PIMCO International Bond Portfolio Holdings history

Fund Profile

Current holdings

Data for period

30 Jun 24

(Last reporting period)

Total assets

$50.25 mm

Liabilities

$27.80 mm

Net assets

$22.45 mm

Number of holdings

555.00

Holding trends

Total assets and liabilities

Assets

Liabilities

Total number of holdings

Holdings history data

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

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All historic holdings

Current

Data to display

$Value

#Units

%Holdings

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Holding	Dec 19	Mar 20	Jun 20	Sep 20	Dec 20	Mar 21	Jun 21	Sep 21	Sep 21	Dec 21	Mar 22	Jun 22	Sep 22	Dec 22	Mar 23	Jun 23	Sep 23	Dec 23	Mar 24	Jun 24
7-ELEVEN INC
A10 BRIDGE ASSET FINANCING 2020-C LLC
ABU DHABI GOVT
ALME LOAN FUNDING II DAC 2A
ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1
AREIT TRUST 2021-CRE5
ARGENTINA GOVT
AT&T INC
AUSTRALIA GOVT
AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA)
AVON FINANCE NO 2 PLC 2A
BANC OF AMERICA ALT LOAN TRUST 2006-3
BANCA CARIGE SPA
BANCO SANTANDER SA
BANK OF AMERICA CORPORATION
BARCLAYS BANK PLC
BARCLAYS PLC
BDS 2021-FL10 LTD
BEAR STEARNS ALT-A TRUST 2006-6
BECTON DICKINSON AND COMPANY
BG ENERGY CAPITAL PLC
BIG COMMERCIAL MORTGAGE TRUST 2022-BIG
BNP PARIBAS
BOEING CO/THE
BRAZIL GOVT
BRSP 2021-FL1 LTD
BRUNEL RESIDENTIAL MORTGAGE SECURITISATION PLC 2007-1X
CAIXABANK SA (AKA: LA CAIXA)
CAMPBELL SOUP COMPANY
CANADA GOVT
CANADA MORTGAGE & HOUSING POOL
CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)
CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI
CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED
CHARLES SCHWAB CORP/THE
CHARTER COMMUNICATIONS OPERATING LLC
CHASE MORTGAGE FINANCE CORP 2007-A2
CHINA DEVELOPMENT BANK
CHINA GOVT CHINA GOVERNMENT BOND BONDS 04/51 3.72
CHINA GOVT CHINA GOVERNMENT BOND BONDS 08/26 2.74
CHL MORTGAGE PASS-THROUGH TRUST 2007-19
CITIGROUP INC
CITIGROUP MORTGAGE LOAN TRUST INC 2022-INV1
CITIGROUP MTGE LOAN TR INC 2007-WFH3
CITIGROUP MTGE LOAN TRUST INC 2005-6
CITY OF BUENOS AIRES
CLYDESDALE BANK PLC
CNH INDUSTRIAL CAPITAL LLC
COMMERCIAL MTGE PASS THRU CERT 2010-C1
COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)
COUNTRYWIDE ALTERNATIVE LN TR 2006-7CB
COUNTRYWIDE ALTERNATIVE LN TR 2008-2R
COUNTRYWIDE ASSET BACKED CERT 2007-QH2
COUNTRYWIDE ASSET BACKED CERTS 2006-25
COUNTRYWIDE ASSET-BACKED CERT 2007-1
COUNTRYWIDE ASSET-BACKED CERTS 2005-AB1
CREDIT SUISSE GROUP AG
CROWN POINT CLO LTD 2018-6A
CVS HEALTH CORPORATION
CZECH REPUBLIC GOVT
DANONE SA
DBUBS MORTGAGE TRUST 2011-LC1A DBUBS MORTGAGE TRUST DBUBS 2011 LC1A XB 144A
DBUBS MORTGAGE TRUST 2011-LC1A DBUBS MORTGAGE TRUST DBUBS 2011 LC1A XA 144A
DELL INTERNATIONAL LLC / EMC CORP
DELTA AIR LINES INC
DEUTSCHE ALT-A SECURITIES INC 2007-OA4
DEUTSCHE BANK AKTIENGESELLSCHAFT
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV
DISCOVERY COMMUNICATIONS LLC
DROP MORTGAGE TRUST 2021-FILE
DRYDEN 36 SENIOR LOAN FUND 2014-36A
DRYDEN XXV SENIOR LOAN FUND 2012-25A
DT AUTO OWNER TRUST 2020-2A
ENBRIDGE INC
ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP)
ERAC USA FINANCE LLC
EUROPEAN UNION (EU)
EUROSAIL PLC 2006-4X
EUROSAIL PLC 2007-1X EUROSAIL PLC ESAIL 2007 1X A3A REGS
EUROSAIL PLC 2007-1X EUROSAIL PLC ESAIL 2007 1X A3C REGS
EXTENDED STAY AMERICA TRUST 2021-ESH
FHLMC PASS THRU POOLS FED HM LN PC POOL RB5012 FR 10/39 FIXED 3.5
FHLMC PASS THRU POOLS FED HM LN PC POOL QH7851 FR 01/54 FIXED 6.5
FHLMC PASS THRU POOLS FED HM LN PC POOL RA6652 FR 01/52 FIXED 2.5
FHLMC PASS THRU POOLS FED HM LN PC POOL QE6052 FR 07/52 FIXED 4.5
FHLMC PASS THRU POOLS FED HM LN PC POOL QD5748 FR 02/52 FIXED 2
FHLMC PASS THRU POOLS FED HM LN PC POOL RA4179 FR 12/50 FIXED 2.5
FHLMC PASS THRU POOLS FED HM LN PC POOL RA4528 FR 02/51 FIXED 2.5
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8057 FR 04/50 FIXED 3.5
FIGUEROA CLO LTD 2013-2A
FINLAND GOVT
FIRST HORIZON MTGE PT TR 2007-AR1
FNMA PASS THRU POOLS FNMA POOL CA6106 FN 06/50 FIXED 4
FNMA PASS THRU POOLS FNMA POOL BW7327 FN 08/52 FIXED 4.5
FNMA PASS THRU POOLS FNMA POOL FM3972 FN 07/50 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL BF0334 FN 01/59 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL MA1045 FN 04/27 FIXED 3
FNMA PASS THRU POOLS FNMA POOL MA5217 FN 12/53 FIXED 6.5
FNMA PASS THRU POOLS FNMA POOL CA4346 FN 10/49 FIXED 3
FNMA PASS THRU POOLS FNMA POOL MA5329 FN 04/54 FIXED 6.5
FNMA PASS THRU POOLS FNMA POOL BV4128 FN 03/52 FIXED 2
FNMA PASS THRU POOLS FNMA POOL CA8026 FN 12/50 FIXED 2.5
FNMA PASS THRU POOLS FNMA POOL CA8895 FN 02/51 FIXED 2.5
FNMA PASS THRU POOLS FNMA POOL CA9090 FN 02/51 FIXED 2.5
FNMA PASS THRU POOLS FNMA POOL MA3992 FN 04/50 FIXED 3.5
FNMA PASS THRU POOLS FNMA POOL FM3664 FN 03/49 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL FM4251 FN 12/49 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL FM3241 FN 03/50 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL BF0299 FN 08/58 FIXED 3.5
FORD MOTOR CREDIT COMPANY LLC
FRANCE GOVT
FREDDIE MAC 3397
FREDDIE MAC REMICS 4579 FREDDIE MAC FHR 4579 FD
FREDDIE MAC REMICS 4579 FREDDIE MAC FHR 4579 SD
GENERAL ELECTRIC COMPANY
GENERAL MOTORS FINANCIAL COMPANY INC
GNMA PASS THRU POOLS GNMA II TBA 30 YR 2.5 JUMBOS
GNMA PASS THRU POOLS GNMA II POOL MA7988 G2 04/52 FIXED 3
GNMA PASS THRU POOLS GNMA II POOL MA7937 G2 03/52 FIXED 3
GNMA PASS THRU POOLS GNMA II POOL MA8148 G2 07/52 FIXED 3
GNMA PASS THRU POOLS GNMA II TBA 30 YR 3 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 3 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 3 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 2 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 2 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 2 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 2 JUMBOS
GOLDMAN SACHS BANK USA/NEW YORK BRANCH
GOLDMAN SACHS GROUP INC
GPMT LTD 2021-FL4
GS MORTGAGE-BACKED SECURITIES TRUST 2021-HP1
GS MORTGAGE-BACKED SECURITIES TRUST 2022-HP1
GS MORTGAGE-BACKED SECURITIES TRUST 2022-MM1
GSR MORTGAGE LOAN TRUST 2005-AR7
HALSEYPOINT CLO 2 LTD
HARBORVIEW MORTGAGE LOAN TR 2005-13
HAWKSMOOR MORTGAGES 19-1A
HEATHROW FUNDING LIMITED
HSBC HOLDINGS PLC
HUNGARY GOVT
IMPAC CMB TR 2004-8
INDYMAC INDX MTGE LOAN TRUST 2005-AR12
IRELAND GOVT
ISRAEL GOVT
ITALY GOVT
J.P. MORGAN MORTGAGE TRUST 2021-INV5
JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES (JFM)
JAPAN GOVT JAPAN (30 YEAR ISSUE) BONDS 06/51 0.7
JAPAN GOVT JAPAN (10 YEAR ISSUE) BONDS 03/29 0.1
JAPAN GOVT JAPAN (10 YEAR ISSUE) BONDS 06/29 0.1
JAPAN GOVT JAPAN (20 YEAR ISSUE) BONDS 06/35 1.3
JAPAN GOVT JAPAN (20 YEAR ISSUE) BONDS 09/35 1.2
JAPAN GOVT JAPAN (30 YEAR ISSUE) BONDS 03/49 0.5
JAPAN GOVT JAPAN (30 YEAR ISSUE) BONDS 06/46 0.3
JAPAN GOVT JAPAN (30 YEAR ISSUE) BONDS 09/46 0.5
JAPAN GOVT JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7
JAPAN GOVT JAPAN GOVT CPI LINKED BONDS 03/28 0.1
JAPAN GOVT JAPAN TREASURY DISC BILL BILLS 01/20 0.00000
JAPAN GOVT JAPAN TREASURY DISC BILL BILLS 03/20 0.00000
JFIN CLO LTD 2017-2A
JP MORGAN ALTERNATIVE LOAN TR 2005-A2
JP MORGAN CHASE & CO
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2010-C2
JP MORGAN MORTGAGE TRUST 2006-A1
JP MORGAN MORTGAGE TRUST 2021-1
JP MORGAN MORTGAGE TRUST 2021-INV8
JP MORGAN MORTGAGE TRUST 2021-LTV4
JP MORGAN MORTGAGE TRUST 2021-LTV7
JP MORGAN MORTGAGE TRUST 2022-INV1 JP MORGAN MORTGAGE TRUST JPMMT 2022 INV1 A3 144A
JP MORGAN MORTGAGE TRUST 2022-INV1 JPMMT 2022 INV1 A2
JUPITER PLC 1A
JYSKE REALKREDIT KGS
KENSINGTON MORTGAGE SEC PLC 2007-1X
KINDER MORGAN ENERGY PARTNERS LP
KLA CORPORATION
KOMATSU FINANCE AMERICA INC
KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)
KREDITANSTALT FUER WIEDERAUFBAU (KFW)
KUWAIT GOVT
LCCM 2021-FL2 TRUST
LLOYDS BANK PLC
LLOYDS BANKING GROUP PLC
LMREC 2021-CRE4 LLC
LOANCORE 2022-CRE7 ISSUER LTD
LOANCORE ISSUER LTD 2021-CRE6
MALAYSIA GOVT
MAN GLG EURO CLO II DAC 2A
MAN GLG EURO CLO V DAC 5A
MANSARD MORTGAGES PLC 2007-2X
MARKS AND SPENCER PLC
MELLON RESIDENTIAL FUND CORP 2002-TBC2
MERRILL LYNCH MORTGAGE INVS 2005-A2
MEXICO GOVT
MF1 2021-FL6 LTD
MF1 2021-FL7 LTD
MID-AMERICA APARTMENTS LP
MIDOCEAN CREDIT CLO VI 2016-6A
MONARCH GROVE CLO 2018-1A
MORGAN STANLEY
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C8
MUFG AMERICAS HOLDINGS CORP (AKA: UNIONBANCAL CORPORATION)
N/A RFR USD SOFR/2.78500 04/10/24-1Y LCH
N/A SOLD CAD BOUGHT USD 20240802
N/A BOUGHT BRL SOLD USD 20240702
N/A BOUGHT SEK SOLD USD 20240802
N/A RFR JPY MUTK/0.5000 09/15/22-10Y LCH
N/A RFR GBP SONIO/3.00000 06/17/25-2Y LCH
N/A IRS AUD 4.50000 09/15/27-5Y LCH
N/A SOLD COP BOUGHT USD 20240918
N/A SOLD COP BOUGHT USD 20240712
N/A IRS EUR 3.00000 03/19/25-2Y LCH
N/A CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS
N/A CCS AUD R US3ML/AUD3MBBSW+29 AZD
N/A RFR USD SOFR/3.25000 06/21/23-5Y LCH
N/A BOUGHT CNY SOLD USD 20240702
N/A BOUGHT MXN SOLD USD 20240918
N/A TRS SOFRINDX/IBOXIG INDX 12/20/24 BPS
N/A BOUGHT ZAR SOLD USD 20240719
N/A BOUGHT NZD SOLD USD 20240802
N/A RFR USD SOFR/2.91000 11/14/23-1Y LCH
N/A SOLD JPY BOUGHT USD 20250520
N/A RFR USD SOFR/1.00000 12/15/21-5Y CME
N/A 317U164I5 PIMCO FPPSWAPTION 0.82 CALL GBP
N/A SOLD SGD BOUGHT USD 20240702
N/A SOLD JPY BOUGHT USD 20240917
N/A RFR USD SOFR/3.75000 12/18/24-5Y LCH
N/A BOUGHT KRW SOLD USD 20240722
N/A SOLD HUF BOUGHT USD 20240719
N/A US 2YR NOTE (CBT) SEP24 XCBT 20240930
N/A FIXED INC CLEARING CORP.REPO
N/A BOUGHT GBP SOLD USD 20240702
N/A BOUGHT TRY SOLD USD 20240710
N/A SOLD BRL BOUGHT USD 20240802
N/A OIS THB THORON/2.75000 09/18/24-10Y LCH
N/A SOLD CHF BOUGHT USD 20240702
N/A RFR JPY MUT+5.89/0.00000 06/17/20-5Y LCH
N/A SOLD EUR BOUGHT USD 20240702
N/A RFR USD SOFR/4.22800 08/30/24-1Y LCH
N/A RFRF USD SF+26.161/1.249 08/31/21-3Y LCH
N/A OIS CAD CAONREPO/3.92500 06/19/25-1Y LCH
N/A BOUGHT BRL SOLD USD 20240702
N/A SOLD NZD BOUGHT USD 20240702
N/A BOUGHT CLP SOLD USD 20240923
N/A BOUGHT CNH SOLD USD 20240920
N/A SOLD EUR BOUGHT USD 20240702
N/A RFR JPY MUTK/0.0500 12/15/21-10Y LCH
N/A ISRAEL GOVT EM SP CBK
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT JPY SOLD USD 20241001
N/A RFR USD SOFR/3.47000 02/22/23-7Y LCH
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT CZK SOLD USD 20240719
N/A BOUGHT TWD SOLD USD 20240913
N/A IRS MYR P 3.50000 09/18/24-5Y JPM
N/A BOUGHT CNH SOLD USD 20240708
N/A CDX IG41 10Y ICE
N/A US 5YR NOTE (CBT) SEP24 XCBT 20240930
N/A RFR USD SOFR/3.75000 12/18/24-2Y LCH
N/A LONG GILT FUTURE SEP24 IFLL 20240926
N/A BOUGHT CNY SOLD USD 20240731
N/A BOUGHT CLP SOLD USD 20240923
N/A IRS EUR 3.06300 12/06/23-10Y LCH
N/A BOUGHT EUR SOLD USD 20240702
N/A BOUGHT CNH SOLD USD 20240920
N/A SOLD NZD BOUGHT USD 20240702
N/A BOUGHT CAD SOLD USD 20240702
N/A SOLD KRW BOUGHT USD 20240722
N/A IRS NZD 4.75000 03/20/24-1Y (WHT) LCH
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD CHF BOUGHT USD 20240702
N/A SOLD CHF BOUGHT USD 20240702
N/A 317U6E3A1 PIMCO SWAPTION 4.4 PUT USD 20250624
N/A 3175ST9E5 PIMCO FXVAN CALL USD CNH 7.27500000
N/A IRS EUR 3.00000 09/18/24-2Y LCH
N/A BOUGHT CNY SOLD USD 20240708
N/A RFR USD SOFR/3.50000 12/18/24-30Y LCH
N/A BOUGHT CNY SOLD USD 20240702
N/A IRS EUR 0.65000 05/11/22-5Y LCH
N/A US LONG BOND(CBT) SEP24 XCBT 20240919
N/A SOLD JPY BOUGHT USD 20250620
N/A SOLD TWD BOUGHT USD 20240913
N/A RFR CHF SRFXON3/0.29400 02/10/22-5Y LCH
N/A BOUGHT CNH SOLD USD 20240920
N/A RFR USD SOFR/3.15000 05/13/24-1Y LCH
N/A OIS CAD CAONREPO/3.50000 12/18/24-1Y LCH
N/A SOLD CNH BOUGHT USD 20240920
N/A RFR GBP SONIO/3.75000 09/18/24-30Y LCH
N/A RFR USD SOFR/1.75000 06/15/22-30Y LCH
N/A RFR USD SOFR/3.75000 06/20/24-10Y LCH
N/A 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715
N/A RFR USD SOFR/3.00000 06/21/23-7Y CME
N/A RFR USD SOFR/3.85700 09/01/23-7Y* LCH
N/A IRS EUR 2.84930 09/10/24-9Y* LCH
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT EUR SOLD USD 20240702
N/A CCS USD R USSOFR/JPYMUTKCALM -59 BRC
N/A IRS EUR 3.37000 10/09/23-5Y LCH
N/A EURO-BUND FUTURE SEP24 XEUR 20240906
N/A SOLD CNY BOUGHT USD 20240702
N/A SOLD KRW BOUGHT USD 20240722
N/A RFR USD SOFR/3.34000 02/23/23-7Y LCH
N/A SOLD BRL BOUGHT USD 20250402
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT JPY SOLD USD 20241001
N/A SOLD TWD BOUGHT USD 20240913
N/A RFR USD SOFR/3.50000 12/20/23-10Y LCH
N/A IRS MYR P 3.75000 09/18/24-10Y SCX
N/A RFR USD SOFR/2.69700 04/04/24-1Y LCH
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT JPY SOLD USD 20240802
N/A SOLD CNH BOUGHT USD 20241025
N/A IRS NZD 4.75000 06/19/24-5Y LCH
N/A SOLD EUR BOUGHT USD 20240702
N/A 3 MONTH SOFR FUT SEP24 XCME 20241217
N/A 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071
N/A RFR GBP SONIO/4.00000 09/18/24-5Y LCH
N/A US 10YR NOTE (CBT)SEP24 XCBT 20240919
N/A BOUGHT SGD SOLD USD 20240702
N/A SOLD KRW BOUGHT USD 20240722
N/A SOLD JPY BOUGHT USD 20241001
N/A OIS CAD CAONREPO/3.3000 01/18/24-9Y* LCH
N/A SOLD BRL BOUGHT USD 20240702
N/A RFR USD SOFR/3.70000 02/20/24-25Y LCH
N/A RFR JPY MUTK/0.00000 12/15/21-5Y LCH
N/A US 10YR ULTRA FUT SEP24 XCBT 20240919
N/A BOUGHT CLP SOLD USD 20240711
N/A SOLD JPY BOUGHT USD 20240702
N/A IRS CNY 2.25000 09/18/24-5Y LCH
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT GBP SOLD USD 20240802
N/A SOLD JPY BOUGHT USD 20241001
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT CLP SOLD USD 20240923
N/A RFR JPY MUTK/0.60000 09/18/24-5Y LCH
N/A BOUGHT INR SOLD USD 20240924
N/A CDX IG42 5Y ICE
N/A SOLD EUR BOUGHT USD 20240702
N/A SOLD SGD BOUGHT USD 20240802
N/A BOUGHT CNH SOLD USD 20241025
N/A BOUGHT CNH SOLD USD 20240920
N/A 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407
N/A RFR USD SOFR/3.69116 03/01/24-4Y* LCH
N/A RFR USD SOFR/2.84100 10/31/23-1Y LCH
N/A BOUGHT JPY SOLD USD 20241001
N/A BOUGHT GBP SOLD USD 20240702
N/A SOLD SGD BOUGHT USD 20240702
N/A OIS CAD CAONREPO/3.50000 03/19/25-1Y LCH
N/A SOLD PLN BOUGHT USD 20240722
N/A SOLD PLN BOUGHT USD 20240722
N/A BOUGHT GBP SOLD USD 20240702
N/A OIS CAD CAONREPO/3.5000 03/22/24-9Y* LCH
N/A OIS CAD CAONREPO/1.7500 12/16/16-30Y CME
N/A BOUGHT MXN SOLD USD 20240918
N/A BOUGHT COP SOLD USD 20240815
N/A BOUGHT ILS SOLD USD 20240718
N/A RFR JPY MUTK/1.00000 09/18/24-10Y LCH
N/A BOUGHT TWD SOLD USD 20240913
N/A OIS CAD CAONREPO/3.2500 06/21/23-10Y LCH
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD JPY BOUGHT USD 20240702
N/A RFR USD SOFR/4.09000 04/30/24-10Y LCH
N/A SOUTH KOREA GOVT AS BP MYC
N/A JPN 10Y BOND(OSE) SEP24 XOSE 20240912
N/A RFR USD SOFR/4.15859 06/01/23-2Y* LCH
N/A SOLD NZD BOUGHT USD 20240702
N/A BOUGHT CHF SOLD USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD COP BOUGHT USD 20240918
N/A SOLD BRL BOUGHT USD 20240702
N/A IRS EUR 3.00000 03/15/28-5Y LCH
N/A CCS AUD R US3ML/AUD3MBBSW+42 CBK
N/A 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071
N/A BOUGHT SEK SOLD USD 20240702
N/A SOLD CNH BOUGHT USD 20241025
N/A RFR USD SOFR/2.99250 10/13/23-1Y LCH
N/A SOLD CNH BOUGHT USD 20240708
N/A BOUGHT TRY SOLD USD 20240828
N/A RFR JPY MUT+5.89/0.0000 03/17/21-10Y LCH
N/A SOLD JPY BOUGHT USD 20260105
N/A SOLD CHF BOUGHT USD 20240702
N/A BOUGHT EUR SOLD USD 20240802
N/A BOUGHT NZD SOLD USD 20240802
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD AUD BOUGHT USD 20240702
N/A SOLD BRL BOUGHT USD 20240802
N/A SOLD JPY BOUGHT USD 20250421
N/A BOUGHT AUD SOLD USD 20240702
N/A SOLD KRW BOUGHT USD 20240722
N/A OIS CAD CAONREPO/3.40000 03/14/24-9Y* LC
N/A BOUGHT CNH SOLD USD 20240702
N/A BOUGHT MXN SOLD USD 20240918
N/A SOLD IDR BOUGHT USD 20240726
N/A RFR USD SOFR/3.50000 06/22/23-7Y LCH
N/A SOLD CNY BOUGHT USD 20240702
N/A SOLD AUD BOUGHT USD 20240702
N/A OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH
N/A SOLD JPY BOUGHT USD 20240930
N/A SOLD CNH BOUGHT USD 20240702
N/A BOUGHT DKK SOLD USD 20240702
N/A BOUGHT CNH SOLD USD 20241025
N/A RFR USD SOFR/4.00000 03/20/24-30Y LCH
N/A 317U6EFA8 PIMCO SWAPTION 4.35 PUT USD 20250925
N/A CDX IG42 10Y ICE
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT JPY SOLD USD 20240702
N/A BOUGHT CHF SOLD USD 20240802
N/A SOLD GBP BOUGHT USD 20240702
N/A SOLD CNY BOUGHT USD 20240705
N/A SOLD MXN BOUGHT USD 20240918
N/A RFR CHF SRFXON3/0.28250 02/14/22-5Y LCH
N/A BOUGHT NOK SOLD USD 20240702
N/A BOUGHT CNY SOLD USD 20240731
N/A BOUGHT CLP SOLD USD 20240923
N/A SOLD JPY BOUGHT USD 20241001
N/A BOUGHT CNH SOLD USD 20240920
N/A BOUGHT SEK SOLD USD 20240702
N/A BOUGHT GBP SOLD USD 20240702
N/A SOLD JPY BOUGHT USD 20241001
N/A BOUGHT INR SOLD USD 20240924
N/A SOLD JPY BOUGHT USD 20241001
N/A AUST 10Y BOND FUT SEP24 XSFE 20240916
N/A SOLD TWD BOUGHT USD 20240913
N/A RFR USD SOFR/3.22500 10/25/23-1Y LCH
N/A BOUGHT CNH SOLD USD 20241025
N/A SOLD AUD BOUGHT USD 20240802
N/A BOUGHT CNY SOLD USD 20240705
N/A IRS EUR 2.50000 09/18/24-30Y LCH
N/A EURO-SCHATZ FUT SEP24 XEUR 20240906
N/A 317U3DJA9 PIMCO SWAPTION 5.25 PUT USD 20240710
N/A BOUGHT CNH SOLD USD 20241025
N/A BOUGHT DKK SOLD USD 20240702
N/A CDX ITRAXX MAIN41 5Y ICE
N/A 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072
N/A IRS AUD 1.75000 03/16/22-5Y LCH
N/A BOUGHT CNH SOLD USD 20241025
N/A 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT CNY SOLD USD 20240702
N/A BOUGHT CLP SOLD USD 20240711
N/A OIS AUD RBACOR/4.33500 08/07/24-0Y* LCH
N/A SOLD JPY BOUGHT USD 20250421
N/A IRS EUR 2.75000 09/18/24-10Y LCH
N/A RFR USD SOFR/4.25000 12/20/23-2Y LCH
N/A BOUGHT CNY SOLD USD 20240731
N/A 317U3DIA0 PIMCO SWAPTION 4.75 PUT USD 20240710
N/A RFR JPY MUTK/0.2500 09/14/22-10Y LCH
N/A RFR USD SOFR/2.96478 10/05/22-4Y* LCH
N/A SOLD SEK BOUGHT USD 20240702
N/A 317U6E2A2 PIMCO SWAPTION 3.93 PUT USD 20250623
N/A EURO-BOBL FUTURE SEP24 XEUR 20240906
N/A RFR USD SOFR/2.31000 01/16/24-1Y LCH
N/A OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH
N/A SOLD INR BOUGHT USD 20240924
N/A BOUGHT MXN SOLD USD 20240918
N/A RFR USD SOFR/3.75000 12/11/23-1Y LCH
N/A EURO-BUXL 30Y BND SEP24 XEUR 20240906
N/A OIS SGD SIBSORA/2.75000 09/18/24-5Y LCH
N/A RFR USD SOFR/3.33507 12/30/22-9Y* LCH
N/A SOLD EUR BOUGHT USD 20240702
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT CNY SOLD USD 20240806
N/A IRS EUR 0.65000 04/12/22-5Y LCH
N/A SOLD CNY BOUGHT USD 20240702
N/A BOUGHT CNY SOLD USD 20240710
N/A SOLD CNY BOUGHT USD 20240702
N/A BOUGHT DKK SOLD USD 20240802
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U6EGA7 PIMCO SWAPTION 4.005 PUT USD 2025092
N/A BOUGHT PLN SOLD USD 20240722
N/A BOUGHT JPY SOLD USD 20241001
N/A IRS AUD 4.25000 03/15/23-10Y LCH
N/A BOUGHT CNY SOLD USD 20240708
N/A SOLD JPY BOUGHT USD 20241001
N/A RFR USD SOFR/3.25000 12/20/23-30Y LCH
N/A BOUGHT CAD SOLD USD 20240702
N/A BOUGHT INR SOLD USD 20240924
N/A CCS AUD R US3ML/AUD3MBBSW+42.25 GLM
N/A IRS MYR P 3.50000 03/20/24-5Y GST
N/A IRS AUD 1.75000 06/16/21-10Y LCH
N/A IRS AUD 4.50000 06/19/24-10Y LCH
N/A IRS AUD 4.00000 06/21/23-10Y LCH
N/A BOUGHT NZD SOLD USD 20240802
N/A BOUGHT CNY SOLD USD 20240702
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT NZD SOLD USD 20240702
N/A OIS CAD CAONREPO/1.5000 06/17/20-10Y LCH
N/A SOLD COP BOUGHT USD 20240918
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD NOK BOUGHT USD 20240702
N/A RFR USD SOFR/3.50000 12/18/24-1Y LCH
N/A SOLD TWD BOUGHT USD 20240913
N/A OIS THB THORON/2.41750 04/17/24-5Y LCH
N/A SOLD CNH BOUGHT USD 20241025
N/A BOUGHT CNY SOLD USD 20240702
N/A RFR USD SOFR/4.00000 06/20/24-2Y LCH
N/A SOLD COP BOUGHT USD 20240918
N/A SOLD TWD BOUGHT USD 20240913
N/A RFR GBP SONIO/3.75000 09/18/24-10Y LCH
N/A BOUGHT INR SOLD USD 20240924
N/A RFR GBP SONIO/3.00000 06/17/25-10Y LCH
N/A BOUGHT THB SOLD USD 20240719
N/A 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407
N/A SOLD TWD BOUGHT USD 20240913
N/A IRS CZK 1.91250 01/30/19-10Y CME
N/A RFR USD SOFR/4.75000 06/24/24-1Y LCH
N/A IRS EUR 1.00000 05/13/22-5Y LCH
N/A BOUGHT CNY SOLD USD 20240731
N/A SOLD BRL BOUGHT USD 20250402
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT EUR SOLD USD 20240702
N/A SOLD NOK BOUGHT USD 20240702
N/A BOUGHT AUD SOLD USD 20240802
N/A BOUGHT TRY SOLD USD 20240712
N/A RFR USD SOFR/3.98104 09/01/23-4Y* LCH
N/A SOLD AUD BOUGHT USD 20240702
N/A BOUGHT INR SOLD USD 20240924
N/A IRS EUR 3.12800 12/04/23-10Y LCH
N/A IRS MXN 4.87000 07/13/20-5Y* CME
N/A RFR USD SOFR/4.00000 03/20/24-2Y LCH
N/A RFR JPY MUTK/0.55000 09/14/23-5Y LCH
N/A 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407
N/A SOLD CAD BOUGHT USD 20240702
N/A BOUGHT NZD SOLD USD 20240702
N/A BOUGHT IDR SOLD USD 20240726
N/A BOUGHT PEN SOLD USD 20240918
N/A BOUGHT CLP SOLD USD 20240923
N/A BOUGHT TWD SOLD USD 20240913
N/A SOLD CNY BOUGHT USD 20240702
N/A RFR USD SOFR/3.75000 06/21/23-2Y LCH
N/A SOLD JPY BOUGHT USD 20240924
N/A CAN 10YR BOND FUT SEP24 XMOD 20240918
N/A SOLD JPY BOUGHT USD 20240819
N/A CCS AUD R US3ML/AUD3MBBSW+29.75 MYC
N/A SOLD EUR BOUGHT USD 20240702
N/A TRS SOFRINDX/IBOXIG INDX 09/20/24 JPM
