Current holdings
Data for period
30 Sep 23
(Last reporting period)
Total assets
$4.53 bn
Liabilities
$2.05 bn
Net assets
$2.48 bn
Number of holdings
543.00
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.
Holding | Sep 20 | Dec 20 | Mar 21 | Jun 21 | Sep 21 | Dec 21 | Mar 22 | Jun 22 | Sep 22 | Dec 22 | Mar 23 | Jun 23 | Sep 23 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
522 FUNDING CLO I LTD 2017-1A | |||||||||||||
522 FUNDING CLO I LTD 2018-3A | |||||||||||||
ABBVIE INC | |||||||||||||
ACE SECURITIES CORP 2004-FM2 | |||||||||||||
ACE SECURITIES CORP 2004-HE4 | |||||||||||||
ACE SECURITIES CORP 2005-HE2 | |||||||||||||
ACE SECURITIES CORP 2005-WF1 | |||||||||||||
ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2005-HE3 | |||||||||||||
ADAGIO V CLO DAC V-A | |||||||||||||
ADAMS MILL CLO LTD 2014-1A | |||||||||||||
ADJUSTABLE RATE MORTAGE TRUST 2005-3 | |||||||||||||
AGREE REALTY CORPORATION | |||||||||||||
ALEXANDRIA REAL ESTATE EQUITIES INC | |||||||||||||
ALLIANCE BANCORP TRUST 2007-OA1 | |||||||||||||
ALLY FINANCIAL INC | |||||||||||||
AMCOR FLEXIBLES NORTH AMERICA INC | |||||||||||||
AMEREN CORPORATION | |||||||||||||
AMERICAN ASSETS TRUST INC | |||||||||||||
AMERICAN CAMPUS COMMUNITIES INC | |||||||||||||
AMERICAN ELECTRIC POWER COMPANY INC | |||||||||||||
AMERICAN HOMES 4 RENT | |||||||||||||
AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) | |||||||||||||
AMERICOLD REALTY TRUST INC | |||||||||||||
AMMC CLO 20 LTD 2017-20A | |||||||||||||
AMMC CLO LTD 2013-13A | |||||||||||||
AMMC CLO XII LTD 2013-12A | |||||||||||||
ANCHORAGE CAPITAL CLO 11 LTD 2019-11A | |||||||||||||
ANCHORAGE CAPITAL CLO LTD 2015-6A | |||||||||||||
ANCHORAGE CAPITAL CLO LTD 2020-16A | |||||||||||||
ANTHEM INC (AKA: WELLPOINT INC) | |||||||||||||
APARTMENT INCOME REIT CORP | |||||||||||||
APARTMENT INVESTMENT AND MANAGEMENT COMPANY | |||||||||||||
APIDOS CLO 2017-27A | |||||||||||||
APIDOS CLO XXVI LLC 2017-26A | |||||||||||||
AQUEDUCT EUROPEAN CLO 1-2017 DAC | |||||||||||||
ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL3 | |||||||||||||
ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4 | |||||||||||||
ARCH STREET CLO LTD 2016-2A | |||||||||||||
AREIT TRUST 2020-CRE4 | |||||||||||||
ARES LII CLO LTD 2019-52A | |||||||||||||
ARES XL CLO LTD 2016-40A | |||||||||||||
ARGENT SECURITIES INC 2005-W1 | |||||||||||||
ARMADA EURO CLO III DAC 3A | |||||||||||||
ARROW ELECTRONICS INC | |||||||||||||
ASSET BACKED SEC HOME EQTY LN 2006-HE6 | |||||||||||||
AT&T INC | |||||||||||||
ATRIUM XII 12A | |||||||||||||
AURIUM CLO II DAC 2A | |||||||||||||
AUSTRALIA GOVT | |||||||||||||
AUTONATION INC | |||||||||||||
AVALONBAY COMMUNITIES INC | |||||||||||||
AVIATION CAPITAL GROUP LLC | |||||||||||||
AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD) | |||||||||||||
AVOLON HOLDINGS FUNDING LTD | |||||||||||||
BABSON CLO LTD 2016-2A | |||||||||||||
BACARDI-MARTINI BV | |||||||||||||
BAIN CAPITAL EURO 2018-2 DAC 18-2A | |||||||||||||
BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX | |||||||||||||
BANC OF AMERICA FUNDING CORP 2007-C | |||||||||||||
BANCORP COMMERCIAL MORTGAGE TRUST 2019-CRE6 | |||||||||||||
BANK OF AMERICA CORPORATION | |||||||||||||
BAT INTERNATIONAL FINANCE PLC | |||||||||||||
BAXTER INTERNATIONAL INC | |||||||||||||
BAYER US FINANCE LLC | |||||||||||||
BEAR STEARNS ADJ RATE MTGE TR 2006-2 | |||||||||||||
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 11A1 | |||||||||||||
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10 BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 21A1 | |||||||||||||
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12 | |||||||||||||
BEAR STEARNS ALT-A TRUST 2005-5 | |||||||||||||
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-EC2 | |||||||||||||
BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2 | |||||||||||||
BENEFIT STREET PARTNERS CLO III LTD 2013 IIIA | |||||||||||||
BENEFIT STREET PARTNERS CLO XVI LTD | |||||||||||||
BENEFIT STREET PARTNERS CLO XVII LTD | |||||||||||||
BGCLO 19A | |||||||||||||
BLACKROCK EUROPEAN CLO VII DAC 7A | |||||||||||||
BLUEMOUNTAIN CLO LTD 2015-2 | |||||||||||||
BLUEMOUNTAIN EUR CLO 5A | |||||||||||||
BLUEMOUNTAIN FUJI EUR CLO II DAC 17-2A | |||||||||||||
BNC MORTGAGE LOAN TRUST 2006-2 | |||||||||||||
BOSTON PROPERTIES INC | |||||||||||||
BRISTOL-MYERS SQUIBB COMPANY | |||||||||||||
BRITISH TRANSCO INTERNATIONAL FINANCE | |||||||||||||
BRIXMOR PROPERTY GROUP INC | |||||||||||||
BSPDF 2021-FL1 LTD | |||||||||||||
BX TRUST 2022-FOX2 | |||||||||||||
CAIRN CLO IV BV 14-4A | |||||||||||||
CAIRN CLO X BV 18-10A | |||||||||||||
CAMDEN PROPERTY TRUST | |||||||||||||
CANADA GOVT | |||||||||||||
CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A | |||||||||||||
CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-3A | |||||||||||||
CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A | |||||||||||||
CARLYLE US CLO LTD 2017-1A | |||||||||||||
CARLYLE US CLO LTD 2017-4 | |||||||||||||
CATAMARAN CLO LTD 2013-1A | |||||||||||||
CATAMARAN CLO LTD 2016-1A | |||||||||||||
CATHEDRAL LAKE CLO LTD 2015-2A | |||||||||||||
CBAM LTD 2017-2A | |||||||||||||
CBRE GROUP INC | |||||||||||||
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | |||||||||||||
CHASE MORGAGE FINANCE CORP 2005-A1 | |||||||||||||
CHASE MORTGAGE FINANCE CORP 2007-A1 CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A1 | |||||||||||||
CHASE MORTGAGE FINANCE CORP 2007-A1 CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 3A1 | |||||||||||||
CHASE MORTGAGE FINANCE CORPORATION 2007-S6 | |||||||||||||
CIFC FUNDING LTD 2015-5A | |||||||||||||
CIFC FUNDING LTD 2018-1A | |||||||||||||
CIT MTGE LOAN TRUST 2007-1 | |||||||||||||
CITIGROUP MORTGAGE LOAN TR 2004-HYB2 | |||||||||||||
CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3 | |||||||||||||
CITIGROUP MTGE LN TR INC 2007-AMC4 | |||||||||||||
CITIGROUP MTGE LOAN TR INC 2007-WFH2 | |||||||||||||
CITIGROUP MTGE LOAN TRUST INC 2005-11 | |||||||||||||
CITY OF BUENOS AIRES | |||||||||||||
CNH INDUSTRIAL CAPITAL LLC | |||||||||||||
CONAGRA BRANDS INC | |||||||||||||
CONSOLIDATED EDISON COMPANY OF NEW YORK INC | |||||||||||||
CONSTELLATION BRANDS INC | |||||||||||||
CONSTELLATION ENERGY GENERATION LLC | |||||||||||||
COPT DEFENSE PROPERTIES | |||||||||||||
CORESITE REALTY CORPORATION | |||||||||||||
COREVEST AMERICAN FINANCE TRUST 2017-1 | |||||||||||||
COUNTRYWIDE ALTERNATIVE LN TR 2005-50CB | |||||||||||||
COUNTRYWIDE ALTERNATIVE LN TR 2005-J2 | |||||||||||||
COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1 | |||||||||||||
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC5 | |||||||||||||
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-22 | |||||||||||||
COUNTRYWIDE ASSET BACKED CERTS 2006-21 | |||||||||||||
COUNTRYWIDE ASSET-BACKED CERT 2004-5 | |||||||||||||
COUNTRYWIDE ASSET-BACKED CERT 2004-6 | |||||||||||||
COUNTRYWIDE ASSET-BACKED CERT 2004-7 | |||||||||||||
COUNTRYWIDE ASSET-BACKED CERT 2007-1 | |||||||||||||
COUNTRYWIDE ASSET-BACKED CERT 2007-6 | |||||||||||||
COUNTRYWIDE ASSET-BACKED CERTI 2006-19 | |||||||||||||
COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-8 | |||||||||||||
COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-ABC1 | |||||||||||||
COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8 | |||||||||||||
COUNTRYWIDE ASSET-BACKED CERTS 2005-13 | |||||||||||||
COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2004-J9 | |||||||||||||
COUNTRYWIDE HOME LOANS 2004-HYB7 | |||||||||||||
COUNTRYWIDE HOME LOANS 2005-HYB4 | |||||||||||||
COUNTRYWIDE HOME LOANS 2005-R2 | |||||||||||||
COUNTRYWIDE HOME LOANS 2006-6 | |||||||||||||
COUSINS PROPERTIES INCORPORATED | |||||||||||||
COX COMMUNICATIONS INC | |||||||||||||
CREDIT SUISSE GROUP AG | |||||||||||||
CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD | |||||||||||||
CREDIT SUISSE MORTGAGE CAP CERT 2007-4R | |||||||||||||
CRESTLINE DENALI CLO XIV LTD 2016-1A | |||||||||||||
CRESTLINE DENALI CLO XV 2017-1A | |||||||||||||
CROWN CASTLE INTERNATIONAL CORP (CCI) | |||||||||||||
CSFB MORTGAGE SECURITIES CORP 2005-9 | |||||||||||||
CUBESMART | |||||||||||||
CVC CORDATUS LOAN FUND III LTD CORDA-A | |||||||||||||
CVC CORDATUS LOAN FUND VII DAC 7A | |||||||||||||
CVC CORDATUS LOAN FUND XI DAC 21-1 | |||||||||||||
CVS HEALTH CORPORATION | |||||||||||||
DAIMLER TRUCK FINANCE NORTH AMERICA LLC | |||||||||||||
DANONE SA | |||||||||||||
DELL INTERNATIONAL LLC / EMC CORP | |||||||||||||
DELTA AIR LINES INC | |||||||||||||
DENMARK GOVT | |||||||||||||
DEUTSCHE ALT-A SECURITIES INC 2007-OA2 | |||||||||||||
DEUTSCHE BANK AG/NEW YORK BRANCH | |||||||||||||
DIAGEO CAPITAL PLC | |||||||||||||
DIAMONDROCK HOSPITALITY COMPANY | |||||||||||||
DIGITAL REALTY TRUST INC | |||||||||||||
DISCOVERY COMMUNICATIONS LLC | |||||||||||||
DOMINION ENERGY GAS HOLDINGS LLC | |||||||||||||
DOMINION ENERGY INC | |||||||||||||
DOUGLAS EMMETT INC | |||||||||||||
DRYDEN 47 SENIOR LOAN FUND 2017-47A | |||||||||||||
DRYDEN 52 EURO CLO 2017 17-52A | |||||||||||||
DRYDEN 57 CLO LTD 2018-57A | |||||||||||||
DRYDEN XXV SENIOR LOAN FUND 2012-25A | |||||||||||||
DRYDEN XXVII-R EURO CLO BV 2017-27A | |||||||||||||
DUKE ENERGY CORPORATION | |||||||||||||
DUKE REALTY CORPORATION | |||||||||||||
EGCLO 2018-1A | |||||||||||||
ELECTRICITE DE FRANCE SA (EDF) | |||||||||||||
ELEVATION CLO LTD 2017-8A | |||||||||||||
ENBRIDGE (US) INC | |||||||||||||
ENEL FINANCE AMERICA LLC | |||||||||||||
ENERGY TRANSFER LP | |||||||||||||
ENERGY TRANSFER OPERATING LP (AKA: ENERGY TRANSFER PARTNERS LP) | |||||||||||||
ENTERGY CORPORATION | |||||||||||||
ENTERPRISE PRODUCTS OPERATING LLC | |||||||||||||
EQUIFAX INC | |||||||||||||
EQUINIX INC | |||||||||||||
EQUITY LIFESTYLE PROPERTIES INC | |||||||||||||
EQUITY RESIDENTIAL | |||||||||||||
ERAC USA FINANCE LLC | |||||||||||||
ESSENTIAL PROPERTIES REALTY TRUST INC | |||||||||||||
ESSEX PROPERTY TRUST INC | |||||||||||||
EURO-GALAXY III CLO BV 13-3A | |||||||||||||
EUROSAIL PLC 2007-3A | |||||||||||||
EUROSAIL PLC 2007-3X | |||||||||||||
EXTRA SPACE STORAGE INC | |||||||||||||
FANNIE MAE 2006-98 | |||||||||||||
FANNIE MAE 2007-75 | |||||||||||||
FANNIE MAE REMICS 2018-42 | |||||||||||||
FANNIE MAE REMICS 2019-5 | |||||||||||||
FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE) | |||||||||||||
FEDERAL REALTY INVESTMENT TRUST | |||||||||||||
FHLMC PASS THRU POOLS FED HM LN PC POOL 1A1082 FH 07/36 FLOATING VAR | |||||||||||||
FHLMC PASS THRU POOLS FED HM LN PC POOL 1J1334 FH 09/36 FLOATING VAR | |||||||||||||
FHLMC PASS THRU POOLS FED HM LN PC POOL 847614 FH 10/36 FLOATING VAR | |||||||||||||
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 SD2064 FR 08/52 FIXED 4.5 | |||||||||||||
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8058 FR 04/50 FIXED 4 | |||||||||||||
FIDELITY NATIONAL INFORMATION SERVICES INC | |||||||||||||
FIRST FRANKLIN MTG LOAN 2005-FF12 | |||||||||||||
FIRST FRANKLIN MTG LOAN ASSET 2005-FFH3 | |||||||||||||
FIRST HORIZON ALT MTG SEC 2006-FA8 | |||||||||||||
FIRST HORIZON ALT MTGE SEC 2005-AA2 | |||||||||||||
FIRST INDUSTRIAL REALTY TRUST INC | |||||||||||||
FISERV INC | |||||||||||||
FLAGSHIP CLO LTD 2014-8A | |||||||||||||
FNMA PASS THRU POOLS FNMA POOL 803338 FN 09/44 FLOATING VAR | |||||||||||||
FNMA PASS THRU POOLS FNMA POOL 806506 FN 10/44 FLOATING VAR | |||||||||||||
FNMA PASS THRU POOLS FNMA POOL AL5548 FN 05/38 FLOATING VAR | |||||||||||||
FNMA PASS THRU POOLS FNMA POOL AS4380 FN 02/45 FIXED 3.5 | |||||||||||||
FNMA PASS THRU POOLS FNMA POOL BM2007 FN 09/48 FIXED VAR | |||||||||||||
FNMA PASS THRU POOLS FNMA POOL BN5342 FN 03/49 FIXED 4 | |||||||||||||
FNMA PASS THRU POOLS FNMA POOL BU8845 FN 05/52 FIXED 3.5 | |||||||||||||
FNMA PASS THRU POOLS FNMA POOL MA4733 FN 09/52 FIXED 4.5 | |||||||||||||
FORD MOTOR CREDIT COMPANY LLC | |||||||||||||
FRANCE GOVT | |||||||||||||
FREDDIE MAC 3096 | |||||||||||||
FREDDIE MAC 3381 | |||||||||||||
FREDDIE MAC 3397 | |||||||||||||
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KBX1 | |||||||||||||
FREDDIE MAC STRIPS 278 | |||||||||||||
FREDDIE MAC-3179 | |||||||||||||
FREMONT HOME LOAN TRUST 2004-4 | |||||||||||||
FREMONT HOME LOAN TRUST 2006-C FREMONT HOME LOAN TRUST FHLT 2006 C 1A1 | |||||||||||||
FREMONT HOME LOAN TRUST 2006-C FREMONT HOME LOAN TRUST FHLT 2006 C 2A3 | |||||||||||||
FREMONT HOME LOAN TRUST 2006-E | |||||||||||||
GAMING AND LEISURE PROPERTIES INC | |||||||||||||
GATX CORPORATION | |||||||||||||
GCAT 2020-3 LLC | |||||||||||||
GENERAL MOTORS FINANCIAL COMPANY INC | |||||||||||||
GLG EURO CLO III DAC A | |||||||||||||
GLOBAL PAYMENTS INC | |||||||||||||
GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD 2017-2A | |||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-22 | |||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38 | |||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15 | |||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-20 | |||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11 | |||||||||||||
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20 | |||||||||||||
GS MORTGAGE SECURITIES CORP II 2010-C1 | |||||||||||||
GSAMP TRUST 2005-HE2 | |||||||||||||
GSAMP TRUST 2005-WMC1 | |||||||||||||
GSAMP TRUST 2006-FM3 | |||||||||||||
GSR MORTGAGE LOAN TRUST 2005-AR6 GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1 | |||||||||||||
GSR MORTGAGE LOAN TRUST 2005-AR6 GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1 | |||||||||||||
GSR MORTGAGE LOAN TRUST 2005-AR7 | |||||||||||||
GSR MORTGAGE LOAN TRUST 2006-AR1 | |||||||||||||
HALCYON LOAN ADVISORS FUNDING LTD 2015-1A | |||||||||||||
HALEON UK CAPITAL PLC | |||||||||||||
HALSEYPOINT CLO 2 LTD | |||||||||||||
HARBORVIEW MORTGAGE LOAN TR 2005-10 | |||||||||||||
HARBORVIEW MORTGAGE LOAN TR 2005-2 | |||||||||||||
HARBORVIEW MORTGAGE LOAN TR 2005-9 | |||||||||||||
HARBORVIEW MORTGAGE LOAN TR 2006-12 | |||||||||||||
HARBORVIEW MORTGAGE LOAN TR 2007-1 | |||||||||||||
HARVEST CLO XVI DAC 16A | |||||||||||||
HARVEST CLO XX DAC 20A | |||||||||||||
HAWKSMOOR MORTGAGES 19-1A | |||||||||||||
HEALTHCARE REALTY TRUST INCORPORATED | |||||||||||||
HEALTHCARE TRUST OF AMERICA INC | |||||||||||||
HEALTHPEAK PROPERTIES INC | |||||||||||||
HEWLETT PACKARD ENTERPRISE COMPANY | |||||||||||||
HIGHWOODS PROPERTIES INC | |||||||||||||
HILTON WORLDWIDE HOLDINGS INC | |||||||||||||
HITACHI AMERICA CAPITAL LTD | |||||||||||||
HOMEBANC MORTGAGE TRUST 2005-4 HOMEBANC MORTGAGE TRUST HMBT 2005 4 A1 | |||||||||||||
HOMEBANC MORTGAGE TRUST 2005-4 HOMEBANC MORTGAGE TRUST HMBT 2005 4 A2 | |||||||||||||
HOST HOTELS & RESORTS INC | |||||||||||||
HOWARD HUGHES CORP/THE | |||||||||||||
HOWARD HUGHES HOLDINGS INC | |||||||||||||
HSBC HOLDINGS PLC | |||||||||||||
HSI ASSET SEC CORP TRUST 2006-OPT3 | |||||||||||||
HUDSON PACIFIC PROPERTIES INC | |||||||||||||
HUMANA INC | |||||||||||||
HUNTSMAN INTERNATIONAL LLC | |||||||||||||
ICG US CLO LTD 2018-2A | |||||||||||||
ICG US CLO LTD 2020-1A | |||||||||||||
INDYMAC HOME EQUITY LOAN ABS TR 2004-B | |||||||||||||
INDYMAC INDA MORTGAGE LOAN TR 2005-AR1 | |||||||||||||
INDYMAC INDB MORTGAGE LOAN TR 2006-1 | |||||||||||||
INDYMAC INDX MORTGAGE LOAN TR 2005-AR14 | |||||||||||||
INDYMAC INDX MTGE LOAN TRUST 2006-AR15 | |||||||||||||
INDYMAC RESIDENTIAL ASSET BACKED 2007-A | |||||||||||||
ING INVESTMENT MANAGEMENT CLO LTD 2012-4A | |||||||||||||
INLAND AMERICAN REAL ESTATE TRUST INC | |||||||||||||
INTERCONTINENTAL EXCHANGE INC | |||||||||||||
INTERNATIONAL FLAVORS & FRAGRANCES INC | |||||||||||||
INVITATION HOMES INC | |||||||||||||
ITALY GOVT | |||||||||||||
JAMESTOWN CLO IV LTD 2014-4A | |||||||||||||
JAPAN GOVT | |||||||||||||
JBG SMITH PROPERTIES | |||||||||||||
JFIN CLO LTD 2017-2A | |||||||||||||
JP MORGAN ALTERNATIVE LN TRUST 2006-S3 | |||||||||||||
JP MORGAN ALTERNATIVE LN TRUST 2007-A2 | |||||||||||||
JP MORGAN MORTGAGE TRUST 2005-A4 | |||||||||||||
JP MORGAN MORTGAGE TRUST-2005-A2 | |||||||||||||
JUBILEE CLO 2014-XI BV 14-11A | |||||||||||||
JUBILEE CLO 2014-XII BV 14-12A | |||||||||||||
JUBILEE CLO 2016-XVII BV 16-17A | |||||||||||||
JYSKE REALKREDIT KGS | |||||||||||||
KELLOGG COMPANY | |||||||||||||
KEURIG DR PEPPER INC | |||||||||||||
KILROY REALTY CORPORATION | |||||||||||||
KIMCO REALTY CORPORATION | |||||||||||||
KKR CLO 11 LTD | |||||||||||||
KKR CLO 9 LTD | |||||||||||||
KOMATSU FINANCE AMERICA INC | |||||||||||||
L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP) | |||||||||||||
LCM XV LP 15A | |||||||||||||
LEHMAN ABS MANUFACTURED HOUSING 2001-B | |||||||||||||
LEHMAN XS TRUST 2006-8 | |||||||||||||
LEIDOS INC | |||||||||||||
LIFE STORAGE INC (AKA: SOVRAN SELF STORAGE INC) | |||||||||||||
LLOYDS BANKING GROUP PLC | |||||||||||||
