-30Y LCH
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT TRY SOLD USD 20241108
N/A SOLD DOP BOUGHT USD 20240912
N/A RFR USD SOFR/3.50000 12/20/23-10Y CME
N/A SOLD GBP BOUGHT USD 20240702
N/A SOLD NZD BOUGHT USD 20240802
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD COP BOUGHT USD 20240918
N/A SOLD DOP BOUGHT USD 20240718
N/A BOUGHT EGP SOLD USD 20240918
N/A SOLD EUR BOUGHT USD 20240702
N/A SOLD DOP BOUGHT USD 20240822
N/A IRS CZK 3.76900 01/09/24-5Y CME
N/A BOUGHT TRY SOLD USD 20240808
N/A BOUGHT COP SOLD USD 20240815
N/A RFR USD SOFR/4.15000 10/12/23-10Y LCH
N/A IRS CZK 4.17500 11/07/23-5Y CME
N/A BOUGHT TRY SOLD USD 20240826
N/A BOUGHT TRY SOLD USD 20240807
N/A RFR USD SOFR/3.87000 10/17/23-30Y LCH
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD IDR BOUGHT USD 20240726
N/A RFR USD SOFR/3.75000 06/20/24-12Y LCH
N/A BOUGHT TRY SOLD USD 20240722
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD MYR BOUGHT USD 20240717
N/A SOLD PHP BOUGHT USD 20240920
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT EUR SOLD USD 20240702
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD EUR BOUGHT USD 20240802
N/A SOLD AUD BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT KRW SOLD USD 20240722
N/A SOLD CLP BOUGHT USD 20240923
N/A BOUGHT GBP SOLD USD 20240702
N/A BOUGHT TRY SOLD USD 20240909
N/A RFR USD SOFR/4.23000 10/23/23-10Y LCH
N/A SOLD KWD BOUGHT USD 20290507
N/A BOUGHT TRY SOLD USD 20240723
N/A MEXICO LA SP MYC
N/A TURKEY EM SP MYC
N/A SOLD BRL BOUGHT USD 20240802
N/A US 5YR NOTE (CBT) SEP24 XCBT 20240930
N/A IRS CLP 4.85500 12/18/23-10Y CME
N/A BOUGHT AUD SOLD USD 20240802
N/A BOUGHT GBP SOLD USD 20240702
N/A SOLD NOK BOUGHT USD 20240702
N/A BOUGHT NZD SOLD USD 20240702
N/A QATAR GOVT EM SP GLM
N/A BOUGHT NOK SOLD USD 20240802
N/A SOLD HUF BOUGHT USD 20240719
N/A ZCS BRL 13.05497 11/11/22-01/04/27 CME
N/A BOUGHT SEK SOLD USD 20240702
N/A SOLD BRL BOUGHT USD 20250402
N/A ISRAEL GOVT EM SP GST
N/A BOUGHT BRL SOLD USD 20240802
N/A SOLD KWD BOUGHT USD 20290508
N/A BOUGHT TRY SOLD USD 20240814
N/A SOLD THB BOUGHT USD 20240719
N/A SOLD CHF BOUGHT USD 20240702
N/A BOUGHT BRL SOLD USD 20240702
N/A INDONESIA AS SP GST
N/A SOLD DOP BOUGHT USD 20240724
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD MXN BOUGHT USD 20240715
N/A SOLD NZD BOUGHT USD 20240802
N/A BOUGHT EGP SOLD USD 20240812
N/A SOLD MXN BOUGHT USD 20240918
N/A BOUGHT EGP SOLD USD 20240724
N/A SOLD ZAR BOUGHT USD 20240719
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD PHP BOUGHT USD 20240726
N/A STATE OIL COMPANY OF THE AZERB EM SP JPM
N/A IRS ZAR 5.95000 11/30/21-3Y CME
N/A SOLD CAD BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240702
N/A FIXED INC CLEARING CORP.REPO
N/A MEXICO LA SP GST
N/A IRS EUR 3.45000 10/20/23-5Y LCH
N/A BOUGHT INR SOLD USD 20240924
N/A REVERSE REPO NOMURA
N/A BOUGHT SGD SOLD USD 20240702
N/A RFR USD SOFR/4.15500 10/02/23-10Y LCH
N/A REVERSE REPO STANDARD CHARTERE VAR 1
N/A RFR USD SOFR/4.16500 09/27/23-10Y LCH
N/A SOLD NZD BOUGHT USD 20240702
N/A SOLD EUR BOUGHT USD 20240802
N/A SOLD CHF BOUGHT USD 20240802
N/A BOUGHT TRY SOLD USD 20240822
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD EUR BOUGHT USD 20240702
N/A BOUGHT BRL SOLD USD 20240702
N/A RFR USD SOFR/4.17000 10/03/23-10Y LCH
N/A RFR USD SOFR/3.75000 06/20/24-5Y LCH
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT EGP SOLD USD 20240918
N/A BOUGHT EGP SOLD USD 20240717
N/A BOUGHT NZD SOLD USD 20240702
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD MXN BOUGHT USD 20240918
N/A BOUGHT INR SOLD USD 20240924
N/A CHILEAN GOVT LA SP BOA
N/A RFR USD SOFR/3.73500 08/07/23-10Y LCH
N/A SOLD DOP BOUGHT USD 20240822
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT NOK SOLD USD 20240702
N/A BOUGHT NOK SOLD USD 20240702
N/A BOUGHT NOK SOLD USD 20240802
N/A BOUGHT BRL SOLD USD 20240802
N/A RFRF USD SF+26.161/1.50 9/15/23-5Y* CME
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT TRY SOLD USD 20240717
N/A BRAZIL LA SP BPS
N/A SOLD CAD BOUGHT USD 20240702
N/A BOUGHT NGN SOLD USD 20250212
N/A MEXICO LA SP BPS
N/A RFRF USD SF+26.161/1.50 9/21/23-4Y* CME
N/A RFR USD SOFR/4.22000 10/20/23-10Y LCH
N/A SOLD SEK BOUGHT USD 20240702
N/A BANCO DO BRASIL SA SNR LA SP JPM
N/A SOLD MXN BOUGHT USD 20240419
N/A SOLD AUD BOUGHT USD 20240402
N/A SOLD NGN BOUGHT USD 20250212
N/A SOLD CZK BOUGHT USD 20240620
N/A BOUGHT ILS SOLD USD 20240620
N/A SOLD MYR BOUGHT USD 20240620
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT TRY SOLD USD 20240329
N/A SOLD NZD BOUGHT USD 20240502
N/A BOUGHT EGP SOLD USD 20240415
N/A SOLD EUR BOUGHT USD 20240402
N/A REVERSE REPO NOMURA
N/A SOLD EGP BOUGHT USD 20240415
N/A BOUGHT KRW SOLD USD 20240620
N/A BOUGHT EGP SOLD USD 20240521
N/A REVERSE REPO PARIBAS
N/A CHILEAN GOVT LA SP MYC
N/A MEXICO LA SP BPS
N/A BOUGHT GBP SOLD USD 20240614
N/A BOUGHT TRY SOLD USD 20240514
N/A MEXICO LA SP HUS
N/A CHILEAN GOVT LA SP BPS
N/A SOLD MXN BOUGHT USD 20240419
N/A SOLD EUR BOUGHT USD 20240402
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT EGP SOLD USD 20240415
N/A SOLD DOP BOUGHT USD 20240412
N/A BOUGHT EUR SOLD USD 20240402
N/A SOLD EGP BOUGHT USD 20240415
N/A BOUGHT PHP SOLD USD 20240620
N/A CHILEAN GOVT LA SP BOA
N/A BOUGHT JPY SOLD USD 20240502
N/A SOLD TWD BOUGHT USD 20240620
N/A BOUGHT TRY SOLD USD 20240510
N/A SOLD GBP BOUGHT USD 20240502
N/A MEXICO LA SP BOA
N/A BOUGHT EGP SOLD USD 20240528
N/A BRAZIL LA SP BOA
N/A MEXICO LA SP MYC
N/A BOUGHT EGP SOLD USD 20240415
N/A BOUGHT TRY SOLD USD 20240506
N/A BOUGHT EGP SOLD USD 20250317
N/A RFR USD SOFR/4.15000 10/12/23-10Y LCH
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT EGP SOLD USD 20240520
N/A SOLD CHF BOUGHT USD 20240402
N/A CHINA AS SP BRC
N/A SOLD DOP BOUGHT USD 20240614
N/A SOUTH KOREA GOVT AS BP BPS
N/A BOUGHT COP SOLD USD 20240620
N/A BOUGHT EGP SOLD USD 20250317
N/A BOUGHT TRY SOLD USD 20240523
N/A SOLD EUR BOUGHT USD 20240502
N/A SOLD EUR BOUGHT USD 20240502
N/A SOLD EGP BOUGHT USD 20240415
N/A BOUGHT TRY SOLD USD 20240418
N/A SOLD GBP BOUGHT USD 20240402
N/A BOUGHT BRL SOLD USD 20240503
N/A PERU LA SP CBK
N/A BOUGHT CHF SOLD USD 20240402
N/A ISRAEL GOVT EM SP CBK
N/A BRAZIL LA SP GST
N/A RFR GBP SONIO/4.32000 10/20/23-10Y LCH
N/A SOLD GBP BOUGHT USD 20240402
N/A IRS AUD 4.50000 03/20/24-10Y LCH
N/A CHILEAN GOVT LA SP BPS
N/A BOUGHT KRW SOLD USD 20240620
N/A BOUGHT PEN SOLD USD 20240620
N/A BOUGHT KRW SOLD USD 20240620
N/A SAUDI ARABIA GOVT EM SP HUS
N/A REVERSE REPO BARCLAYS REVERSE REPO
N/A SOLD AUD BOUGHT USD 20240402
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD EGP BOUGHT USD 20240415
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD EGP BOUGHT USD 20240415
N/A SOLD EGP BOUGHT USD 20240415
N/A CHILEAN GOVT LA SP BOA
N/A BOUGHT TRY SOLD USD 20240329
N/A STATE OIL COMPANY OF THE AZERB EM SP JPM
N/A SOLD CAD BOUGHT USD 20240502
N/A SOLD TWD BOUGHT USD 20240620
N/A BOUGHT EGP SOLD USD 20240415
N/A SOLD ZAR BOUGHT USD 20240419
N/A BOUGHT TRY SOLD USD 20240416
N/A BOUGHT GBP SOLD USD 20240402
N/A SOLD CHF BOUGHT USD 20240402
N/A SOLD CAD BOUGHT USD 20240402
N/A IRS CLP 5.51070 11/13/23-10Y CME
N/A BOUGHT EUR SOLD USD 20240402
N/A INDONESIA AS SP GST
N/A IRS AUD 4.75000 12/20/23-5Y LCH
N/A SOLD EGP BOUGHT USD 20240415
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD MXN BOUGHT USD 20240514
N/A CHILEAN GOVT LA SP MYC
N/A BOUGHT NGN SOLD USD 20250212
N/A SOLD GBP BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT TRY SOLD USD 20240507
N/A SOLD EGP BOUGHT USD 20240415
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240702
N/A BANCO DO BRASIL SA SNR LA SP JPM
N/A BOUGHT GBP SOLD USD 20240402
N/A BOUGHT NGN SOLD USD 20250212
N/A US 10YR NOTE (CBT)JUN24 XCBT 20240618
N/A SOLD AUD BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT EUR SOLD USD 20240402
N/A BOUGHT GBP SOLD USD 20240502
N/A BOUGHT TRY SOLD USD 20240409
N/A SOLD NZD BOUGHT USD 20240402
N/A SOLD NZD BOUGHT USD 20240502
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD DOP BOUGHT USD 20240524
N/A ZCS BRL 13.05497 11/11/22-01/04/27 CME
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT TRY SOLD USD 20240426
N/A SOLD EGP BOUGHT USD 20240415
N/A SOLD EUR BOUGHT USD 20240402
N/A SOLD THB BOUGHT USD 20240620
N/A BOUGHT TRY SOLD USD 20240521
N/A BOUGHT EGP SOLD USD 20240624
N/A RFR GBP SONIO/3.75000 09/18/24-10Y LCH
N/A RFRF USD SF+26.161/1.50 9/21/23-4Y* CME
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD AUD BOUGHT USD 20240502
N/A BOUGHT NZD SOLD USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A FIXED INC CLEARING CORP.REPO
N/A BOUGHT TRY SOLD USD 20240510
N/A BOUGHT EUR SOLD USD 20240402
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD KRW BOUGHT USD 20240620
N/A CHILEAN GOVT LA BP BOA
N/A BOUGHT EGP SOLD USD 20240415
N/A REVERSE REPO MORGAN STANLEY
N/A SOLD PLN BOUGHT USD 20240722
N/A BOUGHT TRY SOLD USD 20240424
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT MXN SOLD USD 20240620
N/A BOUGHT EGP SOLD USD 20240415
N/A BOUGHT EGP SOLD USD 20240415
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT TRY SOLD USD 20240513
N/A BOUGHT KRW SOLD USD 20240620
N/A BOUGHT IDR SOLD USD 20240620
N/A DUBAI GOVT EM BP JPM
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD DOP BOUGHT USD 20240516
N/A SOLD DOP BOUGHT USD 20240523
N/A BOUGHT CAD SOLD USD 20240402
N/A SOLD PLN BOUGHT USD 20240722
N/A SOLD EGP BOUGHT USD 20240415
N/A COLOMBIA LA SP BOA
N/A SOLD NGN BOUGHT USD 20250212
N/A SOLD EUR BOUGHT USD 20240402
N/A PANAMA LA SP CBK
N/A SOLD SGD BOUGHT USD 20240419
N/A BOUGHT TRY SOLD USD 20240422
N/A CHILEAN GOVT LA SP BRC
N/A SOLD DOP BOUGHT USD 20240528
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT ILS SOLD USD 20240620
N/A SOUTH KOREA GOVT AS BP GST
N/A SOLD EGP BOUGHT USD 20240415
N/A BOUGHT BRL SOLD USD 20240402
N/A BOUGHT EGP SOLD USD 20240415
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT INR SOLD USD 20240620
N/A PANAMA LA SP CBK
N/A BOUGHT NOK SOLD USD 20240402
N/A REVERSE REPO PARIBAS
N/A BOUGHT EGP SOLD USD 20240912
N/A SOLD EUR BOUGHT USD 20240402
N/A SOLD EUR BOUGHT USD 20240402
N/A BOUGHT AUD SOLD USD 20240402
N/A BOUGHT PHP SOLD USD 20240620
N/A SOLD EUR BOUGHT USD 20240402
N/A CHILEAN GOVT LA BP JPM
N/A SOLD HUF BOUGHT USD 20240419
N/A SOLD DOP BOUGHT USD 20240624
N/A SOLD DOP BOUGHT USD 20240425
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT TRY SOLD USD 20240409
N/A RFR USD SOFR/4.25500 10/23/23-10Y LCH
N/A SERBIA EM SP BPS
N/A SOLD PEN BOUGHT USD 20240620