N/A SOLD JPY BOUGHT USD 20240702
N/A BOUGHT JPY SOLD USD 20241001
N/A BOUGHT DKK SOLD USD 20240702
N/A BOUGHT NOK SOLD USD 20240802
N/A BOUGHT MYR SOLD USD 20240717
N/A SOLD DKK BOUGHT USD 20240702
N/A 317U6E1A3 PIMCO SWAPTION 4.25 PUT USD 20250623
N/A SOLD COP BOUGHT USD 20240918
N/A OIS CAD CAONREPO/3.500 03/28/24-10Y* LCH
N/A IRS KRW 3.25000 09/18/24-5Y LCH
N/A BOUGHT BRL SOLD USD 20240802
N/A BOUGHT CNH SOLD USD 20240920
N/A BOUGHT GBP SOLD USD 20240702
N/A BOUGHT CNY SOLD USD 20240708
N/A SOLD MXN BOUGHT USD 20240918
N/A OIS THB THORON/2.25000 09/18/24-5Y LCH
N/A BOUGHT AUD SOLD USD 20240702
N/A BOUGHT CHF SOLD USD 20240702
N/A BOUGHT TWD SOLD USD 20240913
N/A 3 MONTH SOFR FUT MAR25 XCME 20250617
N/A BOUGHT DKK SOLD USD 20240802
N/A BOUGHT CNY SOLD USD 20240702
N/A SOLD EUR BOUGHT USD 20240702
N/A 3 MONTH SOFR FUT SEP25 XCME 20251216
N/A IRS EUR 2.75000 09/18/24-5Y LCH
N/A OIS CAD CAONREPO/2.5000 06/19/19-10Y CME
N/A BOUGHT NOK SOLD USD 20240802
N/A BOUGHT INR SOLD USD 20240924
N/A BOUGHT BRL SOLD USD 20240702
N/A 3175FC9K2 PIMCO FXVAN CALL USD CNH 7.25000000
N/A BOUGHT CNH SOLD USD 20241025
N/A OIS THB THORON/2.50000 09/18/24-5Y LCH
N/A SOLD CNY BOUGHT USD 20240708
N/A IRS AUD 4.75000 12/20/28-5Y LCH
N/A 317U3E1A6 PIMCO SWAPTION 4.75 PUT USD 20240715
N/A BOUGHT BRL SOLD USD 20240702
N/A RFR USD SOFR/3.65000 11/22/23-1Y LCH
N/A ITALY GOVT SW SP BOA
N/A OIS CAD CAONREPO/3.25000 03/15/23-5Y LCH
N/A CCS USD R USSOFR/JPYMUTKCALM -60 CBK
N/A BOUGHT INR SOLD USD 20240924
N/A 317U3E2A5 PIMCO SWAPTION 5.25 PUT USD 20240715
N/A BOUGHT CNY SOLD USD 20240702
N/A RFR USD SOFR/3.75000 06/20/24-5Y LCH
N/A RFRF USD SF+26.161/1.298 08/25/21-3Y LCH
N/A BOUGHT CHF SOLD USD 20240702
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD ILS BOUGHT USD 20240719
N/A EURO-BTP FUTURE SEP24 XEUR 20240906
N/A SOLD CNY BOUGHT USD 20240702
N/A SOLD SEK BOUGHT USD 20240702
N/A SOLD KRW BOUGHT USD 20240722
N/A BOUGHT EUR SOLD USD 20240702
N/A BOUGHT ZAR SOLD USD 20240719
N/A RFR USD SOFR/3.65000 12/05/23-1Y LCH
N/A IRS EUR 2.25000 09/21/22-15Y LCH
N/A BOUGHT CNY SOLD USD 20240702
N/A IRS MYR P 3.75000 09/20/23-10Y GST
N/A SOLD BRL BOUGHT USD 20240702
N/A BOUGHT CAD SOLD USD 20240802
N/A BOUGHT SGD SOLD USD 20240802
N/A SOLD TWD BOUGHT USD 20240913
N/A SOLD DKK BOUGHT USD 20240702
N/A SOLD TWD BOUGHT USD 20240913
N/A BOUGHT RON SOLD USD 20240719
N/A OIS INR MIBOR/6.25000 09/18/24-5Y LCH
N/A BOUGHT IDR SOLD USD 20240726
N/A 317U6E4A0 PIMCO SWAPTION 4.065 PUT USD 2025062
N/A SOLD MYR BOUGHT USD 20240717
N/A SOLD INR BOUGHT USD 20240620
N/A BOUGHT JPY SOLD USD 20240402
N/A BOUGHT EUR SOLD USD 20240402
N/A BOUGHT EUR SOLD USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT HUF SOLD USD 20240419
N/A BOUGHT JPY SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240702
N/A 317U164I5 PIMCO FPPSWAPTION 0.82 CALL GBP
N/A 317U3DIA0 PIMCO SWAPTION 4.75 PUT USD 20240710
N/A CDX IG41 5Y ICE
N/A SOLD JPY BOUGHT USD 20240402
N/A BOUGHT NZD SOLD USD 20240402
N/A 317U39MA4 PIMCO SWAPTION 5.25 PUT USD 20240620
N/A SOLD IDR BOUGHT USD 20240620
N/A RFR USD SOFR/3.06966 03/31/23-10Y* LCH
N/A SOLD CHF BOUGHT USD 20240402
N/A BOUGHT THB SOLD USD 20240419
N/A SOLD SEK BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20241001
N/A CDX ITRAXX MAIN41 10Y ICE
N/A SOLD CNH BOUGHT USD 20240506
N/A BOUGHT BRL SOLD USD 20240503
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD AUD BOUGHT USD 20240402
N/A RFR USD SOFR/1.75000 06/15/22-2Y LCH
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD EUR BOUGHT USD 20240402
N/A SOLD MXN BOUGHT USD 20240620
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD CAD BOUGHT USD 20240502
N/A CDX IG42 10Y ICE
N/A SOLD IDR BOUGHT USD 20240430
N/A RFR USD SOFR/2.31000 01/16/24-1Y LCH
N/A 317U478O3 PIMCO FPPSWAPTION 2.785 PUT USD
N/A IRS NZD 4.00000 06/14/23-1Y (WHT) LCH
N/A SOLD JPY BOUGHT USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT AUD SOLD USD 20240502
N/A SOLD INR BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT JPY SOLD USD 20241001
N/A RFR JPY MUTK/0.8000 06/15/22-30Y LCH
N/A TRS SOFRINDX/IBOXIG INDX 09/20/24 JPM
N/A BOUGHT CNY SOLD USD 20240411
N/A SOLD JPY BOUGHT USD 20240501
N/A OIS CAD CAONREPO/4.60000 08/30/24-1Y LCH
N/A BOUGHT EUR SOLD USD 20240402
N/A BOUGHT DKK SOLD USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A OIS CAD CAONREPO/1.50000 06/17/20-5Y LCH
N/A IRS EUR 2.25000 04/26/23-1Y (WHT) LCH
N/A BOUGHT COP SOLD USD 20240620
N/A SOLD CAD BOUGHT USD 20240402
N/A BOUGHT JPY SOLD USD 20240502
N/A SOLD MYR BOUGHT USD 20240417
N/A SOLD INR BOUGHT USD 20240620
N/A BOUGHT MXN SOLD USD 20240514
N/A SOLD TWD BOUGHT USD 20240620
N/A BOUGHT AUD SOLD USD 20240502
N/A BOUGHT CAD SOLD USD 20240402
N/A CCS AUD R US3ML/AUD3MBBSW+29 AZD
N/A BOUGHT JPY SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240702
N/A SOLD CNH BOUGHT USD 20240402
N/A SOLD ILS BOUGHT USD 20240620
N/A IRS MXN 8.81000 03/19/24-7Y* CME
N/A SOLD TWD BOUGHT USD 20240520
N/A US 10YR ULTRA FUT JUN24 XCBT 20240618
N/A 3 MONTH SOFR FUT MAR24 XCME 20240618
N/A BOUGHT CZK SOLD USD 20240620
N/A BOUGHT CLP SOLD USD 20240415
N/A SOLD CNH BOUGHT USD 20240419
N/A SOLD CHF BOUGHT USD 20240402
N/A RFR USD SOFR/2.96815 10/05/22-2Y* LCH
N/A BOUGHT CHF SOLD USD 20240502
N/A BOUGHT EUR SOLD USD 20240402
N/A CCS USD R USSOFR/JPYMUTKCALM-59.12 BPS
N/A BOUGHT EUR SOLD USD 20240402
N/A IRS NZD 3.75000 06/15/22-5Y LCH
N/A US LONG BOND(CBT) JUN24 XCBT 20240618
N/A BOUGHT EUR SOLD USD 20240402
N/A BOUGHT THB SOLD USD 20240419
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD INR BOUGHT USD 20240620
N/A US 2YR NOTE (CBT) JUN24 XCBT 20240628
N/A BOUGHT JPY SOLD USD 20240402
N/A SOLD INR BOUGHT USD 20240620
N/A BOUGHT RON SOLD USD 20240419
N/A 317U5J6A8 PIMCO SWAPTION 4.09 PUT USD 20240426
N/A BOUGHT JPY SOLD USD 20240502
N/A BOUGHT BRL SOLD USD 20240503
N/A BOUGHT GBP SOLD USD 20240402
N/A CAN 10YR BOND FUT JUN24 XMOD 20240619
N/A US 10YR NOTE (CBT)JUN24 XCBT 20240618
N/A SOLD KRW BOUGHT USD 20240620
N/A RFR USD SOFR/3.65000 12/05/23-1Y LCH
N/A SOLD JPY BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20240408
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT AUD SOLD USD 20240402
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD INR BOUGHT USD 20240620
N/A 3MO EURO EURIBOR SEP24 IFLL 20240916
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD NOK BOUGHT USD 20240402
N/A BOUGHT AUD SOLD USD 20240502
N/A BOUGHT IDR SOLD USD 20240620
N/A 317U3DJA9 PIMCO SWAPTION 5.25 PUT USD 20240710
N/A SOLD NZD BOUGHT USD 20240402
N/A IRS KRW 3.25000 09/18/24-5Y LCH
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20240415
N/A SOLD CNY BOUGHT USD 20240411
N/A BOUGHT SEK SOLD USD 20240402
N/A BOUGHT CNH SOLD USD 20240426
N/A BOUGHT CNY SOLD USD 20240411
N/A SOLD EUR BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD GBP BOUGHT USD 20240402
N/A SOLD INR BOUGHT USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD JPY BOUGHT USD 20240617
N/A 3MO EURO EURIBOR MAR25 IFLL 20250317
N/A BOUGHT NOK SOLD USD 20240402
N/A SOLD IDR BOUGHT USD 20240620
N/A SOLD IDR BOUGHT USD 20240430
N/A IRS MXN 8.68000 03/13/24-5Y* CME
N/A IRS EUR 2.10000 04/13/23-1Y (WHT) LCH
N/A BOUGHT CNY SOLD USD 20240411
N/A SOLD DKK BOUGHT USD 20240402
N/A RFR GBP SONIO/4.25000 09/18/24-2Y LCH
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U388O2 PIMCO FPPSWAPTION 2.697 PUT USD
N/A SOLD TWD BOUGHT USD 20240620
N/A SOLD CAD BOUGHT USD 20240402
N/A OIS CAD CAONREPO/3.25000 03/15/23-5Y LCH
N/A SOLD INR BOUGHT USD 20240620
N/A SOLD CNH BOUGHT USD 20240419
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT IDR SOLD USD 20240620
N/A BOUGHT MXN SOLD USD 20240620
N/A SOLD INR BOUGHT USD 20240620
N/A 317U391O7 PIMCO FPPSWAPTION 2.697 CALL USD
N/A 3 MONTH SOFR FUT MAR25 XCME 20250617
N/A BOUGHT EUR SOLD USD 20240402
N/A 3 MONTH SOFR FUT JUN24 XCME 20240917
N/A BOUGHT AUD SOLD USD 20240402
N/A RFR USD SOFR/2.18000 01/16/24-10Y LCH
N/A BOUGHT INR SOLD USD 20240620
N/A SOLD MXN BOUGHT USD 20240419
N/A 317U3E2A5 PIMCO SWAPTION 5.25 PUT USD 20240715
N/A EURO-SCHATZ FUT JUN24 XEUR 20240606
N/A BOUGHT MYR SOLD USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT BRL SOLD USD 20240503
N/A SOLD JPY BOUGHT USD 20241001
N/A BOUGHT TWD SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A CCS USD R USSOFR/JPYMUTKCALM -59 BRC
N/A 317U5BTA0 PIMCO SWAPTION 3.624 CALL USD 202404
N/A BOUGHT JPY SOLD USD 20240502
N/A BOUGHT IDR SOLD USD 20240620
N/A OIS CAD CAONREPO/1.00000 06/16/21-5Y LCH
N/A LONG GILT FUTURE JUN24 IFLL 20240626
N/A SOLD IDR BOUGHT USD 20240430
N/A BOUGHT IDR SOLD USD 20240620
N/A IRS SEK 0.50000 06/19/19-5Y LCH
N/A CCS USD R USSOFR/JPYMUTKCALM -60 CBK
N/A BOUGHT CNY SOLD USD 20240411
N/A OIS CAD CAONREPO/3.50000 05/10/24-1Y LCH
N/A SOLD INR BOUGHT USD 20240620
N/A RFR USD SOFR/2.84100 10/31/23-1Y LCH
N/A BOUGHT AUD SOLD USD 20240402
N/A SOLD HUF BOUGHT USD 20240419
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT SGD SOLD USD 20240419
N/A BOUGHT INR SOLD USD 20240620
N/A AUST 10Y BOND FUT JUN24 XSFE 20240617
N/A CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS
N/A SOLD SEK BOUGHT USD 20240402
N/A BOUGHT NZD SOLD USD 20240502
N/A 317U5HLA5 PIMCO SWAPTION 4.105 PUT USD 2024042
N/A SOLD JPY BOUGHT USD 20260105
N/A BOUGHT CNH SOLD USD 20240426
N/A BOUGHT MXN SOLD USD 20240620
N/A CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS
N/A SOLD BRL BOUGHT USD 20240402
N/A IRS EUR 2.10000 04/06/23-1Y (WHT) LCH
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT CNH SOLD USD 20240426
N/A BOUGHT NOK SOLD USD 20240502
N/A SOLD MXN BOUGHT USD 20240620
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT DKK SOLD USD 20240402
N/A IRS EUR 2.25000 05/03/23-1Y (WHT) LCH
N/A BOUGHT CZK SOLD USD 20240620
N/A BOUGHT KRW SOLD USD 20240620
N/A RFR USD SOFR/2.96466 10/05/22-2Y* LCH
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD JPY BOUGHT USD 20240401
N/A SOLD KRW BOUGHT USD 20240620
N/A 317U3E1A6 PIMCO SWAPTION 4.75 PUT USD 20240715
N/A SOLD MXN BOUGHT USD 20240514
N/A OIS INR MIBOR/6.50000 09/18/24-10Y LCH
N/A BOUGHT CNH SOLD USD 20240402
N/A BOUGHT KRW SOLD USD 20240620
N/A BOUGHT SEK SOLD USD 20240502
N/A BOUGHT BRL SOLD USD 20240402
N/A BOUGHT MXN SOLD USD 20240419
N/A BOUGHT EUR SOLD USD 20240402
N/A BOUGHT PEN SOLD USD 20240620
N/A SOLD INR BOUGHT USD 20240620
N/A SOLD MXN BOUGHT USD 20240620
N/A SOLD MXN BOUGHT USD 20240620
N/A SOLD MXN BOUGHT USD 20240620
N/A SOLD INR BOUGHT USD 20240620
N/A RFR USD SOFR/2.91000 11/14/23-1Y LCH
N/A BOUGHT DKK SOLD USD 20240402
N/A BOUGHT JPY SOLD USD 20240402
N/A BOUGHT NOK SOLD USD 20240402
N/A EURO-OAT FUTURE JUN24 XEUR 20240606
N/A BOUGHT CNY SOLD USD 20240509
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT CAD SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20240617
N/A IRS EUR 2.10000 04/05/23-1Y (WHT) LCH
N/A BOUGHT GBP SOLD USD 20240402
N/A SOLD BRL BOUGHT USD 20240503
N/A BOUGHT AUD SOLD USD 20240502
N/A BOUGHT NOK SOLD USD 20240502
N/A BOUGHT JPY SOLD USD 20240402
N/A US 5YR NOTE (CBT) JUN24 XCBT 20240628
N/A BOUGHT ZAR SOLD USD 20240419
N/A BOUGHT AUD SOLD USD 20240502
N/A SOLD TWD BOUGHT USD 20240620
N/A RFR USD SOFR/3.63761 03/01/24-4Y* LCH
N/A SOLD IDR BOUGHT USD 20240430
N/A 3 MONTH SOFR FUT JUN25 XCME 20250916
N/A BOUGHT KRW SOLD USD 20240620
N/A BOUGHT CNY SOLD USD 20240411
N/A SOLD JPY BOUGHT USD 20241001
N/A 317U479O2 PIMCO FPPSWAPTION 2.785 CALL USD
N/A SOLD DKK BOUGHT USD 20240502
N/A OIS CAD CAONREPO/3.40000 03/14/24-9Y* LC
N/A IRS EUR 2.10000 05/16/23-1Y (WHT) LCH
N/A BOUGHT GBP SOLD USD 20240402
N/A BOUGHT CNH SOLD USD 20240419
N/A BOUGHT IDR SOLD USD 20240620
N/A EURO-BOBL FUTURE JUN24 XEUR 20240606
N/A SOLD KRW BOUGHT USD 20240620
N/A IRS MXN 9.07260 03/14/24-3Y* CME
N/A SOLD KRW BOUGHT USD 20240620
N/A IRS NZD 4.25000 03/18/26-4Y LCH
N/A SOLD CAD BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD JPY BOUGHT USD 20241001
N/A BOUGHT TWD SOLD USD 20240520
N/A EURO-BUXL 30Y BND JUN24 XEUR 20240606
N/A 317U5HKA6 PIMCO SWAPTION 3.705 CALL USD 202404
N/A SOLD INR BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT IDR SOLD USD 20240620
N/A SOLD AUD BOUGHT USD 20240402
N/A OIS CAD CAONREPO/3.3000 01/18/24-9Y* LCH
N/A RFR USD SOFR/3.50000 06/20/24-30Y LCH
N/A BOUGHT CNH SOLD USD 20240419
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A BOUGHT CNY SOLD USD 20240411
N/A BOUGHT IDR SOLD USD 20240620
N/A SOUTH KOREA GOVT AS BP MYC
N/A CCS AUD R US3ML/AUD3MBBSW+42 CBK
N/A SOLD TWD BOUGHT USD 20240620
N/A BOUGHT CNY SOLD USD 20240411
N/A BOUGHT DKK SOLD USD 20240502
N/A BOUGHT SGD SOLD USD 20240419
N/A CCS USD R USSOFR/JPYMUTKCALM -61 GST
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD JPY BOUGHT USD 20241001
N/A BOUGHT DKK SOLD USD 20240402
N/A RFR USD SOFR/4.25000 03/20/24-10Y LCH
N/A SOLD JPY BOUGHT USD 20240402
N/A IRS MXN 8.72500 03/13/24-5Y* CME
N/A IRS MXN 9.26000 03/19/24-3Y* CME
N/A CCS AUD R US3ML/AUD3MBBSW+42.25 GLM
N/A IRS MXN 8.67300 03/12/24-5Y* CME
N/A SOLD AUD BOUGHT USD 20240402
N/A SOLD BRL BOUGHT USD 20240402
N/A RFR USD SOFR/3.22500 10/25/23-1Y LCH
N/A TRS SOFRINDX/IBOXIG INDX 06/20/24 BPS
N/A SOLD CNH BOUGHT USD 20240419
N/A 3 MONTH SOFR FUT SEP24 XCME 20241217
N/A EURO-BTP FUTURE JUN24 XEUR 20240606
N/A BOUGHT CNH SOLD USD 20240419
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD DKK BOUGHT USD 20240402
N/A BOUGHT CNH SOLD USD 20240419
N/A BOUGHT BRL SOLD USD 20240402
N/A BOUGHT CHF SOLD USD 20240402
N/A BOUGHT JPY SOLD USD 20240502
N/A SOLD JPY BOUGHT USD 20240401
N/A SOLD BRL BOUGHT USD 20240402
N/A CCS USD R USSOFR/JPYMUTKCALM -58.6 CBK
N/A RFR USD SOFR/3.65000 11/22/23-1Y LCH
N/A 3 MONTH SOFR FUT SEP25 XCME 20251216
N/A RFR USD SOFR/3.75000 12/11/23-1Y LCH
N/A SOLD BRL BOUGHT USD 20240402
N/A BOUGHT CAD SOLD USD 20240502
N/A SOLD KRW BOUGHT USD 20240620
N/A CCS USD R USSOFR/JPYMUTKCALM-60.5 BPS
N/A BOUGHT EUR SOLD USD 20240502
N/A IRS MXN 4.87000 07/13/20-5Y* CME
N/A SOLD AUD BOUGHT USD 20240402
N/A OIS CAD CAONREPO/1.22000 03/03/20-5Y LCH
N/A SOLD IDR BOUGHT USD 20240430
N/A 3 MONTH SOFR FUT DEC24 XCME 20250318
N/A 317U5J7A7 PIMCO SWAPTION 3.69 CALL USD 2024042
N/A IRS MXN 8.76000 03/25/24-5Y* CME
N/A BOUGHT PLN SOLD USD 20240722
N/A SOLD IDR BOUGHT USD 20240430
N/A SOLD TWD BOUGHT USD 20240620
N/A SOLD INR BOUGHT USD 20240620
N/A SOLD DKK BOUGHT USD 20240502
N/A 317U39LA5 PIMCO SWAPTION 4.75 PUT USD 20240620
N/A RFR USD SOFR/1.75000 06/15/22-10Y LCH
N/A 317U5BQA3 PIMCO SWAPTION 4.024 PUT USD 2024040
N/A SOLD AUD BOUGHT USD 20240402
N/A SOLD CNH BOUGHT USD 20240402
N/A BOUGHT EUR SOLD USD 20240502
N/A CCS AUD R US3ML/AUD3MBBSW+29.75 MYC
N/A OIS CAD CAONREPO/2.5000 06/19/19-10Y CME
N/A RFR USD SOFR/2.99250 10/13/23-1Y LCH
N/A BOUGHT MYR SOLD USD 20240620
N/A BOUGHT EUR SOLD USD 20240402
N/A IRS MXN 8.68100 03/14/24-5Y* CME
N/A BOUGHT GBP SOLD USD 20240502
N/A RFR USD SOFR/3.89765 12/30/22-6Y* LCH
N/A RFR USD SOFR/2.96815 10/05/22-2Y* LCH
N/A BOUGHT JPY SOLD USD 20240109
N/A BOUGHT INR SOLD USD 20240320
N/A BOUGHT CNH SOLD USD 20240326
N/A SOLD MXN BOUGHT USD 20240131
N/A SOLD COP BOUGHT USD 20240109
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT AUD SOLD USD 20240109
N/A CCS AUD R US3ML/AUD3MBBSW+29.75 MYC
N/A SOLD JPY BOUGHT USD 20241001
N/A LONG GILT FUTURE MAR24 IFLL 20240326
N/A SOLD KRW BOUGHT USD 20240620
N/A IRS MYR P 3.60000 09/20/23-5Y GST
N/A SOLD DKK BOUGHT USD 20240109
N/A BOUGHT INR SOLD USD 20240320
N/A BOUGHT HUF SOLD USD 20240124
N/A SOLD TWD BOUGHT USD 20240320
N/A BOUGHT BRL SOLD USD 20240304
N/A BOUGHT BRL SOLD USD 20240103
N/A BOUGHT EUR SOLD USD 20240109
N/A BOUGHT GBP SOLD USD 20240109
N/A SOLD DKK BOUGHT USD 20240109
N/A SOLD JPY BOUGHT USD 20240311
N/A BOUGHT COP SOLD USD 20240320
N/A BOUGHT CNH SOLD USD 20240326
N/A RFR USD SOFR/3.65000 12/05/23-1Y LCH
N/A 317U43UA7 PIMCO SWAPTION 5.5 PUT USD 20240326
N/A BOUGHT IDR SOLD USD 20240320
N/A IRS CAD 1.22000 03/03/20-5Y LCH
N/A SOLD HUF BOUGHT USD 20240104
N/A 317U4NLA3 PIMCO SWAPTION 2.96 PUT EUR 20240105
N/A 317U4NJA6 PIMCO SWAPTION 4.12 PUT USD 20240104
N/A SOLD JPY BOUGHT USD 20240109
N/A BOUGHT THB SOLD USD 20240320
N/A BOUGHT BRL SOLD USD 20240402
N/A SOLD HUF BOUGHT USD 20240104
N/A AUST 3YR BOND FUT MAR24 XSFE 20240315
N/A SOLD CNY BOUGHT USD 20240216
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT MXN SOLD USD 20240131
N/A OIS INR MIBOR/6.50000 03/20/24-5Y LCH
N/A AUST 10Y BOND FUT MAR24 XSFE 20240315
N/A RFR USD SOFR/4.19316 09/01/23-4Y* LCH
N/A BOUGHT INR SOLD USD 20240320
N/A SOLD JPY BOUGHT USD 20241001
N/A RFR GBP SONIO/5.50000 03/20/24-2Y LCH
N/A FIXED INC CLEARING CORP.REPO
N/A BOUGHT CNH SOLD USD 20240326
N/A 317U39MA4 PIMCO SWAPTION 5.25 PUT USD 20240620
N/A 317U164I5 PIMCO FPPSWAPTION 0.82 CALL GBP
N/A BOUGHT EUR SOLD USD 20240109
N/A SOLD CNH BOUGHT USD 20240326
N/A BOUGHT CNH SOLD USD 20240326
N/A IRS MXN 4.87000 07/13/20-5Y* CME
N/A IRS MYR P 3.50000 09/20/23-5Y BOA
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD BRL BOUGHT USD 20240202
N/A SOLD EUR BOUGHT USD 20240109
N/A SOLD DKK BOUGHT USD 20240109
N/A BOUGHT BRL SOLD USD 20240202
N/A 317U3DJA9 PIMCO SWAPTION 5.25 PUT USD 20240710
N/A SOLD TWD BOUGHT USD 20240320
N/A BOUGHT AUD SOLD USD 20240109
N/A BOUGHT IDR SOLD USD 20240320
N/A IRS EUR 3.00000 03/20/24-10Y LCH
N/A RFR USD SOFR/4.25000 03/20/24-5Y LCH
N/A OIS INR MIBOR/6.25000 03/20/24-5Y LCH
N/A 3 MONTH SOFR FUT JUN25 XCME 20250916
N/A IRS CAD 1.50000 06/17/20-10Y LCH
N/A RFR USD SOFR/3.75000 12/20/23-5Y LCH
N/A SOLD MYR BOUGHT USD 20240117
N/A SOLD CNH BOUGHT USD 20240326
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT NOK SOLD USD 20240109
N/A BOUGHT TWD SOLD USD 20240320
N/A BOUGHT DKK SOLD USD 20240109
N/A SOLD THB BOUGHT USD 20240320
N/A 317U4NMA2 PIMCO SWAPTION 2.59 CALL EUR 2024010
N/A SOLD CNH BOUGHT USD 20240326
N/A CAN 10YR BOND FUT MAR24 XMOD 20240319
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT CNH SOLD USD 20240326
N/A IRS EUR 2.75000 03/20/24-30Y LCH
N/A IRS HUF 1.50000 03/20/19-5Y CME
N/A IRS CAD 3.25000 03/15/23-5Y LCH
N/A BOUGHT EUR SOLD USD 20240109
N/A 317U4R0A7 PIMCO SWAPTION 3.3 CALL USD 20240116
N/A BOUGHT CNH SOLD USD 20240326
N/A 317U47CA8 PIMCO SWAPTION 5.5 PUT USD 20240326
N/A 317U4P4A7 PIMCO SWAPTION 3.975 PUT USD 2024010
N/A BOUGHT CNY SOLD USD 20240118
N/A BOUGHT AUD SOLD USD 20240109
N/A SOLD JPY BOUGHT USD 20240109
N/A BOUGHT EUR SOLD USD 20240109
N/A BOUGHT GBP SOLD USD 20240109
N/A BOUGHT CLP SOLD USD 20240119
N/A SOLD TWD BOUGHT USD 20240320
N/A BOUGHT JPY SOLD USD 20240109
N/A 317U43TA9 PIMCO SWAPTION 5.5 PUT USD 20240326
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT CNH SOLD USD 20240326
N/A 317U44JA8 PIMCO SWAPTION 5.5 PUT USD 20240326
N/A IRS EUR 3.50000 03/20/24-2Y LCH
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT BRL SOLD USD 20240202
N/A BOUGHT CNY SOLD USD 20240216
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT PLN SOLD USD 20240122
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD INR BOUGHT USD 20240320
N/A SOLD BRL BOUGHT USD 20240304
N/A SOLD HUF BOUGHT USD 20240104
N/A SOLD TWD BOUGHT USD 20240229
N/A BOUGHT EUR SOLD USD 20240109
N/A SOLD MYR BOUGHT USD 20240117
N/A SOLD CHF BOUGHT USD 20240109
N/A BOUGHT CNH SOLD USD 20240326
N/A BOUGHT NOK SOLD USD 20240109
N/A SOLD CNH BOUGHT USD 20240326
N/A 317U750I5 PIMCO SWAPTION 2.18 PUT USD 20240111
N/A RFR USD SOFR/1.00000 06/15/22-7Y LCH
N/A RFR USD SOFR/3.22475 03/31/23-7Y* LCH
N/A BOUGHT GBP SOLD USD 20240109
N/A SOLD DKK BOUGHT USD 20240109
N/A SOLD JPY BOUGHT USD 20240116
N/A 317U3DIA0 PIMCO SWAPTION 4.75 PUT USD 20240710
N/A US 2YR NOTE (CBT) MAR24 XCBT 20240328
N/A BOUGHT EUR SOLD USD 20240109
N/A RFRF USD SF+26.161/1.50 9/15/23-5Y* CME
N/A SOLD BRL BOUGHT USD 20240103
N/A BOUGHT INR SOLD USD 20240320
N/A SOLD EUR BOUGHT USD 20240109
N/A SOLD TWD BOUGHT USD 20240320
N/A SOLD JPY BOUGHT USD 20241001
N/A EURO-BTP FUTURE MAR24 XEUR 20240307
N/A 3MO EURO EURIBOR MAR24 IFLL 20240318
N/A BOUGHT JPY SOLD USD 20240109
N/A BOUGHT INR SOLD USD 20240229
N/A RFR GBP SONIO/4.50000 03/20/24-10Y LCH
N/A SOLD IDR BOUGHT USD 20240320
N/A BOUGHT CNY SOLD USD 20240216
N/A BOUGHT TWD SOLD USD 20240320
N/A BOUGHT MXN SOLD USD 20240131
N/A BOUGHT GBP SOLD USD 20240109
N/A SOLD JPY BOUGHT USD 20240109
N/A BOUGHT JPY SOLD USD 20240109
N/A SOLD CNY BOUGHT USD 20240216
N/A BOUGHT INR SOLD USD 20240320
N/A SOLD IDR BOUGHT USD 20240320
N/A BOUGHT SGD SOLD USD 20240320
N/A SOLD TWD BOUGHT USD 20240320
N/A SOLD JPY BOUGHT USD 20240205
N/A EURO-BUXL 30Y BND MAR24 XEUR 20240307
N/A SOLD ILS BOUGHT USD 20240320
N/A SOLD TWD BOUGHT USD 20240320
N/A SOLD IDR BOUGHT USD 20240320
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT GBP SOLD USD 20240109
N/A SOLD MXN BOUGHT USD 20240131
N/A BOUGHT NZD SOLD USD 20240109
