PIMCO RealEstateRealReturn Strategy Fund Holdings history

Fund Profile

Current holdings

Data for period

30 Sep 24

(Last reporting period)

Total assets

$1.17 bn

Liabilities

$610.07 mm

Net assets

$559.11 mm

Number of holdings

477.00

Holding trends

Total assets and liabilities

Assets

Liabilities

Total number of holdings

Holdings history data

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

Filter holdings

All historic holdings

Current

Data to display

$Value

#Units

%Holdings

Shade data

Download data

Holding	Dec 19	Mar 20	Jun 20	Sep 20	Dec 20	Mar 21	Jun 21	Sep 21	Dec 21	Mar 22	Jun 22	Sep 22	Dec 22	Mar 23	Jun 23	Sep 23	Dec 23	Mar 24	Jun 24	Sep 24
ACE SECURITIES CORP 2004-FM2
ACE SECURITIES CORP 2005-HE2
ADAGIO V CLO DAC V-A
AGREE REALTY CORPORATION
AIMCO CLO SERIES 2015-AA
ALBACORE EURO CLO I DAC A
ALEXANDRIA REAL ESTATE EQUITIES INC
ALLIANCE BANCORP TRUST 2007-OA1
ALLY FINANCIAL INC
AMERICAN ASSETS TRUST INC
AMERICAN CAMPUS COMMUNITIES INC
AMERICAN HOMES 4 RENT
AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
AMERICOLD REALTY TRUST INC
AMMC CLO LTD 2013-13A
ANCHORAGE CAPITAL CLO LTD 2020-16A
APARTMENT INCOME REIT CORP
APARTMENT INVESTMENT AND MANAGEMENT COMPANY
APIDOS CLO XXIV 2016-24A
AREIT TRUST 2020-CRE4
ARES EUROPEAN CLO 7A
ARES EUROPEAN CLO VI BV 2013-6A
ARGENT SECURITIES INC 2005-W1
ARGENTINA GOVT
ARMADA EURO CLO III DAC 3A
AT&T INC
AURIUM CLO II DAC 2A
AUSTRALIA GOVT
AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA)
AVALONBAY COMMUNITIES INC
AVIATION CAPITAL GROUP LLC
AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD)
AVOLON HOLDINGS FUNDING LIMITED
B&M CLO LTD 2014-1A
BABSON EURO CLO 2015-1A BV
BABSON EURO CLO 2016-1 BV 16-1A
BAIN CAPITAL EURO 2018-2 DAC 18-2A
BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)
BANCO SANTANDER SA
BANCORP COMMERCIAL MORTGAGE TRUST 2019-CRE6
BANK OF AMERICA CORPORATION
BANK OF IRELAND (AKA: GOVERNOR & CO OF THE BANK OF IRELAND)
BAYER US FINANCE LLC
BCAP LLC TRUST 2011-RR5
BDS 2022-FL11 LLC
BEAR STEARNS ADJ RATE MTGE TR 2006-2
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12
BEAR STEARNS ALT-A TRUST 2005-4
BENEFIT STREET PARTNERS CLO XVI LTD
BLUEMOUNTAIN EUR CLO 5A
BOSPHORUS CLO IV DAC 4A
BRIXMOR PROPERTY GROUP INC
BXP INC
CAMDEN PROPERTY TRUST
CANADA GOVT
CARLYLE EURO CLO 2017-2 DAC 17-2A
CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A
CATHEDRAL LAKE CLO LTD 2015-2A
CBRE GROUP INC
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
CHASE MORGAGE FINANCE CORP 2005-A1
CIFC EUROPEAN FUNDING CLO 3A
CIFC FUNDING LTD 2015-5A
CIFC FUNDING LTD 2018-1A
CIT MTGE LOAN TRUST 2007-1 CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A
CIT MTGE LOAN TRUST 2007-1 CIT MORTGAGE LOAN TRUST CITM 2007 1 1A 144A
CITIGROUP MORTGAGE LOAN TR 2004-HYB2
CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3
CITIGROUP MTGE LN TR INC 2007-AMC4
CITIGROUP MTGE LOAN TR INC 2006-HE3
CITIGROUP MTGE LOAN TRUST INC 2005-11
CITIGROUP MTGE LOAN TRUST INC 2005-6 CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A1
CITIGROUP MTGE LOAN TRUST INC 2005-6 CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A2
CITY OF BUENOS AIRES
CONAGRA BRANDS INC
COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)
COPT DEFENSE PROPERTIES
CORESITE REALTY CORPORATION
COUNTRYWIDE ALTERNATIVE LN TR 2005-50CB
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC5
COUNTRYWIDE ASSET BACKED CERTS 2006-21
COUNTRYWIDE ASSET-BACKED CERT 2007-1
COUNTRYWIDE ASSET-BACKED CERT 2007-6
COUNTRYWIDE ASSET-BACKED CERTI 2006-19
COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-ABC1
COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8
COUNTRYWIDE ASSET-BACKED CERTS 2005-13
COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2004-J9
COUNTRYWIDE HOME LOANS 2005-R2
COUNTRYWIDE HOME LOANS 2006-6
COUSINS PROPERTIES INCORPORATED
COX COMMUNICATIONS INC
CREDIT SUISSE GROUP AG
CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD
CREDIT SUISSE MORTGAGE CAP CERT 2007-4R
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2009-12R
CRESTLINE DENALI CLO XV 2017-1A
CROWN CASTLE INTERNATIONAL CORP (CCI)
CROWN POINT CLO LTD 2018-5A
CSFB MORTGAGE SECURITIES CORP 2005-9
CUBESMART
CVC CORDATUS LOAN FUND XXI DAC 21A
CVP CASCADE CLO LTD 2013-CLO1
DAIMLER FINANCE NORTH AMERICA LLC
DENMARK GOVT
DEUTSCHE BANK AG/NEW YORK BRANCH
DIAMONDROCK HOSPITALITY COMPANY
DIGITAL REALTY TRUST INC
DISCOVERY COMMUNICATIONS LLC
DOUGLAS EMMETT INC
DRYDEN 35 EURO CLO 2014 BV 14-35A
DUKE ENERGY CORPORATION
DUKE REALTY CORPORATION
EGCLO 2018-1A
ELEVATION CLO LTD 2017-8A
ELEVATIONLTD CLO 2014-2
ELM PARK CLO DAC 1A
ENERGY TRANSFER LP
ENTERPRISE PRODUCTS OPERATING LLC
EQUINIX INC
EQUITY LIFESTYLE PROPERTIES INC
EQUITY RESIDENTIAL
ESSENTIAL PROPERTIES REALTY TRUST INC
ESSEX PROPERTY TRUST INC
EXTRA SPACE STORAGE INC
FEDERAL REALTY INVESTMENT TRUST FEDERAL REALTY INVS TRUST REIT USD.01
FEDERAL REALTY INVESTMENT TRUST FEDERAL REALTY INVS TRUST REIT USD.01
FHLMC PASS THRU POOLS FED HM LN PC POOL 847614 FH 10/36 FLOATING VAR
FHLMC PASS THRU POOLS FED HM LN PC POOL 1J1334 FH 09/36 FLOATING VAR
FHLMC PASS THRU POOLS FED HM LN PC POOL 1A1082 FH 07/36 FLOATING VAR
FIGUEROA CLO LTD 2013-2A
FIRST FRANKLIN MTG LOAN 2005-FF12
FIRST FRANKLIN MTG LOAN 2006-FF18
FIRST FRANKLIN MTG LOAN ASSET 2005-FFH3
FIRST HORIZON ALT MTG SEC 2006-FA8
FIRST INDUSTRIAL REALTY TRUST INC
FIVE CORNERS FUNDING TRUST
FLAGSHIP CLO LTD 2014-8A
FNMA PASS THRU POOLS FNMA POOL 803338 FN 09/44 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 806506 FN 10/44 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL BM2007 FN 09/48 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL BN5342 FN 03/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL FM1238 FN 03/49 FIXED VAR
FORD MOTOR CREDIT COMPANY LLC
FRANCE GOVT
FREDDIE MAC 3397
FREMONT HOME LOAN TRUST 2005-C
FREMONT HOME LOAN TRUST 2006-C
GAMING AND LEISURE PROPERTIES INC
GNMA PASS THRU POOLS GNMA II TBA 30 YR 3.5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 3.5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 3.5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 2.5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 2.5 JUMBOS
GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD 2017-2A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15
GREAT HALL MORTGAGES PLC 2006-1
GREAT HALL MORTGAGES PLC 2007-1
GS MORTGAGE SECURITIES CORP II 2010-C1
GS MORTGAGE SECURITIES CORP II 2022-GTWY
GSAMP TRUST 2005-HE2
GSAMP TRUST 2005-WMC1
GSR MORTGAGE LOAN TRUST 2005-AR6
GSR MORTGAGE LOAN TRUST 2006-AR1
HALCYON LOAN ADVISORS FUNDING LTD 2015-1A
HARBORVIEW MORTGAGE LOAN TR 2005-2
HARVEST CLO XXI DAC 21A
HAWKSMOOR MORTGAGES 19-1A
HEALTHCARE REALTY TRUST INCORPORATED HEALTHCARE REALTY TRUST INC REIT USD.01
HEALTHCARE REALTY TRUST INCORPORATED HEALTHCARE REALTY TRUST INC REIT USD.01
HEALTHPEAK PROPERTIES INC
HIGHWOODS PROPERTIES INC
HILTON WORLDWIDE HOLDINGS INC
HOME EQUITY PASS-THRU CERTS 2005-4
HOMEBANC MORTGAGE TRUST 2005-4
HOST HOTELS & RESORTS INC
HOWARD HUGHES CORP/THE
HOWARD HUGHES HOLDINGS INC
HSBC HOLDINGS PLC
HSI ASSET SEC CORP TRUST 2006-OPT3
HUDSON PACIFIC PROPERTIES INC
HUNGARY GOVT
HUNTSMAN INTERNATIONAL LLC
ICG US CLO LTD 2015-2A
ICG US CLO LTD 2020-1A
IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)
INDYMAC INDB MORTGAGE LOAN TR 2006-1
INDYMAC INDX MORTGAGE LOAN TR 2005-AR14
INDYMAC RESIDENTIAL ASSET BACKED 2007-A
INTERXION HOLDING NV
INVENTRUST PROPERTIES CORP
INVITATION HOMES INC
ITALY GOVT
JAPAN GOVT JAPAN GOVT CPI LINKED BONDS 03/29 0.1
JAPAN GOVT JAPAN GOVT CPI LINKED BONDS 03/28 0.1
JBG SMITH PROPERTIES
JFIN CLO LTD 2017-2A
JMP CREDIT ADVISORS CLO IIIR LTD 2014-1RA
JP MORGAN MORTGAGE TRUST 2005-A3
JT INTERNATIONAL FINANCIAL SERVICES BV
JYSKE REALKREDIT KGS
KILROY REALTY CORPORATION
KIMCO REALTY CORPORATION
KKR CLO 11 LTD
KKR CLO 9 LTD
LEHMAN ABS MANUFACTURED HOUSING 2001-B
LEHMAN XS TRUST 2006-8
LIBERTY PROPERTY TRUST
LIFE STORAGE INC (AKA: SOVRAN SELF STORAGE INC)
LINEAGE INC
LLOYDS BANKING GROUP PLC
LOANCORE ISSUER LTD 2019-CRE2
LONG BEACH MORTGAGE LOAN TR 2006-7
LOOMIS SAYLES CLO II LTD 2015-2A
MAGNETITE XVIII LTD 2016-18A
MAN GLG EURO CLO II DAC 2A
MARLETTE FUNDING TRUST 2019-3
MARRIOTT INTERNATIONAL INC
MASTR ASSET BACKED SECURITIES TRUST 2006-AM2
MDPK-2021-39A
MEDICAL PROPERTIES TRUST INC
MERRILL LYNCH MORTGAGE INV 2007-HE2
MERRILL LYNCH MORTGAGE INVEST TR 2005-FM1
MEXICO GOVT
MF1 2022-FL9 LLC
MGM GROWTH PROPERTIES LLC
MICROCHIP TECHNOLOGY INCORPORATED
MID-AMERICA APARTMENT COMMUNITIES INC
MIDOCEAN CREDIT CLO IV 2015-4A
MIDOCEAN CREDIT CLO VIII 2018-8A
MITSUBISHI CORPORATION
MITSUBISHI HC CAPITAL INC
MONARCH GROVE CLO 2018-1A
MOUNTAIN VIEW CLO LTD 15-10A
MOUNTAIN VIEW CLO LTD 2014-1A
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A IRS EUR 1.00000 05/13/22-5Y LCH
N/A INF SWAP EM NI 1.2425 08/15/19-20Y LCH
N/A SOLD CAD BOUGHT USD 20241002
N/A RFR USD SOFR/2.86500 02/13/24-30Y LCH
N/A REXR US TRS EQUITY FEDL01+45 MYI
N/A 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829
N/A BOUGHT IDR SOLD USD 20241016
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A BOUGHT CNH SOLD USD 20241025
N/A US 5YR NOTE (CBT) DEC24 XCBT 20241231
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A RFRF USD SF+26.161/1.8* 11/15/23-5Y LCH
N/A SOLD ILS BOUGHT USD 20241018
N/A SOLD MXN BOUGHT USD 20241218
N/A RFR JPY MUTK/0.55000 09/14/23-5Y LCH
N/A SOLD GBP BOUGHT USD 20241002
N/A BOUGHT PLN SOLD USD 20241104
N/A SOLD CHF BOUGHT USD 20241002
N/A RFRF USD SF+26.161/1.84 11/21/23-5Y LCH
N/A INF SWAP EM NI 2.975 08/15/22-5Y LCH
N/A IRS EUR 2.50000 03/19/25-10Y LCH
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD KRW BOUGHT USD 20241023
N/A EURO-OAT FUTURE DEC24 XEUR 20241206
N/A BOUGHT IDR SOLD USD 20241016
N/A BOUGHT INR SOLD USD 20241024
N/A BOUGHT PLN SOLD USD 20241018
N/A SOLD KRW BOUGHT USD 20241023
N/A BOUGHT ILS SOLD USD 20241018
N/A SOLD DKK BOUGHT USD 20241002
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A 3MO EURO EURIBOR SEP25 IFLL 20250915
N/A SOLD CNH BOUGHT USD 20241025
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD DKK BOUGHT USD 20241104
N/A EXR US TRS EQUITY FEDL01+20 MYI
N/A 3MO EURO EURIBOR SEP26 IFLL 20260914
N/A RFRF USD SOFR/2.28500 11/15/23-30Y LCH
N/A GLPI US TRS EQUITY FEDL01+45 MYI
N/A BOUGHT NZD SOLD USD 20241104
N/A BOUGHT IDR SOLD USD 20241023
N/A INF SWAP EM NI 3.13 05/15/22-5Y LCH
N/A AUST 10Y BOND FUT DEC24 XSFE 20241216
N/A BOUGHT CAD SOLD USD 20241002
N/A SOLD KRW BOUGHT USD 20241023
N/A BOUGHT CNH SOLD USD 20241025
N/A RFR USD SOFR/4.61100 10/31/23-2Y LCH
N/A BOUGHT DKK SOLD USD 20241002
N/A SOLD KRW BOUGHT USD 20241023
N/A BOUGHT DKK SOLD USD 20241002
N/A 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829
N/A SOLD KRW BOUGHT USD 20241023
N/A IRS EUR 2.25000 03/19/25-30Y LCH
N/A BOUGHT ZAR SOLD USD 20241018
N/A IRS EUR 0.65000 05/11/22-5Y LCH
N/A SPG US TRS EQUITY FEDL01+40 MYI
N/A BOUGHT INR SOLD USD 20241024
N/A SOLD TWD BOUGHT USD 20241118
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT INR SOLD USD 20241024
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD EUR BOUGHT USD 20241002
N/A SOLD CNH BOUGHT USD 20241025
N/A SOLD CNH BOUGHT USD 20241120
N/A BOUGHT INR SOLD USD 20241024
N/A SOLD CAD BOUGHT USD 20241104
N/A SOLD GBP BOUGHT USD 20241002
N/A RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH
N/A GOLD 100 OZ FUTR DEC24 XCEC 20241227
N/A INF SWAP EM NI 2.682 10/15/23-30Y LCH
N/A ARE US TRS EQUITY FEDL01+45 MYI
N/A SOLD TWD BOUGHT USD 20241118
N/A SUI US TRS EQUITY FEDL01+45 MYI
N/A 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901
N/A INF SWAP EM NI 2.034 09/15/24-10Y LCH
N/A BOUGHT PLN SOLD USD 20241104
N/A RFR USD SOFR/4.25000 12/20/23-2Y LCH
N/A DWRTFT TRS EQUITY FEDL01+44 MYI
N/A BOUGHT INR SOLD USD 20241024
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD EUR BOUGHT USD 20241002
N/A INF SWAP EM NI 2.47 07/15/22-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A EQIX US TRS EQUITY FEDL01+60 JPM
N/A SOLD ILS BOUGHT USD 20241018
N/A BOUGHT SGD SOLD USD 20241002
N/A BOUGHT CNH SOLD USD 20241025
N/A JPN 10Y BOND(OSE) DEC24 XOSE 20241213
N/A SOLD ILS BOUGHT USD 20241018
N/A DWRTFT TRS EQUITY FEDL01+38 MYI
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A SOLD CNH BOUGHT USD 20241120
N/A BOUGHT DKK SOLD USD 20241002
N/A BOUGHT IDR SOLD USD 20241023
N/A PLD US TRS EQUITY FEDL01+40 MYI
N/A SOLD NOK BOUGHT USD 20241104
N/A SOLD AUD BOUGHT USD 20241104
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD EUR BOUGHT USD 20241002
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD TWD BOUGHT USD 20241118
N/A INF SWAP EM NI 2.62 11/15/23-30Y LCH
N/A SOLD KRW BOUGHT USD 20241023
N/A SOLD KRW BOUGHT USD 20241016
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD TWD BOUGHT USD 20241118
N/A SOLD MXN BOUGHT USD 20241218
N/A BOUGHT IDR SOLD USD 20241016
N/A SBAC US TRS EQUITY FEDL01+45 MYI
N/A US 10YR NOTE (CBT)DEC24 XCBT 20241219
N/A BOUGHT EUR SOLD USD 20241002
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A BOUGHT MXN SOLD USD 20250211
N/A BOUGHT DKK SOLD USD 20241002
N/A SOLD KRW BOUGHT USD 20241023
N/A IRS EUR 0.19000 11/04/22-30Y LCH
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A REVERSE REPO JPM CHASE
N/A BOUGHT INR SOLD USD 20241024
N/A REPU STATE STREET GLOBAL MARKE USD REPU SSB T
N/A SOLD MXN BOUGHT USD 20241218
N/A INF SWAP GB NI 3.466 09/15/24-10Y LCH
N/A SOLD KRW BOUGHT USD 20241023
N/A RFRF USD SF+26.161/1.9* 11/15/23-30Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A BOUGHT INR SOLD USD 20241024
N/A SOLD JPY BOUGHT USD 20241002
N/A US ULTRA BOND CBT DEC24 XCBT 20241219
N/A BOUGHT PLN SOLD USD 20241104
N/A PK US TRS EQUITY FEDL01+60 JPM
N/A INF SWAP EM NI 2.3625 11/15/23-10Y LCH
N/A RFRF USD SF+26.161/1.8* 11/21/23-30Y LCH
N/A INF SWAP EM NI 2.72 06/15/22-10Y LCH
N/A 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901
N/A INF SWAP EM NI 2.763 09/15/23-30Y LCH
N/A SOLD EUR BOUGHT USD 20241104
N/A BOUGHT JPY SOLD USD 20241002
N/A SOLD AUD BOUGHT USD 20241002
N/A BOUGHT PLN SOLD USD 20241018
N/A EQR US TRS EQUITY FEDL01+60 BOA
N/A SOLD MXN BOUGHT USD 20241218
N/A SOLD CHF BOUGHT USD 20241104
N/A IRS EUR 0.70000 04/11/22-5Y LCH
N/A INF SWAP EM NI 2.7 04/15/23-30Y LCH
N/A BOUGHT CNH SOLD USD 20241025
N/A BOUGHT EUR SOLD USD 20241002
N/A BOUGHT DKK SOLD USD 20241002
N/A BOUGHT IDR SOLD USD 20241023
N/A AMH US TRS EQUITY FEDL01+45 MYI
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A ELS US TRS EQUITY FEDL01+45 MYI
N/A PLD US TRS EQUITY FEDL01+45 MYI
N/A O US TRS EQUITY FEDL01+60 JPM
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT PLN SOLD USD 20241002
N/A SOLD CNH BOUGHT USD 20241120
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A SOLD PLN BOUGHT USD 20241002
N/A INF SWAP EM NI 2.049 08/15/24-10Y LCH
N/A SOLD ILS BOUGHT USD 20241018
N/A ARE US TRS EQUITY FEDL01+25 MYI
N/A SOLD DKK BOUGHT USD 20241104
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD SGD BOUGHT USD 20241002
N/A SHORT EURO-BTP FU DEC24 XEUR 20241206
N/A SOLD DKK BOUGHT USD 20241104
N/A 317U71EA6 PIMCO SWAPTION 3.25 CALL USD 2024100
N/A SOLD JPY BOUGHT USD 20241105
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD KRW BOUGHT USD 20241023
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A SOLD KRW BOUGHT USD 20241023
N/A BOUGHT IDR SOLD USD 20241016
N/A SOLD MXN BOUGHT USD 20241218
N/A INF SWAP EM NI 2.6 05/15/22-10Y LCH
N/A SOLD GBP BOUGHT USD 20241104
N/A EURO-BUND FUTURE DEC24 XEUR 20241206
N/A SOLD DKK BOUGHT USD 20241002
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A BOUGHT ILS SOLD USD 20241018
N/A BOUGHT NZD SOLD USD 20241104
N/A BOUGHT PLN SOLD USD 20241025
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A RFR USD SOFR/3.08500 02/13/24-10Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A PSA US TRS EQUITY FEDL01+30 MYI
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT DKK SOLD USD 20241002
N/A BOUGHT PLN SOLD USD 20241104
N/A US 10YR ULTRA FUT DEC24 XCBT 20241219
N/A SOLD SGD BOUGHT USD 20241104
N/A SOLD JPY BOUGHT USD 20241002
N/A SOLD MXN BOUGHT USD 20241129
N/A BOUGHT CNH SOLD USD 20241025