LOANCORE ISSUER LTD 2019-CRE2 | |||||||||||||
LOANCORE ISSUER LTD 2021-CRE5 | |||||||||||||
LONG BEACH MORTGAGE LOAN TR 2006-7 | |||||||||||||
LOWE`S COMPANIES INC | |||||||||||||
LSEGA FINANCING PLC | |||||||||||||
MADISON PARK FUNDING XXIII LTD 2017-23A | |||||||||||||
MAN GLG EURO 6A | |||||||||||||
MAN GLG EURO CLO V DAC 5A | |||||||||||||
MARATHON CLO IX LTD 2017-9A | |||||||||||||
MARATHON OIL CORPORATION | |||||||||||||
MARLETTE FUNDING TRUST 2019-3 | |||||||||||||
MARRIOTT INTERNATIONAL INC | |||||||||||||
MARRIOTT VACATIONS WORLDWIDE CORPORATION | |||||||||||||
MASSACHUSETTS EDUC FINANCING AUTH 2008-1 | |||||||||||||
MASTR ADJUSTABLE RATE MTGES TRU 2004-13 | |||||||||||||
MASTR ASSET BACKED SECURITIES TRUST 2006-AM2 | |||||||||||||
MCCORMICK & COMPANY INCORPORATED | |||||||||||||
MCDONALDS CORPORATION | |||||||||||||
MEDICAL PROPERTIES TRUST INC | |||||||||||||
MEDTRONIC GLOBAL HOLDINGS SCA | |||||||||||||
MELLON RESIDENTIAL FUND CORP 2000-TBC2 | |||||||||||||
MELLON RESIDENTIAL FUND CORP 2002-TBC1 | |||||||||||||
MERCEDES-BENZ FINANCE NORTH AMERICA LLC | |||||||||||||
MERRILL LYNCH MORTGAGE INV 2007-HE2 | |||||||||||||
MERRILL LYNCH MORTGAGE INVEST TR 2005-FM1 | |||||||||||||
MERRILL LYNCH MORTGAGE INVS 2005-A5 | |||||||||||||
MERRILL LYNCH MORTGAGE INVS 2005-NC1 | |||||||||||||
MEXICO GOVT | |||||||||||||
MF1 2021-FL7 LTD | |||||||||||||
MGM GROWTH PROPERTIES LLC | |||||||||||||
MICROCHIP TECHNOLOGY INCORPORATED | |||||||||||||
MID-AMERICA APARTMENT COMMUNITIES INC | |||||||||||||
MIDOCEAN CREDIT CLO II 2013-2A | |||||||||||||
MIDOCEAN CREDIT CLO VIII 2018-8A | |||||||||||||
MKS CLO LTD 2017-2A | |||||||||||||
MLCC MORTGAGE INVESTORS INC 2004-1 | |||||||||||||
MLCC MORTGAGE INVESTORS INC 2006-2 | |||||||||||||
MONARCH GROVE CLO 2018-1A | |||||||||||||
MONDELEZ INTERNATIONAL INC | |||||||||||||
MORGAN STANLEY ABS CAPITAL I 2004-NC5 | |||||||||||||
MORGAN STANLEY ABS CAPITAL I 2005-HE3 | |||||||||||||
MORGAN STANLEY ABS CAPITAL I 2005-WMC3 | |||||||||||||
MORGAN STANLEY ABS CAPITAL I 2006-HE8 | |||||||||||||
MOUNTAIN VIEW CLO LLC 2017-2A | |||||||||||||
MOUNTAIN VIEW CLO LTD 15-10A | |||||||||||||
MOUNTAIN VIEW CLO XIV LTD 2019-1A | |||||||||||||
MP CLO VII LTD 2015-1A | |||||||||||||
MYLAN NV | |||||||||||||
N/A BOUGHT EUR SOLD USD 20231115 | |||||||||||||
N/A INVH US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A SGX IRON ORE 62 JAN24 XSIM 20240131 | |||||||||||||
N/A EURO-BTP FUTURE DEC23 XEUR 20231207 | |||||||||||||
N/A SHORT EURO-BTP FU DEC23 XEUR 20231207 | |||||||||||||
N/A BOUGHT DKK SOLD USD 20231003 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20231115 | |||||||||||||
N/A SOLD DKK BOUGHT USD 20231102 | |||||||||||||
N/A SOLD GBP BOUGHT USD 20231115 | |||||||||||||
N/A SOLD GBP BOUGHT USD 20231115 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20231115 | |||||||||||||
N/A NATURAL GAS FUTR DEC23 XNYM 20231128 | |||||||||||||
N/A NATURAL GAS FUTR NOV23 XNYM 20231027 | |||||||||||||
N/A PLD US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A PSA US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A REXR US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A SOLD CAD BOUGHT USD 20231004 | |||||||||||||
N/A SBAC US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A SPG US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A BOUGHT EUR SOLD USD 20231115 | |||||||||||||
N/A SOLD AUD BOUGHT USD 20231115 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20231115 | |||||||||||||
N/A SUI US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A 317U3HSA0 PIMCO SWAPTION 4.606 PUT USD 2023102 | |||||||||||||
N/A 317U3HTA9 PIMCO SWAPTION 4.611 PUT USD 2023102 | |||||||||||||
N/A 317U3I1A7 PIMCO SWAPTION 4.645 PUT USD 2023102 | |||||||||||||
N/A 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829 | |||||||||||||
N/A 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829 | |||||||||||||
N/A 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901 | |||||||||||||
N/A 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901 | |||||||||||||
N/A 317U3YMA9 PIMCO FPPSWAPTION 2.95 PUT EUR | |||||||||||||
N/A 317U3YNA8 PIMCO FPPSWAPTION 2.95 CALL EUR | |||||||||||||
N/A COMM SWAP BCOMF1NTC BPS | |||||||||||||
N/A COMM SWAP TBL/BCOMF1NTC GST | |||||||||||||
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.47 07/15/22-10Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.55 04/15/22-30Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.58 03/15/22-30Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.6 05/15/22-10Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.7 04/15/23-30Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.72 06/15/22-10Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.763 09/15/23-30Y LCH | |||||||||||||
N/A INF SWAP US IT 2.006 11/30/20-10Y LCH | |||||||||||||
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.56 09/12/23-1Y LCH | |||||||||||||
N/A INF SWAP US IT 2.565 09/12/23-1Y LCH | |||||||||||||
N/A INF SWAP US IT 2.573 08/26/21-7Y LCH | |||||||||||||
N/A INF SWAP US IT 2.645 09/10/21-7Y LCH | |||||||||||||
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH | |||||||||||||
N/A IRS EUR -0.52600 11/21/22-1Y (WHT) LCH | |||||||||||||
N/A IRS EUR 0.65000 04/12/22-5Y LCH | |||||||||||||
N/A IRS EUR 0.65000 05/11/22-5Y LCH | |||||||||||||
N/A IRS EUR 0.70000 04/11/22-5Y LCH | |||||||||||||
N/A IRS EUR 1.00000 05/13/22-5Y LCH | |||||||||||||
N/A IRS EUR 1.00000 05/18/22-5Y LCH | |||||||||||||
N/A IRS EUR 2.75000 03/20/24-30Y LCH | |||||||||||||
N/A IRS EUR 2.87880 06/12/23-9Y* LCH | |||||||||||||
N/A IRS EUR 3.00000 03/20/24-10Y LCH | |||||||||||||
N/A RFR JPY MUTK/0.50000 12/15/21-10Y LCH | |||||||||||||
N/A RFR JPY MUTK/0.55000 09/14/23-5Y LCH | |||||||||||||
N/A RFR JPY MUTK/0.85000 09/20/23-10Y LCH | |||||||||||||
N/A RFR USD SOFR/2.86500 02/13/24-30Y LCH | |||||||||||||
N/A RFR USD SOFR/3.08500 02/13/24-10Y LCH | |||||||||||||
N/A RFR USD SOFR/4.25000 12/20/23-2Y LCH | |||||||||||||
N/A SOLD CAD BOUGHT USD 20231115 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20231115 | |||||||||||||
N/A BOUGHT NZD SOLD USD 20231115 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20231115 | |||||||||||||
N/A US 10YR NOTE (CBT)DEC23 XCBT 20231219 | |||||||||||||
N/A US 10YR ULTRA FUT DEC23 XCBT 20231219 | |||||||||||||
N/A US 2YR NOTE (CBT) DEC23 XCBT 20231229 | |||||||||||||
N/A US 5YR NOTE (CBT) DEC23 XCBT 20231229 | |||||||||||||
N/A US ULTRA BOND CBT DEC23 XCBT 20231219 | |||||||||||||
N/A VICI US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A KC HRW WHEAT FUT MAR24 XCBT 20240314 | |||||||||||||
N/A WPC US TRS EQUITY FEDL01+25 JPM | |||||||||||||
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 ROYAL BANK OF SCO REVERSE REPO | |||||||||||||
N/A REVERSE REPO WOOD GUNDY REVERSE REPO | |||||||||||||
N/A REPO BANK AMERICA REPO | |||||||||||||
N/A REPO BANK AMERICA REPO | |||||||||||||
N/A BARCLAYS CAPITAL REPO REPO | |||||||||||||
N/A GOLDMAN SACHS REPO REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO | |||||||||||||
N/A AMNAX TRS EQUITY FEDL01+55 JPM | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+15 BPS | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+40 BPS | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+56 FAR | |||||||||||||
N/A ARE US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A AMH US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A AMT US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A AIRC US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A AVB US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A BOUGHT DKK SOLD USD 20231003 | |||||||||||||
N/A SOLD DKK BOUGHT USD 20231003 | |||||||||||||
N/A SOLD DKK BOUGHT USD 20231102 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20231115 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20231115 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20231115 | |||||||||||||
N/A BOUGHT NZD SOLD USD 20231115 | |||||||||||||
N/A SOLD CAD BOUGHT USD 20231115 | |||||||||||||
N/A SOLD CAD BOUGHT USD 20231115 | |||||||||||||
N/A SOLD DKK BOUGHT USD 20231003 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20231115 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20231115 | |||||||||||||
N/A BRENT CRUDE FUTR DEC23 IFEU 20231031 | |||||||||||||
N/A BRENT CRUDE FUTR DEC24 IFEU 20241031 | |||||||||||||
N/A BRENT CRUDE FUTR DEC25 IFEU 20251031 | |||||||||||||
N/A CRUDE OIL OPT IPE DEC23C 90 EXP 10/26/2023 | |||||||||||||
N/A CRUDE OIL OPT IPE MAR24C 95 EXP 01/26/2024 | |||||||||||||
N/A CRUDE OIL OPT IPE MAR24P 85 EXP 01/26/2024 | |||||||||||||
N/A BOUGHT DKK SOLD USD 20231102 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20231115 | |||||||||||||
N/A SOLD CAD BOUGHT USD 20231115 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20231115 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20231115 | |||||||||||||
N/A WTI CRUDE FUTURE DEC23 IFEU 20231117 | |||||||||||||
N/A WTI CRUDE FUTURE DEC23 XNYM 20231120 | |||||||||||||
N/A WTI CRUDE FUTURE DEC25 XNYM 20251120 | |||||||||||||
N/A DLR US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+19.5 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+20 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+25 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+29 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+33 MYI | |||||||||||||
N/A CA CARBON ALLOW 24DEC24 IFED 20241224 | |||||||||||||
N/A CALCARBALLOWV2023 DEC23 IFED 20231222 | |||||||||||||
N/A ECX EMISSION DEC23 NDEX 20231218 | |||||||||||||
N/A EQIX US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A ELS US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A EQR US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A FR US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A EURO-OAT FUTURE DEC23 XEUR 20231207 | |||||||||||||
N/A GLPI US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A LOW SU GASOIL G MAR24 IFEU 20240312 | |||||||||||||
N/A EURO-BOBL FUTURE DEC23 XEUR 20231207 | |||||||||||||
N/A EURO-BUND FUTURE DEC23 XEUR 20231207 | |||||||||||||
N/A EURO-BUXL 30Y BND DEC23 XEUR 20231207 | |||||||||||||
N/A EURO-SCHATZ FUT DEC23 XEUR 20231207 | |||||||||||||
N/A GOLD 100 OZ FUTR DEC23 XCEC 20231227 | |||||||||||||
N/A BOUGHT MXN SOLD USD 20231016 | |||||||||||||
N/A NY HARB ULSD FUT MAR24 XNYM 20240229 | |||||||||||||
N/A COMM SWAP JMABNIC5 JPM | |||||||||||||
N/A COMM SWAP PIMCODB CIB | |||||||||||||
N/A COMM SWAP PIMCODB GST | |||||||||||||
N/A COMM SWAP PIMCODB MAC | |||||||||||||
N/A BOUGHT NZD SOLD USD 20230816 | |||||||||||||
N/A SOLD NZD BOUGHT USD 20230816 | |||||||||||||
N/A SUI US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A 317U33JA1 PIMCO SWAPTION 3.75 CALL USD 2023091 | |||||||||||||
N/A 317U33LA8 PIMCO SWAPTION 3.75 CALL USD 2023091 | |||||||||||||
N/A 317U37JA2 PIMCO SWAPTION 4.42 CALL USD 2023092 | |||||||||||||
N/A COM FWD GOLDLNPM 1946.5 01/04/24 JPM | |||||||||||||
N/A COMM SWAP BCOMF1NTC BPS | |||||||||||||
N/A COMM SWAP TBL/BCOMF1NTC GST | |||||||||||||
N/A COMM SWAP TBL/BCOMTR BPS | |||||||||||||
N/A COMM SWAP TBL/BCOMTR GST | |||||||||||||
N/A COMM SWAP TBL/BCOMTR JPM | |||||||||||||
N/A COMM SWAP TBL/BCOMTR MAC | |||||||||||||
N/A COMM SWAP TBL/CSIXTR BPS | |||||||||||||
N/A COMM SWAP TBL/CSIXTR GST | |||||||||||||
N/A COMM SWAP TBL/CSIXTR MAC | |||||||||||||
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH | |||||||||||||
N/A INF SWAP US IT 2.006 11/30/20-10Y LCH | |||||||||||||
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.573 08/26/21-7Y LCH | |||||||||||||
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH | |||||||||||||
N/A IRS EUR 2.50000 09/20/23-30Y LCH | |||||||||||||
N/A IRS EUR 3.00000 09/20/23-10Y LCH | |||||||||||||
N/A RFR JPY MUTK/0.50000 12/15/21-10Y LCH | |||||||||||||
N/A SOLD JPY BOUGHT USD 20230816 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230816 | |||||||||||||
N/A BOUGHT NZD SOLD USD 20230816 | |||||||||||||
N/A SOLD DKK BOUGHT USD 20230802 | |||||||||||||
N/A SOLD GBP BOUGHT USD 20230816 | |||||||||||||
N/A US 10YR FUT OPTN AUG23P 113 EXP 07/21/2023 | |||||||||||||
N/A US 10YR NOTE (CBT)SEP23 XCBT 20230920 | |||||||||||||
N/A US 10YR ULTRA FUT SEP23 XCBT 20230920 | |||||||||||||
N/A US 2YR NOTE (CBT) SEP23 XCBT 20230929 | |||||||||||||
N/A US 5YR NOTE (CBT) SEP23 XCBT 20230929 | |||||||||||||
N/A US LONG BOND(CBT) SEP23 XCBT 20230920 | |||||||||||||
N/A US ULTRA BOND CBT SEP23 XCBT 20230920 | |||||||||||||
N/A VICI US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A WHEAT FUTURE(CBT) DEC23 XCBT 20231214 | |||||||||||||
N/A WPC US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO | |||||||||||||
N/A REVERSE REPO WOOD GUNDY REVERSE REPO | |||||||||||||
N/A NOMURA REPO | |||||||||||||
N/A REPO BANK AMERICA REPO | |||||||||||||
N/A REPO BANK AMERICA REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO WOOD GUNDY REVERSE REPO | |||||||||||||
N/A AMNAX TRS EQUITY FEDL01+40 JPM | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+15 BPS | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+35 FAR | |||||||||||||
N/A ARE US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A AMH US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A AMT US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A AIRC US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A AVB US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A BOUGHT DKK SOLD USD 20230705 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230816 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230816 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230816 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230816 | |||||||||||||
N/A SOLD AUD BOUGHT USD 20230816 | |||||||||||||
N/A SOLD DKK BOUGHT USD 20230802 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230816 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20230816 | |||||||||||||
N/A SOLD NZD BOUGHT USD 20230816 | |||||||||||||
N/A SOLD GBP BOUGHT USD 20230816 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20230816 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230816 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230816 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230816 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230816 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230816 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230816 | |||||||||||||
N/A BRENT CRUDE FUTR SEP23 IFEU 20230731 | |||||||||||||
N/A COU3C 80 SEP23 80 CALL FSO | |||||||||||||
N/A COU3C 81 SEP23 81 CALL FSO | |||||||||||||
N/A COU3C 82 SEP23 82 CALL FSO | |||||||||||||
N/A COU3C 84 SEP23 84 CALL FSO | |||||||||||||
N/A COU3C 85 SEP23 85 CALL FSO | |||||||||||||
N/A BOUGHT AUD SOLD USD 20230816 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230816 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230816 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230816 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230816 | |||||||||||||
N/A BOUGHT GBP SOLD USD 20230816 | |||||||||||||
N/A SOLD CAD BOUGHT USD 20230816 | |||||||||||||
N/A SOLD DKK BOUGHT USD 20230705 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230816 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230816 | |||||||||||||
N/A CRUDE OIL FUT OPT AUG23C 79 EXP 07/17/2023 | |||||||||||||
N/A CRUDE OIL FUT OPT SEP23C 75 EXP 08/17/2023 | |||||||||||||
N/A CRUDE OIL FUT OPT SEP23C 76 EXP 08/17/2023 | |||||||||||||
N/A CRUDE OIL FUT OPT SEP23C 79 EXP 08/17/2023 | |||||||||||||
N/A WTI CRUDE FUTURE DEC23 XNYM 20231120 | |||||||||||||
N/A WTI CRUDE FUTURE SEP23 XNYM 20230822 | |||||||||||||
N/A DLR US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+19 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+19.5 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+20 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+25 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+25 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+27 FAR | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+27 FAR | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+27 MYI | |||||||||||||
N/A CA CARBON ALLOW 24DEC24 IFED 20241224 | |||||||||||||
N/A CALCARBALLOWV2023 DEC23 IFED 20231222 | |||||||||||||
N/A EQIX US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A ELS US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A EQR US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A FR US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A EURO-OAT FUTURE SEP23 XEUR 20230907 | |||||||||||||
N/A GLPI US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A EURO-BOBL FUTURE SEP23 XEUR 20230907 | |||||||||||||