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD KRW BOUGHT USD 20240620
N/A IRS KRW 3.25000 03/20/24-5Y LCH
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD CNH BOUGHT USD 20240326
N/A BOUGHT IDR SOLD USD 20240320
N/A RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME
N/A IRS CAD 1.00000 06/16/21-5Y LCH
N/A EURO-SCHATZ FUT MAR24 XEUR 20240307
N/A SOLD JPY BOUGHT USD 20241001
N/A BOUGHT EUR SOLD USD 20240109
N/A RFR GBP SONIO/4.25000 03/20/24-30Y LCH
N/A BOUGHT HUF SOLD USD 20240124
N/A BOUGHT CNH SOLD USD 20240326
N/A 3 MONTH SOFR FUT SEP25 XCME 20251216
N/A BOUGHT CNH SOLD USD 20240326
N/A BOUGHT TWD SOLD USD 20240305
N/A BOUGHT TWD SOLD USD 20240306
N/A SOLD MXN BOUGHT USD 20240131
N/A BOUGHT THB SOLD USD 20240320
N/A BOUGHT JPY SOLD USD 20240109
N/A BOUGHT CNH SOLD USD 20240326
N/A 317U388O2 PIMCO FPPSWAPTION 2.697 PUT USD
N/A BOUGHT CNH SOLD USD 20240326
N/A SOLD JPY BOUGHT USD 20240226
N/A BOUGHT INR SOLD USD 20240320
N/A BOUGHT PLN SOLD USD 20240122
N/A BOUGHT MXN SOLD USD 20240131
N/A TRS SOFRINDX/IBOXIG INDX 03/20/24 BPS
N/A RFR JPY MUTK/0.85000 09/20/23-10Y LCH
N/A BOUGHT GBP SOLD USD 20240109
N/A BOUGHT CNY SOLD USD 20240216
N/A IRS CAD 1.75000 12/16/16-30Y CME
N/A SOLD CNH BOUGHT USD 20240326
N/A BOUGHT CNH SOLD USD 20240326
N/A 317U4P5A6 PIMCO SWAPTION 3.475 CALL USD 202401
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT PLN SOLD USD 20240122
N/A RFR USD SOFR/2.99250 10/13/23-1Y LCH
N/A BOUGHT HUF SOLD USD 20240124
N/A SOLD GBP BOUGHT USD 20240109
N/A 317U39LA5 PIMCO SWAPTION 4.75 PUT USD 20240620
N/A RFR USD SOFR/3.75000 12/11/23-1Y LCH
N/A SOLD JPY BOUGHT USD 20240501
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20240220
N/A RFR USD SOFR/3.22500 10/25/23-1Y LCH
N/A SOLD AUD BOUGHT USD 20240109
N/A BOUGHT PEN SOLD USD 20240320
N/A SOLD CNH BOUGHT USD 20240326
N/A BOUGHT PLN SOLD USD 20240122
N/A 31750N6C5 PIMCO FXVAN PUT USD TWD 31.00000000
N/A BOUGHT GBP SOLD USD 20240109
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD ZAR BOUGHT USD 20240117
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT MXN SOLD USD 20240419
N/A SOLD IDR BOUGHT USD 20240320
N/A BOUGHT MXN SOLD USD 20240131
N/A BOUGHT CNH SOLD USD 20240326
N/A BOUGHT EUR SOLD USD 20240109
N/A SOLD IDR BOUGHT USD 20240320
N/A SOLD JPY BOUGHT USD 20240213
N/A IRS CAD 1.50000 06/17/20-5Y LCH
N/A 3 MONTH SOFR FUT DEC24 XCME 20250318
N/A 317U4PMA7 PIMCO SWAPTION 2.89 PUT EUR 20240112
N/A SOLD KRW BOUGHT USD 20240620
N/A CCS AUD R US3ML/AUD3MBBSW+29 AZD
N/A SOLD JPY BOUGHT USD 20240109
N/A IRS EUR 3.25000 03/20/24-5Y LCH
N/A SOLD AUD BOUGHT USD 20240109
N/A SOLD MYR BOUGHT USD 20240117
N/A BOUGHT EUR SOLD USD 20240109
N/A CCS AUD R US3ML/AUD3MBBSW+42 CBK
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT CNH SOLD USD 20240326
N/A RFR USD SOFR/3.65000 11/22/23-1Y LCH
N/A BOUGHT CNY SOLD USD 20240216
N/A RFR USD SOFR/2.96466 10/05/22-2Y* LCH
N/A SOLD HUF BOUGHT USD 20240104
N/A BOUGHT CNH SOLD USD 20240326
N/A SOLD CNH BOUGHT USD 20240326
N/A US 10YR NOTE (CBT)MAR24 XCBT 20240319
N/A BOUGHT EUR SOLD USD 20240109
N/A BOUGHT CNY SOLD USD 20240118
N/A RFR JPY MUT+5.89/0.0350 11/29/19-10Y LCH
N/A RFRF USD SF+26.161/1.5* 7/20/23-6Y* CME
N/A EURO-OAT FUTURE MAR24 XEUR 20240307
N/A IRS EUR 1.00000 03/30/23-1Y (WHT) LCH
N/A BOUGHT KRW SOLD USD 20240620
N/A SOLD TWD BOUGHT USD 20240320
N/A SOLD JPY BOUGHT USD 20240301
N/A SOLD CNY BOUGHT USD 20240216
N/A BOUGHT INR SOLD USD 20240320
N/A BOUGHT NOK SOLD USD 20240109
N/A BOUGHT BRL SOLD USD 20240304
N/A SOLD TWD BOUGHT USD 20240320
N/A RFR USD SOFR/3.00000 06/21/23-10Y LCH
N/A 317U749I9 PIMCO SWAPTION 2.31 PUT USD 20240111
N/A 3 MONTH SOFR FUT SEP24 XCME 20241217
N/A SOLD JPY BOUGHT USD 20240122
N/A BOUGHT DKK SOLD USD 20240109
N/A BOUGHT CNH SOLD USD 20240326
N/A BOUGHT EUR SOLD USD 20240109
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD HUF BOUGHT USD 20240104
N/A TRS SOFRINDX/IBOXIG INDX 03/20/24 BPS
N/A BOUGHT SEK SOLD USD 20240109
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT MYR SOLD USD 20240117
N/A SOLD HUF BOUGHT USD 20240104
N/A TRS SOFRINDX/IBOXIG INDX 03/20/24 JPM
N/A OIS INR MIBOR/6.50000 03/20/24-10Y LCH
N/A IRS CNY 2.25000 03/20/24-5Y LCH
N/A BOUGHT EUR SOLD USD 20240109
N/A CCS AUD R US3ML/AUD3MBBSW+42.25 GLM
N/A SOLD MXN BOUGHT USD 20240131
N/A SOLD CAD BOUGHT USD 20240109
N/A BOUGHT CNH SOLD USD 20240326
N/A SOLD CNY BOUGHT USD 20240216
N/A SOLD NOK BOUGHT USD 20240109
N/A 317U4NKA4 PIMCO SWAPTION 3.67 CALL USD 2024010
N/A SOLD KRW BOUGHT USD 20240620
N/A SOLD JPY BOUGHT USD 20240109
N/A SOLD CHF BOUGHT USD 20240109
N/A RFRF USD SF+26.161/1.6* 7/20/23-6Y* CME
N/A 317U4PLA8 PIMCO SWAPTION 2.49 CALL EUR 2024011
N/A TRS SOFRINDX/IBOXIG INDX 03/20/24 MYC
N/A BOUGHT BRL SOLD USD 20240103
N/A US 10YR ULTRA FUT MAR24 XCBT 20240319
N/A SOLD JPY BOUGHT USD 20240226
N/A RFR GBP SONIO/5.00000 03/20/24-5Y LCH
N/A SOLD BRL BOUGHT USD 20240103
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT CZK SOLD USD 20240320
N/A BOUGHT CHF SOLD USD 20240109
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD JPY BOUGHT USD 20240401
N/A OIS SGD SIBSORA/2.75000 03/20/24-5Y LCH
N/A BOUGHT CHF SOLD USD 20240109
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD PLN BOUGHT USD 20240122
N/A BOUGHT EUR SOLD USD 20240109
N/A SOLD INR BOUGHT USD 20240320
N/A IRS CAD 2.50000 06/19/19-10Y CME
N/A RFR USD SOFR/2.91000 11/14/23-1Y LCH
N/A BOUGHT ZAR SOLD USD 20240119
N/A BOUGHT CAD SOLD USD 20240109
N/A RFR USD SOFR/1.00000 06/15/22-5Y LCH
N/A CDX ITRAXX MAIN40 10Y ICE
N/A BOUGHT AUD SOLD USD 20240109
N/A SOLD JPY BOUGHT USD 20240401
N/A BOUGHT CNH SOLD USD 20240326
N/A SOLD JPY BOUGHT USD 20240109
N/A 3 MONTH SOFR FUT MAR24 XCME 20240618
N/A BOUGHT ZAR SOLD USD 20240119
N/A SOLD CAD BOUGHT USD 20240109
N/A EURO-BOBL FUTURE MAR24 XEUR 20240307
N/A SOLD IDR BOUGHT USD 20240320
N/A BOUGHT CNY SOLD USD 20240216
N/A BOUGHT CAD SOLD USD 20240109
N/A SOLD SEK BOUGHT USD 20240109
N/A BOUGHT MXN SOLD USD 20240131
N/A SOLD KRW BOUGHT USD 20240620
N/A BOUGHT SEK SOLD USD 20240109
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD CHF BOUGHT USD 20240109
N/A 31750N684 PIMCO FXVAN PUT USD TWD 31.00000000
N/A SOLD JPY BOUGHT USD 20240304
N/A BOUGHT RON SOLD USD 20240220
N/A US 5YR NOTE (CBT) MAR24 XCBT 20240328
N/A 317U391O7 PIMCO FPPSWAPTION 2.697 CALL USD
N/A 317U3E1A6 PIMCO SWAPTION 4.75 PUT USD 20240715
N/A 317U3E2A5 PIMCO SWAPTION 5.25 PUT USD 20240715
N/A SOLD TWD BOUGHT USD 20240229
N/A BOUGHT COP SOLD USD 20240109
N/A SOLD KRW BOUGHT USD 20240620
N/A 3 MONTH SOFR FUT JUN24 XCME 20240917
N/A SOLD JPY BOUGHT USD 20240311
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT AUD SOLD USD 20240109
N/A SOLD JPY BOUGHT USD 20240301
N/A BOUGHT IDR SOLD USD 20240320
N/A RFR USD SOFR/2.84100 10/31/23-1Y LCH
N/A 317U44AA7 PIMCO SWAPTION 5.5 PUT USD 20240326
N/A 317U4QZA1 PIMCO SWAPTION 3.75 PUT USD 20240116
N/A RFR USD SOFR/3.98104 09/01/23-4Y* LCH
N/A BOUGHT CNY SOLD USD 20240125
N/A SOLD JPY BOUGHT USD 20240304
N/A OIS SGD SIBSORA/2.75000 03/20/24-5Y LCH
N/A SOUTH KOREA GOVT AS BP MYC
N/A BOUGHT TWD SOLD USD 20240305
N/A BOUGHT GBP SOLD USD 20231003
N/A BOUGHT HUF SOLD USD 20231005
N/A BOUGHT HUF SOLD USD 20240124
N/A BOUGHT NZD SOLD USD 20231003
N/A BOUGHT THB SOLD USD 20231020
N/A SOLD CAD BOUGHT USD 20231003
N/A SOLD EUR BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231016
N/A SOLD JPY BOUGHT USD 20231030
N/A SOLD JPY BOUGHT USD 20231113
N/A SOLD JPY BOUGHT USD 20240301
N/A SOLD JPY BOUGHT USD 20240301
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD KRW BOUGHT USD 20231220
N/A SOLD TWD BOUGHT USD 20240320
N/A TRS SOFRINDX/IBOXIG INDX 03/20/24 BPS
N/A TRS SOFRINDX/IBOXIG INDX 03/20/24 BPS
N/A TRS SOFRINDX/IBOXIG INDX 03/20/24 JPM
N/A TRS SOFRINDX/IBOXIG INDX 03/20/24 MYC
N/A EURO-BTP FUTURE DEC23 XEUR 20231207
N/A BOUGHT DKK SOLD USD 20231003
N/A BOUGHT MXN SOLD USD 20231016
N/A BOUGHT MXN SOLD USD 20231214
N/A BOUGHT NOK SOLD USD 20231102
N/A BOUGHT SGD SOLD USD 20231220
N/A SOLD CAD BOUGHT USD 20231003
N/A SOLD DKK BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD MXN BOUGHT USD 20231117
N/A SOLD NOK BOUGHT USD 20231003
N/A BOUGHT CNY SOLD USD 20231023
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT INR SOLD USD 20231220
N/A BOUGHT INR SOLD USD 20231220
N/A BOUGHT INR SOLD USD 20231220
N/A SOLD CNY BOUGHT USD 20240216
N/A SOLD TWD BOUGHT USD 20231220
N/A SOLD TWD BOUGHT USD 20231220
N/A BOUGHT AUD SOLD USD 20231003
N/A BOUGHT AUD SOLD USD 20231102
N/A BOUGHT CNH SOLD USD 20240326
N/A BOUGHT CNY SOLD USD 20240216
N/A BOUGHT GBP SOLD USD 20231003
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT IDR SOLD USD 20240320
N/A SOLD AUD BOUGHT USD 20231003
N/A SOLD AUD BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD KRW BOUGHT USD 20231220
N/A SOLD MYR BOUGHT USD 20231018
N/A SOLD IDR BOUGHT USD 20240320
N/A BOUGHT INR SOLD USD 20231220
N/A BOUGHT JPY SOLD USD 20231102
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD THB BOUGHT USD 20231020
N/A SOLD TWD BOUGHT USD 20240320
N/A BOUGHT JPY SOLD USD 20231003
N/A BOUGHT KRW SOLD USD 20231220
N/A SOLD INR BOUGHT USD 20231220
N/A SOLD TWD BOUGHT USD 20240320
N/A 3 MONTH SOFR FUT DEC24 XCME 20250318
N/A 3 MONTH SOFR FUT JUN24 XCME 20240917
N/A 3 MONTH SOFR FUT JUN25 XCME 20250916
N/A 3 MONTH SOFR FUT MAR24 XCME 20240618
N/A 3 MONTH SOFR FUT SEP24 XCME 20241217
N/A 3 MONTH SOFR FUT SEP25 XCME 20251216
N/A BOUGHT CNH SOLD USD 20240326
N/A BOUGHT CNY SOLD USD 20231016
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT INR SOLD USD 20231220
N/A BOUGHT INR SOLD USD 20231220
N/A BOUGHT KRW SOLD USD 20231220
N/A BOUGHT MYR SOLD USD 20231018
N/A SOLD CNY BOUGHT USD 20240216
N/A SOLD EUR BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD NZD BOUGHT USD 20231003
N/A SOLD TWD BOUGHT USD 20231220
N/A BOUGHT NOK SOLD USD 20231003
N/A SOLD GBP BOUGHT USD 20231003
N/A SOLD KRW BOUGHT USD 20231220
N/A 317U00KA8 PIMCO FPPSWAPTION 2.9925 CALL USD
N/A 317U00LA7 PIMCO FPPSWAPTION 2.9925 PUT USD
N/A 317U05MA5 PIMCO SWAPTION 3.225 PUT USD 2023102
N/A 317U05NA4 PIMCO SWAPTION 3.225 CALL USD 202310
N/A 317U07UA2 PIMCO SWAPTION 2.841 PUT USD 2023102
N/A 317U07VA1 PIMCO SWAPTION 2.841 CALL USD 202310
N/A 317U0BIA7 PIMCO SWAPTION 2.91 PUT USD 20231110
N/A 317U0BJA6 PIMCO SWAPTION 2.91 CALL USD 2023111
N/A 317U0FJA7 PIMCO SWAPTION 3.65 PUT USD 20231120
N/A 317U0FKA5 PIMCO SWAPTION 2.15 CALL USD 2023112
N/A 317U0JXA3 PIMCO SWAPTION 3.65 PUT USD 20231201
N/A 317U0JYA2 PIMCO SWAPTION 2.15 CALL USD 2023120
N/A 317U0LEA9 PIMCO SWAPTION 3.75 PUT USD 20231207
N/A 317U0LFA8 PIMCO SWAPTION 2.25 CALL USD 2023120
N/A 317U164I5 PIMCO FPPSWAPTION 0.82 CALL GBP
N/A 317U388O2 PIMCO FPPSWAPTION 2.697 PUT USD
N/A 317U391O7 PIMCO FPPSWAPTION 2.697 CALL USD
N/A 317U39LA5 PIMCO SWAPTION 4.75 PUT USD 20240620
N/A 317U39MA4 PIMCO SWAPTION 5.25 PUT USD 20240620
N/A 317U3DIA0 PIMCO SWAPTION 4.75 PUT USD 20240710
N/A 317U3DJA9 PIMCO SWAPTION 5.25 PUT USD 20240710
N/A 317U3E1A6 PIMCO SWAPTION 4.75 PUT USD 20240715
N/A 317U3E2A5 PIMCO SWAPTION 5.25 PUT USD 20240715
N/A 317U3VZA1 PIMCO SWAPTION 3.07 CALL EUR 2023100
N/A 317U3W0A7 PIMCO SWAPTION 3.37 PUT EUR 20231005
N/A 317U3WUA4 PIMCO SWAPTION 3.4 PUT EUR 20231009
N/A 317U3WVA3 PIMCO SWAPTION 3.1 CALL EUR 20231009
N/A 317U3XEA0 PIMCO SWAPTION 3.38 PUT EUR 20231012
N/A 317U3XFA9 PIMCO SWAPTION 3.08 CALL EUR 2023101
N/A 317U3YFA7 PIMCO SWAPTION 3.1 CALL EUR 20231016
N/A 317U3YGA6 PIMCO SWAPTION 3.4 PUT EUR 20231016
N/A 317U41UA1 PIMCO SWAPTION 4.3925 PUT USD 202310
N/A 317U41VA0 PIMCO SWAPTION 3.9425 CALL USD 20231
N/A 317U42BA0 PIMCO SWAPTION 3.46 PUT EUR 20231025
N/A 317U42CA9 PIMCO SWAPTION 3.2 CALL EUR 20231025
N/A 317U43TA9 PIMCO SWAPTION 5.5 PUT USD 20240326
N/A 317U43UA7 PIMCO SWAPTION 5.5 PUT USD 20240326
N/A 317U44AA7 PIMCO SWAPTION 5.5 PUT USD 20240326
N/A CCS AUD R US3ML/AUD3MBBSW+29 AZD
N/A CCS AUD R US3ML/AUD3MBBSW+29.75 MYC
N/A CCS AUD R US3ML/AUD3MBBSW+42 CBK
N/A CCS AUD R US3ML/AUD3MBBSW+42.25 GLM
N/A IRS CNY 2.50000 03/16/22-5Y LCH
N/A IRS CNY 2.50000 09/20/23-5Y LCH
N/A IRS CNY 2.50000 12/21/22-5Y LCH
N/A IRS KRW 3.50000 09/20/23-5Y LCH
N/A IRS MXN 4.87000 07/13/20-5Y* CME
N/A IRS MYR P 3.50000 09/20/23-5Y GST
N/A IRS MYR P 3.75000 09/20/23-10Y GST
N/A OIS CAD CAONREPO/4.60000 08/30/24-1Y LCH
N/A OIS INR MIBOR/6.50000 09/20/23-10Y LCH
N/A OIS INR MIBOR/6.50000 09/20/23-5Y LCH
N/A OIS SGD SIBSORA/3.00000 09/20/23-5Y LCH
N/A OIS SGD SIBSORA/3.25000 09/20/23-5Y LCH
N/A OIS THB THORON/2.50000 09/20/23-3Y LCH
N/A OIS USD SOFR/2.96466 10/05/22-2Y* LCH
N/A OIS USD SOFR/2.96815 10/05/22-2Y* LCH
N/A RFR JPY MUTK/0.00000 12/15/21-2Y LCH
N/A RFR USD SOFR/2.75000 06/21/23-30Y LCH
N/A RFR USD SOFR/3.85700 09/01/23-7Y* LCH
N/A RFR USD SOFR/3.98104 09/01/23-4Y* LCH
N/A RFR USD SOFR/4.19316 09/01/23-4Y* LCH
N/A RFR USD SOFR/4.22800 08/30/24-1Y LCH
N/A RFRF USD SF+26.161/1.5* 7/20/23-6Y* CME
N/A RFRF USD SF+26.161/1.50 9/15/23-5Y* CME
N/A RFRF USD SF+26.161/1.6* 7/20/23-6Y* CME
N/A BOUGHT CNH SOLD USD 20240326
N/A BOUGHT GBP SOLD USD 20231102
N/A BOUGHT INR SOLD USD 20231220
N/A BOUGHT JPY SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231102
N/A BOUGHT JPY SOLD USD 20231102
N/A BOUGHT JPY SOLD USD 20231102
N/A SOLD GBP BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231003
N/A BOUGHT AUD SOLD USD 20231003
N/A BOUGHT AUD SOLD USD 20231003
N/A BOUGHT CHF SOLD USD 20231003
N/A BOUGHT CZK SOLD USD 20231018
N/A BOUGHT ZAR SOLD USD 20231020
N/A SOLD KRW BOUGHT USD 20231220
N/A LONG GILT FUTURE DEC23 IFLL 20231227
N/A 31750MIC4 PIMCO FXVAN CALL USD MXN 18.20000000
N/A 31750MIE0 PIMCO FXVAN PUT USD MXN 17.15000000
N/A 31750MIF7 PIMCO FXVAN PUT USD MXN 16.60000000
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 BOUGHT BRL SOLD USD 20231103
N/A SOLD BRL BOUGHT USD 20231003
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT DEC23 XSFE 20231215
N/A AUST 3YR BOND FUT DEC23 XSFE 20231215
N/A BOUGHT CNH SOLD USD 20240326
N/A BOUGHT CAD SOLD USD 20231003
N/A BOUGHT CHF SOLD USD 20231102
N/A BOUGHT CNH SOLD USD 20240326
N/A BOUGHT CNH SOLD USD 20240326
N/A BOUGHT CNY SOLD USD 20240216
N/A BOUGHT DKK SOLD USD 20231003
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT INR SOLD USD 20231220
N/A BOUGHT INR SOLD USD 20231220
N/A BOUGHT MYR SOLD USD 20231018
N/A BOUGHT NZD SOLD USD 20231003
N/A BOUGHT PEN SOLD USD 20231109
N/A SOLD CHF BOUGHT USD 20231003
N/A SOLD CLP BOUGHT USD 20231117
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD DKK BOUGHT USD 20231003
N/A SOLD DKK BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231204
N/A SOLD KRW BOUGHT USD 20231220
N/A SOLD NZD BOUGHT USD 20231102
N/A BOUGHT AUD SOLD USD 20231102
N/A BOUGHT EUR SOLD USD 20231003
N/A BOUGHT GBP SOLD USD 20231003
N/A BOUGHT PLN SOLD USD 20240122
N/A BOUGHT SEK SOLD USD 20231102
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20231002
N/A SOLD JPY BOUGHT USD 20231010
N/A SOLD JPY BOUGHT USD 20231023
N/A SOLD JPY BOUGHT USD 20231106
N/A SOLD JPY BOUGHT USD 20231127
N/A SOLD JPY BOUGHT USD 20240401
N/A SOLD JPY BOUGHT USD 20240401
N/A SOLD JPY BOUGHT USD 20240501
N/A SOLD NZD BOUGHT USD 20231003
N/A SOLD SEK BOUGHT USD 20231003
N/A SOLD TWD BOUGHT USD 20231220
N/A BOUGHT BRL SOLD USD 20231003
N/A BOUGHT CNH SOLD USD 20240326
N/A BOUGHT CNY SOLD USD 20240216
N/A BOUGHT CNY SOLD USD 20240216
N/A BOUGHT COP SOLD USD 20231025
N/A BOUGHT EUR SOLD USD 20231003
N/A BOUGHT EUR SOLD USD 20231102
N/A BOUGHT GBP SOLD USD 20231003
N/A BOUGHT GBP SOLD USD 20231003
N/A BOUGHT IDR SOLD USD 20231016
N/A BOUGHT IDR SOLD USD 20231016
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT INR SOLD USD 20231016
N/A BOUGHT INR SOLD USD 20231016
N/A BOUGHT JPY SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231003
N/A BOUGHT MXN SOLD USD 20231117
N/A BOUGHT MYR SOLD USD 20231018
N/A BOUGHT SEK SOLD USD 20231003
N/A BOUGHT THB SOLD USD 20231020
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD DKK BOUGHT USD 20231003
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD EUR BOUGHT USD 20231003
N/A SOLD EUR BOUGHT USD 20231003
N/A SOLD EUR BOUGHT USD 20231102
N/A SOLD IDR BOUGHT USD 20240320
N/A SOLD KRW BOUGHT USD 20231016
N/A SOLD KRW BOUGHT USD 20231016
N/A SOLD KRW BOUGHT USD 20231220
N/A SOLD KRW BOUGHT USD 20231220
N/A SOLD TWD BOUGHT USD 20231016
N/A SOLD TWD BOUGHT USD 20231016
N/A SOLD TWD BOUGHT USD 20240320
N/A CDX IG40 10Y ICE
N/A BOUGHT CLP SOLD USD 20231019
N/A BOUGHT CLP SOLD USD 20231106
N/A BOUGHT MXN SOLD USD 20231214
N/A BOUGHT NOK SOLD USD 20231102
N/A SOLD AUD BOUGHT USD 20231003
N/A SOLD AUD BOUGHT USD 20231003
N/A SOLD CAD BOUGHT USD 20231003
N/A SOLD GBP BOUGHT USD 20231102
N/A SOLD ILS BOUGHT USD 20231220
N/A SOLD JPY BOUGHT USD 20231201
N/A SOLD KRW BOUGHT USD 20231220
N/A SOLD NOK BOUGHT USD 20231003
N/A BOUGHT CNH SOLD USD 20240326
N/A BOUGHT CZK SOLD USD 20231018
N/A BOUGHT JPY SOLD USD 20231102
N/A BOUGHT RON SOLD USD 20231120
N/A BOUGHT THB SOLD USD 20231020
N/A SOLD CLP BOUGHT USD 20231220
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD KRW BOUGHT USD 20231220
N/A EURO-OAT FUTURE DEC23 XEUR 20231207
N/A EURO-BOBL FUTURE DEC23 XEUR 20231207
N/A EURO-BUXL 30Y BND DEC23 XEUR 20231207
N/A EURO-SCHATZ FUT DEC23 XEUR 20231207
N/A BOUGHT BRL SOLD USD 20231103
N/A BOUGHT CNH SOLD USD 20240326
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT IDR SOLD USD 20240320
N/A BOUGHT MXN SOLD USD 20231004
N/A BOUGHT MXN SOLD USD 20231214
N/A SOLD CAD BOUGHT USD 20231003
N/A SOLD CNH BOUGHT USD 20240326
N/A SOLD MXN BOUGHT USD 20231004
N/A SOLD MXN BOUGHT USD 20231016
N/A SOLD MXN BOUGHT USD 20231214
N/A SOLD MYR BOUGHT USD 20231018
N/A BOUGHT CAD SOLD USD 20231102
N/A BOUGHT EUR SOLD USD 20231003
N/A BOUGHT CAD SOLD USD 20230802
N/A BOUGHT CHF SOLD USD 20230705
N/A BOUGHT CNH SOLD USD 20230816
N/A BOUGHT CNH SOLD USD 20230816
N/A BOUGHT CNY SOLD USD 20230816
N/A BOUGHT IDR SOLD USD 20230920
N/A BOUGHT IDR SOLD USD 20230922
N/A BOUGHT IDR SOLD USD 20230922
N/A BOUGHT INR SOLD USD 20230920
N/A BOUGHT KRW SOLD USD 20230920
N/A BOUGHT MYR SOLD USD 20230720
N/A BOUGHT PEN SOLD USD 20230911
N/A BOUGHT PEN SOLD USD 20230913
N/A BOUGHT THB SOLD USD 20230920
N/A BOUGHT THB SOLD USD 20230920
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD CAD BOUGHT USD 20230705
N/A SOLD CNH BOUGHT USD 20230920
N/A SOLD NZD BOUGHT USD 20230705
N/A SOLD TWD BOUGHT USD 20230822
N/A SOLD TWD BOUGHT USD 20230920
N/A SOLD TWD BOUGHT USD 20230920
N/A SOLD TWD BOUGHT USD 20230920
N/A BOUGHT BRL SOLD USD 20230905
N/A BOUGHT CLP SOLD USD 20230807
N/A SOLD CLP BOUGHT USD 20230714
N/A SOLD KRW BOUGHT USD 20230920
N/A 317U164I5 PIMCO FPPSWAPTION 0.82 CALL GBP
N/A 317U2YXA8 PIMCO SWAPTION 3.8 PUT USD 20230831
N/A 317U2YYA7 PIMCO SWAPTION 3.1 CALL USD 20230831
N/A 317U388O2 PIMCO FPPSWAPTION 2.697 PUT USD
N/A 317U391O7 PIMCO FPPSWAPTION 2.697 CALL USD
N/A 317U39LA5 PIMCO SWAPTION 4.75 PUT USD 20240620
N/A 317U39MA4 PIMCO SWAPTION 5.25 PUT USD 20240620
N/A 317U3AYA8 PIMCO SWAPTION 3.78 PUT USD 20230731
N/A 317U3AZA7 PIMCO SWAPTION 3.38 CALL USD 2023073
N/A CCS AUD R US3ML/AUD3MBBSW+29 AZD
N/A CCS AUD R US3ML/AUD3MBBSW+29.75 MYC
N/A CCS AUD R US3ML/AUD3MBBSW+42 CBK
N/A CCS AUD R US3ML/AUD3MBBSW+42.25 GLM
N/A IRS EUR 2.50000 09/20/23-30Y LCH
N/A IRS EUR 3.00000 09/20/23-10Y LCH
N/A IRS EUR 3.00000 09/20/23-5Y LCH
N/A IRS EUR 3.50000 09/20/23-2Y LCH
N/A IRS KRW 3.25000 03/15/23-10Y LCH
N/A IRS KRW 3.25000 03/15/23-5Y LCH
N/A IRS KRW 3.25000 09/20/23-10Y LCH
N/A IRS MXN 4.87000 07/13/20-5Y* CME
N/A IRS MYR P 3.50000 03/15/23-5Y BOA
N/A IRS MYR P 3.50000 03/15/23-5Y BPS
N/A IRS MYR P 3.50000 03/15/23-5Y GST
N/A IRS MYR P 3.50000 03/15/23-5Y NGF
N/A IRS MYR P 3.54500 05/05/23-5Y GLM
N/A IRS MYR P 3.63500 04/05/23-1Y (WHT) GLM
N/A IRS MYR P 3.75000 03/15/23-10Y BOA
N/A IRS MYR P 3.75000 03/15/23-10Y GLM
N/A IRSF USD 0.00000 08/25/21-2Y LCH
N/A IRSF USD 0.00000 08/31/21-2Y LCH
N/A IRSF USD 1.25000 12/15/22-1Y* (WHT) CME
N/A IRSF USD 1.50000 12/15/22-1Y* (WHT) CME
N/A IRSF USD 1.51800 01/20/23-0Y* CME
N/A IRSF USD 1.63000 01/20/23-0Y* CME
N/A IRSF USD 4.40850 04/04/23-0Y* CME
N/A IRSF USD 4.40850 04/04/23-0Y* CME
N/A IRSF USD 4.42650 03/27/23-0Y* CME
N/A IRSF USD 4.42650 03/27/23-1Y* (WHT) CME
N/A IRSF USD 4.43330 03/06/23-0Y* CME
N/A IRSF USD 4.43330 03/06/23-1Y* (WHT) CME
N/A IRSF USD 4.78870 03/07/23-0Y* CME
N/A IRSF USD 4.78870 03/07/23-1Y* (WHT) CME
N/A OIS INR MIBOR/6.25000 03/16/22-10Y LCH
N/A OIS INR MIBOR/6.50000 03/15/23-5Y LCH
N/A OIS SGD SIBSORA/3.00000 03/15/23-5Y LCH
N/A OIS THB THORON/2.25000 03/15/23-5Y LCH
N/A OIS USD SOFR/2.96466 10/05/22-2Y* LCH
N/A OIS USD SOFR/2.96815 10/05/22-2Y* LCH
N/A RFR EUR ESTRON/1.00000 11/23/22-2Y LCH
N/A RFR GBP SONIO/3.25000 09/20/23-30Y LCH
N/A RFR GBP SONIO/3.50000 09/20/23-10Y LCH
N/A RFR GBP SONIO/3.75000 09/20/23-5Y LCH