N/A BOUGHT ZAR SOLD USD 20241018
N/A SOLD NOK BOUGHT USD 20241002
N/A SOLD NOK BOUGHT USD 20241002
N/A RFR USD SOFR/3.50000 06/20/24-30Y CME
N/A BOUGHT NOK SOLD USD 20241002
N/A CCI US TRS EQUITY FEDL01+40 MYI
N/A SOLD PLN BOUGHT USD 20241002
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD CNH BOUGHT USD 20241120
N/A IRS EUR 0.19700 11/08/22-30Y LCH
N/A SOLD ILS BOUGHT USD 20241018
N/A VICI US TRS EQUITY FEDL01+40 MYI
N/A BOUGHT PLN SOLD USD 20241025
N/A SOLD CNH BOUGHT USD 20241120
N/A SOLD NZD BOUGHT USD 20241002
N/A HST US TRS EQUITY FEDL01+40 BOA
N/A BOUGHT GBP SOLD USD 20241002
N/A BOUGHT IDR SOLD USD 20241016
N/A SOLD KRW BOUGHT USD 20241016
N/A SOLD KRW BOUGHT USD 20241016
N/A RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH
N/A EURO-SCHATZ OPT NOV24C 107.3 EXP 10/25/2024
N/A SOLD CHF BOUGHT USD 20241002
N/A SOLD CNH BOUGHT USD 20241120
N/A BOUGHT JPY SOLD USD 20241002
N/A SOLD TWD BOUGHT USD 20241118
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP GB NI 3.5 08/15/24-10Y LCH
N/A RFR EUR ESTRON/3.47500 02/26/24-1Y LCH
N/A SOLD TWD BOUGHT USD 20241118
N/A BOUGHT PLN SOLD USD 20241018
N/A SOLD TWD BOUGHT USD 20241118
N/A EURO-BOBL FUTURE DEC24 XEUR 20241206
N/A SOLD JPY BOUGHT USD 20241002
N/A SOLD DKK BOUGHT USD 20241002
N/A BOUGHT AUD SOLD USD 20241002
N/A BOUGHT PLN SOLD USD 20241018
N/A SOLD PLN BOUGHT USD 20241002
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A EURO-SCHATZ FUT DEC24 XEUR 20241206
N/A BOUGHT NZD SOLD USD 20241002
N/A SOLD CNH BOUGHT USD 20241120
N/A IRS EUR 1.00000 05/18/22-5Y LCH
N/A INF SWAP US IT 1.28 05/19/20-10Y LCH
N/A BOUGHT MXN SOLD USD 20250213
N/A EURO-BUXL 30Y BND DEC24 XEUR 20241206
N/A BOUGHT MXN SOLD USD 20241211
N/A IRS EUR 0.65000 04/12/22-5Y LCH
N/A AMT US TRS EQUITY FEDL01+45 MYI
N/A BOUGHT IDR SOLD USD 20241016
N/A SOLD JPY BOUGHT USD 20241002
N/A RFR JPY MUTK/0.50000 12/15/21-10Y LCH
N/A SOLD TWD BOUGHT USD 20241118
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A PLD US TRS EQUITY FEDL01+25 JPM
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A BOUGHT INR SOLD USD 20241024
N/A US LONG BOND(CBT) DEC24 XCBT 20241219
N/A SOLD DKK BOUGHT USD 20241104
N/A BOUGHT PLN SOLD USD 20241025
N/A SOLD DKK BOUGHT USD 20241104
N/A INVH US TRS EQUITY FEDL01+45 MYI
N/A INF SWAP EM NI 2.58 03/15/22-30Y LCH
N/A RFR GBP SONIO/4.25000 09/18/24-2Y LCH
N/A DLR US TRS EQUITY FEDL01+20 MYI
N/A SOLD MXN BOUGHT USD 20241218
N/A BOUGHT MXN SOLD USD 20241218
N/A SOLD TWD BOUGHT USD 20241118
N/A DWRTFT TRS EQUITY FEDL01+49 MYI
N/A BOUGHT ZAR SOLD USD 20241018
N/A BOUGHT INR SOLD USD 20241024
N/A INF SWAP EM NI 2.55 04/15/22-30Y LCH
N/A SOLD DKK BOUGHT USD 20241104
N/A FR US TRS EQUITY FEDL01+45 MYI
N/A BOUGHT INR SOLD USD 20241024
N/A BOUGHT CHF SOLD USD 20241002
N/A BOUGHT IDR SOLD USD 20241016
N/A EURO-BTP FUTURE DEC24 XEUR 20241206
N/A SOLD NZD BOUGHT USD 20241002
N/A INF SWAP FR NI 1.91 01/15/18-20Y LCH
N/A SOLD CNH BOUGHT USD 20241025
N/A US 2YR NOTE (CBT) DEC24 XCBT 20241231
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A BOUGHT JPY SOLD USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A REVERSE REPO NOMURA
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD NOK BOUGHT USD 20240802
N/A BOUGHT NOK SOLD USD 20240702
N/A SPG US TRS EQUITY FEDL01+40 MYI
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD KRW BOUGHT USD 20240722
N/A SOLD DKK BOUGHT USD 20240802
N/A DLR US TRS EQUITY FEDL01+20 MYI
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT IDR SOLD USD 20240722
N/A BOUGHT INR SOLD USD 20240924
N/A PK US TRS EQUITY FEDL01+45 JPM
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A BOUGHT INR SOLD USD 20240924
N/A AUST 10Y BOND FUT SEP24 XSFE 20240916
N/A SOLD TWD BOUGHT USD 20240913
N/A ELS US TRS EQUITY FEDL01+20 MYI
N/A FIXED INC CLEARING CORP.REPO
N/A SOLD KRW BOUGHT USD 20240722
N/A SOLD NOK BOUGHT USD 20240702
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD BRL BOUGHT USD 20240702
N/A HST US TRS EQUITY FEDL01+40 BOA
N/A SOLD CNH BOUGHT USD 20241025
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A SOLD CNH BOUGHT USD 20240920
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A IRS EUR 0.55000 08/10/22-2Y LCH
N/A GLPI US TRS EQUITY FEDL01+20 MYI
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A EURO-BOBL FUTURE SEP24 XEUR 20240906
N/A SOLD KRW BOUGHT USD 20240722
N/A SUI US TRS EQUITY FEDL01+20 MYI
N/A US 5YR NOTE (CBT) SEP24 XCBT 20240930
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD MXN BOUGHT USD 20240918
N/A RFRF USD SOFR/2.28500 11/15/23-30Y LCH
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD GBP BOUGHT USD 20240802
N/A EURO-BTP FUTURE SEP24 XEUR 20240906
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD TWD BOUGHT USD 20240913
N/A EURO-BUND FUTURE SEP24 XEUR 20240906
N/A INVH US TRS EQUITY FEDL01+20 MYI
N/A AMH US TRS EQUITY FEDL01+20 MYI
N/A SOLD KRW BOUGHT USD 20240722
N/A SOLD CHF BOUGHT USD 20240702
N/A EURO-BUXL 30Y BND SEP24 XEUR 20240906
N/A SOLD NZD BOUGHT USD 20240702
N/A BOUGHT NOK SOLD USD 20240702
N/A PLD US TRS EQUITY FEDL01+20 MYI
N/A SOLD AUD BOUGHT USD 20240702
N/A CDX HY35 5Y ICE
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A BOUGHT INR SOLD USD 20240924
N/A DWRTFT TRS EQUITY FEDL01+38 MYI
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD KRW BOUGHT USD 20240722
N/A FR US TRS EQUITY FEDL01+20 MYI
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD DKK BOUGHT USD 20240702
N/A IRS EUR 2.50000 09/18/24-30Y LCH
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD NOK BOUGHT USD 20240802
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD CHF BOUGHT USD 20240702
N/A BOUGHT IDR SOLD USD 20240726
N/A REXR US TRS EQUITY FEDL01+20 MYI
N/A SOLD EUR BOUGHT USD 20240702
N/A SOLD CHF BOUGHT USD 20240702
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A SOLD AUD BOUGHT USD 20240702
N/A BOUGHT MXN SOLD USD 20240918
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A SOLD MXN BOUGHT USD 20240710
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A SOLD NZD BOUGHT USD 20240702
N/A SOLD DKK BOUGHT USD 20240802
N/A BOUGHT DKK SOLD USD 20240702
N/A SOLD EUR BOUGHT USD 20240702
N/A SOLD EUR BOUGHT USD 20240802
N/A PLD US TRS EQUITY FEDL01+40 MYI
N/A BOUGHT BRL SOLD USD 20240802
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD CNH BOUGHT USD 20240920
N/A BOUGHT NZD SOLD USD 20240802
N/A SOLD CNH BOUGHT USD 20241025
N/A SOLD NZD BOUGHT USD 20240702
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT INR SOLD USD 20240924
N/A IRS EUR 2.75000 09/18/24-10Y LCH
N/A SOLD CAD BOUGHT USD 20240802
N/A BOUGHT NZD SOLD USD 20240802
N/A BOUGHT PLN SOLD USD 20240722
N/A US 10YR NOTE (CBT)SEP24 XCBT 20240919
N/A SOLD MXN BOUGHT USD 20240918
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A BOUGHT PLN SOLD USD 20240722
N/A US 2YR NOTE (CBT) SEP24 XCBT 20240930
N/A BOUGHT PLN SOLD USD 20240722
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A BOUGHT NZD SOLD USD 20240702
N/A SOLD CHF BOUGHT USD 20240702
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901
N/A EQR US TRS EQUITY FEDL01+30 BOA
N/A SBAC US TRS EQUITY FEDL01+20 MYI
N/A BOUGHT PLN SOLD USD 20240722
N/A PLD US TRS EQUITY FEDL01+25 JPM
N/A ARE US TRS EQUITY FEDL01+25 MYI
N/A SOLD AUD BOUGHT USD 20240802
N/A US 10YR ULTRA FUT SEP24 XCBT 20240919
N/A SOLD MXN BOUGHT USD 20240715
N/A EXR US TRS EQUITY FEDL01+20 MYI
N/A SOLD ILS BOUGHT USD 20240719
N/A BOUGHT EUR SOLD USD 20240702
N/A SOLD CNH BOUGHT USD 20241025
N/A BOUGHT ZAR SOLD USD 20240719
N/A SOLD CHF BOUGHT USD 20240802
N/A SOLD CNH BOUGHT USD 20240920
N/A SOLD JPY BOUGHT USD 20240802
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD BRL BOUGHT USD 20240802
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A BOUGHT INR SOLD USD 20240924
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A BOUGHT EUR SOLD USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD IDR BOUGHT USD 20240726
N/A BOUGHT PLN SOLD USD 20240722
N/A EQIX US TRS EQUITY FEDL01+45 JPM
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A SOLD SGD BOUGHT USD 20240702
N/A CDX HY36 5Y ICE
N/A BOUGHT GBP SOLD USD 20240702
N/A EURO-SCHATZ OPT AUG24C 106.2 EXP 07/26/2024
N/A PSA US TRS EQUITY FEDL01+30 MYI
N/A SOLD SGD BOUGHT USD 20240802
N/A BOUGHT ZAR SOLD USD 20240719
N/A EURO-SCHATZ FUT SEP24 XEUR 20240906
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT INR SOLD USD 20240924
N/A INF SWAP US IT 2.42 08/24/23-1Y LCH
N/A BOUGHT ILS SOLD USD 20240718
N/A SOLD GBP BOUGHT USD 20240702
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A US ULTRA BOND CBT SEP24 XCBT 20240919
N/A O US TRS EQUITY FEDL01+45 JPM
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD CAD BOUGHT USD 20240702
N/A CCI US TRS EQUITY FEDL01+40 MYI
N/A BOUGHT SGD SOLD USD 20240702
N/A BOUGHT INR SOLD USD 20240924
N/A AMT US TRS EQUITY FEDL01+20 MYI
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A SHORT EURO-BTP FU SEP24 XEUR 20240906
N/A BOUGHT AUD SOLD USD 20240702
N/A SOLD JPY BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240802
N/A SOLD DKK BOUGHT USD 20240702
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD MXN BOUGHT USD 20240918
N/A SOLD SGD BOUGHT USD 20240702
N/A SOLD KRW BOUGHT USD 20240722
N/A EURO-OAT FUTURE SEP24 XEUR 20240906
N/A 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829
N/A BOUGHT NZD SOLD USD 20240802
N/A SOLD NZD BOUGHT USD 20240702
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD TWD BOUGHT USD 20240913
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A BOUGHT PLN SOLD USD 20240722
N/A VICI US TRS EQUITY FEDL01+40 MYI
N/A 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901
N/A BOUGHT BRL SOLD USD 20240702
N/A DWRTFT TRS EQUITY FEDL01+66 MYI
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD CNH BOUGHT USD 20240920
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT CHF SOLD USD 20240702
N/A 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829
N/A BOUGHT CAD SOLD USD 20240702
N/A BOUGHT IDR SOLD USD 20240722
N/A SOLD MXN BOUGHT USD 20240715
N/A BOUGHT DKK SOLD USD 20240702
N/A RFRF USD SOFR/2.30000 11/15/23-5Y LCH
N/A US LONG BOND(CBT) SEP24 XCBT 20240919
N/A BOUGHT PLN SOLD USD 20240722
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A SOLD TWD BOUGHT USD 20240913
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A ARE US TRS EQUITY FEDL01+20 MYI
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD CNH BOUGHT USD 20240426
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT INR SOLD USD 20240620
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A BOUGHT INR SOLD USD 20240620
N/A ELS US TRS EQUITY FEDL01+20 MYI
N/A SOLD CNH BOUGHT USD 20240419
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD CNH BOUGHT USD 20240402
N/A SOLD CNH BOUGHT USD 20240419
N/A BOUGHT INR SOLD USD 20240620
N/A BOUGHT EUR SOLD USD 20240402
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A SOLD IDR BOUGHT USD 20240430
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A BOUGHT TWD SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A PLD US TRS EQUITY FEDL01+20 MYI
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A CCI US TRS EQUITY FEDL01+40 MYI
N/A US 2YR NOTE (CBT) JUN24 XCBT 20240628
N/A 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901
N/A SOLD EUR BOUGHT USD 20240502
N/A BOUGHT EUR SOLD USD 20240402
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A SOLD IDR BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240429
N/A BOUGHT INR SOLD USD 20240620
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT MXN SOLD USD 20240620
N/A BOUGHT JPY SOLD USD 20240402
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD BRL BOUGHT USD 20240402
N/A ARE US TRS EQUITY FEDL01+20 MYI
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A SOLD IDR BOUGHT USD 20240620
N/A HST US TRS EQUITY FEDL01+40 BOA
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD JPY BOUGHT USD 20240502
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A SOLD DKK BOUGHT USD 20240402
N/A AIRC US TRS EQUITY FEDL01+20 MYI
N/A SOLD IDR BOUGHT USD 20240430
N/A US 5YR NOTE (CBT) JUN24 XCBT 20240628
N/A SOLD EUR BOUGHT USD 20240402
N/A BOUGHT BRL SOLD USD 20240402
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT DKK SOLD USD 20240402
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A AMT US TRS EQUITY FEDL01+20 MYI
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD NZD BOUGHT USD 20240402
N/A PSA US TRS EQUITY FEDL01+30 MYI
N/A SOLD IDR BOUGHT USD 20240430
N/A DLR US TRS EQUITY FEDL01+20 MYI
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT BRL SOLD USD 20240503
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A US LONG BOND(CBT) JUN24 XCBT 20240618
N/A BOUGHT INR SOLD USD 20240620
N/A AIRC US TRS EQUITY FEDL01+25 MYI
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD DKK BOUGHT USD 20240502
N/A PK US TRS EQUITY FEDL01+30 JPM
N/A SOLD JPY BOUGHT USD 20240402
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A O US TRS EQUITY FEDL01+30 JPM
N/A BOUGHT IDR SOLD USD 20240620
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD TWD BOUGHT USD 20240620
N/A SPG US TRS EQUITY FEDL01+40 MYI
N/A BOUGHT MXN SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20240502
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD CNH BOUGHT USD 20240419
N/A SOLD CAD BOUGHT USD 20240502
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240429
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A FIXED INC CLEARING CORP.REPO
N/A SOLD BRL BOUGHT USD 20240402
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A BOUGHT CAD SOLD USD 20240402
N/A PLD US TRS EQUITY FEDL01+25 JPM
N/A BOUGHT MXN SOLD USD 20240620
N/A RFRF USD SOFR/2.30000 11/15/23-5Y LCH
N/A 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901
N/A BOUGHT ZAR SOLD USD 20240419
N/A SOLD CNH BOUGHT USD 20240426
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD CNH BOUGHT USD 20240419
N/A DWRTFT TRS EQUITY FEDL01+38 MYI
N/A SOLD BRL BOUGHT USD 20240402
N/A INF SWAP US IT 2.42 08/24/23-1Y LCH
N/A SOLD CNH BOUGHT USD 20240419
N/A SUI US TRS EQUITY FEDL01+20 MYI
N/A INF SWAP EM NI 2.975 08/15/22-5Y LCH
N/A SOLD BRL BOUGHT USD 20240503
N/A SOLD CNH BOUGHT USD 20240419
N/A 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A SOLD CAD BOUGHT USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A US 10YR NOTE (CBT)JUN24 XCBT 20240618
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD CNH BOUGHT USD 20240426
N/A EURO-BTP FUTURE JUN24 XEUR 20240606
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT IDR SOLD USD 20240620
N/A BOUGHT INR SOLD USD 20240620
N/A REVERSE REPO BANK OF MONTREAL REVERSE REPO
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD GBP BOUGHT USD 20240402
N/A REVERSE REPO JPM CHASE
N/A BOUGHT INR SOLD USD 20240620
N/A 317U4WRA7 PIMCO SWAPTION 3.8 CALL USD 20240416
N/A BOUGHT IDR SOLD USD 20240620
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A EQR US TRS EQUITY FEDL01+30 BOA
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A VICI US TRS EQUITY FEDL01+40 MYI
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A SOLD JPY BOUGHT USD 20240402
N/A BOUGHT JPY SOLD USD 20240402
N/A GLPI US TRS EQUITY FEDL01+20 MYI
N/A BOUGHT JPY SOLD USD 20240402
N/A BOUGHT INR SOLD USD 20240620
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A BOUGHT MXN SOLD USD 20240419
N/A PLD US TRS EQUITY FEDL01+40 MYI
N/A BOUGHT MXN SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A EURO-BOBL FUTURE JUN24 XEUR 20240606
N/A INF SWAP EM NI 2.5475 11/15/23-30Y LCH
N/A EURO-OAT FUTURE JUN24 XEUR 20240606
N/A SOLD KRW BOUGHT USD 20240429
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A 317U54UA4 PIMCO SWAPTION 4.269 CALL USD 202405
N/A SBAC US TRS EQUITY FEDL01+20 MYI
N/A EURO-SCHATZ FUT JUN24 XEUR 20240606
N/A SOLD DKK BOUGHT USD 20240402
N/A EURO-BUXL 30Y BND JUN24 XEUR 20240606
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A BOUGHT IDR SOLD USD 20240620
N/A ARE US TRS EQUITY FEDL01+25 MYI
N/A SOLD TWD BOUGHT USD 20240620
N/A AMH US TRS EQUITY FEDL01+20 MYI
N/A SOLD TWD BOUGHT USD 20240620