N/A EURO-BUND FUTURE SEP23 XEUR 20230907 | |||||||||||||
N/A EURO-BUXL 30Y BND SEP23 XEUR 20230907 | |||||||||||||
N/A EURO-SCHATZ FUT SEP23 XEUR 20230907 | |||||||||||||
N/A GOLD 100 OZ FUTR AUG23 XCEC 20230829 | |||||||||||||
N/A GOLD 100 OZ FUTR DEC23 XCEC 20231227 | |||||||||||||
N/A BOUGHT DKK SOLD USD 20230705 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230816 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230816 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230816 | |||||||||||||
N/A INVH US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A SGX IRON ORE 62 SEP23 XSIM 20230929 | |||||||||||||
N/A EURO-BTP FUTURE SEP23 XEUR 20230907 | |||||||||||||
N/A SHORT EURO-BTP FU SEP23 XEUR 20230907 | |||||||||||||
N/A JPN 10Y BOND(OSE) SEP23 XOSE 20230912 | |||||||||||||
N/A BOUGHT DKK SOLD USD 20230705 | |||||||||||||
N/A BOUGHT MXN SOLD USD 20230714 | |||||||||||||
N/A SOLD CAD BOUGHT USD 20230816 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230816 | |||||||||||||
N/A SOLD GBP BOUGHT USD 20230816 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20230816 | |||||||||||||
N/A SOLD MXN BOUGHT USD 20230714 | |||||||||||||
N/A 3175IJ9M0 OTC ECAL GOLDLNPM JAN24 2500 CALL | |||||||||||||
N/A BOUGHT DKK SOLD USD 20230705 | |||||||||||||
N/A SOLD DKK BOUGHT USD 20230802 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230816 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20230816 | |||||||||||||
N/A NATURAL GAS FUTR SEP23 XNYM 20230829 | |||||||||||||
N/A PLD US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A PSA US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A REXR US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A SBAC US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A SPG US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A COMM SWAP JMABNIC5 JPM | |||||||||||||
N/A COMM SWAP PIMCODB MAC | |||||||||||||
N/A 317U1Q8A4 PIMCO SWAPTION 2.067 CALL EUR 202306 | |||||||||||||
N/A 317U1Q9A3 PIMCO SWAPTION 3.14 PUT EUR 20230609 | |||||||||||||
N/A COM FWD GOLDLNPM 1946.5 01/04/24 JPM | |||||||||||||
N/A COMM SWAP BCOMF1NTC BPS | |||||||||||||
N/A COMM SWAP TBL/BCOMTR BPS | |||||||||||||
N/A COMM SWAP TBL/BCOMTR GST | |||||||||||||
N/A COMM SWAP TBL/BCOMTR JPM | |||||||||||||
N/A COMM SWAP TBL/BCOMTR MAC | |||||||||||||
N/A COMM SWAP TBL/CSIXTR BPS | |||||||||||||
N/A COMM SWAP TBL/CSIXTR GST | |||||||||||||
N/A COMM SWAP TBL/CSIXTR MAC | |||||||||||||
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH | |||||||||||||
N/A INF SWAP US IT 2.006 11/30/20-10Y LCH | |||||||||||||
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.573 08/26/21-7Y LCH | |||||||||||||
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 5.32 04/29/22-1Y LCH | |||||||||||||
N/A IRS EUR 2.54700 03/09/23-10Y LCH | |||||||||||||
N/A US 10YR FUT OPTN MAY23C 118 EXP 04/21/2023 | |||||||||||||
N/A US 10YR FUT OPTN MAY23C 119 EXP 04/21/2023 | |||||||||||||
N/A US 10YR FUT OPTN MAY23P 112 EXP 04/21/2023 | |||||||||||||
N/A US 10YR FUT OPTN MAY23P 112.5 EXP 04/21/2023 | |||||||||||||
N/A US 10YR NOTE (CBT)JUN23 XCBT 20230621 | |||||||||||||
N/A US 10YR ULTRA FUT JUN23 XCBT 20230621 | |||||||||||||
N/A US 2YR NOTE (CBT) JUN23 XCBT 20230630 | |||||||||||||
N/A US 5YR NOTE (CBT) JUN23 XCBT 20230630 | |||||||||||||
N/A US LONG BOND(CBT) JUN23 XCBT 20230621 | |||||||||||||
N/A US ULTRA BOND CBT JUN23 XCBT 20230621 | |||||||||||||
N/A VICI US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A WPC US TRS EQUITY FEDL01+25 JPM | |||||||||||||
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 ROYAL BANK OF SCO REVERSE REPO | |||||||||||||
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO | |||||||||||||
N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO | |||||||||||||
N/A REVERSE REPO WOOD GUNDY REVERSE REPO | |||||||||||||
N/A NOMURA REPO | |||||||||||||
N/A NOMURA REPO | |||||||||||||
N/A REPO BANK AMERICA REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO | |||||||||||||
N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO | |||||||||||||
N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO | |||||||||||||
N/A AMNAX TRS EQUITY FEDL01+40 JPM | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+35 FAR | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+37 FAR | |||||||||||||
N/A ARE US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A AMH US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A AMT US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A AIRC US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A AVB US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230516 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230516 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230516 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230516 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230516 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230516 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230516 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230516 | |||||||||||||
N/A SOLD AUD BOUGHT USD 20230516 | |||||||||||||
N/A SOLD DKK BOUGHT USD 20230403 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230516 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230516 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230516 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230516 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230516 | |||||||||||||
N/A SOLD DKK BOUGHT USD 20230502 | |||||||||||||
N/A SOLD GBP BOUGHT USD 20230516 | |||||||||||||
N/A BOUGHT DKK SOLD USD 20230403 | |||||||||||||
N/A BOUGHT DKK SOLD USD 20230403 | |||||||||||||
N/A SOLD DKK BOUGHT USD 20230403 | |||||||||||||
N/A SOLD DKK BOUGHT USD 20230502 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230516 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20230516 | |||||||||||||
N/A SOLD MXN BOUGHT USD 20230621 | |||||||||||||
N/A BRENT CRUDE FUTR JUL23 IFEU 20230531 | |||||||||||||
N/A BRENT CRUDE FUTR JUN23 IFEU 20230428 | |||||||||||||
N/A CON3C 84 JUL23 84 CALL FSO | |||||||||||||
N/A BOUGHT DKK SOLD USD 20230403 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230516 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230516 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230516 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230516 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230516 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230516 | |||||||||||||
N/A BOUGHT PEN SOLD USD 20230427 | |||||||||||||
N/A SOLD CAD BOUGHT USD 20230516 | |||||||||||||
N/A SOLD DKK BOUGHT USD 20230403 | |||||||||||||
N/A SOLD DKK BOUGHT USD 20230502 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230516 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230516 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230516 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230516 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20230516 | |||||||||||||
N/A CORN FUTURE OPTN JUL23P 600 EXP 06/23/2023 | |||||||||||||
N/A CRUDE OIL FUT OPT JUL23C 79 EXP 06/14/2023 | |||||||||||||
N/A CRUDE OIL FUT OPT JUL23C 80 EXP 06/14/2023 | |||||||||||||
N/A CRUDE OIL FUT OPT MAY23C 75 EXP 04/17/2023 | |||||||||||||
N/A CRUDE OIL FUT OPT MAY23C 81 EXP 04/17/2023 | |||||||||||||
N/A CRUDE OIL FUT OPT MAY23C 83 EXP 04/17/2023 | |||||||||||||
N/A CRUDE OIL FUT OPT MAY23C 86 EXP 04/17/2023 | |||||||||||||
N/A WTI CRUDE FUTURE JUL23 XNYM 20230620 | |||||||||||||
N/A WTI CRUDE FUTURE JUN23 IFEU 20230519 | |||||||||||||
N/A WTI CRUDE FUTURE JUN23 XNYM 20230522 | |||||||||||||
N/A DLR US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+19 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+19.5 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+20 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+21 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+27 FAR | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+27 FAR | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+27 JPM | |||||||||||||
N/A CALCARBALLOWV2023 DEC23 IFED 20231222 | |||||||||||||
N/A EQIX US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A ELS US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A EQR US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A FR US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A EURO-OAT FUTURE JUN23 XEUR 20230608 | |||||||||||||
N/A GLPI US TRS EQUITY FEDL01+25 JPM | |||||||||||||
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 GOLD 100 OZ FUTR DEC23 XCEC 20231227 | |||||||||||||
N/A GOLD FUT OPT(CMX) JUN23P 1800 EXP 05/25/2023 | |||||||||||||
N/A GOLD FUT OPT(CMX) JUN23P 1850 EXP 05/25/2023 | |||||||||||||
N/A GOLD FUT OPT(CMX) JUN23P 1900 EXP 05/25/2023 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20230516 | |||||||||||||
N/A INVH US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A SGX IRON ORE 62 JUL23 XSIM 20230731 | |||||||||||||
N/A EURO-BTP FUTURE JUN23 XEUR 20230608 | |||||||||||||
N/A SHORT EURO-BTP FU JUN23 XEUR 20230608 | |||||||||||||
N/A JPN 10Y BOND(OSE) JUN23 XOSE 20230613 | |||||||||||||
N/A 3175IJ9M0 OTC ECAL GOLDLNPM JAN24 2500 CALL | |||||||||||||
N/A NATURAL GAS FUTR JUL23 XNYM 20230628 | |||||||||||||
N/A NATURAL GAS FUTR MAY23 XNYM 20230426 | |||||||||||||
N/A PLD US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A PSA US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A REXR US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A SBAC US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A SPG US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230516 | |||||||||||||
N/A SOLD NZD BOUGHT USD 20230516 | |||||||||||||
N/A SUI US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A 317U0BFA0 PIMCO SWAPTION 2.2 CALL USD 20230531 | |||||||||||||
N/A 317U0BHA8 PIMCO SWAPTION 2.35 CALL USD 2023053 | |||||||||||||
N/A 317U0DXA6 PIMCO SWAPTION 2.2 CALL USD 20230426 | |||||||||||||
N/A 317U0DYA5 PIMCO SWAPTION 2.35 CALL USD 2023042 | |||||||||||||
N/A COMM SWAP JMABNIC5 JPM | |||||||||||||
N/A COMM SWAP PIMCODB MAC | |||||||||||||
N/A 317U1Q9A3 PIMCO SWAPTION 3.14 PUT EUR 20230609 | |||||||||||||
N/A 317U681I9 PIMCO SWAPTION 1.4275 CALL USD 20230 | |||||||||||||
N/A 317U682I8 PIMCO SWAPTION 1.579 CALL USD 202301 | |||||||||||||
N/A 317U714I0 PIMCO SWAPTION 1.41 CALL USD 2023020 | |||||||||||||
N/A 317U719I5 PIMCO SWAPTION 1.5575 CALL USD 20230 | |||||||||||||
N/A 317U940I6 PIMCO SWAPTION 1.71 CALL USD 2023012 | |||||||||||||
N/A 317U941I5 PIMCO SWAPTION 1.785 CALL USD 202301 | |||||||||||||
N/A 317U970I9 PIMCO SWAPTION 1.72 CALL USD 2023022 | |||||||||||||
N/A 317U971I8 PIMCO SWAPTION 1.736 CALL USD 202302 | |||||||||||||
N/A COMM SWAP BCOM UAG | |||||||||||||
N/A COMM SWAP BCOMF1NTC BPS | |||||||||||||
N/A COMM SWAP TBL/BCOMTR BPS | |||||||||||||
N/A COMM SWAP TBL/BCOMTR GST | |||||||||||||
N/A COMM SWAP TBL/BCOMTR MAC | |||||||||||||
N/A COMM SWAP TBL/CSIXTR BPS | |||||||||||||
N/A COMM SWAP TBL/CSIXTR GST | |||||||||||||
N/A COMM SWAP TBL/CSIXTR MAC | |||||||||||||
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.33 01/15/20-5Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.45 01/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.48 01/15/20-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.515 02/15/21-20Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.624 02/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.72 09/15/22-15Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 4.125 09/15/22-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 4.1425 10/15/22-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 4.3 01/15/22-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 5.2 06/15/22-2Y LCH | |||||||||||||
N/A INF SWAP GB NI 5.33 06/15/22-2Y LCH | |||||||||||||
N/A INF SWAP GB NI 6.29 03/15/22-2Y LCH | |||||||||||||
N/A INF SWAP GB NI 6.44 05/15/22-2Y LCH | |||||||||||||
N/A INF SWAP GB NI 6.6 05/15/22-2Y LCH | |||||||||||||
N/A INF SWAP US IT 2.006 11/30/20-10Y LCH | |||||||||||||
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.573 08/26/21-7Y LCH | |||||||||||||
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 5.32 04/29/22-1Y LCH | |||||||||||||
N/A INF SWAP US IT 5.5 03/21/22-1Y LCH | |||||||||||||
N/A IRS EUR 0.83000 12/09/42-10Y LCH | |||||||||||||
N/A SOLD DKK BOUGHT USD 20230110 | |||||||||||||
N/A LONG GILT FUTURE MAR23 IFLL 20230329 | |||||||||||||
N/A US 10YR NOTE (CBT)MAR23 XCBT 20230322 | |||||||||||||
N/A US 10YR ULTRA FUT MAR23 XCBT 20230322 | |||||||||||||
N/A US 2YR NOTE (CBT) MAR23 XCBT 20230331 | |||||||||||||
N/A US 5YR NOTE (CBT) MAR23 XCBT 20230331 | |||||||||||||
N/A US LONG BOND(CBT) MAR23 XCBT 20230322 | |||||||||||||
N/A US ULTRA BOND CBT MAR23 XCBT 20230322 | |||||||||||||
N/A VICI US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A WPC US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A REVERSE REPO WOOD GUNDY REVERSE REPO | |||||||||||||
N/A REVERSE REPO WOOD GUNDY REVERSE REPO | |||||||||||||
N/A REPO WOOD GUNDY RVPO WOOD GUNDY USD | |||||||||||||
N/A REPO WOOD GUNDY RVPO WOOD GUNDY USD | |||||||||||||
N/A GOLDMAN SACHS REPO REPO | |||||||||||||
N/A REPO SOCIETE GENERALE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO 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 ROYAL BANK OF SCO REVERSE REPO | |||||||||||||
N/A REVERSE REPO WOOD GUNDY REVERSE REPO | |||||||||||||
N/A REVERSE REPO WOOD GUNDY REVERSE REPO | |||||||||||||
N/A REVERSE REPO WOOD GUNDY REVERSE REPO | |||||||||||||
N/A REVERSE REPO WOOD GUNDY REVERSE REPO | |||||||||||||
N/A ROYAL BANK OF CANADA NY BRANCH REVERSE REPO USD | |||||||||||||
N/A ROYAL BANK OF CANADA NY BRANCH REVERSE REPO USD | |||||||||||||
N/A AMNAX TRS EQUITY FEDL01+55 JPM | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+35 FAR | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+37 FAR | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+45 BOA | |||||||||||||
N/A ARE US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A AMH US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A AMT US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A AIRC US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A AVB US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230216 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230216 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230216 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230216 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230216 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230216 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230216 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230216 | |||||||||||||
N/A BOUGHT JPY SOLD USD 20230216 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230216 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230216 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230216 | |||||||||||||
N/A SOLD GBP BOUGHT USD 20230216 | |||||||||||||
N/A SOLD GBP BOUGHT USD 20230216 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20230216 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20230216 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20230216 | |||||||||||||
N/A 3175ES803 OTC ECAL BCOM 109 JAN23 119.9 CALL | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230216 | |||||||||||||
N/A SOLD MXN BOUGHT USD 20230321 | |||||||||||||
N/A BRENT CRUDE FUTR MAR23 IFEU 20230131 | |||||||||||||
N/A COH3C 90 MAR23 90 CALL FSO | |||||||||||||
N/A COH3C 95 MAR23 95 CALL FSO | |||||||||||||
N/A COH3P65 MAR23 65 PUT FSO | |||||||||||||
N/A BOUGHT DKK SOLD USD 20230110 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230216 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230216 | |||||||||||||
N/A BOUGHT PEN SOLD USD 20230110 | |||||||||||||
N/A SOLD AUD BOUGHT USD 20230216 | |||||||||||||
N/A SOLD AUD BOUGHT USD 20230216 | |||||||||||||
N/A SOLD DKK BOUGHT USD 20230110 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230216 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20230216 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20230216 | |||||||||||||
N/A SOLD NZD BOUGHT USD 20230216 | |||||||||||||
N/A SOLD PEN BOUGHT USD 20230106 | |||||||||||||
N/A WTI CRUDE FUTURE JUN23 XNYM 20230522 | |||||||||||||
N/A WTI CRUDE FUTURE MAR23 IFEU 20230217 | |||||||||||||
N/A WTI CRUDE FUTURE MAR23 XNYM 20230221 | |||||||||||||
N/A DLR US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+21 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+24 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+27 FAR | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+27 FAR | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+27 FAR | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+27 JPM | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+28 BRC | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+37 CBK | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+41 MYI | |||||||||||||