N/A RFR USD SOFR/3.06966 03/31/23-10Y* LCH
N/A RFR USD SOFR/3.20000 05/13/24-1Y LCH
N/A RFR USD SOFR/3.50000 06/21/23-10Y LCH
N/A RFR USD SOFR/3.50000 06/22/23-7Y LCH
N/A RFR1 USD SOFR/4.40850 07/04/23-1Y* CME
N/A RFR1 USD SOFR/4.42650 07/27/23-1Y* CME
N/A RFR1 USD SOFR/4.43330 07/06/23-1Y* CME
N/A RFR1 USD SOFR/4.78870 07/07/23-1Y* CME
N/A RFR3 USD SOFR/4.40850 07/04/23-1Y* CME
N/A RFR3 USD SOFR/4.42650 09/27/23-1Y CME
N/A RFR3 USD SOFR/4.43330 09/06/23-1Y CME
N/A RFR3 USD SOFR/4.78870 09/07/23-0Y* CME
N/A RFRF USD SF+26.161/0.000 08/25/21-2Y LCH
N/A RFRF USD SF+26.161/0.000 08/31/21-2Y LCH
N/A RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME
N/A RFRF USD SF+26.161/1.249 08/31/21-3Y LCH
N/A RFRF USD SF+26.161/1.298 08/25/21-3Y LCH
N/A RFRF USD SF+26.161/1.5* 7/20/23-6Y* CME
N/A RFRF USD SF+26.161/1.50 9/15/23-5Y* CME
N/A RFRF USD SF+26.161/1.6* 7/20/23-6Y* CME
N/A BOUGHT AUD SOLD USD 20230705
N/A BOUGHT AUD SOLD USD 20230802
N/A BOUGHT CAD SOLD USD 20230802
N/A BOUGHT GBP SOLD USD 20230802
N/A BOUGHT HUF SOLD USD 20230822
N/A BOUGHT NZD SOLD USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD CAD BOUGHT USD 20230705
N/A SOLD GBP BOUGHT USD 20230705
N/A SOLD NZD BOUGHT USD 20230802
N/A BOUGHT AUD SOLD USD 20230705
N/A BOUGHT AUD SOLD USD 20230802
N/A BOUGHT AUD SOLD USD 20230802
N/A BOUGHT AUD SOLD USD 20230802
N/A BOUGHT CHF SOLD USD 20230705
N/A BOUGHT CHF SOLD USD 20230802
N/A BOUGHT INR SOLD USD 20230920
N/A BOUGHT NOK SOLD USD 20230705
N/A BOUGHT NOK SOLD USD 20230802
N/A BOUGHT SGD SOLD USD 20230717
N/A BOUGHT THB SOLD USD 20230920
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD CHF BOUGHT USD 20230705
N/A SOLD CNH BOUGHT USD 20230920
N/A SOLD DKK BOUGHT USD 20230802
N/A SOLD ILS BOUGHT USD 20230920
N/A SOLD SGD BOUGHT USD 20230920
N/A LONG GILT FUTURE SEP23 IFLL 20230927
N/A US 10YR FUT OPTN AUG23C 115.5 EXP 07/21/2023
N/A US 10YR FUT OPTN AUG23P 111.5 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 BOUGHT CLP SOLD USD 20230714
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 3YR BOND FUT SEP23 XSFE 20230915
N/A BOUGHT AUD SOLD USD 20230705
N/A BOUGHT AUD SOLD USD 20230802
N/A SOLD AUD BOUGHT USD 20230705
N/A BOUGHT AUD SOLD USD 20230705
N/A BOUGHT AUD SOLD USD 20230705
N/A BOUGHT CAD SOLD USD 20230705
N/A BOUGHT CNY SOLD USD 20230816
N/A BOUGHT DKK SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT IDR SOLD USD 20230926
N/A BOUGHT INR SOLD USD 20230920
N/A BOUGHT INR SOLD USD 20230920
N/A BOUGHT JPY SOLD USD 20230705
N/A BOUGHT NOK SOLD USD 20230705
N/A BOUGHT NOK SOLD USD 20230705
N/A BOUGHT PEN SOLD USD 20230920
N/A BOUGHT SEK SOLD USD 20230802
N/A SOLD CLP BOUGHT USD 20230914
N/A SOLD DKK BOUGHT USD 20230705
N/A SOLD DKK BOUGHT USD 20230802
N/A SOLD EUR BOUGHT USD 20230705
N/A SOLD GBP BOUGHT USD 20230705
N/A SOLD JPY BOUGHT USD 20230705
N/A SOLD JPY BOUGHT USD 20230828
N/A SOLD JPY BOUGHT USD 20230905
N/A SOLD KRW BOUGHT USD 20230920
N/A SOLD MXN BOUGHT USD 20230718
N/A SOLD NZD BOUGHT USD 20230705
N/A SOLD SEK BOUGHT USD 20230705
N/A SOLD TWD BOUGHT USD 20230920
N/A SOLD TWD BOUGHT USD 20230920
N/A BOUGHT COP SOLD USD 20230816
N/A BOUGHT MYR SOLD USD 20230720
N/A BOUGHT PEN SOLD USD 20230913
N/A BOUGHT ZAR SOLD USD 20230815
N/A SOLD CNH BOUGHT USD 20230816
N/A SOLD CNY BOUGHT USD 20230816
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD GBP BOUGHT USD 20230705
N/A SOLD IDR BOUGHT USD 20230922
N/A SOLD ILS BOUGHT USD 20230920
N/A SOLD JPY BOUGHT USD 20230703
N/A SOLD JPY BOUGHT USD 20230718
N/A SOLD JPY BOUGHT USD 20231002
N/A SOLD JPY BOUGHT USD 20240401
N/A SOLD JPY BOUGHT USD 20240401
N/A SOLD JPY BOUGHT USD 20240501
N/A BOUGHT AUD SOLD USD 20230705
N/A BOUGHT AUD SOLD USD 20230802
N/A BOUGHT CHF SOLD USD 20230705
N/A BOUGHT CHF SOLD USD 20230802
N/A BOUGHT CNH SOLD USD 20230816
N/A BOUGHT CNH SOLD USD 20230816
N/A BOUGHT CNY SOLD USD 20230816
N/A BOUGHT CZK SOLD USD 20230721
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230802
N/A BOUGHT IDR SOLD USD 20230922
N/A BOUGHT JPY SOLD USD 20230705
N/A BOUGHT MYR SOLD USD 20230720
N/A BOUGHT NOK SOLD USD 20230802
N/A BOUGHT TWD SOLD USD 20230822
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD CAD BOUGHT USD 20230705
N/A SOLD CHF BOUGHT USD 20230705
N/A SOLD CNH BOUGHT USD 20230816
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD EUR BOUGHT USD 20230705
N/A SOLD NOK BOUGHT USD 20230705
N/A SOLD NZD BOUGHT USD 20230802
N/A SOLD THB BOUGHT USD 20230920
N/A SOLD TWD BOUGHT USD 20230822
N/A CDX IG40 5Y ICE
N/A BOUGHT CLP SOLD USD 20230714
N/A BOUGHT CLP SOLD USD 20230831
N/A BOUGHT CLP SOLD USD 20231019
N/A BOUGHT CZK SOLD USD 20230721
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT GBP SOLD USD 20230705
N/A BOUGHT GBP SOLD USD 20230705
N/A BOUGHT KRW SOLD USD 20230920
N/A BOUGHT NOK SOLD USD 20230705
N/A BOUGHT PEN SOLD USD 20230710
N/A BOUGHT PEN SOLD USD 20230712
N/A BOUGHT PEN SOLD USD 20230714
N/A BOUGHT RON SOLD USD 20230721
N/A BOUGHT THB SOLD USD 20230920
N/A SOLD CAD BOUGHT USD 20230705
N/A SOLD CNH BOUGHT USD 20230816
N/A SOLD CNH BOUGHT USD 20230920
N/A SOLD CNY BOUGHT USD 20230816
N/A SOLD EUR BOUGHT USD 20230705
N/A SOLD JPY BOUGHT USD 20230828
N/A SOLD NZD BOUGHT USD 20230705
N/A SOLD PEN BOUGHT USD 20230814
N/A SOLD TWD BOUGHT USD 20230822
N/A SOLD TWD BOUGHT USD 20230822
N/A BOUGHT CHF SOLD USD 20230802
N/A BOUGHT CNH SOLD USD 20230816
N/A SOLD CHF BOUGHT USD 20230705
N/A SOLD DKK BOUGHT USD 20230705
N/A EURO-OAT FUTURE SEP23 XEUR 20230907
N/A EURO-BOBL FUTURE SEP23 XEUR 20230907
N/A EURO-BUXL 30Y BND SEP23 XEUR 20230907
N/A EURO-SCHATZ FUT SEP23 XEUR 20230907
N/A BOUGHT NOK SOLD USD 20230802
N/A BOUGHT PEN SOLD USD 20230814
N/A BOUGHT PEN SOLD USD 20230920
N/A BOUGHT SGD SOLD USD 20230920
N/A SOLD CNH BOUGHT USD 20230816
N/A SOLD CNH BOUGHT USD 20230816
N/A SOLD NOK BOUGHT USD 20230705
N/A SOLD PEN BOUGHT USD 20230710
N/A SOLD PEN BOUGHT USD 20230712
N/A BOUGHT CAD SOLD USD 20230705
N/A BOUGHT CAD SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT GBP SOLD USD 20230705
N/A BOUGHT GBP SOLD USD 20230705
N/A BOUGHT SEK SOLD USD 20230705
N/A SOLD CAD BOUGHT USD 20230705
N/A SOLD CNH BOUGHT USD 20230816
N/A SOLD CNH BOUGHT USD 20230822
N/A SOLD CNH BOUGHT USD 20230822
N/A SOLD EUR BOUGHT USD 20230705
N/A SOLD EUR BOUGHT USD 20230705
N/A SOLD EUR BOUGHT USD 20230705
N/A SOLD GBP BOUGHT USD 20230705
N/A SOLD JPY BOUGHT USD 20230705
N/A SOLD JPY BOUGHT USD 20230724
N/A SOLD JPY BOUGHT USD 20240301
N/A SOLD JPY BOUGHT USD 20240301
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD KRW BOUGHT USD 20230920
N/A TRS SOFRINDX/IBOXIG INDX 03/20/24 BPS
N/A TRS SOFRINDX/IBOXIG INDX 03/20/24 MYC
N/A TRS SOFRINDX/IBOXIG INDX 09/20/23 BOA
N/A TRS SOFRINDX/IBOXIG INDX 09/20/23 BPS
N/A EURO-BTP FUTURE SEP23 XEUR 20230907
N/A SHORT EURO-BTP FU SEP23 XEUR 20230907
N/A CDX ITRAXX MAIN39 10Y ICE
N/A BOUGHT AUD SOLD USD 20230705
N/A BOUGHT GBP SOLD USD 20230802
N/A BOUGHT JPY SOLD USD 20230802
N/A BOUGHT MXN SOLD USD 20231016
N/A BOUGHT SGD SOLD USD 20230717
N/A SOLD GBP BOUGHT USD 20230705
N/A SOLD ILS BOUGHT USD 20230920
N/A SOLD JPY BOUGHT USD 20230705
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD SGD BOUGHT USD 20230717
N/A BOUGHT CNH SOLD USD 20230816
N/A BOUGHT CNY SOLD USD 20230816
N/A BOUGHT HUF SOLD USD 20230822
N/A BOUGHT IDR SOLD USD 20230920
N/A BOUGHT IDR SOLD USD 20230922
N/A BOUGHT INR SOLD USD 20230920
N/A BOUGHT INR SOLD USD 20231220
N/A BOUGHT THB SOLD USD 20230920
N/A SOLD CNH BOUGHT USD 20230816
N/A SOLD HUF BOUGHT USD 20230822
N/A SOLD KRW BOUGHT USD 20230719
N/A SOLD KRW BOUGHT USD 20230719
N/A SOLD KRW BOUGHT USD 20230719
N/A BOUGHT AUD SOLD USD 20230705
N/A BOUGHT DKK SOLD USD 20230705
N/A BOUGHT IDR SOLD USD 20230703
N/A BOUGHT IDR SOLD USD 20230920
N/A BOUGHT IDR SOLD USD 20230926
N/A BOUGHT SEK SOLD USD 20230705
N/A BOUGHT THB SOLD USD 20230920
N/A SOLD DKK BOUGHT USD 20230802
N/A SOLD GBP BOUGHT USD 20230705
N/A SOLD IDR BOUGHT USD 20230703
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD KRW BOUGHT USD 20230920
N/A SOLD TWD BOUGHT USD 20230822
N/A SOLD TWD BOUGHT USD 20230822
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT CNH SOLD USD 20230816
N/A BOUGHT INR SOLD USD 20231220
N/A SOLD SGD BOUGHT USD 20230920
N/A BOUGHT CAD SOLD USD 20230705
N/A BOUGHT MXN SOLD USD 20230816
N/A SOLD MXN BOUGHT USD 20230714
N/A BOUGHT AUD SOLD USD 20230705
N/A BOUGHT AUD SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT PLN SOLD USD 20230721
N/A 3 MONTH SOFR FUT DEC23 XCME 20240319
N/A 3 MONTH SOFR FUT JUN24 XCME 20240917
N/A 3 MONTH SOFR FUT MAR24 XCME 20240618
N/A BOUGHT AUD SOLD USD 20230705
N/A BOUGHT AUD SOLD USD 20230802
N/A 317U0LEA9 PIMCO SWAPTION 3.75 PUT USD 20231207
N/A 317U0LFA8 PIMCO SWAPTION 2.25 CALL USD 2023120
N/A 317U164I5 PIMCO FPPSWAPTION 0.82 CALL GBP
N/A 317U2JPA0 PIMCO SWAPTION 3.7 PUT USD 20230414
N/A 317U2JQA9 PIMCO SWAPTION 3.05 CALL USD 2023041
N/A 317U385O5 PIMCO SWAPTION 0.55 CALL EUR 2023040
N/A 317U388O2 PIMCO FPPSWAPTION 2.697 PUT USD
N/A 317U391O7 PIMCO FPPSWAPTION 2.697 CALL USD
N/A 317U392O6 PIMCO SWAPTION 2.1 PUT EUR 20230403
N/A 317U400O6 PIMCO SWAPTION 0.55 CALL EUR 2023040
N/A 317U401O5 PIMCO SWAPTION 2.1 PUT EUR 20230404
N/A 317U478O3 PIMCO FPPSWAPTION 2.785 PUT USD
N/A 317U479O2 PIMCO FPPSWAPTION 2.785 CALL USD
N/A CCS AUD R US3ML/AUD3MBBSW+29 AZD
N/A CCS AUD R US3ML/AUD3MBBSW+29.75 MYC
N/A CCS AUD R US3ML/AUD3MBBSW+42 CBK
N/A CCS AUD R US3ML/AUD3MBBSW+42.25 GLM
N/A IRS AUD 3.75000 03/15/23-1Y (WHT) LCH
N/A IRS KRW 3.00000 06/15/22-10Y LCH
N/A IRS KRW 3.00000 09/21/22-5Y LCH
N/A IRS MXN 4.87000 07/13/20-5Y* CME
N/A IRS MYR P 3.25000 03/16/22-10Y BOA
N/A IRS MYR P 3.50000 03/16/22-10Y NGF
N/A IRS MYR P 3.50000 03/16/22-10Y SCX
N/A IRS MYR P 3.50000 09/21/22-5Y BOA
N/A IRS MYR P 3.75000 09/21/22-10Y GLM
N/A IRS MYR P 4.00000 09/21/22-5Y BOA
N/A IRS USD 1.24900 08/31/21-3Y LCH
N/A IRS USD 1.25000 12/15/21-5Y CME
N/A IRS USD 1.29800 08/25/21-3Y LCH
N/A IRS USD 1.50000 12/15/21-7Y CME
N/A IRS USD 1.51800 01/20/22-7Y CME
N/A IRS ZAR 7.25000 06/20/18-5Y CME
N/A IRSB USD 4.* 1M+7.25 4/27/22-1Y(WHT) CME
N/A IRSB USD 4.40850 10/04/22-2Y CME
N/A IRSB USD 4.40850 1M+10.2 10/04/22-2Y CME
N/A IRSB USD 4.42650 09/27/22-2Y CME
N/A IRSB USD 4.43330 09/06/22-2Y CME
N/A IRSB USD 4.43330 1M+8.8 09/06/22-2Y CME
N/A IRSB USD 4.59030 1M+10.5 09/27/22-2Y CME
N/A IRSB USD 4.78870 03/07/22-2Y CME
N/A IRSB USD 4.78870 1M+7 03/07/22-2Y CME
N/A IRSB USD 4.81460 04/27/22-1Y (WHT) CME
N/A OIS INR MIBOR/6.25000 03/16/22-10Y LCH
N/A OIS INR MIBOR/6.50000 03/15/23-5Y LCH
N/A OIS SGD SIBSORA/1.2500 09/15/21-10Y LCH
N/A OIS SGD SIBSORA/2.75000 06/15/22-5Y LCH
N/A OIS SGD SIBSORA/3.25000 12/21/22-5Y LCH
N/A OIS THB P 2.00000/THORON 09/21/22-5Y SCX
N/A OIS THB P 2.25000/THORON 12/21/22-5Y BOA
N/A OIS THB R THORON/2.00000 03/15/23-5Y GST
N/A OIS THB R THORON/2.25000 03/15/23-5Y BOA
N/A OIS THB R THORON/2.25000 03/15/23-5Y GST
N/A OIS USD SOFR/2.96466 10/05/22-2Y* LCH
N/A OIS USD SOFR/2.96815 10/05/22-2Y* LCH
N/A RFR USD SOFR/1.93600 03/25/22-7Y LCH
N/A RFR USD SOFR/2.72986 09/30/22-7Y* LCH
N/A RFR USD SOFR/2.81711 09/30/22-7Y* LCH
N/A RFR USD SOFR/2.81856 09/30/22-7Y* LCH
N/A RFR USD SOFR/3.06966 03/31/23-10Y* LCH
N/A RFR USD SOFR/3.08290 03/31/23-10Y* LCH
N/A RFR USD SOFR/3.32868 04/05/23-4Y* LCH
N/A RFR USD SOFR/3.37000 03/01/23-10Y LCH
N/A RFR USD SOFR/3.40000 02/23/23-10Y LCH
N/A RFR USD SOFR/3.43000 02/27/23-10Y LCH
N/A RFR USD SOFR/3.82761 12/30/22-9Y* LCH
N/A RFR USD SOFR/4.15859 06/01/23-2Y* LCH
N/A BOUGHT AUD SOLD USD 20230502
N/A BOUGHT GBP SOLD USD 20230404
N/A BOUGHT NZD SOLD USD 20230502
N/A SOLD AUD BOUGHT USD 20230404
N/A SOLD JPY BOUGHT USD 20230620
N/A SOLD NZD BOUGHT USD 20230404
N/A BOUGHT AUD SOLD USD 20230404
N/A BOUGHT AUD SOLD USD 20230502
N/A BOUGHT CHF SOLD USD 20230404
N/A BOUGHT CHF SOLD USD 20230502
N/A BOUGHT CNH SOLD USD 20230414
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT HUF SOLD USD 20230419
N/A BOUGHT IDR SOLD USD 20230628
N/A BOUGHT SGD SOLD USD 20230414
N/A SOLD AUD BOUGHT USD 20230404
N/A SOLD CHF BOUGHT USD 20230404
N/A SOLD CNH BOUGHT USD 20230414
N/A SOLD JPY BOUGHT USD 20230417
N/A SOLD TWD BOUGHT USD 20230620
N/A LONG GILT FUTURE JUN23 IFLL 20230628
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 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 FUTR OPTN MAY23C 111.5 EXP 04/21/2023
N/A US 5YR FUTR OPTN MAY23P 108.5 EXP 04/21/2023
N/A US 5YR NOTE (CBT) JUN23 XCBT 20230630
N/A AUST 10Y BOND FUT JUN23 XSFE 20230615
N/A AUST 3YR BOND FUT JUN23 XSFE 20230615
N/A BOUGHT AUD SOLD USD 20230502
N/A SOLD AUD BOUGHT USD 20230404
N/A BOUGHT AUD SOLD USD 20230404
N/A BOUGHT CNH SOLD USD 20230414
N/A BOUGHT CNH SOLD USD 20230414
N/A BOUGHT DKK SOLD USD 20230403
N/A BOUGHT IDR SOLD USD 20230623
N/A BOUGHT KRW SOLD USD 20230414
N/A BOUGHT NOK SOLD USD 20230404
N/A BOUGHT NOK SOLD USD 20230404
N/A BOUGHT NOK SOLD USD 20230502
N/A BOUGHT NZD SOLD USD 20230404
N/A BOUGHT NZD SOLD USD 20230502
N/A BOUGHT PEN SOLD USD 20230410
N/A BOUGHT PEN SOLD USD 20230503
N/A BOUGHT SEK SOLD USD 20230404
N/A BOUGHT SEK SOLD USD 20230502
N/A SOLD AUD BOUGHT USD 20230404
N/A SOLD CAD BOUGHT USD 20230404
N/A SOLD CAD BOUGHT USD 20230404
N/A SOLD CNH BOUGHT USD 20230519
N/A SOLD JPY BOUGHT USD 20230404
N/A SOLD JPY BOUGHT USD 20230404
N/A SOLD JPY BOUGHT USD 20230404
N/A SOLD JPY BOUGHT USD 20230522
N/A SOLD JPY BOUGHT USD 20230605
N/A SOLD NZD BOUGHT USD 20230404
N/A SOLD PEN BOUGHT USD 20230413
N/A SOLD PEN BOUGHT USD 20230502
N/A SOLD PEN BOUGHT USD 20230510
N/A SOLD SEK BOUGHT USD 20230404
N/A SOLD TWD BOUGHT USD 20230621
N/A BOUGHT CNH SOLD USD 20230414
N/A BOUGHT CNH SOLD USD 20230414
N/A BOUGHT CZK SOLD USD 20230419
N/A BOUGHT KRW SOLD USD 20230414
N/A BOUGHT PEN SOLD USD 20230403
N/A BOUGHT PEN SOLD USD 20230505
N/A BOUGHT PLN SOLD USD 20230419
N/A BOUGHT THB SOLD USD 20230417
N/A SOLD CNH BOUGHT USD 20230414
N/A SOLD DKK BOUGHT USD 20230502
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD JPY BOUGHT USD 20230508
N/A SOLD JPY BOUGHT USD 20230530
N/A SOLD JPY BOUGHT USD 20230703
N/A SOLD JPY BOUGHT USD 20240401
N/A SOLD JPY BOUGHT USD 20240401
N/A SOLD JPY BOUGHT USD 20240501
N/A SOLD PEN BOUGHT USD 20230403
N/A BOUGHT AUD SOLD USD 20230502
N/A BOUGHT CNH SOLD USD 20230414
N/A BOUGHT CNY SOLD USD 20230512
N/A BOUGHT CZK SOLD USD 20230419
N/A BOUGHT DKK SOLD USD 20230403
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT HUF SOLD USD 20230419
N/A BOUGHT IDR SOLD USD 20230621
N/A BOUGHT IDR SOLD USD 20230621
N/A BOUGHT JPY SOLD USD 20230404
N/A BOUGHT KRW SOLD USD 20230414
N/A BOUGHT KRW SOLD USD 20230414
N/A BOUGHT MXN SOLD USD 20230630
N/A BOUGHT NOK SOLD USD 20230502
N/A BOUGHT THB SOLD USD 20230417
N/A BOUGHT THB SOLD USD 20230417
N/A SOLD CNH BOUGHT USD 20230414
N/A SOLD CNH BOUGHT USD 20230414
N/A SOLD CNH BOUGHT USD 20230414
N/A SOLD DKK BOUGHT USD 20230502
N/A SOLD DKK BOUGHT USD 20240402
N/A SOLD EUR BOUGHT USD 20230502
N/A SOLD ILS BOUGHT USD 20230414
N/A SOLD JPY BOUGHT USD 20230404
N/A SOLD KRW BOUGHT USD 20230414
N/A SOLD KRW BOUGHT USD 20230628
N/A SOLD MXN BOUGHT USD 20230420
N/A SOLD NOK BOUGHT USD 20230404
N/A SOLD TWD BOUGHT USD 20230620
N/A SOLD TWD BOUGHT USD 20230621
N/A SOLD TWD BOUGHT USD 20230621
N/A SOLD TWD BOUGHT USD 20230621
N/A CAN 10YR BOND FUT JUN23 XMOD 20230621
N/A CAN 5YR BOND FUT JUN23 XMOD 20230621
N/A CDX EM37 ICE
N/A CHINA AS BP BRC
N/A BOUGHT AUD SOLD USD 20230404
N/A BOUGHT BRL SOLD USD 20230404
N/A BOUGHT CAD SOLD USD 20230404
N/A BOUGHT CLP SOLD USD 20230524
N/A BOUGHT COP SOLD USD 20230621
N/A BOUGHT DKK SOLD USD 20230403
N/A BOUGHT DKK SOLD USD 20230403
N/A BOUGHT GBP SOLD USD 20230404
N/A BOUGHT GBP SOLD USD 20230404
N/A BOUGHT IDR SOLD USD 20230621
N/A BOUGHT MXN SOLD USD 20230621
N/A BOUGHT NOK SOLD USD 20230404
N/A BOUGHT PEN SOLD USD 20230403
N/A BOUGHT PEN SOLD USD 20230427
N/A BOUGHT SEK SOLD USD 20230404
N/A SOLD CLP BOUGHT USD 20230428
N/A SOLD CLP BOUGHT USD 20230428
N/A SOLD CNH BOUGHT USD 20230519
N/A SOLD DKK BOUGHT USD 20230403
N/A SOLD DKK BOUGHT USD 20230502
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD ILS BOUGHT USD 20230405
N/A SOLD KRW BOUGHT USD 20230414
N/A SOLD PEN BOUGHT USD 20230403
N/A SOLD PEN BOUGHT USD 20230410
N/A SOLD PEN BOUGHT USD 20230814
N/A SOLD TWD BOUGHT USD 20230621
N/A SOLD CNH BOUGHT USD 20230414
N/A SOLD CNH BOUGHT USD 20230519
N/A BOUGHT AUD SOLD USD 20230404
N/A BOUGHT AUD SOLD USD 20230502
N/A BOUGHT BRL SOLD USD 20230602
N/A BOUGHT CLP SOLD USD 20230622
N/A BOUGHT EUR SOLD USD 20230502
N/A BOUGHT ZAR SOLD USD 20230515
N/A SOLD AUD BOUGHT USD 20230404
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD EUR BOUGHT USD 20230404
N/A EURO-OAT FUTURE JUN23 XEUR 20230608
N/A EURO-BOBL FUTURE JUN23 XEUR 20230608
N/A EURO-BUND FUTURE JUN23 XEUR 20230608
N/A EURO-BUXL 30Y BND JUN23 XEUR 20230608
N/A EURO-SCHATZ FUT JUN23 XEUR 20230608
N/A BOUGHT BRL SOLD USD 20230404
N/A BOUGHT IDR SOLD USD 20230623
N/A BOUGHT PEN SOLD USD 20230510
N/A BOUGHT RON SOLD USD 20230419
N/A BOUGHT SEK SOLD USD 20230404
N/A BOUGHT THB SOLD USD 20230417
N/A BOUGHT THB SOLD USD 20230417
N/A SOLD BRL BOUGHT USD 20230404
N/A SOLD CNH BOUGHT USD 20230414
N/A SOLD THB BOUGHT USD 20230417
N/A SOLD TWD BOUGHT USD 20230620
N/A SOLD TWD BOUGHT USD 20230620
N/A BOUGHT CAD SOLD USD 20230404
N/A BOUGHT CNH SOLD USD 20230414
N/A BOUGHT CNH SOLD USD 20230510
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT IDR SOLD USD 20230621
N/A BOUGHT IDR SOLD USD 20230627
N/A BOUGHT IDR SOLD USD 20230627
N/A BOUGHT KRW SOLD USD 20230414
N/A BOUGHT KRW SOLD USD 20230414
N/A BOUGHT PLN SOLD USD 20230419
N/A BOUGHT PLN SOLD USD 20230419
N/A BOUGHT RON SOLD USD 20230419
N/A BOUGHT SEK SOLD USD 20230502
N/A BOUGHT SGD SOLD USD 20230414
N/A SOLD CNH BOUGHT USD 20230414
N/A SOLD CNH BOUGHT USD 20230414
N/A SOLD CNH BOUGHT USD 20230414
N/A SOLD CNH BOUGHT USD 20230414
N/A SOLD CNH BOUGHT USD 20230510
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 ILS BOUGHT USD 20230414
N/A SOLD JPY BOUGHT USD 20230417
N/A SOLD JPY BOUGHT USD 20240301
N/A SOLD JPY BOUGHT USD 20240301
N/A SOLD SEK BOUGHT USD 20230404
N/A SOLD ZAR BOUGHT USD 20230517
N/A TRS SOFRINDX/IBOXIG INDX 06/20/23 BPS
N/A TRS SOFRINDX/IBOXIG INDX 06/20/23 BPS
N/A TRS SOFRINDX/IBOXIG INDX 06/20/23 MYC
N/A TRS SOFRINDX/IBOXIG INDX 09/20/23 BOA
N/A TRS SOFRINDX/IBOXIG INDX 09/20/23 BPS
N/A EURO-BTP FUTURE JUN23 XEUR 20230608
N/A SHORT EURO-BTP FU JUN23 XEUR 20230608
N/A BOUGHT JPY SOLD USD 20230404
N/A SOLD DKK BOUGHT USD 20230403
N/A SOLD JPY BOUGHT USD 20230404
N/A BOUGHT CNH SOLD USD 20230414
N/A BOUGHT KRW SOLD USD 20230414
N/A BOUGHT KRW SOLD USD 20230414
N/A BOUGHT PEN SOLD USD 20230403
N/A BOUGHT PEN SOLD USD 20230413
N/A SOLD CNH BOUGHT USD 20230414
N/A SOLD KRW BOUGHT USD 20230414
N/A SOLD PEN BOUGHT USD 20230403
N/A BOUGHT AUD SOLD USD 20230404
N/A BOUGHT CAD SOLD USD 20230404
N/A BOUGHT CHF SOLD USD 20230404
N/A BOUGHT CLP SOLD USD 20230622
N/A BOUGHT IDR SOLD USD 20230623
N/A BOUGHT IDR SOLD USD 20230627
N/A BOUGHT ILS SOLD USD 20230405
N/A BOUGHT JPY SOLD USD 20230404
N/A BOUGHT MYR SOLD USD 20230621
N/A BOUGHT NOK SOLD USD 20230404
N/A SOLD JPY BOUGHT USD 20230410
N/A SOLD JPY BOUGHT USD 20241001
N/A SOLD KRW BOUGHT USD 20230414
N/A SOLD MYR BOUGHT USD 20230621
N/A BOUGHT CNH SOLD USD 20230414
N/A BOUGHT CNH SOLD USD 20230414
N/A BOUGHT JPY SOLD USD 20230404
N/A ROLLS-ROYCE PLC SNR SE ICE
N/A BOUGHT CAD SOLD USD 20230404
N/A BOUGHT CAD SOLD USD 20230404
N/A BOUGHT GBP SOLD USD 20230502
N/A BOUGHT JPY SOLD USD 20230404
N/A BOUGHT JPY SOLD USD 20230404
N/A BOUGHT JPY SOLD USD 20230502
N/A BOUGHT MXN SOLD USD 20230420
N/A BOUGHT MXN SOLD USD 20230621
N/A SOLD GBP BOUGHT USD 20230404
N/A SOLD MXN BOUGHT USD 20230515
N/A SOLD MXN BOUGHT USD 20230714
N/A BOUGHT RON SOLD USD 20230419
N/A 3 MONTH SOFR FUT DEC23 XCME 20240319
N/A SOUTH KOREA GOVT AS BP BPS
N/A BOUGHT CAD SOLD USD 20230404
N/A BOUGHT CAD SOLD USD 20230502
N/A BOUGHT CNH SOLD USD 20230414
N/A BOUGHT CNH SOLD USD 20230414
N/A BOUGHT CNH SOLD USD 20230519
N/A BOUGHT CNH SOLD USD 20230519
N/A BOUGHT IDR SOLD USD 20230621
N/A BOUGHT IDR SOLD USD 20230623
N/A BOUGHT IDR SOLD USD 20230627
N/A BOUGHT MYR SOLD USD 20230419
N/A BOUGHT MYR SOLD USD 20230419
N/A BOUGHT PEN SOLD USD 20230621
N/A BOUGHT THB SOLD USD 20230417
N/A BOUGHT THB SOLD USD 20230417
N/A BOUGHT THB SOLD USD 20230417
N/A BOUGHT THB SOLD USD 20230417
N/A BOUGHT THB SOLD USD 20230417
N/A BOUGHT THB SOLD USD 20230417
N/A SOLD CAD BOUGHT USD 20230404
N/A SOLD CLP BOUGHT USD 20230524
N/A SOLD CNH BOUGHT USD 20230414
N/A SOLD CNH BOUGHT USD 20230510
N/A SOLD CNH BOUGHT USD 20230510
N/A SOLD KRW BOUGHT USD 20230414
N/A SOLD KRW BOUGHT USD 20230414
N/A SOLD TWD BOUGHT USD 20230621
N/A SOLD TWD BOUGHT USD 20230621
N/A SOLD TWD BOUGHT USD 20230621