N/A US 10YR ULTRA FUT JUN24 XCBT 20240618
N/A SOLD IDR BOUGHT USD 20240430
N/A SHORT EURO-BTP FU JUN24 XEUR 20240606
N/A REXR US TRS EQUITY FEDL01+20 MYI
N/A RFRF USD SOFR/2.23650 11/21/23-30Y LCH
N/A SOLD NZD BOUGHT USD 20240502
N/A EQIX US TRS EQUITY FEDL01+30 JPM
N/A RFRF USD SOFR/2.28500 11/15/23-30Y LCH
N/A AUST 10Y BOND FUT JUN24 XSFE 20240617
N/A SOLD CNH BOUGHT USD 20240419
N/A INVH US TRS EQUITY FEDL01+20 MYI
N/A US ULTRA BOND CBT JUN24 XCBT 20240618
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20240402
N/A SOLD CNH BOUGHT USD 20240506
N/A SOLD IDR BOUGHT USD 20240430
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A SOLD KRW BOUGHT USD 20240429
N/A BOUGHT CNH SOLD USD 20240402
N/A EURIBOR 3M OPT APR24C 96.75 EXP 04/12/2024
N/A BOUGHT INR SOLD USD 20240620
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A SOLD KRW BOUGHT USD 20240429
N/A SOLD GBP BOUGHT USD 20240502
N/A EURO-BUND FUTURE JUN24 XEUR 20240606
N/A BOUGHT BRL SOLD USD 20240503
N/A SOLD BRL BOUGHT USD 20240402
N/A GOLD 100 OZ FUTR JUN24 XCEC 20240626
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD JPY BOUGHT USD 20240502
N/A FR US TRS EQUITY FEDL01+20 MYI
N/A SOLD MXN BOUGHT USD 20240620
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD DKK BOUGHT USD 20240502
N/A BOUGHT NZD SOLD USD 20240402
N/A 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829
N/A INF SWAP EM NI 2.62 11/15/23-30Y LCH
N/A SOLD KRW BOUGHT USD 20240429
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EXR US TRS EQUITY FEDL01+20 MYI
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD TWD BOUGHT USD 20240320
N/A US 10YR ULTRA FUT MAR24 XCBT 20240319
N/A BOUGHT ZAR SOLD USD 20240119
N/A 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901
N/A BOUGHT MXN SOLD USD 20240131
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A EQIX US TRS EQUITY FEDL01+30 JPM
N/A SOLD DKK BOUGHT USD 20240109
N/A SOLD CAD BOUGHT USD 20240109
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A RFRF USD SOFR/2.28500 11/15/23-30Y LCH
N/A BOUGHT KRW SOLD USD 20240108
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A IRS EUR 3.00000 03/20/24-10Y LCH
N/A CCI US TRS EQUITY FEDL01+20 BOA
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A BOUGHT DKK SOLD USD 20240109
N/A INF SWAP EM NI 2.5475 11/15/23-30Y LCH
N/A 317U4SEA0 PIMCO SWAPTION 3.9 CALL USD 20240320
N/A SOLD GBP BOUGHT USD 20240109
N/A SOLD EUR BOUGHT USD 20240109
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A SOLD TWD BOUGHT USD 20240320
N/A PLD US TRS EQUITY FEDL01+20 MYI
N/A SOLD KRW BOUGHT USD 20240131
N/A SBAC US TRS EQUITY FEDL01+20 MYI
N/A SOLD HUF BOUGHT USD 20240104
N/A PLD US TRS EQUITY FEDL01+20 MYI
N/A SOLD KRW BOUGHT USD 20240620
N/A EURO-BOBL FUTURE MAR24 XEUR 20240307
N/A ELS US TRS EQUITY FEDL01+20 MYI
N/A AMT US TRS EQUITY FEDL01+20 MYI
N/A SOLD IDR BOUGHT USD 20240108
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A IRS EUR 2.75000 03/20/24-30Y LCH
N/A 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829
N/A EXR US TRS EQUITY FEDL01+20 BOA
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A EURO-OAT FUTURE MAR24 XEUR 20240307
N/A BOUGHT MXN SOLD USD 20240131
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD DKK BOUGHT USD 20240109
N/A BOUGHT INR SOLD USD 20240320
N/A RFR USD SOFR/3.90000 03/22/24-2Y LCH
N/A EURO-BUND FUTURE MAR24 XEUR 20240307
N/A GOLD 100 OZ FUTR FEB24 XCEC 20240227
N/A INF SWAP EM NI 2.975 08/15/22-5Y LCH
N/A SOLD NZD BOUGHT USD 20240109
N/A SOLD JPY BOUGHT USD 20240109
N/A O US TRS EQUITY FEDL01+30 JPM
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP US IT 2.42 08/24/23-1Y LCH
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD GBP BOUGHT USD 20240109
N/A SOLD HUF BOUGHT USD 20240104
N/A 317U4J1A4 PIMCO SWAPTION 4.7 CALL USD 20240213
N/A PLD US TRS EQUITY FEDL01+25 JPM
N/A BOUGHT IDR SOLD USD 20240320
N/A REXR US TRS EQUITY FEDL01+20 MYI
N/A US ULTRA BOND CBT MAR24 XCBT 20240319
N/A BOUGHT MXN SOLD USD 20240419
N/A SOLD JPY BOUGHT USD 20240109
N/A SOLD DKK BOUGHT USD 20240109
N/A BOUGHT IDR SOLD USD 20240320
N/A 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A BOUGHT IDR SOLD USD 20240131
N/A BOUGHT IDR SOLD USD 20240108
N/A SOLD JPY BOUGHT USD 20240109
N/A RFRF USD SOFR/2.23650 11/21/23-30Y LCH
N/A SUI US TRS EQUITY FEDL01+20 MYI
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A SOLD HUF BOUGHT USD 20240104
N/A 317U4ALA1 PIMCO SWAPTION 4.76 CALL USD 2024011
N/A SHORT EURO-BTP FU MAR24 XEUR 20240307
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A SOLD HUF BOUGHT USD 20240104
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A SOLD KRW BOUGHT USD 20240122
N/A AUST 10Y BOND FUT MAR24 XSFE 20240315
N/A INVH US TRS EQUITY FEDL01+20 MYI
N/A US LONG BOND(CBT) MAR24 XCBT 20240319
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A SOLD GBP BOUGHT USD 20240109
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A PK US TRS EQUITY FEDL01+30 JPM
N/A BOUGHT BRL SOLD USD 20240202
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A SPG US TRS EQUITY FEDL01+20 MYI
N/A US 10YR NOTE (CBT)MAR24 XCBT 20240319
N/A BOUGHT MXN SOLD USD 20240131
N/A BOUGHT INR SOLD USD 20240320
N/A SOLD HUF BOUGHT USD 20240104
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A EQR US TRS EQUITY FEDL01+30 BOA
N/A 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829
N/A RFR USD SOFR/4.86800 12/22/23-2Y LCH
N/A BOUGHT ZAR SOLD USD 20240119
N/A PSA US TRS EQUITY FEDL01+20 MYI
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT INR SOLD USD 20240320
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A US 5YR NOTE (CBT) MAR24 XCBT 20240328
N/A ARE US TRS EQUITY FEDL01+20 MYI
N/A SOLD GBP BOUGHT USD 20240109
N/A SOLD CNH BOUGHT USD 20240326
N/A REPU STATE STREET GLOBAL MARKE USD REPU SSB T
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD KRW BOUGHT USD 20240108
N/A SOLD DKK BOUGHT USD 20240109
N/A DWRTFT TRS EQUITY FEDL01+29 MYI
N/A US 2YR NOTE (CBT) MAR24 XCBT 20240328
N/A AIRC US TRS EQUITY FEDL01+20 MYI
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP EM NI 2.3625 11/15/23-10Y LCH
N/A FR US TRS EQUITY FEDL01+20 MYI
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A BOUGHT MXN SOLD USD 20240131
N/A ARE US TRS EQUITY FEDL01+25 MYI
N/A SOLD CAD BOUGHT USD 20240109
N/A HST US TRS EQUITY FEDL01+40 BOA
N/A AMH US TRS EQUITY FEDL01+20 MYI
N/A VICI US TRS EQUITY FEDL01+20 MYI
N/A DLR US TRS EQUITY FEDL01+20 MYI
N/A INF SWAP EM NI 2.62 11/15/23-30Y LCH
N/A SOLD JPY BOUGHT USD 20240109
N/A 317U4AMA0 PIMCO SWAPTION 4.7575 CALL USD 20240
N/A RFRF USD SOFR/2.30000 11/15/23-5Y LCH
N/A SOLD HUF BOUGHT USD 20240104
N/A EURO-BTP FUTURE MAR24 XEUR 20240307
N/A EURO-BUXL 30Y BND MAR24 XEUR 20240307
N/A SOLD KRW BOUGHT USD 20240620
N/A AIRC US TRS EQUITY FEDL01+25 MYI
N/A EURO-SCHATZ FUT MAR24 XEUR 20240307
N/A GLPI US TRS EQUITY FEDL01+20 MYI
N/A BOUGHT EUR SOLD USD 20231003
N/A BOUGHT EUR SOLD USD 20231003
N/A SOLD CAD BOUGHT USD 20231102
N/A SOLD EUR BOUGHT USD 20231003
N/A SOLD GBP BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231003
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A INVH US TRS EQUITY FEDL01+20 MYI
N/A EURO-BTP FUTURE DEC23 XEUR 20231207
N/A SHORT EURO-BTP FU DEC23 XEUR 20231207
N/A BOUGHT DKK SOLD USD 20231003
N/A SOLD DKK BOUGHT USD 20231102
N/A BOUGHT JPY SOLD USD 20231003
N/A SOLD JPY BOUGHT USD 20231102
N/A PK US TRS EQUITY FEDL01+30 JPM
N/A PLD US TRS EQUITY FEDL01+20 JPM
N/A PLD US TRS EQUITY FEDL01+20 MYI
N/A PLD US TRS EQUITY FEDL01+20 MYI
N/A PSA US TRS EQUITY FEDL01+20 MYI
N/A O US TRS EQUITY FEDL01+30 JPM
N/A REXR US TRS EQUITY FEDL01+20 MYI
N/A SBAC US TRS EQUITY FEDL01+20 MYI
N/A SPG US TRS EQUITY FEDL01+20 MYI
N/A BOUGHT EUR SOLD USD 20231102
N/A SOLD NZD BOUGHT USD 20231003
N/A SUI US TRS EQUITY FEDL01+20 MYI
N/A 317U3HSA0 PIMCO SWAPTION 4.606 PUT USD 2023102
N/A 317U3HTA9 PIMCO SWAPTION 4.611 PUT USD 2023102
N/A 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829
N/A 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829
N/A 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901
N/A 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901
N/A 317U657Z1 PIMCO SWAPTION 2.3 PUT USD 20231113
N/A 317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A INF SWAP EM NI 2.975 08/15/22-5Y LCH
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.42 08/24/23-1Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (WHT) LCH
N/A IRS EUR 2.87880 06/12/23-9Y* LCH
N/A RFR JPY MUTK/0.85000 09/20/23-10Y LCH
N/A RFRF USD SF+26.161/1.8* 11/15/23-5Y LCH
N/A BOUGHT GBP SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231003
N/A SOLD GBP BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231003
N/A US 10YR NOTE (CBT)DEC23 XCBT 20231219
N/A US 10YR ULTRA FUT DEC23 XCBT 20231219
N/A US 2YR NOTE (CBT) DEC23 XCBT 20231229
N/A US 5YR NOTE (CBT) DEC23 XCBT 20231229
N/A US LONG BOND(CBT) DEC23 XCBT 20231219
N/A US ULTRA BOND CBT DEC23 XCBT 20231219
N/A VICI US TRS EQUITY FEDL01+20 MYI
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A DEUTSCHE BANK REPO REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A ARE US TRS EQUITY FEDL01+20 MYI
N/A ARE US TRS EQUITY FEDL01+25 MYI
N/A AMH US TRS EQUITY FEDL01+20 MYI
N/A AMT US TRS EQUITY FEDL01+20 MYI
N/A AIRC US TRS EQUITY FEDL01+20 MYI
N/A AIRC US TRS EQUITY FEDL01+25 MYI
N/A AUST 10Y BOND FUT DEC23 XSFE 20231215
N/A BOUGHT DKK SOLD USD 20231003
N/A BOUGHT NZD SOLD USD 20231003
N/A SOLD AUD BOUGHT USD 20231003
N/A SOLD CAD BOUGHT USD 20231003
N/A SOLD DKK BOUGHT USD 20231003
N/A SOLD DKK BOUGHT USD 20231102
N/A SOLD NZD BOUGHT USD 20231102
N/A BOUGHT EUR SOLD USD 20231003
N/A BOUGHT EUR SOLD USD 20231003
N/A BOUGHT EUR SOLD USD 20231102
N/A SOLD DKK BOUGHT USD 20231003
N/A SOLD EUR BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231003
N/A BOUGHT DKK SOLD USD 20231102
N/A BOUGHT EUR SOLD USD 20231003
N/A CCI US TRS EQUITY FEDL01+20 BOA
N/A BOUGHT JPY SOLD USD 20231003
N/A SOLD JPY BOUGHT USD 20231102
N/A DLR US TRS EQUITY FEDL01+20 MYI
N/A DWRTFT TRS EQUITY FEDL01+29 MYI
N/A EQIX US TRS EQUITY FEDL01+30 JPM
N/A ELS US TRS EQUITY FEDL01+20 MYI
N/A EQR US TRS EQUITY FEDL01+30 BOA
N/A EXR US TRS EQUITY FEDL01+20 BOA
N/A FR US TRS EQUITY FEDL01+20 MYI
N/A EURO-OAT FUTURE DEC23 XEUR 20231207
N/A GLPI US TRS EQUITY FEDL01+20 MYI
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A EURO-BOBL FUTURE DEC23 XEUR 20231207
N/A EURO-BUND FUTURE DEC23 XEUR 20231207
N/A EURO-BUXL 30Y BND DEC23 XEUR 20231207
N/A EURO-SCHATZ FUT DEC23 XEUR 20231207
N/A GOLD 100 OZ FUTR DEC23 XCEC 20231227
N/A BOUGHT MXN SOLD USD 20231016
N/A BOUGHT MXN SOLD USD 20231214
N/A SOLD MXN BOUGHT USD 20231004
N/A HST US TRS EQUITY FEDL01+25 BOA
N/A BOUGHT CAD SOLD USD 20231003
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD AUD BOUGHT USD 20230802
N/A SOLD NZD BOUGHT USD 20230705
N/A SUI US TRS EQUITY FEDL01+20 MYI
N/A 317U33JA1 PIMCO SWAPTION 3.75 CALL USD 2023091
N/A 317U33LA8 PIMCO SWAPTION 3.75 CALL USD 2023091
N/A 317U37JA2 PIMCO SWAPTION 4.42 CALL USD 2023092
N/A 317U657Z1 PIMCO SWAPTION 2.3 PUT USD 20231113
N/A 317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A INF SWAP EM NI 2.975 08/15/22-5Y LCH
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A IRS EUR 2.50000 09/20/23-30Y LCH
N/A IRS EUR 3.00000 09/20/23-10Y LCH
N/A RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH
N/A RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH
N/A RFR JPY MUTK/0.50000 12/15/21-10Y LCH
N/A RFRF USD SF+26.161/1.8* 11/15/23-5Y LCH
N/A RFRF USD SF+26.161/1.8* 11/21/23-30Y LCH
N/A RFRF USD SF+26.161/1.9* 11/15/23-30Y LCH
N/A BOUGHT AUD SOLD USD 20230705
N/A BOUGHT CAD SOLD USD 20230705
N/A BOUGHT CAD SOLD USD 20230705
N/A BOUGHT GBP SOLD USD 20230705
N/A BOUGHT JPY SOLD USD 20230705
N/A BOUGHT NZD SOLD USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD AUD BOUGHT USD 20230802
N/A SOLD CAD BOUGHT USD 20230802
N/A SOLD CAD BOUGHT USD 20230802
N/A SOLD GBP BOUGHT USD 20230802
N/A SOLD JPY BOUGHT USD 20230802
N/A SOLD NZD BOUGHT USD 20230802
N/A BOUGHT AUD SOLD USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD AUD BOUGHT USD 20230802
N/A SOLD DKK BOUGHT USD 20230802
N/A US 10YR FUT OPTN AUG23P 113 EXP 07/21/2023
N/A US 10YR NOTE (CBT)SEP23 XCBT 20230920
N/A US 10YR ULTRA FUT SEP23 XCBT 20230920
N/A US 2YR NOTE (CBT) SEP23 XCBT 20230929
N/A US 5YR NOTE (CBT) SEP23 XCBT 20230929
N/A US LONG BOND(CBT) SEP23 XCBT 20230920
N/A US ULTRA BOND CBT SEP23 XCBT 20230920
N/A VICI US TRS EQUITY FEDL01+20 MYI
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A ARE US TRS EQUITY FEDL01+20 MYI
N/A ARE US TRS EQUITY FEDL01+25 MYI
N/A AMH US TRS EQUITY FEDL01+20 MYI
N/A AMT US TRS EQUITY FEDL01+20 MYI
N/A AIRC US TRS EQUITY FEDL01+20 MYI
N/A AIRC US TRS EQUITY FEDL01+25 MYI
N/A AUST 10Y BOND FUT SEP23 XSFE 20230915
N/A BOUGHT AUD SOLD USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD AUD BOUGHT USD 20230802
N/A BOUGHT DKK SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD DKK BOUGHT USD 20230705
N/A SOLD DKK BOUGHT USD 20230802
N/A SOLD JPY BOUGHT USD 20230705
N/A SOLD NZD BOUGHT USD 20230705
N/A BOUGHT DKK SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT NZD SOLD USD 20230802
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD DKK BOUGHT USD 20230705
N/A SOLD EUR BOUGHT USD 20230705
N/A SOLD EUR BOUGHT USD 20230802
N/A SOLD JPY BOUGHT USD 20230705
N/A SOLD NZD BOUGHT USD 20230705
N/A BOUGHT AUD SOLD USD 20230705
N/A SOLD AUD BOUGHT USD 20230802
N/A SOLD CAD BOUGHT USD 20230705
N/A SOLD DKK BOUGHT USD 20230705
N/A CCI US TRS EQUITY FEDL01+20 BOA
N/A DLR US TRS EQUITY FEDL01+20 MYI
N/A DWRTFT TRS EQUITY FEDL01+19 MYI
N/A EQIX US TRS EQUITY FEDL01+30 JPM
N/A ELS US TRS EQUITY FEDL01+20 MYI
N/A EQR US TRS EQUITY FEDL01+30 BOA
N/A EXR US TRS EQUITY FEDL01+20 BOA
N/A FR US TRS EQUITY FEDL01+20 MYI
N/A EURO-OAT FUTURE SEP23 XEUR 20230907
N/A GLPI US TRS EQUITY FEDL01+20 MYI
N/A EURO-BOBL FUTURE SEP23 XEUR 20230907
N/A EURO-BUND FUTURE SEP23 XEUR 20230907
N/A EURO-BUXL 30Y BND SEP23 XEUR 20230907
N/A EURO-SCHATZ FUT SEP23 XEUR 20230907
N/A GOLD 100 OZ FUTR AUG23 XCEC 20230829
N/A HST US TRS EQUITY FEDL01+25 BOA
N/A BOUGHT EUR SOLD USD 20230705
N/A SOLD GBP BOUGHT USD 20230705
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A INVH US TRS EQUITY FEDL01+20 MYI
N/A EURO-BTP FUTURE SEP23 XEUR 20230907
N/A SHORT EURO-BTP FU SEP23 XEUR 20230907
N/A JPN 10Y BOND(OSE) SEP23 XOSE 20230912
N/A BOUGHT DKK SOLD USD 20230705
N/A BOUGHT DKK SOLD USD 20230705
N/A BOUGHT JPY SOLD USD 20230705
N/A BOUGHT MXN SOLD USD 20230714
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD JPY BOUGHT USD 20230802
N/A BOUGHT DKK SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A SOLD DKK BOUGHT USD 20230802
N/A SOLD NZD BOUGHT USD 20230705
N/A PK US TRS EQUITY FEDL01+30 JPM
N/A PLD US TRS EQUITY FEDL01+20 JPM
N/A PLD US TRS EQUITY FEDL01+20 MYI
N/A PLD US TRS EQUITY FEDL01+20 MYI
N/A PSA US TRS EQUITY FEDL01+20 MYI
N/A O US TRS EQUITY FEDL01+30 JPM
N/A REXR US TRS EQUITY FEDL01+20 MYI
N/A SOLD MXN BOUGHT USD 20230816
N/A SBAC US TRS EQUITY FEDL01+20 MYI
N/A SPG US TRS EQUITY FEDL01+20 MYI
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD EUR BOUGHT USD 20230705
N/A BOUGHT AUD SOLD USD 20230705
N/A 317U1Q8A4 PIMCO SWAPTION 2.067 CALL EUR 202306
N/A 317U1Q9A3 PIMCO SWAPTION 3.14 PUT EUR 20230609
N/A 317U657Z1 PIMCO SWAPTION 2.3 PUT USD 20231113
N/A 317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A INF SWAP EM NI 2.975 08/15/22-5Y LCH
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.56 05/08/13-10Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A IRS EUR 0.00000 11/04/22-10Y LCH
N/A IRS EUR 0.00000 11/08/22-10Y LCH
N/A IRS EUR 2.54700 03/09/23-10Y LCH
N/A IRS NZD 3.25000 03/21/18-10Y CME
N/A IRS USD 1.84000 11/15/23-5Y LCH
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A IRS USD 1.97500 11/15/23-30Y LCH
N/A RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH
N/A RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH
N/A BOUGHT AUD SOLD USD 20230404
N/A BOUGHT CAD SOLD USD 20230404
N/A BOUGHT NZD SOLD USD 20230404
N/A SOLD AUD BOUGHT USD 20230502
