PIMCO Real Return Portfolio Holdings history

Fund Profile

Current holdings

Data for period

30 Jun 24

(Last reporting period)

Total assets

$2.92 bn

Liabilities

$1.50 bn

Net assets

$1.41 bn

Number of holdings

413.00

Holding trends

Total assets and liabilities

Assets

Liabilities

Total number of holdings

Holdings history data

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

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All historic holdings

Current

Data to display

$Value

#Units

%Holdings

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Holding	Sep 19	Dec 19	Mar 20	Jun 20	Sep 20	Dec 20	Mar 21	Jun 21	Sep 21	Sep 21	Sep 21	Dec 21	Mar 22	Jun 22	Sep 22	Dec 22	Mar 23	Jun 23	Sep 23	Jun 24
522 FUNDING CLO I LTD 2018-3A
ABBVIE INC
ACE SECURITIES CORP 2007-ASP1
ADAGIO IV CLO LTD A IV-A
ADJUSTABLE RATE MORTAGE TRUST 2006-2
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
AKELIUS RESIDENTIAL PROPERTY AB
ALBACORE EURO CLO I DAC A
ALLERGAN FUNDING SCS
ALLERGAN INC
ALLERGAN SALES LLC
ALLIANCE BANCORP TRUST 2007-OA1
ALLY FINANCIAL INC
ALME LOAN FUNDING III DAC 3A
AMERICAN ELECTRIC POWER COMPANY INC
AMERICAN HOME MTGE INV TRUST 2005-2
AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)
AMMC CLO 22 LTD 2018-22A
AMMC CLO XII LTD 2013-12A
ANCHORAGE CAPITAL CLO 11 LTD 2019-11A
ANCHORAGE CAPITAL CLO LTD 2015-6A ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A
ANCHORAGE CAPITAL CLO LTD 2015-6A ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A ARR 144A
ANCHORAGE CAPITAL CLO LTD 2020-16A
ANCHORAGE CAPITAL EUROPE CLO 1 DAC 1A
ANGEL OAK MORTGAGE TRUST 2020-4
APEX CREDIT CLO 2018-II LTD
APIDOS CLO 2017-27A
APIDOS CLO XXVI LLC 2017-26A
ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1
ARCH STREET CLO LTD 2016-2A
AREIT TRUST 2020-CRE4
ARES EUROPEAN CLO VI BV 2013-6A
ARES EUROPEAN CLO X BV 10A
ARES L CLO LTD 2018-50A
ARES XL CLO LTD 2016-40A
ARGENT SECURITIES INC 2005-W1
ARGENT SECURITIES INC 2006-W4
ARGENTINA GOVT
AT&T INC
AT&T MOBILITY II LLC
ATLAS SENIOR LOAN FUND LTD 2017-8A
ATLAS SENIOR LOAN FUND LTD 2018-10A
ATRIUM XII 12A
AUSTRALIA GOVT
AUTONOMOUS COMMUNITY OF CATALONIA (AKA: GENERALITAT DE CATALUNYA)
AVOLON HOLDINGS (PARK AEROSPACE HOLDINGS LTD)
AVOLON HOLDINGS FUNDING LIMITED
BABSON CLO LTD 2016-2A
BABSON EURO CLO 2015-1A BV
BANC OF AMERICA FUNDING CORP 2006-A
BANC OF AMERICA FUNDING CORP 2006-G
BANC OF AMERICA FUNDING CORP 2006-J
BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)
BANCO SANTANDER SA
BANCORP COMMERCIAL MORTGAGE TRUST 2019-CRE6
BANK OF AMERICA CORPORATION
BANK OF AMERICA MTG SEC 2005-3
BANK OF AMERICA MTGE SECS-2006-A
BANK OF IRELAND (AKA: GOVERNOR & CO OF THE BANK OF IRELAND)
BARCLAYS BANK PLC/ NEW YORK BRANCH
BASTILLE FUNDING 20-3A
BAT CAPITAL CORPORATION
BAT INTERNATIONAL FINANCE PLC
BAYVIEW OPPORTUNITY MASTER FUND IVA TRUST 2019-SBR1
BDS 2022-FL11 LLC
BEAR STEARNS ADJ RATE MTGE TR 2005-9
BEAR STEARNS ADJ RATE MTGE TR 2006-2
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-1
BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12
BEAR STEARNS ALT-A TRUST 2005-7
BEAR STEARNS ALT-A TRUST 2006-2
BENEFIT STREET PARTNERS CLO LTD 2015-VIIA
BENEFIT STREET PARTNERS CLO XII LTD 2017-12A
BGCLO 19A
BLACK DIAMOND CLO 2015-1 DESIGNATED ACTIVITY CO 15-1A BLACK DIAMOND CLO LTD BLACK 2015 1A A1R 144A
BLACK DIAMOND CLO 2015-1 DESIGNATED ACTIVITY CO 15-1A BLACK DIAMOND CLO LTD BLACK 2015 1A A2R 144A
BLACK DIAMOND CLO 2019-1 DAC 19-1A
BLACKROCK EUROPEAN CLO IX DAC 9A
BLUEMOUNTAIN FUJI EUR CLO III DAC 3A
BRAZIL GOVT
BRISTOL-MYERS SQUIBB COMPANY
BRITISH TRANSCO INTERNATIONAL FINANCE
BROOKSIDE MILL CLO LTD 2013-1A
CAIRN CLO X BV 18-10A
CANADA GOVT
CAPITAL FOUR US CLO 2022-1A CAPITAL FOUR US CLO C4US 2022 1A AR 144A
CAPITAL FOUR US CLO 2022-1A CAPITAL FOUR US CLO C4US 2022 1A A1 144A