N/A BOUGHT PEN SOLD USD 20230510
N/A SOLD PEN BOUGHT USD 20230403
N/A 317U00CA7 PIMCO SWAPTION 2.1 PUT EUR 20230411
N/A 317U00DA6 PIMCO SWAPTION 0.55 CALL EUR 2023041
N/A 317U00KA8 PIMCO FPPSWAPTION 2.9925 CALL USD
N/A 317U00LA7 PIMCO FPPSWAPTION 2.9925 PUT USD
N/A 317U05HA1 PIMCO SWAPTION 2.25 PUT EUR 20230424
N/A 317U05LA6 PIMCO SWAPTION 0.7 CALL EUR 20230424
N/A 317U05MA5 PIMCO SWAPTION 3.225 PUT USD 2023102
N/A 317U05NA4 PIMCO SWAPTION 3.225 CALL USD 202310
N/A 317U08AA2 PIMCO SWAPTION 2.25 PUT EUR 20230428
N/A 317U08BA1 PIMCO SWAPTION 0.7 CALL EUR 20230428
N/A 317U0BIA7 PIMCO SWAPTION 2.91 PUT USD 20231110
N/A 317U0BJA6 PIMCO SWAPTION 2.91 CALL USD 2023111
N/A 317U0CWA9 PIMCO SWAPTION 2.1 PUT EUR 20230512
N/A 317U0CXA8 PIMCO SWAPTION 0.55 CALL EUR 2023051
N/A 317U1QLA9 PIMCO SWAPTION 3.8 PUT USD 20230112
N/A 317U1QMA8 PIMCO SWAPTION 3.2 CALL USD 20230112
N/A 317U1SYA1 PIMCO SWAPTION 3.73 PUT USD 20230123
N/A 317U1SZA0 PIMCO SWAPTION 3.23 CALL USD 2023012
N/A 317U388O2 PIMCO FPPSWAPTION 2.697 PUT USD
N/A 317U391O7 PIMCO FPPSWAPTION 2.697 CALL USD
N/A 317U478O3 PIMCO FPPSWAPTION 2.785 PUT USD
N/A 317U479O2 PIMCO FPPSWAPTION 2.785 CALL USD
N/A 317U749I9 PIMCO SWAPTION 2.31 PUT USD 20240111
N/A CCS AUD R US3ML/AUD3MBBSW+29 AZD
N/A CCS AUD R US3ML/AUD3MBBSW+29.75 MYC
N/A CCS AUD R US3ML/AUD3MBBSW+42 CBK
N/A CCS AUD R US3ML/AUD3MBBSW+42.25 GLM
N/A IRS CAD 1.25000 06/16/21-10Y LCH
N/A IRS EUR 1.50000 03/15/23-2Y LCH
N/A IRS EUR 1.50000 03/15/23-30Y LCH
N/A IRS EUR 1.50000 03/15/23-5Y LCH
N/A IRS EUR 1.75000 03/15/23-10Y LCH
N/A IRS MXN 4.87000 07/13/20-5Y* CME
N/A IRS MYR P 3.25000 03/16/22-10Y BOA
N/A IRS MYR P 3.50000 03/16/22-10Y NGF
N/A IRS MYR P 3.50000 03/16/22-10Y SCX
N/A IRS MYR P 3.50000 09/21/22-5Y BOA
N/A IRS MYR P 3.75000 09/21/22-10Y GLM
N/A IRS MYR P 4.00000 09/21/22-5Y BOA
N/A IRS NZD 3.00000 11/01/22-1Y (WHT) LCH
N/A IRS NZD 3.00000 12/15/22-1Y (WHT) LCH
N/A IRS THB R 2.00000 03/16/22-10Y BOA
N/A IRS THB R 2.50000 09/21/22-10Y GST
N/A IRS THB R 2.75000 06/15/22-10Y BOA
N/A IRS THB R 2.75000 09/21/22-10Y BOA
N/A IRS THB R 3.25000 06/15/22-10Y BOA
N/A IRS THB R 3.25000 06/15/22-10Y BPS
N/A IRS THB R 3.25000 06/15/22-10Y GLM
N/A IRS USD R 3ML/1ML+7 03/07/22-24 CME
N/A IRS USD R 3ML/1ML+7.25 04/27/22-23 CME
N/A IRS USD R 3ML/3ML+10.2 10/04/22-24 CME
N/A IRS USD R 3ML/3ML+10.5 09/27/22-24 CME
N/A IRS USD R 3ML/3ML+8.8 09/06/22-24 CME
N/A OIS INR MIBOR/5.75000 03/16/22-5Y LCH
N/A OIS INR MIBOR/6.25000 03/16/22-10Y LCH
N/A OIS INR MIBOR/6.25000 09/21/22-1Y LCH
N/A OIS INR MIBOR/6.25000 09/21/22-2Y LCH
N/A OIS INR MIBOR/6.50000 09/21/22-2Y LCH
N/A OIS INR MIBOR/6.50000 09/21/22-5Y LCH
N/A OIS INR MIBOR/6.75000 09/21/22-2Y LCH
N/A OIS INR MIBOR/7.00000 09/21/22-5Y LCH
N/A OIS SGD SIBCSORA/2.50000 09/21/22-5Y LCH
N/A OIS SGD SIBCSORA/3.25000 12/21/22-5Y LCH
N/A OIS THB P 2.00000/THORON 09/21/22-2Y BOA
N/A OIS THB P 2.00000/THORON 09/21/22-2Y GST
N/A OIS THB P 2.00000/THORON 09/21/22-2Y NGF
N/A OIS THB P 2.00000/THORON 09/21/22-2Y SCX
N/A OIS THB P 2.00000/THORON 09/21/22-5Y SCX
N/A OIS THB P 2.25000/THORON 09/21/22-5Y SCX
N/A OIS THB P 2.25000/THORON 12/21/22-5Y BOA
N/A OIS USD SOFR/2.96466 10/05/22-2Y* LCH
N/A OIS USD SOFR/2.96815 10/05/22-2Y* LCH
N/A RFR GBP SONIO/0.01000 02/07/22-1Y LCH
N/A RFR GBP SONIO/2.00000 03/15/23-10Y LCH
N/A RFR GBP SONIO/2.00000 03/15/23-30Y LCH
N/A RFR GBP SONIO/2.25000 03/15/23-5Y LCH
N/A RFR JPY MUTKCALM/0.4500 12/15/21-30Y LCH
N/A RFR USD SOFR/1.25000 12/15/21-7Y LCH
N/A RFR USD SOFR/1.61750 02/09/22-7Y LCH
N/A RFR USD SOFR/1.88750 03/22/22-7Y LCH
N/A RFR USD SOFR/2.17500 04/21/22-7Y LCH
N/A RFR USD SOFR/2.74966 09/30/22-7Y* LCH
N/A RFR USD SOFR/2.81711 09/30/22-7Y* LCH
N/A RFR USD SOFR/2.81811 09/30/22-7Y* LCH
N/A RFR USD SOFR/2.81856 09/30/22-7Y* LCH
N/A RFR USD SOFR/3.45389 12/30/22-6Y* LCH
N/A RFR USD SOFR/3.82761 12/30/22-9Y* LCH
N/A RFR USD SOFR/3.89765 12/30/22-6Y* LCH
N/A BOUGHT CAD SOLD USD 20230103
N/A BOUGHT CAD SOLD USD 20230110
N/A SOLD JPY BOUGHT USD 20230117
N/A SOLD JPY BOUGHT USD 20230130
N/A BOUGHT CZK SOLD USD 20230113
N/A BOUGHT IDR SOLD USD 20230214
N/A BOUGHT PEN SOLD USD 20230125
N/A BOUGHT SEK SOLD USD 20230110
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD ILS BOUGHT USD 20230119
N/A SOLD ILS BOUGHT USD 20230208
N/A SOLD JPY BOUGHT USD 20230221
N/A SOLD JPY BOUGHT USD 20230313
N/A SOLD ZAR BOUGHT USD 20230118
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 FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A AUST 10Y BOND FUT MAR23 XSFE 20230315
N/A AUST 3YR BOND FUT MAR23 XSFE 20230315
N/A BOUGHT CHF SOLD USD 20230110
N/A BOUGHT CNH SOLD USD 20230315
N/A BOUGHT HUF SOLD USD 20230113
N/A BOUGHT KRW SOLD USD 20230119
N/A BOUGHT RON SOLD USD 20230113
N/A BOUGHT ZAR SOLD USD 20230313
N/A SOLD AUD BOUGHT USD 20230110
N/A SOLD CNH BOUGHT USD 20230519
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD JPY BOUGHT USD 20230106
N/A SOLD JPY BOUGHT USD 20230111
N/A SOLD MYR BOUGHT USD 20230315
N/A BOUGHT CAD SOLD USD 20230110
N/A BOUGHT CNH SOLD USD 20230119
N/A BOUGHT GBP SOLD USD 20230110
N/A BOUGHT IDR SOLD USD 20230314
N/A BOUGHT MYR SOLD USD 20230118
N/A BOUGHT MYR SOLD USD 20230118
N/A BOUGHT MYR SOLD USD 20230118
N/A BOUGHT NOK SOLD USD 20230110
N/A BOUGHT SEK SOLD USD 20230110
N/A BOUGHT SGD SOLD USD 20230119
N/A BOUGHT THB SOLD USD 20230119
N/A SOLD CNH BOUGHT USD 20230119
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD PEN BOUGHT USD 20230125
N/A SOLD TWD BOUGHT USD 20230223
N/A BOUGHT BRL SOLD USD 20230104
N/A BOUGHT COP SOLD USD 20230313
N/A BOUGHT IDR SOLD USD 20230223
N/A BOUGHT MYR SOLD USD 20230315
N/A BOUGHT THB SOLD USD 20230119
N/A SOLD CNY BOUGHT USD 20230314
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD GBP BOUGHT USD 20230110
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD MXN BOUGHT USD 20230321
N/A SOLD MYR BOUGHT USD 20230315
N/A SOLD TWD BOUGHT USD 20230130
N/A SOLD TWD BOUGHT USD 20230315
N/A SOLD TWD BOUGHT USD 20230315
N/A SOLD ZAR BOUGHT USD 20230213
N/A SOLD ZAR BOUGHT USD 20230313
N/A CAN 10YR BOND FUT MAR23 XMOD 20230322
N/A CDX EM37 ICE
N/A CDX IG39 10Y ICE
N/A BOUGHT AUD SOLD USD 20230110
N/A BOUGHT BRL SOLD USD 20230104
N/A BOUGHT BRL SOLD USD 20230202
N/A BOUGHT CHF SOLD USD 20230110
N/A BOUGHT CLP SOLD USD 20230112
N/A BOUGHT CLP SOLD USD 20230119
N/A BOUGHT CLP SOLD USD 20230126
N/A BOUGHT CLP SOLD USD 20230221
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT JPY SOLD USD 20230110
N/A BOUGHT NOK SOLD USD 20230110
N/A BOUGHT NZD SOLD USD 20230110
N/A SOLD AUD BOUGHT USD 20230110
N/A SOLD AUD BOUGHT USD 20230110
N/A SOLD AUD BOUGHT USD 20230110
N/A SOLD CAD BOUGHT USD 20230110
N/A SOLD CLP BOUGHT USD 20230112
N/A SOLD CLP BOUGHT USD 20230428
N/A SOLD CLP BOUGHT USD 20230428
N/A SOLD CNH BOUGHT USD 20230519
N/A SOLD DKK BOUGHT USD 20230110
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD ILS BOUGHT USD 20230104
N/A SOLD ILS BOUGHT USD 20230208
N/A SOLD ILS BOUGHT USD 20230302
N/A SOLD ILS BOUGHT USD 20230405
N/A SOLD PEN BOUGHT USD 20230125
N/A SOLD PEN BOUGHT USD 20230201
N/A SOLD PEN BOUGHT USD 20230314
N/A SOLD PEN BOUGHT USD 20230410
N/A SOLD THB BOUGHT USD 20230119
N/A BOUGHT TWD SOLD USD 20230315
N/A SOLD CNH BOUGHT USD 20230119
N/A SOLD CNH BOUGHT USD 20230519
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD DKK BOUGHT USD 20230110
N/A SOLD TWD BOUGHT USD 20230130
N/A EURO-OAT FUTURE MAR23 XEUR 20230308
N/A EURO-BOBL FUTURE MAR23 XEUR 20230308
N/A EURO-BUND FUTURE MAR23 XEUR 20230308
N/A EURO-BUXL 30Y BND MAR23 XEUR 20230308
N/A EURO-SCHATZ FUT MAR23 XEUR 20230308
N/A RXG3C 146 FEB23 146 CALL FSO
N/A RXG3P 138.5 FEB23 138.5 PUT FSO
N/A BOUGHT BRL SOLD USD 20230404
N/A BOUGHT CLP SOLD USD 20230315
N/A BOUGHT CNH SOLD USD 20230119
N/A BOUGHT COP SOLD USD 20230315
N/A BOUGHT MYR SOLD USD 20230118
N/A BOUGHT MYR SOLD USD 20230118
N/A BOUGHT PEN SOLD USD 20230510
N/A BOUGHT PLN SOLD USD 20230113
N/A BOUGHT THB SOLD USD 20230119
N/A SOLD BRL BOUGHT USD 20230104
N/A SOLD BRL BOUGHT USD 20230104
N/A SOLD CLP BOUGHT USD 20230119
N/A SOLD CNH BOUGHT USD 20230315
N/A SOLD COP BOUGHT USD 20230222
N/A SOLD COP BOUGHT USD 20230313
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD HUF BOUGHT USD 20230113
N/A SOLD MXN BOUGHT USD 20230321
N/A SOLD MYR BOUGHT USD 20230118
N/A SOLD MYR BOUGHT USD 20230118
N/A SOLD THB BOUGHT USD 20230119
N/A BOUGHT AUD SOLD USD 20230110
N/A BOUGHT AUD SOLD USD 20230110
N/A BOUGHT CAD SOLD USD 20230110
N/A BOUGHT CNH SOLD USD 20230119
N/A BOUGHT CNH SOLD USD 20230119
N/A BOUGHT CNH SOLD USD 20230510
N/A BOUGHT COP SOLD USD 20230313
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT IDR SOLD USD 20230314
N/A BOUGHT JPY SOLD USD 20230110
N/A BOUGHT THB SOLD USD 20230119
N/A SOLD AUD BOUGHT USD 20230110
N/A SOLD CNH BOUGHT USD 20230510
N/A SOLD DKK BOUGHT USD 20230110
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD GBP BOUGHT USD 20230110
N/A SOLD GBP BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230206
N/A SOLD JPY BOUGHT USD 20230227
N/A TRS SOFRINDX/IBOXIG INDX 06/20/23 BPS
N/A TRS SOFRINDX/IBOXIG INDX 06/20/23 BPS
N/A TRS SOFRINDX/IBOXIG INDX 06/20/23 MYC
N/A TRS SOFRINDX/IBOXIG INDX 09/20/23 BOA
N/A TRS SOFRINDX/IBOXIG INDX 09/20/23 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 10Y ICE
N/A CDX ITRAXX MAIN38 10Y ICE
N/A BOUGHT CNY SOLD USD 20230119
N/A BOUGHT CNY SOLD USD 20230314
N/A BOUGHT IDR SOLD USD 20230223
N/A BOUGHT IDR SOLD USD 20230314
N/A BOUGHT THB SOLD USD 20230120
N/A BOUGHT THB SOLD USD 20230120
N/A SOLD HUF BOUGHT USD 20230103
N/A SOLD TWD BOUGHT USD 20230217
N/A BOUGHT AUD SOLD USD 20230110
N/A BOUGHT IDR SOLD USD 20230314
N/A BOUGHT JPY SOLD USD 20230110
N/A BOUGHT JPY SOLD USD 20230110
N/A BOUGHT MYR SOLD USD 20230118
N/A BOUGHT NOK SOLD USD 20230110
N/A BOUGHT PEN SOLD USD 20230125
N/A SOLD MYR BOUGHT USD 20230118
N/A SOLD NOK BOUGHT USD 20230110
N/A SOLD TWD BOUGHT USD 20230217
N/A BOUGHT HUF SOLD USD 20230113
N/A BOUGHT AUD SOLD USD 20230110
N/A BOUGHT MXN SOLD USD 20230420
N/A SOLD CAD BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A SOLD MXN BOUGHT USD 20230315
N/A BOUGHT RON SOLD USD 20230113
N/A 3 MONTH SOFR FUT DEC23 XCME 20240319
N/A 3 MONTH SOFR FUT JUN23 XCME 20230919
N/A 3 MONTH SOFR FUT JUN24 XCME 20240917
N/A SOUTH KOREA GOVT AS BP BRC
N/A BOUGHT AUD SOLD USD 20230110
N/A BOUGHT CAD SOLD USD 20230110
N/A BOUGHT CNH SOLD USD 20230119
N/A BOUGHT CNH SOLD USD 20230315
N/A BOUGHT CNH SOLD USD 20230519
N/A BOUGHT CNH SOLD USD 20230519
N/A BOUGHT DKK SOLD USD 20230110
N/A BOUGHT IDR SOLD USD 20230223
N/A BOUGHT MYR SOLD USD 20230118
N/A BOUGHT THB SOLD USD 20230119
N/A BOUGHT THB SOLD USD 20230119
N/A SOLD CHF BOUGHT USD 20230110
N/A SOLD CLP BOUGHT USD 20230126
N/A SOLD CNH BOUGHT USD 20230510
N/A SOLD CNH BOUGHT USD 20230510
N/A SOLD KRW BOUGHT USD 20230119
N/A SOLD KRW BOUGHT USD 20230119
N/A SOLD KRW BOUGHT USD 20230119
N/A SOLD MYR BOUGHT USD 20230315
N/A SOLD MYR BOUGHT USD 20230315
N/A SOLD MYR BOUGHT USD 20230315
N/A SOLD NZD BOUGHT USD 20230110
N/A SOLD PEN BOUGHT USD 20230125
N/A SOLD TWD BOUGHT USD 20230119
N/A 317U00KA8 PIMCO FPPSWAPTION 2.9925 CALL USD
N/A 317U00LA7 PIMCO FPPSWAPTION 2.9925 PUT USD
N/A 317U05MA5 PIMCO SWAPTION 3.225 PUT USD 2023102
N/A 317U05NA4 PIMCO SWAPTION 3.225 CALL USD 202310
N/A 317U07UA2 PIMCO SWAPTION 2.841 PUT USD 2023102
N/A 317U07VA1 PIMCO SWAPTION 2.841 CALL USD 202310
N/A 317U0BIA7 PIMCO SWAPTION 2.91 PUT USD 20231110
N/A 317U0BJA6 PIMCO SWAPTION 2.91 CALL USD 2023111
N/A 317U0FJA7 PIMCO SWAPTION 3.65 PUT USD 20231120
N/A 317U0FKA5 PIMCO SWAPTION 2.15 CALL USD 2023112
N/A 317U0JXA3 PIMCO SWAPTION 3.65 PUT USD 20231201
N/A 317U0JYA2 PIMCO SWAPTION 2.15 CALL USD 2023120
N/A 317U0LEA9 PIMCO SWAPTION 3.75 PUT USD 20231207
N/A 317U0LFA8 PIMCO SWAPTION 2.25 CALL USD 2023120
N/A 317U164I5 PIMCO FPPSWAPTION 0.82 CALL GBP
N/A 317U1PGA7 PIMCO SWAPTION 3.65 PUT USD 20230109
N/A 317U1PHA6 PIMCO SWAPTION 3.15 CALL USD 2023010
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD MYR/BOUGHT USD
N/A SOLD THB/BOUGHT USD
N/A SOLD THB/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A ROLLS-ROYCE PLC SNR SE ICE
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT RON/SOLD USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A 3 MONTH SOFR FUT JUN23 XCME 20230919
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CLP/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNY/SOLD USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD CAD/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 SOLD KRW/BOUGHT USD
N/A SOLD MYR/BOUGHT USD
N/A SOLD CLP/BOUGHT USD
N/A SOLD CLP/BOUGHT USD
N/A 317U00CA7 PIMCO SWAPTION 2.1 PUT EUR 20230411
N/A 317U00DA6 PIMCO SWAPTION 0.55 CALL EUR 2023041
N/A 317U00EA5 PIMCO SWAPTION 2.1 PUT EUR 20230411
N/A 317U00KA8 PIMCO FPPSWAPTION 2.9925 CALL USD
N/A 317U00LA7 PIMCO FPPSWAPTION 2.9925 PUT USD
N/A 317U00OA4 PIMCO SWAPTION 0.55 CALL EUR 2023041
N/A 317U05HA1 PIMCO SWAPTION 2.25 PUT EUR 20230424
N/A 317U05LA6 PIMCO SWAPTION 0.7 CALL EUR 20230424
N/A 317U05MA5 PIMCO SWAPTION 3.225 PUT USD 2023102
N/A 317U05NA4 PIMCO SWAPTION 3.225 CALL USD 202310
N/A 317U07UA2 PIMCO SWAPTION 2.841 PUT USD 2023102
N/A 317U07VA1 PIMCO SWAPTION 2.841 CALL USD 202310
N/A 317U08AA2 PIMCO SWAPTION 2.25 PUT EUR 20230428
N/A 317U08BA1 PIMCO SWAPTION 0.7 CALL EUR 20230428
N/A 317U0BIA7 PIMCO SWAPTION 2.91 PUT USD 20231110
N/A 317U0BJA6 PIMCO SWAPTION 2.91 CALL USD 2023111
N/A 317U0CWA9 PIMCO SWAPTION 2.1 PUT EUR 20230512
N/A 317U0CXA8 PIMCO SWAPTION 0.55 CALL EUR 2023051
N/A 317U0FJA7 PIMCO SWAPTION 3.65 PUT USD 20231120
N/A 317U0FKA5 PIMCO SWAPTION 2.15 CALL USD 2023112
N/A 317U0JXA3 PIMCO SWAPTION 3.65 PUT USD 20231201
N/A 317U0JYA2 PIMCO SWAPTION 2.15 CALL USD 2023120
N/A 317U0LEA9 PIMCO SWAPTION 3.75 PUT USD 20231207
N/A 317U0LFA8 PIMCO SWAPTION 2.25 CALL USD 2023120
N/A 317U164I5 PIMCO FPPSWAPTION 0.82 CALL GBP
N/A 317U16RA7 PIMCO SWAPTION 3.33 PUT USD 20221011
N/A 317U16SA6 PIMCO SWAPTION 2.83 CALL USD 2022101
N/A 317U385O5 PIMCO SWAPTION 0.55 CALL EUR 2023040
N/A 317U388O2 PIMCO FPPSWAPTION 2.697 PUT USD
N/A 317U391O7 PIMCO FPPSWAPTION 2.697 CALL USD
N/A 317U392O6 PIMCO SWAPTION 2.1 PUT EUR 20230403
N/A 317U400O6 PIMCO SWAPTION 0.55 CALL EUR 2023040
N/A 317U401O5 PIMCO SWAPTION 2.1 PUT EUR 20230404
N/A 317U478O3 PIMCO FPPSWAPTION 2.785 PUT USD
N/A 317U479O2 PIMCO FPPSWAPTION 2.785 CALL USD
N/A 317U743Z7 PIMCO SWAPTION 1.27 PUT USD 20221102
N/A 317U744Z6 PIMCO SWAPTION 0.87 CALL USD 2022110
N/A 317U749I9 PIMCO SWAPTION 2.31 PUT USD 20240111
N/A 317U750I5 PIMCO SWAPTION 2.18 PUT USD 20240111
N/A CCS AUD R US3ML/AUD3MBBSW+29 AZD
N/A CCS AUD R US3ML/AUD3MBBSW+29.75 MYC
N/A CCS AUD R US3ML/AUD3MBBSW+42 CBK
N/A CCS AUD R US3ML/AUD3MBBSW+42.25 GLM
N/A INF SWAP GB NI 3.7 04/15/21-10Y LCH
N/A INF SWAP GB NI 3.74 03/15/21-10Y LCH
N/A INF SWAP GB NI 4.333 09/15/22-10Y LCH
N/A IRS AUD 1.75000 03/16/22-5Y LCH
N/A IRS AUD 1.75000 06/16/21-10Y LCH
N/A IRS AUD 4.25000 09/15/27-5Y LCH
N/A IRS AUD 4.50000 09/15/27-5Y LCH
N/A IRS CAD 1.00000 06/16/21-5Y LCH
N/A IRS CAD 1.25000 06/16/21-10Y LCH
N/A IRS CAD 1.75000 12/16/16-30Y CME
N/A IRS CAD 2.50000 06/19/19-10Y CME
N/A IRS CNY 2.50000 03/16/22-5Y LCH
N/A IRS CZK 1.91250 01/30/19-10Y CME
N/A IRS EUR 0.65000 04/12/22-5Y LCH
N/A IRS EUR 0.65000 05/11/22-5Y LCH
N/A IRS EUR 1.00000 03/30/23-1Y (RED) LCH
N/A IRS EUR 1.00000 05/13/22-5Y LCH
N/A IRS EUR 1.50000 03/15/23-2Y LCH
N/A IRS EUR 1.50000 03/15/23-30Y LCH
N/A IRS EUR 1.50000 03/15/23-5Y LCH
N/A IRS EUR 1.75000 03/15/23-10Y LCH
N/A IRS EUR 2.25000 09/21/22-15Y LCH
N/A IRS HUF 1.50000 03/20/19-5Y CME
N/A IRS KRW 3.00000 06/15/22-10Y LCH
N/A IRS KRW 3.00000 09/21/22-5Y LCH
N/A IRS KRW 3.25000 06/15/22-10Y LCH
N/A IRS MXN 4.87000 07/13/20-5Y* CME
N/A IRS MYR P 3.25000 03/16/22-10Y BOA
N/A IRS MYR P 3.50000 03/16/22-10Y NGF
N/A IRS MYR P 3.50000 03/16/22-10Y SCX
N/A IRS MYR P 3.50000 09/21/22-5Y BOA
N/A IRS MYR P 3.50000 09/21/22-5Y GLM
N/A IRS MYR P 3.75000 09/21/22-10Y GLM
N/A IRS MYR P 4.00000 09/21/22-5Y BOA
N/A IRS NZD 3.00000 11/01/22-1Y (WHT) LCH
N/A IRS NZD 3.00000 12/15/22-1Y (WHT) LCH
N/A IRS NZD 3.75000 06/15/22-5Y LCH
N/A IRS NZD 4.00000 06/14/23-1Y (RED) LCH
N/A IRS SEK 0.50000 06/19/19-5Y LCH
N/A IRS THB R 2.00000 03/16/22-10Y BOA
N/A IRS THB R 2.50000 09/21/22-10Y GST
N/A IRS THB R 2.75000 06/15/22-10Y BOA
N/A IRS THB R 2.75000 09/21/22-10Y BOA
N/A IRS THB R 3.25000 06/15/22-10Y BOA
N/A IRS THB R 3.25000 06/15/22-10Y BPS
N/A IRS THB R 3.25000 06/15/22-10Y GLM
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 1.25000 12/15/21-5Y CME
N/A IRS USD 1.27000 11/04/22-1Y (WHT) LCH
N/A IRS USD 1.30500 08/21/20-3Y LCH
N/A IRS USD 1.50000 12/15/21-7Y CME
N/A IRS USD 1.51800 01/20/22-7Y CME
N/A IRS USD 1.63000 01/20/22-7Y CME
N/A IRS USD R 3ML/1ML+10.2 10/04/22-24 CME
N/A IRS USD R 3ML/1ML+10.5 09/27/22-24 CME
N/A IRS USD R 3ML/1ML+7 03/07/22-24 CME
N/A IRS USD R 3ML/1ML+7.25 04/27/22-23 CME
N/A IRS USD R 3ML/1ML+8.8 09/06/22-24 CME
N/A IRS ZAR 7.25000 06/20/18-5Y CME
N/A OIS INR MIBOR/5.75000 03/16/22-5Y LCH
N/A OIS INR MIBOR/6.25000 03/16/22-10Y LCH
N/A OIS INR MIBOR/6.25000 09/21/22-1Y LCH
N/A OIS INR MIBOR/6.25000 09/21/22-2Y LCH
N/A OIS INR MIBOR/6.25000 09/21/22-2Y LCH
N/A OIS INR MIBOR/6.50000 09/21/22-2Y LCH
N/A OIS INR MIBOR/6.50000 09/21/22-5Y LCH
N/A OIS INR MIBOR/6.75000 09/21/22-2Y LCH
N/A OIS INR MIBOR/6.75000 09/21/22-2Y LCH
N/A OIS INR MIBOR/7.00000 09/21/22-5Y LCH
N/A OIS JPY MUT+5.89/0.00000 06/17/20-5Y LCH
N/A OIS SGD SIBCSORA/1.2500 09/15/21-10Y LCH
N/A OIS SGD SIBCSORA/1.2500 09/15/21-10Y LCH
N/A OIS SGD SIBCSORA/2.50000 09/21/22-5Y LCH
N/A OIS SGD SIBCSORA/2.75000 06/15/22-5Y LCH
N/A OIS SGD SIBCSORA/2.75000 09/21/22-5Y LCH
N/A OIS THB P 2.00000/THORON 09/21/22-2Y BOA
N/A OIS THB P 2.00000/THORON 09/21/22-2Y GST
N/A OIS THB P 2.00000/THORON 09/21/22-2Y NGF
N/A OIS THB P 2.00000/THORON 09/21/22-2Y SCX
N/A OIS THB P 2.00000/THORON 09/21/22-5Y SCX
N/A OIS THB P 2.25000/THORON 09/21/22-5Y SCX
N/A OIS THB P 2.25000/THORON 09/21/22-5Y SCX
N/A OIS USD SOFR/1.00000 12/15/21-5Y CME
N/A OIS USD SOFR/2.20893 07/06/22-2Y* LCH
N/A OIS USD SOFR/2.96466 10/05/22-2Y* LCH
N/A OIS USD SOFR/2.96815 10/05/22-2Y* LCH
N/A RFR CHF SRFXON3/-0.50000 09/15/21-5Y LCH
N/A RFR CHF SRFXON3/0.28250 02/14/22-5Y LCH
N/A RFR CHF SRFXON3/0.29400 02/10/22-5Y LCH
N/A RFR CHF SRFXON3/0.29500 02/17/22-5Y LCH
N/A RFR CHF SRFXON3/0.30000 02/15/22-5Y LCH
N/A RFR CHF SRFXON3/0.36750 06/15/22-5Y LCH
N/A RFR GBP SONIO/0.01000 02/07/22-1Y LCH
N/A RFR GBP SONIO/2.00000 03/15/23-10Y LCH
N/A RFR GBP SONIO/2.00000 03/15/23-30Y LCH
N/A RFR GBP SONIO/2.25000 03/15/23-5Y LCH
N/A RFR GBP SONIO/3.15500 09/27/27-5Y LCH
N/A RFR JPY MUT+5.89/0.0000 03/17/21-10Y LCH
N/A RFR JPY MUT+5.89/0.0350 11/29/19-10Y LCH
N/A RFR JPY MUTKCALM/0.00000 12/15/21-2Y LCH
N/A RFR JPY MUTKCALM/0.00000 12/15/21-5Y LCH
N/A RFR JPY MUTKCALM/0.0500 12/15/21-10Y LCH
N/A RFR JPY MUTKCALM/0.4500 12/15/21-30Y LCH
N/A RFR JPY MUTKCALM/0.8000 06/15/22-30Y LCH
N/A RFR USD SOFR/1.00000 06/15/22-5Y LCH
N/A RFR USD SOFR/1.00000 06/15/22-7Y LCH
N/A RFR USD SOFR/1.25000 12/15/21-7Y LCH
N/A RFR USD SOFR/1.32000 12/21/22-1Y LCH
N/A RFR USD SOFR/1.50000 06/15/22-30Y LCH
N/A RFR USD SOFR/1.61750 02/09/22-7Y LCH
N/A RFR USD SOFR/1.75000 06/15/22-10Y LCH
N/A RFR USD SOFR/1.75000 06/15/22-2Y LCH
N/A RFR USD SOFR/1.75000 06/15/22-30Y LCH
N/A RFR USD SOFR/1.75000 06/15/22-5Y LCH
N/A RFR USD SOFR/1.75000 06/15/22-7Y LCH
N/A RFR USD SOFR/1.85000 04/21/23-1Y LCH
N/A RFR USD SOFR/1.88750 03/22/22-7Y LCH
N/A RFR USD SOFR/1.93600 03/25/22-7Y LCH
N/A RFR USD SOFR/2.11678 07/06/22-2Y* LCH
N/A RFR USD SOFR/2.17500 04/21/22-7Y LCH
N/A RFR USD SOFR/2.72986 09/30/22-7Y* LCH
N/A RFR USD SOFR/2.74966 09/30/22-7Y* LCH
N/A RFR USD SOFR/2.81711 09/30/22-7Y* LCH
N/A RFR USD SOFR/2.81811 09/30/22-7Y* LCH
N/A RFR USD SOFR/2.81856 09/30/22-7Y* LCH
N/A RFR USD SOFR/2.88642 09/30/22-10Y* LCH
N/A RFR USD SOFR/2.96478 10/05/22-4Y* LCH
N/A RFR USD SOFR/3.05000 09/07/22-5Y LCH
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CLP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
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 REVERSE REPO THE BANK OF NOVA REVERSE REPO
N/A AUST 10Y BOND FUT DEC22 XSFE 20221215
N/A AUST 3YR BOND FUT DEC22 XSFE 20221215
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT CLP/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNY/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT HUF/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A BOUGHT RON/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CLP/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
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N/A BARCLAYS BANK PLC SNR SE ICE
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N/A TRS SOFRINDX/IBOXIG INDX 06/20/23 BPS