N/A SOLD CAD BOUGHT USD 20230404
N/A SOLD CAD BOUGHT USD 20230502
N/A SOLD NZD BOUGHT USD 20230502
N/A BOUGHT CAD SOLD USD 20230404
N/A SOLD AUD BOUGHT USD 20230404
N/A SOLD CAD BOUGHT USD 20230502
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD GBP BOUGHT USD 20230502
N/A US 10YR FUT OPTN MAY23C 118 EXP 04/21/2023
N/A US 10YR FUT OPTN MAY23C 119 EXP 04/21/2023
N/A US 10YR FUT OPTN MAY23P 112 EXP 04/21/2023
N/A US 10YR FUT OPTN MAY23P 112.5 EXP 04/21/2023
N/A US 10YR NOTE (CBT)JUN23 XCBT 20230621
N/A US 10YR ULTRA FUT JUN23 XCBT 20230621
N/A US 2YR NOTE (CBT) JUN23 XCBT 20230630
N/A US 5YR NOTE (CBT) JUN23 XCBT 20230630
N/A US LONG BOND(CBT) JUN23 XCBT 20230621
N/A US ULTRA BOND CBT JUN23 XCBT 20230621
N/A VICI US TRS EQUITY FEDL01+20 MYI
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A ARE US TRS EQUITY FEDL01+20 MYI
N/A ARE US TRS EQUITY FEDL01+25 MYI
N/A AMH US TRS EQUITY FEDL01+20 MYI
N/A AMT US TRS EQUITY FEDL01+20 MYI
N/A AIRC US TRS EQUITY FEDL01+20 MYI
N/A AIRC US TRS EQUITY FEDL01+25 MYI
N/A AUST 10Y BOND FUT JUN23 XSFE 20230615
N/A AUST 3YR BOND FUT JUN23 XSFE 20230615
N/A BOUGHT AUD SOLD USD 20230404
N/A BOUGHT NZD SOLD USD 20230404
N/A SOLD AUD BOUGHT USD 20230502
N/A SOLD NZD BOUGHT USD 20230502
N/A BOUGHT PEN SOLD USD 20230410
N/A BOUGHT NZD SOLD USD 20230404
N/A SOLD AUD BOUGHT USD 20230404
N/A SOLD DKK BOUGHT USD 20230403
N/A SOLD NZD BOUGHT USD 20230404
N/A SOLD NZD BOUGHT USD 20230502
N/A SOLD DKK BOUGHT USD 20230502
N/A BOUGHT DKK SOLD USD 20230403
N/A BOUGHT DKK SOLD USD 20230403
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230502
N/A SOLD AUD BOUGHT USD 20230502
N/A SOLD DKK BOUGHT USD 20230403
N/A SOLD DKK BOUGHT USD 20230502
N/A SOLD EUR BOUGHT USD 20230404
N/A BOUGHT DKK SOLD USD 20230403
N/A BOUGHT DKK SOLD USD 20230502
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT PEN SOLD USD 20230410
N/A BOUGHT PEN SOLD USD 20230427
N/A BOUGHT PEN SOLD USD 20230621
N/A SOLD DKK BOUGHT USD 20230403
N/A SOLD DKK BOUGHT USD 20230502
N/A SOLD JPY BOUGHT USD 20230404
N/A CCI US TRS EQUITY FEDL01+20 BOA
N/A BOUGHT AUD SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT JPY SOLD USD 20230404
N/A SOLD AUD BOUGHT USD 20230404
N/A SOLD AUD BOUGHT USD 20230502
N/A SOLD EUR BOUGHT USD 20230502
N/A SOLD JPY BOUGHT USD 20230502
N/A DLR US TRS EQUITY FEDL01+20 MYI
N/A DWRTFT TRS EQUITY FEDL01+19 MYI
N/A EQIX US TRS EQUITY FEDL01+25 JPM
N/A ELS US TRS EQUITY FEDL01+20 MYI
N/A EQR US TRS EQUITY FEDL01+30 BOA
N/A EXR US TRS EQUITY FEDL01+20 BOA
N/A FR US TRS EQUITY FEDL01+20 MYI
N/A EURO-OAT FUTURE JUN23 XEUR 20230608
N/A GLPI US TRS EQUITY FEDL01+20 MYI
N/A EURO-BOBL FUTURE JUN23 XEUR 20230608
N/A EURO-BUND FUTURE JUN23 XEUR 20230608
N/A EURO-BUXL 30Y BND JUN23 XEUR 20230608
N/A EURO-SCHATZ FUT JUN23 XEUR 20230608
N/A HST US TRS EQUITY FEDL01+25 BOA
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD GBP BOUGHT USD 20230404
N/A SOLD JPY BOUGHT USD 20230404
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A INVH US TRS EQUITY FEDL01+20 MYI
N/A EURO-BTP FUTURE JUN23 XEUR 20230608
N/A SHORT EURO-BTP FU JUN23 XEUR 20230608
N/A JPN 10Y BOND(OSE) JUN23 XOSE 20230613
N/A SOLD AUD BOUGHT USD 20230404
N/A SOLD JPY BOUGHT USD 20230404
N/A SOLD JPY BOUGHT USD 20230404
N/A PK US TRS EQUITY FEDL01+25 JPM
N/A PLD US TRS EQUITY FEDL01+20 JPM
N/A PLD US TRS EQUITY FEDL01+20 MYI
N/A PLD US TRS EQUITY FEDL01+20 MYI
N/A PSA US TRS EQUITY FEDL01+20 MYI
N/A O US TRS EQUITY FEDL01+25 JPM
N/A REXR US TRS EQUITY FEDL01+20 MYI
N/A BOUGHT MXN SOLD USD 20230621
N/A SOLD MXN BOUGHT USD 20230515
N/A SBAC US TRS EQUITY FEDL01+20 MYI
N/A SPG US TRS EQUITY FEDL01+20 MYI
N/A BOUGHT EUR SOLD USD 20230502
N/A BOUGHT NZD SOLD USD 20230404
N/A SOLD NZD BOUGHT USD 20230502
N/A SUI US TRS EQUITY FEDL01+20 MYI
N/A 317U0BEA1 PIMCO SWAPTION 2.2 CALL USD 20230531
N/A 317U0BGA9 PIMCO SWAPTION 2.35 CALL USD 2023053
N/A 317U0DXA6 PIMCO SWAPTION 2.2 CALL USD 20230426
N/A 317U0DYA5 PIMCO SWAPTION 2.35 CALL USD 2023042
N/A 317U1Q8A4 PIMCO SWAPTION 2.067 CALL EUR 202306
N/A 317U1Q9A3 PIMCO SWAPTION 3.14 PUT EUR 20230609
N/A 317U657Z1 PIMCO SWAPTION 2.3 PUT USD 20231113
N/A 317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111
N/A 317U681I9 PIMCO SWAPTION 1.4275 CALL USD 20230
N/A 317U682I8 PIMCO SWAPTION 1.579 CALL USD 202301
N/A 317U714I0 PIMCO SWAPTION 1.41 CALL USD 2023020
N/A 317U719I5 PIMCO SWAPTION 1.5575 CALL USD 20230
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A 317U940I6 PIMCO SWAPTION 1.71 CALL USD 2023012
N/A 317U941I5 PIMCO SWAPTION 1.785 CALL USD 202301
N/A 317U970I9 PIMCO SWAPTION 1.72 CALL USD 2023022
N/A 317U971I8 PIMCO SWAPTION 1.736 CALL USD 202302
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A INF SWAP EM NI 2.975 08/15/22-5Y LCH
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A INF SWAP GB NI 3.386 11/15/19-5Y LCH
N/A INF SWAP GB NI 3.4 01/15/20-10Y LCH
N/A INF SWAP GB NI 3.475 08/15/20-10Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.125 09/15/22-10Y LCH
N/A INF SWAP GB NI 4.14 10/15/21-10Y LCH
N/A INF SWAP GB NI 4.1425 10/15/22-10Y LCH
N/A INF SWAP GB NI 4.3 01/15/22-10Y LCH
N/A INF SWAP GB NI 4.48 09/15/21-2Y LCH
N/A INF SWAP GB NI 4.615 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.735 12/15/21-5Y LCH
N/A INF SWAP GB NI 5.2 06/15/22-2Y LCH
N/A INF SWAP GB NI 5.33 06/15/22-2Y LCH
N/A INF SWAP GB NI 6.29 03/15/22-2Y LCH
N/A INF SWAP GB NI 6.44 05/15/22-2Y LCH
N/A INF SWAP GB NI 6.6 05/15/22-2Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.56 05/08/13-10Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A INF SWAP US IT 4.95 03/07/22-1Y LCH
N/A INF SWAP US IT 5.00 03/03/22-1Y LCH
N/A INF SWAP US IT 5.01 03/03/22-1Y LCH
N/A INF SWAP US IT 5.0325 03/08/22-1Y LCH
N/A INF SWAP US IT 5.47 03/21/22-1Y LCH
N/A IRS EUR 0.83000 12/09/42-10Y LCH
N/A IRS EUR 1.50000 03/15/23-30Y LCH
N/A IRS EUR 1.75000 03/15/23-10Y LCH
N/A IRS USD 1.84000 11/15/23-5Y LCH
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A IRS USD 1.97500 11/15/23-30Y LCH
N/A RFR GBP SONIO/0.50000 03/16/22-20Y LCH
N/A RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH
N/A RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH
N/A LONG GILT FUTURE MAR23 IFLL 20230329
N/A US 10YR NOTE (CBT)MAR23 XCBT 20230322
N/A US 10YR ULTRA FUT MAR23 XCBT 20230322
N/A US 2YR NOTE (CBT) MAR23 XCBT 20230331
N/A US 5YR NOTE (CBT) MAR23 XCBT 20230331
N/A US LONG BOND(CBT) MAR23 XCBT 20230322
N/A US ULTRA BOND CBT MAR23 XCBT 20230322
N/A VICI US TRS EQUITY FEDL01+40 BPS
N/A FIXED INC CLEARING CORP.REPO
N/A THE BANK OF NOVA SCOTIA REPO REPO
N/A REPU STATE STREET GLOBAL MARKE USD REPU SSB T
N/A REPU STATE STREET GLOBAL MARKE USD REPU SSB T
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A ARE US TRS EQUITY FEDL01+25 MYI
N/A ARE US TRS EQUITY FEDL01+80 BPS
N/A AMH US TRS EQUITY FEDL01+80 BPS
N/A AMT US TRS EQUITY FEDL01+80 BPS
N/A AIRC US TRS EQUITY FEDL01+25 MYI
N/A AIRC US TRS EQUITY FEDL01+80 BPS
N/A AUST 10Y BOND FUT MAR23 XSFE 20230315
N/A AUST 3YR BOND FUT MAR23 XSFE 20230315
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A SOLD MXN BOUGHT USD 20230321
N/A BOUGHT DKK SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT PEN SOLD USD 20230110
N/A SOLD DKK BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A SOLD PEN BOUGHT USD 20230106
N/A SOLD PEN BOUGHT USD 20230125
N/A CCI US TRS EQUITY FEDL01+25 BOA
N/A SOLD DKK BOUGHT USD 20230110
N/A DLR US TRS EQUITY FEDL01+10 MYI
N/A DWRTFT TRS EQUITY FEDL01+17 MYI
N/A DWRTFT TRS EQUITY FEDL01+24 MYI
N/A DWRTFT TRS EQUITY FEDL01+27 JPM
N/A DWRTFT TRS EQUITY FEDL01+31 BULLET BRC
N/A EQIX US TRS EQUITY FEDL01+85 BPS
N/A ELS US TRS EQUITY FEDL01+80 BPS
N/A EQR US TRS EQUITY FEDL01+30 BOA
N/A EXR US TRS EQUITY FEDL01+25 BOA
N/A 3MO EURO EURIBOR MAR23 IFLL 20230313
N/A FR US TRS EQUITY FEDL01+80 BPS
N/A EURO-OAT FUTURE MAR23 XEUR 20230308
N/A GLPI US TRS EQUITY FEDL01+80 BPS
N/A EURO-BOBL FUTURE MAR23 XEUR 20230308
N/A EURO-BUND FUTURE MAR23 XEUR 20230308
N/A EURO-BUXL 30Y BND MAR23 XEUR 20230308
N/A EURO-SCHATZ FUT MAR23 XEUR 20230308
N/A RXG3C 146 FEB23 146 CALL FSO
N/A RXG3P 138.5 FEB23 138.5 PUT FSO
N/A GOLD 100 OZ FUTR FEB23 XCEC 20230224
N/A HST US TRS EQUITY FEDL01+25 BOA
N/A BOUGHT DKK SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A SOLD AUD BOUGHT USD 20230110
N/A SOLD CAD BOUGHT USD 20230110
N/A SOLD DKK BOUGHT USD 20230110
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A INVH US TRS EQUITY FEDL01+80 BPS
N/A EURO-BTP FUTURE MAR23 XEUR 20230308
N/A SHORT EURO-BTP FU MAR23 XEUR 20230308
N/A 317552O02 PIMCO CDSOPT PUT EUR 3.0 20230315
N/A CDX ITRAXX MAIN37 5Y ICE
N/A JPN 10Y BOND(OSE) MAR23 XOSE 20230313
N/A BOUGHT DKK SOLD USD 20230110
N/A SOLD GBP BOUGHT USD 20230110
N/A SOLD AUD BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A PLD US TRS EQUITY FEDL01+20 JPM
N/A PLD US TRS EQUITY FEDL01+80 BPS
N/A PLD US TRS EQUITY FEDL01+85 BPS
N/A PSA US TRS EQUITY FEDL01+50 MYI
N/A REG US TRS EQUITY FEDL01+80 BPS
N/A REXR US TRS EQUITY FEDL01+80 BPS
N/A SOLD AUD BOUGHT USD 20230110
N/A SBAC US TRS EQUITY FEDL01+80 BPS
N/A SPG US TRS EQUITY FEDL01+10 MYI
N/A BOUGHT PEN SOLD USD 20230106
N/A BOUGHT PEN SOLD USD 20230109
N/A BOUGHT PEN SOLD USD 20230112
N/A BOUGHT PEN SOLD USD 20230117
N/A BOUGHT PEN SOLD USD 20230119
N/A BOUGHT PEN SOLD USD 20230123
N/A BOUGHT PEN SOLD USD 20230123
N/A SOLD AUD BOUGHT USD 20230110
N/A SOLD NZD BOUGHT USD 20230110
N/A SUI US TRS EQUITY FEDL01+80 BPS
N/A 317U0BEA1 PIMCO SWAPTION 2.2 CALL USD 20230531
N/A 317U0BGA9 PIMCO SWAPTION 2.35 CALL USD 2023053
N/A 317U0DXA6 PIMCO SWAPTION 2.2 CALL USD 20230426
N/A 317U1PBA2 PIMCO SWAPTION 2.547 CALL EUR 202303
N/A 317U1PCA1 PIMCO SWAPTION 2.547 PUT EUR 2023030
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A PLD US TRS EQUITY 1ML+30 JPM
N/A PLD US TRS EQUITY FEDL01+25 BPS
N/A PSA US TRS EQUITY FEDL01+50 MYI
N/A REG US TRS EQUITY FEDL01+30 BPS
N/A REXR US TRS EQUITY FEDL01+30 BPS
N/A SBAC US TRS EQUITY FEDL01+30 BPS
N/A SPG US TRS EQUITY FEDL01+10 MYI
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SUI US TRS EQUITY FEDL01+30 BPS
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U0BEA1 PIMCO SWAPTION 2.2 CALL USD 20230531
N/A 317U0BGA9 PIMCO SWAPTION 2.35 CALL USD 2023053
N/A 317U0DXA6 PIMCO SWAPTION 2.2 CALL USD 20230426
N/A 317U0DYA5 PIMCO SWAPTION 2.35 CALL USD 2023042
N/A 317U657Z1 PIMCO SWAPTION 2.3 PUT USD 20231113
N/A 317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111
N/A 317U681I9 PIMCO SWAPTION 1.4275 CALL USD 20230
N/A 317U682I8 PIMCO SWAPTION 1.579 CALL USD 202301
N/A 317U714I0 PIMCO SWAPTION 1.41 CALL USD 2023020
N/A 317U719I5 PIMCO SWAPTION 1.5575 CALL USD 20230
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A 317U892W3 IRO EUR 30Y P0.19 NOV22 0.19 PUT
N/A 317U893W2 IRO EUR 10Y NOV22 0 PUT
N/A 317U940I6 PIMCO SWAPTION 1.71 CALL USD 2023012
N/A 317U941I5 PIMCO SWAPTION 1.785 CALL USD 202301
N/A 317U970I9 PIMCO SWAPTION 1.72 CALL USD 2023022
N/A 317U971I8 PIMCO SWAPTION 1.736 CALL USD 202302
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.47 07/15/22-10Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.55 04/15/22-30Y LCH
N/A INF SWAP EM NI 2.58 03/15/22-30Y LCH
N/A INF SWAP EM NI 2.59 03/15/22-30Y LCH
N/A INF SWAP EM NI 2.6 05/15/22-10Y LCH
N/A INF SWAP EM NI 2.72 06/15/22-10Y LCH
N/A INF SWAP EM NI 2.975 08/15/22-5Y LCH
N/A INF SWAP EM NI 3.13 05/15/22-5Y LCH
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.13 09/15/22-10Y LCH
N/A INF SWAP GB NI 4.14 10/15/21-10Y LCH
N/A INF SWAP GB NI 4.3 01/15/22-10Y LCH
N/A INF SWAP GB NI 4.48 09/15/21-2Y LCH
N/A INF SWAP GB NI 4.615 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.626 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.735 12/15/21-5Y LCH
N/A INF SWAP GB NI 5.2 06/15/22-2Y LCH
N/A INF SWAP GB NI 5.33 06/15/22-2Y LCH
N/A INF SWAP GB NI 6.29 03/15/22-2Y LCH
N/A INF SWAP GB NI 6.44 05/15/22-2Y LCH
N/A INF SWAP GB NI 6.6 05/15/22-2Y LCH
N/A INF SWAP GBP NI 4.125 09/15/22-10Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.56 05/08/13-10Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A INF SWAP US IT 4.95 03/07/22-1Y LCH
N/A INF SWAP US IT 5.00 03/03/22-1Y LCH
N/A INF SWAP US IT 5.01 03/03/22-1Y LCH
N/A INF SWAP US IT 5.0325 03/08/22-1Y LCH
N/A INF SWAP US IT 5.47 03/21/22-1Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A IRS EUR 0.55000 08/10/22-2Y LCH
N/A IRS EUR 0.65000 04/12/22-5Y LCH
N/A IRS EUR 0.65000 05/11/22-5Y LCH
N/A IRS EUR 0.70000 04/11/22-5Y LCH
N/A IRS EUR 1.00000 05/13/22-5Y LCH
N/A IRS EUR 1.00000 05/18/22-5Y LCH
N/A IRS EUR 1.50000 03/15/23-30Y LCH
N/A IRS EUR 1.75000 03/15/23-10Y LCH
N/A IRS USD 1.84000 11/15/23-5Y LCH
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A IRS USD 1.97500 11/15/23-30Y LCH
N/A OIS JPY MUT+5.89/0.4500 03/20/19-10Y LCH
N/A RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH
N/A BOUGHT CAD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 31750JXZ3 OTC EPUT FN 4.5 99.40625
N/A LONG GILT FUTURE DEC22 IFLL 20221228
N/A US 10YR NOTE (CBT)DEC22 XCBT 20221220
N/A US 10YR ULTRA FUT DEC22 XCBT 20221220
N/A US 2YR NOTE (CBT) DEC22 XCBT 20221230
N/A US 5YR NOTE (CBT) DEC22 XCBT 20221230
N/A US LONG BOND(CBT) DEC22 XCBT 20221220
N/A US ULTRA BOND CBT DEC22 XCBT 20221220
N/A VICI US TRS EQUITY FEDL01+40 BPS
N/A WELL US TRS EQUITY FEDL01+20 MYI
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A ARE US TRS EQUITY 1ML+25 MYI
N/A ARE US TRS EQUITY FEDL01+30 BPS
N/A AMH US TRS EQUITY FEDL01+30 BPS
N/A AMT US TRS EQUITY FEDL01+30 BPS
N/A AIRC US TRS EQUITY 1ML+55 MYI
N/A AIRC US TRS EQUITY FEDL01+30 BPS
N/A AUST 10Y BOND FUT DEC22 XSFE 20221215
N/A AUST 3YR BOND FUT DEC22 XSFE 20221215
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A BARCLAYS BANK PLC SNR SE ICE
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A CDX HY36 5Y ICE
N/A 31750JUW3 PIMCO CDSOPT PUT USD 1.4 20221116
N/A 3175172S8 PIMCO CDSOPT PUT USD 1.35 20221221
N/A 317523OB9 PIMCO CDSOPT PUT USD 1.35 20221116
N/A 317534Q57 PIMCO CDSOPT PUT USD 1.5 20221221
N/A 3175474T1 PIMCO CDSOPT PUT USD 1.6 20221019
N/A 317552T98 PIMCO CDSOPT PUT USD 1.4 20221221
N/A 317553KY0 PIMCO CDSOPT PUT USD 1.6 20221221
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A CCI US TRS EQUITY FEDL01+25 BOA
N/A DLR US TRS EQUITY FEDL01+10 MYI
N/A DWRTFT TRS EQUITY 1ML+36 JPM
N/A DWRTFT TRS EQUITY 1ML+37 MYI
N/A DWRTFT TRS EQUITY 1ML+38.5 SOG
N/A DWRTFT TRS EQUITY FEDL01+24 MYI
N/A DWRTFT TRS EQUITY FEDL01+31 BULLET BRC
N/A DWRTFT TRS EQUITY FEDL01+37 CBK
N/A DWRTFT TRS EQUITY FEDL01+41 MYI
N/A DWRTFT TRS EQUITY FEDL01+46 JPM
N/A DWRTFT TRS EQUITY FEDL01+48 JPM
N/A DRE US TRS EQUITY FEDL01+30 BPS
N/A EQIX US TRS EQUITY FEDL01+25 BPS
N/A ELS US TRS EQUITY FEDL01+30 BPS
N/A EQR US TRS EQUITY FEDL01+30 BOA
N/A EXR US TRS EQUITY FEDL01+25 BOA
N/A FR US TRS EQUITY FEDL01+30 BPS
N/A EURO-OAT FUTURE DEC22 XEUR 20221208
N/A GLPI US TRS EQUITY FEDL01+30 BPS
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A EURO-BOBL FUTURE DEC22 XEUR 20221208
N/A EURO-BUND FUTURE DEC22 XEUR 20221208
N/A EURO-BUXL 30Y BND DEC22 XEUR 20221208
N/A EURO-SCHATZ FUT DEC22 XEUR 20221208
N/A GOLD 100 OZ FUTR DEC22 XCEC 20221228
N/A BOUGHT PEN/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A HST US TRS EQUITY 1ML+15 BOA
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A INVH US TRS EQUITY FEDL01+30 BPS
N/A EURO-BTP FUTURE DEC22 XEUR 20221208
N/A SHORT EURO-BTP FU DEC22 XEUR 20221208
N/A 317512BY6 PIMCO CDSOPT PUT EUR 2.0 20221221
N/A 3175322K4 PIMCO CDSOPT PUT EUR 1.9 20221116
N/A 317561AC2 PIMCO CDSOPT PUT EUR 1.9 20221116
N/A 317583A28 PIMCO CDSOPT PUT EUR 1.9 20221116
N/A CDX ITRAXX MAIN37 5Y ICE
N/A JPN 10Y BOND(OSE) DEC22 XOSE 20221213
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A INVH US TRS EQUITY FEDL01+30 BPS
N/A EURO-BTP FUTURE SEP22 XEUR 20220908
N/A IKU2C170 SEP22 170 CALL FSO
N/A SHORT EURO-BTP FU SEP22 XEUR 20220908
N/A 317511W25 PIMCO CDSOPT PUT EUR 1.2 20220720
N/A 3175438A7 PIMCO CDSOPT PUT EUR 1.2 20220720
N/A CDX ITRAXX MAIN36 5Y ICE
N/A 317551VP1 PIMCO CDSOPT PUT EUR 1.4 20220817
N/A 317554K28 PIMCO CDSOPT PUT EUR 1.6 20220817