N/A CALCARBALLOWV2023 DEC23 IFED 20231222 | |||||||||||||
N/A ECX EMISSION MAR23 NDEX 20230327 | |||||||||||||
N/A EQIX US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A ELS US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A EQR US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A 3MO EURO EURIBOR MAR23 IFLL 20230313 | |||||||||||||
N/A FR US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A EURO-OAT FUTURE MAR23 XEUR 20230308 | |||||||||||||
N/A GLPI US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A EURO-BOBL FUTURE MAR23 XEUR 20230308 | |||||||||||||
N/A EURO-BUND FUTURE MAR23 XEUR 20230308 | |||||||||||||
N/A EURO-BUXL 30Y BND MAR23 XEUR 20230308 | |||||||||||||
N/A EURO-SCHATZ FUT MAR23 XEUR 20230308 | |||||||||||||
N/A RXG3C 146 FEB23 146 CALL FSO | |||||||||||||
N/A RXG3P 138.5 FEB23 138.5 PUT FSO | |||||||||||||
N/A GOLD 100 OZ FUTR FEB23 XCEC 20230224 | |||||||||||||
N/A BOUGHT DKK SOLD USD 20230110 | |||||||||||||
N/A SOLD CAD BOUGHT USD 20230216 | |||||||||||||
N/A SOLD DKK BOUGHT USD 20230110 | |||||||||||||
N/A INVH US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A SGX IRON ORE 62 MAR23 XSIM 20230331 | |||||||||||||
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 JPN 10Y BOND(OSE) MAR23 XOSE 20230313 | |||||||||||||
N/A BOUGHT EUR SOLD USD 20230216 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20230216 | |||||||||||||
N/A BOUGHT DKK SOLD USD 20230110 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230216 | |||||||||||||
N/A SOLD EUR BOUGHT USD 20230216 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20230216 | |||||||||||||
N/A SOLD JPY BOUGHT USD 20230216 | |||||||||||||
N/A GLOBEX NATURL GAS FEB23 XNYM 20230126 | |||||||||||||
N/A NAT GAS EURO OPT MAR23P 4 EXP 02/23/2023 | |||||||||||||
N/A NAT GAS EURO OPT MAR23P 4.5 EXP 02/23/2023 | |||||||||||||
N/A NATURAL GAS FUTR FEB23 XNYM 20230127 | |||||||||||||
N/A NATURAL GAS FUTR MAR23 XNYM 20230224 | |||||||||||||
N/A PLD US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A PSA US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A REXR US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A SBAC US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A SPG US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A BOUGHT PEN SOLD USD 20230106 | |||||||||||||
N/A BOUGHT PEN SOLD USD 20230112 | |||||||||||||
N/A BOUGHT PEN SOLD USD 20230117 | |||||||||||||
N/A BOUGHT PEN SOLD USD 20230119 | |||||||||||||
N/A SOLD NZD BOUGHT USD 20230216 | |||||||||||||
N/A SUI US TRS EQUITY FEDL01+25 JPM | |||||||||||||
N/A 317U0BFA0 PIMCO SWAPTION 2.2 CALL USD 20230531 | |||||||||||||
N/A 317U0DXA6 PIMCO SWAPTION 2.2 CALL USD 20230426 | |||||||||||||
N/A 317U1PBA2 PIMCO SWAPTION 2.547 CALL EUR 202303 | |||||||||||||
N/A 317U1PCA1 PIMCO SWAPTION 2.547 PUT EUR 2023030 | |||||||||||||
N/A 317U1Q8A4 PIMCO SWAPTION 2.067 CALL EUR 202306 | |||||||||||||
N/A COMM SWAP JMABNIC5 JPM | |||||||||||||
N/A COMM SWAP PIMCODB MAC | |||||||||||||
N/A PLD US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A PSA US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A REXR US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A SBAC US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A SPG US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD AUD/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SUI US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A 317U0BFA0 PIMCO SWAPTION 2.2 CALL USD 20230531 | |||||||||||||
N/A 317U0BHA8 PIMCO SWAPTION 2.35 CALL USD 2023053 | |||||||||||||
N/A 317U0DXA6 PIMCO SWAPTION 2.2 CALL USD 20230426 | |||||||||||||
N/A 317U0DYA5 PIMCO SWAPTION 2.35 CALL USD 2023042 | |||||||||||||
N/A 317U681I9 PIMCO SWAPTION 1.4275 CALL USD 20230 | |||||||||||||
N/A 317U682I8 PIMCO SWAPTION 1.579 CALL USD 202301 | |||||||||||||
N/A 317U714I0 PIMCO SWAPTION 1.41 CALL USD 2023020 | |||||||||||||
N/A 317U719I5 PIMCO SWAPTION 1.5575 CALL USD 20230 | |||||||||||||
N/A 317U940I6 PIMCO SWAPTION 1.71 CALL USD 2023012 | |||||||||||||
N/A 317U941I5 PIMCO SWAPTION 1.785 CALL USD 202301 | |||||||||||||
N/A 317U970I9 PIMCO SWAPTION 1.72 CALL USD 2023022 | |||||||||||||
N/A 317U971I8 PIMCO SWAPTION 1.736 CALL USD 202302 | |||||||||||||
N/A COMM SWAP BCOM UAG | |||||||||||||
N/A COMM SWAP BCOMF1NTC BPS | |||||||||||||
N/A COMM SWAP TBL/BCOMTR BPS | |||||||||||||
N/A COMM SWAP TBL/BCOMTR GST | |||||||||||||
N/A COMM SWAP TBL/BCOMTR JPM | |||||||||||||
N/A COMM SWAP TBL/CSIXTR BPS | |||||||||||||
N/A COMM SWAP TBL/CSIXTR GST | |||||||||||||
N/A COMM SWAP TBL/CSIXTR JPM | |||||||||||||
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.47 07/15/22-10Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.55 04/15/22-30Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.58 03/15/22-30Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.59 03/15/22-30Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.6 05/15/22-10Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.72 06/15/22-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.45 01/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.515 02/15/21-20Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.624 02/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.72 09/15/22-15Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 4.13 09/15/22-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 4.3 01/15/22-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 5.2 06/15/22-2Y LCH | |||||||||||||
N/A INF SWAP GB NI 5.33 06/15/22-2Y LCH | |||||||||||||
N/A INF SWAP GB NI 6.29 03/15/22-2Y LCH | |||||||||||||
N/A INF SWAP GB NI 6.44 05/15/22-2Y LCH | |||||||||||||
N/A INF SWAP GB NI 6.6 05/15/22-2Y LCH | |||||||||||||
N/A INF SWAP GBP NI 4.125 09/15/22-10Y LCH | |||||||||||||
N/A INF SWAP US IT 2.006 11/30/20-10Y LCH | |||||||||||||
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.573 08/26/21-7Y LCH | |||||||||||||
N/A INF SWAP US IT 2.645 09/10/21-7Y LCH | |||||||||||||
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 5.32 04/29/22-1Y LCH | |||||||||||||
N/A INF SWAP US IT 5.5 03/21/22-1Y LCH | |||||||||||||
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH | |||||||||||||
N/A IRS EUR 0.65000 04/12/22-5Y LCH | |||||||||||||
N/A IRS EUR 0.65000 05/11/22-5Y LCH | |||||||||||||
N/A IRS EUR 0.70000 04/11/22-5Y LCH | |||||||||||||
N/A IRS EUR 1.00000 05/13/22-5Y LCH | |||||||||||||
N/A IRS EUR 1.00000 05/18/22-5Y LCH | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A SOLD EUR/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 US LONG BOND(CBT) DEC22 XCBT 20221220 | |||||||||||||
N/A US ULTRA BOND CBT DEC22 XCBT 20221220 | |||||||||||||
N/A VICI US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A VICI US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A WELL US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A WPC US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A BARCLAYS CAPITAL REPO REPO | |||||||||||||
N/A GOLDMAN SACHS REPO REPO | |||||||||||||
N/A REPO BANK AMERICA REPO | |||||||||||||
N/A REPO BANK AMERICA REPO | |||||||||||||
N/A AMNAX TRS EQUITY FEDL01+55 JPM | |||||||||||||
N/A AMNAX TRS EQUITY FEDL01+72 BOA | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+35 FAR | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+37 FAR | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+60 BOA | |||||||||||||
N/A ARE US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A AMH US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A AMT US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A AIRC US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A AVB US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT GBP/SOLD USD | |||||||||||||
N/A SOLD AUD/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A BARCLAYS BANK PLC SNR SE ICE | |||||||||||||
N/A 3175ES803 OTC ECAL BCOM 109 JAN23 119.9 CALL | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A BRENT CRUDE FUTR DEC22 IFEU 20221031 | |||||||||||||
N/A 31750JUW3 PIMCO CDSOPT PUT USD 1.4 20221116 | |||||||||||||
N/A 317523OB9 PIMCO CDSOPT PUT USD 1.35 20221116 | |||||||||||||
N/A 317534Q57 PIMCO CDSOPT PUT USD 1.5 20221221 | |||||||||||||
N/A 3175474T1 PIMCO CDSOPT PUT USD 1.6 20221019 | |||||||||||||
N/A 317553KY0 PIMCO CDSOPT PUT USD 1.6 20221221 | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT GBP/SOLD USD | |||||||||||||
N/A BOUGHT JPY/SOLD USD | |||||||||||||
N/A BOUGHT PEN/SOLD USD | |||||||||||||
N/A BOUGHT PEN/SOLD USD | |||||||||||||
N/A SOLD AUD/BOUGHT USD | |||||||||||||
N/A SOLD CAD/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD MXN/BOUGHT USD | |||||||||||||
N/A SOLD NZD/BOUGHT USD | |||||||||||||
N/A SOLD PEN/BOUGHT USD | |||||||||||||
N/A WTI CRUDE FUTURE DEC22 IFEU 20221118 | |||||||||||||
N/A DLR US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+21 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+24 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+25 BRC | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+30 BRC | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+37 CBK | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+41 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+48 JPM | |||||||||||||
N/A DRE US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A CALCARBALLOWV2023 DEC23 IFED 20231222 | |||||||||||||
N/A CCA VINT2022 DEC22 IFED 20221223 | |||||||||||||
N/A EQIX US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A ELS US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A EQR US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A FR US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A EURO-OAT FUTURE DEC22 XEUR 20221208 | |||||||||||||
N/A GLPI US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A EURO-BOBL FUTURE DEC22 XEUR 20221208 | |||||||||||||
N/A EURO-BUND FUTURE DEC22 XEUR 20221208 | |||||||||||||
N/A EURO-BUXL 30Y BND DEC22 XEUR 20221208 | |||||||||||||
N/A EURO-SCHATZ FUT DEC22 XEUR 20221208 | |||||||||||||
N/A GOLD 100 OZ FUTR DEC22 XCEC 20221228 | |||||||||||||
N/A BOUGHT PEN/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT JPY/SOLD USD | |||||||||||||
N/A INVH US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A EURO-BTP FUTURE DEC22 XEUR 20221208 | |||||||||||||
N/A SHORT EURO-BTP FU DEC22 XEUR 20221208 | |||||||||||||
N/A 317512BY6 PIMCO CDSOPT PUT EUR 2.0 20221221 | |||||||||||||
N/A 3175322K4 PIMCO CDSOPT PUT EUR 1.9 20221116 | |||||||||||||
N/A 317561AC2 PIMCO CDSOPT PUT EUR 1.9 20221116 | |||||||||||||
N/A 317583A28 PIMCO CDSOPT PUT EUR 1.9 20221116 | |||||||||||||
N/A JPN 10Y BOND(OSE) DEC22 XOSE 20221213 | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT GBP/SOLD USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD CAD/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A INVH US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A EURO-BTP FUTURE SEP22 XEUR 20220908 | |||||||||||||
N/A SHORT EURO-BTP FU SEP22 XEUR 20220908 | |||||||||||||
N/A 317511W25 PIMCO CDSOPT PUT EUR 1.2 20220720 | |||||||||||||
N/A 3175438A7 PIMCO CDSOPT PUT EUR 1.2 20220720 | |||||||||||||
N/A 317551VP1 PIMCO CDSOPT PUT EUR 1.4 20220817 | |||||||||||||
N/A 317554K28 PIMCO CDSOPT PUT EUR 1.6 20220817 | |||||||||||||
N/A JPN 10Y BOND(OSE) SEP22 XOSE 20220912 | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT GBP/SOLD USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A MPW US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A BOUGHT CAD/SOLD USD | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A PLD US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A PSA US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A REXR US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A SBAC US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A SPG US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT GBP/SOLD USD | |||||||||||||
N/A SUI US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A 317U0BFA0 PIMCO SWAPTION 2.2 CALL USD 20230531 | |||||||||||||
N/A 317U0BHA8 PIMCO SWAPTION 2.35 CALL USD 2023053 | |||||||||||||
N/A 317U0DXA6 PIMCO SWAPTION 2.2 CALL USD 20230426 | |||||||||||||
N/A 317U0DYA5 PIMCO SWAPTION 2.35 CALL USD 2023042 | |||||||||||||
N/A 317U681I9 PIMCO SWAPTION 1.4275 CALL USD 20230 | |||||||||||||
N/A 317U682I8 PIMCO SWAPTION 1.579 CALL USD 202301 | |||||||||||||
N/A 317U714I0 PIMCO SWAPTION 1.41 CALL USD 2023020 | |||||||||||||
N/A 317U719I5 PIMCO SWAPTION 1.5575 CALL USD 20230 | |||||||||||||
N/A 317U940I6 PIMCO SWAPTION 1.71 CALL USD 2023012 | |||||||||||||
N/A 317U941I5 PIMCO SWAPTION 1.785 CALL USD 202301 | |||||||||||||
N/A 317U970I9 PIMCO SWAPTION 1.72 CALL USD 2023022 | |||||||||||||
N/A 317U971I8 PIMCO SWAPTION 1.736 CALL USD 202302 | |||||||||||||
N/A COMM SWAP BCOM UAG | |||||||||||||
N/A COMM SWAP BCOMF1NTC BPS | |||||||||||||
N/A COMM SWAP TBL/BCOMTR BPS | |||||||||||||
N/A COMM SWAP TBL/BCOMTR GST | |||||||||||||
N/A COMM SWAP TBL/BCOMTR JPM | |||||||||||||
N/A COMM SWAP TBL/CSIXTR BPS | |||||||||||||
N/A COMM SWAP TBL/CSIXTR GST | |||||||||||||
N/A COMM SWAP TBL/CSIXTR JPM | |||||||||||||
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.455 06/15/22-10Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.55 04/15/22-30Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.58 03/15/22-30Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.59 03/15/22-30Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.6 05/15/22-10Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.72 06/15/22-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.45 01/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.515 02/15/21-20Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.624 02/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 4.3 01/15/22-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 5.2 06/15/22-2Y LCH | |||||||||||||
N/A INF SWAP GB NI 5.33 06/15/22-2Y LCH | |||||||||||||
N/A INF SWAP GB NI 6.29 03/15/22-2Y LCH | |||||||||||||
N/A INF SWAP GB NI 6.44 05/15/22-2Y LCH | |||||||||||||
N/A INF SWAP GB NI 6.6 05/15/22-2Y LCH | |||||||||||||
N/A INF SWAP US IT 2.006 11/30/20-10Y LCH | |||||||||||||
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.573 08/26/21-7Y LCH | |||||||||||||
N/A INF SWAP US IT 2.645 09/10/21-7Y LCH | |||||||||||||
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 5.32 04/29/22-1Y LCH | |||||||||||||
N/A INF SWAP US IT 5.5 03/21/22-1Y LCH | |||||||||||||
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH | |||||||||||||
N/A IRS EUR 0.65000 04/12/22-5Y LCH | |||||||||||||
N/A IRS EUR 0.65000 05/11/22-5Y LCH | |||||||||||||
N/A IRS EUR 0.70000 04/11/22-5Y LCH | |||||||||||||
N/A IRS EUR 1.00000 05/13/22-5Y LCH | |||||||||||||
N/A IRS EUR 1.00000 05/18/22-5Y LCH | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A SOLD NZD/BOUGHT USD | |||||||||||||
N/A 31750JJ97 OTC EPUT FN 4.0 JUL22 99.15625 PUT | |||||||||||||
N/A 31750JOE0 OTC EPUT FN 3.5 96.90625 | |||||||||||||
N/A 3175175V8 OTC EPUT FN 4.5 99.40625 | |||||||||||||
N/A 317525ZD8 OTC EPUT FN 4.5 99.65625 | |||||||||||||
N/A 317536T59 OTC ECAL FN 4.5 100.234375 | |||||||||||||
N/A 3175414P2 OTC EPUT FN 4.5 99.5625 | |||||||||||||
N/A 317541ZY9 OTC EPUT FN 4.5 99.15625 | |||||||||||||
N/A 317565893 OTC EPUT FN 4.5 99.140625 | |||||||||||||
N/A 317566GH4 OTC ECAL FN 3.0 94.6875 | |||||||||||||
N/A 317585313 OTC EPUT FN 4.5 98.234375 | |||||||||||||
N/A 317586725 OTC ECAL FN 4.5 101.140625 | |||||||||||||
N/A 317591915 OTC EPUT FN 4.5 100.28125 | |||||||||||||
N/A 3175962W3 OTC EPUT FN 4.5 99.65625 | |||||||||||||
N/A LONG GILT FUTURE SEP22 IFLL 20220928 | |||||||||||||
N/A US 10YR NOTE (CBT)SEP22 XCBT 20220921 | |||||||||||||
N/A US 10YR ULTRA FUT SEP22 XCBT 20220921 | |||||||||||||
N/A US 2YR NOTE (CBT) SEP22 XCBT 20220930 | |||||||||||||
N/A US 5YR NOTE (CBT) SEP22 XCBT 20220930 | |||||||||||||
N/A US LONG BOND(CBT) SEP22 XCBT 20220921 | |||||||||||||
N/A US ULTRA BOND CBT SEP22 XCBT 20220921 | |||||||||||||
N/A VICI US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A VICI US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A WELL US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A WPC US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A BARCLAYS CAPITAL REPO REPO | |||||||||||||
N/A REPO BANK AMERICA REPO | |||||||||||||
N/A REPO SOCIETE GENERALE REPO | |||||||||||||
N/A BARCLAYS CAPITAL REPO REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO | |||||||||||||
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO | |||||||||||||