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N/A ROLLS-ROYCE PLC SNR SE ICE
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N/A 3 MONTH SOFR FUT JUN23 XCME 20230919
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N/A RFR CHF SRFXON3/0.29500 02/17/22-5Y LCH
N/A RFR CHF SRFXON3/0.30000 02/15/22-5Y LCH
N/A RFR CHF SRFXON3/0.36750 06/15/22-5Y LCH
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N/A RFR GBP SONIO/0.50000 09/21/22-5Y LCH
N/A RFR GBP SONIO/0.75000 09/21/22-10Y LCH
N/A RFR GBP SONIO/0.75000 09/21/22-30Y LCH
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N/A RFR JPY MUTKCALM/0.00000 12/15/21-5Y LCH
N/A RFR JPY MUTKCALM/0.0500 12/15/21-10Y LCH
N/A RFR JPY MUTKCALM/0.4500 12/15/21-30Y LCH
N/A RFR USD SOFR/0.50000 06/15/22-2Y CME
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N/A RFR USD SOFR/1.00000 06/15/22-7Y LCH
N/A RFR USD SOFR/1.25000 12/15/21-7Y LCH
N/A RFR USD SOFR/1.43000 07/06/22-2Y* LCH
N/A RFR USD SOFR/1.50000 06/15/22-30Y LCH
N/A RFR USD SOFR/1.61750 02/09/22-7Y LCH
N/A RFR USD SOFR/1.75000 06/15/22-10Y LCH
N/A RFR USD SOFR/1.75000 06/15/22-30Y LCH
N/A RFR USD SOFR/1.75000 06/15/22-5Y LCH
N/A RFR USD SOFR/1.85000 04/21/23-1Y LCH
N/A RFR USD SOFR/1.88750 03/22/22-7Y LCH
N/A RFR USD SOFR/1.93600 03/25/22-7Y LCH
N/A RFR USD SOFR/2.11678 07/06/22-2Y* LCH
N/A RFR USD SOFR/2.17500 04/21/22-7Y LCH
N/A RFR USD SOFR/2.37000 06/21/22-5Y LCH
N/A RFR USD SOFR/2.40000 06/21/22-2Y LCH
N/A RFR USD SOFR/2.88642 09/30/22-10Y* LCH
N/A RFR USD SOFR/2.96478 10/05/22-4Y* LCH
N/A RFR USD SOFR/3.00387 10/05/22-2Y* LCH
N/A RFR USD SOFR/3.00494 09/30/22-10Y* LCH
N/A RFR USD SOFR/3.02628 10/05/22-2Y* LCH
N/A RFR USD SOFR/3.05876 10/05/22-4Y* LCH
N/A RFR USD SOFR/3.48590 10/05/22-2Y* LCH
N/A RFR USD SOFR/3.52695 10/05/22-2Y* LCH
N/A BOUGHT CAD/SOLD USD
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N/A SOLD JPY/BOUGHT USD
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N/A SOLD MXN/BOUGHT USD
N/A G U2C170 SEP22 170 CALL 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 REVERSE REPO MORGAN STANLEY
N/A BOUGHT AUD/SOLD USD
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N/A AUST 10Y BOND FUT SEP22 XSFE 20220915
N/A AUST 3YR BOND FUT SEP22 XSFE 20220915
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N/A BOUGHT MXN/SOLD USD
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N/A SOLD CNH/BOUGHT USD
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N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BARCLAYS BANK PLC SNR SE ICE
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N/A SOLD CAD/BOUGHT USD
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N/A SOLD CHF/BOUGHT USD
N/A SOLD CHF/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 EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
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N/A CAN 10YR BOND FUT SEP22 XMOD 20220920
N/A CDX EM37 ICE
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N/A 317562G00 PIMCO CDSOPT PUT USD 1.2 20220720
N/A CDX IG37 10Y ICE
N/A 317535N81 PIMCO CDSOPT PUT USD 1.4 20220817
N/A 317555G12 PIMCO CDSOPT PUT USD 1.2 20220720
N/A CDX IG38 10Y ICE
N/A CDX IG38 5Y ICE
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N/A SOLD CNH/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
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N/A SOLD PEN/BOUGHT USD
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N/A 31750JPR0 PIMCO FXVAN PUT EUR USD 0.80000000
N/A EURO-OAT FUTURE SEP22 XEUR 20220908
N/A OATU2C170 SEP22 170 CALL FSO
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A DUU2P102 SEP22 102 PUT 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 OEU2C137 SEP22 137 CALL FSO
N/A RXU2C166 SEP22 166 CALL FSO
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N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A EXELON GENERATION COMPANY LLC SNR S* ICE
N/A BOUGHT CNH/SOLD USD
N/A SOLD CNH/BOUGHT USD
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N/A BOUGHT DKK/SOLD USD
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N/A BOUGHT PLN/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 31750JA05 PIMCO FXVAN PUT EUR CHF 1.01500000
N/A 31750JA13 PIMCO FXVAN CALL EUR CHF 1.05000000
N/A 31750JFD2 PIMCO FXVAN PUT EUR USD 0.91500000
N/A 31750JHA6 PIMCO FXVAN PUT EUR USD 0.86000000
N/A 31750JHY4 PIMCO FXVAN PUT EUR USD 0.98000000
N/A EURO-OAT FUTURE JUN22 XEUR 20220608
N/A OATM2C190 JUN22 CALL 190 FSO
N/A GENERAL MOTORS COMPANY SNR S* ICE
N/A DUK2P109.3 MAY22 109.3 PUT 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
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N/A BOUGHT ZAR/SOLD USD
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N/A BOUGHT CNH/SOLD USD
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N/A BOUGHT EUR/SOLD USD
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N/A BOUGHT GBP/SOLD USD
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N/A SOLD AUD/BOUGHT USD
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N/A SOLD AUD/BOUGHT USD
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N/A SOLD CAD/BOUGHT USD
N/A SOLD CHF/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 EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A TRS 3ML/IBOXIG INDX 06/20/22 GST
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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 317523ZS0 PIMCO CDSOPT PUT EUR 1.05 20220518
N/A 317541035 PIMCO CDSOPT PUT EUR 0.9 20220518
N/A 317553WQ4 PIMCO CDSOPT PUT EUR 1.1 20220615
N/A 317557KO3 PIMCO CDSOPT PUT EUR 0.85 20220518
N/A 317564HC9 PIMCO CDSOPT PUT EUR 0.9 20220518
N/A 317567113 PIMCO CDSOPT PUT EUR 1.0 20220615
N/A 3175737M9 PIMCO CDSOPT PUT EUR 1.2 20220615
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 JAPAN GOVT JP BP BPS
N/A SOLD DKK/BOUGHT USD
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N/A SOLD CNH/BOUGHT USD
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N/A BOUGHT DKK/SOLD USD
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N/A SOLD BRL/BOUGHT USD
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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 PLN/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A ROLLS-ROYCE PLC SNR SE ICE
N/A SOLD MXN/BOUGHT USD
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N/A 3 MONTH SOFR FUT JUN23 XCME 20230919
N/A SOFR 1YR MIDCURVE APR22C 98.37 EXP 04/14/2022
N/A SOFR 1YR MIDCURVE APR22P 98.37 EXP 04/14/2022
N/A SOFR 1YR MIDCURVE JUN22C 98.12 EXP 06/10/2022
N/A SOFR 1YR MIDCURVE JUN22P 97.37 EXP 06/10/2022
N/A BOUGHT CLP/SOLD USD
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N/A BOUGHT CNY/SOLD USD
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N/A SOLD CNH/BOUGHT USD
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N/A 317U012O6 PIMCO SWAPTION 1.817 PUT USD 2022040
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N/A 317U743Z7 PIMCO SWAPTION 1.27 PUT USD 20221102
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N/A 317U749I9 PIMCO SWAPTION 2.31 PUT USD 20240111
N/A 317U750I5 PIMCO SWAPTION 2.18 PUT USD 20240111
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N/A 317U774I7 PIMCO SWAPTION 0.65 PUT EUR 20220509
N/A 317U776I5 PIMCO SWAPTION 0.45 CALL EUR 2022050
N/A 317U851I3 PIMCO SWAPTION 0.5 CALL EUR 20220511
N/A 317U852I2 PIMCO SWAPTION 1.0 PUT EUR 20220511
N/A CCPNDFOIS--INR-MIBOR-OIS-COMPOUND-20270316
N/A CCS AUD R US3ML/AUD3MBBSW+29 AZD
N/A CCS AUD R US3ML/AUD3MBBSW+29.75 MYC
N/A CCS AUD R US3ML/AUD3MBBSW+42 CBK
N/A CCS AUD R US3ML/AUD3MBBSW+42.25 GLM
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N/A INF SWAP GB NI 3.74 03/15/21-10Y LCH
N/A IRS AUD 1.75000 03/16/22-5Y LCH
N/A IRS AUD 1.75000 06/16/21-10Y LCH
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N/A IRS CAD 1.25000 06/16/21-10Y LCH
N/A IRS CAD 1.50000 06/17/20-2Y LCH
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N/A IRS CAD 2.06000 10/28/22-1Y (RED) LCH
N/A IRS CNY 2.50000 03/16/22-5Y LCH
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N/A IRS EUR -0.50000 09/21/22-2Y 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 JPY 0.00000 06/17/20-2Y LCH
N/A IRS JPY 0.00000 11/29/19-2Y* LCH
N/A IRS JPY 0.00000 11/29/19-2Y* LCH
N/A IRS MXN 4.87000 07/13/20-5Y* CME
N/A IRS MYR P 3.00000 03/16/22-5Y SCX
N/A IRS MYR P 3.25000 03/16/22-10Y BOA
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N/A IRS USD 0.25000 06/16/21-1Y (WHT) LCH
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 1.00000 12/16/20-5Y LCH
N/A IRS USD 1.25000 12/15/21-5Y CME
N/A IRS USD 1.25000 12/15/21-5Y LCH
N/A IRS USD 1.27000 11/04/22-1Y (RED) LCH
N/A IRS USD 1.50000 12/15/21-7Y CME
N/A IRS USD 1.51800 01/20/22-7Y CME
N/A IRS USD 1.63000 01/20/22-7Y CME
N/A IRS USD R 3ML-1ML+7.25 04-27-22-23 CME
N/A IRS USD R 3ML/1ML+10.2 10/04/22-24 CME
N/A IRS USD R 3ML/1ML+10.5 09/27/22-24 CME
N/A IRS USD R 3ML/1ML+7 03/07/22-24 CME
N/A IRS USD R 3ML/1ML+7 06/12/17-22 CME
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N/A IRS USD R 3ML/1ML+8.8 09/06/22-24 CME
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N/A OIS CHF SRFXON3/0.28250 02/14/22-5Y LCH
N/A OIS CHF SRFXON3/0.29400 02/10/22-5Y LCH
N/A OIS CHF SRFXON3/0.29500 02/17/22-5Y LCH
N/A OIS CHF SRFXON3/0.30000 02/15/22-5Y LCH
N/A OIS CHF SRFXON3/0.36750 06/15/22-5Y LCH
N/A OIS GBP SONIO/0.01000 02/07/22-1Y LCH
N/A OIS GBP SONIO/0.50000 09/21/22-2Y LCH
N/A OIS GBP SONIO/0.50000 09/21/22-5Y LCH
N/A OIS GBP SONIO/0.75000 09/21/22-10Y LCH
N/A OIS GBP SONIO/0.75000 09/21/22-30Y LCH
N/A OIS INR MIBOR/5.75000 03/15/23-1Y LCH
N/A OIS INR MIBOR/6.25000 03/16/22-10Y LCH
N/A OIS JPY MUT+5.89/0.0000 03/17/21-10Y LCH
N/A OIS JPY MUT+5.89/0.0000 11/29/19-2Y* LCH
N/A OIS JPY MUT+5.89/0.0000 11/29/19-2Y* LCH
N/A OIS JPY MUT+5.89/0.00000 06/17/20-2Y LCH
N/A OIS JPY MUT+5.89/0.00000 06/17/20-5Y LCH
N/A OIS JPY MUT+5.89/0.0350 11/29/19-10Y LCH
N/A OIS JPY MUT+5.89/0.3300 11/29/19-30Y LCH
N/A OIS JPY MUTKCALM/0.0000 08/17/21-10Y LCH
N/A OIS JPY MUTKCALM/0.00000 03/16/22-2Y LCH
N/A OIS JPY MUTKCALM/0.00000 12/15/21-2Y LCH
N/A OIS JPY MUTKCALM/0.00000 12/15/21-5Y LCH
N/A OIS JPY MUTKCALM/0.0500 12/15/21-10Y LCH
N/A OIS JPY MUTKCALM/0.4000 12/15/21-30Y LCH
N/A OIS SGD SIBCSORA/1.2500 09/15/21-10Y LCH
N/A OIS SGD SIBCSORA/1.2500 09/15/21-10Y LCH
N/A OIS SGD SIBCSORA/1.25000 03/16/22-2Y LCH
N/A OIS USD SOFR/0.50000 06/15/22-2Y CME
N/A OIS USD SOFR/1.00000 06/15/22-5Y LCH
N/A OIS USD SOFR/1.00000 06/15/22-7Y LCH
N/A OIS USD SOFR/1.00000 12/15/21-5Y CME
N/A OIS USD SOFR/1.25000 06/15/22-10Y LCH
N/A OIS USD SOFR/1.25000 12/15/21-7Y LCH
N/A OIS USD SOFR/1.32000 12/21/22-1Y LCH
N/A OIS USD SOFR/1.43000 07/06/22-2Y* LCH
N/A OIS USD SOFR/1.48827 03/31/22-9Y* LCH
N/A OIS USD SOFR/1.50000 06/15/22-30Y LCH
N/A OIS USD SOFR/1.57300 02/28/22-5Y LCH
N/A OIS USD SOFR/1.61750 02/09/22-7Y LCH
N/A OIS USD SOFR/1.69500 06/30/22-9Y* LCH
N/A OIS USD SOFR/1.75000 02/28/22-10Y LCH
N/A OIS USD SOFR/1.75000 06/15/22-10Y LCH
N/A OIS USD SOFR/1.75000 06/15/22-5Y LCH
N/A OIS USD SOFR/1.88750 03/22/22-7Y LCH
N/A OIS USD SOFR/1.93600 03/25/22-7Y LCH
N/A OIS USD SOFR/2.11678 07/06/22-2Y* LCH
N/A OIS USD SOFR/2.20893 07/06/22-2Y* LCH
N/A TESCO PLC SNR SE ICE
N/A BOUGHT AUD/SOLD USD
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N/A OIS GBP SONIO/0.50000 03/16/22-5Y LCH
N/A OIS GBP SONIO/0.75000 03/16/22-10Y LCH
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N/A OIS JPY MUT+5.89/0.00000 06/17/20-2Y LCH
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N/A OIS JPY MUT+5.89/0.0350 11/29/19-10Y LCH
N/A OIS JPY MUT+5.89/0.3300 11/29/19-30Y LCH
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N/A OIS JPY MUTKCALM/0.00000 12/15/21-2Y LCH
N/A OIS JPY MUTKCALM/0.00000 12/15/21-5Y LCH
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N/A ZCS BRL 2.8594 12/23/20-01/03/22 CME
N/A ZCS BRL 2.86 01/05/21-01/03/22 CME
N/A ZCS BRL 2.87 12/29/20-01/03/22 CME
N/A ZCS BRL 2.8705 12/28/20-01/03/22 CME
N/A ZCS BRL 3.3 11/06/20-01/03/22 CME
N/A ZCS BRL 3.345 01/22/21-01/03/22 CME
N/A ZCS BRL 3.35 01/21/21-01/03/22 CME
N/A ZCS BRL 3.36 10/07/20-01/03/22 CME
N/A ZCS BRL 3.7 02/26/21-01/03/22 CME
N/A ZCS BRL 7.19703 09/30/21-01/03/22 CME
N/A ZCS BRL 7.1975 10/01/21-01/03/22 CME
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N/A 317514EE3 OTC ECAL FN 2.0 100.484375
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N/A CAN 10YR BOND FUT MAR22 XMOD 20220322
N/A 3175ES290 PIMCO CDSOPT PUT USD 102.0 20220119
N/A CDX HY36 5Y ICE
N/A 317533RY5 PIMCO CDSOPT PUT USD 101.0 20220119
N/A CDX IG35 5Y ICE
N/A 3175XZ012 PIMCO CDSOPT PUT USD 0.75 20220119
N/A 317537IP5 PIMCO CDSOPT PUT USD 0.8 20220119
N/A 317554NE9 PIMCO CDSOPT PUT USD 0.8 20220216
N/A 317555DI8 PIMCO CDSOPT PUT USD 0.8 20220119
N/A 317561KN7 PIMCO CDSOPT PUT USD 1.0 20220316
N/A 317562379 PIMCO CDSOPT PUT USD 1.0 20220316
N/A CDX IG37 10Y ICE
N/A CDX IG37 5Y ICE
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PLN/SOLD USD
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N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A 3175ER730 PIMCO CDSOPT PUT USD 0.9 20211117
N/A 3175ER789 PIMCO CDSOPT PUT USD 0.8 20211117
N/A 3175ER961 PIMCO CDSOPT PUT USD 0.75 20211117
N/A 3175ES035 PIMCO CDSOPT PUT USD 0.8 20211215
N/A 3175ES043 PIMCO CDSOPT PUT USD 0.75 20211215
N/A 3175ES217 PIMCO CDSOPT PUT USD 0.8 20211215
N/A 3175JJ634 PIMCO CDSOPT PUT USD 0.75 20211215
N/A 3175JM249 PIMCO CDSOPT PUT USD 0.7 20211020
N/A 3175SR503 PIMCO CDSOPT PUT USD 0.75 20211117
N/A CDX IG36 10Y ICE
N/A CDX IG37 5Y ICE
N/A BOUGHT AUD/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 GBP/SOLD USD
N/A BOUGHT HUF/SOLD USD
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N/A BOUGHT HUF/SOLD USD
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N/A SOLD CNH/BOUGHT USD
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N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
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N/A SOLD PEN/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT MYR/SOLD USD
N/A SOLD MYR/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A 90DAY EUR FUTR MAR22 XCME 20220314
N/A 31750ILP0 PIMCO FXVAN PUT EUR CHF 1.07000000
N/A 31750ILQ8 PIMCO FXVAN CALL EUR CHF 1.09750000
N/A 31750ILR6 PIMCO FXVAN CALL EUR CHF 1.10000000
N/A 31750ILS4 PIMCO FXVAN PUT EUR CHF 1.06700000
N/A 31750IM46 PIMCO FXVAN PUT EUR CHF 1.07000000
N/A 31750IM53 PIMCO FXVAN CALL EUR CHF 1.10000000
N/A 31750IMT1 PIMCO FXVAN PUT EUR CHF 1.07000000
N/A 31750IMU8 PIMCO FXVAN CALL EUR CHF 1.10000000
N/A EURO-OAT FUTURE DEC21 XEUR 20211208
N/A OATZ1C192 DEC21 192 CALL FSO
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 RXX1C174 NOV21 174 CALL FSO
N/A RXZ1C182.5 DEC21 182.5 CALL FSO
N/A BOUGHT IDR/SOLD USD
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N/A BOUGHT RUB/SOLD USD
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N/A SOLD CAD/BOUGHT USD
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N/A BOUGHT AUD/SOLD USD
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N/A BOUGHT COP/SOLD USD
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N/A SOLD ILS/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A TRS 3ML/IBOXIG INDX 12/20/21 GST
N/A 3175FL955 INT FLR US OCT22 0.0000001 CALL
N/A 3175FL997 INT FLR US OCT22 0.0000001 CALL
N/A EURO-BTP FUTURE DEC21 XEUR 20211208
N/A 3175769D0 PIMCO CDSOPT PUT EUR 3.5 20211215
N/A 3175229Z5 PIMCO CDSOPT PUT EUR 0.8 20211117
N/A 317556546 PIMCO CDSOPT PUT EUR 0.7 20211215
N/A 3175669Z2 PIMCO CDSOPT PUT EUR 0.75 20211117
N/A 3175759D2 PIMCO CDSOPT PUT EUR 0.8 20211117
N/A 3175769E8 PIMCO CDSOPT PUT EUR 0.7 20211117
N/A 3175883K5 PIMCO CDSOPT PUT EUR 0.8 20211117
N/A 3175899J0 PIMCO CDSOPT PUT EUR 0.7 20211215
N/A 3175F54A4 PIMCO CDSOPT PUT EUR 0.85 20211020
N/A SOLD SGD/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A BOUGHT CZK/SOLD USD
N/A BOUGHT CZK/SOLD USD
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N/A BOUGHT CNY/SOLD USD
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N/A SOLD DKK/BOUGHT USD
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N/A SOLD NZD/BOUGHT USD
N/A SOLD SEK/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A ROLLS-ROYCE PLC SNR SE ICE
N/A BOUGHT HUF/SOLD USD
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N/A BOUGHT CNY/SOLD USD
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N/A BOUGHT CLP/SOLD USD
N/A SOLD CHF/BOUGHT USD
N/A 317U066V5 IRO USD 3Y P 2.02 DEC21 2.02 PUT
N/A 317U194Y4 PIMCO SWAPTION 0.004 PUT EUR 2022012
N/A 317U263Y0 PIMCO SWAPTION 0.004 PUT EUR 2022012
N/A 317U549X8 PIMCO SWAPTION 0.0001 CALL GBP 20220
N/A 317U550X4 PIMCO SWAPTION 0.0001 PUT GBP 202202
N/A 317U578X2 PIMCO SWAPTION 0.0001 CALL GBP 20220
N/A 317U579X1 PIMCO SWAPTION 0.0001 PUT GBP 202202
N/A 317U586X2 PIMCO SWAPTION 0.0001 PUT GBP 202202
N/A 317U587X1 PIMCO SWAPTION 0.0001 CALL GBP 20220
N/A 317U607X7 PIMCO SWAPTION 0.0232 PUT USD 202201
N/A CCS AUD R US3ML/AUD3MBBSW+29 AZD
N/A CCS AUD R US3ML/AUD3MBBSW+29.75 MYC
N/A CCS AUD R US3ML/AUD3MBBSW+42 CBK
N/A CCS AUD R US3ML/AUD3MBBSW+42.25 GLM
N/A INF SWAP GB NI 2.9997 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.2171 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.3967 11/15/20-10Y LCH
N/A INF SWAP GB NI 3.7 04/15/21-10Y LCH
N/A INF SWAP GB NI 3.74 03/15/21-10Y LCH
N/A IRS AUD 1.75000 06/16/21-10Y LCH
N/A IRS CAD 1.00000 06/16/21-5Y LCH
N/A IRS CAD 1.25000 06/16/21-10Y LCH
N/A IRS CHF 0.05000 03/16/16-10Y CME
N/A IRS EUR -0.25000 03/16/22-5Y LCH
N/A IRS EUR -0.50000 03/16/22-2Y LCH
N/A IRS EUR 0.19000 01/27/22-10Y LCH
N/A IRS EUR 0.20500 01/27/22-10Y LCH
N/A IRS EUR 0.25000 03/16/22-10Y LCH
N/A IRS EUR 0.50000 03/16/22-30Y LCH
N/A IRS EUR 0.50000 09/21/22-30Y LCH
N/A IRS JPY 0.00000 03/17/21-10Y LCH
N/A IRS JPY 0.00000 06/17/20-5Y LCH
N/A IRS JPY 0.03500 11/29/19-10Y LCH
N/A IRS JPY 0.33000 11/29/19-30Y LCH
N/A IRS MXN 4.87000 07/13/20-5Y* CME
N/A IRS NOK 1.50000 03/10/21-5Y LCH
N/A IRS NOK 1.90000 03/10/21-10Y LCH
N/A IRS USD 0.25000 06/16/21-1Y (WHT) LCH
N/A IRS USD 0.25000 06/16/21-2Y CME
N/A IRS USD 0.40000 03/30/21-5Y LCH
N/A IRS USD 0.50000 06/16/21-5Y CME
N/A IRS USD 0.50000 06/16/21-5Y LCH
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 0.75000 06/16/21-10Y CME
N/A IRS USD 0.75000 06/16/21-10Y LCH
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 1.25000 12/15/21-5Y CME
N/A IRS USD 1.25000 12/15/21-5Y LCH
N/A IRS USD 1.37000 07/19/21-10Y CME
N/A IRS USD 1.40000 07/19/21-10Y CME
N/A IRS USD 1.44800 08/10/21-10Y CME
N/A IRS USD 1.46000 02/02/21-30Y CME
N/A IRS USD 1.50000 12/15/21-7Y CME
N/A IRS USD 1.62000 01/27/22-30Y LCH
N/A IRS USD 1.72000 10/15/21-10Y CME
N/A IRS USD 1.75000 12/15/21-10Y CME
N/A IRS USD 1.95000 10/04/21-10Y LCH
N/A IRS USD 1.96800 06/23/21-30Y CME
N/A IRS USD 2.00000 12/15/21-30Y CME
N/A IRS USD 2.09000 12/23/21-30Y LCH
N/A IRS USD 2.50000 12/18/19-2Y LCH
N/A IRS USD R 3ML-1ML+7.25 04-27-22-23 CME
N/A IRS USD R 3ML/1ML+10.2 10/04/22-24 CME
N/A IRS USD R 3ML/1ML+10.5 09/27/22-24 CME
N/A IRS USD R 3ML/1ML+7 03/07/22-24 CME
N/A IRS USD R 3ML/1ML+7 06/12/17-22 CME
N/A IRS USD R 3ML/1ML+8.375 04/26/21-22 CME
N/A IRS USD R 3ML/1ML+8.375 06/12/17-22 CME
N/A IRS USD R 3ML/1ML+8.5 06/19/17-22 CME
N/A IRS USD R 3ML/1ML+8.8 09/06/22-24 CME
N/A IRS USD R 3ML/1ML+9.125 03/18/21-22 CME
N/A OIS CHF SRFXON3/-0.50000 09/15/21-5Y LCH
N/A OIS GBP SONIO/0.01000 02/07/22-1Y LCH
N/A OIS GBP SONIO/0.25000 03/16/22-2Y LCH
N/A OIS GBP SONIO/0.50000 03/16/22-5Y LCH
N/A OIS GBP SONIO/0.75000 03/16/22-10Y LCH
N/A OIS GBP SONIO/0.75000 03/16/22-30Y LCH
N/A OIS JPY MUTKCALM/0.0000 08/17/21-10Y LCH
N/A OIS JPY MUTKCALM/0.00000 12/15/21-2Y LCH
N/A OIS JPY MUTKCALM/0.4000 12/15/21-30Y LCH
N/A OIS SGD SIBCSORA/1.2500 09/15/21-10Y LCH
N/A OIS SGD SIBCSORA/1.2500 09/15/21-10Y LCH
N/A OIS SGD SIBCSORA/1.5000 12/15/21-10Y LCH
N/A ZCS BRL 2.85 12/30/20-01/03/22 CME
N/A ZCS BRL 2.8594 12/23/20-01/03/22 CME
N/A ZCS BRL 2.86 01/05/21-01/03/22 CME
N/A ZCS BRL 2.87 12/29/20-01/03/22 CME
N/A ZCS BRL 2.8705 12/28/20-01/03/22 CME
N/A ZCS BRL 3.3 11/06/20-01/03/22 CME
N/A ZCS BRL 3.345 01/22/21-01/03/22 CME
N/A ZCS BRL 3.35 01/21/21-01/03/22 CME
N/A ZCS BRL 3.36 10/07/20-01/03/22 CME
N/A ZCS BRL 3.7 02/26/21-01/03/22 CME
N/A BOUGHT AUD/SOLD USD
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N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD MXN/BOUGHT USD
N/A 31750I693 PIMCO FXVAN CALL USD CAD 1.26500000
N/A 31750ISK4 PIMCO FXVAN CALL USD CAD 1.48000000
N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221
N/A US 10YR ULTRA FUT DEC21 XCBT 20211221
N/A US 5YR NOTE (CBT) DEC21 XCBT 20211231
N/A FIXED INC CLEARING CORP.REPO
N/A PARIBAS REVERSE REPO EUR ZCP
N/A PARIBAS REVERSE REPO EUR ZCP
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A AUST 10Y BOND FUT DEC21 XSFE 20211215