N/A BOUGHT NOK SOLD USD 20240502
N/A BOUGHT TRY SOLD USD 20240522
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD PHP BOUGHT USD 20240620
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD IDR BOUGHT USD 20240620
N/A RFRF USD SF+26.161/1.75 12/15/21-10Y LCH
N/A SOLD JPY BOUGHT USD 20240402
N/A SOLD TWD BOUGHT USD 20240620
N/A SOLD EUR BOUGHT USD 20240402
N/A BOUGHT TRY SOLD USD 20240408
N/A SOLD DOP BOUGHT USD 20240606
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD AUD BOUGHT USD 20240402
N/A BOUGHT TRY SOLD USD 20240424
N/A SOLD PEN BOUGHT USD 20240620
N/A SOUTH KOREA GOVT AS BP BRC
N/A SOLD TRY BOUGHT USD 20240402
N/A SOLD NZD BOUGHT USD 20240402
N/A BOUGHT KRW SOLD USD 20240620
N/A OMAN GOVT EM BP BOA
N/A BOUGHT EUR SOLD USD 20240402
N/A BOUGHT TRY SOLD USD 20240426
N/A SOLD SGD BOUGHT USD 20240419
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT BRL SOLD USD 20240503
N/A RFR GBP SONIO/4.00000 09/18/24-5Y LCH
N/A BOUGHT TRY SOLD USD 20240430
N/A BOUGHT TRY SOLD USD 20240403
N/A SOLD PLN BOUGHT USD 20240722
N/A MEXICO LA SP GST
N/A SOLD CAD BOUGHT USD 20240402
N/A SOLD NZD BOUGHT USD 20240402
N/A US 2YR NOTE (CBT) JUN24 XCBT 20240628
N/A SOLD EGP BOUGHT USD 20240415
N/A BOUGHT TRY SOLD USD 20240415
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD EUR BOUGHT USD 20240402
N/A SOLD THB BOUGHT USD 20240419
N/A CHILEAN GOVT LA BP BPS
N/A MEXICO LA SP BPS
N/A BOUGHT TRY SOLD USD 20240429
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD GBP BOUGHT USD 20240614
N/A BOUGHT TRY SOLD USD 20240426
N/A BOUGHT NOK SOLD USD 20240502
N/A BOUGHT TRY SOLD USD 20240402
N/A SOLD PEN BOUGHT USD 20240620
N/A US ULTRA BOND CBT JUN24 XCBT 20240618
N/A SOLD MXN BOUGHT USD 20240419
N/A CHILEAN GOVT LA BP MYC
N/A SOLD MYR BOUGHT USD 20240620
N/A SOLD EUR BOUGHT USD 20240402
N/A BOUGHT AUD SOLD USD 20240402
N/A BOUGHT TRY SOLD USD 20240509
N/A SOLD TWD BOUGHT USD 20240520
N/A CHILEAN GOVT LA SP BOA
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT TRY SOLD USD 20240909
N/A MEXICO LA SP MYC
N/A SOLD HUF BOUGHT USD 20240419
N/A BOUGHT EGP SOLD USD 20240624
N/A SOLD IDR BOUGHT USD 20240620
N/A SOLD CAD BOUGHT USD 20240402
N/A BOUGHT TRY SOLD USD 20240528
N/A BOUGHT TRY SOLD USD 20240415
N/A BOUGHT NOK SOLD USD 20240402
N/A SOLD CAD BOUGHT USD 20240402
N/A BOUGHT ZAR SOLD USD 20240419
N/A SOLD TWD BOUGHT USD 20240620
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD AUD BOUGHT USD 20240502
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT TRY SOLD USD 20240422
N/A SOLD PHP BOUGHT USD 20240620
N/A SOLD NGN BOUGHT USD 20250212
N/A SOLD EGP BOUGHT USD 20240415
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT EGP SOLD USD 20240415
N/A BOUGHT TRY SOLD USD 20240419
N/A CHILEAN GOVT LA SP BPS
N/A BOUGHT EGP SOLD USD 20240415
N/A SOLD SEK BOUGHT USD 20240402
N/A US 5YR NOTE (CBT) JUN24 XCBT 20240628
N/A RFR USD SOFR/1.75000 06/15/22-2Y CME
N/A BOUGHT EGP SOLD USD 20240415
N/A SOLD CAD BOUGHT USD 20240402
N/A SOLD CLP BOUGHT USD 20240415
N/A BOUGHT BRL SOLD USD 20240503
N/A BOUGHT EGP SOLD USD 20240521
N/A SOLD CHF BOUGHT USD 20240502
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT BRL SOLD USD 20240503
N/A REVERSE REPO BNP PARIBAS SA
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT JPY SOLD USD 20240402
N/A SOLD ILS BOUGHT USD 20240620
N/A BOUGHT PEN SOLD USD 20240620
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT TRY SOLD USD 20240909
N/A SOLD DOP BOUGHT USD 20240517
N/A OMAN GOVT EM BP BPS
N/A 31750N7K6 PIMCO FXVAN PUT GBP USD 1.16000000
N/A BOUGHT COP SOLD USD 20240620
N/A SOLD AUD BOUGHT USD 20240502
N/A SOLD GBP BOUGHT USD 20240402
N/A SOLD CZK BOUGHT USD 20240620
N/A BOUGHT INR SOLD USD 20240620
N/A RFR USD SOFR/4.25000 03/20/24-10Y CME
N/A SOLD THB BOUGHT USD 20240419
N/A SOLD EGP BOUGHT USD 20240415
N/A EURO-BUND FUTURE JUN24 XEUR 20240606
N/A RFRF USD SF+26.161/1.75 12/15/21-10Y LCH
N/A SOLD EGP BOUGHT USD 20240229
N/A SOLD THB BOUGHT USD 20240320
N/A BOUGHT GBP SOLD USD 20240614
N/A BOUGHT EGP SOLD USD 20240229
N/A INDONESIA AS SP GST
N/A BOUGHT HUF SOLD USD 20240124
N/A ZCS BRL 11.97 02/14/22-01/02/24 CME
N/A BOUGHT TRY SOLD USD 20240108
N/A SOLD IDR BOUGHT USD 20240320
N/A BOUGHT NOK SOLD USD 20240109
N/A BOUGHT TRY SOLD USD 20240322
N/A MEXICO LA SP MYC
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT EUR SOLD USD 20240109
N/A BOUGHT PEN SOLD USD 20240320
N/A BOUGHT PLN SOLD USD 20240122
N/A SOLD PLN BOUGHT USD 20240122
N/A SOLD BRL BOUGHT USD 20240103
N/A PANAMA LA SP CBK
N/A RFRF USD SF+26.161/1.50 9/15/23-5Y* CME
N/A BOUGHT MXN SOLD USD 20240131
N/A BOUGHT TRY SOLD USD 20240301
N/A INDONESIA AS SP BOA
N/A BOUGHT NOK SOLD USD 20240109
N/A OMAN GOVT EM BP BOA
N/A BOUGHT THB SOLD USD 20240320
N/A IRS EUR 2.75000 03/20/24-30Y LCH
N/A SOLD TWD BOUGHT USD 20240320
N/A BOUGHT TRY SOLD USD 20240422
N/A SOLD PEN BOUGHT USD 20240320
N/A BOUGHT TRY SOLD USD 20240213
N/A SOUTH KOREA GOVT AS BP GST
N/A BOUGHT NOK SOLD USD 20240109
N/A BOUGHT PEN SOLD USD 20240320
N/A BOUGHT BRL SOLD USD 20240103
N/A SOLD DOP BOUGHT USD 20240116
N/A BOUGHT TRY SOLD USD 20240327
N/A OMAN GOVT EM BP BPS
N/A RFR USD SOFR/3.87000 10/17/23-30Y LCH
N/A BOUGHT CHF SOLD USD 20240109
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD MXN BOUGHT USD 20240131
N/A BOUGHT BRL SOLD USD 20240103
N/A SOLD EUR BOUGHT USD 20240109
N/A BANCO DO BRASIL SA SNR LA SP JPM
N/A CHILEAN GOVT LA SP BPS
N/A SOLD TWD BOUGHT USD 20240229
N/A BOUGHT EGP SOLD USD 20240415
N/A SOLD EUR BOUGHT USD 20240109
N/A RFR USD SOFR/4.17000 10/03/23-10Y LCH
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD PLN BOUGHT USD 20240122
N/A SOLD SEK BOUGHT USD 20240109
N/A BOUGHT TRY SOLD USD 20240321
N/A US 2YR NOTE (CBT) MAR24 XCBT 20240328
N/A REVERSE REPO NOMURA
N/A BOUGHT EGP SOLD USD 20240415
N/A SOLD THB BOUGHT USD 20240320
N/A SOLD EUR BOUGHT USD 20240109
N/A SOLD EGP BOUGHT USD 20240229
N/A BOUGHT BRL SOLD USD 20240402
N/A BOUGHT PLN SOLD USD 20240122
N/A QATAR GOVT EM SP GST
N/A CHILEAN GOVT LA SP BOA
N/A SOLD CLP BOUGHT USD 20240320
N/A BOUGHT HUF SOLD USD 20240104
N/A SOLD CLP BOUGHT USD 20240320
N/A SOLD THB BOUGHT USD 20240320
N/A BOUGHT TRY SOLD USD 20240430
N/A SOLD IDR BOUGHT USD 20240320
N/A BOUGHT PLN SOLD USD 20240122
N/A SOLD ZAR BOUGHT USD 20240119
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD ZAR BOUGHT USD 20240122
N/A IRS PLN 5.49000 01/10/23-5Y CME
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT TRY SOLD USD 20240116
N/A SOLD EUR BOUGHT USD 20240109
N/A BOUGHT EUR SOLD USD 20240109
N/A SOLD TWD BOUGHT USD 20240320
N/A QATAR GOVT EM SP MYC
N/A BOUGHT TRY SOLD USD 20240118
N/A CHILEAN GOVT LA BP BPS
N/A SOLD CAD BOUGHT USD 20240109
N/A PERU LA SP CBK
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD PEN BOUGHT USD 20240320
N/A BOUGHT EGP SOLD USD 20240415
N/A RFR USD SOFR/4.25000 03/20/24-10Y CME
N/A BOUGHT EGP SOLD USD 20240415
N/A SOLD IDR BOUGHT USD 20240320
N/A IRS EUR 3.00000 03/20/24-10Y LCH
N/A BOUGHT TRY SOLD USD 20240329
N/A QATAR GOVT EM SP DUB
N/A SOLD PLN BOUGHT USD 20240122
N/A BOUGHT GBP SOLD USD 20240109
N/A SOLD CAD BOUGHT USD 20240109
N/A SOLD EGP BOUGHT USD 20240415
N/A BOUGHT INR SOLD USD 20240320
N/A CHILEAN GOVT LA SP BPS
N/A SOLD HUF BOUGHT USD 20240124
N/A SOLD GBP BOUGHT USD 20240109
N/A IRS CLP 4.85500 12/18/23-10Y CME
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT TRY SOLD USD 20240111
N/A SOLD IDR BOUGHT USD 20240320
N/A SOLD NGN BOUGHT USD 20240129
N/A SOLD DOP BOUGHT USD 20240119
N/A US 10YR NOTE (CBT)MAR24 XCBT 20240319
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT TRY SOLD USD 20240108
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT PLN SOLD USD 20240122
N/A SOLD NOK BOUGHT USD 20240109
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD MYR BOUGHT USD 20240117
N/A SOLD IDR BOUGHT USD 20240320
N/A SOLD HUF BOUGHT USD 20240124
N/A SOLD DOP BOUGHT USD 20240117
N/A BOUGHT TRY SOLD USD 20240105
N/A SOLD CAD BOUGHT USD 20240109
N/A SOLD GBP BOUGHT USD 20240614
N/A BOUGHT EGP SOLD USD 20240415
N/A BOUGHT ILS SOLD USD 20240320
N/A SOLD CAD BOUGHT USD 20240109
N/A BOUGHT BRL SOLD USD 20240202
N/A BOUGHT BRL SOLD USD 20240103
N/A BOUGHT PEN SOLD USD 20240320
N/A BOUGHT SEK SOLD USD 20240109
N/A SOLD PLN BOUGHT USD 20240122
N/A REVERSE REPO BARCLAYS REVERSE REPO
N/A SOLD EUR BOUGHT USD 20240109
N/A BOUGHT TRY SOLD USD 20240422
N/A CHILEAN GOVT LA SP BRC
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT INR SOLD USD 20240320
N/A BOUGHT TRY SOLD USD 20240409
N/A BOUGHT INR SOLD USD 20240320
N/A BOUGHT HUF SOLD USD 20240124
N/A COLOMBIA LA SP BOA
N/A SOLD IDR BOUGHT USD 20240320
N/A BOUGHT EGP SOLD USD 20240229
N/A REVERSE REPO NOMURA
N/A BOUGHT TRY SOLD USD 20240329
N/A SOLD HUF BOUGHT USD 20240124
N/A BOUGHT INR SOLD USD 20240320
N/A BOUGHT HUF SOLD USD 20240124
N/A SOLD NZD BOUGHT USD 20240109
N/A BOUGHT PLN SOLD USD 20240122
N/A BOUGHT EGP SOLD USD 20240229
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD DOP BOUGHT USD 20240412
N/A BOUGHT BRL SOLD USD 20240103
N/A BOUGHT EGP SOLD USD 20240229
N/A BOUGHT COP SOLD USD 20240109
N/A SOLD DOP BOUGHT USD 20240119
N/A BOUGHT COP SOLD USD 20240320
N/A SOLD EGP BOUGHT USD 20240415
N/A BOUGHT EGP SOLD USD 20240415
N/A US 5YR NOTE (CBT) MAR24 XCBT 20240328
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD HUF BOUGHT USD 20240104
N/A CHILEAN GOVT LA SP BOA
N/A US ULTRA BOND CBT MAR24 XCBT 20240319
N/A CHINA AS SP BPS
N/A BOUGHT INR SOLD USD 20240320
N/A SOLD DOP BOUGHT USD 20240307
N/A SOLD MXN BOUGHT USD 20240131
N/A BOUGHT EGP SOLD USD 20240415
N/A BOUGHT PLN SOLD USD 20240122
N/A IRS CLP 5.51070 11/13/23-10Y CME
N/A SERBIA EM SP BPS
N/A BOUGHT EGP SOLD USD 20240415
N/A SOLD DOP BOUGHT USD 20240124
N/A SOLD PEN BOUGHT USD 20240122
N/A BOUGHT PLN SOLD USD 20240122
N/A BOUGHT TRY SOLD USD 20240426
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT TRY SOLD USD 20240111
N/A RFR USD SOFR/4.25500 10/23/23-10Y LCH
N/A SOLD PLN BOUGHT USD 20240122
N/A SOLD EUR BOUGHT USD 20240109
N/A SOLD IDR BOUGHT USD 20240320
N/A BOUGHT HUF SOLD USD 20240124
N/A RFR USD SOFR/3.73500 08/07/23-10Y LCH
N/A SOLD IDR BOUGHT USD 20240105
N/A MEXICO LA SP BPS
N/A BOUGHT MXN SOLD USD 20240131
N/A ZCS BRL 13.015 11/11/22-01/04/27 CME
N/A MEXICO LA SP BPS
N/A BOUGHT EGP SOLD USD 20240305
N/A BOUGHT EGP SOLD USD 20240305
N/A BOUGHT PLN SOLD USD 20240122
N/A BOUGHT EGP SOLD USD 20240415
N/A SOLD PHP BOUGHT USD 20240320
N/A BOUGHT IDR SOLD USD 20240105
N/A SOLD HUF BOUGHT USD 20240124