N/A AMNAX TRS EQUITY FEDL01+72 BOA | |||||||||||||
N/A AMNAX TRS EQUITY FEDL01+72 BOA | |||||||||||||
N/A AMZX TRS EQUITY 1ML+53.5 CBK | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+37 FAR | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+60 BOA | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+60 BOA | |||||||||||||
N/A ARE US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A AMH US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A AMT US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A AIRC US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A AVB US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT GBP/SOLD USD | |||||||||||||
N/A BOUGHT JPY/SOLD USD | |||||||||||||
N/A BOUGHT JPY/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD 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 GBP/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A BARCLAYS BANK PLC SNR SE ICE | |||||||||||||
N/A 3175ES803 OTC ECAL BCOM 109 JAN23 119.9 CALL | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT MXN/SOLD USD | |||||||||||||
N/A SOLD CAD/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD MXN/BOUGHT USD | |||||||||||||
N/A SOLD MXN/BOUGHT USD | |||||||||||||
N/A 317555WO4 PIMCO CDSOPT PUT USD 95.0 20220817 | |||||||||||||
N/A 317562G00 PIMCO CDSOPT PUT USD 1.2 20220720 | |||||||||||||
N/A 317535T02 PIMCO CDSOPT PUT USD 1.3 20220817 | |||||||||||||
N/A 317546CF4 PIMCO CDSOPT PUT USD 1.35 20220817 | |||||||||||||
N/A 317555G12 PIMCO CDSOPT PUT USD 1.2 20220720 | |||||||||||||
N/A 317561J74 PIMCO CDSOPT PUT USD 1.25 20220720 | |||||||||||||
N/A 317565EF2 PIMCO CDSOPT CALL USD 0.7 20220817 | |||||||||||||
N/A 317575GC6 PIMCO CDSOPT PUT USD 1.2 20220720 | |||||||||||||
N/A BOUGHT PEN/SOLD USD | |||||||||||||
N/A BOUGHT PEN/SOLD USD | |||||||||||||
N/A SOLD AUD/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A DLR US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+35 FAR | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+37 ULO | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+25 BRC | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+30 BRC | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+37 CBK | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+41 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+45 BOA | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+48 JPM | |||||||||||||
N/A DRE US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A CCA VINT2022 DEC22 IFED 20221223 | |||||||||||||
N/A EQIX US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A ELS US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A EQR US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A FR US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A EURO-OAT FUTURE SEP22 XEUR 20220908 | |||||||||||||
N/A OATU2C170 SEP22 170 CALL FSO | |||||||||||||
N/A GLPI US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A DUU2C120 SEP22 120 CALL FSO | |||||||||||||
N/A EURO-BOBL FUTURE SEP22 XEUR 20220908 | |||||||||||||
N/A EURO-BUND FUTURE SEP22 XEUR 20220908 | |||||||||||||
N/A EURO-BUXL 30Y BND SEP22 XEUR 20220908 | |||||||||||||
N/A EURO-SCHATZ FUT SEP22 XEUR 20220908 | |||||||||||||
N/A OEU2C137 SEP22 137 CALL FSO | |||||||||||||
N/A OEU2C150 SEP22 150 CALL FSO | |||||||||||||
N/A RXU2P114 SEP22 114 PUT FSO | |||||||||||||
N/A RXU2P88 SEP22 88 PUT FSO | |||||||||||||
N/A GOLD 100 OZ FUTR AUG22 XCEC 20220829 | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT PEN/SOLD USD | |||||||||||||
N/A BOUGHT PEN/SOLD USD | |||||||||||||
N/A SOLD AUD/BOUGHT USD | |||||||||||||
N/A SOLD CNH/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A DLR US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+35 FAR | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+36 CBK | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+37 ULO | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+40 ULO | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+25 BRC | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+41 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+48 JPM | |||||||||||||
N/A DRE US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A CCA VINT2022 DEC22 IFED 20221223 | |||||||||||||
N/A EQIX US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A ELS US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A EQR US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A FR US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A EURO-OAT FUTURE JUN22 XEUR 20220608 | |||||||||||||
N/A GLPI US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A DUM2C115 JUN22 115 CALL FSO | |||||||||||||
N/A DUM2C115.2 JUN22 115.2 CALL FSO | |||||||||||||
N/A EURO-BOBL FUTURE JUN22 XEUR 20220608 | |||||||||||||
N/A EURO-BUND FUTURE JUN22 XEUR 20220608 | |||||||||||||
N/A EURO-BUXL 30Y BND JUN22 XEUR 20220608 | |||||||||||||
N/A EURO-SCHATZ FUT JUN22 XEUR 20220608 | |||||||||||||
N/A OEK2C134.5 MAY22 134.5 CALL FSO | |||||||||||||
N/A OEK2P131.5 MAY22 131.5 PUT FSO | |||||||||||||
N/A OEM2C149 JUN22 149 CALL FSO | |||||||||||||
N/A OEM2C150 JUN22 150 CALL FSO | |||||||||||||
N/A RXM2C184 JUN22 184 CALL FSO | |||||||||||||
N/A RXM2C185 JUN22 185 CALL FSO | |||||||||||||
N/A 317565WP0 OTC ECAL G2 3.0 101.191406 | |||||||||||||
N/A GOLD 100 OZ FUTR JUN22 XCEC 20220628 | |||||||||||||
N/A BOUGHT JPY/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A BOUGHT CNH/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 JPY/SOLD USD | |||||||||||||
N/A BOUGHT JPY/SOLD USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A INVH US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A EURO-BTP FUTURE JUN22 XEUR 20220608 | |||||||||||||
N/A IKK2C151 MAY22 151 CALL FSO | |||||||||||||
N/A SHORT EURO-BTP FU JUN22 XEUR 20220608 | |||||||||||||
N/A 3175220B7 PIMCO CDSOPT PUT EUR 4.5 20220518 | |||||||||||||
N/A 317523K49 PIMCO CDSOPT PUT EUR 4.25 20220420 | |||||||||||||
N/A 317537NE4 PIMCO CDSOPT PUT EUR 4.0 20220420 | |||||||||||||
N/A 317543R57 PIMCO CDSOPT PUT EUR 4.5 20220518 | |||||||||||||
N/A 317564KN1 PIMCO CDSOPT PUT EUR 4.0 20220420 | |||||||||||||
N/A 317565P86 PIMCO CDSOPT PUT EUR 4.25 20220420 | |||||||||||||
N/A 3175811C0 PIMCO CDSOPT PUT EUR 5.5 20220615 | |||||||||||||
N/A 317583YR7 PIMCO CDSOPT PUT EUR 4.25 20220518 | |||||||||||||
N/A 317513OB0 PIMCO CDSOPT PUT EUR 1.0 20220518 | |||||||||||||
N/A 317514OF9 PIMCO CDSOPT PUT EUR 0.95 20220615 | |||||||||||||
N/A 3175211L6 PIMCO CDSOPT PUT EUR 0.9 20220420 | |||||||||||||
N/A 317523ZS0 PIMCO CDSOPT PUT EUR 1.05 20220518 | |||||||||||||
N/A 317541035 PIMCO CDSOPT PUT EUR 0.9 20220518 | |||||||||||||
N/A 317541Z94 PIMCO CDSOPT PUT EUR 1.0 20220615 | |||||||||||||
N/A 317553J48 PIMCO CDSOPT PUT EUR 0.85 20220518 | |||||||||||||
N/A 317553WQ4 PIMCO CDSOPT PUT EUR 1.1 20220615 | |||||||||||||
N/A 317557KO3 PIMCO CDSOPT PUT EUR 0.85 20220518 | |||||||||||||
N/A 317564HC9 PIMCO CDSOPT PUT EUR 0.9 20220518 | |||||||||||||
N/A 317567113 PIMCO CDSOPT PUT EUR 1.0 20220615 | |||||||||||||
N/A 317574XG1 PIMCO CDSOPT PUT EUR 0.95 20220518 | |||||||||||||
N/A 317581528 PIMCO CDSOPT PUT EUR 0.85 20220420 | |||||||||||||
N/A 317589X20 PIMCO CDSOPT PUT EUR 1.0 20220518 | |||||||||||||
N/A 317593NE7 PIMCO CDSOPT PUT EUR 0.85 20220420 | |||||||||||||
N/A JPN 10Y BOND(OSE) JUN22 XOSE 20220613 | |||||||||||||
N/A BOUGHT AUD/SOLD USD | |||||||||||||
N/A BOUGHT NOK/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A BOUGHT CNH/SOLD USD | |||||||||||||
N/A MPW US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A MGP US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A BOUGHT CAD/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 JPY/SOLD USD | |||||||||||||
N/A BOUGHT NZD/SOLD USD | |||||||||||||
N/A SOLD CNH/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A PLD US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A PSA US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A REXR US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A SBAC US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A SPG US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A BOUGHT GBP/SOLD USD | |||||||||||||
N/A SOLD CNH/BOUGHT USD | |||||||||||||
N/A SUI US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A 317U681I9 PIMCO SWAPTION 1.4275 CALL USD 20230 | |||||||||||||
N/A 317U682I8 PIMCO SWAPTION 1.579 CALL USD 202301 | |||||||||||||
N/A 317U714I0 PIMCO SWAPTION 1.41 CALL USD 2023020 | |||||||||||||
N/A 317U719I5 PIMCO SWAPTION 1.5575 CALL USD 20230 | |||||||||||||
N/A 317U768I5 PIMCO SWAPTION 0.5 CALL EUR 20220407 | |||||||||||||
N/A 317U770I1 PIMCO SWAPTION 0.7 PUT EUR 20220407 | |||||||||||||
N/A 317U771I0 PIMCO SWAPTION 0.45 CALL EUR 2022040 | |||||||||||||
N/A 317U772I9 PIMCO SWAPTION 0.65 PUT EUR 20220408 | |||||||||||||
N/A 317U774I7 PIMCO SWAPTION 0.65 PUT EUR 20220509 | |||||||||||||
N/A 317U776I5 PIMCO SWAPTION 0.45 CALL EUR 2022050 | |||||||||||||
N/A 317U851I3 PIMCO SWAPTION 0.5 CALL EUR 20220511 | |||||||||||||
N/A 317U852I2 PIMCO SWAPTION 1.0 PUT EUR 20220511 | |||||||||||||
N/A 317U911I1 PIMCO SWAPTION 0.5 CALL EUR 20220516 | |||||||||||||
N/A 317U912I0 PIMCO SWAPTION 1.0 PUT EUR 20220516 | |||||||||||||
N/A 317U938I0 PIMCO SWAPTION 1.6 PUT GBP 20220518 | |||||||||||||
N/A 317U940I6 PIMCO SWAPTION 1.71 CALL USD 2023012 | |||||||||||||
N/A 317U941I5 PIMCO SWAPTION 1.785 CALL USD 202301 | |||||||||||||
N/A 317U970I9 PIMCO SWAPTION 1.72 CALL USD 2023022 | |||||||||||||
N/A 317U971I8 PIMCO SWAPTION 1.736 CALL USD 202302 | |||||||||||||
N/A COM FWD EURMARG3 1Q22 5.82 03/31/22 BPS | |||||||||||||
N/A COMM SWAP BCOM UAG | |||||||||||||
N/A COMM SWAP BCOMF1NTC BPS | |||||||||||||
N/A COMM SWAP TBL/BCOMTR BPS | |||||||||||||
N/A COMM SWAP TBL/BCOMTR GST | |||||||||||||
N/A COMM SWAP TBL/BCOMTR GST | |||||||||||||
N/A COMM SWAP TBL/BCOMTR JPM | |||||||||||||
N/A COMM SWAP TBL/BCOMTR JPM | |||||||||||||
N/A COMM SWAP TBL/CSIXTR BPS | |||||||||||||
N/A COMM SWAP TBL/CSIXTR GST | |||||||||||||
N/A COMM SWAP TBL/CSIXTR GST | |||||||||||||
N/A COMM SWAP TBL/CSIXTR GST | |||||||||||||
N/A COMM SWAP TBL/CSIXTR GST | |||||||||||||
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH | |||||||||||||
N/A INF SWAP EM NI 2.59 03/15/22-30Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.45 01/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.515 02/15/21-20Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.624 02/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 4.3 01/15/22-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 6.29 03/15/22-2Y LCH | |||||||||||||
N/A INF SWAP US IT 2.006 11/30/20-10Y LCH | |||||||||||||
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.573 08/26/21-7Y LCH | |||||||||||||
N/A INF SWAP US IT 2.645 09/10/21-7Y LCH | |||||||||||||
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 5.50 03/21/22-1Y LCH | |||||||||||||
N/A INF SWAP US IT 7.26805 05/01/21-1Y LCH | |||||||||||||
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH | |||||||||||||
N/A OIS GBP SONIO/0.75000 09/21/22-10Y LCH | |||||||||||||
N/A BOUGHT NOK/SOLD USD | |||||||||||||
N/A SOLD NZD/BOUGHT USD | |||||||||||||
N/A 31750JDY8 OTC EPUT FN 3.0 99.59375 | |||||||||||||
N/A 317512RE3 OTC EPUT FN 2.5 APR22 97.734375 PUT | |||||||||||||
N/A 317513TY5 OTC EPUT FN 2.5 97.625 | |||||||||||||
N/A 3175157A6 OTC EPUT FN 2.5 98.484375 | |||||||||||||
N/A 3175159V8 OTC EPUT FN 2.5 98.34375 | |||||||||||||
N/A 317515EO8 OTC ECAL FN 3.0 98.40625 | |||||||||||||
N/A 3175208Y3 OTC EPUT FN 2.5 96.34375 | |||||||||||||
N/A 317521LB6 OTC ECAL FN 2.5 APR22 100 CALL | |||||||||||||
N/A 317526IH6 OTC EPUT FN 2.5 98.5625 | |||||||||||||
N/A 317526M57 OTC ECAL FN 2.5 98.523437 | |||||||||||||
N/A 317532DP1 OTC ECAL FN 3.0 JUN22 99.4375 CALL | |||||||||||||
N/A 317533OW2 OTC EPUT FN 2.5 98.53125 | |||||||||||||
N/A 317534EW1 OTC EPUT FN 3.0 99.04687 | |||||||||||||
N/A 317535Q88 OTC EPUT FN 3.0 100.875 | |||||||||||||
N/A 317536LF5 OTC ECAL FN 3.5 101.5 | |||||||||||||
N/A 317539IT3 OTC EPUT FN 2.5 97.65625 | |||||||||||||
N/A 3175411O8 OTC EPUT FN 3.5 99.5 | |||||||||||||
N/A 317541E71 OTC EPUT FN 2.5 98.390625 | |||||||||||||
N/A 317541RZ5 OTC EPUT FN 3.0 98.914062 | |||||||||||||
N/A 3175447T5 OTC EPUT FN 3.0 97.6171875 | |||||||||||||
N/A 317546T66 OTC ECAL FN 2.5 APR22 99.734375 CALL | |||||||||||||
N/A 317552362 OTC EPUT FN 3.5 APR22 102,140625 PUT | |||||||||||||
N/A 317552I66 OTC ECAL FN 2.5 98.46875 | |||||||||||||
N/A 317554MU4 OTC EPUT FN 2.5 99.1875 | |||||||||||||
N/A 317555A75 OTC ECAL FN 3.5 101 | |||||||||||||
N/A 3175581N4 OTC ECAL FN 2.5 99.00781 | |||||||||||||
N/A 317561W95 OTC EPUT FN 3.0 98.765625 | |||||||||||||
N/A 317562HN9 OTC EPUT FN 2.5 APR22 98.5 PUT | |||||||||||||
N/A 317562KZ8 OTC ECAL FN 2.5 98.34375 | |||||||||||||
N/A 317566SY4 OTC ECAL FN 3.0 100.78125 | |||||||||||||
N/A 3175729C1 OTC ECAL FN 2.5 98.828125 | |||||||||||||
N/A 317572T39 OTC EPUT FN 3 100.414062 | |||||||||||||
N/A 317572VU6 OTC EPUT FN 3.0 MAY22 98.78125 PUT | |||||||||||||
N/A 317573LG6 OTC ECAL FN 3.0 MAY22 100.78125 CALL | |||||||||||||
N/A 3175747X3 OTC EPUT FN 3.0 96.40625 | |||||||||||||
N/A 317574M57 OTC EPUT FN 3.0 JUN22 97.4375 PUT | |||||||||||||
N/A 317582591 OTC EPUT FN 2.5 98.40625 | |||||||||||||
N/A 3175844V9 OTC EPUT FN 2.5 APR22 98 PUT | |||||||||||||
N/A 317589828 OTC EPUT FN 3.0 99.539063 | |||||||||||||
N/A 317591I72 OTC EPUT FN 2.0 96.19921 | |||||||||||||
N/A 317592YE7 OTC EPUT FN 3.0 99.101562 | |||||||||||||
N/A 317593SO0 OTC EPUT FN 3.0 98.781250 | |||||||||||||
N/A 317594EW5 OTC ECAL FN 2.5 98.617187 | |||||||||||||
N/A 317594NT2 OTC ECAL FN 2.5 98.390625 | |||||||||||||
N/A 317595C87 OTC ECAL FN 3.0 99.6171875 | |||||||||||||
N/A 317595EG7 OTC ECAL FN 2.5 98.507812 | |||||||||||||
N/A LONG GILT FUTURE JUN22 IFLL 20220628 | |||||||||||||
N/A US 10YR NOTE (CBT)JUN22 XCBT 20220621 | |||||||||||||
N/A US 10YR ULTRA FUT JUN22 XCBT 20220621 | |||||||||||||
N/A US 2YR NOTE (CBT) JUN22 XCBT 20220630 | |||||||||||||
N/A US 5YR NOTE (CBT) JUN22 XCBT 20220630 | |||||||||||||
N/A US LONG BOND(CBT) JUN22 XCBT 20220621 | |||||||||||||
N/A US ULTRA BOND CBT JUN22 XCBT 20220621 | |||||||||||||
N/A VICI US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A WELL US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A WPC US TRS EQUITY FEDL01+30 JPM | |||||||||||||
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 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 SOCIETE GENERALE REVERSE REPO | |||||||||||||
N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO | |||||||||||||
N/A REPO BANK AMERICA REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO | |||||||||||||
N/A AMNAX TRS EQUITY FEDL01+72 BOA | |||||||||||||
N/A AMNAX TRS EQUITY FEDL01+72 BOA | |||||||||||||
N/A AMZX TRS EQUITY 1ML+53.5 CBK | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+60 BOA | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+60 BOA | |||||||||||||
N/A ARE US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A AMH US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A AMT US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A COLD US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A AIRC US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A AVB US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A BOUGHT PEN/SOLD USD | |||||||||||||
N/A BOUGHT AUD/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT GBP/SOLD USD | |||||||||||||
N/A BOUGHT GBP/SOLD USD | |||||||||||||
N/A SOLD CAD/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A BARCLAYS BANK PLC SNR SE ICE | |||||||||||||
N/A BOUGHT GBP/SOLD USD | |||||||||||||
N/A BOUGHT JPY/SOLD USD | |||||||||||||
N/A BOUGHT JPY/SOLD USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A 3175ES803 OTC ECAL BCOM 109 JAN23 119.9 CALL | |||||||||||||
N/A 3175JJ949 OTC EPUT BCOM 128.5 JUN22 109.225 PUT | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT JPY/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD MXN/BOUGHT USD | |||||||||||||
N/A SOLD NOK/BOUGHT USD | |||||||||||||
N/A 31750J3P8 PIMCO CDSOPT PUT USD 0.9 20220420 | |||||||||||||
N/A 31750JB20 PIMCO CDSOPT PUT USD 1.0 20220615 | |||||||||||||
N/A 31750JB53 PIMCO CDSOPT PUT USD 1.1 20220615 | |||||||||||||
N/A 317522GZ7 PIMCO CDSOPT PUT USD 0.9 20220420 | |||||||||||||
N/A 317527YB9 PIMCO CDSOPT PUT USD 1.0 20220615 | |||||||||||||
N/A 3175439N8 PIMCO CDSOPT PUT USD 0.9 20220420 | |||||||||||||
N/A 3175470N8 PIMCO CDSOPT PUT USD 1.2 20220615 | |||||||||||||
N/A 3175646R8 PIMCO CDSOPT PUT USD 0.95 20220420 | |||||||||||||
N/A 317566CK1 PIMCO CDSOPT PUT USD 0.9 20220420 | |||||||||||||
N/A 3175772F0 PIMCO CDSOPT PUT USD 0.9 20220420 | |||||||||||||