N/A AUST 3YR BOND FUT DEC21 XSFE 20211215
N/A BOUGHT CHF/SOLD USD
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N/A BOUGHT CZK/SOLD USD
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N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD IDR/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A 3175JM256 PIMCO CDSOPT PUT USD 103.0 20211020
N/A CDX HY36 5Y ICE
N/A CDX IG36 10Y ICE
N/A CDX IG37 5Y ICE
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT DKK/SOLD USD
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N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
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N/A SOLD GBP/BOUGHT USD
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N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
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N/A SOLD PEN/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
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N/A SOLD MYR/BOUGHT USD
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N/A 90DAY EUR FUTR MAR22 XCME 20220314
N/A 31750ILP0 PIMCO FXVAN PUT EUR CHF 1.07000000
N/A 31750ILQ8 PIMCO FXVAN CALL EUR CHF 1.09750000
N/A 31750ILR6 PIMCO FXVAN CALL EUR CHF 1.10000000
N/A 31750ILS4 PIMCO FXVAN PUT EUR CHF 1.06700000
N/A 31750IM46 PIMCO FXVAN PUT EUR CHF 1.07000000
N/A 31750IM53 PIMCO FXVAN CALL EUR CHF 1.10000000
N/A 31750IMT1 PIMCO FXVAN PUT EUR CHF 1.07000000
N/A 31750IMU8 PIMCO FXVAN CALL EUR CHF 1.10000000
N/A BOUGHT IDR/SOLD USD
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N/A SOLD EUR/BOUGHT USD
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N/A BOUGHT COP/SOLD USD
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N/A SOLD AUD/BOUGHT USD
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N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A TRS 3ML/IBOXIG INDX 12/20/21 GST
N/A 3175FL955 INT FLR US OCT22 0.0000001 CALL
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N/A ROLLS-ROYCE PLC SNR SE ICE
N/A BOUGHT HUF/SOLD USD
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N/A 317U194Y4 PIMCO SWAPTION 0.004 PUT EUR 2022012
N/A 317U263Y0 PIMCO SWAPTION 0.004 PUT EUR 2022012
N/A 317U549X8 PIMCO SWAPTION 0.0001 CALL GBP 20220
N/A 317U550X4 PIMCO SWAPTION 0.0001 PUT GBP 202202
N/A 317U578X2 PIMCO SWAPTION 0.0001 CALL GBP 20220
N/A 317U579X1 PIMCO SWAPTION 0.0001 PUT GBP 202202
N/A 317U586X2 PIMCO SWAPTION 0.0001 PUT GBP 202202
N/A 317U587X1 PIMCO SWAPTION 0.0001 CALL GBP 20220
N/A 317U607X7 PIMCO SWAPTION 0.0232 PUT USD 202201
N/A CCS AUD R US3ML/AUD3MBBSW+29 AZD
N/A CCS AUD R US3ML/AUD3MBBSW+29.75 MYC
N/A CCS AUD R US3ML/AUD3MBBSW+42 CBK
N/A CCS AUD R US3ML/AUD3MBBSW+42.25 GLM
N/A INF SWAP GB NI 2.9997 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.2171 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.3967 11/15/20-10Y LCH
N/A INF SWAP GB NI 3.7 04/15/21-10Y LCH
N/A INF SWAP GB NI 3.74 03/15/21-10Y LCH
N/A IRS AUD 1.75000 06/16/21-10Y LCH
N/A IRS CAD 1.00000 06/16/21-5Y LCH
N/A IRS CAD 1.25000 06/16/21-10Y LCH
N/A IRS CHF 0.05000 03/16/16-10Y CME
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N/A IRS EUR -0.50000 03/16/22-2Y LCH
N/A IRS EUR 0.19000 01/27/22-10Y LCH
N/A IRS EUR 0.20500 01/27/22-10Y LCH
N/A IRS EUR 0.25000 03/16/22-10Y LCH
N/A IRS EUR 0.50000 03/16/22-30Y LCH
N/A IRS EUR 0.50000 09/21/22-30Y LCH
N/A IRS JPY 0.00000 03/17/21-10Y LCH
N/A IRS JPY 0.00000 06/17/20-5Y LCH
N/A IRS MXN 4.87000 07/13/20-5Y* CME
N/A IRS NOK 1.50000 03/10/21-5Y LCH
N/A IRS NOK 1.90000 03/10/21-10Y LCH
N/A IRS USD 0.25000 06/16/21-1Y (WHT) LCH
N/A IRS USD 0.25000 06/16/21-2Y CME
N/A IRS USD 0.40000 03/30/21-5Y LCH
N/A IRS USD 0.50000 06/16/21-5Y CME
N/A IRS USD 0.50000 06/16/21-5Y LCH
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 0.75000 06/16/21-10Y CME
N/A IRS USD 0.75000 06/16/21-10Y LCH
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 1.25000 12/15/21-5Y CME
N/A IRS USD 1.25000 12/15/21-5Y LCH
N/A IRS USD 1.37000 07/19/21-10Y CME
N/A IRS USD 1.40000 07/19/21-10Y CME
N/A IRS USD 1.44800 08/10/21-10Y CME
N/A IRS USD 1.46000 02/02/21-30Y CME
N/A IRS USD 1.50000 12/15/21-7Y CME
N/A IRS USD 1.62000 01/27/22-30Y LCH
N/A IRS USD 1.72000 10/15/21-10Y CME
N/A IRS USD 1.75000 12/15/21-10Y CME
N/A IRS USD 1.95000 10/04/21-10Y LCH
N/A IRS USD 1.96800 06/23/21-30Y CME
N/A IRS USD 2.00000 12/15/21-30Y CME
N/A IRS USD 2.09000 12/23/21-30Y LCH
N/A IRS USD R 3ML-1ML+7.25 04-27-22-23 CME
N/A IRS USD R 3ML/1ML+10.2 10/04/22-24 CME
N/A IRS USD R 3ML/1ML+10.5 09/27/22-24 CME
N/A IRS USD R 3ML/1ML+7 03/07/22-24 CME
N/A IRS USD R 3ML/1ML+7 06/12/17-22 CME
N/A IRS USD R 3ML/1ML+8.375 04/26/21-22 CME
N/A IRS USD R 3ML/1ML+8.375 06/12/17-22 CME
N/A IRS USD R 3ML/1ML+8.5 06/19/17-22 CME
N/A IRS USD R 3ML/1ML+8.8 09/06/22-24 CME
N/A IRS USD R 3ML/1ML+9.125 03/18/21-22 CME
N/A OIS CHF SRFXON3/-0.50000 09/15/21-5Y LCH
N/A OIS GBP SONIO/0.01000 02/07/22-1Y LCH
N/A OIS GBP SONIO/0.25000 03/16/22-2Y LCH
N/A OIS GBP SONIO/0.50000 03/16/22-5Y LCH
N/A OIS GBP SONIO/0.75000 03/16/22-10Y LCH
N/A OIS GBP SONIO/0.75000 03/16/22-30Y LCH
N/A OIS JPY MUTKCALM/0.0000 08/17/21-10Y LCH
N/A OIS JPY MUTKCALM/0.00000 12/15/21-2Y LCH
N/A OIS JPY MUTKCALM/0.4000 12/15/21-30Y LCH
N/A OIS SGD SIBCSORA/1.2500 09/15/21-10Y LCH
N/A OIS SGD SIBCSORA/1.2500 09/15/21-10Y LCH
N/A OIS SGD SIBCSORA/1.5000 12/15/21-10Y LCH
N/A ZCS BRL 2.85 12/30/20-01/03/22 CME
N/A ZCS BRL 2.8594 12/23/20-01/03/22 CME
N/A ZCS BRL 2.86 01/05/21-01/03/22 CME
N/A ZCS BRL 2.87 12/29/20-01/03/22 CME
N/A ZCS BRL 2.8705 12/28/20-01/03/22 CME
N/A ZCS BRL 3.3 11/06/20-01/03/22 CME
N/A ZCS BRL 3.345 01/22/21-01/03/22 CME
N/A ZCS BRL 3.35 01/21/21-01/03/22 CME
N/A ZCS BRL 3.36 10/07/20-01/03/22 CME
N/A ZCS BRL 3.7 02/26/21-01/03/22 CME
N/A BOUGHT AUD/SOLD USD
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N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD MXN/BOUGHT USD
N/A 31750I693 PIMCO FXVAN CALL USD CAD 1.26500000
N/A 31750ISK4 PIMCO FXVAN CALL USD CAD 1.48000000
N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221
N/A US 10YR ULTRA FUT DEC21 XCBT 20211221
N/A US 5YR NOTE (CBT) DEC21 XCBT 20211231
N/A FIXED INC CLEARING CORP.REPO
N/A PARIBAS REVERSE REPO EUR ZCP
N/A PARIBAS REVERSE REPO EUR ZCP
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A AUST 10Y BOND FUT DEC21 XSFE 20211215
N/A AUST 3YR BOND FUT DEC21 XSFE 20211215
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N/A SOLD GBP/BOUGHT USD
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N/A CDX HY36 5Y ICE
N/A 90DAY EUR FUTR MAR22 XCME 20220314
N/A EURO-OAT FUTURE SEP21 XEUR 20210908
N/A EURO-BUND FUTURE SEP21 XEUR 20210908
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N/A EURO-SCHATZ FUT SEP21 EUCH 20210908
N/A BOUGHT CAD/SOLD USD
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N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
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N/A SOLD CAD/BOUGHT USD
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N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
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N/A SOLD CNH/BOUGHT USD
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N/A TRS 3ML/IBOXIG INDX 12/20/21 GST
N/A 3175FL955 INT FLR US OCT22 0.0000001 CALL
N/A 3175FL997 INT FLR US OCT22 0.0000001 CALL
N/A EURO-BTP FUTURE SEP21 XEUR 20210908
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 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 3175759D2 PIMCO CDSOPT PUT EUR 0.8 20211117
N/A 3175849P7 PIMCO CDSOPT PUT EUR 0.7 20210721
N/A 3175883K5 PIMCO CDSOPT PUT EUR 0.8 20211117
N/A 3175983C2 PIMCO CDSOPT PUT EUR 0.8 20211020
N/A 3175DB983 PIMCO CDSOPT PUT EUR 0.8 20210915
N/A 3175F54A4 PIMCO CDSOPT PUT EUR 0.85 20211020
N/A SOLD DKK/BOUGHT USD
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N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
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N/A ROLLS-ROYCE PLC SNR SE ICE
N/A BOUGHT CAD/SOLD USD
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N/A BOUGHT RUB/SOLD USD
N/A SOLD DKK/BOUGHT USD
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N/A 317U057U8 IRO USD 3Y P 1.880 SEP21 1.88 PUT
N/A 317U059Y8 PIMCO SWAPTION 0.0195 PUT USD 202109
N/A 317U061Y4 PIMCO SWAPTION 0.0245 PUT USD 202109
N/A 317U160Y4 PIMCO SWAPTION 0.018 PUT USD 2021071
N/A 317U161Y3 PIMCO SWAPTION 0.016 PUT USD 2021071
N/A 317U162Y2 PIMCO SWAPTION 0.014 CALL USD 202107
N/A 317U194Y4 PIMCO SWAPTION 0.004 PUT EUR 2022012
N/A 317U263Y0 PIMCO SWAPTION 0.004 PUT EUR 2022012
N/A 317U354Y0 PIMCO SWAPTION 0.01648 PUT USD 20210
N/A 317U355Y9 PIMCO SWAPTION 0.01848 PUT USD 20210
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N/A 317U434X6 PIMCO SWAPTION 0.0232 PUT USD 202201
N/A 317U549X8 PIMCO SWAPTION 0.0001 CALL GBP 20220
N/A 317U550X4 PIMCO SWAPTION 0.0001 PUT GBP 202202
N/A 317U578X2 PIMCO SWAPTION 0.0001 CALL GBP 20220
N/A 317U579X1 PIMCO SWAPTION 0.0001 PUT GBP 202202
N/A 317U586X2 PIMCO SWAPTION 0.0001 PUT GBP 202202
N/A 317U587X1 PIMCO SWAPTION 0.0001 CALL GBP 20220
N/A 317U607T6 IRO USD 3Y P 1.44800 AUG21 1.448 PUT
N/A 317U607X7 PIMCO SWAPTION 0.0232 PUT USD 202201
N/A 317U628Y0 PIMCO SWAPTION 0.0167 PUT USD 202107
N/A 317U629Y9 PIMCO SWAPTION 0.0137 CALL USD 20210
N/A 317U642T3 IRO USD 3Y P 1.39900 AUG21 1.399 PUT
N/A CCPBASISSWAP--USD-FEDERAL FUNDS-H.15-20240307
N/A CCPBASISSWAP--USD-LIBOR-BBA-20220426
N/A CCS AUD R US3ML/AUD3MBBSW+29 AZD
N/A CCS AUD R US3ML/AUD3MBBSW+29.75 MYC
N/A CCS AUD R US3ML/AUD3MBBSW+42 CBK
N/A CCS AUD R US3ML/AUD3MBBSW+42.25 GLM
N/A INF SWAP GB NI 2.9997 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.2171 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.3967 11/15/20-10Y LCH
N/A INF SWAP GB NI 3.7 04/15/21-10Y LCH
N/A INF SWAP GB NI 3.74 03/15/21-10Y LCH
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N/A IRS CAD 1.00000 06/16/21-5Y LCH
N/A IRS CAD 1.25000 06/16/21-10Y LCH
N/A IRS CAD 2.56485 03/07/19-30Y LCH
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N/A IRS CHF 0.05000 03/16/16-10Y CME
N/A IRS EUR -0.25000 09/15/21-5Y LCH
N/A IRS EUR -0.50000 09/15/21-2Y LCH
N/A IRS EUR 0.00000 09/15/21-10Y LCH
N/A IRS EUR 0.19000 01/27/22-10Y LCH
N/A IRS EUR 0.20500 01/27/22-10Y LCH
N/A IRS EUR 0.50000 09/15/21-30Y LCH
N/A IRS JPY 0.00000 03/17/21-10Y LCH
N/A IRS JPY 0.00000 06/17/20-5Y LCH
N/A IRS JPY 0.40000 06/19/19-20Y LCH
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N/A IRS NOK 1.50000 03/10/21-5Y LCH
N/A IRS NOK 1.90000 03/10/21-10Y LCH
N/A IRS USD 0.25000 06/16/21-1Y (WHT) LCH
N/A IRS USD 0.25000 06/16/21-2Y CME
N/A IRS USD 0.40000 03/30/21-5Y LCH
N/A IRS USD 0.50000 06/16/21-5Y CME
N/A IRS USD 0.50000 06/16/21-5Y LCH
N/A IRS USD 0.50000 06/16/21-7Y CME
N/A IRS USD 0.75000 06/16/21-10Y CME
N/A IRS USD 0.75000 06/16/21-10Y LCH
N/A IRS USD 1.25000 06/16/21-30Y CME
N/A IRS USD 1.46000 02/02/21-30Y CME
N/A IRS USD 1.62000 01/27/22-30Y LCH
N/A IRS USD 1.72000 10/15/21-10Y CME
N/A IRS USD 1.76000 08/25/21-30Y LCH
N/A IRS USD 1.95000 08/31/21-30Y LCH
N/A IRS USD 1.95000 10/04/21-10Y LCH
N/A IRS USD 1.96800 06/23/21-30Y CME
N/A IRS USD 1.99000 08/31/21-30Y LCH
N/A IRS USD 2.01000 09/17/21-30Y CME
N/A IRS USD 2.09000 12/23/21-30Y LCH
N/A IRS USD R 3ML-1ML+10.2 10-04-22-24 CME
N/A IRS USD R 3ML-1ML+10.5 09-27-22-24 CME
N/A IRS USD R 3ML-1ML+7 06-12-17-22 CME
N/A IRS USD R 3ML-1ML+7.25 04-27-22-23 CME
N/A IRS USD R 3ML-1ML+8.375 06-12-17-22 CME
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N/A OIS GBP SONIO/0.50000 09/15/21-5Y LCH
N/A OIS GBP SONIO/0.75000 09/15/21-10Y LCH
N/A OIS GBP SONIO/0.75000 09/15/21-30Y LCH
N/A OIS JPY MUTKCALM/0.00000 12/15/21-2Y LCH
N/A ZCS BRL 2.85 12/30/20-01/03/22 CME
N/A ZCS BRL 2.8594 12/23/20-01/03/22 CME
N/A ZCS BRL 2.86 01/05/21-01/03/22 CME
N/A ZCS BRL 2.87 12/29/20-01/03/22 CME
N/A ZCS BRL 2.8705 12/28/20-01/03/22 CME
N/A ZCS BRL 3.3 11/06/20-01/03/22 CME
N/A ZCS BRL 3.345 01/22/21-01/03/22 CME
N/A ZCS BRL 3.35 01/21/21-01/03/22 CME
N/A ZCS BRL 3.36 10/07/20-01/03/22 CME
N/A ZCS BRL 3.7 02/26/21-01/03/22 CME
N/A BOUGHT CAD/SOLD USD
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N/A 31750I693 PIMCO FXVAN CALL USD CAD 1.26500000
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N/A US ULTRA BOND CBT SEP21 XCBT 20210921
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
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N/A AUST 10Y BOND FUT SEP21 XSFE 20210915
N/A AUST 3YR BOND FUT SEP21 XSFE 20210915
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N/A BOUGHT RUB/SOLD USD
N/A SOLD DKK/BOUGHT USD
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N/A BOUGHT SEK/SOLD USD
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N/A BOUGHT JPY/SOLD USD
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N/A BOUGHT KRW/SOLD USD
N/A BOUGHT MYR/SOLD USD
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N/A ZCS BRL 2.87 12/29/20-01/03/22 CME
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N/A ZCS BRL 3.3 11/06/20-01/03/22 CME
N/A ZCS BRL 3.345 01/22/21-01/03/22 CME
N/A ZCS BRL 3.35 01/21/21-01/03/22 CME
N/A ZCS BRL 3.36 10/07/20-01/03/22 CME
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N/A SOLD CNH/BOUGHT USD
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N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CLP/SOLD USD
N/A BOUGHT CLP/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNY/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A TRS 3ML/IBOXIG INDX 03/22/21 BOA
N/A TRS 3ML/IBOXIG INDX 03/22/21 GST
N/A TRS 3ML/IBOXIG INDX 03/22/21 JPM
N/A 3175FL955 INT FLR US OCT22 0.0000001 CALL
N/A 3175FL997 INT FLR US OCT22 0.0000001 CALL
N/A EURO-BTP FUTURE MAR21 XEUR 20210308
N/A 3175129F0 ITRAXX.O C0.425 FEB21 0.425 CALL
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 3175339Y5 ITRAXX.O P0.80 FEB21 0.80 PUT
N/A 3175459D5 PIMCO CDSOPT PUT EUR 0.75 20210421
N/A 3175459E3 ITRAXX.O EU34 5Y V1 APR21 0.8 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 31754A9F9 ITRAXX.O C0.425 FEB21 0.425 CALL
N/A 31755FA65 ITRAXX.O C0.425 MAR21 0.425 CALL
N/A 317561GG7 ITRAXX.O P0.80 MAR21 0.80 PUT
N/A 3175646G2 ITRAXX.O P0.85 EU34 MAR21 0.85 PUT
N/A 3175659G6 ITRAXX.O C0.40 MAR21 0.40 CALL
N/A 317567220 PIMCO CDSOPT CALL EUR 0.375 20210421
N/A 3175819A6 ITRAXX.O P0.7 EU34 MAR21 0.7 PUT
N/A 3175KAFK3 ITRAXX.O P0.80 FEB21 0.80 PUT
N/A 3175PPGG3 ITRAXX.O C0.425 MAR21 0.425 CALL
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT ILS/SOLD USD
N/A BOUGHT ILS/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNY/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT KRW/SOLD USD
N/A SOLD IDR/BOUGHT USD
N/A BOUGHT CHF/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 NOK/SOLD USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD NOK/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD MYR/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD SEK/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A 317U058U7 IRO USD 30Y P 2.1750 SEP21 2.175 PUT
N/A 317U067V4 IRO USD 30Y P 2.3 DEC21 2.3 PUT
N/A 317U092X9 IRO USD 30Y P1.46 JAN21 1.46 PUT
N/A 317U093X8 IRO USD 30Y C1.1 JAN21 1.1 CALL
N/A 317U103X6 IRO USD 30Y P1.5225 JAN21 1.5225 PUT
N/A 317U104X5 IRO USD 30Y C1.2225 JAN21 1.2225 CALL
N/A 317U381W1 IRO EUR 30Y C 0.15 FEB21 0.15 CALL
N/A 317U608T5 IRO USD 30Y P 1.7520 AUG21 1.752 PUT
N/A 317U643T2 IRO USD 30Y P 1.7325 AUG21 1.7325 PUT
N/A 317U849W7 IRO USD 10Y P1.3 OCT21 1.3 PUT
N/A CCPBASISSWAP--USD-FEDERAL FUNDS-H.15-20240307
N/A CCPBASISSWAP--USD-LIBOR-BBA-20220426
N/A CCS AUD R US3ML/AUD3MBBSW+29 AZD
N/A CCS AUD R US3ML/AUD3MBBSW+29.75 MYC
N/A CCS AUD R US3ML/AUD3MBBSW+42 CBK
N/A CCS AUD R US3ML/AUD3ML+42.25 GLM
N/A INF SWAP GB NI 2.9997 11/15/20-30Y LCH
N/A INF SWAP GB NI 3.2171 11/15/20-20Y LCH
N/A INF SWAP GB NI 3.3967 11/15/20-10Y LCH
N/A IRS AUD 1.25000 06/17/20-10Y LCH
N/A IRS CHF 0.05000 03/16/16-10Y CME
N/A IRS EUR -0.25000 03/17/21-10Y LCH
N/A IRS EUR -0.25000 06/16/21-10Y LCH
N/A IRS EUR -0.50000 03/17/21-5Y LCH
N/A IRS EUR -0.50000 06/16/21-2Y LCH
N/A IRS EUR -0.50000 06/16/21-5Y LCH
N/A IRS EUR 0.00000 03/17/21-30Y LCH
N/A IRS EUR 0.00000 06/16/21-30Y LCH
N/A IRS EUR 1.31000 06/19/24-5Y LCH
N/A IRS GBP 0.50000 12/16/20-5Y LCH
N/A IRS MXN 4.87000 07/13/20-5Y* CME
N/A IRS USD 0.40000 03/30/21-5Y LCH
N/A IRS USD 0.75000 06/16/21-10Y LCH
N/A IRS USD R 3ML-1ML+10.2 10-04-22-24 CME
N/A IRS USD R 3ML-1ML+10.5 09-27-22-24 CME
N/A IRS USD R 3ML-1ML+7 06-12-17-22 CME
N/A IRS USD R 3ML-1ML+7.25 04-27-22-23 CME
N/A IRS USD R 3ML-1ML+8.375 06-12-17-22 CME
N/A IRS USD R 3ML-1ML+8.5 06-19-17-22 CME
N/A IRS USD R 3ML-1ML+8.8 09-06-22-24 CME
N/A IRS USD R 3ML-1ML+9.125 03-18-21-22 CME
N/A OIS GBP SONIO/0.00000 06/16/21-2Y LCH
N/A OIS GBP SONIO/0.00000 06/16/21-5Y LCH
N/A OIS GBP SONIO/0.25000 03/17/21-10Y LCH
N/A OIS GBP SONIO/0.25000 06/16/21-10Y LCH
N/A OIS GBP SONIO/0.50000 06/16/21-30Y LCH
N/A ZCS BRL 2.85 12/30/20-01/03/22 CME
N/A ZCS BRL 2.8594 12/23/20-01/03/22 CME
N/A ZCS BRL 2.87 12/29/20-01/03/22 CME
N/A ZCS BRL 2.8705 12/28/20-01/03/22 CME
N/A ZCS BRL 3.3 11/06/20-01/03/22 CME
N/A ZCS BRL 3.36 10/07/20-01/03/22 CME
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CLP/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A 317548YP4 OTC EPUT FN 2.0 102.140625
N/A 317584IR3 OTC EPUT FN 2.0 102.1875
N/A 3175EM392 OTC EPUT FN 2.5 FEB21 72 PUT
N/A 31750H9L5 PIMCO FXVAN PUT USD CNH 6.55000000
N/A 31750H9M3 PIMCO FXVAN CALL USD CNH 6.75000000
N/A 31750HG03 PIMCO FXVAN CALL USD CAD 1.45000000
N/A 31750HJE0 PIMCO FXVAN CALL USD SEK 11.00000000
N/A 31750HJF7 PIMCO FXVAN CALL USD NOK 12.00000000
N/A 31750HJG5 PIMCO FXVAN CALL USD CHF 1.05000000
N/A US 10YR NOTE (CBT)MAR21 XCBT 20210322
N/A US 5YR NOTE (CBT) MAR21 XCBT 20210331
N/A US ULTRA BOND CBT MAR21 XCBT 20210322
N/A REVERSE REPO NATWEST MARKETS P
N/A BARCLAYS REV REPO EUR
N/A PARIBAS REVERSE REPO EUR ZCP
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 31750HKJ7 PIMCO FXVAN PUT AUD USD 0.60000000
N/A AUST 10Y BOND FUT MAR21 XSFE 20210315
N/A AUST 3YR BOND FUT MAR21 XSFE 20210315
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT ILS/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD SEK/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A CAN 10YR BOND FUT MAR21 XMOD 20210322
N/A 3175GS876 CDX.O P 1.00 IG34 JAN21 1 PUT
N/A CDX IG34 10Y ICE
N/A 3175DA290 CDX IG35 5Y V1 JAN21 1.1 PUT
N/A 3175EL998 CDX.O P0.90 FEB21 0.90 PUT
N/A 3175EM376 CDX.O C0.425 MAR21 0.425 CALL
N/A 3175EM384 CDX.O P0.80 MAR21 0.8 PUT
N/A 3175EM442 CDX.O C0.45 FEB21 0.45 CALL
N/A 3175EM459 CDX.O P0.75 IG FEB21 0.75 PUT
N/A 3175EM491 CDX.O P0.80 IG35 MAR21 0.80 PUT
N/A 3175EM517 CDX.O P0.80 IG35 MAR21 0.80 PUT
N/A 3175EM566 PIMCO CDSOPT PUT USD 0.85 20210317
N/A CDX IG35 10Y ICE
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT CLP/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNY/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD SEK/BOUGHT USD
N/A IMM EUR FUT OPT JUN22C 99.75 EXP 06/13/2022
N/A IMM EUR FUT OPT MAR22C 99.75 EXP 03/14/2022
N/A 31750HG86 PIMCO FXVAN CALL EUR CNH 8.05000000
N/A 31750HG94 PIMCO FXVAN PUT EUR CNH 7.75000000
N/A EURO-OAT FUTURE MAR21 XEUR 20210308
N/A OATH1C183 MAR21 183 CALL FSO
N/A DUH1C115 MAR21 115 CALL FSO
N/A EURO-BOBL FUTURE MAR21 XEUR 20210308
N/A EURO-BUND FUTURE MAR21 XEUR 20210308
N/A EURO-BUXL 30Y BND MAR21 XEUR 20210308
N/A EURO-SCHATZ FUT MAR21 XEUR 20210308
N/A RXH1C190 MAR21 190 CALL FSO
N/A 317512OG1 OTC EPUT G2 2.5 103.578125
N/A 317535N65 OTC EPUT G2 2.5 103.59375
N/A BOUGHT CLP/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A TRS 3ML/IBOXIG INDX 12/21/20 BOA
N/A TRS 3ML/IBOXIG INDX 12/21/20 JPM
N/A TRS 3ML/IBOXIG INDX 12/21/20 MYC
N/A 3175FL955 INT FLR US OCT22 0.0000001 CALL
N/A 3175FL997 INT FLR US OCT22 0.0000001 CALL
N/A EURO-BTP FUTURE DEC20 XEUR 20201208
N/A 3175119G0 ITRAXX.O P 0.90 NOV20 0.9 PUT
N/A 3175149K5 ITRAXX.O C 0.475 OCT20 0.475 CALL
N/A 3175239F7 ITRAX EU33 5Y DEC20 0.45 CALL
N/A 31752W9D8 ITRAXX EU34 5Y DEC20 0.9 PUT
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT ILS/SOLD USD
N/A BOUGHT ILS/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CHF/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 BOUGHT SEK/SOLD USD
N/A BOUGHT SEK/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 NZD/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD SEK/BOUGHT USD
N/A REYNOLDS AMERICAN INC SNR S* ICE
N/A SOLD CAD/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A BOUGHT SEK/SOLD USD
N/A SOLD ILS/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A SOLD CNY/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A CCPBASISSWAP--USD-FEDERAL FUNDS-H.15-20240307
N/A CCPBASISSWAP--USD-LIBOR-BBA-20220426
N/A CCS AUD R US3ML/AUD3MBBSW+42 CBK
N/A CCS AUD R US3ML/AUD3ML+42.25 GLM
N/A IRS AUD 1.25000 06/17/20-10Y LCH