N/A BOUGHT TRY SOLD USD 20240424
N/A SOLD SGD BOUGHT USD 20240320
N/A SOLD MXN BOUGHT USD 20240131
N/A SOLD CZK BOUGHT USD 20240320
N/A QATAR GOVT EM SP BOA
N/A BOUGHT BRL SOLD USD 20240103
N/A SOLD EGP BOUGHT USD 20240229
N/A SOLD MXN BOUGHT USD 20240131
N/A SOLD GBP BOUGHT USD 20240109
N/A MEXICO LA SP GST
N/A BOUGHT TRY SOLD USD 20240424
N/A SOLD PEN BOUGHT USD 20240320
N/A BOUGHT TRY SOLD USD 20240327
N/A BRAZIL LA SP BOA
N/A SOLD BRL BOUGHT USD 20240202
N/A SOLD HUF BOUGHT USD 20240104
N/A EURO-BUND FUTURE MAR24 XEUR 20240307
N/A RFR USD SOFR/4.22000 10/20/23-10Y LCH
N/A BOUGHT COP SOLD USD 20240320
N/A BOUGHT PEN SOLD USD 20240320
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD COP BOUGHT USD 20240109
N/A BOUGHT INR SOLD USD 20240320
N/A BOUGHT HUF SOLD USD 20240124
N/A BOUGHT INR SOLD USD 20240320
N/A BOUGHT NGN SOLD USD 20240129
N/A SOLD BRL BOUGHT USD 20240103
N/A INDONESIA AS SP BRC
N/A SOLD PLN BOUGHT USD 20240122
N/A RFR USD SOFR/4.15000 10/12/23-10Y LCH
N/A SOLD DOP BOUGHT USD 20240126
N/A SOLD BRL BOUGHT USD 20240103
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD ZAR BOUGHT USD 20240119
N/A SOLD MXN BOUGHT USD 20240419
N/A BOUGHT HUF SOLD USD 20240124
N/A SOLD BRL BOUGHT USD 20240103
N/A RFR USD SOFR/3.83000 10/12/23-30Y LCH
N/A SOLD CAD BOUGHT USD 20240109
N/A BOUGHT TRY SOLD USD 20240320
N/A BOUGHT TRY SOLD USD 20240112
N/A SOLD PLN BOUGHT USD 20240122
N/A BOUGHT TRY SOLD USD 20240409
N/A CHILEAN GOVT LA BP MYC
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD BRL BOUGHT USD 20240402
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP MYC
N/A BOUGHT HUF SOLD USD 20240124
N/A BOUGHT PLN SOLD USD 20240122
N/A BOUGHT TRY SOLD USD 20240214
N/A CHILEAN GOVT LA SP MYC
N/A BOUGHT TRY SOLD USD 20240426
N/A BOUGHT BRL SOLD USD 20240103
N/A SOLD IDR BOUGHT USD 20240320
N/A SOLD DOP BOUGHT USD 20240306
N/A FIXED INC CLEARING CORP.REPO
N/A RFRF USD SF+26.161/1.50 9/21/23-4Y* CME
N/A BOUGHT EGP SOLD USD 20240415
N/A RFR USD SOFR/4.16500 09/27/23-10Y LCH
N/A SOLD CHF BOUGHT USD 20240109
N/A BOUGHT JPY SOLD USD 20240109
N/A CHILEAN GOVT LA BP JPM
N/A BOUGHT INR SOLD USD 20240320
N/A SOLD ZAR BOUGHT USD 20240117
N/A SOLD PLN BOUGHT USD 20240122
N/A BOUGHT TRY SOLD USD 20240408
N/A RFR USD SOFR/4.23000 10/23/23-10Y LCH
N/A SOLD DOP BOUGHT USD 20240307
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD THB BOUGHT USD 20240320
N/A SOLD JPY BOUGHT USD 20240109
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT TRY SOLD USD 20240301
N/A BOUGHT CAD SOLD USD 20240109
N/A BOUGHT ZAR SOLD USD 20240119
N/A BOUGHT BRL SOLD USD 20240202
N/A SOLD JPY BOUGHT USD 20240109
N/A MEXICO LA SP MYC
N/A BOUGHT TRY SOLD USD 20240315
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD BRL BOUGHT USD 20240702
N/A RFR USD SOFR/4.17500 10/10/23-10Y LCH
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD DOP BOUGHT USD 20240222
N/A CHILEAN GOVT LA BP BOA
N/A BRAZIL LA SP GST
N/A BOUGHT EGP SOLD USD 20240415
N/A IRS EUR 3.25000 03/20/24-5Y LCH
N/A PANAMA LA SP CBK
N/A BOUGHT BRL SOLD USD 20240103
N/A SOLD DOP BOUGHT USD 20240111
N/A BOUGHT BRL SOLD USD 20240103
N/A BOUGHT EGP SOLD USD 20240229
N/A BOUGHT TRY SOLD USD 20240426
N/A SOLD DOP BOUGHT USD 20240125
N/A SOLD TWD BOUGHT USD 20240229
N/A BOUGHT TRY SOLD USD 20240415
N/A SOLD EUR BOUGHT USD 20240109
N/A BOUGHT JPY SOLD USD 20240109
N/A BOUGHT TRY SOLD USD 20240301
N/A BOUGHT IDR SOLD USD 20240105
N/A SOLD PEN BOUGHT USD 20240122
N/A BOUGHT CAD SOLD USD 20240109
N/A BOUGHT TRY SOLD USD 20240111
N/A SOLD GBP BOUGHT USD 20240109
N/A BOUGHT PLN SOLD USD 20240122
N/A SOLD THB BOUGHT USD 20240320
N/A SOLD CLP BOUGHT USD 20240320
N/A SOLD MXN BOUGHT USD 20240131
N/A RFR USD SOFR/4.15500 10/02/23-10Y LCH
N/A SOLD PLN BOUGHT USD 20240122
N/A BOUGHT PLN SOLD USD 20240122
N/A SOLD ILS BOUGHT USD 20240320
N/A SOLD EGP BOUGHT USD 20240305
N/A BOUGHT AUD SOLD USD 20240109
N/A BOUGHT HUF SOLD USD 20240124
N/A SOLD BRL BOUGHT USD 20231003
N/A SOLD EUR BOUGHT USD 20231003
N/A SOLD EUR BOUGHT USD 20231003
N/A SOLD GBP BOUGHT USD 20231003
N/A SOLD HUF BOUGHT USD 20240124
N/A SOLD ZAR BOUGHT USD 20231120
N/A HUNGARY EM SP BRC
N/A INDONESIA AS SP GST
N/A BOUGHT CAD SOLD USD 20231003
N/A BOUGHT NOK SOLD USD 20231115
N/A BOUGHT ZAR SOLD USD 20231017
N/A SOLD CHF BOUGHT USD 20231115
N/A SOLD CHF BOUGHT USD 20231115
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD NZD BOUGHT USD 20231115
N/A SOLD SEK BOUGHT USD 20231115
N/A BOUGHT EGP SOLD USD 20240229
N/A BOUGHT INR SOLD USD 20231220
N/A BOUGHT INR SOLD USD 20231220
N/A BOUGHT NGN SOLD USD 20231027
N/A BOUGHT NGN SOLD USD 20231204
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD CZK BOUGHT USD 20231018
N/A SOLD EGP BOUGHT USD 20240229
N/A SOLD NGN BOUGHT USD 20231204
N/A SOLD TWD BOUGHT USD 20231220
N/A MEXICO LA SP BPS
N/A MEXICO LA SP BPS
N/A MEXICO LA SP BPS
N/A MEXICO LA SP GST
N/A MEXICO LA SP MYC
N/A MEXICO LA SP MYC
N/A BOUGHT EGP SOLD USD 20240229
N/A BOUGHT EGP SOLD USD 20240305
N/A BOUGHT TRY SOLD USD 20231030
N/A SOLD CAD BOUGHT USD 20231004
N/A SOLD EGP BOUGHT USD 20231114
N/A SOLD EGP BOUGHT USD 20240229
N/A SOLD IDR BOUGHT USD 20240320
N/A SOLD MYR BOUGHT USD 20231018
N/A SOLD MYR BOUGHT USD 20231018
N/A OMAN GOVT EM BP BOA
N/A OMAN GOVT EM BP BPS
N/A PANAMA LA SP CBK
N/A PANAMA LA SP CBK
N/A PERU LA SP CBK
N/A POLAND GOVT EM SP BPS
N/A ROMANIA EM SP BRC
N/A BOUGHT JPY SOLD USD 20231003
N/A BOUGHT PEN SOLD USD 20231220
N/A SOLD PEN BOUGHT USD 20231220
N/A SERBIA EM SP BPS
N/A SOUTH AFRICA EM SP JPM
N/A SOUTH KOREA GOVT AS BP GST
N/A BOUGHT EGP SOLD USD 20240305
N/A BOUGHT INR SOLD USD 20231220
N/A BOUGHT INR SOLD USD 20231220
N/A BOUGHT NGN SOLD USD 20240129
N/A SOLD EUR BOUGHT USD 20231102
N/A SOLD PEN BOUGHT USD 20231220
N/A STATE OIL COMPANY OF THE AZERB EM SP JPM
N/A BOUGHT COP SOLD USD 20231220
N/A BOUGHT KRW SOLD USD 20231220
N/A SOLD IDR BOUGHT USD 20240320
N/A SOLD TWD BOUGHT USD 20231220
N/A 317U3U4A7 PIMCO SWAPTION 2.9 CALL EUR 20230929
N/A 317U3U5A6 PIMCO SWAPTION 3.3 PUT EUR 20230929
N/A 317U3U6A5 PIMCO SWAPTION 4.17 PUT USD 20230929
N/A 317U3U7A4 PIMCO SWAPTION 3.72 CALL USD 2023092
N/A 317U3V9A0 PIMCO SWAPTION 4.03 PUT USD 20231002
N/A 317U3VAA8 PIMCO SWAPTION 3.58 CALL USD 2023100
N/A 317U3VZA1 PIMCO SWAPTION 3.07 CALL EUR 2023100
N/A 317U3W0A7 PIMCO SWAPTION 3.37 PUT EUR 20231005
N/A 317U3W6A1 PIMCO SWAPTION 4.175 PUT USD 2023100
N/A 317U3W7A0 PIMCO SWAPTION 3.725 CALL USD 202310
N/A 317U3WUA4 PIMCO SWAPTION 3.4 PUT EUR 20231009
N/A 317U3WVA3 PIMCO SWAPTION 3.1 CALL EUR 20231009
N/A 317U3X4A1 PIMCO SWAPTION 4.15 PUT USD 20231010
N/A 317U3X5A0 PIMCO SWAPTION 3.75 CALL USD 2023101
N/A 317U3XCA2 PIMCO SWAPTION 3.83 PUT USD 20231010
N/A 317U3XDA1 PIMCO SWAPTION 3.43 CALL USD 2023101
N/A 317U3XEA0 PIMCO SWAPTION 3.38 PUT EUR 20231012
N/A 317U3XFA9 PIMCO SWAPTION 3.08 CALL EUR 2023101
N/A 317U3Y6A7 PIMCO SWAPTION 3.87 PUT USD 20231013
N/A 317U3Y7A6 PIMCO SWAPTION 3.47 CALL USD 2023101
N/A 317U3YXA7 PIMCO SWAPTION 3.45 PUT EUR 20231018
N/A 317U3YYA6 PIMCO SWAPTION 3.15 CALL EUR 2023101
N/A 317U3Z4A6 PIMCO SWAPTION 4.22 PUT USD 20231018
N/A 317U3Z5A5 PIMCO SWAPTION 3.82 CALL USD 2023101
N/A 317U3ZMA6 PIMCO SWAPTION 4.23 PUT USD 20231019
N/A 317U3ZNA5 PIMCO SWAPTION 3.83 CALL USD 2023101
N/A 317U3ZRA1 PIMCO SWAPTION 4.255 PUT USD 2023101
N/A 317U3ZSA0 PIMCO SWAPTION 3.855 CALL USD 202310
N/A 317U40SA6 PIMCO SWAPTION 4.32 PUT GBP 20231020
N/A 317U40TA5 PIMCO SWAPTION 3.98 CALL GBP 2023102
N/A 317U42BA0 PIMCO SWAPTION 3.46 PUT EUR 20231025
N/A 317U42CA9 PIMCO SWAPTION 3.2 CALL EUR 20231025
N/A 317U42ZA4 PIMCO SWAPTION 3.48 PUT EUR 20231027
N/A 317U43CA7 PIMCO SWAPTION 3.23 CALL EUR 2023102
N/A IRS MXN 8.58500 05/25/23-5Y* CME
N/A IRS MXN 8.74000 03/14/23-5Y* CME
N/A IRS MXN 8.76000 05/26/23-5Y* CME
N/A IRS MXN 8.90000 05/26/23-4Y CME
N/A IRS MXN 9.16000 09/08/23-5Y* CME
N/A IRS MXN 9.21000 09/12/23-5Y* CME
N/A IRS MXN 9.2528* 09/07/23-5Y* CME
N/A RFR USD SOFR/3.73000 08/03/23-10Y LCH
N/A RFR USD SOFR/3.73500 08/07/23-10Y LCH
N/A RFR USD SOFR/4.15500 10/02/23-10Y LCH
N/A RFR USD SOFR/4.16500 09/27/23-10Y LCH
N/A RFRF USD SF+26.161/1.50 9/15/23-5Y* CME
N/A RFRF USD SF+26.161/1.50 9/21/23-4Y* CME
N/A RFRF USD SF+26.161/1.75 12/15/21-10Y LCH
N/A ZCS BRL 11.415 11/03/22-01/04/27 CME
N/A ZCS BRL 11.97 02/14/22-01/02/24 CME
N/A ZCS BRL 13.015 11/11/22-01/04/27 CME
N/A BOUGHT GBP SOLD USD 20231003
N/A BOUGHT INR SOLD USD 20231220
N/A BOUGHT JPY SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231102
N/A SOLD GBP BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD ZAR BOUGHT USD 20231020
N/A BOUGHT BRL SOLD USD 20231003
N/A SOLD CHF BOUGHT USD 20231115
N/A SOLD CZK BOUGHT USD 20231018
N/A SOLD ILS BOUGHT USD 20231130
N/A US 10YR FUT OPTN NOV23C 110 EXP 10/27/2023
N/A US 10YR FUT OPTN NOV23P 107 EXP 10/27/2023
N/A US 10YR NOTE (CBT)DEC23 XCBT 20231219
N/A US 2YR NOTE (CBT) DEC23 XCBT 20231229
N/A US 5YR NOTE (CBT) DEC23 XCBT 20231229
N/A US ULTRA BOND CBT DEC23 XCBT 20231219
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO NOMURA
N/A ARGENTINA LA SP BRC
N/A BANCO DO BRASIL SA SNR LA SP JPM
N/A SOLD BRL BOUGHT USD 20231003
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD BRL BOUGHT USD 20240103
N/A BOUGHT HUF SOLD USD 20240124
N/A BOUGHT HUF SOLD USD 20240124
N/A BOUGHT ILS SOLD USD 20231130
N/A BOUGHT INR SOLD USD 20231220
N/A BOUGHT INR SOLD USD 20231220
N/A SOLD CAD BOUGHT USD 20231115
N/A SOLD DOP BOUGHT USD 20231026
N/A SOLD DOP BOUGHT USD 20240222
N/A SOLD EGP BOUGHT USD 20240305
N/A SOLD MXN BOUGHT USD 20231214
N/A SOLD GBP BOUGHT USD 20231003
N/A SOLD GBP BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD PLN BOUGHT USD 20240122
N/A BOUGHT BRL SOLD USD 20231003
N/A BOUGHT BRL SOLD USD 20231003
N/A BOUGHT BRL SOLD USD 20231003
N/A BOUGHT BRL SOLD USD 20240103
N/A BOUGHT COP SOLD USD 20231025
N/A BOUGHT EGP SOLD USD 20240229
N/A BOUGHT EUR SOLD USD 20231003
N/A BOUGHT EUR SOLD USD 20231003
N/A BOUGHT EUR SOLD USD 20231003
N/A BOUGHT GBP SOLD USD 20231003
N/A BOUGHT INR SOLD USD 20231220
N/A BOUGHT PLN SOLD USD 20240122
N/A BOUGHT THB SOLD USD 20231020
N/A BOUGHT TRY SOLD USD 20231109
N/A SOLD BRL BOUGHT USD 20231003
N/A SOLD CAD BOUGHT USD 20231115
N/A SOLD CAD BOUGHT USD 20231115
N/A SOLD EGP BOUGHT USD 20240229
N/A SOLD EUR BOUGHT USD 20231003
N/A SOLD EUR BOUGHT USD 20231003
N/A SOLD EUR BOUGHT USD 20231102
N/A SOLD GBP BOUGHT USD 20231102
N/A SOLD GBP BOUGHT USD 20231102
N/A SOLD IDR BOUGHT USD 20240320
N/A SOLD ILS BOUGHT USD 20231130
N/A SOLD NGN BOUGHT USD 20231204