N/A 317593Y88 PIMCO CDSOPT PUT USD 0.95 20220420 | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A DLR US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+34 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+35 FAR | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+36 BRC | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+36 CBK | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+37 ULO | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+40 ULO | |||||||||||||
N/A DWRTFT TRS EQUITY FEDL01+48 JPM | |||||||||||||
N/A DRE US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A CCA VINT2022 DEC22 IFED 20221223 | |||||||||||||
N/A EQIX US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A ELS US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A EQR US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A FR US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A EURO-OAT FUTURE MAR22 XEUR 20220308 | |||||||||||||
N/A GLPI US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A DUH2C113.5 MAR22 113.5 CALL FSO | |||||||||||||
N/A DUH2C113.9 MAR22 113.9 CALL FSO | |||||||||||||
N/A EURO-BOBL FUTURE MAR22 XEUR 20220308 | |||||||||||||
N/A EURO-BUND FUTURE MAR22 XEUR 20220308 | |||||||||||||
N/A EURO-BUXL 30Y BND MAR22 XEUR 20220308 | |||||||||||||
N/A EURO-SCHATZ FUT MAR22 XEUR 20220308 | |||||||||||||
N/A 317532M06 OTC EPUT G2 2.5 101.5 | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT GBP/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT IDR/SOLD USD | |||||||||||||
N/A SOLD CNH/BOUGHT USD | |||||||||||||
N/A SOLD CNH/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A INVH US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A EURO-BTP FUTURE MAR22 XEUR 20220308 | |||||||||||||
N/A 317557H90 PIMCO CDSOPT PUT EUR 3.5 20220119 | |||||||||||||
N/A 3175654F3 PIMCO CDSOPT PUT EUR 3.5 20220119 | |||||||||||||
N/A 3175890J9 PIMCO CDSOPT PUT EUR 3.5 20220119 | |||||||||||||
N/A 3175611Q1 PIMCO CDSOPT PUT EUR 4.25 20220316 | |||||||||||||
N/A 3175839H7 PIMCO CDSOPT PUT EUR 3.75 20220119 | |||||||||||||
N/A 317589J67 PIMCO CDSOPT PUT EUR 4.25 20220216 | |||||||||||||
N/A 317515OI0 PIMCO CDSOPT PUT EUR 0.9 20220316 | |||||||||||||
N/A 317516UH3 PIMCO CDSOPT PUT EUR 0.8 20220216 | |||||||||||||
N/A 317525GI8 PIMCO CDSOPT PUT EUR 0.9 20220316 | |||||||||||||
N/A 317532B73 PIMCO CDSOPT PUT EUR 0.9 20220316 | |||||||||||||
N/A 317551042 PIMCO CDSOPT PUT EUR 0.75 20220119 | |||||||||||||
N/A 317572LA1 PIMCO CDSOPT PUT EUR 0.8 20220119 | |||||||||||||
N/A 3175775Q3 PIMCO CDSOPT PUT EUR 0.95 20220316 | |||||||||||||
N/A 3175955A0 PIMCO CDSOPT PUT EUR 0.8 20220316 | |||||||||||||
N/A 317595I40 PIMCO CDSOPT PUT EUR 0.9 20220316 | |||||||||||||
N/A 317595NW2 PIMCO CDSOPT PUT EUR 0.8 20220119 | |||||||||||||
N/A JPN 10Y BOND(OSE) MAR22 XOSE 20220314 | |||||||||||||
N/A BOUGHT GBP/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A SOLD NZD/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 VARS GOLDLNPM 0.04347225 03/04/22 JPM | |||||||||||||
N/A MPW US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A MGP US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A SOLD NZD/BOUGHT USD | |||||||||||||
N/A PLD US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A PSA US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A REXR US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A SBAC US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A SPG US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A BOUGHT CAD/SOLD USD | |||||||||||||
N/A BOUGHT CNH/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A SOLD CNH/BOUGHT USD | |||||||||||||
N/A SUI US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL | |||||||||||||
N/A COM FWD EURMARG3 1Q22 5.82 03/31/22 BPS | |||||||||||||
N/A COMM SWAP BCOMF1NTC BPS | |||||||||||||
N/A COMM SWAP TBL/BCOMTR BPS | |||||||||||||
N/A COMM SWAP TBL/BCOMTR GST | |||||||||||||
N/A COMM SWAP TBL/BCOMTR JPM | |||||||||||||
N/A COMM SWAP TBL/CSIXTR BPS | |||||||||||||
N/A COMM SWAP TBL/CSIXTR GST | |||||||||||||
N/A COMM SWAP TBL/CSIXTR JPM | |||||||||||||
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.45 01/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.515 02/15/21-20Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.624 02/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH | |||||||||||||
N/A INF SWAP US IT 2.006 11/30/20-10Y LCH | |||||||||||||
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.573 08/26/21-7Y LCH | |||||||||||||
N/A INF SWAP US IT 2.645 09/10/21-7Y LCH | |||||||||||||
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH | |||||||||||||
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH | |||||||||||||
N/A OIS GBP SONIO/0.75000 09/21/22-10Y LCH | |||||||||||||
N/A OIS GBP SONIO/0.90000 09/21/22-0Y* LCH | |||||||||||||
N/A OIS GBP SONIO/1.01250 09/20/23-0Y* LCH | |||||||||||||
N/A OIS GBP SONIO/1.18400 09/21/22-0Y* LCH | |||||||||||||
N/A OIS GBP SONIO/1.24800 09/20/23-0Y* LCH | |||||||||||||
N/A BOUGHT CAD/SOLD USD | |||||||||||||
N/A BOUGHT GBP/SOLD USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A 31750IWK9 OTC ECAL FN 2.0 JAN22 100.734375 CALL | |||||||||||||
N/A 31750IWS2 OTC ECAL FN 2.0 100.054687 | |||||||||||||
N/A 31750IY76 OTC ECAL FN 2.0 99.84375 | |||||||||||||
N/A 31750J303 OTC ECAL FN 2.0 FEB22 100.4375 CALL | |||||||||||||
N/A 31750J6L4 OTC ECAL FN 3.0 103.7578125 | |||||||||||||
N/A 317511FI9 EPUT OTC FN 2.5 MAR22 100.609375 PUT | |||||||||||||
N/A 317511K36 OTC ECAL FN 2.0 100.34375 | |||||||||||||
N/A 317512TI2 OTC ECAL FN 2.0 99.859375 | |||||||||||||
N/A 317512W80 OTC ECAL FN 2.0 100.578125 | |||||||||||||
N/A 317513FO2 ECAL FN 2.0 FEB22 100.921875 CALL | |||||||||||||
N/A 317514123 OTC ECAL FN 2.0 100.765625 | |||||||||||||
N/A 317514EE3 OTC ECAL FN 2.0 100.484375 | |||||||||||||
N/A 317517IA0 OTC EPUT FN 2.0 98.96875 | |||||||||||||
N/A 317517MA5 OTC ECAL FN 2.0 100.355468 | |||||||||||||
N/A 317517PK0 OTC ECAL FN 2.0 100.109375 | |||||||||||||
N/A 317521GV8 OTC ECAL FN 2.0 100.140625 | |||||||||||||
N/A 317521OD9 OTC ECAL FN 2.0 100.328125 | |||||||||||||
N/A 317522688 OTC ECAL FN 2.0 100.375 | |||||||||||||
N/A 317524HS8 OTC EPUT FN 2.5 100.75 | |||||||||||||
N/A 317524NB8 OTC ECAL FN 2.5 103 | |||||||||||||
N/A 317533A56 OTC EPUT FN 2.0 98.578125 | |||||||||||||
N/A 317541IV4 OTC ECAL FN 2.0 100.351562 | |||||||||||||
N/A 317542Y10 OTC ECAL FN 2.0 100.8125 | |||||||||||||
N/A 317543GC4 OTC ECAL FN 3.0 103.7109375 | |||||||||||||
N/A 317544FB5 OTC ECAL FEB22 100.96875 CALL | |||||||||||||
N/A 3175457D7 OTC ECAL FN 2.0 100.15625 | |||||||||||||
N/A 317545YX3 OTC ECAL FN 2.0 100.296875 | |||||||||||||
N/A 317547PD3 OTC EPUT FN 2.5 100.875 | |||||||||||||
N/A 317552JB4 ECAL FN 2.0 FEB22 100.125 CALL | |||||||||||||
N/A 317553EO9 OTC EPUT FN 2.0 97.898437 | |||||||||||||
N/A 317553GC3 OTC EPUT FN 2.0 97.859375 | |||||||||||||
N/A 317555U73 OTC ECAL FN 2.0 100.171875 | |||||||||||||
N/A 317556L55 OTC EPUT FN 2.0 98.789062 | |||||||||||||
N/A 317561YS1 OTC EPUT FN 2.0 98.375 | |||||||||||||
N/A 317562FZ4 OTC ECAL FN 2.5 103.328125 | |||||||||||||
N/A 317562SS6 OTC EPUT FN 3.0 JAN22 104.0625 PUT | |||||||||||||
N/A 317563YF5 OTC ECAL FN 2.0 100.296875 | |||||||||||||
N/A 317565II2 OTC EPUT FN 2.5 101 | |||||||||||||
N/A 3175661P2 OTC EPUT FN 2.0 97.84375 | |||||||||||||
N/A 317568O57 OTC ECAL FN 2.0 100.273437 | |||||||||||||
N/A 317572XJ9 OTC ECAL FN 2.0 100.789062 | |||||||||||||
N/A 317573KU6 OTC EPUT FN 2.5 100.78125 | |||||||||||||
N/A 317574TU5 OTC ECAL FN 3.0 103.75390625 | |||||||||||||
N/A 317576XY7 OTC EPUT FN 2.5 102.328125 | |||||||||||||
N/A 317577GV0 OTC ECAL FN 2.5 102.9375 | |||||||||||||
N/A 317582ZR8 OTC EPUT FN 2.5 100.9375 | |||||||||||||
N/A 3175859P4 OTC ECAL FN 2.0 100.3125 | |||||||||||||
N/A 317585VE4 OTC EPUT FN 2.0 98.171875 | |||||||||||||
N/A 317591071 OTC ECAL FN 2.0 99.898437 | |||||||||||||
N/A 317593W07 ECAL FN2.0 FEB22 100.33203125 CALL | |||||||||||||
N/A 317594WE5 OTC ECAL FN 2.0 100.078125 | |||||||||||||
N/A 317596401 OTC ECAL FN 2.0 100.296875 | |||||||||||||
N/A 317596RP1 OTC ECAL FN 2.0 100.386718 | |||||||||||||
N/A 317599XC7 OTC ECAL FN 2.0 100.375 | |||||||||||||
N/A LONG GILT FUTURE MAR22 IFLL 20220329 | |||||||||||||
N/A US 10YR NOTE (CBT)MAR22 XCBT 20220322 | |||||||||||||
N/A US 10YR ULTRA FUT MAR22 XCBT 20220322 | |||||||||||||
N/A US 2YR NOTE (CBT) MAR22 XCBT 20220331 | |||||||||||||
N/A US 5YR NOTE (CBT) MAR22 XCBT 20220331 | |||||||||||||
N/A US LONG BOND(CBT) MAR22 XCBT 20220322 | |||||||||||||
N/A US ULTRA BOND CBT MAR22 XCBT 20220322 | |||||||||||||
N/A VICI US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A WELL US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A WPC US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO | |||||||||||||
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO | |||||||||||||
N/A REPO BANK AMERICA 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 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 AMNAX TRS EQUITY FEDL01+72 BOA | |||||||||||||
N/A AMNAX TRS EQUITY FEDL01+72 BOA | |||||||||||||
N/A AMZX TRS EQUITY 1ML+53.5 CBK | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+60 BOA | |||||||||||||
N/A AMZX TRS EQUITY FEDL01+60 BOA | |||||||||||||
N/A ARE US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A AMH US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A AMT US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A COLD US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A AIRC US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A AVB US TRS EQUITY FEDL01+30 JPM | |||||||||||||
N/A BOUGHT AUD/SOLD USD | |||||||||||||
N/A BOUGHT MXN/SOLD USD | |||||||||||||
N/A SOLD CAD/BOUGHT USD | |||||||||||||
N/A SOLD CAD/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A SOLD MXN/BOUGHT USD | |||||||||||||
N/A BARCLAYS BANK PLC SNR SE ICE | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A BOUGHT IDR/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 DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A SOLD MXN/BOUGHT USD | |||||||||||||
N/A 3175ES290 PIMCO CDSOPT PUT USD 102.0 20220119 | |||||||||||||
N/A 3175ES373 PIMCO CDSOPT PUT USD 0.725 20220119 | |||||||||||||
N/A 317514CE5 PIMCO CDSOPT PUT USD 0.85 20220119 | |||||||||||||
N/A 317552495 PIMCO CDSOPT PUT USD 0.9 20220316 | |||||||||||||
N/A 317554NE9 PIMCO CDSOPT PUT USD 0.8 20220216 | |||||||||||||
N/A 317555U81 PIMCO CDSOPT PUT USD 0.95 20220316 | |||||||||||||
N/A 317561KN7 PIMCO CDSOPT PUT USD 1.0 20220316 | |||||||||||||
N/A 317562379 PIMCO CDSOPT PUT USD 1.0 20220316 | |||||||||||||
N/A 3175629V0 PIMCO CDSOPT PUT USD 0.95 20220316 | |||||||||||||
N/A 317564ML3 PIMCO CDSOPT PUT USD 0.85 20220119 | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT NOK/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A 3175ER789 PIMCO CDSOPT PUT USD 0.8 20211117 | |||||||||||||
N/A 3175ER961 PIMCO CDSOPT PUT USD 0.75 20211117 | |||||||||||||
N/A 3175ES001 PIMCO CDSOPT PUT USD 0.7 20211117 | |||||||||||||
N/A 3175ES035 PIMCO CDSOPT PUT USD 0.8 20211215 | |||||||||||||
N/A 3175ES043 PIMCO CDSOPT PUT USD 0.75 20211215 | |||||||||||||
N/A 3175ES076 PIMCO CDSOPT PUT USD 0.8 20211215 | |||||||||||||
N/A 3175ES217 PIMCO CDSOPT PUT USD 0.8 20211215 | |||||||||||||
N/A 3175JJ634 PIMCO CDSOPT PUT USD 0.75 20211215 | |||||||||||||
N/A 3175SR495 PIMCO CDSOPT PUT USD 0.75 20211117 | |||||||||||||
N/A 3175SR503 PIMCO CDSOPT PUT USD 0.75 20211117 | |||||||||||||
N/A BOUGHT CNH/SOLD USD | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT NOK/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A SOLD PEN/BOUGHT USD | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+34 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+35 FAR | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+36 BRC | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+36 CBK | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+37 ULO | |||||||||||||
N/A EURO-OAT FUTURE DEC21 XEUR 20211208 | |||||||||||||
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 31750IKQ9 OTC EPUT G2 3.0 103.71875 | |||||||||||||
N/A 3175455H0 OTC EPUT G2 2.5 102.4296875 | |||||||||||||
N/A 317567BT1 OTC EPUT G2 2.0 100.953125 | |||||||||||||
N/A 317567LJ2 OTC EPUT G2 2.0 100.648437 | |||||||||||||
N/A 317573QY2 OTC EPUT G2 2.5 103.070312 | |||||||||||||
N/A 317574PP0 OTC EPUT G2 FN 2.5 102.28125 | |||||||||||||
N/A 317580G51 OTC EPUT G2 2.0 100.46875 | |||||||||||||
N/A 317586XF7 OTC EPUT G2 2.0 100.9375 | |||||||||||||
N/A 317597RQ7 OTC EPUT G2 2.0 100.78125 | |||||||||||||
N/A GOLD 100 OZ FUTR DEC21 XCEC 20211229 | |||||||||||||
N/A BOUGHT CNH/SOLD USD | |||||||||||||
N/A BOUGHT CNH/SOLD USD | |||||||||||||
N/A BOUGHT IDR/SOLD USD | |||||||||||||
N/A SOLD NZD/BOUGHT USD | |||||||||||||
N/A BOUGHT IDR/SOLD USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A EURO-BTP FUTURE DEC21 XEUR 20211208 | |||||||||||||
N/A 3175859C3 PIMCO CDSOPT PUT EUR 3.5 20211215 | |||||||||||||
N/A 317556546 PIMCO CDSOPT PUT EUR 0.7 20211215 | |||||||||||||
N/A 3175889H6 PIMCO CDSOPT PUT EUR 0.7 20211215 | |||||||||||||
N/A 3175899J0 PIMCO CDSOPT PUT EUR 0.7 20211215 | |||||||||||||
N/A 3175F54A4 PIMCO CDSOPT PUT EUR 0.85 20211020 | |||||||||||||
N/A JPN 10Y BOND(OSE) DEC21 XOSE 20211213 | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A BOUGHT IDR/SOLD USD | |||||||||||||
N/A BOUGHT IDR/SOLD USD | |||||||||||||
N/A VARS GOLDLNPM 0.04347225 03/04/22 JPM | |||||||||||||
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 DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A BOUGHT CNH/SOLD USD | |||||||||||||
N/A BOUGHT IDR/SOLD USD | |||||||||||||
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL | |||||||||||||
N/A COMM SWAP BCOMF1NTC BPS | |||||||||||||
N/A COMM SWAP TBL/BCOMTR GST | |||||||||||||
N/A COMM SWAP TBL/CSIXTR BPS | |||||||||||||
N/A COMM SWAP TBL/CSIXTR GST | |||||||||||||
N/A COMM SWAP TBL/CSIXTR JPM | |||||||||||||
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.45 01/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.515 02/15/21-20Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.624 02/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH | |||||||||||||
N/A INF SWAP US IT 2.006 11/30/20-10Y LCH | |||||||||||||
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.573 08/26/21-7Y LCH | |||||||||||||
N/A INF SWAP US IT 2.645 09/10/21-7Y LCH | |||||||||||||
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH | |||||||||||||
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH | |||||||||||||
N/A BOUGHT CNH/SOLD USD | |||||||||||||
N/A BOUGHT IDR/SOLD USD | |||||||||||||
N/A BOUGHT SEK/SOLD USD | |||||||||||||
N/A 31750IGW1 OTC ECAL FN 2.5 104.3203125 | |||||||||||||
N/A 31750IL13 OTC ECAL FN 2.0 101.484375 | |||||||||||||
N/A 31750IM79 OTC EPUT FN 2.0 99.859375 | |||||||||||||
N/A 317511T03 OTC ECAL FN 2.0 102.671875 | |||||||||||||
N/A 317511U01 OTC EPUT FN 2.0 98.554687 | |||||||||||||
N/A 317512LY5 OTC ECAL FN 2.0 100.21875 | |||||||||||||
N/A 317512VY4 OTC ECAL FN 2.0 101.5078125 | |||||||||||||
N/A 317515AO2 OTC ECAL FN 2.0 101.1875 | |||||||||||||
N/A 317516LC4 OTC EPUT FN 2.0 98.890625 | |||||||||||||
N/A 3175175U0 OTC ECAL FN 2.0 101.5625 | |||||||||||||
N/A 317517977 OTC ECAL FN 2.0 101.6875 | |||||||||||||
N/A 317524452 OTC ECAL FN 2.0 101.4375 | |||||||||||||
N/A 317525QR7 OTC ECAL FN 2.0 101.3359375 | |||||||||||||
N/A 317527NX3 OTC ECAL FN 2.0 101.53125 | |||||||||||||
N/A 3175310U6 OTC ECAL FN 2.0 101.726562 | |||||||||||||
N/A 317531CH2 OTC ECAL FN 2.0 100.554687 | |||||||||||||
N/A 3175323E7 OTC EPUT FN 2.0 100.671875 | |||||||||||||
N/A 317532HM4 OTC ECAL FN 2.0 101.15625 | |||||||||||||
N/A 317534KA2 OTC EPUT FN 2.0 100.03125 | |||||||||||||
N/A 317534UK9 OTC ECAL FN 2.5 103.8125 | |||||||||||||
N/A 317535K19 OTC ECAL FN 2.0 101.65625 | |||||||||||||
N/A 317537IA8 OTC ECAL FN 2.5 103.734375 | |||||||||||||
N/A 317541CI9 OTC ECAL FN 2.0 101.15625 | |||||||||||||
N/A 317541NE6 OTC EPUT FN 2.0 98.921875 | |||||||||||||
N/A 3175427B8 OTC ECAL FN 2.0 102.8125 | |||||||||||||
N/A 317545192 OTC ECAL FN 2.0 101.472656 | |||||||||||||
N/A 317546AJ8 OTC ECAL FN 2.5 103.9765625 | |||||||||||||
N/A 317546K99 OTC ECAL FN 2.0 101 | |||||||||||||
N/A 317546Q44 OTC ECAL FN 2.0 101.367187 | |||||||||||||
N/A 3175525O1 OTC EPUT FN 3.0 103.988281 | |||||||||||||
N/A 317552M38 OTC EPUT FN 2.0 99.703125 | |||||||||||||
N/A 317552WW3 OTC ECAL FN 2.0 101.53125 | |||||||||||||
N/A 3175538A6 OTC EPUT FN 2.0 99.65625 | |||||||||||||
N/A 317554H14 OTC ECAL FN 2.0 102.8125 | |||||||||||||
N/A 3175551M2 OTC ECAL FN 2.0 102.8125 | |||||||||||||