N/A JPN 10Y BOND(OSE) SEP22 XOSE 20220912
N/A SOLD NZD/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A PLD US TRS EQUITY 1ML+30 JPM
N/A PLD US TRS EQUITY FEDL01+25 BPS
N/A PSA US TRS EQUITY FEDL01+50 MYI
N/A REG US TRS EQUITY FEDL01+30 BPS
N/A REXR US TRS EQUITY FEDL01+30 BPS
N/A SBAC US TRS EQUITY FEDL01+30 BPS
N/A SPG US TRS EQUITY FEDL01+10 MYI
N/A BOUGHT GBP/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SUI US TRS EQUITY FEDL01+30 BPS
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U0BEA1 PIMCO SWAPTION 2.2 CALL USD 20230531
N/A 317U0BGA9 PIMCO SWAPTION 2.35 CALL USD 2023053
N/A 317U0DXA6 PIMCO SWAPTION 2.2 CALL USD 20230426
N/A 317U0DYA5 PIMCO SWAPTION 2.35 CALL USD 2023042
N/A 317U657Z1 PIMCO SWAPTION 2.3 PUT USD 20231113
N/A 317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111
N/A 317U681I9 PIMCO SWAPTION 1.4275 CALL USD 20230
N/A 317U682I8 PIMCO SWAPTION 1.579 CALL USD 202301
N/A 317U714I0 PIMCO SWAPTION 1.41 CALL USD 2023020
N/A 317U719I5 PIMCO SWAPTION 1.5575 CALL USD 20230
N/A 317U782I7 PIMCO SWAPTION 0.35 CALL EUR 2022080
N/A 317U783I6 PIMCO SWAPTION 0.55 PUT EUR 20220808
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A 317U940I6 PIMCO SWAPTION 1.71 CALL USD 2023012
N/A 317U941I5 PIMCO SWAPTION 1.785 CALL USD 202301
N/A 317U970I9 PIMCO SWAPTION 1.72 CALL USD 2023022
N/A 317U971I8 PIMCO SWAPTION 1.736 CALL USD 202302
N/A INF SWAP EM NI 0.33 07/15/20-2Y LCH
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.455 06/15/22-10Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.55 04/15/22-30Y LCH
N/A INF SWAP EM NI 2.58 03/15/22-30Y LCH
N/A INF SWAP EM NI 2.59 03/15/22-30Y LCH
N/A INF SWAP EM NI 2.6 05/15/22-10Y LCH
N/A INF SWAP EM NI 2.72 06/15/22-10Y LCH
N/A INF SWAP EM NI 3.13 05/15/22-5Y LCH
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.14 10/15/21-10Y LCH
N/A INF SWAP GB NI 4.3 01/15/22-10Y LCH
N/A INF SWAP GB NI 4.48 09/15/21-2Y LCH
N/A INF SWAP GB NI 4.615 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.626 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.735 12/15/21-5Y LCH
N/A INF SWAP GB NI 5.2 06/15/22-2Y LCH
N/A INF SWAP GB NI 5.33 06/15/22-2Y LCH
N/A INF SWAP GB NI 6.29 03/15/22-2Y LCH
N/A INF SWAP GB NI 6.44 05/15/22-2Y LCH
N/A INF SWAP GB NI 6.6 05/15/22-2Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.56 05/08/13-10Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A INF SWAP US IT 4.95 03/07/22-1Y LCH
N/A INF SWAP US IT 5.00 03/03/22-1Y LCH
N/A INF SWAP US IT 5.01 03/03/22-1Y LCH
N/A INF SWAP US IT 5.0325 03/08/22-1Y LCH
N/A INF SWAP US IT 5.47 03/21/22-1Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A IRS EUR 0.25000 09/21/22-10Y LCH
N/A IRS EUR 0.50000 09/21/22-30Y LCH
N/A IRS EUR 0.65000 04/12/22-5Y LCH
N/A IRS EUR 0.65000 05/11/22-5Y LCH
N/A IRS EUR 0.70000 04/11/22-5Y LCH
N/A IRS EUR 1.00000 05/13/22-5Y LCH
N/A IRS EUR 1.00000 05/18/22-5Y LCH
N/A IRS USD 1.84000 11/15/23-5Y LCH
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A IRS USD 1.97500 11/15/23-30Y LCH
N/A OIS JPY MUT+5.89/0.3000 03/20/18-10Y LCH
N/A OIS JPY MUT+5.89/0.4500 03/20/19-10Y LCH
N/A BOUGHT CAD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A 31750JOE0 OTC EPUT FN 3.5 96.90625
N/A 317541ZY9 OTC EPUT FN 4.5 99.15625
N/A 317565893 OTC EPUT FN 4.5 99.140625
N/A 317586725 OTC ECAL FN 4.5 101.140625
N/A 3175962W3 OTC EPUT FN 4.5 99.65625
N/A G U2P70 SEP22 70 PUT FSO
N/A LONG GILT FUTURE SEP22 IFLL 20220928
N/A US 10YR NOTE (CBT)SEP22 XCBT 20220921
N/A US 10YR ULTRA FUT SEP22 XCBT 20220921
N/A US 2YR NOTE (CBT) SEP22 XCBT 20220930
N/A US 5YR NOTE (CBT) SEP22 XCBT 20220930
N/A US LONG BOND(CBT) SEP22 XCBT 20220921
N/A US ULTRA BOND CBT SEP22 XCBT 20220921
N/A VICI US TRS EQUITY FEDL01+40 BPS
N/A WELL US TRS EQUITY FEDL01+20 MYI
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A ARE US TRS EQUITY 1ML+25 MYI
N/A ARE US TRS EQUITY FEDL01+30 BPS
N/A AMH US TRS EQUITY FEDL01+30 BPS
N/A AMT US TRS EQUITY FEDL01+30 BPS
N/A AIRC US TRS EQUITY 1ML+55 MYI
N/A AIRC US TRS EQUITY FEDL01+30 BPS
N/A AUST 10Y BOND FUT SEP22 XSFE 20220915
N/A AUST 3YR BOND FUT SEP22 XSFE 20220915
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A BARCLAYS BANK PLC SNR SE ICE
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT MXN/SOLD 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 MXN/BOUGHT USD
N/A CDX HY36 5Y ICE
N/A 317555WO4 PIMCO CDSOPT PUT USD 95.0 20220817
N/A 317562G00 PIMCO CDSOPT PUT USD 1.2 20220720
N/A 317535N81 PIMCO CDSOPT PUT USD 1.4 20220817
N/A 317535T02 PIMCO CDSOPT PUT USD 1.3 20220817
N/A 317546CF4 PIMCO CDSOPT PUT USD 1.35 20220817
N/A 317555G12 PIMCO CDSOPT PUT USD 1.2 20220720
N/A 317561J74 PIMCO CDSOPT PUT USD 1.25 20220720
N/A 317565EF2 PIMCO CDSOPT CALL USD 0.7 20220817
N/A 317575GC6 PIMCO CDSOPT PUT USD 1.2 20220720
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/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 SOLD PEN/BOUGHT USD
N/A CCI US TRS EQUITY FEDL01+25 BOA
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A DLR US TRS EQUITY FEDL01+10 MYI
N/A DWRTFT TRS EQUITY 1ML+36 BULLET CBK
N/A DWRTFT TRS EQUITY 1ML+36 JPM
N/A DWRTFT TRS EQUITY 1ML+37 MYI
N/A DWRTFT TRS EQUITY 1ML+37 ULO
N/A DWRTFT TRS EQUITY 1ML+38.5 SOG
N/A DWRTFT TRS EQUITY FEDL01+37 CBK
N/A DWRTFT TRS EQUITY FEDL01+41 MYI
N/A DWRTFT TRS EQUITY FEDL01+46 JPM
N/A DWRTFT TRS EQUITY FEDL01+48 JPM
N/A DRE US TRS EQUITY FEDL01+30 BPS
N/A EQIX US TRS EQUITY FEDL01+25 BPS
N/A ELS US TRS EQUITY FEDL01+30 BPS
N/A EQR US TRS EQUITY 1ML+35 MYI
N/A EXR US TRS EQUITY FEDL01+25 BOA
N/A FR US TRS EQUITY FEDL01+30 BPS
N/A EURO-OAT FUTURE SEP22 XEUR 20220908
N/A OATU2C170 SEP22 170 CALL FSO
N/A GLPI US TRS EQUITY FEDL01+30 BPS
N/A DUU2C112 SEP22 112 CALL FSO
N/A DUU2C120 SEP22 120 CALL FSO
N/A EURO-BOBL FUTURE SEP22 XEUR 20220908
N/A EURO-BUND FUTURE SEP22 XEUR 20220908
N/A EURO-BUXL 30Y BND SEP22 XEUR 20220908
N/A EURO-SCHATZ FUT SEP22 XEUR 20220908
N/A OEU2C150 SEP22 150 CALL FSO
N/A OEU2C156 SEP22 156 CALL FSO
N/A RXU2C190 SEP22 190 CALL FSO
N/A RXU2P82 SEP22 82 PUT FSO
N/A UBU2C237 SEP22 237 CALL FSO
N/A GOLD 100 OZ FUTR AUG22 XCEC 20220829
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A HST US TRS EQUITY 1ML+15 BOA
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A CCI US TRS EQUITY FEDL01+25 BOA
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A DLR US TRS EQUITY FEDL01+10 MYI
N/A DWRTFT TRS EQUITY 1ML+36 BULLET CBK
N/A DWRTFT TRS EQUITY 1ML+36 CBK
N/A DWRTFT TRS EQUITY 1ML+36 JPM
N/A DWRTFT TRS EQUITY 1ML+37 MYI
N/A DWRTFT TRS EQUITY 1ML+37 ULO
N/A DWRTFT TRS EQUITY 1ML+38.5 SOG
N/A DWRTFT TRS EQUITY FEDL01+46 JPM
N/A DWRTFT TRS EQUITY FEDL01+48 JPM
N/A DRE US TRS EQUITY FEDL01+30 BPS
N/A EQIX US TRS EQUITY FEDL01+25 BPS
N/A ELS US TRS EQUITY FEDL01+30 BPS
N/A EQR US TRS EQUITY 1ML+35 MYI
N/A EXR US TRS EQUITY FEDL01+25 BOA
N/A FR US TRS EQUITY FEDL01+30 BPS
N/A EURO-OAT FUTURE JUN22 XEUR 20220608
N/A GLPI US TRS EQUITY FEDL01+30 BPS
N/A DUK2C113.5 MAY22 113.5 CALL FSO
N/A DUM2C115.2 JUN22 115.2 CALL FSO
N/A EURO-BOBL FUTURE JUN22 XEUR 20220608
N/A EURO-BUND FUTURE JUN22 XEUR 20220608
N/A EURO-BUXL 30Y BND JUN22 XEUR 20220608
N/A EURO-SCHATZ FUT JUN22 XEUR 20220608
N/A OEK2C134.5 MAY22 134.5 CALL FSO
N/A OEK2P131.5 MAY22 131.5 PUT FSO
N/A OEM2C150 JUN22 150 CALL FSO
N/A GOLD 100 OZ FUTR JUN22 XCEC 20220628
N/A BOUGHT MYR/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A HST US TRS EQUITY 1ML+15 BOA
N/A HST US TRS EQUITY 1ML+25 MYI
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A INVH US TRS EQUITY FEDL01+30 BPS
N/A EURO-BTP FUTURE JUN22 XEUR 20220608
N/A SHORT EURO-BTP FU JUN22 XEUR 20220608
N/A 3175220B7 PIMCO CDSOPT PUT EUR 4.5 20220518
N/A 317523K49 PIMCO CDSOPT PUT EUR 4.25 20220420
N/A 317537NE4 PIMCO CDSOPT PUT EUR 4.0 20220420
N/A 317543R57 PIMCO CDSOPT PUT EUR 4.5 20220518
N/A 317564KN1 PIMCO CDSOPT PUT EUR 4.0 20220420
N/A 317565P86 PIMCO CDSOPT PUT EUR 4.25 20220420
N/A 317583YR7 PIMCO CDSOPT PUT EUR 4.25 20220518
N/A 317513OB0 PIMCO CDSOPT PUT EUR 1.0 20220518
N/A 317514OF9 PIMCO CDSOPT PUT EUR 0.95 20220615
N/A 3175211L6 PIMCO CDSOPT PUT EUR 0.9 20220420
N/A 317523ZS0 PIMCO CDSOPT PUT EUR 1.05 20220518
N/A 317541035 PIMCO CDSOPT PUT EUR 0.9 20220518
N/A 317541Z94 PIMCO CDSOPT PUT EUR 1.0 20220615
N/A 317553J48 PIMCO CDSOPT PUT EUR 0.85 20220518
N/A 317557KO3 PIMCO CDSOPT PUT EUR 0.85 20220518
N/A 317564HC9 PIMCO CDSOPT PUT EUR 0.9 20220518
N/A 317567113 PIMCO CDSOPT PUT EUR 1.0 20220615
N/A 317574XG1 PIMCO CDSOPT PUT EUR 0.95 20220518
N/A 317581528 PIMCO CDSOPT PUT EUR 0.85 20220420
N/A 317589X20 PIMCO CDSOPT PUT EUR 1.0 20220518
N/A 317593NE7 PIMCO CDSOPT PUT EUR 0.85 20220420
N/A JPN 10Y BOND(OSE) JUN22 XOSE 20220613
N/A BOUGHT NOK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A MGP US TRS EQUITY FEDL01+40 BPS
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A PLD US TRS EQUITY 1ML+30 JPM
N/A PLD US TRS EQUITY FEDL01+25 BPS
N/A PSA US TRS EQUITY FEDL01+50 MYI
N/A REG US TRS EQUITY FEDL01+30 BPS
N/A REXR US TRS EQUITY FEDL01+30 BPS
N/A SBAC US TRS EQUITY FEDL01+30 BPS
N/A SPG US TRS EQUITY FEDL01+10 MYI
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SUI US TRS EQUITY FEDL01+30 BPS
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U657Z1 PIMCO SWAPTION 2.3 PUT USD 20231113
N/A 317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111
N/A 317U681I9 PIMCO SWAPTION 1.4275 CALL USD 20230
N/A 317U682I8 PIMCO SWAPTION 1.579 CALL USD 202301
N/A 317U714I0 PIMCO SWAPTION 1.41 CALL USD 2023020
N/A 317U719I5 PIMCO SWAPTION 1.5575 CALL USD 20230
N/A 317U768I5 PIMCO SWAPTION 0.5 CALL EUR 20220407
N/A 317U770I1 PIMCO SWAPTION 0.7 PUT EUR 20220407
N/A 317U771I0 PIMCO SWAPTION 0.45 CALL EUR 2022040
N/A 317U772I9 PIMCO SWAPTION 0.65 PUT EUR 20220408
N/A 317U774I7 PIMCO SWAPTION 0.65 PUT EUR 20220509
N/A 317U776I5 PIMCO SWAPTION 0.45 CALL EUR 2022050
N/A 317U782I7 PIMCO SWAPTION 0.35 CALL EUR 2022080
N/A 317U783I6 PIMCO SWAPTION 0.55 PUT EUR 20220808
N/A 317U851I3 PIMCO SWAPTION 0.5 CALL EUR 20220511
N/A 317U852I2 PIMCO SWAPTION 1.0 PUT EUR 20220511
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A 317U911I1 PIMCO SWAPTION 0.5 CALL EUR 20220516
N/A 317U912I0 PIMCO SWAPTION 1.0 PUT EUR 20220516
N/A 317U938I0 PIMCO SWAPTION 1.6 PUT GBP 20220518
N/A 317U940I6 PIMCO SWAPTION 1.71 CALL USD 2023012
N/A 317U941I5 PIMCO SWAPTION 1.785 CALL USD 202301
N/A 317U970I9 PIMCO SWAPTION 1.72 CALL USD 2023022
N/A 317U971I8 PIMCO SWAPTION 1.736 CALL USD 202302
N/A INF SWAP EM NI 0.09 05/15/20-2Y LCH
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP EM NI 2.59 03/15/22-30Y LCH
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.14 10/15/21-10Y LCH
N/A INF SWAP GB NI 4.3 01/15/22-10Y LCH
N/A INF SWAP GB NI 4.48 09/15/21-2Y LCH
N/A INF SWAP GB NI 4.615 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.626 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.735 12/15/21-5Y LCH
N/A INF SWAP GB NI 6.29 03/15/22-2Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.56 05/08/13-10Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A INF SWAP US IT 4.95 03/07/22-1Y LCH
N/A INF SWAP US IT 5.00 03/03/22-1Y LCH
N/A INF SWAP US IT 5.01 03/03/22-1Y LCH
N/A INF SWAP US IT 5.0325 03/08/22-1Y LCH
N/A INF SWAP US IT 5.47 03/21/22-1Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A IRS EUR 0.25000 09/21/22-10Y LCH
N/A IRS EUR 0.50000 09/21/22-30Y LCH
N/A IRS USD 1.84000 11/15/23-5Y LCH
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A IRS USD 1.97500 11/15/23-30Y LCH
N/A OIS GBP SONIO/0.75000 09/21/22-10Y LCH
N/A OIS JPY MUT+5.89/0.3000 03/20/18-10Y LCH
N/A OIS JPY MUT+5.89/0.4500 03/20/19-10Y LCH
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD NZD/BOUGHT USD
N/A 317515EO8 OTC ECAL FN 3.0 98.40625
N/A 317541RZ5 OTC EPUT FN 3.0 98.914062
N/A 3175447T5 OTC EPUT FN 3.0 97.6171875
N/A 317552I66 OTC ECAL FN 2.5 98.46875
N/A 317561W95 OTC EPUT FN 3.0 98.765625
N/A 3175729C1 OTC ECAL FN 2.5 98.828125
N/A 317572T39 OTC EPUT FN 3 100.414062
N/A 3175747X3 OTC EPUT FN 3.0 96.40625
N/A 317592YE7 OTC EPUT FN 3.0 99.101562
N/A 317594EW5 OTC ECAL FN 2.5 98.617187
N/A 317594NT2 OTC ECAL FN 2.5 98.390625
N/A 317595C87 OTC ECAL FN 3.0 99.6171875
N/A LONG GILT FUTURE JUN22 IFLL 20220628
N/A US 10YR NOTE (CBT)JUN22 XCBT 20220621
N/A US 10YR ULTRA FUT JUN22 XCBT 20220621
N/A US 2YR NOTE (CBT) JUN22 XCBT 20220630
N/A US 5YR NOTE (CBT) JUN22 XCBT 20220630
N/A US LONG BOND(CBT) JUN22 XCBT 20220621
N/A US ULTRA BOND CBT JUN22 XCBT 20220621
N/A WELL US TRS EQUITY FEDL01+20 MYI
N/A FIXED INC CLEARING CORP.REPO
N/A REPU STATE STREET GLOBAL MARKE USD REPU SSB T
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A ARE US TRS EQUITY 1ML+25 MYI
N/A ARE US TRS EQUITY FEDL01+30 BPS
N/A AMH US TRS EQUITY FEDL01+30 BPS
N/A AMT US TRS EQUITY FEDL01+30 BPS
N/A COLD US TRS EQUITY FEDL01+30 BPS
N/A AIRC US TRS EQUITY 1ML+55 MYI
N/A AIRC US TRS EQUITY FEDL01+30 BPS
N/A AUST 10Y BOND FUT JUN22 XSFE 20220615
N/A AUST 3YR BOND FUT JUN22 XSFE 20220615
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A BARCLAYS BANK PLC SNR SE ICE
N/A SOLD CNH/BOUGHT USD
N/A SOLD MYR/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD NOK/BOUGHT USD
N/A CDX HY36 5Y ICE
N/A 31750J3P8 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 31750JB20 PIMCO CDSOPT PUT USD 1.0 20220615
N/A 31750JB53 PIMCO CDSOPT PUT USD 1.1 20220615
N/A 317522GZ7 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 317527YB9 PIMCO CDSOPT PUT USD 1.0 20220615
N/A 3175439N8 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 3175470N8 PIMCO CDSOPT PUT USD 1.2 20220615
N/A 3175646R8 PIMCO CDSOPT PUT USD 0.95 20220420
N/A 317566CK1 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 3175772F0 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 317585NL7 PIMCO CDSOPT PUT USD 1.1 20220615
N/A 317593Y88 PIMCO CDSOPT PUT USD 0.95 20220420
N/A CCI US TRS EQUITY 1ML+0 MYI
N/A BOUGHT CNH/SOLD USD
N/A DLR US TRS EQUITY 1ML+10 MYI
N/A DWRTFT TRS EQUITY 1ML+36 BULLET CBK
N/A DWRTFT TRS EQUITY 1ML+36 CBK
N/A DWRTFT TRS EQUITY 1ML+36 JPM
N/A DWRTFT TRS EQUITY 1ML+37 MYI
N/A DWRTFT TRS EQUITY 1ML+37 ULO
N/A DWRTFT TRS EQUITY 1ML+38.5 SOG
N/A DWRTFT TRS EQUITY FEDL01+46 JPM
N/A DWRTFT TRS EQUITY FEDL01+48 JPM
N/A DRE US TRS EQUITY 1ML+142.5 BPS
N/A EQIX US TRS EQUITY 1ML+142.5 BPS
N/A ELS US TRS EQUITY 1ML+142.5 BPS
N/A EQR US TRS EQUITY 1ML+35 MYI
N/A EXR US TRS EQUITY 1ML+20 MYI
N/A FR US TRS EQUITY 1ML+142.5 BPS
N/A EURO-OAT FUTURE MAR22 XEUR 20220308
N/A GLPI US TRS EQUITY 1ML+142.5 BPS
N/A DUH2C113.5 MAR22 113.5 CALL FSO
N/A EURO-BOBL FUTURE MAR22 XEUR 20220308
N/A EURO-BUND FUTURE MAR22 XEUR 20220308
N/A EURO-BUXL 30Y BND MAR22 XEUR 20220308
N/A EURO-SCHATZ FUT MAR22 XEUR 20220308
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A HST US TRS EQUITY 1ML+15 BOA
N/A HST US TRS EQUITY 1ML+25 MYI
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A INVH US TRS EQUITY 1ML+142.5 BPS
N/A EURO-BTP FUTURE MAR22 XEUR 20220308
N/A 317557H90 PIMCO CDSOPT PUT EUR 3.5 20220119
N/A 3175654F3 PIMCO CDSOPT PUT EUR 3.5 20220119
N/A 3175890J9 PIMCO CDSOPT PUT EUR 3.5 20220119
N/A 3175611Q1 PIMCO CDSOPT PUT EUR 4.25 20220316
N/A 3175839H7 PIMCO CDSOPT PUT EUR 3.75 20220119
N/A 317589J67 PIMCO CDSOPT PUT EUR 4.25 20220216
N/A 317515OI0 PIMCO CDSOPT PUT EUR 0.9 20220316
N/A 317516UH3 PIMCO CDSOPT PUT EUR 0.8 20220216
N/A 317525GI8 PIMCO CDSOPT PUT EUR 0.9 20220316
N/A 317532B73 PIMCO CDSOPT PUT EUR 0.9 20220316
N/A 317551042 PIMCO CDSOPT PUT EUR 0.75 20220119
N/A 317572LA1 PIMCO CDSOPT PUT EUR 0.8 20220119
N/A 3175775Q3 PIMCO CDSOPT PUT EUR 0.95 20220316
N/A 3175955A0 PIMCO CDSOPT PUT EUR 0.8 20220316
N/A 317595I40 PIMCO CDSOPT PUT EUR 0.9 20220316
N/A 317595NW2 PIMCO CDSOPT PUT EUR 0.8 20220119
N/A JPN 10Y BOND(OSE) MAR22 XOSE 20220314
N/A BOUGHT EUR/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A MGP US TRS EQUITY 1ML+142.5 BPS
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A PLD US TRS EQUITY 1ML+142.5 BPS
N/A PLD US TRS EQUITY 1ML+30 JPM
N/A PSA US TRS EQUITY 1ML+50 MYI
N/A REG US TRS EQUITY 1ML+142.5 BPS
N/A REXR US TRS EQUITY 1ML+142.5 BPS
N/A SBAC US TRS EQUITY 1ML+142.5 BPS