N/A IRS CHF 0.05000 03/16/16-10Y CME
N/A IRS EUR -0.15000 12/15/20-5Y LCH
N/A IRS EUR -0.30000 12/15/20-2Y LCH
N/A IRS EUR 0.25000 12/15/20-10Y LCH
N/A IRS EUR 0.60000 12/15/20-30Y LCH
N/A IRS JPY 0.50000 06/19/19-30Y LCH
N/A IRS MXN 4.87000 07/13/20-5Y* CME
N/A IRS USD 1.25000 06/17/20-10Y CME
N/A IRS USD 1.25000 06/17/20-5Y CME
N/A IRS USD 1.36000 09/17/21-3Y CME
N/A IRS USD 1.50000 06/17/20-30Y CME
N/A IRS USD 1.50000 12/18/19-10Y CME
N/A IRS USD 1.54000 02/26/20-2Y CME
N/A IRS USD 1.62500 01/06/20-10Y CME
N/A IRS USD 2.50000 12/18/19-5Y CME
N/A IRS USD 2.75000 12/19/18-2Y CME
N/A IRS USD R 3ML-1ML+10.2 10-04-22-24 CME
N/A IRS USD R 3ML-1ML+10.5 09-27-22-24 CME
N/A IRS USD R 3ML-1ML+7 06-12-17-22 CME
N/A IRS USD R 3ML-1ML+7.25 04-27-22-23 CME
N/A IRS USD R 3ML-1ML+8.375 06-12-17-22 CME
N/A IRS USD R 3ML-1ML+8.5 06-19-17-22 CME
N/A IRS USD R 3ML-1ML+8.8 09-06-22-24 CME
N/A IRS USD R 3ML-1ML+8.80 05-23-24-29 CME
N/A IRS USD R 3ML-1ML+9.125 03-18-21-22 CME
N/A OIS GBP SONIO/0.25000 12/16/20-2Y LCH
N/A OIS GBP SONIO/0.50000 12/16/20-10Y LCH
N/A OIS GBP SONIO/0.50000 12/16/20-30Y LCH
N/A OIS GBP SONIO/0.50000 12/16/20-5Y LCH
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT AUD/SOLD USD
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 ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD SEK/BOUGHT USD
N/A 31750GZD6 OTC EPUT FN 2.0 102.375
N/A 317528EP8 OTC ECAL FN 2.0 103.921875
N/A 317532HL6 OTC ECAL FN 1.5 101.171875
N/A 317535UE0 OTC EPUT FN 2.0 101.5546875
N/A 317552LJ4 OTC ECAL FN 2.0 103.375
N/A 317555C57 OTC EPUT FN 2.0 OCT20 101.953125 PUT
N/A 3175569Q3 OTC EPUT FN 2.0 OCT20 102.292968 PUT
N/A 317567PF6 OTC EPUT FN 2.0 101.921875
N/A 3175732A0 OTC EPUT FN 2.0 101.90625
N/A 317582RB2 OTC ECAL FN 1.5 102.140625
N/A 31750GV40 USD CALL NOK PUT OCT20 11 CALL
N/A 31750GV57 USD CALL SEK PUT OCT20 10.5 CALL
N/A 31750GVC2 USD CALL CHF PUT OCT20 1.04 CALL
N/A 31750H1S8 USD CALL CAD PUT NOV20 1.51 CALL
N/A 31750H2Q1 OTC EPUT USD VS KRW 1150.0
N/A US 10YR NOTE (CBT)DEC20 XCBT 20201221
N/A US 5YR NOTE (CBT) DEC20 XCBT 20201231
N/A US ULTRA BOND CBT DEC20 XCBT 20201221
N/A UNITED UTILITIES PLC SNR SE ICE
N/A FIXED INC CLEARING CORP.REPO
N/A PARIBAS REVERSE REPO EUR ZCP
N/A JPM CHASE REVERSE REPO EUR ZCP
N/A JPM CHASE REVERSE REPO EUR ZCP
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A 31750GX30 AUD PUT USD CALL OCT20 0.6 PUT
N/A AUST 10Y BOND FUT DEC20 XSFE 20201215
N/A AUST 3YR BOND FUT DEC20 XSFE 20201215
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD SEK/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CNH/SOLD 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 IDR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT MYR/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 IDR/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD MYR/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A 31750GXL0 OTC ECALL OTC CAD VS JPY 82.5
N/A 31750GXM8 OTC EPUT OTC CAD VS JPY 77
N/A CAN 10YR BOND FUT DEC20 XMOD 20201218
N/A CDX IG33 10Y ICE
N/A 3175DM443 CDX.O P 1.00 OCT20 1 PUT
N/A 3175DM450 CDX.O P 1.20 DEC20 1.2 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 3175DM765 CDX.O P 1.05 IG34 NOV20 1.05 PUT
N/A 3175GS876 CDX.O P 1.00 IG34 JAN21 1 PUT
N/A 3175JK227 CDX IG34 5Y V1 OCT20 1 PUT
N/A 3175JK243 CDX.O P 1.00 OCT20 1 PUT
N/A 3175JK532 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175JK607 CDX.O P0.80 IG34 OCT20 0.8 PUT
N/A 3175SQ620 CDX.O P 0.95 NOV20 95 PUT
N/A 3175ZY716 CDX.O C 0.60 OCT20 0.6 CALL
N/A 3175DA290 CDX IG35 5Y V1 JAN21 1.1 PUT
N/A 3175JK870 CDX.O C 0.50 NOV20 0.5 CALL
N/A 3175SH430 CDX IG35 5Y V1 DEC20 0,8 PUT
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CHF/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 ILS/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A IMM EUR FUT OPT JUN22C 99.75 EXP 06/13/2022
N/A IMM EUR FUT OPT MAR22C 99.75 EXP 03/14/2022
N/A 31750GJC6 EUR PUT USD CALL JAN21 1.0925 PUT
N/A 31750GX48 EUR PUT USD CALL OCT20 1.08 PUT
N/A EURO-OAT FUTURE DEC20 XEUR 20201208
N/A OATZ0C190 DEC20 190 CALL FSO
N/A DUZ0C117 DEC20 117 CALL FSO
N/A EURO-BOBL FUTURE DEC20 XEUR 20201208
N/A EURO-BUND FUTURE DEC20 XEUR 20201208
N/A EURO-BUXL 30Y BND DEC20 XEUR 20201208
N/A EURO-SCHATZ FUT DEC20 XEUR 20201208
N/A OEZ0P123 DEC20 123 PUT FSO
N/A RXZ0C210 DEC20 210 CALL FSO
N/A 317510TB1 OTC EPUT G2 2.0 DEC20 102.1875 PUT
N/A 317535N65 OTC EPUT G2 2.5 JAN21 103.59375 PUT
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD NOK/BOUGHT USD
N/A SOLD NOK/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNY/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD NOK/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD PLN/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD CHF/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 JPY/BOUGHT USD
N/A SOLD SEK/BOUGHT USD
N/A SOLD SEK/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A BOUGHT DKK/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOUTH AFRICA EM SP GST
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A SOLD NOK/BOUGHT USD
N/A SOLD NOK/BOUGHT USD
N/A SOLD SEK/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 317U303V8 IRO USD 1Y C 1.45 AUG20 1.45 CALL
N/A 317U305V6 IRO USD 1Y C 1.45 AUG20 1.45 CALL
N/A 317U410V8 IRO EUR 30Y C Q AUG20 0.0000001 CALL
N/A 317U460V7 IRO GBP 10Y P 0.78 FEB21 0.78 PUT
N/A 317U461V6 IRO GBP 30Y P 0.86 FEB21 0.86 PUT
N/A 317U465V2 IRO EUR 30Y C AUG20 0.0000001 CALL
N/A CCPBASISSWAP--USD-FEDERAL FUNDS-H.15-20240307
N/A CCPBASISSWAP--USD-LIBOR-BBA-20220426
N/A CCS AUD R US3ML/AUD3MBBSW+42 CBK
N/A CCS AUD R US3ML/AUD3ML+42.25 GLM
N/A IRS AUD 1.25000 06/17/20-10Y LCH
N/A IRS CHF -0.53000 06/30/20-5Y LCH
N/A IRS CHF 0.05000 03/16/16-10Y CME
N/A IRS EUR -0.33900 12/11/20-1Y (WHT) LCH
N/A IRS EUR 0.00000 09/16/20-30Y LCH
N/A IRS GBP 0.25000 12/16/20-2Y LCH
N/A IRS GBP 0.50000 06/17/20-30Y LCH
N/A IRS GBP 0.50000 12/16/20-10Y LCH
N/A IRS GBP 0.50000 12/16/20-30Y LCH
N/A IRS GBP 1.08000 12/03/29-10Y LCH
N/A IRS ILS R 0.45500 05/18/20-7Y BPS
N/A IRS ILS R 1.75500 04/29/19-10Y CBK
N/A IRS ILS R 1.77500 04/25/19-10Y JPM
N/A IRS ILS R 1.77900 04/30/19-10Y GLM
N/A IRS ILS R 1.78000 04/22/19-10Y GLM
N/A IRS ILS R 1.78600 05/01/19-10Y BPS
N/A IRS MXN 5.82500 01/21/16-7Y* CME
N/A IRS USD 1.45000 08/10/20-1Y (WHT) CME
N/A IRS USD 1.45000 08/13/20-1Y (WHT) CME
N/A IRS USD 1.54000 02/26/20-2Y CME
N/A IRS USD R 3ML-1ML+10.2 10-04-22-24 CME
N/A IRS USD R 3ML-1ML+10.5 09-27-22-24 CME
N/A IRS USD R 3ML-1ML+7 06-12-17-22 CME
N/A IRS USD R 3ML-1ML+7.25 04-27-22-23 CME
N/A IRS USD R 3ML-1ML+8.375 06-12-17-22 CME
N/A IRS USD R 3ML-1ML+8.5 06-19-17-22 CME
N/A IRS USD R 3ML-1ML+8.8 09-06-22-24 CME
N/A IRS USD R 3ML-1ML+8.80 05-23-24-29 CME
N/A IRS USD R 3ML/1ML+9.125 03/18/21-22 CME
N/A OIS GBP SONIO/0.905 12/03/29 LCH
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CAD/SOLD USD
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 GBP/SOLD USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD SEK/BOUGHT USD
N/A 317513MN6 OTC EPUT FN 2.5 102.1328125
N/A 317524CR5 OTC EPUT FN 3.5 JUL20 64 PUT
N/A 317575AI9 OTC EPUT FN 2.5 102.50390625
N/A 3175973A8 OTC EPUT FN 2.5 102.53125
N/A 3175SG655 OTC EPUT FN 2.0 JUL20 100.7226563 PUT
N/A 3175SG697 OTC EPUT FN 2.0 101
N/A 3175SG705 OTC EPUT FN 2.0 100.8671875
N/A 3175ZZ572 OTC EPUT FN 2.0 100.45703125
N/A 3175ZZ663 OTC EPUT FN 2.0 100.4375
N/A G U0C175 SEP20 175 CALL FSO
N/A LONG GILT FUTURE SEP20 IFLL 20200928
N/A 31750GBJ9 USD CALL CAD PUT JUL20 1.7 CALL
N/A 31750GBK6 USD CALL SEK PUT JUL20 13.25 CALL
N/A 31750GBM2 USD CALL CHF PUT JUL20 1.1 CALL
N/A 31750GJF9 USD CALL JPY PUT AUG20 120 CALL
N/A US 10YR NOTE (CBT)SEP20 XCBT 20200921
N/A US 5YR FUTR OPTN AUG20P 107 EXP 07/24/2020
N/A US ULTRA BOND CBT SEP20 XCBT 20200921
N/A FIXED INC CLEARING CORP.REPO
N/A JPM CHASE REVERSE REPO EUR ZCP
N/A JPM CHASE REVERSE REPO EUR ZCP
N/A PARIBAS REVERSE REPO EUR ZCP
N/A PARIBAS REVERSE REPO EUR ZCP
N/A PARIBAS REVERSE REPO EUR ZCP
N/A REV REPO CANADIAN IMPERIAL BA
N/A REVERSE REPO MORGAN STANLEY
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A REVERSE REPO CREDIT AGRICOLE 03/14 VAR
N/A 31750GIW3 AUD PUT USD CALL AUG20 0.48 PUT
N/A AUST 3YR BOND FUT SEP20 XSFE 20200915
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD IDR/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A BOUGHT HKD/SOLD USD
N/A SOLD MYR/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CAD/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 SOLD BRL/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A SOLD IDR/BOUGHT USD
N/A SOLD MYR/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A CAN 10YR BOND FUT SEP20 XMOD 20200921
N/A CAN 10YR FUT OPT SEP20C 189 EXP 08/21/2020
N/A 3175JJ378 SWAPTION SEP20 1.2 PUT
N/A 3175JJ691 SWAPTION 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 3175JJ782 SWAPTION AUG20 1.15 PUT
N/A 3175ZZ325 CDX.O P 1.10 AUG20 1.1 PUT
N/A 3175ZZ804 SWAPTION SEP20 0.55 CALL
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT CNH/SOLD 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 JPY/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD NOK/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD SEK/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A IMM EUR FUT OPT JUN22C 99.75 EXP 06/13/2022
N/A IMM EUR FUT OPT MAR22C 99.75 EXP 03/14/2022
N/A 31750GFO4 OTC ECAL EUR VS USD 1.1625
N/A 31750GFP1 OTC EPUT EUR VS USD 1.105
N/A 31750GIX1 EUR PUT USD CALL AUG20 0.96 PUT
N/A 31750GJB8 EUR CALL USD PUT JAN21 1.1625 CALL
N/A 31750GJC6 EUR PUT USD CALL JAN21 1.0925 PUT
N/A EURO-OAT FUTURE SEP20 XEUR 20200908
N/A OATU0C200 SEP20 200 CALL FSO
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 OEU0P127 SEP20 127 PUT FSO
N/A RXU0C194 SEP20 194 CALL FSO
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT MXN/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 CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CHF/SOLD USD
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 GBP/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CNY/BOUGHT USD
N/A SOLD CNY/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 NOK/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A TRS 3ML/IBOXIG INDX 09/21/20 JPM
N/A TRS 3ML/IBOXIG INDX 12/21/20 JPM
N/A TRS 3ML/IBOXIG INDX 12/21/20 MYC
N/A 3175FL955 INT FLR US OCT22 0.0000001 CALL
N/A 3175FL997 INT FLR US OCT22 0.0000001 CALL
N/A EURO-BTP FUTURE SEP20 XEUR 20200908
N/A IKU0P85 SEP20 85 PUT FSO
N/A 3175429S9 ITRAXX.O P 1.1 SEP20 1.1 PUT
N/A BOUGHT CAD/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 BOUGHT SEK/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD ZAR/BOUGHT USD
N/A SOLD IDR/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A BOUGHT MYR/SOLD USD
N/A SOLD DKK/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD NOK/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT MYR/SOLD USD
N/A SOLD NOK/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD HKD/BOUGHT USD
N/A SOLD SEK/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A SOLD PLN/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD INR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD SEK/BOUGHT USD
N/A 317U072T2 IRO JPY 2Y P 0.0465 JUN20 0.04650 PUT
N/A 317U303V8 IRO USD 1Y C 1.45 AUG20 1.45 CALL
N/A 317U305V6 IRO USD 1Y C 1.45 AUG20 1.45 CALL
N/A 317U709U0 IRO USD 1Y1Y P 1.6 JUN20 1.6 PUT
N/A 317U723U2 IRO USD 30Y P 2.005 JUN20 2.005 PUT
N/A CCPBASISSWAP--USD-FEDERAL FUNDS-H.15-20240307
N/A CCPBASISSWAP--USD-LIBOR-BBA-20220426
N/A CCS AUD R US3ML/AUD3MBBSW+42 CBK
N/A CCS AUD R US3ML/AUD3ML+42.25 GLM
N/A CCS EUR R US3ML/EUR3ML-16.2 MYI
N/A CCS EUR R US3ML/EUR3ML-17.2 CBK
N/A IRS CAD 1.71250 10/02/19-10Y LCH
N/A IRS CAD 1.90000 12/18/19-10Y LCH
N/A IRS CHF 0.05000 03/16/16-10Y CME
N/A IRS EUR -0.15000 03/18/20-10Y LCH
N/A IRS EUR -0.30000 06/17/20-2Y LCH
N/A IRS EUR -0.50000 03/18/20-2Y LCH
N/A IRS EUR -0.50000 03/18/20-5Y LCH
N/A IRS EUR 0.15000 06/17/20-10Y LCH
N/A IRS EUR 0.25000 03/18/20-30Y LCH
N/A IRS EUR 0.50000 06/17/20-30Y LCH
N/A IRS GBP 0.67200 02/26/21-10Y LCH
N/A IRS GBP 0.72200 02/26/21-30Y LCH
N/A IRS GBP 0.73700 02/14/23-1Y (BLU) LCH
N/A IRS GBP 0.74500 02/17/23-1Y (BLU) LCH
N/A IRS GBP 0.75000 03/18/20-10Y LCH
N/A IRS GBP 0.75000 03/18/20-2Y LCH
N/A IRS GBP 0.75000 03/18/20-30Y LCH
N/A IRS GBP 0.80300 02/14/23-5Y LCH
N/A IRS GBP 0.81100 02/17/23-5Y LCH
N/A IRS GBP 1.00000 06/17/20-10Y LCH
N/A IRS GBP 1.00000 06/17/20-5Y LCH
N/A IRS ILS R 1.18000 01/30/19-5Y BPS
N/A IRS USD 1.00000 06/17/20-2Y CME
N/A IRS USD 1.25000 06/17/20-1Y (WHT) CME
N/A IRS USD 1.54000 02/26/20-2Y CME
N/A IRS USD 1.57000 02/27/20-2Y 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 06/20/18-2Y CME
N/A IRS USD R 3ML-1ML+10.2 10-04-22-24 CME
N/A IRS USD R 3ML-1ML+10.5 09-27-22-24 CME
N/A IRS USD R 3ML-1ML+7 06-12-17-22 CME
N/A IRS USD R 3ML-1ML+7.25 04-27-22-23 CME
N/A IRS USD R 3ML-1ML+8.375 06-12-17-22 CME
N/A IRS USD R 3ML-1ML+8.5 06-19-17-22 CME
N/A IRS USD R 3ML-1ML+8.8 09-06-22-24 CME
N/A IRS USD R 3ML-1ML+8.80 05-23-24-29 CME
N/A IRS USD R 3ML-1ML+9.125 03-18-21-22 CME
N/A OIS USD FEDL01/2.684 05/23/18 LCH
N/A BOUGHT CHF/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A 317565A66 OTC EPUT FN 3.5 MAY20 73 PUT
N/A 3175767Q3 OTC EPUT FN 4 APR20 76.5 PUT
N/A REPU BNP PARIBAS SA REVERSE REPO GBP
N/A PARIBAS REVERSE REPO EUR ZCP
N/A PARIBAS REVERSE REPO EUR ZCP
N/A PARIBAS REVERSE REPO EUR ZCP
N/A PARIBAS REVERSE REPO EUR ZCP
N/A PARIBAS REVERSE REPO EUR ZCP
N/A REV REPO CREDIT AGRICOLE CIB ZCP
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 BOUGHT MXN/SOLD USD
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N/A BOUGHT DKK/SOLD USD
N/A BOUGHT DKK/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT NOK/SOLD USD
N/A BOUGHT SEK/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD ILS/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD NOK/BOUGHT USD
N/A SOLD PLN/BOUGHT USD
N/A SOLD SEK/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT HKD/SOLD USD
N/A BOUGHT MYR/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD INR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
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N/A BOUGHT EUR/SOLD USD
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N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
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N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
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N/A SOLD CAD/BOUGHT USD
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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 GBP/BOUGHT USD
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N/A SOLD IDR/BOUGHT USD
N/A SOLD IDR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A CDX IG32 10Y ICE
N/A CDX IG33 5Y ICE
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
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N/A BOUGHT ZAR/SOLD USD
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N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/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 EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
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N/A SOLD BRL/BOUGHT USD
N/A IMM EUR FUT OPT JUN22C 99.75 EXP 06/13/2022
N/A IMM EUR FUT OPT MAR22C 99.75 EXP 03/14/2022
N/A 31750FXW8 EUR PUT GBP CALL APR20 0.8325 PUT
N/A 31750G0A0 EUR CALL RUB PUT APR20 73 CALL
N/A 31750G0N2 OTC ECAL EUR VS CNH 7.85
N/A 31750G1K7 OTC ECAL EUR VS USD 1.105
N/A 31750G1L5 OTC EPUT EUR VS USD 1.085
N/A DUM0C113.2 JUN20 113.2 CALL FSO
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT EUR/SOLD GBP
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N/A BOUGHT RUB/SOLD USD
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N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT EUR
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N/A SOLD SEK/BOUGHT USD
N/A SOLD SEK/BOUGHT USD
N/A TRS 3ML/IBOXIG INDX 09/21/20 JPM
N/A 3175FL955 INT FLR US OCT22 0.0000001 CALL
N/A 3175FL997 INT FLR US OCT22 0.0000001 CALL
N/A CDX ITRAXX XOV32 5Y ICE
N/A CDX ITRAXX MAIN32 5Y ICE
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
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N/A BOUGHT MXN/SOLD USD
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N/A BOUGHT MXN/SOLD USD
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N/A 317U057U8 IRO USD 3Y P 1.880 SEP21 1.88 PUT
N/A 317U058U7 IRO USD 30Y P 2.1750 SEP21 2.175 PUT
N/A 317U072T2 IRO JPY 2Y P 0.0465 JUN20 0.04650 PUT
N/A 317U570T9 IRO USD 3Y P 1.45600 AUG20 1.456 PUT
N/A 317U571T8 IRO USD 30Y P 1.7785 AUG20 1.7785 PUT
N/A 317U592U0 IRO USD 2Y P 1.54 FEB20 1.54 PUT
N/A 317U593U9 IRO USD 2Y C 1.54 FEB20 1.54 CALL
N/A 317U596U6 IRO USD 2Y P 1.57 FEB20 1.57 PUT
N/A 317U597U5 IRO USD 2Y C 1.57 FEB20 1.57 CALL
N/A 317U607T6 IRO USD 3Y P 1.44800 AUG21 1.448 PUT
N/A 317U608T5 IRO USD 30Y P 1.7520 AUG21 1.752 PUT
N/A 317U642T3 IRO USD 3Y P 1.39900 AUG21 1.399 PUT
N/A 317U643T2 IRO USD 30Y P 1.7325 AUG21 1.7325 PUT
N/A 317U709U0 IRO USD 1Y1Y P 1.6 JUN20 1.6 PUT
N/A 317U723U2 IRO USD 30Y P 2.005 JUN20 2.005 PUT
N/A CCPBASISSWAP--USD-LIBOR-BBA-20220426
N/A CCS AUD R US3ML/AUD3MBBSW+42 CBK
N/A CCS AUD R US3ML/AUD3ML+42.25 GLM
N/A CCS EUR R US3ML/EUR3ML-16.2 MYI
N/A CCS EUR R US3ML/EUR3ML-17.2 CBK
N/A CCS EUR R US3ML/EUR3ML-18.1 GLM
N/A IRS CHF 0.05000 03/16/16-10Y CME
N/A IRS GBP 1.08000 12/03/29-10Y LCH
N/A IRS ILS R 1.75500 04/29/19-10Y CBK
N/A IRS JPY 0.20000 06/19/19-10Y LCH
N/A IRS NZD 2.50000 02/14/19-1Y (WHT) CME
N/A IRS USD 1.29800 08/25/21-3Y LCH
N/A IRS USD 1.30500 08/21/20-3Y LCH
N/A IRS USD R 3ML-1ML+10.2 10-04-22-24 CME
N/A IRS USD R 3ML-1ML+10.5 09-27-22-24 CME
N/A IRS USD R 3ML-1ML+11.7 03-02-19-20 CME
N/A IRS USD R 3ML-1ML+7 06-12-17-22 CME
N/A IRS USD R 3ML-1ML+7.25 04-27-22-23 CME
N/A IRS USD R 3ML-1ML+8.375 06-12-17-22 CME
N/A IRS USD R 3ML-1ML+8.5 06-19-17-22 CME
N/A IRS USD R 3ML-1ML+8.625 04-12-21-23 CME
N/A IRS USD R 3ML-1ML+8.80 05-23-24-29 CME
N/A IRS USD R 3ML-1ML+9.125 03-18-21-22 CME
N/A OIS GBP SONIO/0.905 12/03/29 LCH
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CLP/SOLD USD
N/A SOLD CLP/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT IDR/SOLD USD
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N/A BOUGHT RON/SOLD EUR
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT RON
N/A 31750FMV2 OTC EPUT FN 3.5 1 JAN20 73 PUT
N/A 317576UD6 OTC EPUT FN 4.0 FEB20 76 PUT
N/A REVERSE REPO NATWEST MARKETS P
N/A MERRILL LYNCH REVERSE REPO CAD ZCP
N/A HSBC REVERSE REPO EUR ZCP
N/A REV REPO CREDIT AGRICOLE CIB ZCP
N/A REV REPO CREDIT AGRICOLE CIB ZCP
N/A REV REPO CREDIT AGRICOLE CIB ZCP
N/A REV REPO CREDIT AGRICOLE CIB ZCP
N/A REVERSE REPO WARBURG
N/A REVERSE REPO WARBURG
N/A REV REPO CREDIT AGRICOLE CIB ZCP
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 BANK OF MONTREAL REVERSE REPO
N/A REVERSE REPO WOOD GUNDY REVERSE REPO
N/A BOUGHT BRL/SOLD USD
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N/A SOLD RON/BOUGHT EUR
N/A 3175FC633 CDX.O C 0.475 IG33 FEB20 0.475 CALL
N/A 3175FL906 CDX.O P 0.90 IG33 JAN20 0.9 PUT
N/A 3175JD934 CDX.O P 0.80 IG33 FEB20 0.8 PUT
N/A 3175SF780 CDX.O P 0.90 IG33 5Y JAN20 0.9 PUT
N/A 3175SF830 CDX.O P 1.00 IG33 5Y JAN20 1 PUT
N/A BOUGHT BRL/SOLD USD
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N/A SOLD COP/BOUGHT USD
N/A SOLD COP/BOUGHT USD
N/A SOLD COP/BOUGHT USD
N/A SOLD COP/BOUGHT USD
N/A SOLD COP/BOUGHT USD
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N/A SOLD ILS/BOUGHT USD
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N/A SOLD MXN/BOUGHT USD
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N/A SOLD PEN/BOUGHT USD
N/A SOLD RON/BOUGHT EUR
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N/A BOUGHT IDR/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A IMM EUR FUT OPT JUN22C 99.75 EXP 06/13/2022
N/A IMM EUR FUT OPT MAR22C 99.75 EXP 03/14/2022
N/A 31750FIN5 OTC EPUT EUR VS NOK 9.9
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT CHF/SOLD USD
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N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
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N/A BOUGHT KRW/SOLD USD
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N/A BOUGHT NOK/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CHF/BOUGHT USD
N/A SOLD CLP/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
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N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
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N/A SOLD MXN/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD SEK/BOUGHT USD
N/A TRS 3ML/IBOXIG INDX 03/20/20 FBF
N/A TRS 3ML/IBOXIG INDX 03/20/20 GST
N/A TRS 3ML/IBOXIG INDX 03/20/20 GST
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