N/A SOLD NZD BOUGHT USD 20231115
N/A SOLD PLN BOUGHT USD 20240122
N/A SOLD PLN BOUGHT USD 20240122
N/A SOLD THB BOUGHT USD 20231020
N/A SOLD THB BOUGHT USD 20231020
N/A SOLD ZAR BOUGHT USD 20231020
N/A SOLD ZAR BOUGHT USD 20231020
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP GST
N/A CDX IG40 5Y ICE
N/A CDX IG41 5Y ICE
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP BRC
N/A CHILEAN GOVT LA SP MYC
N/A CHILEAN GOVT LA SP MYC
N/A CHINA AS SP BPS
N/A BOUGHT BRL SOLD USD 20231003
N/A BOUGHT BRL SOLD USD 20231103
N/A BOUGHT BRL SOLD USD 20231204
N/A BOUGHT EGP SOLD USD 20231114
N/A BOUGHT EGP SOLD USD 20231114
N/A BOUGHT NGN SOLD USD 20231027
N/A BOUGHT NOK SOLD USD 20231115
N/A SOLD BRL BOUGHT USD 20231003
N/A SOLD BRL BOUGHT USD 20231003
N/A SOLD CAD BOUGHT USD 20231115
N/A SOLD CHF BOUGHT USD 20231115
N/A SOLD CHF BOUGHT USD 20231115
N/A SOLD EUR BOUGHT USD 20231003
N/A SOLD GBP BOUGHT USD 20231003
N/A SOLD ILS BOUGHT USD 20231130
N/A SOLD ILS BOUGHT USD 20231130
N/A SOLD ILS BOUGHT USD 20231220
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD MXN BOUGHT USD 20231214
N/A SOLD PEN BOUGHT USD 20231107
N/A SOLD PHP BOUGHT USD 20231010
N/A SOLD SEK BOUGHT USD 20231115
N/A SOLD ZAR BOUGHT USD 20231020
N/A COLOMBIA LA SP BOA
N/A BOUGHT EGP SOLD USD 20240229
N/A BOUGHT ILS SOLD USD 20231130
N/A SOLD CZK BOUGHT USD 20231018
N/A SOLD EGP BOUGHT USD 20231114
N/A SOLD NGN BOUGHT USD 20240129
N/A SOLD THB BOUGHT USD 20231020
N/A SOLD ZAR BOUGHT USD 20231017
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A EURO-BUND FUTURE DEC23 XEUR 20231207
N/A BOUGHT BRL SOLD USD 20231003
N/A BOUGHT BRL SOLD USD 20231003
N/A BOUGHT EGP SOLD USD 20231114
N/A BOUGHT HUF SOLD USD 20240124
N/A BOUGHT MXN SOLD USD 20231004
N/A BOUGHT MXN SOLD USD 20231016
N/A BOUGHT MXN SOLD USD 20231117
N/A BOUGHT PEN SOLD USD 20231220
N/A BOUGHT TRY SOLD USD 20231030
N/A BOUGHT TRY SOLD USD 20231113
N/A BOUGHT TRY SOLD USD 20231113
N/A SOLD BRL BOUGHT USD 20231103
N/A SOLD BRL BOUGHT USD 20231103
N/A SOLD BRL BOUGHT USD 20240103
N/A SOLD DOP BOUGHT USD 20231006
N/A SOLD DOP BOUGHT USD 20231006
N/A SOLD DOP BOUGHT USD 20231013
N/A SOLD DOP BOUGHT USD 20231103
N/A SOLD DOP BOUGHT USD 20231116
N/A SOLD DOP BOUGHT USD 20231127
N/A SOLD DOP BOUGHT USD 20231207
N/A SOLD DOP BOUGHT USD 20231207
N/A SOLD DOP BOUGHT USD 20231214
N/A SOLD DOP BOUGHT USD 20240117
N/A SOLD DOP BOUGHT USD 20240119
N/A SOLD DOP BOUGHT USD 20240126
N/A SOLD EGP BOUGHT USD 20231114
N/A SOLD HUF BOUGHT USD 20240124
N/A SOLD KRW BOUGHT USD 20231220
N/A SOLD MXN BOUGHT USD 20231004
N/A SOLD MXN BOUGHT USD 20231004
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD MXN BOUGHT USD 20231117
N/A SOLD MXN BOUGHT USD 20231214
N/A SOLD MYR BOUGHT USD 20231018
N/A SOLD NGN BOUGHT USD 20231027
N/A SOLD NGN BOUGHT USD 20231027
N/A SOLD PHP BOUGHT USD 20231220
N/A SOLD ZAR BOUGHT USD 20231017
N/A SOLD ZAR BOUGHT USD 20231020
N/A BOUGHT EGP SOLD USD 20240229
N/A BOUGHT NGN SOLD USD 20230726
N/A BOUGHT NGN SOLD USD 20240129
N/A SOLD NGN BOUGHT USD 20230726
N/A SOLD ZAR BOUGHT USD 20230919
N/A STATE OIL COMPANY OF THE AZERB EM SP JPM
N/A SOLD BRL BOUGHT USD 20230905
N/A 317U38MA6 PIMCO SWAPTION 3.67 PUT USD 20230724
N/A 317U38NA5 PIMCO SWAPTION 3.27 CALL USD 2023072
N/A 317U39HA0 PIMCO SWAPTION 3.66 PUT USD 20230726
N/A 317U39IA9 PIMCO SWAPTION 3.26 CALL USD 2023072
N/A 317U39JA8 PIMCO SWAPTION 3.66 PUT USD 20230726
N/A 317U39KA6 PIMCO SWAPTION 3.26 CALL USD 2023072
N/A 317U39QA0 PIMCO SWAPTION 3.85 PUT USD 20230727
N/A 317U39RA9 PIMCO SWAPTION 3.35 CALL USD 2023072
N/A 317U39SA8 PIMCO SWAPTION 3.85 PUT USD 20230727
N/A 317U39TA7 PIMCO SWAPTION 3.35 CALL USD 2023072
N/A 317U3AYA8 PIMCO SWAPTION 3.78 PUT USD 20230731
N/A 317U3AZA7 PIMCO SWAPTION 3.38 CALL USD 2023073
N/A IRS MXN 8.58500 05/25/23-5Y* CME
N/A IRS MXN 8.74000 03/14/23-5Y* CME
N/A IRS MXN 8.90000 05/26/23-4Y CME
N/A IRSF USD 0.00000 12/15/21-2Y* LCH
N/A IRSF USD 1.50000 12/15/22-1Y* (WHT) CME
N/A IRSF USD 1.50000 12/21/22-1Y* (WHT) CME
N/A RFR GBP SONIO/5.58500 06/28/23-3Y LCH
N/A RFRF USD SF+26.161/0.00 12/15/21-2Y* LCH
N/A RFRF USD SF+26.161/1.50 9/15/23-5Y* CME
N/A RFRF USD SF+26.161/1.50 9/21/23-4Y* CME
N/A RFRF USD SF+26.161/1.75 12/15/21-10Y LCH
N/A ZCS BRL 11.415 11/03/22-01/04/27 CME
N/A ZCS BRL 11.97 02/14/22-01/02/24 CME
N/A ZCS BRL 13.015 11/11/22-01/04/27 CME
N/A BOUGHT GBP SOLD USD 20230705
N/A SOLD GBP BOUGHT USD 20230802
N/A TURKEY EM BP DUB
N/A SOLD EUR BOUGHT USD 20230705
N/A SOLD ILS BOUGHT USD 20231130
N/A SOLD ZAR BOUGHT USD 20230912
N/A SOLD ZAR BOUGHT USD 20230919
N/A US 10YR NOTE (CBT)SEP23 XCBT 20230920
N/A US 2YR NOTE (CBT) SEP23 XCBT 20230929
N/A US 5YR NOTE (CBT) SEP23 XCBT 20230929
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO NOMURA
N/A DEUTSCHE BANK REPO REPO
N/A J P MORGAN TERM REPO
N/A J P MORGAN TERM REPO
N/A PARIBAS REPO
N/A REVERSE REPO TORONTO DOMINIO
N/A ARGENTINA LA SP BRC
N/A BANCO DO BRASIL SA SNR LA SP JPM
N/A SOLD BRL BOUGHT USD 20231003
N/A SOLD BRL BOUGHT USD 20240103
N/A BOUGHT GBP SOLD USD 20230705
N/A BOUGHT ILS SOLD USD 20230802
N/A BOUGHT NGN SOLD USD 20230905
N/A SOLD NGN BOUGHT USD 20230905
N/A SOLD PLN BOUGHT USD 20230721
N/A SOLD ZAR BOUGHT USD 20230919
N/A BOUGHT ILS SOLD USD 20230920
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD ZAR BOUGHT USD 20230815
N/A SOLD ZAR BOUGHT USD 20230818
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT GBP SOLD USD 20230705
N/A BOUGHT INR SOLD USD 20230920
N/A BOUGHT JPY SOLD USD 20230705
N/A SOLD EUR BOUGHT USD 20230802
N/A SOLD ILS BOUGHT USD 20231130
N/A SOLD NGN BOUGHT USD 20231204
N/A SOLD ZAR BOUGHT USD 20230815
N/A SOLD ZAR BOUGHT USD 20230912
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP GST
N/A CDX EM38 ICE
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP BRC
N/A CHILEAN GOVT LA SP MYC
N/A CHILEAN GOVT LA SP MYC
N/A BOUGHT EGP SOLD USD 20231114
N/A BOUGHT EGP SOLD USD 20231114
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT NGN SOLD USD 20231027
N/A SOLD CZK BOUGHT USD 20230721
N/A SOLD EUR BOUGHT USD 20230705
N/A SOLD ILS BOUGHT USD 20230705
N/A SOLD ILS BOUGHT USD 20230705
N/A SOLD ILS BOUGHT USD 20230705
N/A SOLD ILS BOUGHT USD 20230802
N/A SOLD ILS BOUGHT USD 20230802
N/A SOLD ILS BOUGHT USD 20231130
N/A SOLD ILS BOUGHT USD 20231130
N/A SOLD PEN BOUGHT USD 20230814
N/A COLOMBIA LA SP BOA
N/A BOUGHT BRL SOLD USD 20230705
N/A SOLD BRL BOUGHT USD 20230705
N/A SOLD EGP BOUGHT USD 20231114
N/A SOLD NGN BOUGHT USD 20240129
N/A SOLD ZAR BOUGHT USD 20231017
N/A EURO-BUND FUTURE SEP23 XEUR 20230907
N/A BOUGHT BRL SOLD USD 20230705
N/A BOUGHT BRL SOLD USD 20230705
N/A BOUGHT EGP SOLD USD 20231114
N/A SOLD BRL BOUGHT USD 20230705
N/A SOLD BRL BOUGHT USD 20230905
N/A SOLD DOP BOUGHT USD 20230714
N/A SOLD DOP BOUGHT USD 20230720
N/A SOLD DOP BOUGHT USD 20230727
N/A SOLD DOP BOUGHT USD 20230803
N/A SOLD DOP BOUGHT USD 20230828
N/A SOLD DOP BOUGHT USD 20230828
N/A SOLD DOP BOUGHT USD 20231006
N/A SOLD DOP BOUGHT USD 20231013
N/A SOLD DOP BOUGHT USD 20231116
N/A SOLD DOP BOUGHT USD 20231127
N/A SOLD DOP BOUGHT USD 20231207
N/A SOLD DOP BOUGHT USD 20231207
N/A SOLD EGP BOUGHT USD 20231114
N/A SOLD NGN BOUGHT USD 20231027
N/A SOLD NGN BOUGHT USD 20231027
N/A SOLD ZAR BOUGHT USD 20231017
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT ILS SOLD USD 20230705
N/A BOUGHT INR SOLD USD 20230920
N/A BOUGHT ZAR SOLD USD 20230919
N/A SOLD GBP BOUGHT USD 20230705
N/A HUNGARY EM SP BRC
N/A INDONESIA AS SP GST
N/A BOUGHT ILS SOLD USD 20230920
N/A BOUGHT JPY SOLD USD 20230802
N/A SOLD JPY BOUGHT USD 20230705
N/A SOLD MXN BOUGHT USD 20230816
N/A SOLD MXN BOUGHT USD 20231016
N/A BOUGHT NGN SOLD USD 20230726
N/A BOUGHT NGN SOLD USD 20230905
N/A BOUGHT NGN SOLD USD 20231027
N/A BOUGHT NGN SOLD USD 20231204
N/A BOUGHT PEN SOLD USD 20230920
N/A SOLD NGN BOUGHT USD 20231204
N/A MEXICO LA SP BPS
N/A MEXICO LA SP BPS
N/A MEXICO LA SP GST
N/A MEXICO LA SP MYC
N/A BOUGHT ZAR SOLD USD 20230815
N/A SOLD EGP BOUGHT USD 20231114
N/A OMAN GOVT EM BP BOA
N/A OMAN GOVT EM BP BPS
N/A PANAMA LA SP CBK
N/A PANAMA LA SP CBK
N/A PERU LA SP CBK
N/A POLAND GOVT EM SP JPM
N/A BOUGHT MXN SOLD USD 20230816
N/A SOLD MXN BOUGHT USD 20230714
N/A SERBIA EM SP BPS
N/A SOLD EUR BOUGHT USD 20230705
N/A SOUTH KOREA GOVT AS BP GST
N/A IRS CLP 5.36000 03/27/23-5Y CME
N/A IRS MXN 5.47000 04/24/20-5Y CME
N/A IRS MXN 5.52000 04/30/20-5Y* CME
N/A IRS MXN 5.53000 04/30/20-5Y* CME
N/A IRS MXN 5.61500 04/29/20-5Y* CME
N/A IRS MXN 6.10000 03/04/20-5Y* CME
N/A IRS MXN 6.10000 03/06/20-5Y* CME
N/A IRS MXN 8.74000 03/14/23-5Y* CME
N/A IRS MXN 8.89670 02/13/23-5Y* CME
N/A IRS USD 1.50000 06/21/17-10Y CME
N/A IRS USD 1.50000 12/15/21-7Y CME
N/A IRS USD 1.75000 12/15/21-10Y LCH
N/A ZCS BRL 11.415 11/03/22-01/04/27 CME
N/A ZCS BRL 11.97 02/14/22-01/02/24 CME
N/A ZCS BRL 13.015 11/11/22-01/04/27 CME
N/A TURKEY EM SP JPM
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD GBP BOUGHT USD 20230502
N/A SOLD ILS BOUGHT USD 20231130
N/A SOLD ZAR BOUGHT USD 20230912
N/A SOLD ZAR BOUGHT USD 20230919
N/A US 10YR NOTE (CBT)JUN23 XCBT 20230621
N/A US 5YR NOTE (CBT) JUN23 XCBT 20230630
N/A US ULTRA BOND CBT JUN23 XCBT 20230621
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO MORGAN STANLEY DE REVERSE REPO MORGAN STANLEY DE
N/A REVERSE REPO JPM CHASE
N/A DEUTSCHE BANK REPO REPO
N/A DEUTSCHE BANK REPO REPO
N/A DEUTSCHE BANK REPO REPO
N/A REPO SOCIETE GENERALE REPO
N/A REVERSE REPO TORONTO DOMINIO
N/A REVERSE REPO NOMURA
N/A ARGENTINA LA SP BRC
N/A BANCO DO BRASIL SA SNR LA SP JPM
N/A BOUGHT BRL SOLD USD 20230404
N/A BOUGHT BRL SOLD USD 20230404
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD BRL BOUGHT USD 20231003
N/A BOUGHT ILS SOLD USD 20230802
N/A BOUGHT PEN SOLD USD 20230502
N/A BOUGHT PEN SOLD USD 20230510
N/A SOLD PEN BOUGHT USD 20230410
N/A SOLD ZAR BOUGHT USD 20230517
N/A SOLD ZAR BOUGHT USD 20230515
N/A BOUGHT BRL SOLD USD 20230404
N/A BOUGHT BRL SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230502
N/A BOUGHT MXN SOLD USD 20230420
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD ILS BOUGHT USD 20230503
N/A SOLD ILS BOUGHT USD 20231130
N/A SOLD MXN BOUGHT USD 20230413
N/A SOLD MXN BOUGHT USD 20230630
N/A SOLD PLN BOUGHT USD 20230419
N/A SOLD ZAR BOUGHT USD 20230912
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP GST
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP BRC
N/A CHILEAN GOVT LA SP MYC
N/A CHILEAN GOVT LA SP MYC
N/A BOUGHT BRL SOLD USD 20230404
N/A BOUGHT EGP SOLD USD 20231114
N/A BOUGHT EGP SOLD USD 20231114