N/A SPG US TRS EQUITY 1ML+10 MYI
N/A SOLD CNH/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SUI US TRS EQUITY 1ML+142.5 BPS
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U657Z1 PIMCO SWAPTION 2.3 PUT USD 20231113
N/A 317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A INF SWAP GB NI 3.33 01/15/20-5Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.14 10/15/21-10Y LCH
N/A INF SWAP GB NI 4.48 09/15/21-2Y LCH
N/A INF SWAP GB NI 4.735 12/15/21-5Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.18 01/19/21-1Y LCH
N/A INF SWAP US IT 2.2 01/21/21-1Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.56 05/08/13-10Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A IRS JPY 0.00000 03/20/18-4Y LCH
N/A IRS JPY 0.00000 03/20/19-3Y LCH
N/A IRS USD 1.84000 11/15/23-5Y LCH
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A IRS USD 1.97500 11/15/23-30Y LCH
N/A OIS GBP SONIO/0.75000 09/21/22-10Y LCH
N/A OIS GBP SONIO/0.90000 09/21/22-0Y* LCH
N/A OIS GBP SONIO/1.01250 09/20/23-0Y* LCH
N/A OIS GBP SONIO/1.18400 09/21/22-0Y* LCH
N/A OIS GBP SONIO/1.24800 09/20/23-0Y* LCH
N/A OIS JPY MUT+5.89/0.00000 03/20/18-4Y LCH
N/A OIS JPY MUT+5.89/0.00000 03/20/19-3Y LCH
N/A OIS JPY MUT+5.89/0.3000 03/20/18-10Y LCH
N/A OIS JPY MUT+5.89/0.4500 03/20/19-10Y LCH
N/A BOUGHT CAD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD NZD/BOUGHT USD
N/A 31750IWK9 OTC ECAL FN 2.0 JAN22 100.734375 CALL
N/A 31750J6L4 OTC ECAL FN 3.0 103.7578125
N/A 317511K36 OTC ECAL FN 2.0 100.34375
N/A 317512TI2 OTC ECAL FN 2.0 99.859375
N/A 317512W80 OTC ECAL FN 2.0 100.578125
N/A 317514EE3 OTC ECAL FN 2.0 100.484375
N/A 317517IA0 OTC EPUT FN 2.0 98.96875
N/A 317517PK0 OTC ECAL FN 2.0 100.109375
N/A 317521GV8 OTC ECAL FN 2.0 100.140625
N/A 317533A56 OTC EPUT FN 2.0 98.578125
N/A 317541IV4 OTC ECAL FN 2.0 100.351562
N/A 317544FB5 OTC ECAL FEB22 100.96875 CALL
N/A 317545YX3 OTC ECAL FN 2.0 100.296875
N/A 317553EO9 OTC EPUT FN 2.0 97.898437
N/A 317553GC3 OTC EPUT FN 2.0 97.859375
N/A 317555U73 OTC ECAL FN 2.0 100.171875
N/A 317562FZ4 OTC ECAL FN 2.5 103.328125
N/A 317562SS6 OTC EPUT FN 3.0 JAN22 104.0625 PUT
N/A 317574TU5 OTC ECAL FN 3.0 103.75390625
N/A 317576XY7 OTC EPUT FN 2.5 102.328125
N/A 317585VE4 OTC EPUT FN 2.0 98.171875
N/A 317591071 OTC ECAL FN 2.0 99.898437
N/A 317594WE5 OTC ECAL FN 2.0 100.078125
N/A LONG GILT FUTURE MAR22 IFLL 20220329
N/A TRS R 0.09/912828VM9 MYC
N/A US 10YR NOTE (CBT)MAR22 XCBT 20220322
N/A US 10YR ULTRA FUT MAR22 XCBT 20220322
N/A US 2YR NOTE (CBT) MAR22 XCBT 20220331
N/A US 5YR NOTE (CBT) MAR22 XCBT 20220331
N/A US LONG BOND(CBT) MAR22 XCBT 20220322
N/A US ULTRA BOND CBT MAR22 XCBT 20220322
N/A WELL US TRS EQUITY 1ML+20 MYI
N/A FIXED INC CLEARING CORP.REPO
N/A REPU STATE STREET GLOBAL MARKE USD REPU SSB T
N/A REPU STATE STREET GLOBAL MARKE USD REPU SSB T
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A ARE US TRS EQUITY 1ML+142.5 BPS
N/A ARE US TRS EQUITY 1ML+25 MYI
N/A AMH US TRS EQUITY 1ML+142.5 BPS
N/A AMT US TRS EQUITY 1ML+142.5 BPS
N/A COLD US TRS EQUITY 1ML+142.5 BPS
N/A AIRC US TRS EQUITY 1ML+142.5 BPS
N/A AIRC US TRS EQUITY 1ML+55 MYI
N/A AUST 10Y BOND FUT MAR22 XSFE 20220315
N/A AUST 3YR BOND FUT MAR22 XSFE 20220315
N/A BOUGHT MXN/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BARCLAYS BANK PLC SNR SE ICE
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A 3175DC536 PIMCO CDSOPT PUT USD 102.0 20220119
N/A 3175ES290 PIMCO CDSOPT PUT USD 102.0 20220119
N/A CDX HY36 5Y ICE
N/A 317563LY8 PIMCO CDSOPT PUT USD 96.0 20220316
N/A 3175ES373 PIMCO CDSOPT PUT USD 0.725 20220119
N/A 317514CE5 PIMCO CDSOPT PUT USD 0.85 20220119
N/A 317550NN7 PIMCO CDSOPT PUT USD 0.9 20220316
N/A 317552495 PIMCO CDSOPT PUT USD 0.9 20220316
N/A 317554NE9 PIMCO CDSOPT PUT USD 0.8 20220216
N/A 317555U81 PIMCO CDSOPT PUT USD 0.95 20220316
N/A 317561KN7 PIMCO CDSOPT PUT USD 1.0 20220316
N/A 317562379 PIMCO CDSOPT PUT USD 1.0 20220316
N/A 3175629V0 PIMCO CDSOPT PUT USD 0.95 20220316
N/A 317564ML3 PIMCO CDSOPT PUT USD 0.85 20220119
N/A BOUGHT NOK/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A 3175ER789 PIMCO CDSOPT PUT USD 0.8 20211117
N/A 3175ER961 PIMCO CDSOPT PUT USD 0.75 20211117
N/A 3175ES001 PIMCO CDSOPT PUT USD 0.7 20211117
N/A 3175ES035 PIMCO CDSOPT PUT USD 0.8 20211215
N/A 3175ES043 PIMCO CDSOPT PUT USD 0.75 20211215
N/A 3175ES076 PIMCO CDSOPT PUT USD 0.8 20211215
N/A 3175ES217 PIMCO CDSOPT PUT USD 0.8 20211215
N/A 3175ES233 PIMCO CDSOPT PUT USD 0.75 20211215
N/A 3175JJ634 PIMCO CDSOPT PUT USD 0.75 20211215
N/A 3175SR495 PIMCO CDSOPT PUT USD 0.75 20211117
N/A 3175SR503 PIMCO CDSOPT PUT USD 0.75 20211117
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A COR US TRS EQUITY 1ML+25 BPS
N/A BOUGHT RUB/SOLD USD
N/A CCI US TRS EQUITY 1ML+0 MYI
N/A DLR US TRS EQUITY 1ML+10 MYI
N/A DWRTFT TRS EQUITY 1ML+36 BULLET CBK
N/A DWRTFT TRS EQUITY 1ML+36 CBK
N/A DWRTFT TRS EQUITY 1ML+37 ULO
N/A DRE US TRS EQUITY 1ML+25 BPS
N/A EQIX US TRS EQUITY 1ML+42.5 BPS
N/A ELS US TRS EQUITY 1ML+25 BPS
N/A EQR US TRS EQUITY 1ML+35 MYI
N/A EXR US TRS EQUITY 1ML+20 MYI
N/A FR US TRS EQUITY 1ML+25 BPS
N/A EURO-OAT FUTURE DEC21 XEUR 20211208
N/A GLPI US TRS EQUITY 1ML+25 BPS
N/A DUZ1C113.6 DEC21 113.6 CALL FSO
N/A EURO-BOBL FUTURE DEC21 XEUR 20211208
N/A EURO-BUND FUTURE DEC21 XEUR 20211208
N/A EURO-BUXL 30Y BND DEC21 XEUR 20211208
N/A EURO-SCHATZ FUT DEC21 XEUR 20211208
N/A 3175455H0 OTC EPUT G2 2.5 102.4296875
N/A GOLD 100 OZ FUTR DEC21 XCEC 20211229
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A HST US TRS EQUITY 1ML+25 MYI
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A INVH US TRS EQUITY 1ML+25 BPS
N/A EURO-BTP FUTURE DEC21 XEUR 20211208
N/A 3175859C3 PIMCO CDSOPT PUT EUR 3.5 20211215
N/A 317556546 PIMCO CDSOPT PUT EUR 0.7 20211215
N/A 3175889H6 PIMCO CDSOPT PUT EUR 0.7 20211215
N/A 3175899J0 PIMCO CDSOPT PUT EUR 0.7 20211215
N/A 3175F54A4 PIMCO CDSOPT PUT EUR 0.85 20211020
N/A JPN 10Y BOND(OSE) DEC21 XOSE 20211213
N/A BOUGHT EUR/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A KIM US TRS EQUITY 1ML+25 MYI
N/A MGP US TRS EQUITY 1ML+42.5 BPS
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A PLD US TRS EQUITY 1ML+25 MYI
N/A PLD US TRS EQUITY 1ML+42.5 BPS
N/A PSA US TRS EQUITY 1ML+50 MYI
N/A REG US TRS EQUITY 1ML+25 BPS
N/A REXR US TRS EQUITY 1ML+25 BPS
N/A BOUGHT GBP/SOLD USD
N/A SBAC US TRS EQUITY 1ML+25 BPS
N/A SPG US TRS EQUITY 1ML+10 MYI
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SUI US TRS EQUITY 1ML+25 BPS
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.48 09/15/21-2Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.18 01/19/21-1Y LCH
N/A INF SWAP US IT 2.2 01/21/21-1Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.56 05/08/13-10Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A IRS JPY 0.30000 03/20/18-10Y LCH
N/A IRS JPY 0.45000 03/20/19-10Y LCH
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A BOUGHT SEK/SOLD USD
N/A 31750IGW1 OTC ECAL FN 2.5 104.3203125
N/A 317511T03 OTC ECAL FN 2.0 102.671875
N/A 317511U01 OTC EPUT FN 2.0 98.554687
N/A 317512LY5 OTC ECAL FN 2.0 100.21875
N/A 317515AO2 OTC ECAL FN 2.0 101.1875
N/A 3175175U0 OTC ECAL FN 2.0 101.5625
N/A 317517977 OTC ECAL FN 2.0 101.6875
N/A 317525QR7 OTC ECAL FN 2.0 101.3359375
N/A 317527NX3 OTC ECAL FN 2.0 101.53125
N/A 317531CH2 OTC ECAL FN 2.0 100.554687
N/A 3175323E7 OTC EPUT FN 2.0 100.671875
N/A 317534UK9 OTC ECAL FN 2.5 103.8125
N/A 317537IA8 OTC ECAL FN 2.5 103.734375
N/A 317545192 OTC ECAL FN 2.0 101.472656
N/A 3175525O1 OTC EPUT FN 3.0 103.988281
N/A 317552WW3 OTC ECAL FN 2.0 101.53125
N/A 317554988 OTC ECAL FN 2.5 103.90625
N/A 3175560K5 OTC ECAL FN 2.0 101.609375
N/A 317564PD8 OTC ECAL FN 2.5 OCT21 103.6015625 CALL
N/A 317564Q70 OTC ECAL FN 2.0 101.578125
N/A 3175724N2 OTC ECAL FN 2.5 103.765625
N/A 317572TM7 OTC ECAL FN 2.0 101.546875
N/A 317577HE7 OTC ECAL FN 2.0 101.53125
N/A 317591030 OTC ECAL FN 2.5 103.375
N/A 317593713 OTC ECAL FN 2.0 101.734375
N/A LONG GILT FUTURE DEC21 IFLL 20211229
N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221
N/A US 10YR ULTRA FUT DEC21 XCBT 20211221
N/A US 2YR NOTE (CBT) DEC21 XCBT 20211231
N/A US 5YR NOTE (CBT) DEC21 XCBT 20211231
N/A US LONG BOND(CBT) DEC21 XCBT 20211221
N/A US ULTRA BOND CBT DEC21 XCBT 20211221
N/A WELL US TRS EQUITY 1ML+20 MYI
N/A FIXED INC CLEARING CORP.REPO
N/A J P MORGAN TERM REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A REVERSE REPO NOMURA
N/A ARE US TRS EQUITY 1ML+25 BPS
N/A ARE US TRS EQUITY 1ML+25 MYI
N/A AMH US TRS EQUITY 1ML+25 BPS
N/A AMT US TRS EQUITY 1ML+25 BPS
N/A COLD US TRS EQUITY 1ML+25 BPS
N/A AIRC US TRS EQUITY 1ML+25 BPS
N/A AIRC US TRS EQUITY 1ML+25 MYI
N/A AUST 10Y BOND FUT DEC21 XSFE 20211215
N/A AUST 3YR BOND FUT DEC21 XSFE 20211215
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD MYR/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A 3175DC544 PIMCO CDSOPT PUT USD 104.0 20211215
N/A 3175ER755 PIMCO CDSOPT PUT USD 102.0 20211117
N/A 3175ER839 PIMCO CDSOPT PUT USD 102.0 20211117
N/A 3175ER888 PIMCO CDSOPT PUT USD 103.0 20211117
N/A 3175ER946 PIMCO CDSOPT PUT USD 101.0 20211117
N/A 3175ES282 PIMCO CDSOPT PUT USD 104.0 20211215
N/A 3175ES381 PIMCO CDSOPT PUT USD 104.0 20211215
N/A 3175ZH416 PIMCO CDSOPT PUT USD 101.0 20211215
N/A CDX HY36 5Y ICE
N/A COR US TRS EQUITY 1ML+25 BPS
N/A CCI US TRS EQUITY 1ML+0 MYI
N/A DLR US TRS EQUITY 1ML+10 MYI
N/A DWRTFT TRS EQUITY 1ML+17 ULO
N/A DWRTFT TRS EQUITY 1ML+20 ULO
N/A DWRTFT TRS EQUITY 1ML+23 FBF
N/A DWRTFT TRS EQUITY 1ML+25 ULO
N/A DWRTFT TRS EQUITY 1ML+26 JPM
N/A DWRTFT TRS EQUITY 1ML+28 BULLET CBK
N/A DWRTFT TRS EQUITY 1ML+36 CBK
N/A DRE US TRS EQUITY 1ML+25 BPS
N/A EQIX US TRS EQUITY 1ML+20 BPS
N/A ELS US TRS EQUITY 1ML+25 BPS
N/A EQR US TRS EQUITY 1ML+15 MYI
N/A EXR US TRS EQUITY 1ML+20 MYI
N/A FR US TRS EQUITY 1ML+25 BPS
N/A EURO-OAT FUTURE SEP21 XEUR 20210908
N/A GLPI US TRS EQUITY 1ML+25 BPS
N/A DUU1C114.3 SEP21 114.3 CALL FSO
N/A EURO-BOBL FUTURE SEP21 XEUR 20210908
N/A EURO-BUND FUTURE SEP21 XEUR 20210908
N/A EURO-BUXL 30Y BND SEP21 XEUR 20210908
N/A EURO-SCHATZ FUT SEP21 EUCH 20210908
N/A 3175EQ856 OTC EPUT G2 2.5 102.296875
N/A 3175SR198 OTC EPUT G2 2.5 102.234375
N/A GOLD 100 OZ FUTR AUG21 XCEC 20210827
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A HST US TRS EQUITY 1ML+25 MYI
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A INVH US TRS EQUITY 1ML+25 BPS
N/A EURO-BTP FUTURE SEP21 XEUR 20210908
N/A 31754F6A2 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 31754OPA2 PIMCO CDSOPT CALL EUR 0.4 20210721
N/A 31754TD22 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175119X3 PIMCO CDSOPT PUT EUR 0.75 20210818
N/A 31751FE16 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175220P6 PIMCO CDSOPT PUT EUR 0.7 20210818
N/A 3175419W2 PIMCO CDSOPT PUT EUR 0.8 20210818
N/A 3175429X8 PIMCO CDSOPT PUT EUR 0.85 20210818
N/A 3175430X5 PIMCO CDSOPT PUT EUR 0.8 20210818
N/A 3175439A6 PIMCO CDSOPT PUT EUR 0.85 20210818
N/A 31754RW82 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175574D5 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175659Z4 PIMCO CDSOPT PUT EUR 0.825 20210818
N/A 3175F54A4 PIMCO CDSOPT PUT EUR 0.85 20211020
N/A JPN 10Y BOND(OSE) SEP21 XTKS 20210913
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A KIM US TRS EQUITY 1ML+25 MYI
N/A MGP US TRS EQUITY 1ML+20 BPS
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A PLD US TRS EQUITY 1ML+20 BPS
N/A PLD US TRS EQUITY 1ML+25 MYI
N/A PSA US TRS EQUITY 1ML+50 MYI
N/A REG US TRS EQUITY 1ML+25 BPS
N/A REXR US TRS EQUITY 1ML+25 BPS
N/A SBAC US TRS EQUITY 1ML+25 BPS
N/A SPG US TRS EQUITY 1ML+10 MYI
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A SUI US TRS EQUITY 1ML+25 BPS
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U006Y2 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U009Y9 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U221Y1 PIMCO SWAPTION 0.0176 PUT USD 202107
N/A 317U673X6 PIMCO SWAPTION 0.007 CALL USD 202108
N/A 317U674X5 PIMCO SWAPTION 0.0055 CALL USD 20210
N/A 317U959X1 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.825 08/14/20-1Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.18 01/19/21-1Y LCH
N/A INF SWAP US IT 2.2 01/21/21-1Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.56 05/08/13-10Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A 31750IA31 OTC EPUT FN 2.0 99.0234375
N/A 317555GU8 OTC ECAL FN 2.5 104.046875
N/A 317563S13 OTC ECAL FN 2.0 101.2265625
N/A 3175648Z8 OTC ECAL FN 2.0 101.0234375
N/A 317565TE9 OTC ECAL FN 2.0 101.421875
N/A 317567FZ3 OTC ECAL FN 2.0 101.3125
N/A 317571057 OTC EPUT FN 2.0 99.6640625
N/A 317591AW5 OTC EPUT FN 2.5 102.046875
N/A 3175DC114 OTC ECAL FN 2.5 103.796875
N/A 3175DC262 OTC EPUT FN 3.0 104.140625
N/A 3175EQ849 OTC EPUT FN 2.5 102.296875
N/A 3175ER235 OTC EPUT FN 3.0 103.984375
N/A 3175ER334 OTC EPUT FN 3.0 103.6953125
N/A 3175SQ034 OTC EPUT FN 2.0 99.47265625
N/A 3175SQ042 OTC EPUT FN 2.0 100.47265625
N/A 3175SR073 OTC EPUT FN 2.5 103.234375
N/A 3175SR081 OTC EPUT FN 2.5 102.234375
N/A 3175ZM381 OTC ECAL FN 2.0 101.3671875
N/A 3175ZM829 OTC EPUT FN 2.0 100.15625
N/A 3175ZM837 OTC EPUT FN 2.0 99.15625
N/A 3175ZN017 OTC EPUT FN 2.5 101.984375
N/A 3175ZN025 OTC ECAL FN 2.5 103.984375
N/A US 10YR NOTE (CBT)SEP21 XCBT 20210921
N/A US 10YR ULTRA FUT SEP21 XCBT 20210921
N/A US 2YR NOTE (CBT) SEP21 XCBT 20210930
N/A US 5YR NOTE (CBT) SEP21 XCBT 20210930
N/A US LONG BOND(CBT) SEP21 XCBT 20210921
N/A US ULTRA BOND CBT SEP21 XCBT 20210921
N/A WELL US TRS EQUITY 1ML+20 MYI
N/A J P MORGAN TERM REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A ARE US TRS EQUITY 1ML+25 BPS
N/A ARE US TRS EQUITY 1ML+25 MYI
N/A AMH US TRS EQUITY 1ML+25 BPS
N/A AMT US TRS EQUITY 1ML+25 BPS
N/A COLD US TRS EQUITY 1ML+25 BPS
N/A AIRC US TRS EQUITY 1ML+25 BPS
N/A AIRC US TRS EQUITY 1ML+25 MYI
N/A AUST 10Y BOND FUT SEP21 XSFE 20210915
N/A AUST 3YR BOND FUT SEP21 XSFE 20210915
N/A SOLD DKK/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A 3175EP940 PIMCO CDSOPT PUT USD 100.0 20210721
N/A 3175JL423 PIMCO CDSOPT PUT USD 98.0 20210721
N/A 3175ZN215 PIMCO CDSOPT PUT USD 104.0 20210915
N/A CDX HY36 5Y ICE
N/A 3175DB835 PIMCO CDSOPT CALL USD 0.475 20210818
N/A 3175EQ443 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175EQ484 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175EQ526 PIMCO CDSOPT PUT USD 0.75 20210818
N/A 3175EQ567 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175EQ583 PIMCO CDSOPT PUT USD 0.8 20210915
N/A 3175EQ658 PIMCO CDSOPT CALL USD 0.475 20210818
N/A 3175JL290 PIMCO CDSOPT PUT USD 0.9 20210915
N/A 3175JL571 PIMCO CDSOPT PUT USD 0.8 20210915
N/A 3175JL878 PIMCO CDSOPT PUT USD 0.85 20210915
N/A 3175PS116 PIMCO CDSOPT PUT USD 0.9 20210721
N/A 3175ZM142 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175ZM621 PIMCO CDSOPT PUT USD 0.9 20210915
N/A 3175ZM662 PIMCO CDSOPT CALL USD 0.475 20210818
N/A BOUGHT DKK/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A COR US TRS EQUITY 1ML+25 BPS
N/A CCI US TRS EQUITY 1ML+0 MYI
N/A DLR US TRS EQUITY 1ML+10 MYI
N/A DWRTFT TRS EQUITY 1ML+17 ULO
N/A DWRTFT TRS EQUITY 1ML+20 ULO
N/A DWRTFT TRS EQUITY 1ML+23 FBF
N/A DWRTFT TRS EQUITY 1ML+24 CBK
N/A DWRTFT TRS EQUITY 1ML+25 ULO
N/A DWRTFT TRS EQUITY 1ML+26 JPM
N/A DWRTFT TRS EQUITY 1ML+28 BULLET CBK
N/A DRE US TRS EQUITY 1ML+25 BPS
N/A EQIX US TRS EQUITY 1ML+20 BPS
N/A ELS US TRS EQUITY 1ML+25 BPS
N/A EQR US TRS EQUITY 1ML+15 MYI
N/A EXR US TRS EQUITY 1ML+20 MYI
N/A FR US TRS EQUITY 1ML+25 BPS
N/A EURO-OAT FUTURE JUN21 XEUR 20210608
N/A GLPI US TRS EQUITY 1ML+25 BPS
N/A DUM1C114.2 JUN21 114.2 CALL FSO
N/A EURO-BOBL FUTURE JUN21 XEUR 20210608
N/A EURO-BUND FUTURE JUN21 XEUR 20210608
N/A EURO-BUXL 30Y BND JUN21 XEUR 20210608
N/A EURO-SCHATZ FUT JUN21 XEUR 20210608
N/A OEM1P130.5 JUN21 130.5 PUT FSO
N/A RXM1P151 JUN21 151 PUT FSO
N/A 31750HKS7 OTC EPUT G2 2.5 104.265625
N/A 3175219X2 OTC EPUT G2 2.0 100.046875
N/A 317556Y69 OTC EPUT G2 2.5 103.78125
N/A 3175652P3 OTC EPUT G2 2.5 104.125
N/A GOLD 100 OZ FUTR JUN21 XCEC 20210628
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A HST US TRS EQUITY 1ML+25 MYI
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A INVH US TRS EQUITY 1ML+25 BPS