N/A 3175557O2 OTC ECAL FN 2.0 101.5078125 | |||||||||||||
N/A 3175560K5 OTC ECAL FN 2.0 101.609375 | |||||||||||||
N/A 317561VP0 OTC ECAL FN 2.0 101.859375 | |||||||||||||
N/A 317563EZ3 OTC ECAL FN 2.0 101.566406 | |||||||||||||
N/A 317564PD8 OTC ECAL FN 2.5 OCT21 103.6015625 CALL | |||||||||||||
N/A 317564Q70 OTC ECAL FN 2.0 101.578125 | |||||||||||||
N/A 317567EV3 OTC ECAL FN 2.0 100.921875 | |||||||||||||
N/A 317571QH3 OTC EPUT FN 3.0 104.015625 | |||||||||||||
N/A 3175724N2 OTC ECAL FN 2.5 103.765625 | |||||||||||||
N/A 317572TM7 OTC ECAL FN 2.0 101.546875 | |||||||||||||
N/A 317573UB7 OTC EPUT FN 2.0 100.8125 | |||||||||||||
N/A 317576R16 OTC ECAL FN 2.0 101.203125 | |||||||||||||
N/A 317577HE7 OTC ECAL FN 2.0 101.53125 | |||||||||||||
N/A 3175843H1 OTC ECAL FN 2.0 102.03125 | |||||||||||||
N/A 317584BW9 OTC ECAL FN 2.5 103.078125 | |||||||||||||
N/A 317585DI5 OTC ECAL FN 2.0 102.75 | |||||||||||||
N/A 317586TJ4 OTC EPUT FN 2.0 99.15625 | |||||||||||||
N/A 317591030 OTC ECAL FN 2.5 103.375 | |||||||||||||
N/A 317591RK3 OTC ECAL FN 2.0 100.4140625 | |||||||||||||
N/A 317592E41 OTC ECAL FN 2.0 NOV21 101,390625 CALL | |||||||||||||
N/A 317593713 OTC ECAL FN 2.0 101.734375 | |||||||||||||
N/A 317593DY4 OTC EPUT FN 2.0 100.8125 | |||||||||||||
N/A 317595LE4 OTC ECAL FN 2.0 101.5625 | |||||||||||||
N/A 317595ZK5 OTC ECAL FN 2.0 100.890625 | |||||||||||||
N/A LONG GILT FUTURE DEC21 IFLL 20211229 | |||||||||||||
N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221 | |||||||||||||
N/A US 10YR ULTRA FUT DEC21 XCBT 20211221 | |||||||||||||
N/A US 2YR NOTE (CBT) DEC21 XCBT 20211231 | |||||||||||||
N/A US 5YR NOTE (CBT) DEC21 XCBT 20211231 | |||||||||||||
N/A US LONG BOND(CBT) DEC21 XCBT 20211221 | |||||||||||||
N/A US ULTRA BOND CBT DEC21 XCBT 20211221 | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO | |||||||||||||
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO | |||||||||||||
N/A REVERSE REPO 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 ROYAL BANK OF SCO REVERSE REPO | |||||||||||||
N/A AMZX TRS EQUITY 1ML+53.5 CBK | |||||||||||||
N/A AMZX TRS EQUITY 1ML+58 BOA | |||||||||||||
N/A BOUGHT CNH/SOLD USD | |||||||||||||
N/A BOUGHT CNH/SOLD USD | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A BOUGHT AUD/SOLD USD | |||||||||||||
N/A BOUGHT CAD/SOLD USD | |||||||||||||
N/A BOUGHT CNH/SOLD USD | |||||||||||||
N/A BOUGHT CNH/SOLD USD | |||||||||||||
N/A BOUGHT MXN/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD MXN/BOUGHT USD | |||||||||||||
N/A SOLD MXN/BOUGHT USD | |||||||||||||
N/A 3175DC544 PIMCO CDSOPT PUT USD 104.0 20211215 | |||||||||||||
N/A 3175ER755 PIMCO CDSOPT PUT USD 102.0 20211117 | |||||||||||||
N/A 3175ER839 PIMCO CDSOPT PUT USD 102.0 20211117 | |||||||||||||
N/A 3175ER888 PIMCO CDSOPT PUT USD 103.0 20211117 | |||||||||||||
N/A 3175ES282 PIMCO CDSOPT PUT USD 104.0 20211215 | |||||||||||||
N/A 3175ES381 PIMCO CDSOPT PUT USD 104.0 20211215 | |||||||||||||
N/A 3175ZH416 PIMCO CDSOPT PUT USD 101.0 20211215 | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+23 BPS | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+25 ULO | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+34 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+35 ULO | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+36 BRC | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+36 CBK | |||||||||||||
N/A EURO-OAT FUTURE SEP21 XEUR 20210908 | |||||||||||||
N/A DUU1C114.3 SEP21 114.3 CALL FSO | |||||||||||||
N/A EURO-BOBL FUTURE SEP21 XEUR 20210908 | |||||||||||||
N/A EURO-BUND FUTURE SEP21 XEUR 20210908 | |||||||||||||
N/A EURO-BUXL 30Y BND SEP21 XEUR 20210908 | |||||||||||||
N/A EURO-SCHATZ FUT SEP21 EUCH 20210908 | |||||||||||||
N/A 3175EQ856 OTC EPUT G2 2.5 102.296875 | |||||||||||||
N/A 3175SR198 OTC EPUT G2 2.5 102.234375 | |||||||||||||
N/A GOLD 100 OZ FUTR AUG21 XCEC 20210827 | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A BOUGHT CAD/SOLD USD | |||||||||||||
N/A BOUGHT CNH/SOLD USD | |||||||||||||
N/A BOUGHT GBP/SOLD USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A SOLD MXN/BOUGHT USD | |||||||||||||
N/A SOLD NZD/BOUGHT USD | |||||||||||||
N/A EURO-BTP FUTURE SEP21 XEUR 20210908 | |||||||||||||
N/A 31754F6A2 PIMCO CDSOPT PUT EUR 0.75 20210721 | |||||||||||||
N/A 31754OPA2 PIMCO CDSOPT CALL EUR 0.4 20210721 | |||||||||||||
N/A 31754TD22 PIMCO CDSOPT PUT EUR 0.75 20210721 | |||||||||||||
N/A 3175119X3 PIMCO CDSOPT PUT EUR 0.75 20210818 | |||||||||||||
N/A 31751FE16 PIMCO CDSOPT PUT EUR 0.75 20210721 | |||||||||||||
N/A 3175220P6 PIMCO CDSOPT PUT EUR 0.7 20210818 | |||||||||||||
N/A 3175419W2 PIMCO CDSOPT PUT EUR 0.8 20210818 | |||||||||||||
N/A 3175439A6 PIMCO CDSOPT PUT EUR 0.85 20210818 | |||||||||||||
N/A 31754RW82 PIMCO CDSOPT PUT EUR 0.75 20210721 | |||||||||||||
N/A 3175574D5 PIMCO CDSOPT PUT EUR 0.75 20210721 | |||||||||||||
N/A 3175659Z4 PIMCO CDSOPT PUT EUR 0.825 20210818 | |||||||||||||
N/A 3175F54A4 PIMCO CDSOPT PUT EUR 0.85 20211020 | |||||||||||||
N/A JPN 10Y BOND(OSE) SEP21 XTKS 20210913 | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A VARS GOLDLNPM 0.04347225 03/04/22 JPM | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A 3175DC999 OTC NCAL VARS SPGCEN SEP21 1.684804 CALL | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A 317U006Y2 PIMCO SWAPTION 0.023 PUT USD 2021092 | |||||||||||||
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL | |||||||||||||
N/A 317U221Y1 PIMCO SWAPTION 0.0176 PUT USD 202107 | |||||||||||||
N/A 317U237Y3 PIMCO SWAPTION 0.01776 PUT USD 20210 | |||||||||||||
N/A 317U673X6 PIMCO SWAPTION 0.007 CALL USD 202108 | |||||||||||||
N/A 317U674X5 PIMCO SWAPTION 0.0055 CALL USD 20210 | |||||||||||||
N/A 317U959X1 PIMCO SWAPTION 0.023 PUT USD 2021092 | |||||||||||||
N/A COM FWD EUR5050 2Q21 8.5 06/30/21 BPS | |||||||||||||
N/A COMM SWAP BCOMF1NTC BPS | |||||||||||||
N/A COMM SWAP TBL/CSIXTR BPS | |||||||||||||
N/A COMM SWAP TBL/CSIXTR GST | |||||||||||||
N/A COMM SWAP TBL/CSIXTR JPM | |||||||||||||
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.45 01/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.624 02/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH | |||||||||||||
N/A INF SWAP US IT 2.006 11/30/20-10Y LCH | |||||||||||||
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH | |||||||||||||
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH | |||||||||||||
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH | |||||||||||||
N/A BOUGHT NOK/SOLD USD | |||||||||||||
N/A 31750IA31 OTC EPUT FN 2.0 99.0234375 | |||||||||||||
N/A 3175122I1 OTC EPUT FN 2.0 99.28125 | |||||||||||||
N/A 317513OU8 OTC ECAL FN 2.0 JUL21 101.2265625 CALL | |||||||||||||
N/A 317522JH4 OTC ECAL FN 2.0 101.28125 | |||||||||||||
N/A 3175329I2 OTC ECAL FN 2.0 101.421875 | |||||||||||||
N/A 3175352M3 OTC ECAL FN 2.0 101.203125 | |||||||||||||
N/A 317541XL9 OTC ECAL FN 2.0 101.640625 | |||||||||||||
N/A 317544HK3 OTC ECAL FN 2.0 101.21875 | |||||||||||||
N/A 3175473P0 OTC ECAL FN 2.5 103.84375 | |||||||||||||
N/A 317547IZ2 OTC ECAL FN 2.0 101.328125 | |||||||||||||
N/A 317555GU8 OTC ECAL FN 2.5 104.046875 | |||||||||||||
N/A 317563S13 OTC ECAL FN 2.0 101.2265625 | |||||||||||||
N/A 3175648Z8 OTC ECAL FN 2.0 101.0234375 | |||||||||||||
N/A 317566TH0 OTC ECAL FN 2.0 101.765625 | |||||||||||||
N/A 317567FZ3 OTC ECAL FN 2.0 101.3125 | |||||||||||||
N/A 317567PG4 OTC EPUT FN 2.0 99.640625 | |||||||||||||
N/A 3175684P5 OTC EPUT FN 2.5 102.375 | |||||||||||||
N/A 317571057 OTC EPUT FN 2.0 99.6640625 | |||||||||||||
N/A 317572CY9 OTC EPUT FN 2.5 101.84375 | |||||||||||||
N/A 317572WL5 OTC ECAL FN 2.0 101.64453125 | |||||||||||||
N/A 317573NC3 OTC EPUT FN 2.5 102.1640625 | |||||||||||||
N/A 317591AW5 OTC EPUT FN 2.5 102.046875 | |||||||||||||
N/A 317593UM1 OTC EPUT FN 2.5 102.2109375 | |||||||||||||
N/A 317594562 OTC ECAL FN 2.0 101.296875 | |||||||||||||
N/A 3175DB900 OTC EPUT FN 2.0 99.609375 | |||||||||||||
N/A 3175DB918 OTC EPUT FN 2.5 102.078125 | |||||||||||||
N/A 3175DB959 OTC EPUT FN 2.0 99.546875 | |||||||||||||
N/A 3175DC056 OTC ECAL FN 2.5 103.609375 | |||||||||||||
N/A 3175DC262 OTC EPUT FN 3.0 104.140625 | |||||||||||||
N/A 3175EQ864 OTC EPUT FN 2.5 102.34375 | |||||||||||||
N/A 3175ER201 OTC EPUT FN 2.0 99.6875 | |||||||||||||
N/A 3175ER235 OTC EPUT FN 3.0 103.984375 | |||||||||||||
N/A 3175ER334 OTC EPUT FN 3.0 103.6953125 | |||||||||||||
N/A 3175ER342 OTC EPUT FN 2.0 99.1875 | |||||||||||||
N/A 3175ER359 OTC EPUT FN 2.5 101.703125 | |||||||||||||
N/A 3175SQ067 OTC EPUT FN 2.0 99.171875 | |||||||||||||
N/A 3175SQ075 OTC EPUT FN 2.0 99.375 | |||||||||||||
N/A 3175SR073 OTC EPUT FN 2.5 103.234375 | |||||||||||||
N/A 3175SR081 OTC EPUT FN 2.5 102.234375 | |||||||||||||
N/A 3175SR214 OTC EPUT FN 3.0 104.2578125 | |||||||||||||
N/A 3175SR255 OTC EPUT FN 2.5 102.5859375 | |||||||||||||
N/A 3175SR313 OTC EPUT FN 2.0 99.9375 | |||||||||||||
N/A 3175ZM381 OTC ECAL FN 2.0 101.3671875 | |||||||||||||
N/A 3175ZM654 OTC EPUT FN 2.0 100.21875 | |||||||||||||
N/A 3175ZM811 OTC EPUT FN 2.0 99.671875 | |||||||||||||
N/A 3175ZM829 OTC EPUT FN 2.0 100.15625 | |||||||||||||
N/A 3175ZM837 OTC EPUT FN 2.0 99.15625 | |||||||||||||
N/A 3175ZM852 OTC EPUT FN 2.5 101.80078125 | |||||||||||||
N/A 3175ZM860 OTC EPUT FN 2.0 99.171875 | |||||||||||||
N/A 3175ZM878 OTC ECAL FN 2.0 101.375 | |||||||||||||
N/A 3175ZM886 OTC ECAL FN 2.0 101.546875 | |||||||||||||
N/A 3175ZN223 OTC EPUT FN 2.0 99.40625 | |||||||||||||
N/A 3175ZN231 OTC ECAL FN 2.0 101.40625 | |||||||||||||
N/A 3175ZN488 OTC ECAL FN 2.0 101.1875 | |||||||||||||
N/A LONG GILT FUTURE SEP21 IFLL 20210928 | |||||||||||||
N/A US 10YR NOTE (CBT)SEP21 XCBT 20210921 | |||||||||||||
N/A US 10YR ULTRA FUT SEP21 XCBT 20210921 | |||||||||||||
N/A US 2YR NOTE (CBT) SEP21 XCBT 20210930 | |||||||||||||
N/A US 5YR NOTE (CBT) SEP21 XCBT 20210930 | |||||||||||||
N/A US ULTRA BOND CBT SEP21 XCBT 20210921 | |||||||||||||
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 ROYAL BANK OF SCOTLAND REPO REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO | |||||||||||||
N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO | |||||||||||||
N/A REVERSE REPO ROYAL BANK OF SCO REVERSE REPO | |||||||||||||
N/A BOUGHT AUD/SOLD USD | |||||||||||||
N/A BOUGHT IDR/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT SEK/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A 3175EP940 PIMCO CDSOPT PUT USD 100.0 20210721 | |||||||||||||
N/A 3175JL423 PIMCO CDSOPT PUT USD 98.0 20210721 | |||||||||||||
N/A 3175ZN215 PIMCO CDSOPT PUT USD 104.0 20210915 | |||||||||||||
N/A 3175DB835 PIMCO CDSOPT CALL USD 0.475 20210818 | |||||||||||||
N/A 3175EQ443 PIMCO CDSOPT PUT USD 0.8 20210818 | |||||||||||||
N/A 3175EQ484 PIMCO CDSOPT PUT USD 0.8 20210818 | |||||||||||||
N/A 3175EQ526 PIMCO CDSOPT PUT USD 0.75 20210818 | |||||||||||||
N/A 3175EQ567 PIMCO CDSOPT PUT USD 0.8 20210818 | |||||||||||||
N/A 3175EQ583 PIMCO CDSOPT PUT USD 0.8 20210915 | |||||||||||||
N/A 3175JL290 PIMCO CDSOPT PUT USD 0.9 20210915 | |||||||||||||
N/A 3175JL878 PIMCO CDSOPT PUT USD 0.85 20210915 | |||||||||||||
N/A 3175PS116 PIMCO CDSOPT PUT USD 0.9 20210721 | |||||||||||||
N/A 3175ZM142 PIMCO CDSOPT PUT USD 0.8 20210818 | |||||||||||||
N/A 3175ZM662 PIMCO CDSOPT CALL USD 0.475 20210818 | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT EUR/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD PEN/BOUGHT USD | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+23 BPS | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+25 ULO | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+30 CBK | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+31 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+35 ULO | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+36 BRC | |||||||||||||
N/A EURO-OAT FUTURE JUN21 XEUR 20210608 | |||||||||||||
N/A DUM1C112.8 JUN21 112.8 CALL FSO | |||||||||||||
N/A EURO-BOBL FUTURE JUN21 XEUR 20210608 | |||||||||||||
N/A EURO-BUND FUTURE JUN21 XEUR 20210608 | |||||||||||||
N/A EURO-BUXL 30Y BND JUN21 XEUR 20210608 | |||||||||||||
N/A EURO-SCHATZ FUT JUN21 XEUR 20210608 | |||||||||||||
N/A 31750HKS7 OTC EPUT G2 2.5 104.265625 | |||||||||||||
N/A 317556Y69 OTC EPUT G2 2.5 103.78125 | |||||||||||||
N/A GOLD 100 OZ FUTR JUN21 XCEC 20210628 | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A SOLD AUD/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 MXN/BOUGHT USD | |||||||||||||
N/A EURO-BTP FUTURE JUN21 XEUR 20210608 | |||||||||||||
N/A 3175199P3 PIMCO CDSOPT PUT EUR 0.85 20210616 | |||||||||||||
N/A 3175299K3 PIMCO CDSOPT PUT EUR 0.8 20210616 | |||||||||||||
N/A 3175439U2 PIMCO CDSOPT PUT EUR 0.75 20210421 | |||||||||||||
N/A 3175459D5 PIMCO CDSOPT PUT EUR 0.75 20210421 | |||||||||||||
N/A 3175459E3 ITRAXX.O EU34 5Y V1 APR21 0.8 PUT | |||||||||||||
N/A 3175479E9 PIMCO CDSOPT PUT EUR 0.8 20210616 | |||||||||||||
N/A 31754ADA5 PIMCO CDSOPT PUT EUR 0.8 20210421 | |||||||||||||
N/A 31754F6A2 PIMCO CDSOPT PUT EUR 0.75 20210721 | |||||||||||||
N/A 31754OPA2 PIMCO CDSOPT CALL EUR 0.4 20210721 | |||||||||||||
N/A 31754TD22 PIMCO CDSOPT PUT EUR 0.75 20210721 | |||||||||||||
N/A 317567220 PIMCO CDSOPT CALL EUR 0.375 20210421 | |||||||||||||
N/A 3175FDSF0 PIMCO CDSOPT PUT EUR 0.8 20210421 | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A VARS GOLDLNPM 0.04347225 03/04/22 JPM | |||||||||||||
N/A SOLD DKK/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 3175SH927 OTC NCAL VARS SPG JUN21 1.77262596 CALL | |||||||||||||
N/A 317U006Y2 PIMCO SWAPTION 0.023 PUT USD 2021092 | |||||||||||||
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL | |||||||||||||
N/A 317U673X6 PIMCO SWAPTION 0.007 CALL USD 202108 | |||||||||||||
N/A 317U674X5 PIMCO SWAPTION 0.0055 CALL USD 20210 | |||||||||||||
N/A 317U959X1 PIMCO SWAPTION 0.023 PUT USD 2021092 | |||||||||||||
N/A COM FWD EUR5050 2Q21 8.5 06/30/21 BPS | |||||||||||||
N/A COMM SWAP BCOMF1NTC BPS | |||||||||||||
N/A COMM SWAP TBL/CSIXTR BPS | |||||||||||||
N/A COMM SWAP TBL/CSIXTR GST | |||||||||||||
N/A COMM SWAP TBL/CSIXTR JPM | |||||||||||||
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.45 01/15/21-10Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH | |||||||||||||
N/A INF SWAP GB NI 3.624 02/15/21-10Y LCH | |||||||||||||
N/A INF SWAP US IT 2.006 11/30/20-10Y LCH | |||||||||||||
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH | |||||||||||||
N/A IRS EUR -0.52600 11/21/22-1Y (GRN) LCH | |||||||||||||
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 JPY/BOUGHT USD | |||||||||||||
N/A 31750HQA0 OTC EPUT FN 2.0 102.25 | |||||||||||||
N/A 31750HTC3 OTC EPUT FN 2.0 99.9140625 | |||||||||||||
N/A 31750HTX7 OTC ECAL FN 2.0 100.390625 | |||||||||||||
N/A 31750HTY5 OTC ECAL FN 2.0 100.453125 | |||||||||||||
N/A 31750HTZ2 OTC EPUT FN 2.0 98.453125 | |||||||||||||
N/A 31750HWN5 OTC ECAL FN 2.0 101.453125 | |||||||||||||
N/A 317511KO0 OTC ECAL FN 2.0 100.53125 | |||||||||||||
N/A 317512EG2 OTC EPUT FN 2.0 99.4296875 | |||||||||||||
N/A 317513PE3 OTC EPUT FN 2.0 98.953125 | |||||||||||||
N/A 317514XO0 OTC EPUT FN 2.5 101.390625 | |||||||||||||
N/A 317515526 OTC EPUT FN 2.0 102.375 | |||||||||||||
N/A 3175160G8 OTC EPUT FN 2.5 101.5859375 | |||||||||||||
N/A 3175218T2 OTC ECAL FN 2.0 100.046875 | |||||||||||||
N/A 3175227J3 OTC ECAL FN 2.0 101.875 | |||||||||||||
N/A 3175233R7 OTC EPUT FN 3.0 104.046875 | |||||||||||||
N/A 317525I54 OTC EPUT FN 2.0 99.375 | |||||||||||||
N/A 3175275L9 OTC EPUT FN 1.5 98.015625 | |||||||||||||
N/A 317531036 OTC EPUT FN 3.0 104.26171875 | |||||||||||||
N/A 317532ES4 OTC ECAL FN 2.0 101.859375 | |||||||||||||
N/A 317532ZM4 OTC EPUT FN 2.0 98.6875 | |||||||||||||
N/A 317534R80 OTC EPUT FN 2.5 101.7890625 | |||||||||||||
N/A 317534X34 OTC EPUT FN 2.0 99.609375 | |||||||||||||
N/A 317536LD0 OTC EPUT FN 2.0 101.484375 | |||||||||||||
N/A 317544203 OTC ECAL FN 2.0 100.953125 | |||||||||||||
N/A 317547T49 OTC EPUT FN 3.0 104.1796875 | |||||||||||||
N/A 317552SR9 OTC ECAL FN 2.0 102.078125 | |||||||||||||
N/A 317554PD9 OTC EPUT FN 2.5 101.51171875 | |||||||||||||
N/A 317564L75 OTC ECAL FN 2.5 103.390625 | |||||||||||||
N/A 317571SY4 OTC ECAL FN 2.0 101.609375 | |||||||||||||
N/A 317572I80 OTC EPUT FN 2.0 100.75 | |||||||||||||
N/A 317572RY3 OTC EPUT FN 3.0 103.9140625 | |||||||||||||
N/A 317573P15 OTC ECAL FN 2.0 101.4296875 | |||||||||||||
N/A 317581K39 OTC EPUT FN 2.0 98.53125 | |||||||||||||
N/A 317586LS2 OTC EPUT FN 2.5 102.1171875 | |||||||||||||
N/A 317586LT0 OTC ECAL FN 2.0 100.375 | |||||||||||||
N/A 3175873A9 OTC ECAL FN 2.0 101.9140625 | |||||||||||||
N/A 3175873J0 OTC EPUT FN 2.5 101.171875 | |||||||||||||
N/A 3175875R0 OTC ECAL FN 2.0 101.890625 | |||||||||||||
N/A 317592A86 OTC ECAL FN 2.0 101.828125 | |||||||||||||