N/A BOUGHT PEN SOLD USD 20230410
N/A SOLD ILS BOUGHT USD 20230503
N/A SOLD ILS BOUGHT USD 20230705
N/A SOLD ILS BOUGHT USD 20230705
N/A SOLD ILS BOUGHT USD 20230705
N/A SOLD ILS BOUGHT USD 20230802
N/A SOLD ILS BOUGHT USD 20230802
N/A SOLD ILS BOUGHT USD 20231130
N/A SOLD ILS BOUGHT USD 20231130
N/A SOLD MXN BOUGHT USD 20230621
N/A SOLD PEN BOUGHT USD 20230510
N/A SOLD PEN BOUGHT USD 20230510
N/A SOLD PEN BOUGHT USD 20230621
N/A SOLD PEN BOUGHT USD 20230814
N/A COLOMBIA LA SP BOA
N/A BOUGHT BRL SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT JPY SOLD USD 20230404
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD BRL BOUGHT USD 20230705
N/A SOLD EGP BOUGHT USD 20231114
N/A SOLD EUR BOUGHT USD 20230502
N/A SOLD JPY BOUGHT USD 20230502
N/A SOLD ZAR BOUGHT USD 20230515
N/A SOLD ZAR BOUGHT USD 20230519
N/A EURO-BUND FUTURE JUN23 XEUR 20230608
N/A BOUGHT BRL SOLD USD 20230705
N/A BOUGHT CLP SOLD USD 20230414
N/A BOUGHT EGP SOLD USD 20231114
N/A BOUGHT MXN SOLD USD 20230410
N/A BOUGHT PEN SOLD USD 20230510
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD DOP BOUGHT USD 20230406
N/A SOLD DOP BOUGHT USD 20230428
N/A SOLD DOP BOUGHT USD 20230714
N/A SOLD DOP BOUGHT USD 20230720
N/A SOLD DOP BOUGHT USD 20230727
N/A SOLD DOP BOUGHT USD 20230803
N/A SOLD EGP BOUGHT USD 20231114
N/A SOLD MXN BOUGHT USD 20230621
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT ILS SOLD USD 20230705
N/A BOUGHT ZAR SOLD USD 20230919
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 HUNGARY EM SP BRC
N/A INDONESIA AS SP GST
N/A BOUGHT EUR SOLD USD 20230404
N/A SOLD ZAR BOUGHT USD 20230519
N/A BOUGHT BRL SOLD USD 20230404
N/A SOLD BRL BOUGHT USD 20230404
N/A MEXICO LA SP BPS
N/A MEXICO LA SP BPS
N/A MEXICO LA SP GST
N/A MEXICO LA SP GST
N/A MEXICO LA SP MYC
N/A MEXICO LA SP MYC
N/A MONTENEGRO EM SP BOA
N/A BOUGHT ILS SOLD USD 20230503
N/A SOLD EGP BOUGHT USD 20231114
N/A SOLD ZAR BOUGHT USD 20230515
N/A NIGERIA EM SP JPM
N/A SOLD JPY BOUGHT USD 20230404
N/A OMAN GOVT EM BP BOA
N/A OMAN GOVT EM BP BPS
N/A PANAMA LA SP CBK
N/A PANAMA LA SP CBK
N/A PERU LA SP CBK
N/A POLAND GOVT EM SP BPS
N/A POLAND GOVT EM SP JPM
N/A QNB FINANCE LTD SNR EM SP BRC
N/A SOLD MXN BOUGHT USD 20230420
N/A SOLD MXN BOUGHT USD 20230515
N/A SOLD MXN BOUGHT USD 20230714
N/A SERBIA EM SP BPS
N/A SOUTH AFRICA EM SP BRC
N/A SOUTH KOREA GOVT AS BP GST
N/A SOLD ZAR BOUGHT USD 20230413
N/A SOLD ZAR BOUGHT USD 20230413
N/A STANDARD CHARTERED PLC SNR SE ICE
N/A STATE OIL COMPANY OF THE AZERB EM SP JPM
N/A IRS CLP 5.82000 12/28/22-5Y CME
N/A IRS CLP 6.70000 12/28/22-3Y CME
N/A IRS CLP 6.70000 12/30/22-3Y CME
N/A IRS CLP 6.75670 01/03/23-3Y CME
N/A IRS CNY 2.75000 03/15/23-5Y LCH
N/A IRS MXN 5.47000 04/24/20-5Y CME
N/A IRS MXN 5.52000 04/30/20-5Y* CME
N/A IRS MXN 5.53000 04/30/20-5Y* CME
N/A IRS MXN 5.61500 04/29/20-5Y* CME
N/A IRS MXN 6.10000 03/04/20-5Y* CME
N/A IRS MXN 6.10000 03/06/20-5Y* CME
N/A VOLS USDJPY .12025 06/20/2023 GLM
N/A ZCS BRL 11.415 11/03/22-01/04/27 CME
N/A ZCS BRL 11.97 02/14/22-01/02/24 CME
N/A ZCS BRL 13.015 11/11/22-01/04/27 CME
N/A ZCS BRL 5.8625 03/02/21-01/02/23 CME
N/A TURKEY EM SP JPM
N/A SOLD GBP BOUGHT USD 20230110
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD ILS BOUGHT USD 20231130
N/A SOLD TRY BOUGHT USD 20230118
N/A SOLD ZAR BOUGHT USD 20230327
N/A SOLD ZAR BOUGHT USD 20230912
N/A US 10YR NOTE (CBT)MAR23 XCBT 20230322
N/A US 5YR NOTE (CBT) MAR23 XCBT 20230331
N/A US ULTRA BOND CBT MAR23 XCBT 20230322
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO NOMURA
N/A REVERSE REPO TORONTO DOMINIO
N/A ARGENTINA LA SP BRC
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD ZAR BOUGHT USD 20230109
N/A SOLD ZAR BOUGHT USD 20230109
N/A SOLD ZAR BOUGHT USD 20230313
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT MXN SOLD USD 20230321
N/A BOUGHT MXN SOLD USD 20230321
N/A BOUGHT MXN SOLD USD 20230321
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD ILS BOUGHT USD 20230503
N/A SOLD ILS BOUGHT USD 20231130
N/A SOLD ZAR BOUGHT USD 20230912
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP BPS
N/A BRAZIL LA SP GST
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP BRC
N/A CHILEAN GOVT LA SP MYC
N/A CHILEAN GOVT LA SP MYC
N/A BOUGHT EGP SOLD USD 20231114
N/A BOUGHT EGP SOLD USD 20231114
N/A BOUGHT PEN SOLD USD 20230201
N/A BOUGHT PEN SOLD USD 20230410
N/A SOLD BRL BOUGHT USD 20230104
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD ILS BOUGHT USD 20230503
N/A SOLD ILS BOUGHT USD 20230705
N/A SOLD ILS BOUGHT USD 20230705
N/A SOLD ILS BOUGHT USD 20230705
N/A SOLD ILS BOUGHT USD 20230802
N/A SOLD ILS BOUGHT USD 20230802
N/A SOLD ILS BOUGHT USD 20231130
N/A SOLD MXN BOUGHT USD 20230321
N/A SOLD PEN BOUGHT USD 20230210
N/A SOLD PEN BOUGHT USD 20230314
N/A SOLD PEN BOUGHT USD 20230314
N/A SOLD PEN BOUGHT USD 20230510
N/A SOLD PEN BOUGHT USD 20230510
N/A SOLD ZAR BOUGHT USD 20230125
N/A COLOMBIA LA SP BOA
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD EGP BOUGHT USD 20231114
N/A EURO-BUND FUTURE MAR23 XEUR 20230308
N/A BOUGHT BRL SOLD USD 20230104
N/A BOUGHT COP SOLD USD 20230222
N/A BOUGHT EGP SOLD USD 20231114
N/A BOUGHT PEN SOLD USD 20230510
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD DOP BOUGHT USD 20230406
N/A SOLD EGP BOUGHT USD 20231114
N/A SOLD MXN BOUGHT USD 20230321
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT ZAR SOLD USD 20230919
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD GBP BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A HUNGARY EM SP BRC
N/A INDONESIA AS SP GST
N/A JPN 10Y BOND(OSE) MAR23 XOSE 20230313
N/A BOUGHT TRY SOLD USD 20230118
N/A SOLD BRL BOUGHT USD 20230404
N/A MEXICO LA SP BPS
N/A MEXICO LA SP BPS
N/A MEXICO LA SP GST
N/A MEXICO LA SP MYC
N/A MEXICO LA SP MYC
N/A MONTENEGRO EM SP BOA
N/A SOLD EGP BOUGHT USD 20231114
N/A OMAN GOVT EM BP BOA
N/A OMAN GOVT EM BP BPS
N/A PANAMA LA SP CBK
N/A PANAMA LA SP CBK
N/A PERU LA SP CBK
N/A POLAND GOVT EM SP BPS
N/A POLAND GOVT EM SP BPS
N/A POLAND GOVT EM SP BRC
N/A POLAND GOVT EM SP GST
N/A ROMANIA EM SP BPS
N/A SOLD MXN BOUGHT USD 20230315
N/A SOLD MXN BOUGHT USD 20230420
N/A SAUDI ARABIA GOVT EM SP MYC
N/A SOUTH AFRICA EM SP BRC
N/A SOUTH KOREA GOVT AS BP GST
N/A SOLD ZAR BOUGHT USD 20230413
N/A SOLD ZAR BOUGHT USD 20230413
N/A STATE OIL COMPANY OF THE AZERB EM SP JPM
N/A SOLD MXN/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A NIGERIA EM SP JPM
N/A PANAMA LA SP CBK
N/A PANAMA LA SP CBK
N/A PERU LA SP BPS
N/A PERU LA SP CBK
N/A PERU LA SP GST
N/A PERU LA SP MYC
N/A QNB FINANCE LTD SNR EM SP BRC
N/A SAUDI ARABIA GOVT EM SP BRC
N/A SOLD EUR/BOUGHT USD
N/A SOUTH AFRICA EM SP BRC
N/A SOUTH AFRICA EM SP DUB
N/A SOUTH AFRICA EM SP JPM
N/A SOUTH KOREA GOVT AS BP GST
N/A STATE OIL COMPANY OF THE AZERB EM SP JPM
N/A STATE OIL COMPANY OF THE AZERB EM SP JPM
N/A IRS MXN 5.47000 04/24/20-5Y CME
N/A IRS MXN 5.52000 04/30/20-5Y* CME
N/A IRS MXN 5.53000 04/30/20-5Y* CME
N/A IRS MXN 5.61500 04/29/20-5Y* CME
N/A IRS MXN 6.10000 03/04/20-5Y* CME
N/A IRS MXN 6.10000 03/06/20-5Y* CME
N/A IRS USD 1.50000 06/21/17-10Y CME
N/A IRS USD 1.50000 12/15/21-7Y CME
N/A IRS USD 1.75000 12/15/21-10Y LCH
N/A IRS ZAR 5.95000 11/30/21-3Y CME
N/A RFR USD SOFR/1.00000 09/21/22-2Y CME
N/A RFR USD SOFR/1.75000 06/15/22-2Y CME
N/A ZCS BRL 11.97 02/14/22-01/02/24 CME
N/A ZCS BRL 5.8625 03/02/21-01/02/23 CME
N/A TURKEY EM BP BOA
N/A TURKEY EM BP CBK
N/A TURKEY EM BP DUB
N/A TURKEY EM SP GST
N/A SOLD MXN/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A US 10YR NOTE (CBT)DEC22 XCBT 20221220
N/A US 5YR NOTE (CBT) DEC22 XCBT 20221230
N/A US ULTRA BOND CBT DEC22 XCBT 20221220
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO MERRILL LYNCH
N/A DEUTSCHE BANK REPO REPO
N/A REVERSE REPO TORONTO DOMINIO
N/A ARGENTINA LA SP BRC
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP GST
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP BPS
N/A CHILEAN GOVT LA SP BRC
N/A CHILEAN GOVT LA SP MYC
N/A CHILEAN GOVT LA SP MYC
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PLN/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/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 SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A COLOMBIA LA SP BOA
N/A SOLD ZAR/BOUGHT USD
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A EURO-BUND FUTURE DEC22 XEUR 20221208
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT TRY/SOLD USD
N/A BOUGHT TRY/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD COP/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A INDONESIA AS SP GST
N/A CDX ITRAXX EXJP IG38 5Y ICE
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A MEXICO LA SP BPS
N/A MEXICO LA SP BPS
N/A MEXICO LA SP GST
N/A MEXICO LA SP GST
N/A MEXICO LA SP HUS
N/A MEXICO LA SP MYC
N/A MEXICO LA SP MYC
N/A MEXICO LA SP MYC
N/A MONTENEGRO EM SP BOA
N/A BOUGHT EUR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A INDONESIA AS SP GST
N/A ISRAEL GOVT EM SP JPM
N/A CDX ITRAXX EXJP IG37 5Y ICE
N/A SOLD BRL/BOUGHT USD
N/A MALAYSIA GOVT SNR AS SP GST
N/A MEXICO LA SP BPS
N/A MEXICO LA SP GST
N/A MEXICO LA SP GST
N/A MEXICO LA SP MYC
N/A MEXICO LA SP MYC
N/A MONTENEGRO EM SP BOA
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A NIGERIA EM SP JPM
N/A PERU LA SP BPS
N/A PERU LA SP CBK
N/A PERU LA SP GST
N/A PERU LA SP MYC
N/A QNB FINANCE LTD SNR EM SP BRC
N/A RUSSIA EM SP BRC
N/A SOLD EUR/BOUGHT USD
N/A SOUTH AFRICA EM SP BRC
N/A SOUTH AFRICA EM SP JPM
N/A SOUTH KOREA GOVT AS BP GST
N/A BOUGHT PEN/SOLD USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A STATE OIL COMPANY OF THE AZERB EM SP JPM
N/A STATE OIL COMPANY OF THE AZERB EM SP JPM
N/A IRS EUR 0.25000 09/21/22-10Y LCH
N/A IRS MXN 5.47000 04/24/20-5Y CME
N/A IRS MXN 5.52000 04/30/20-5Y* CME
N/A IRS MXN 5.53000 04/30/20-5Y* CME
N/A IRS MXN 5.61500 04/29/20-5Y* CME
N/A IRS MXN 6.10000 03/04/20-5Y* CME
N/A IRS MXN 6.10000 03/06/20-5Y* CME
N/A IRS USD 1.50000 12/15/21-7Y CME
N/A IRS USD 1.75000 12/15/21-10Y LCH
N/A IRS ZAR 5.95000 11/30/21-3Y CME
N/A ZCS BRL 11.97 02/14/22-01/02/24 CME
N/A ZCS BRL 5.8625 03/02/21-01/02/23 CME
N/A TURKEY EM BP BOA
N/A TURKEY EM BP CBK
N/A TURKEY EM BP DUB
N/A TURKEY EM SP GST
N/A SOLD MXN/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A US 10YR NOTE (CBT)SEP22 XCBT 20220921
N/A US 5YR NOTE (CBT) SEP22 XCBT 20220930
N/A US ULTRA BOND CBT SEP22 XCBT 20220921
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO MERRILL LYNCH
N/A ARGENTINA LA SP BRC
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