N/A EURO-BTP FUTURE JUN21 XEUR 20210608
N/A IKM1C161.5 JUN21 161.5 CALL FSO
N/A 3175199P3 PIMCO CDSOPT PUT EUR 0.85 20210616
N/A 3175299K3 PIMCO CDSOPT PUT EUR 0.8 20210616
N/A 3175459E3 ITRAXX.O EU34 5Y V1 APR21 0.8 PUT
N/A 317545TH4 ITRAXX.O C0.375 EU34 APR21 0.375 CALL
N/A 317545VF5 ITRAXX.O P0.75 APR21 0.75 PUT
N/A 3175479E9 PIMCO CDSOPT PUT EUR 0.8 20210616
N/A 31754F6A2 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 31754OPA2 PIMCO CDSOPT CALL EUR 0.4 20210721
N/A 31754TD22 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A JPN 10Y BOND(OSE) JUN21 XOSE 20210614
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A KIM US TRS EQUITY 1ML+25 MYI
N/A MGP US TRS EQUITY 1ML+20 BPS
N/A MAA US TRS EQUITY 1ML+25 BPS
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A PLD US TRS EQUITY 1ML+20 BPS
N/A PLD US TRS EQUITY 1ML+25 MYI
N/A PSA US TRS EQUITY 1ML+50 MYI
N/A REG US TRS EQUITY 1ML+25 BPS
N/A REXR US TRS EQUITY 1ML+25 BPS
N/A SBAC US TRS EQUITY 1ML+25 BPS
N/A SPG US TRS EQUITY 1ML+10 MYI
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A SUI US TRS EQUITY 1ML+25 BPS
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U006Y2 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U009Y9 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U673X6 PIMCO SWAPTION 0.007 CALL USD 202108
N/A 317U674X5 PIMCO SWAPTION 0.0055 CALL USD 20210
N/A 317U959X1 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.18 01/19/21-1Y LCH
N/A INF SWAP US IT 2.2 01/21/21-1Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.56 05/08/13-10Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (GRN) LCH
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A 31750HQA0 OTC EPUT FN 2.0 102.25
N/A 31750HTC3 OTC EPUT FN 2.0 99.9140625
N/A 31750HTY5 OTC ECAL FN 2.0 100.453125
N/A 31750HTZ2 OTC EPUT FN 2.0 98.453125
N/A 317511KO0 OTC ECAL FN 2.0 100.53125
N/A 317512EG2 OTC EPUT FN 2.0 99.4296875
N/A 317514RI0 OTC EPUT FN 2.5 101.546875
N/A 317514XO0 OTC EPUT FN 2.5 101.390625
N/A 317515526 OTC EPUT FN 2.0 102.375
N/A 317515CI3 OTC EPUT FN 2.0 99.546875
N/A 3175160G8 OTC EPUT FN 2.5 101.5859375
N/A 3175227J3 OTC ECAL FN 2.0 101.875
N/A 3175233R7 OTC EPUT FN 3.0 104.046875
N/A 317524PR1 OTC ECAL FN 2.0 101.390625
N/A 317526XI7 OTC EPUT FN 3.0 103.875
N/A 317531036 OTC EPUT FN 3.0 104.26171875
N/A 317534R80 OTC EPUT FN 2.5 101.7890625
N/A 317536LD0 OTC EPUT FN 2.0 101.484375
N/A 3175432Z8 OTC EPUT FN 3.0 103.89453125
N/A 317545YB1 OTC EPUT FN 3.0 103.7421875
N/A 317551463 OTC EPUT FN 3.0 103.7578125
N/A 317552SR9 OTC ECAL FN 2.0 102.078125
N/A 317554FM0 OTC EPUT FN 2.0 99.390625
N/A 317554PD9 OTC EPUT FN 2.5 101.51171875
N/A 317564L75 OTC ECAL FN 2.5 103.390625
N/A 317572I80 OTC EPUT FN 2.0 100.75
N/A 317573P15 OTC ECAL FN 2.0 101.4296875
N/A 317576UM6 OTC EPUT FN 2.0 101.84375
N/A 317581K39 OTC EPUT FN 2.0 98.53125
N/A 317586LS2 OTC EPUT FN 2.5 102.1171875
N/A 3175873A9 OTC ECAL FN 2.0 101.9140625
N/A 3175873J0 OTC EPUT FN 2.5 101.171875
N/A 3175875R0 OTC ECAL FN 2.0 101.890625
N/A 317593C09 OTC EPUT FN 2.0 99.890625
N/A 317594067 OTC EPUT FN 3.0 103.984375
N/A 317594X87 OTC EPUT FN 2.5 102.25
N/A 3175963G7 OTC ECAL FN 2.0 101.4375
N/A 317598UK4 OTC EPUT FN 2.0 99.875
N/A 317599JG4 OTC EPUT FN 2.0 100.078125
N/A US 10YR NOTE (CBT)JUN21 XCBT 20210621
N/A US 10YR ULTRA FUT JUN21 XCBT 20210621
N/A US 2YR NOTE (CBT) JUN21 XCBT 20210630
N/A US 5YR NOTE (CBT) JUN21 XCBT 20210630
N/A US LONG BOND(CBT) JUN21 XCBT 20210621
N/A US ULTRA BOND CBT JUN21 XCBT 20210621
N/A WELL US TRS EQUITY 1ML+20 MYI
N/A REPU STATE STREET GLOBAL MARKE USD REPU SSB T
N/A REPO BANK AMERICA REPO
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO NOMURA
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A ARE US TRS EQUITY 1ML+25 BPS
N/A ARE US TRS EQUITY 1ML+25 MYI
N/A AMH US TRS EQUITY 1ML+25 BPS
N/A AMT US TRS EQUITY 1ML+25 BPS
N/A COLD US TRS EQUITY 1ML+25 BPS
N/A AIRC US TRS EQUITY 1ML+25 BPS
N/A AIRC US TRS EQUITY 1ML+25 MYI
N/A AUST 10Y BOND FUT JUN21 XSFE 20210615
N/A AUST 3YR BOND FUT JUN21 XSFE 20210615
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A 3175DB215 PIMCO CDSOPT PUT USD 103.0 20210519
N/A 3175DB603 PIMCO CDSOPT PUT USD 102.0 20210616
N/A 3175EN382 PIMCO CDSOPT PUT USD 100.0 20210421
N/A 3175EP890 PIMCO CDSOPT PUT USD 100.0 20210616
N/A 3175EP940 PIMCO CDSOPT PUT USD 100.0 20210721
N/A 3175PS132 PIMCO CDSOPT PUT USD 100.0 20210616
N/A 3175DA944 PIMCO CDSOPT PUT USD 0.85 20210421
N/A 3175DB009 PIMCO CDSOPT PUT USD 1.05 20210519
N/A 3175DB017 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175DB249 PIMCO CDSOPT PUT USD 0.75 20210519
N/A 3175DB512 PIMCO CDSOPT PUT USD 0.8 20210616
N/A 3175EM806 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175EM871 PIMCO CDSOPT PUT USD 0.85 20210421
N/A 3175EM897 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175EM970 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175EN010 PIMCO CDSOPT PUT USD 0.8 20210421
N/A 3175EN036 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175EN259 PIMCO CDSOPT PUT USD 0.8 20210421
N/A 3175EN317 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175EP064 PIMCO CDSOPT PUT USD 0.75 20210519
N/A 3175EP106 PIMCO CDSOPT PUT USD 0.8 20210519
N/A 3175EP205 PIMCO CDSOPT PUT USD 0.8 20210519
N/A 3175EP627 PIMCO CDSOPT PUT USD 0.8 20210616
N/A 3175EP734 PIMCO CDSOPT CALL USD 0.45 20210616
N/A 3175SH737 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175SQ687 PIMCO CDSOPT PUT USD 0.95 20210519
N/A 3175ZP137 PIMCO CDSOPT PUT USD 0.85 20210519
N/A 3175ZP145 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175ZP418 PIMCO CDSOPT PUT USD 0.75 20210519
N/A 3175PS116 PIMCO CDSOPT PUT USD 0.9 20210721
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A HST US TRS EQUITY 1ML+25 MYI
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A INVH US TRS EQUITY 1ML-15 BPS
N/A EURO-BTP FUTURE MAR21 XEUR 20210308
N/A 3175445G5 ITRAXX.O P 2.50 EU32 MAR21 2.5 PUT
N/A 3175219A2 ITRAXX.O C0.45 JAN21 0.45 CALL
N/A 3175319G8 ITRAXX.O P0.75 MAR21 0.75 PUT
N/A 3175329G6 ITRAXX.O P 0.70 MAR21 0.7 PUT
N/A 317545GR6 ITRAXX.O P0.70 FEB21 0.70 PUT
N/A 317545TH4 ITRAXX.O C0.375 EU34 APR21 0.375 CALL
N/A 317545VF5 ITRAXX.O P0.75 APR21 0.75 PUT
N/A 31755DE17 ITRAXX.O P0.75 MAR21 0.75 PUT
N/A 3175659G6 ITRAXX.O C0.40 MAR21 0.40 CALL
N/A 317566GG6 ITRAXX.O C0.40 MAR21 0.40 CALL
N/A 3175819A6 ITRAXX.O P0.7 EU34 MAR21 0.7 PUT
N/A JPN 10Y BOND(OSE) MAR21 XOSE 20210315
N/A SOLD AUD/BOUGHT USD
N/A KIM US TRS EQUITY 1ML-50 MYI
N/A MGP US TRS EQUITY 1ML-5 BPS
N/A MAA US TRS EQUITY 1ML-30 BPS
N/A PLD US TRS EQUITY 1ML+25 MYI
N/A PLD US TRS EQUITY 1ML-30 BPS
N/A PSA US TRS EQUITY 1ML+0 MYI
N/A REG US TRS EQUITY 1ML-30 BPS
N/A REXR US TRS EQUITY 1ML-30 BPS
N/A SBAC US TRS EQUITY 1ML-30 BPS
N/A SPG US TRS EQUITY 1ML+10 MYI
N/A SOLD AUD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SUI US TRS EQUITY 1ML-30 BPS
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U025X1 IRO USD 1Y C0.344 NOV22 0.344 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.56 05/08/13-10Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (GRN) LCH
N/A IRS USD 0.39400 11/21/22-1Y (GRN) LCH
N/A BOUGHT CAD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A 317512G88 OTC ECAL FN 2.0 104.140625
N/A 317537YF9 OTC EPUT FN 2.0 102.125
N/A 317542UX4 OTC EPUT FN 2.0 102.140625
N/A 317581RV0 OTC EPUT FN 2.0 102.140625
N/A 3175874E0 OTC ECAL FN 2.0 104.140625
N/A 3175EM392 OTC EPUT FN 2.5 FEB21 72 PUT
N/A 3175SH612 OTC EPUT FN 3.0 FEB21 62 PUT
N/A 3175SH638 OTC EPUT FN 4.0 FEB21 75 PUT
N/A 31750HGM5 PIMCO FXVAN PUT GBP USD 1.31500000
N/A US 10YR NOTE (CBT)MAR21 XCBT 20210322
N/A US 10YR ULTRA FUT MAR21 XCBT 20210322
N/A US 2YR NOTE (CBT) MAR21 XCBT 20210331
N/A US 5YR NOTE (CBT) MAR21 XCBT 20210331
N/A US LONG BOND(CBT) MAR21 XCBT 20210322
N/A US ULTRA BOND CBT MAR21 XCBT 20210322
N/A WELL US TRS EQUITY 1ML+55 MYI
N/A FIXED INC CLEARING CORP.REPO
N/A REPU STATE STREET GLOBAL MARKE USD REPU SSB T
N/A REPU STATE STREET GLOBAL MARKE USD REPU SSB T
N/A J P MORGAN TERM REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A ARE US TRS EQUITY 1ML+25 MYI
N/A ARE US TRS EQUITY 1ML-30 BPS
N/A AMH US TRS EQUITY 1ML-30 BPS
N/A AMT US TRS EQUITY 1ML-30 BPS
N/A COLD US TRS EQUITY 1ML-15 BPS
N/A COLD US TRS EQUITY 1ML-30 BPS
N/A AIRC US TRS EQUITY 1ML+17 BPS
N/A AIRC US TRS EQUITY 1ML+25 MYI
N/A AIV US TRS EQUITY 1ML+17 BPS
N/A AIV US TRS EQUITY 1ML+25 MYI
N/A AUST 10Y BOND FUT MAR21 XSFE 20210315
N/A AUST 3YR BOND FUT MAR21 XSFE 20210315
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A 3175JL035 CDX.O P 98.25 JAN21 98.25 PUT
N/A 3175JF970 CDX.O P 2.50 IG33 MAR21 2.5 PUT
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A COR US TRS EQUITY 1ML-30 BPS
N/A CCI US TRS EQUITY 1ML+0 MYI
N/A DLR US TRS EQUITY 1ML+10 MYI
N/A DWRTFT TRS EQUITY 1ML+17 ULO
N/A DWRTFT TRS EQUITY 1ML+20 ULO
N/A DWRTFT TRS EQUITY 1ML+23 FBF
N/A DWRTFT TRS EQUITY 1ML+24 CBK
N/A DWRTFT TRS EQUITY 1ML+25 ULO
N/A DWRTFT TRS EQUITY 1ML+26 JPM
N/A DWRTFT TRS EQUITY 1ML+28 BULLET CBK
N/A DWRTFT TRS EQUITY 1ML+28 BRC
N/A DRE US TRS EQUITY 1ML-30 BPS
N/A EQIX US TRS EQUITY 1ML-30 BPS
N/A ELS US TRS EQUITY 1ML-15 BPS
N/A EQR US TRS EQUITY 1ML+15 MYI
N/A EXR US TRS EQUITY 1ML+30 MYI
N/A FR US TRS EQUITY 1ML-20 BPS
N/A EURO-OAT FUTURE MAR21 XEUR 20210308
N/A GLPI US TRS EQUITY 1ML-30 BPS
N/A EURO-BOBL FUTURE MAR21 XEUR 20210308
N/A EURO-BUND FUTURE MAR21 XEUR 20210308
N/A EURO-BUXL 30Y BND MAR21 XEUR 20210308
N/A EURO-SCHATZ FUT MAR21 XEUR 20210308
N/A 31750HJQ3 OTC EPUT G2 2.5 104
N/A 317543619 OTC EPUT G2 2.0 102.90625
N/A 317544YH1 OTC EPUT G2 2.5 103.7734375
N/A 3175652P3 OTC EPUT G2 2.5 104.125
N/A GOLD 100 OZ FUTR FEB21 XCEC 20210224
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A 3175BB530 INF FLR FWD US YOY OCT20 0.0000001 PUT
N/A INVH US TRS EQUITY 1ML-15 BPS
N/A EURO-BTP FUTURE DEC20 XEUR 20201208
N/A 3175445G5 ITRAXX.O P 2.50 EU32 MAR21 2.5 PUT
N/A 3175119G0 ITRAXX.O P 0.90 NOV20 0.9 PUT
N/A 3175575A0 ITRAXX.O P 1.20 OCT20 1.2 PUT
N/A 31752W9D8 ITRAXX EU34 5Y DEC20 0.9 PUT
N/A JPN 10Y BOND(OSE) DEC20 XOSE 20201214
N/A SOLD DKK/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A KIM US TRS EQUITY 1ML-50 MYI
N/A MGP US TRS EQUITY 1ML-5 BPS
N/A MAA US TRS EQUITY 1ML-30 BPS
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A PLD US TRS EQUITY 1ML-30 BPS
N/A PLD US TRS EQUITY 1ML-5 MYI
N/A PSA US TRS EQUITY 1ML+0 MYI
N/A REG US TRS EQUITY 1ML-30 BPS
N/A REXR US TRS EQUITY 1ML-30 BPS
N/A SBAC US TRS EQUITY 1ML-30 BPS
N/A SPG US TRS EQUITY 1ML+10 MYI
N/A BOUGHT RUB/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD ILS/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SUI US TRS EQUITY 1ML-30 BPS
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP GB NI 3.47 09/15/17-15Y LCH
N/A INF SWAP GB NI 3.6 06/15/19-20Y LCH
N/A INF SWAP US IT 1.55 07/26/16-5Y LCH
N/A INF SWAP US IT 1.58 09/20/19-2Y LCH
N/A INF SWAP US IT 1.6025 09/12/16-5Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.816 05/13/19-2Y LCH
N/A INF SWAP US IT 1.825 08/14/20-1Y LCH
N/A INF SWAP US IT 1.84 08/14/20-1Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT 2.56 05/08/13-10Y LCH
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 31750GSA0 OTC EPUT FN 3.0 OCT20 62 PUT
N/A 317513JI1 OTC EPUT FN 2.0 101.984375
N/A 317516EM0 OTC ECAL FN 2.0 103.6015625
N/A 317517829 OTC EPUT FN 2.0 101.6015625
N/A 317521Q13 OTC EPUT FN 2.0 102.1875
N/A 317526VI9 OTC EPUT FN 2.5 OCT20 72 PUT
N/A 317544831 OTC EPUT FN 2.0 OCT20 102.140625 PUT
N/A 317555C57 OTC EPUT FN 2.0 OCT20 101.953125 PUT
N/A 317555VA5 OTC EPUT FN 2.0 102.078125
N/A 3175569Q3 OTC EPUT FN 2.0 OCT20 102.292968 PUT
N/A 317557551 OTC ECAL FN 2.0 103.96875
N/A 317565R50 OTC EPUT FN 4.0 OCT20 76 PUT
N/A 317581R16 OTC EPUT FN 2.0 101.8359375
N/A 317583PV8 OTC EPUT FN 2.5 104.5
N/A US 10YR NOTE (CBT)DEC20 XCBT 20201221
N/A US 10YR ULTRA FUT DEC20 XCBT 20201221
N/A US 2YR NOTE (CBT) DEC20 XCBT 20201231
N/A US 5YR NOTE (CBT) DEC20 XCBT 20201231
N/A US LONG BOND(CBT) DEC20 XCBT 20201221
N/A US ULTRA BOND CBT DEC20 XCBT 20201221
N/A WELL US TRS EQUITY 1ML+55 MYI
N/A FIXED INC CLEARING CORP.REPO
N/A J P MORGAN TERM REPO
N/A J P MORGAN TERM REPO
N/A REVERSE REPO BANK OF MONTREAL REVERSE REPO
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO
N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A ARE US TRS EQUITY 1ML-30 BPS
N/A ARE US TRS EQUITY 1ML-5 MYI
N/A AMH US TRS EQUITY 1ML-30 BPS
N/A AMT US TRS EQUITY 1ML-30 BPS
N/A COLD US TRS EQUITY 1ML-15 BPS
N/A COLD US TRS EQUITY 1ML-30 BPS
N/A AIV US TRS EQUITY 1ML-30 BPS
N/A AIV US TRS EQUITY 1ML-5 MYI
N/A AUST 10Y BOND FUT DEC20 XSFE 20201215
N/A AUST 3YR BOND FUT DEC20 XSFE 20201215
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 3175JF970 CDX.O P 2.50 IG33 MAR21 2.5 PUT
N/A 3175DM500 CDX.O P 0.90 IG34 OCT20 0.9 PUT
N/A 3175DM658 CDX.O P 1.00 IG34 NOV20 1 PUT
N/A 3175DM708 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175DM724 CDX IG34 5Y V1 DEC20 0.95 PUT
N/A 3175DM757 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175DM765 CDX.O P 1.05 IG34 NOV20 1.05 PUT
N/A 3175JK524 CDX.O P 1.00 IG34 NOV20 1 PUT
N/A 3175JK532 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A COR US TRS EQUITY 1ML-30 BPS
N/A BOUGHT IDR/SOLD USD
N/A CCI US TRS EQUITY 1ML+0 MYI
N/A DAIMLER AG SNR SE ICE
N/A DLR US TRS EQUITY 1ML+10 MYI
N/A DWRTFT TRS EQUITY 1ML+17 ULO
N/A DWRTFT TRS EQUITY 1ML+20 ULO
N/A DWRTFT TRS EQUITY 1ML+24 CBK
N/A DWRTFT TRS EQUITY 1ML+25 ULO
N/A DWRTFT TRS EQUITY 1ML+28 BULLET CBK
N/A DWRTFT TRS EQUITY 1ML+28 BRC
N/A DWRTFT TRS EQUITY 1ML+31 JPM
N/A DWRTFT TRS EQUITY 1ML-10 BPS
N/A DWRTFT TRS EQUITY 1ML-20 GST
N/A DRE US TRS EQUITY 1ML-30 BPS
N/A EQIX US TRS EQUITY 1ML-30 BPS
N/A ELS US TRS EQUITY 1ML-15 BPS
N/A EQR US TRS EQUITY 1ML+15 MYI
N/A EXR US TRS EQUITY 1ML+30 MYI
N/A FR US TRS EQUITY 1ML-20 BPS
N/A EURO-OAT FUTURE DEC20 XEUR 20201208
N/A GLPI US TRS EQUITY 1ML-30 BPS
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A DUZ0C117 DEC20 117 CALL FSO
N/A EURO-BOBL FUTURE DEC20 XEUR 20201208
N/A EURO-BUND FUTURE DEC20 XEUR 20201208
N/A EURO-BUXL 30Y BND DEC20 XEUR 20201208
N/A EURO-SCHATZ FUT DEC20 XEUR 20201208
N/A GOLD 100 OZ FUTR DEC20 XCEC 20201229
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A HST US TRS EQUITY 1ML-5 MYI
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A MGP US TRS EQUITY 1ML-5 BPS
N/A MAA US TRS EQUITY 1ML-30 BPS
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A PLD US TRS EQUITY 1ML-30 BPS
N/A PLD US TRS EQUITY 1ML-5 MYI
N/A PSA US TRS EQUITY 1ML+0 MYI
N/A REG US TRS EQUITY 1ML-30 BPS
N/A REXR US TRS EQUITY 1ML-30 BPS
N/A SBAC US TRS EQUITY 1ML-30 BPS
N/A SPG US TRS EQUITY 1ML+10 MYI
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SUI US TRS EQUITY 1ML-30 BPS
N/A 317U390V2 IRO EUR 30Y AUG20 0.0000001 CALL
N/A 317U410V8 IRO EUR 30Y C Q AUG20 0.0000001 CALL
N/A 317U465V2 IRO EUR 30Y C AUG20 0.0000001 CALL
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A INF SWAP FR NI 1.16 08/15/18-2Y LCH
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP GB NI 2.89 06/15/20-2Y LCH
N/A INF SWAP US IT 1.28 05/19/20-10Y LCH
N/A INF SWAP US IT 1.445 09/09/19-2Y LCH
N/A INF SWAP US IT 1.55 07/26/16-5Y LCH
N/A INF SWAP US IT 1.58 09/20/19-2Y LCH
N/A INF SWAP US IT 1.592 09/20/19-2Y LCH
N/A INF SWAP US IT 1.6025 09/12/16-5Y LCH
N/A INF SWAP US IT 1.816 05/13/19-2Y LCH
N/A INF SWAP US IT 1.875 03/14/19-2Y LCH
N/A INF SWAP US IT 1.927 03/18/19-2Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT 2.56 05/08/13-10Y LCH
N/A IRS ILS R 1.95000 06/20/18-10Y BRC
N/A IRS ILS R 1.97125 02/16/18-10Y GLM
N/A IRS ILS R 1.99750 06/20/18-10Y GLM
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A 31750GB00 OTC EPUT FN 2.5 JUL20 72 PUT
N/A 31750GE15 OTC EPUT FN 2.5 102.0546875
N/A 317513MN6 OTC EPUT FN 2.5 102.1328125
N/A 3175333S4 OTC EPUT FN 4.0 JUL20 76 PUT
N/A 3175475D5 OTC EPUT FN 2.5 102.5625
N/A 317567733 OTC EPUT FN 3.0 JUL20 62 PUT
N/A 317575AI9 OTC EPUT FN 2.5 102.50390625
N/A 317584BV1 EPUT FN 3.0 AUG20 62 PUT
N/A 3175973A8 OTC EPUT FN 2.5 102.53125