N/A 317593879 OTC EPUT FN 2.0 99.828125 | |||||||||||||
N/A 317593C09 OTC EPUT FN 2.0 99.890625 | |||||||||||||
N/A 317594067 OTC EPUT FN 3.0 103.984375 | |||||||||||||
N/A 317595TR7 OTC EPUT FN 2.0 102 | |||||||||||||
N/A 317598UK4 OTC EPUT FN 2.0 99.875 | |||||||||||||
N/A 317599JG4 OTC EPUT FN 2.0 100.078125 | |||||||||||||
N/A LONG GILT FUTURE JUN21 IFLL 20210628 | |||||||||||||
N/A US 10YR NOTE (CBT)JUN21 XCBT 20210621 | |||||||||||||
N/A US 10YR ULTRA FUT JUN21 XCBT 20210621 | |||||||||||||
N/A US 2YR NOTE (CBT) JUN21 XCBT 20210630 | |||||||||||||
N/A US 5YR NOTE (CBT) JUN21 XCBT 20210630 | |||||||||||||
N/A US ULTRA BOND CBT JUN21 XCBT 20210621 | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A SOLD CAD/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD NZD/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A 3175DB215 PIMCO CDSOPT PUT USD 103.0 20210519 | |||||||||||||
N/A 3175DB603 PIMCO CDSOPT PUT USD 102.0 20210616 | |||||||||||||
N/A 3175EN382 PIMCO CDSOPT PUT USD 100.0 20210421 | |||||||||||||
N/A 3175EP890 PIMCO CDSOPT PUT USD 100.0 20210616 | |||||||||||||
N/A 3175EP940 PIMCO CDSOPT PUT USD 100.0 20210721 | |||||||||||||
N/A 3175PS132 PIMCO CDSOPT PUT USD 100.0 20210616 | |||||||||||||
N/A 3175DA944 PIMCO CDSOPT PUT USD 0.85 20210421 | |||||||||||||
N/A 3175DB009 PIMCO CDSOPT PUT USD 1.05 20210519 | |||||||||||||
N/A 3175DB017 PIMCO CDSOPT PUT USD 0.9 20210519 | |||||||||||||
N/A 3175DB249 PIMCO CDSOPT PUT USD 0.75 20210519 | |||||||||||||
N/A 3175DB512 PIMCO CDSOPT PUT USD 0.8 20210616 | |||||||||||||
N/A 3175EM806 PIMCO CDSOPT CALL USD 0.45 20210421 | |||||||||||||
N/A 3175EM871 PIMCO CDSOPT PUT USD 0.85 20210421 | |||||||||||||
N/A 3175EM970 PIMCO CDSOPT CALL USD 0.45 20210421 | |||||||||||||
N/A 3175EN010 PIMCO CDSOPT PUT USD 0.8 20210421 | |||||||||||||
N/A 3175EN036 PIMCO CDSOPT PUT USD 0.9 20210519 | |||||||||||||
N/A 3175EN259 PIMCO CDSOPT PUT USD 0.8 20210421 | |||||||||||||
N/A 3175EN317 PIMCO CDSOPT PUT USD 0.9 20210519 | |||||||||||||
N/A 3175EP106 PIMCO CDSOPT PUT USD 0.8 20210519 | |||||||||||||
N/A 3175EP205 PIMCO CDSOPT PUT USD 0.8 20210519 | |||||||||||||
N/A 3175EP254 PIMCO CDSOPT PUT USD 0.9 20210616 | |||||||||||||
N/A 3175EP338 PIMCO CDSOPT PUT USD 0.9 20210616 | |||||||||||||
N/A 3175EP627 PIMCO CDSOPT PUT USD 0.8 20210616 | |||||||||||||
N/A 3175EP734 PIMCO CDSOPT CALL USD 0.45 20210616 | |||||||||||||
N/A 3175SH737 PIMCO CDSOPT PUT USD 0.9 20210519 | |||||||||||||
N/A 3175SQ687 PIMCO CDSOPT PUT USD 0.95 20210519 | |||||||||||||
N/A 3175ZP137 PIMCO CDSOPT PUT USD 0.85 20210519 | |||||||||||||
N/A 3175ZP145 PIMCO CDSOPT CALL USD 0.45 20210421 | |||||||||||||
N/A 3175ZP418 PIMCO CDSOPT PUT USD 0.75 20210519 | |||||||||||||
N/A 3175PS116 PIMCO CDSOPT PUT USD 0.9 20210721 | |||||||||||||
N/A 3175ZP905 PIMCO CDSOPT PUT USD 0.85 20210616 | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT GBP/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD PEN/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD NZD/BOUGHT USD | |||||||||||||
N/A SOLD CAD/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A EURO-BTP FUTURE MAR21 XEUR 20210308 | |||||||||||||
N/A 3175219A2 ITRAXX.O C0.45 JAN21 0.45 CALL | |||||||||||||
N/A 3175319G8 ITRAXX.O P0.75 MAR21 0.75 PUT | |||||||||||||
N/A 3175459D5 PIMCO CDSOPT PUT EUR 0.75 20210421 | |||||||||||||
N/A 317545GR6 ITRAXX.O P0.70 FEB21 0.70 PUT | |||||||||||||
N/A 3175539D9 ITRAXX EU34 5Y MAR21 0.7 PUT | |||||||||||||
N/A 31755DE17 ITRAXX.O P0.75 MAR21 0.75 PUT | |||||||||||||
N/A 3175659G6 ITRAXX.O C0.40 MAR21 0.40 CALL | |||||||||||||
N/A 317566GG6 ITRAXX.O C0.40 MAR21 0.40 CALL | |||||||||||||
N/A 317567220 PIMCO CDSOPT CALL EUR 0.375 20210421 | |||||||||||||
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL | |||||||||||||
N/A 317U025X1 IRO USD 1Y C0.344 NOV22 0.344 CALL | |||||||||||||
N/A COMM SWAP TBL/CSIXTR BPS | |||||||||||||
N/A COMM SWAP TBL/CSIXTR GST | |||||||||||||
N/A INF SWAP US IT 2.006 11/30/20-10Y LCH | |||||||||||||
N/A IRS EUR -0.52600 11/21/22-1Y (GRN) LCH | |||||||||||||
N/A IRS USD 0.39400 11/21/22-1Y (GRN) LCH | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A 317512G88 OTC ECAL FN 2.0 104.140625 | |||||||||||||
N/A 317512S36 OTC EPUT FN 2.0 102.75 | |||||||||||||
N/A 317521IU8 OTC ECAL FN 2.0 103.75 | |||||||||||||
N/A 317537YF9 OTC EPUT FN 2.0 102.125 | |||||||||||||
N/A 317542UX4 OTC EPUT FN 2.0 102.140625 | |||||||||||||
N/A 317555CP3 OTC EPUT FN 1.5 98.40625 | |||||||||||||
N/A 317581RV0 OTC EPUT FN 2.0 102.140625 | |||||||||||||
N/A 3175874E0 OTC ECAL FN 2.0 104.140625 | |||||||||||||
N/A 31750HGM5 PIMCO FXVAN PUT GBP USD 1.31500000 | |||||||||||||
N/A LONG GILT FUTURE MAR21 IFLL 20210329 | |||||||||||||
N/A US 10YR NOTE (CBT)MAR21 XCBT 20210322 | |||||||||||||
N/A US 10YR ULTRA FUT MAR21 XCBT 20210322 | |||||||||||||
N/A US 2YR NOTE (CBT) MAR21 XCBT 20210331 | |||||||||||||
N/A US 5YR NOTE (CBT) MAR21 XCBT 20210331 | |||||||||||||
N/A US ULTRA BOND CBT MAR21 XCBT 20210322 | |||||||||||||
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 REPO BANK AMERICA REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A BOUGHT GBP/SOLD USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD AUD/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A 3175JL035 CDX.O P 98.25 JAN21 98.25 PUT | |||||||||||||
N/A CDX HY35 5Y ICE | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD MXN/BOUGHT USD | |||||||||||||
N/A SOLD PEN/BOUGHT USD | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+23 BPS | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+28 BRC | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+30 CBK | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+31 MYI | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+36 MYI | |||||||||||||
N/A EURO-OAT FUTURE MAR21 XEUR 20210308 | |||||||||||||
N/A EURO-BOBL FUTURE MAR21 XEUR 20210308 | |||||||||||||
N/A EURO-BUND FUTURE MAR21 XEUR 20210308 | |||||||||||||
N/A EURO-BUXL 30Y BND MAR21 XEUR 20210308 | |||||||||||||
N/A EURO-SCHATZ FUT MAR21 XEUR 20210308 | |||||||||||||
N/A 31750HJQ3 OTC EPUT G2 2.5 104 | |||||||||||||
N/A 317543619 OTC EPUT G2 2.0 102.90625 | |||||||||||||
N/A 317544YH1 OTC EPUT G2 2.5 103.7734375 | |||||||||||||
N/A GOLD 100 OZ FUTR FEB21 XCEC 20210224 | |||||||||||||
N/A EURO-BTP FUTURE DEC20 XEUR 20201208 | |||||||||||||
N/A 31752W9E6 ITRAXX EU34 5Y V1 DEC20 0.85 PUT | |||||||||||||
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 COMM SWAP TBL/CSIXTR BPS | |||||||||||||
N/A COMM SWAP TBL/CSIXTR GST | |||||||||||||
N/A SOLD JPY/BOUGHT USD | |||||||||||||
N/A SOLD MXN/BOUGHT USD | |||||||||||||
N/A SOLD NZD/BOUGHT USD | |||||||||||||
N/A LONG GILT FUTURE DEC20 IFLL 20201229 | |||||||||||||
N/A US 10YR NOTE (CBT)DEC20 XCBT 20201221 | |||||||||||||
N/A US 10YR ULTRA FUT DEC20 XCBT 20201221 | |||||||||||||
N/A US 2YR NOTE (CBT) DEC20 XCBT 20201231 | |||||||||||||
N/A US 5YR NOTE (CBT) DEC20 XCBT 20201231 | |||||||||||||
N/A US ULTRA BOND CBT DEC20 XCBT 20201221 | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A REVERSE REPO SOCIETE GENERALE REVERSE REPO | |||||||||||||
N/A GOLDMAN SACHS NG TRI PARTY REPO | |||||||||||||
N/A REPO BANK AMERICA REPO | |||||||||||||
N/A REPO TORONTO DOMINION GRAND CAYMAN | |||||||||||||
N/A REPO TORONTO DOMINION GRAND CAYMAN | |||||||||||||
N/A REVERSE REPO BANK OF AMERICA REVERSE REPO | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A SOLD GBP/BOUGHT USD | |||||||||||||
N/A SOLD EUR/BOUGHT USD | |||||||||||||
N/A BOUGHT DKK/SOLD USD | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
N/A SOLD PEN/BOUGHT USD | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+23 BPS | |||||||||||||
N/A DWRTFT TRS EQUITY 1ML+28 BRC | |||||||||||||
N/A EURO-OAT FUTURE DEC20 XEUR 20201208 | |||||||||||||
N/A DUZ0C115.5 DEC20 115.5 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 OEZ0P129 DEC20 129 PUT FSO | |||||||||||||
N/A RXZ0P157 DEC20 157 PUT FSO | |||||||||||||
N/A SOLD DKK/BOUGHT USD | |||||||||||||
NATIONAL GRID NORTH AMERICA INC (AKA: NATIONAL GRID HOLDINGS INC) | |||||||||||||
NATIONAL STORAGE AFFILIATES TRUST | |||||||||||||
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-RIVA | |||||||||||||
NATWEST GROUP PLC | |||||||||||||
NAVIENT CORPORATION | |||||||||||||
NCUA GUARANTEED NOTES 2010-R3 | |||||||||||||
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 | |||||||||||||
NEW ZEALAND GOVT | |||||||||||||
NEXTERA ENERGY CAPITAL HOLDINGS INC | |||||||||||||
NISSAN MOTOR ACCEPTANCE COMPANY LLC | |||||||||||||
NORDEA KREDIT REALKREDITAKTIESELSKAB | |||||||||||||
NORTH CAROLINA STATE EDUCATION ASSISTANCE AUTHORITY 2012-1 | |||||||||||||
NOVASTAR HOME EQUITY LOAN 2005-3 | |||||||||||||
NYKREDIT REALKREDIT A/S | |||||||||||||
OCEAN TRAILS CLO VI 2016-6A | |||||||||||||
OCP CLO 2015-9 | |||||||||||||
OCP CLO LTD 2015-10A | |||||||||||||
OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A | |||||||||||||
OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5 | |||||||||||||
OPTION ONE MORTGAGE LOAN TRUST 2007-1 | |||||||||||||
OPTION ONE MORTGAGE LOAN TRUST 2007-2 | |||||||||||||
OPTION ONE MORTGAGE LOAN TRUST 2007-3 | |||||||||||||
ORACLE CORPORATION | |||||||||||||
OWNIT MORTGAGE LN ASSET-BCK CERT 2006-6 | |||||||||||||
OZLM IX LTD 2014-9A | |||||||||||||
OZLM XVI LTD 2017-16A | |||||||||||||
PALMER SQUARE CLO LTD 2013-2A | |||||||||||||
PALMER SQUARE EUROPEAN LOAN FUNDING 2020-2 DAC 20-2A | |||||||||||||
PALMER SQUARE LOAN FUNDING 2021-3 | |||||||||||||
PALMER SQUARE LOAN FUNDING LTD 2018-2A | |||||||||||||
PARAMOUNT GROUP INC | |||||||||||||
PARK HOTELS & RESORTS INC | |||||||||||||
PARKER-HANNIFIN CORPORATION | |||||||||||||
PEBBLEBROOK HOTEL TRUST | |||||||||||||
PENSKE TRUCK LEASING CO LP | |||||||||||||
PERU GOVT | |||||||||||||
PIMCO FUNDS | |||||||||||||
PROLOGIS INC | |||||||||||||
PS BUSINESS PARKS INC | |||||||||||||
PUBLIC STORAGE | |||||||||||||
QATAR GOVT | |||||||||||||
QTS REALTY TRUST INC | |||||||||||||
QUANTA SERVICES INC | |||||||||||||
REALKREDIT DANMARK A/S | |||||||||||||
REALTY INCOME CORPORATION | |||||||||||||
REGENCY CENTERS CORPORATION | |||||||||||||
RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC) | |||||||||||||
RENAISSANCE HOME EQUITY LN TR 2003-1 | |||||||||||||
RENAISSANCE HOME EQUITY LOAN TR 2006-4 | |||||||||||||
RENAISSANCE HOME EQUITY LOAN TR 2007-3 | |||||||||||||
REPUBLIC SERVICES INC | |||||||||||||
RESIDENTIAL ACCREDIT LOANS 2006-QS13 RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A5 | |||||||||||||
RESIDENTIAL ACCREDIT LOANS 2006-QS13 RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A6 | |||||||||||||
RESIDENTIAL ASSET MTGE PROD 2005-RS6 | |||||||||||||
RESIDENTIAL ASSET SEC CORP 2006-EMX7 | |||||||||||||
RESIDENTIAL ASSET SEC TRUST 2005-A5 | |||||||||||||
RESIDENTIAL ASSET SEC TRUST 2006-A10 | |||||||||||||
RESIDENTIAL ASSET SEC TRUST 2007-A1 | |||||||||||||
RESIDENTIAL ASSET SECURITIES 2006-KS7 | |||||||||||||
RETAIL OPPORTUNITY INVESTMENTS CORP | |||||||||||||
REXFORD INDUSTRIAL REALTY INC | |||||||||||||
RLJ LODGING TRUST | |||||||||||||
ROMARK CLO LTD 2017-1A | |||||||||||||
RTX CORPORATION | |||||||||||||
RYMAN HOSPITALITY PROPERTIES INC (AKA: GAYLORD ENTERTAINMENT CO) | |||||||||||||
S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC) | |||||||||||||
SABRA HEALTH CARE REIT INC | |||||||||||||
SAFEHOLD INC (AKA: SAFETY INCOME & GROWTH INC) | |||||||||||||
SARANAC CLO LTD 2018-6A | |||||||||||||
SAUDI ARABIA GOVT | |||||||||||||
SAXON ASSET SECURITIES TRUST 2007-3 | |||||||||||||
SBA COMMUNICATIONS CORPORATION | |||||||||||||
SCULPTOR CLO XXV 25A | |||||||||||||
SEC ASSET BACKED REC LLC 2005-OP2 | |||||||||||||
SEC ASSET BACKED REC LLC 2006-FR3 | |||||||||||||
SEMPRA | |||||||||||||
SIMON PROPERTY GROUP INC | |||||||||||||
SITE CENTERS CORP | |||||||||||||
SLM STUDENT LOAN TRUST 2008-9 | |||||||||||||
SLM STUDENT LOAN TRUST 2011-B | |||||||||||||
SMALL BUSINESS ADMIN PART CERT 2004-20I | |||||||||||||
SMALL BUSINESS ADMIN PART CERT 2005-20E | |||||||||||||
SMALL BUSINESS ADMIN PART CERT 2006-20F | |||||||||||||
SMALL BUSINESS ADMIN PART CERT 2007-20E | |||||||||||||
SMALL BUSINESS ADMIN PART CERTS 2007-20K | |||||||||||||
SMALL BUSINESS ADMIN PART CERTS 2008-20B | |||||||||||||
SMALL BUSINESS ADMIN PART CERTS 2008-20G | |||||||||||||
SMALL BUSINESS ADMIN PART CERTS 2008-20K | |||||||||||||
SOUND POINT CLO X LTD 2015-3A | |||||||||||||
SOUND POINT CLO XII LTD 2016-2A | |||||||||||||
SOUND POINT CLO XIV LTD 2016-3A SOUND POINT CLO LTD SNDPT 2016 3A AR2 144A | |||||||||||||
SOUND POINT CLO XIV LTD 2016-3A SOUND POINT CLO LTD SNDPT 2016 3A AR 144A | |||||||||||||
SOUND POINT CLO XVI LTD 2017-2A | |||||||||||||
SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1 | |||||||||||||
SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5 | |||||||||||||
SOUTHERN CALIFORNIA EDISON COMPANY | |||||||||||||
SOUTHERN POWER COMPANY | |||||||||||||
SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2006-AB3 | |||||||||||||
SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2007-BC2 | |||||||||||||
SPRINT CORPORATION | |||||||||||||
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC | |||||||||||||
ST PAULS CLO 4A | |||||||||||||
STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2 | |||||||||||||
STEELE CREEK CLO LTD 2015-1A | |||||||||||||
STRUCTURED ADJ RATE MTGE LOAN 2006-2 | |||||||||||||
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2004-17 | |||||||||||||
STRUCTURED ASSET MTG INV INC 2004-AR8 | |||||||||||||
STRUCTURED ASSET MTGE INVEST 2006-AR5 | |||||||||||||
STRUCTURED ASSET SEC CORP 2005-7XS | |||||||||||||
STRUCTURED ASSET SEC CORP 2006-GEL4 | |||||||||||||
SUDBURY MILL CLO LTD 2013-1A | |||||||||||||
SUN COMMUNITIES INC | |||||||||||||
SUNSTONE HOTEL INVESTORS INC | |||||||||||||
SYMPHONY CLO XII LTD 2013-12A | |||||||||||||
TAMPA ELECTRIC COMPANY | |||||||||||||
TARGA RESOURCES CORP | |||||||||||||
TCI-SYMPHONY CLO LTD 2016-1A | |||||||||||||
TCW CLO AMR LTD 2019-1A | |||||||||||||
TCW CLO LTD 2018-1A | |||||||||||||
TERRENO REALTY CORPORATION | |||||||||||||
TEXTRON INC | |||||||||||||
THOMSON REUTERS CORPORATION | |||||||||||||
THORNBURG MORTGAGE SECURITIES TR 2007-1 | |||||||||||||
THORNBURG MORTGAGE SECURITIES TR 2007-4 | |||||||||||||
TICP CLO II LTD 2018-IIA | |||||||||||||
TICP CLO III-2 LTD 2018-3R | |||||||||||||
TIKEHAU CLO BV | |||||||||||||
TIME WARNER CABLE LLC | |||||||||||||
TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC | |||||||||||||
TRALEE CLO III LTD 2014-3A | |||||||||||||
TRANE TECHNOLOGIES FINANCING LIMITED | |||||||||||||
TRANSCANADA PIPELINES LIMITED | |||||||||||||
TRAVEL + LEISURE CO (AKA: WYNDHAM DESTINATIONS INC/WYNDHAM WORLDWIDE CORP) | |||||||||||||
UBS GROUP AG | |||||||||||||
UDR INC | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | |||||||||||||
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | |||||||||||||
UNICREDIT SPA | |||||||||||||
UNITED KINGDOM GOVT | |||||||||||||
UNITED STATES GOVT | |||||||||||||
US AIRWAYS 2011-1 CLASS A PASS THRU TRUST | |||||||||||||
UTAH ACQUISITION SUB INC | |||||||||||||
VENTAS INC | |||||||||||||
VENTURE CDO LTD 2012-12A | |||||||||||||
VENTURE CLO LTD 2014-16A | |||||||||||||
VENTURE CLO LTD 2014-17A | |||||||||||||
VENTURE XXI CLO LTD 2015-21A | |||||||||||||
VENTURE XXIV CLO LTD 2016-24A | |||||||||||||
VENTURE XXIX CLO LTD 2017-29A | |||||||||||||
VENTURE XXVI CLO LTD 2017-26A | |||||||||||||
VENTURE XXVII CLO LTD 2017-27A | |||||||||||||
VENTURE XXVIII CLO LTD 2017-28A | |||||||||||||
VERIZON COMMUNICATIONS INC | |||||||||||||
VIBRANT CLO VII LTD | |||||||||||||
VICI PROPERTIES INC | |||||||||||||
VIRGINIA ELECTRIC AND POWER COMPANY | |||||||||||||
VMC FINANCE 2022-FL5 LLC | |||||||||||||
VMWARE INC | |||||||||||||
VODAFONE GROUP PLC | |||||||||||||
VORNADO REALTY TRUST | |||||||||||||
VOYA CLO LTD 2016-4A | |||||||||||||
VW CREDIT INC | |||||||||||||
WALGREENS BOOTS ALLIANCE INC | |||||||||||||
WASHINGTON MUTUAL 2004-AR11 | |||||||||||||
WASHINGTON MUTUAL 2004-AR13 | |||||||||||||
WASHINGTON MUTUAL 2004-AR14 | |||||||||||||
WASHINGTON MUTUAL 2004-AR3 | |||||||||||||
WASHINGTON MUTUAL 2005-AR1 | |||||||||||||
WASHINGTON MUTUAL 2005-AR2 | |||||||||||||
WASHINGTON MUTUAL 2006-AR8 | |||||||||||||
WEINGARTEN RLTY INVS | |||||||||||||
WELLFLEET CLO LTD 2015-1 | |||||||||||||
WELLS FARGO HOME EQUITY TRUST 2005-2 | |||||||||||||
WELLS FARGO MTGE BK SEC TR 2006-AR4 | |||||||||||||
WELLTOWER INC | |||||||||||||
WHITEHORSE X LTD 2015-10A | |||||||||||||
WIND RIVER CLO LTD 2012-1A | |||||||||||||
WIND RIVER CLO LTD 2014-1A | |||||||||||||
WMALT MTGE PASS-THRU CERT 2005-7 | |||||||||||||
WP CAREY INC | |||||||||||||
YPF SA |