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 PEN/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP GST
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BRC
N/A CHILEAN GOVT LA SP MYC
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD 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 SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A COLOMBIA LA SP BOA
N/A BOUGHT PLN/SOLD USD
N/A SOLD ZAR/BOUGHT USD
N/A EURO-BUND FUTURE SEP22 XEUR 20220908
N/A SOLD ZAR/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 SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A COLOMBIA LA SP BOA
N/A BOUGHT PLN/SOLD USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A EGYPT EM SP DUB
N/A ESKOM HOLDINGS SOC LTD SNR EM SP MYC
N/A EURO-BUND FUTURE JUN22 XEUR 20220608
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EGP/BOUGHT USD
N/A SOLD EGP/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/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 SOLD EUR/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A INDONESIA AS SP GST
N/A CDX ITRAXX EXJP IG37 5Y ICE
N/A BOUGHT RUB/SOLD USD
N/A MEXICO LA SP BPS
N/A MEXICO LA SP GST
N/A MEXICO LA SP GST
N/A MEXICO LA SP MYC
N/A MONTENEGRO EM SP BOA
N/A BOUGHT EUR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A NIGERIA EM SP JPM
N/A NIGERIA EM SP JPM
N/A NIGERIA EM SP JPM
N/A PERU LA SP BPS
N/A PERU LA SP CBK
N/A PERU LA SP GST
N/A PERU LA SP MYC
N/A QNB FINANCE LTD SNR EM SP BRC
N/A SOLD MXN/BOUGHT USD
N/A RUSSIA EM SP BRC
N/A SOLD RUB/BOUGHT USD
N/A SOUTH AFRICA EM SP BOA
N/A SOUTH AFRICA EM SP JPM
N/A SOUTH KOREA GOVT AS BP GST
N/A BOUGHT PEN/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A STATE OIL COMPANY OF THE AZERB EM SP JPM
N/A IRS EUR 0.25000 09/21/22-10Y LCH
N/A IRS MXN 5.47000 04/24/20-5Y CME
N/A IRS MXN 5.52000 04/30/20-5Y* CME
N/A IRS MXN 5.53000 04/30/20-5Y* CME
N/A IRS MXN 5.61500 04/29/20-5Y* CME
N/A IRS MXN 6.10000 03/04/20-5Y* CME
N/A IRS MXN 6.10000 03/06/20-5Y* CME
N/A IRS USD 1.50000 12/15/21-7Y CME
N/A IRS USD 1.75000 12/15/21-10Y LCH
N/A IRS ZAR 5.95000 11/30/21-3Y CME
N/A ZCS BRL 11.97 02/14/22-01/02/24 CME
N/A ZCS BRL 5.8625 03/02/21-01/02/23 CME
N/A TUNISIA EM SP JPM
N/A TURKEY EM BP BOA
N/A TURKEY EM BP BOA
N/A TURKEY EM BP CBK
N/A TURKEY EM BP CBK
N/A TURKEY EM BP DUB
N/A TURKEY EM BP MYC
N/A TURKEY EM SP GST
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A US 10YR NOTE (CBT)JUN22 XCBT 20220621
N/A US 5YR NOTE (CBT) JUN22 XCBT 20220630
N/A US ULTRA BOND CBT JUN22 XCBT 20220621
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A J P MORGAN TERM REPO
N/A ARGENTINA LA SP BRC
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PLN/SOLD USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP GST
N/A BRAZIL LA SP GST
N/A BRAZIL LA SP MYC
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BRC
N/A CHILEAN GOVT LA SP MYC
N/A BOUGHT COP/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A COLOMBIA LA SP BOA
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A EGYPT EM SP DUB
N/A ESKOM HOLDINGS SOC LTD SNR EM SP MYC
N/A EURO-BUND FUTURE MAR22 XEUR 20220308
N/A BOUGHT KZT/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD KZT/BOUGHT USD
N/A SOLD KZT/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A INDONESIA AS SP BOA
N/A INDONESIA AS SP GST
N/A INDONESIA AS SP GST
N/A INDONESIA AS SP GST
N/A CDX ITRAXX EXJP IG36 5Y ICE
N/A SOLD KZT/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A SOLD UAH/BOUGHT USD
N/A MEXICO LA SP BPS
N/A MEXICO LA SP GST
N/A MEXICO LA SP GST
N/A MEXICO LA SP MYC
N/A MONTENEGRO EM SP BOA
N/A SOLD KZT/BOUGHT USD
N/A SOLD UAH/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A NIGERIA EM SP JPM
N/A NIGERIA EM SP JPM
N/A NIGERIA EM SP JPM
N/A PERU LA SP BPS
N/A PERU LA SP CBK
N/A PERU LA SP GST
N/A PERU LA SP MYC
N/A QNB FINANCE LTD SNR EM SP BRC
N/A RUSSIA EM SP BRC
N/A RUSSIA EM SP MYC
N/A SOUTH AFRICA EM SP JPM
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A STATE OIL COMPANY OF THE AZERB EM SP JPM
N/A IRS EUR -0.25000 03/16/22-5Y LCH
N/A IRS EUR 0.25000 03/16/22-10Y LCH
N/A IRS MXN 5.47000 04/24/20-5Y CME
N/A IRS MXN 5.52000 04/30/20-5Y* CME
N/A IRS MXN 5.53000 04/30/20-5Y* CME
N/A IRS MXN 5.61500 04/29/20-5Y* CME
N/A IRS MXN 6.10000 03/04/20-5Y* CME
N/A IRS MXN 6.10000 03/06/20-5Y* CME
N/A IRS USD 1.50000 12/15/21-7Y CME
N/A IRS USD 1.75000 12/15/21-10Y LCH
N/A IRS ZAR 5.95000 11/30/21-3Y CME
N/A ZCS BRL 5.8625 03/02/21-01/02/23 CME
N/A TUNISIA EM SP JPM
N/A TURKEY EM BP BOA
N/A TURKEY EM BP CBK
N/A TURKEY EM BP DUB
N/A TURKEY EM SP GST
N/A US 10YR NOTE (CBT)MAR22 XCBT 20220322
N/A US 5YR NOTE (CBT) MAR22 XCBT 20220331
N/A US ULTRA BOND CBT MAR22 XCBT 20220322
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A DEUTSCHE BANK REPO REPO
N/A NOMURA REPO
N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK
N/A ARGENTINA LA SP BRC
N/A BOUGHT KZT/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD KZT/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP GST
N/A BRAZIL LA SP MYC
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BRC
N/A CHILEAN GOVT LA SP BRC
N/A CHILEAN GOVT LA SP JPM
N/A CHILEAN GOVT LA SP MYC
N/A BOUGHT COP/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD COP/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 RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BRC
N/A CHILEAN GOVT LA SP BRC
N/A CHILEAN GOVT LA SP JPM
N/A CHILEAN GOVT LA SP MYC
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT TRY/SOLD USD
N/A SOLD EGP/BOUGHT USD
N/A SOLD EGP/BOUGHT USD
N/A SOLD GBP/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 SOLD ZAR/BOUGHT USD
N/A COLOMBIA LA SP BOA
N/A BOUGHT RUB/SOLD USD
N/A EGYPT EM SP DUB
N/A EGYPT EM SP FBF
N/A ESKOM HOLDINGS SOC LTD EM SP BRC
N/A ESKOM HOLDINGS SOC LTD SNR EM SP MYC
N/A EURO-BUND FUTURE DEC21 XEUR 20211208
N/A BOUGHT KZT/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT TRY/SOLD USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD ZAR/BOUGHT USD
N/A INDONESIA AS SP BOA
N/A INDONESIA AS SP BPS
N/A INDONESIA AS SP GST
N/A INDONESIA AS SP GST
N/A INDONESIA AS SP GST
N/A BOUGHT EGP/SOLD USD
N/A SOLD UAH/BOUGHT USD
N/A MEXICO LA SP GST
N/A MEXICO LA SP MYC
N/A MONTENEGRO EM SP BOA
N/A BOUGHT EGP/SOLD USD
N/A SOLD UAH/BOUGHT USD
N/A NIGERIA EM SP BRC
N/A NIGERIA EM SP JPM
N/A NIGERIA EM SP JPM
N/A NIGERIA EM SP JPM
N/A PERU LA SP BPS
N/A PERU LA SP CBK
N/A PERU LA SP GST
N/A PERU LA SP MYC
N/A QNB FINANCE LTD SNR EM SP BRC
N/A RUSSIA EM SP MYC
N/A SAUDI ARABIA GOVT EM SP GST
N/A SOUTH AFRICA EM SP BRC
N/A SOUTH AFRICA EM SP DUB
N/A SOUTH AFRICA EM SP JPM
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A IRS EUR -0.25000 03/16/22-5Y LCH
N/A IRS EUR 0.25000 03/16/22-10Y LCH
N/A IRS MXN 5.47000 04/24/20-5Y CME
N/A IRS MXN 5.52000 04/30/20-5Y* CME
N/A IRS MXN 5.53000 04/30/20-5Y* CME
N/A IRS MXN 5.61500 04/29/20-5Y* CME
N/A IRS MXN 6.10000 03/04/20-5Y* CME
N/A IRS MXN 6.10000 03/06/20-5Y* CME
N/A IRS USD 0.50000 06/16/21-5Y CME
N/A IRS USD 1.25000 12/15/21-5Y CME
N/A IRS USD 1.50000 12/15/21-7Y CME
N/A IRS USD 1.75000 12/15/21-10Y LCH
N/A ZCS BRL 5.8625 03/02/21-01/02/23 CME
N/A ZCS BRL 9.153 08/24/21-01/02/24 CME
N/A ZCS BRL 9.2 08/24/21-01/02/24 CME
N/A TUNISIA EM SP JPM
N/A TURKEY EM BP BOA
N/A TURKEY EM BP CBK
N/A TURKEY EM BP DUB
N/A TURKEY EM BP MYC
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221
N/A US 5YR NOTE (CBT) DEC21 XCBT 20211231
N/A US ULTRA BOND CBT DEC21 XCBT 20211221
N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK
N/A REVERSE REPO BARCLAYS REVERSE REPO
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A REPO TORONTO DOMINION GRAND CAYMAN
N/A REPO TORONTO DOMINION GRAND CAYMAN
N/A REPO TORONTO DOMINION GRAND CAYMAN
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO STANDARD CHARTERE VAR 1
N/A ARGENTINA LA SP BRC
N/A BOUGHT KZT/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP GST
N/A BRAZIL LA SP MYC
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BRC
N/A CHILEAN GOVT LA SP JPM
N/A CHILEAN GOVT LA SP MYC
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT TRY/SOLD USD
N/A SOLD EGP/BOUGHT USD
N/A SOLD EGP/BOUGHT USD
N/A SOLD GBP/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 SOLD ZAR/BOUGHT USD
N/A COLOMBIA LA SP BOA
N/A BOUGHT RUB/SOLD USD
N/A EGYPT EM SP DUB
N/A ESKOM HOLDINGS SOC LTD EM SP BRC
N/A ESKOM HOLDINGS SOC LTD SNR EM SP MYC
N/A BOUGHT KZT/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT TRY/SOLD USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD ZAR/BOUGHT USD
N/A INDONESIA AS SP BOA
N/A INDONESIA AS SP BPS
N/A INDONESIA AS SP GST
N/A INDONESIA AS SP GST
N/A INDONESIA AS SP GST
N/A BOUGHT EGP/SOLD USD
N/A SOLD UAH/BOUGHT USD
N/A MEXICO LA SP GST
N/A MEXICO LA SP MYC
N/A MONTENEGRO EM SP BOA
N/A BOUGHT EGP/SOLD USD
N/A SOLD UAH/BOUGHT USD
N/A NIGERIA EM SP JPM
N/A NIGERIA EM SP JPM
N/A NIGERIA EM SP JPM
N/A PERU LA SP BPS
N/A PERU LA SP CBK
N/A PERU LA SP GST
N/A PERU LA SP MYC
N/A QNB FINANCE LTD SNR EM SP BRC
N/A SAUDI ARABIA GOVT EM SP GST
N/A SOUTH AFRICA EM SP JPM
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A IRS EUR -0.25000 03/16/22-5Y LCH
N/A IRS EUR 0.25000 03/16/22-10Y LCH
N/A IRS MXN 5.47000 04/24/20-5Y CME
N/A IRS MXN 5.52000 04/30/20-5Y* CME
N/A IRS MXN 5.53000 04/30/20-5Y* CME
N/A IRS MXN 5.61500 04/29/20-5Y* CME
N/A IRS MXN 6.10000 03/04/20-5Y* CME
N/A IRS MXN 6.10000 03/06/20-5Y* CME
N/A IRS USD 0.50000 06/16/21-5Y CME
N/A IRS USD 1.25000 12/15/21-5Y CME
N/A IRS USD 1.50000 12/15/21-7Y CME
N/A IRS USD 1.75000 12/15/21-10Y LCH
N/A ZCS BRL 5.8625 03/02/21-01/02/23 CME
N/A ZCS BRL 9.153 08/24/21-01/02/24 CME
N/A ZCS BRL 9.2 08/24/21-01/02/24 CME
N/A TUNISIA EM SP JPM
N/A TURKEY EM BP BOA
N/A TURKEY EM BP CBK
N/A TURKEY EM BP DUB
N/A TURKEY EM BP MYC
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221
N/A US 5YR NOTE (CBT) DEC21 XCBT 20211231
N/A US ULTRA BOND CBT DEC21 XCBT 20211221
N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK
N/A REVERSE REPO BARCLAYS REVERSE REPO
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A REPO TORONTO DOMINION GRAND CAYMAN
N/A REPO TORONTO DOMINION GRAND CAYMAN
N/A REPO TORONTO DOMINION GRAND CAYMAN
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO STANDARD CHARTERE VAR 1
N/A ARGENTINA LA SP BRC
N/A BOUGHT KZT/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP GST
N/A BRAZIL LA SP MYC
N/A COLOMBIA LA SP BOA
N/A EGYPT EM SP DUB
N/A ESKOM HOLDINGS SOC LTD EM SP BRC
N/A ESKOM HOLDINGS SOC LTD SNR EM SP MYC
N/A EURO-BUND FUTURE SEP21 XEUR 20210908