N/A 3175SG663 OTC EPUT FN 2.0 100.7890625
N/A 3175SG697 OTC EPUT FN 2.0 101
N/A 3175ZZ549 OTC EPUT FN 2.0 100.3984375
N/A US 10YR NOTE (CBT)SEP20 XCBT 20200921
N/A US 10YR ULTRA FUT SEP20 XCBT 20200921
N/A US 2YR NOTE (CBT) SEP20 XCBT 20200930
N/A US 5YR NOTE (CBT) SEP20 XCBT 20200930
N/A US LONG BOND(CBT) SEP20 XCBT 20200921
N/A US ULTRA BOND CBT SEP20 XCBT 20200921
N/A WELL US TRS EQUITY 1ML+55 MYI
N/A FIXED INC CLEARING CORP.REPO
N/A REPO BANK AMERICA REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO BANK OF MONTREAL REVERSE REPO
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO DEUTSCHE REVERSE REPO
N/A REVERSE REPO JPM CHASE
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A ARE US TRS EQUITY 1ML-30 BPS
N/A ARE US TRS EQUITY 1ML-5 MYI
N/A AMH US TRS EQUITY 1ML-30 BPS
N/A AMT US TRS EQUITY 1ML-30 BPS
N/A COLD US TRS EQUITY 1ML-15 BPS
N/A COLD US TRS EQUITY 1ML-30 BPS
N/A AIV US TRS EQUITY 1ML-30 BPS
N/A AIV US TRS EQUITY 1ML-5 MYI
N/A AUST 10Y BOND FUT SEP20 XSFE 20200915
N/A AUST 3YR BOND FUT SEP20 XSFE 20200915
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT MYR/SOLD USD
N/A SOLD SGD/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT IDR/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 EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A CDX HY33 5Y ICE
N/A 3175JF970 CDX.O P 2.50 IG33 MAR21 2.5 PUT
N/A 3175DM419 CDX.O C 0.625 AUG20 0.625 CALL
N/A 3175JJ675 CDX.O C 0.55 SEP20 0.55 CALL
N/A 3175JJ691 SWAPTION AUG20 1.1 PUT
N/A 3175JJ717 CDX.O P 1.10 AUG20 1.1 PUT
N/A 3175JJ725 CDX.O C 0.60 AUG20 0.6 CALL
N/A 3175JJ733 SWAPTION AUG20 0.6 CALL
N/A 3175JJ758 CDX.O C 0.60 AUG20 0.6 CALL
N/A 3175JJ782 SWAPTION AUG20 1.15 PUT
N/A 3175JJ808 CDX.O P 1.20 AUG20 1.2 PUT
N/A 3175SH026 CDX.O P 1.10 SEP20 1.1 PUT
N/A 3175ZZ325 CDX.O P 1.10 AUG20 1.1 PUT
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD COP/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A COR US TRS EQUITY 1ML-30 BPS
N/A CCI US TRS EQUITY 1ML+0 MYI
N/A DLR US TRS EQUITY 1ML+10 MYI
N/A DWRTFT TRS EQUITY 1ML+28 BULLET BRC
N/A DWRTFT TRS EQUITY 1ML+28 BRC
N/A DWRTFT TRS EQUITY 1ML+31 JPM
N/A DWRTFT TRS EQUITY 1ML-10 BPS
N/A DWRTFT TRS EQUITY 1ML-20 GST
N/A DRE US TRS EQUITY 1ML-30 BPS
N/A EQIX US TRS EQUITY 1ML-30 BPS
N/A ELS US TRS EQUITY 1ML-15 BPS
N/A EQR US TRS EQUITY 1ML+15 MYI
N/A EXR US TRS EQUITY 1ML+30 MYI
N/A FR US TRS EQUITY 1ML-20 BPS
N/A EURO-OAT FUTURE SEP20 XEUR 20200908
N/A GLPI US TRS EQUITY 1ML-30 BPS
N/A DUU0C116 SEP20 116 CALL FSO
N/A EURO-BOBL FUTURE SEP20 XEUR 20200908
N/A EURO-BUND FUTURE SEP20 XEUR 20200908
N/A EURO-BUXL 30Y BND SEP20 XEUR 20200908
N/A EURO-SCHATZ FUT SEP20 XEUR 20200908
N/A GOLD 100 OZ FUTR AUG20 XCEC 20200827
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A HST US TRS EQUITY 1ML-5 MYI
N/A BOUGHT RUB/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A 317526CE9 INF FLOOR USD CPURNS SEP20 0 PUT
N/A 3175BB530 INF FLR FWD US YOY OCT20 0.0000001 PUT
N/A INVH US TRS EQUITY 1ML-15 BPS
N/A EURO-BTP FUTURE SEP20 XEUR 20200908
N/A SHORT EURO-BTP FU SEP20 XEUR 20200908
N/A 3175445G5 ITRAXX.O P 2.50 EU32 MAR21 2.5 PUT
N/A 3175429S9 ITRAXX.O P 1.1 SEP20 1.1 PUT
N/A JPN 10Y BOND(OSE) SEP20 XOSE 20200914
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A KIM US TRS EQUITY 1ML-50 MYI
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT MYR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A 317U073U8 IRO USD 2Y C 1.066 OCT20 1.066 CALL
N/A 317U074U7 IRO USD 10Y C 1.3015 OCT20 1.3015 CALL
N/A INF SWAP EM NI 1.387 08/15/19-30Y LCH
N/A INF SWAP EM NI 1.45 02/15/20-30Y LCH
N/A INF SWAP EM NI 1.945 11/15/18-30Y LCH
N/A INF SWAP FR NI 1.0 04/15/18-2Y LCH
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A INF SWAP FR NI 1.16 08/15/18-2Y LCH
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP GB NI 3.37 01/15/20-15Y LCH
N/A INF SWAP GB NI 3.5 09/15/18-15Y LCH
N/A INF SWAP GB NI 3.579 10/15/18-15Y LCH
N/A INF SWAP US IT 1.445 09/09/19-2Y LCH
N/A INF SWAP US IT 1.55 07/26/16-5Y LCH
N/A INF SWAP US IT 1.58 09/20/19-2Y LCH
N/A INF SWAP US IT 1.592 09/20/19-2Y LCH
N/A INF SWAP US IT 1.6025 09/12/16-5Y LCH
N/A INF SWAP US IT 1.816 05/13/19-2Y LCH
N/A INF SWAP US IT 1.875 03/14/19-2Y LCH
N/A INF SWAP US IT 1.927 03/18/19-2Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.02125 11/25/16-4Y LCH
N/A INF SWAP US IT 2.0265 11/23/16-4Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.15 09/25/17-10Y LCH
N/A INF SWAP US IT 2.18 09/20/17-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT R 1.57 11/23/15-5Y BOA
N/A INF SWAP US IT R 2.5 07/15/12-10Y DUB
N/A INF SWAP US IT R 2.56 05/08/13-10Y DUB
N/A IRS EUR 0.25000 03/18/20-30Y LCH
N/A IRS GBP 0.75000 03/18/20-10Y LCH
N/A IRS GBP 1.00000 06/17/20-30Y LCH
N/A IRS ILS P 0.37000 06/20/18-2Y GLM
N/A IRS ILS P 0.37000 06/20/18-2Y HUS
N/A IRS USD 1.25000 06/17/20-1Y (WHT) CME
N/A IRS USD 1.25000 06/17/20-5Y CME
N/A IRS USD 1.40400 03/12/20-5Y CME
N/A IRS USD 1.50000 03/12/20-1Y (WHT) CME
N/A IRS USD 1.75000 09/12/24-5Y CME
N/A IRS USD 1.75000 12/21/16-10Y LCH
N/A IRS USD 1.84300 02/24/20-5Y CME
N/A IRS USD 1.85000 07/27/21-5Y CME
N/A IRS USD 2.00000 03/20/20-30Y CME
N/A IRS USD 2.00000 06/20/18-5Y CME
N/A IRS USD 2.00000 07/27/21-5Y CME
N/A IRS USD 2.25000 06/20/18-10Y LCH
N/A IRS USD 2.25000 12/16/15-7Y CME
N/A IRS USD 2.25000 12/20/17-5Y CME
N/A IRS USD 2.40000 12/07/21-5Y CME
N/A IRS USD 2.67000 11/19/18-5Y CME
N/A IRS USD 2.67750 10/25/18-5Y CME
N/A IRS USD 2.68100 12/12/18-5Y CME
N/A IRS USD 2.75000 12/19/18-5Y LCH
N/A OIS USD FEDL01/2.0 12/15/17 LCH
N/A OIS USD FEDL01/2.4275 12/20/17 LCH
N/A OIS USD FEDL01/2.478 12/20/17 LCH
N/A OIS USD FEDL01/2.4993 12/20/17 LCH
N/A BOUGHT NZD/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A 317520V68 OTC EPUT FN 3.5 APR20 72.5 PUT
N/A 317535E08 OTC EPUT FN 3.0 MAY20 69.5 PUT
N/A 317543RF5 OTC EPUT FN 4.0 MAY20 75 PUT
N/A 3175767Q3 OTC EPUT FN 4 APR20 76.5 PUT
N/A 3175982R0 OTC EPUT FN 2.5 MAY20 70 PUT
N/A WELL US TRS EQUITY 1ML+55 MYI
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A BOUGHT BRL/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD IDR/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT ILS/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A 3175JG366 CDX.O P 102.00 MAY20 102 PUT
N/A 3175JG507 CDX.O P 102 JUN20 102 PUT
N/A 3175DL932 CDX.O P 0.85 JUN20 0.85 PUT
N/A 3175JF970 CDX.O P 2.50 IG33 MAR21 2.5 PUT
N/A 3175JG358 CDX.O P 0.80 IG33 JUN20 0.8 PUT
N/A 3175JG424 CDX.O C 0.475 APR20 0.475 CALL
N/A 3175JG457 CDX.O P 0.85 JUN20 0.85 PUT
N/A 3175JG473 CDX.O P 0.70 APR20 0.7 PUT
N/A 3175JG499 CDX.O P 0.70 APR20 0.7 PUT
N/A 3175JG523 CDX.O C 0.475 APR20 0.475 CALL
N/A 3175ZB013 CDX.O P 0.80 JUN20 0.8 PUT
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD COP/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A DWRTFT TRS EQUITY 1ML+27 BRC
N/A DWRTFT TRS EQUITY 1ML+28 BULLET BRC
N/A DWRTFT TRS EQUITY 1ML+35 JPM
N/A DWRTFT TRS EQUITY 1ML-20 GST
N/A EXR US TRS EQUITY 1ML+30 MYI
N/A DUM0C113.2 JUN20 113.2 CALL FSO
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A 317513DG1 INF FLR USD 216.687 APR20 .001 PUT
N/A 317526CE9 INF FLOOR USD CPURNS SEP20 0 PUT
N/A 3175BB530 INF FLR FWD US YOY OCT20 0.0000001 PUT
N/A 3175445G5 ITRAXX.O P 2.50 EU32 MAR21 2.5 PUT
N/A CDX ITRAXX MAIN32 5Y ICE
N/A JPN 10Y BOND(OSE) JUN20 XOSE 20200615
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT TWD/SOLD USD
N/A 317U073U8 IRO USD 2Y C 1.066 OCT20 1.066 CALL
N/A 317U074U7 IRO USD 10Y C 1.3015 OCT20 1.3015 CALL
N/A 317U844T9 IRO USD 5Y C 1.40400 MAR20 1.404 CALL
N/A 317U933T1 IRO USD 5Y C 1.4040 MAR20 1.404 CALL
N/A 317U934T0 IRO USD 1Y C 1.50 MAR20 1.5 CALL
N/A 317U935T9 IRO USD 5Y C 1.40400 MAR20 1.404 CALL
N/A 317U941T1 IRO USD 1Y C 1.500 MAR20 1.5 CALL
N/A INF SWAP EM NI 1.2425 08/15/19-20Y LCH
N/A INF SWAP EM NI 1.387 08/15/19-30Y LCH
N/A INF SWAP FR NI 1.0 04/15/18-2Y LCH
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A INF SWAP FR NI 1.16 08/15/18-2Y LCH
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP US IT 1.445 09/09/19-2Y LCH
N/A INF SWAP US IT 1.55 07/26/16-5Y LCH
N/A INF SWAP US IT 1.58 09/20/19-2Y LCH
N/A INF SWAP US IT 1.592 09/20/19-2Y LCH
N/A INF SWAP US IT 1.6025 09/12/16-5Y LCH
N/A INF SWAP US IT 1.816 05/13/19-2Y LCH
N/A INF SWAP US IT 1.875 03/14/19-2Y LCH
N/A INF SWAP US IT 1.927 03/18/19-2Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9575 03/20/19-1Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.02125 11/25/16-4Y LCH
N/A INF SWAP US IT 2.0265 11/23/16-4Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.15 09/25/17-10Y LCH
N/A INF SWAP US IT 2.18 09/20/17-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.335 02/05/18-10Y LCH
N/A INF SWAP US IT 2.3525 05/09/18-10Y LCH
N/A INF SWAP US IT 2.36 05/09/18-10Y LCH
N/A INF SWAP US IT 2.364 05/10/18-10Y LCH
N/A INF SWAP US IT 2.37 06/06/18-10Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT R 1.57 11/23/15-5Y BOA
N/A INF SWAP US IT R 2.5 07/15/12-10Y DUB
N/A INF SWAP US IT R 2.56 05/08/13-10Y DUB
N/A IRS ILS P 0.27000 03/21/18-2Y GLM
N/A IRS ILS P 0.29000 02/16/18-2Y GLM
N/A IRS MXN 6.42000 10/25/19-2Y* CME
N/A IRS NZD 3.25000 03/21/18-10Y CME
N/A IRS USD 1.62500 01/16/20-30Y CME
N/A IRS USD 1.62500 02/03/20-30Y CME
N/A IRS USD 1.75000 01/22/20-30Y CME
N/A IRS USD 1.75000 09/12/24-5Y CME
N/A IRS USD 1.85000 07/27/21-5Y CME
N/A IRS USD 1.87500 02/07/20-30Y CME
N/A IRS USD 2.00000 01/15/20-30Y CME
N/A IRS USD 2.00000 07/27/21-5Y CME
N/A IRS USD 2.15000 06/19/18-30Y CME
N/A IRS USD 2.25000 03/12/20-30Y CME
N/A IRS USD 2.25000 12/11/19-30Y CME
N/A IRS USD 2.25000 12/16/15-7Y CME
N/A IRS USD 2.40000 12/07/21-5Y CME
N/A IRS USD 2.67000 11/19/18-5Y CME
N/A IRS USD 2.67750 10/25/18-5Y CME
N/A IRS USD 2.68100 12/12/18-5Y CME
N/A OIS USD FEDL01/2.0 12/15/17 LCH
N/A OIS USD FEDL01/2.4275 12/20/17 LCH
N/A OIS USD FEDL01/2.478 12/20/17 LCH
N/A OIS USD FEDL01/2.4993 12/20/17 LCH
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A 317542ML9 OTC EPUT FN 3.5 FEB20 72.5 PUT
N/A 317572220 OTC EPUT FN 4.0 1 JAN20 74 PUT
N/A 3175861R6 OTC EPUT FN 4.0 FEB20 76.5 PUT
N/A 317592OU2 OTC EPUT FN 3.0 1 JAN20 67.5 PUT
N/A PARIBAS REVERSE REPO EUR ZCP
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A BOUGHT TWD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A BRAZIL LA SP HUS
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD COP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A DWRTFT TRS EQUITY 1ML+27 BRC
N/A DWRTFT TRS EQUITY 1ML+28 BULLET BRC
N/A DWRTFT TRS EQUITY 1ML+35 JPM
N/A EXR US TRS EQUITY 1ML+10 MYI
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A 317513DG1 INF FLR USD 216.687 APR20 .001 PUT
N/A 317526CE9 INF FLOOR USD CPURNS SEP20 0 PUT
N/A 3175BB530 INF FLR FWD US YOY OCT20 0.0000001 PUT
N/A 3175RWOP7 INF FLR US MAR20 0.00001 PUT
N/A 317576437 INT FLR US CMS 10 2 JAN20 0 CALL
N/A 3174589M1 ITRAXX.O P 0.90 EU32 FEB20 0.9 PUT
N/A 3174589Q2 ITRAXX.O P 0.80 EU32 FEB20 0.8 PUT
N/A 3174589Y5 ITRAXX.O P 0.90 EU32 FEB20 0.9 PUT
N/A 3174589Z2 ITRAXX.O P 0.80 EU32 FEB20 0.8 PUT
N/A 3175409R5 ITRAXX.O P 0.80 EU3 MAR20 0.8 PUT
N/A 317541233 ITRAXX.O C 0.425 MAR20 0.425 CALL
N/A 317544419 ITRAXX.O P 0.80 EU MAR20 0.8 PUT
N/A 317544484 ITRAXX.O P 0.80 EU MAR20 0.8 PUT
N/A 317545648 ITRAXX.O C 0.45 EU3 MAR20 0.45 CALL
N/A 317545655 ITRAXX.O P 0.80 EU3 MAR20 0.8 PUT
N/A 317546448 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 317546455 ITRAXX.O P 0.80 EU32 JAN20 0.8 PUT
N/A 317546463 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 317546471 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 317546489 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 3175469E1 ITRAXX.O C 0.425 EU MAR20 0.425 CALL
N/A 317547875 ITRAXX.O C 0.45 EU32 FEB20 0.45 CALL
N/A 3175489R8 ITRAXX.O C 0.475 EU3 FEB20 0.475 CALL
N/A 317548AE5 ITRAXX.O C 0.475 EU3 FEB20 0.475 CALL
N/A 3175499U9 ITRAXX.O P 0.70 EU MAR20 0.7 PUT
N/A 3175499Z8 ITRAXX.O P 0.80 EU MAR20 0.8 PUT
N/A 3175519C5 ITRAXX.O C 0.475 EU3 JAN20 0.475 CALL
N/A 3175529C3 ITRAXX.O C 0.475 EU JAN20 0.475 CALL
N/A 317553PC3 ITRAXX.O C 0.475 EU FEB20 0.475 CALL
N/A 317563419 ITRAXX.O P 0.80 EU MAR20 0.8 PUT
N/A 317564565 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 317566628 ITRAXX.O P 0.70 EU32 MAR20 0.7 PUT
N/A 3175669G4 ITRAXX.O P 0.80 EU3 JAN20 0.8 PUT
N/A JPN 10Y BOND(OSE) MAR20 XOSE 20200313
NATIONAL STORAGE AFFILIATES TRUST
NATWEST GROUP PLC
NCUA GUARANTEED NOTES 2010-R3
NEUBERGER BERMAN CLO XIX LTD 2015-19A
NEW ZEALAND GOVT
NISSAN MOTOR ACCEPTANCE COMPANY LLC
NORDEA KREDIT REALKREDITAKTIESELSKAB
NORTHWOODS CAPITAL XII-B LTD 2018-12BA
NOVASTAR HOME EQUITY LOAN 2005-3
NXP BV/NXP FUNDING LLC
NYKREDIT REALKREDIT A/S
OCEAN TRAILS CLO VI 2016-6A
OCP EURO CLO DAC 2017-2A
OCTAGON INVESTMENT PARTNERS LTD 2015-1A
OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A
OMEGA HEALTHCARE INVESTORS INC
OZLM IX LTD 2014-9A
OZLM XI LTD 2015-11A
PALMER SQUARE EUROPEAN LOAN FUNDING 2020-2 DAC 20-2A
PALMER SQUARE LOAN FUNDING 2021-4
PANASONIC HOLDINGS CORPORATION
PARK HOTELS & RESORTS INC
PEBBLEBROOK HOTEL TRUST
PERU GOVT
PETROBRAS GLOBAL FINANCE BV
PIMCO FUNDS
POPULAR ABS MTGE PASS THRU TRUST 2005-A
PROLOGIS INC
PS BUSINESS PARKS INC
PUBLIC STORAGE
QATAR GOVT
QTS REALTY TRUST INC
RAD CLO LTD 2019-5A
REALKREDIT DANMARK A/S
REALTY INCOME CORPORATION
REGENCY CENTERS CORPORATION
RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC)
RENAISSANCE HOME EQUITY LOAN TR 2007-3
RESIDENTIAL ASSET SEC CORP 2006-EMX7
RESIDENTIAL ASSET SEC TRUST 2005-A5
RESIDENTIAL ASSET SEC TRUST 2006-R1
RESIDENTIAL ASSET SEC TRUST 2007-A1
RESIDENTIAL ASSET SECURITIES 2006-KS7
RETAIL OPPORTUNITY INVESTMENTS CORP
REXFORD INDUSTRIAL REALTY INC
RLJ LODGING TRUST
RYMAN HOSPITALITY PROPERTIES INC (AKA: GAYLORD ENTERTAINMENT CO)
SABINE PASS LIQUEFACTION LLC
SABRA HEALTH CARE REIT INC
SAFEHOLD INC (AKA: SAFETY INCOME & GROWTH INC)
SANDSTONE PEAK LTD 2021-1A
SAUDI ARABIA GOVT
SBA COMMUNICATIONS CORPORATION
SEC ASSET BACKED REC LLC 2005-OP2
SEC ASSET BACKED REC LLC 2006-FR3
SEMPRA ENERGY
SIMON PROPERTY GROUP INC
SITE CENTERS CORP
SL GREEN REALTY CORP
SLM STUDENT LOAN TR 2003-2
SOUND POINT CLO XIV LTD 2016-3A SOUND POINT CLO LTD SNDPT 2016 3A AR2 144A
SOUND POINT CLO XIV LTD 2016-3A SOUND POINT CLO LTD SNDPT 2016 3A AR 144A
SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1
SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2006-AB3
SPRINGCASTLE FUNDING ASSET-BACKED NOTES 2019-AA
STORE CAPITAL CORPORATION
STRUCTURED ADJ RATE MTGE LOAN 2006-2
STRUCTURED ASSET MTG INV INC 2006-AR3
STRUCTURED ASSET SEC CORP 2005-WF1
STRUCTURED ASSET SEC CORP 2006-GEL4
SUN COMMUNITIES INC
SUNSTONE HOTEL INVESTORS INC
SUNTORY HOLDINGS LIMITED
SYMPHONY CLO XIV LTD 2014-14A
SYMPHONY CLO XVII LTD 2016-17A
SYMPHONY CLO XXII LTD
TAUBMAN CTRS INC
TCI-SYMPHONY CLO LTD 2016-1A
TCW CLO 2020-1 LTD
TCW CLO LTD 2018-1A
TELOS CLO LTD 2014-5A
TERRENO REALTY CORPORATION
THORNBURG MORTGAGE SECURITIES TR 2007-4
TICP CLO III-2 LTD 2018-3R
TORO EUROPEAN CLO 5 DAC 5A
TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC
TOYOTA TSUSHO CORPORATION
TRALEE CLO III LTD 2014-3A
TRINITAS EURO CLO II DAC 2A A
UBS GROUP AG
UDR INC
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 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 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 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 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 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
UNICREDIT SPA
UNITED KINGDOM GOVT
UNITED STATES GOVT
US AIRWAYS 2011-1 CLASS A PASS THRU TRUST
VENTAS INC
VENTURE CDO LTD 2012-12A
VENTURE CLO LTD 2014-16A
VENTURE CLO LTD 2014-17A
VENTURE XXI CLO LTD 2015-21A
VIBRANT CLO VII LTD
VICI PROPERTIES INC
VMWARE LLC
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
VOLT LXII LLC 2017-NPL9
VORNADO REALTY TRUST
VOYA CLO LTD 2013-1A
VOYA EURO CLO II DAC
WASHINGTON MUTUAL 2006-AR8
WEINGARTEN RLTY INVS
WELLS FARGO HOME EQUITY TRUST 2005-2
WELLS FARGO MTGE BK SEC TR 2006-AR15
WELLTOWER INC
WHITEHORSE X LTD 2015-10A
WIND RIVER CLO LTD 2012-1A
WIND RIVER CLO LTD 2015-2A
WMALT MTGE PASS-THRU CERT 2005-7
WP CAREY INC
YPF SA