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A INDONESIA AS SP BPS
N/A INDONESIA AS SP BPS
N/A INDONESIA AS SP BRC
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT TRY/SOLD USD
N/A SOLD PEN/BOUGHT USD
N/A MEXICO LA SP GST
N/A MEXICO LA SP JPM
N/A MEXICO LA SP MYC
N/A MEXICO LA SP MYC
N/A BOUGHT EGP/SOLD USD
N/A BOUGHT UAH/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A PERU LA SP BPS
N/A PERU LA SP CBK
N/A PERU LA SP GST
N/A PERU LA SP MYC
N/A QNB FINANCE LTD SNR EM SP BRC
N/A SAUDI ARABIA GOVT EM SP DUB
N/A SOLD RUB/BOUGHT USD
N/A SOUTH AFRICA EM SP JPM
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A IRS EUR -0.25000 09/15/21-5Y LCH
N/A IRS EUR 0.00000 09/15/21-10Y LCH
N/A IRS MXN 5.47000 04/24/20-5Y CME
N/A IRS MXN 5.52000 04/30/20-5Y* CME
N/A IRS MXN 5.53000 04/30/20-5Y* CME
N/A IRS MXN 5.61500 04/29/20-5Y* CME
N/A IRS MXN 6.10000 03/04/20-5Y* CME
N/A IRS MXN 6.10000 03/06/20-5Y* CME
N/A IRS USD 0.50000 06/16/21-5Y CME
N/A ZCS BRL 5.8625 03/02/21-01/02/23 CME
N/A TUNISIA EM SP JPM
N/A TURKEY EM BP BOA
N/A TURKEY EM BP BOA
N/A TURKEY EM BP BPS
N/A TURKEY EM BP CBK
N/A TURKEY EM BP DUB
N/A TURKEY EM BP DUB
N/A TURKEY EM BP GST
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A US 10YR NOTE (CBT)SEP21 XCBT 20210921
N/A US 5YR NOTE (CBT) SEP21 XCBT 20210930
N/A US ULTRA BOND CBT SEP21 XCBT 20210921
N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK
N/A REVERSE REPO BARCLAYS REVERSE REPO
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A J P MORGAN TERM REPO
N/A REPO BANK AMERICA REPO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO PARIBAS
N/A REVERSE REPO STANDARD CHARTERE VAR 1
N/A REVERSE REPO STANDARD CHARTERE VAR 1
N/A ARGENTINA LA SP BRC
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT UAH/SOLD USD
N/A SOLD RUB/BOUGHT USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP GST
N/A BRAZIL LA SP MYC
N/A CHILEAN GOVT LA SP BOA
N/A CHILEAN GOVT LA SP BRC
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD COP/BOUGHT USD
N/A SOLD EGP/BOUGHT USD
N/A SOLD EGP/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 ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A COLOMBIA LA SP BOA
N/A EGYPT EM SP DUB
N/A ESKOM HOLDINGS SOC LTD EM SP BRC
N/A EURO-BUND FUTURE JUN21 XEUR 20210608
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT EGP/SOLD USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A INDONESIA AS SP BPS
N/A INDONESIA AS SP BPS
N/A INDONESIA AS SP BRC
N/A INDONESIA AS SP FBF
N/A INDONESIA AS SP UAG
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT UAH/SOLD USD
N/A MEXICO LA SP GST
N/A MEXICO LA SP JPM
N/A MEXICO LA SP MYC
N/A MEXICO LA SP MYC
N/A SOLD BRL/BOUGHT USD
N/A PERU LA SP BPS
N/A PERU LA SP CBK
N/A PERU LA SP GST
N/A QNB FINANCE LTD SNR EM SP BRC
N/A BOUGHT JPY/SOLD USD
N/A SOUTH AFRICA EM SP JPM
N/A SOLD EUR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT TRY/SOLD USD
N/A BOUGHT TRY/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD TRY/BOUGHT USD
N/A IRS EUR -0.25000 06/16/21-10Y LCH
N/A IRS EUR -0.50000 06/16/21-5Y LCH
N/A IRS MXN 5.47000 04/24/20-5Y CME
N/A IRS MXN 5.52000 04/30/20-5Y* CME
N/A IRS MXN 5.53000 04/30/20-5Y* CME
N/A IRS MXN 5.61500 04/29/20-5Y* CME
N/A IRS MXN 6.10000 03/04/20-5Y* CME
N/A IRS MXN 6.10000 03/06/20-5Y* CME
N/A IRS USD 0.50000 06/16/21-5Y CME
N/A ZCS BRL 3.35 01/21/21-01/03/22 CME
N/A ZCS BRL 3.39 02/05/21-01/03/22 CME
N/A TUNISIA EM SP JPM
N/A TURKEY EM BP BOA
N/A TURKEY EM BP CBK
N/A TURKEY EM BP DUB
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT TRY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A US 10YR NOTE (CBT)JUN21 XCBT 20210621
N/A US 5YR NOTE (CBT) JUN21 XCBT 20210630
N/A US ULTRA BOND CBT JUN21 XCBT 20210621
N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK
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N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO STANDARD CHARTERE VAR 1
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N/A REVERSE REPO TORONTO DOMINIO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO PARIBAS
N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK
N/A ARGENTINA LA SP BRC
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT UAH/SOLD USD
N/A BOUGHT UAH/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT TRY/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT TRY/SOLD USD
N/A SOLD TRY/BOUGHT USD
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP GST
N/A BRAZIL LA SP MYC
N/A CDX EM34 ICE
N/A CDX EM35 ICE
N/A CHILEAN GOVT LA SP BOA
N/A BOUGHT EGP/SOLD USD
N/A SOLD EGP/BOUGHT USD
N/A SOLD EGP/BOUGHT USD
N/A SOLD EGP/BOUGHT USD
N/A SOLD EGP/BOUGHT USD
N/A SOLD EGP/BOUGHT USD
N/A SOLD EGP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A INDONESIA AS SP BPS
N/A INDONESIA AS SP BRC
N/A INDONESIA AS SP FBF
N/A INDONESIA AS SP GST
N/A INDONESIA AS SP MYC
N/A INDONESIA AS SP UAG
N/A SOLD ZAR/BOUGHT USD
N/A MEXICO LA SP GST
N/A MEXICO LA SP MYC
N/A SOLD ZAR/BOUGHT USD
N/A PERU LA SP CBK
N/A SOUTH AFRICA EM SP JPM
N/A BOUGHT ZAR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A IRS EUR -0.25000 06/16/21-10Y LCH
N/A IRS EUR -0.50000 06/16/21-5Y LCH
N/A IRS MXN 5.47000 04/24/20-5Y CME
N/A IRS MXN 5.52000 04/30/20-5Y* CME
N/A IRS MXN 5.53000 04/30/20-5Y* CME
N/A IRS MXN 5.61500 04/29/20-5Y* CME
N/A IRS MXN 6.10000 03/04/20-5Y* CME
N/A IRS MXN 6.10000 03/06/20-5Y* CME
N/A BOUGHT JPY/SOLD USD
N/A TURKEY EM BP BRC
N/A TURKEY EM BP CBK
N/A TURKEY EM BP GST
N/A TURKEY EM SP BRC
N/A SOLD RUB/BOUGHT USD
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N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A US 10YR NOTE (CBT)MAR21 XCBT 20210322
N/A US 5YR NOTE (CBT) MAR21 XCBT 20210331
N/A US ULTRA BOND CBT MAR21 XCBT 20210322
N/A FIXED INC CLEARING CORP.REPO
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N/A REVERSE REPO JPM CHASE
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N/A REVERSE REPO STANDARD CHARTERE VAR 1
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N/A DEUTSCHE BANK REPO REPO
N/A DEUTSCHE BANK REPO REPO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO PARIBAS
N/A REVERSE REPO BARCLAYS REVERSE REPO
N/A ARGENTINA LA SP BRC
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP CBK
N/A BRAZIL LA SP MYC
N/A CDX EM33 ICE
N/A CHILEAN GOVT LA SP BOA
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT EGP/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A COLOMBIA LA SP BOA
N/A EGYPT EM SP DUB
N/A EURO-BUND FUTURE MAR21 XEUR 20210308
N/A BOUGHT JPY/SOLD USD
N/A HUARONG FINANCE 2019 CO LT SNR NS SP BOA
N/A INDONESIA AS SP BPS
N/A INDONESIA AS SP FBF
N/A INDONESIA AS SP GST
N/A INDONESIA AS SP UAG
N/A 317513RG6 INFFLOOR USD CPURNSA OCT20 218.011/0 DUB
N/A SOLD MXN/BOUGHT USD
N/A MEXICO LA SP GST
N/A MEXICO LA SP MYC
N/A SOLD BRL/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A PERU LA SP CBK
N/A SOLD RUB/BOUGHT USD
N/A SOUTH AFRICA EM SP CBK
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A IRS EUR -0.15000 12/15/20-5Y LCH
N/A IRS EUR 0.25000 12/15/20-10Y LCH
N/A IRS MXN 5.47000 04/24/20-5Y CME
N/A IRS MXN 5.52000 04/30/20-5Y* CME
N/A IRS MXN 5.53000 04/30/20-5Y* CME
N/A IRS MXN 5.61500 04/29/20-5Y* CME
N/A IRS MXN 6.10000 03/04/20-5Y* CME
N/A IRS MXN 6.10000 03/06/20-5Y* CME
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD RUB/BOUGHT USD
N/A US 10YR NOTE (CBT)DEC20 XCBT 20201221
N/A US 5YR NOTE (CBT) DEC20 XCBT 20201231
N/A US ULTRA BOND CBT DEC20 XCBT 20201221
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO REGIONS BANK REPU REGIONS BANK
N/A REVERSE REPO/REGIONS BANK
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO STANDARD CHARTERE VAR 1
N/A REPO BANK AMERICA REPO
N/A REPO BANK AMERICA REPO
N/A REVERSE REPO BARCLAYS REVERSE REPO
N/A REVERSE REPO BARCLAYS REVERSE REPO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO PARIBAS
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 SOLD AUD/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 RUB/BOUGHT USD
N/A BRAZIL LA SP BOA
N/A BRAZIL LA SP CBK
N/A BRAZIL LA SP MYC
N/A BOUGHT PEN/SOLD USD
N/A SOLD EUR/BOUGHT USD
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N/A SOLD PEN/BOUGHT USD
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N/A EURO-BUND FUTURE DEC20 XEUR 20201208
N/A SOLD DOP/BOUGHT USD
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N/A SOLD DOP/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD DOP/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD PEN/BOUGHT USD
N/A PERU LA SP BOA
N/A SOLD AUD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A IRS MXN 5.47000 04/24/20-5Y CME
N/A IRS MXN 5.52000 04/30/20-5Y* CME
N/A IRS MXN 5.53000 04/30/20-5Y* CME
N/A IRS MXN 5.61500 04/29/20-5Y* CME
N/A IRS MXN 6.10000 03/04/20-5Y* CME
N/A IRS MXN 6.10000 03/06/20-5Y* CME
N/A TURKEY EM BP CBK
N/A BOUGHT JPY/SOLD USD
N/A SOLD RUB/BOUGHT USD
N/A US 10YR NOTE (CBT)SEP20 XCBT 20200921
N/A US 5YR NOTE (CBT) SEP20 XCBT 20200930
N/A US ULTRA BOND CBT SEP20 XCBT 20200921
N/A FIXED INC CLEARING CORP.REPO
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N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO STANDARD CHARTERE VAR 1
N/A REPO BANK AMERICA REPO
N/A REPO BANK AMERICA REPO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A REVERSE REPO PARIBAS
N/A REVERSE REPO BARCLAYS REVERSE REPO
N/A REVERSE REPO BARCLAYS REVERSE REPO
N/A SOLD RUB/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A COLOMBIA LA SP BOA
N/A COLOMBIA LA SP BRC
N/A COLOMBIA LA SP GST
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A EURO-BUND FUTURE SEP20 XEUR 20200908
N/A SOLD DOP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT NGN/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD NGN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A HUARONG FINANCE 2019 CO LT SNR NS SP BOA
N/A INDONESIA AS SP BOA
N/A INDONESIA AS SP BPS
N/A INDONESIA AS SP FBF
N/A INDONESIA AS SP GST
N/A INDONESIA AS SP JPM
N/A INDONESIA AS SP UAG
N/A 317513RG6 INFFLOOR USD CPURNSA OCT20 218.011/0 DUB
N/A 317526CE9 INF FLOOR USD CPURNS SEP20 0 PUT
N/A SOLD RUB/BOUGHT USD
N/A MEXICO LA SP GST
N/A MEXICO LA SP HUS
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A IRS CLP 3.31500 11/15/19-10Y CME
N/A IRS CLP 3.46000 11/18/19-10Y CME
N/A IRS EUR -0.15000 03/18/20-10Y LCH
N/A IRS EUR -0.50000 03/18/20-5Y LCH
N/A IRS MXN 6.10000 03/04/20-5Y* CME
N/A IRS MXN 6.10000 03/06/20-5Y* CME
N/A ZCS BRL 11.68 06/11/14-01/04/21 CME
N/A ZCS BRL 12.85 01/13/14-01/04/21 CME
N/A ZCS BRL 16.15 12/16/15-01/04/21 CME
N/A SOLD RUB/BOUGHT USD
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N/A REVERSE REPO J.P. MORGAN REPU RUB
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N/A REVERSE REPO STANDARD CHARTERE VAR 1
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N/A BOUGHT JPY/SOLD USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT EUR/SOLD USD
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N/A BOUGHT GBP/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A CDX EM30 ICE
N/A CDX EM32 ICE
N/A BOUGHT EGP/SOLD USD
N/A BOUGHT EUR/SOLD USD
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N/A BOUGHT MXN/SOLD USD
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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 JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT EGP/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A 31750G3Z2 EUR CALL RUB PUT APR20 74.3 CALL
N/A EURO-BUND FUTURE JUN20 XEUR 20200608
N/A BOUGHT RUB/SOLD USD
N/A SOLD MXN/BOUGHT USD
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N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A BOUGHT NGN/SOLD USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD NGN/BOUGHT USD
N/A 317513RG6 INFFLOOR USD CPURNSA OCT20 218.011/0 DUB
N/A 317526CE9 INF FLOOR USD CPURNS SEP20 0 PUT
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N/A BOUGHT IDR/SOLD USD
N/A PENERBANGAN MALAYSIA BERHAD AS SP DUB
N/A SOLD COP/BOUGHT USD
N/A BOUGHT PEN/SOLD USD
N/A IRS CLP 3.31500 11/15/19-10Y CME
N/A IRS CLP 3.46000 11/18/19-10Y CME
N/A IRS CNY P 2.91000 12/18/19-5Y CBK
N/A IRS CNY P 2.99000 12/16/19-5Y SCX
N/A IRS CNY P 3.11500 11/13/19-5Y BOA
N/A IRS CNY R 2.69500 08/09/19-5Y BRC
N/A IRS CNY R 2.70500 08/08/19-5Y SCX
N/A IRS CNY R 2.74550 08/20/19-5Y GST
N/A ZCS BRL 11.68 06/11/14-01/04/21 CME
N/A ZCS BRL 12.85 01/13/14-01/04/21 CME
N/A ZCS BRL 16.15 12/16/15-01/04/21 CME
N/A SOLD COP/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A REVERSE REPO JPM CHASE
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N/A REVERSE REPO PARIBAS
N/A REPO BANK AMERICA REPO
N/A REPO BANK AMERICA REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO FIRST BOSTON REVERSE REPO
N/A BOUGHT EGP/SOLD USD
N/A BOUGHT EGP/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A CDX EM28 ICE
N/A BOUGHT BRL/SOLD USD
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N/A BOUGHT COP/SOLD USD
N/A BOUGHT EGP/SOLD USD
N/A BOUGHT EGP/SOLD USD
N/A BOUGHT EGP/SOLD USD
N/A BOUGHT EGP/SOLD USD
N/A BOUGHT EUR/SOLD USD
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N/A BOUGHT RUB/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD COP/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT EGP/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT EGP/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD COP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT EGP/SOLD USD
N/A BOUGHT EGP/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD NGN/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A 317513RG6 INFFLOOR USD CPURNSA OCT20 218.011/0 DUB
N/A 317526CE9 INF FLOOR USD CPURNS SEP20 0 PUT
N/A BOUGHT EGP/SOLD USD
N/A BOUGHT EGP/SOLD USD
N/A BOUGHT EGP/SOLD USD
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N/A SOLD EUR/BOUGHT USD
NAK NAFTOGAZ UKRAINE VIA KONDOR FINANCE PLC
NAKILAT INC
NAMIBIA GOVT
NATIONAL GRID NORTH AMERICA INC (AKA: NATIONAL GRID HOLDINGS INC)
NATWEST GROUP PLC
NBK SPC LIMITED
NE PROPERTY BV
NEXEN INC (AKA: CNOOC PETROLEUM NORTH AMERICA ULC)
NIGERIA GOVT
NPC UKRENERGO
OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA) OFFICE CHERIFIEN DES PHO SR UNSECURED 144A 06/51 5.125
OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA) OFFICE CHERIFIEN DES PHO SR UNSECURED REGS 04/24 5.625
ODEBRECHT DRILLING NORBE VIII/IX LTD
ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED
ODEBRECHT OIL & GAS FINANCE LIMITED ODEBRECHT OIL + FINANCE COMPANY GUAR 144A 12/99 0.0000
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OMAN SOVEREIGN SUKUK COMPANY
PAKISTAN GOVT
PANAMA GOVT
PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC
PARAGUAY GOVT
PARK PLACE SEC INC 2005-WHQ4
PERU GOVT
PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA
PETROAMAZONAS EP
PETROBRAS GLOBAL FINANCE BV
PETROLEOS DE VENEZUELA SA (PDVSA)
PETROLEOS DEL PERU SA - PETROPERU SA
PETROLEOS MEXICANOS (PEMEX)
PETRONAS CAPITAL LIMITED
PETRORIO LUXEMBOURG HOLDING SARL
PHILIPPINES GOVT
PIMCO FUNDS
PLA ADMINISTRADORA INDUSTRIAL S DE RL DE CV/CIBANCO SA IBM
POINSETTIA FINANCE LIMITED
POLAND GOVT
POLARIS 2020-1 PLC 20-1
POWER SECTOR ASSETS & LIABILITIES MANAGEMENT CORPORATION
PROSUS NV
PROVINCE OF BUENOS AIRES ARGENTINA
PROVINCIA DE NEUQUEN ARGENTINA
PT FREEPORT INDONESIA
PT PELABUHAN INDONESIA (PERSERO) PELABUHAN INDO PERSERO SR UNSECURED REGS 10/24 4.875
PT PELABUHAN INDONESIA (PERSERO) PELABUHAN INDO PERSERO SR UNSECURED REGS 05/25 4.25
PT PELABUHAN INDONESIA (PERSERO) PELABUHAN INDO PERSERO SR UNSECURED REGS 05/23 4.5
PT PERTAMINA (PERSERO)
PTTEP TREASURY CENTER COMPANY LIMITED
QATAR GOVT
QATARENERGY QATAR ENERGY SR UNSECURED 144A 07/41 3.125
QATARENERGY QATAR ENERGY SR UNSECURED 144A 07/31 2.25
QATARENERGY QATAR ENERGY SR UNSECURED 144A 07/51 3.3
QATARENERGY QATAR ENERGY SR UNSECURED REGS 07/31 2.25
QATARENERGY QATAR ENERGY SR UNSECURED REGS 07/41 3.125
QATARENERGY QATAR ENERGY SR UNSECURED REGS 07/51 3.3
RAS LAFFAN LIQUEFIED NATURAL GAS CO LTD III
REDE DOR FINANCE SARL
REPUBLIC OF ANGOLA VIA AVENIR II BV
REPUBLIC OF ANGOLA VIA AVENIR ISSUER II IRELAND DAC
RIO OIL FINANCE TRUST SERIES 2014-1
RIO OIL FINANCE TRUST SERIES 2014-3
RIO OIL FINANCE TRUST SERIES 2018-1
RMAC 2018-1 PLC 18-1
ROCHESTER FINANCING NO 3 PLC
ROMANIA GOVT
RONSHINE CHINA HOLDINGS LIMITED
RUSSIAN GOVT
RUTAS 2 AND 7 FINANCE LIMITED RUTAS 2 + 7 FINANCE LTD SR SECURED 144A 09/36 0.00000
RUTAS 2 AND 7 FINANCE LIMITED RUTAS 2 + 7 FINANCE LTD SR SECURED REGS 09/36 0.00000
RWANDA GOVT
SA GLOBAL SUKUK LIMITED
SANDS CHINA LTD
SAPPI PAPIER HOLDING GMBH
SASOL FINANCING LIMITED
SASOL FINANCING USA LLC
SAUDI ARABIA GOVT
SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)
SBERBANK OF RUSSIA VIA SB CAPITAL SA SBERBANK (SB CAP SA) SR UNSECURED 144A 02/22 6.125
SBERBANK OF RUSSIA VIA SB CAPITAL SA SBERBANK (SB CAP SA) SR UNSECURED REGS 02/22 6.125
SBERBANK OF RUSSIA VIA SB CAPITAL SA SBERBANK (SB CAP SA) SR UNSECURED REGS 06/21 5.717
SCF CAPITAL DESIGNATED ACTIVITY COMPANY
SEAZEN GROUP (NEW METRO GLOBAL LIMITED)
SENEGAL GOVT
SERBIA GOVT REPUBLIC OF SERBIA SR UNSECURED 144A 06/34 6
SERBIA GOVT REPUBLIC OF SERBIA 06/29 1.5
SERBIA GOVT REPUBLIC OF SERBIA SR UNSECURED 144A 05/27 3.125
SERBIA GOVT REPUBLIC OF SERBIA SR UNSECURED 144A 12/30 2.125
SERBIA GOVT REPUBLIC OF SERBIA SR UNSECURED REGS 05/27 3.125
SERBIA GOVT REPUBLIC OF SERBIA SR UNSECURED REGS 06/29 1.5
SG RESIDENTIAL MORTGAGE TRUST 2022-2
SHARJAH GOVT FIN DEPT GOVT SHARJAH SR UNSECURED REGS 03/51 4.375
SHARJAH GOVT FIN DEPT GOVT SHARJAH SR UNSECURED REGS 03/33 3.625
SHRIRAM TRANSPORT FINANCE COMPANY LIMITED
SINOPEC GROUP OVERSEAS DEVELOPMENT (2012) LIMITED
SINOPEC GROUP OVERSEAS DEVELOPMENT (2014) LIMITED
SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD
SITIOS LATINOAMERICA SAB DE CV
SK HYNIX INC
SLOVENIA GOVT
SOCAR TURKEY ENERJI ANONIM SIRKETI
SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5
SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/29 4.85
SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED 05/22 5.875
SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED 06/30 5.875
SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75
SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED 10/46 5
SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED 12/26 10.5
SOUTH AFRICA GOVT REPUBLIC OF SOUTH AFRICA SR UNSECURED 04/26 4.875
SOUTHERN GAS CORRIDOR CJSC
SRI LANKA GOVT
STANDARD CHARTERED PLC
STAR ENERGY GEOTHERMAL DARAJAT II / STAR ENERGY GEOTHERMAL SALAK
STATE OF RIO DE JANEIRO
STATE SAVINGS BANK OF UKRAINE VIA SSB #1 PLC
STRATTON MORTGAGE FUNDING 2020-1 PLC 20-1
SUNAC CHINA HOLDINGS LIMITED
SUNAC SERVICES HOLDINGS LIMITED
SUNTRUST ADJR MRTG LN TR 2007-4
TANZANIA GOVT THE MINISTRY OF FIN + PLANNING TERM LOAN
TANZANIA GOVT UNITED REP OF TANZANIA BONDS REGS 03/20 VAR
TENCENT HOLDINGS LIMITED
TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD
TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV
THAIOIL TREASURY CENTER COMPANY LIMITED
THE AFRICAN EXPORT-IMPORT BANK
THIRD PAKISTAN INTERNATIONAL SUKUK COMPANY LIMITED
THREE GORGES FINANCE I (CAYMAN ISLANDS) LIMITED
TOWD POINT MORTGAGE FUNDING 2019-VANTAGE2 PLC 19-V2X
TOWER BRIDGE FUNDING PLC 2022-1X
TRANSJAMAICAN HIGHWAY LIMITED
TRANSNET SOC LTD
TRINIDAD & TOBAGO GOVT
TRINIDAD PETROLEUM HOLDINGS LIMITED
TUNISIA GOVT TUNISIAN REPUBLIC SR UNSECURED REGS 01/25 5.75
TUNISIA GOVT BNQ CEN TUNISIA INT BOND SR UNSECURED REGS 02/24 5.625
TUNISIA GOVT TUNISIAN REPUBLIC SR UNSECURED REGS 10/23 6.75
TURKEY GOVT
TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST
TURKIYE IS BANKASI (ISBANK)
UBS GROUP AG
UKRAINE GOVT
UKREXIMBANK VIA BIZ FINANCE PLC
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 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 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 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 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 5.5 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 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 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 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 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 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 3.5 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 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UNIGEL LUXEMBOURG SA UNIGEL 1L 144A PROXY
UNIGEL LUXEMBOURG SA UNIGEL LUXEMBOURG SA COMPANY GUAR 144A 10/26 8.75
UNITED STATES GOVT
URBI DESARROLLOS URBANOS SA DE CV (AKA: URBIMM)
URUGUAY GOVT
UZBEKISTAN GOVT
VALE OVERSEAS LTD
VALE SA
VENEZUELAN GOVT
VNESHECONOMBANK VIA VEB FINANCE PLC
WAMU MTGE P/T CERT 2007-HY1
WASHINGTON MUTUAL 2006-AR2
WASHINGTON MUTUAL MTGE P/T 2007-OA3
WELLS FARGO HOME EQUITY TRUST 2007-1
YANGO JUSTICE INTERNATIONAL LIMITED
YAPI VE KREDI BANKASI ANONIM SIRKETI
YINSON BORONIA PRODUCTION BV
YINSON PRODUCTION FINANCIAL SERVICES PTE LTD
ZAMBIA GOVT REPUBLIC OF ZAMBIA SR UNSECURED REGS 07/27 8.97
ZAMBIA GOVT REPUBLIC OF ZAMBIA SR UNSECURED REGS 04/24 8.5
ZAMBIA GOVT REPUBLIC OF ZAMBIA UNSECURED REGS 09/22 5.375