CARLYLE EURO CLO 2017-2 DAC 17-2A
CARLYLE EURO CLO 2018-2 DAC 18-2A
CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2012-4A
CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A
CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A
CARLYLE US CLO LTD 2017-1A
CARLYLE US CLO LTD 2017-4
CATAMARAN CLO LTD 2013-1A
CATAMARAN CLO LTD 2014-1A
CATHEDRAL LAKE CLO LTD 2015-2A
CBAM LTD 2017-1A
CEDAR FUNDING V CLO LTD 2016-5A
CELGENE CORPORATION
CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CHARTER COMM OPT LLC/CAP SR SECURED 07/22 4.464
CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL CHARTER COMM OPT LLC/CAP SR SECURED 07/20 3.579
CHASE MORTGAGE FINANCE CORP 2007-A1
CHASEFLEX TRUST 2007-1
CHEVY CHASE MTGE FUNDING CORP 2004-1A
CIFC EUROPEAN FUNDING CLO 3A
CIFC FUNDING LTD 2015-2A
CIFC FUNDING LTD 2017-1A
CIFC FUNDING LTD 2017-4A
CIFC FUNDING LTD 2018-1A
CIT MTGE LOAN TRUST 2007-1 CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A
CIT MTGE LOAN TRUST 2007-1 CIT MORTGAGE LOAN TRUST CITM 2007 1 1A 144A
CITIGROUP MORTGAGE LOAN TR 2004-NCM2
CITIGROUP MORTGAGE LOAN TRUST 2019-B
CITIGROUP MORTGAGE LOAN TRUST 2019-C
CITIGROUP MTGE LOAN TR INC 2006-AR1
CITIGROUP MTGE LOAN TR INC 2007-10
CITIGROUP MTGE LOAN TR INC 2007-AMC2
CITIGROUP MTGE LOAN TR INC 2007-AR4
CITIGROUP MTGE LOAN TR INC 2007-WFH3
CITIGROUP MTGE LOAN TRUST INC 2005-11
CITIGROUP MTGE LOAN TRUST INC 2005-6
CIVIC MORTGAGE LLC 2018-2
COLLEGE LOAN CORP TR 2007-2
CONSOLIDATED EDISON COMPANY OF NEW YORK INC
CONTEGO CLO IV DAC 4A
COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)
COREVEST AMERICAN FINANCE TRUST 2017-1
COUNTRYWIDE ALTERNATIVE LN TR 2005-61
COUNTRYWIDE ALTERNATIVE LN TR 2005-62
COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19
COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1
COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11
COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC5
COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-4CB
COUNTRYWIDE ASSET-BACKED CERT 2007-12
COUNTRYWIDE ASSET-BACKED CERTI 2006-19
COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8
COUNTRYWIDE ASSET-BACKED CERTS 2005-15
COUNTRYWIDE HOME LOANS 2005-19
COUNTRYWIDE HOME LOANS 2005-HYB6
COUNTRYWIDE HOME LOANS 2006-6
COUNTRYWIDE HOME LOANS 2006-HYB3
COUNTRYWIDE HOME LOANS 2007-1
CQS US CLO 2022-2A LTD CQS US CLO 2022 2, LTD. CQS 2022 2A A1R 144A
CQS US CLO 2022-2A LTD CQS US CLO 2022 2, LTD. CQS 2022 2A A1 144A
CREDIT BASED ASSET SRVC & SEC 2006-CB9
CREDIT BASED ASSET SRVC & SEC 2007-CB6
CREDIT SUISSE GROUP AG
CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD
CREDIT SUISSE MORTGAGE CAP CERT 2007-4R
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RPL4
CREDIT-BASED ASSET SERVC SEC 2005-CB3
CRESTLINE DENALI CLO XIV LTD 2016-1A
CRESTLINE DENALI CLO XV 2017-1A
CUMULUS STATIC CLO 2023-1A
CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A
CVP CASCADE CLO LTD 2013-CLO1
DANONE SA
DELL INTERNATIONAL LLC / EMC CORP
DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4
DEUTSCHE BANK AG/NEW YORK BRANCH
DRYDEN 44 EURO CLO 2015 BV 15-44A
DRYDEN 52 EURO CLO 2017 17-52A
DRYDEN 60 CLO LTD
DRYDEN CLO LTD 2018-64A
DUKE ENERGY CORPORATION
EBAY INC
ELLINGTON LOAN ACQUISITION TRUST 2007-1
ELMWOOD CLO 24 LTD 2023-3A
EMC CORPORATION
ENBRIDGE INC
ENERGY TRANSFER PARTNERS LP / REGENCY ENERGY FINANCE CORP
EQT CORPORATION
ERAC USA FINANCE LLC
EUROSAIL PLC 2007-3X EUROSAIL PLC ESAIL 2007 3X A3A REGS
EUROSAIL PLC 2007-3X EUROSAIL PLC ESAIL 2007 3X A3C REGS
EVERSOURCE ENERGY
FANNIE MAE 2004-63
FANNIE MAE 2006-118
FANNIE MAE 2006-30
FANNIE MAE 2006-5
FANNIE MAE 2007-63
FANNIE MAE REMICS 2019-5
FANNIEMAE WHOLE LOAN 2003-W-8
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8245 FR 09/52 FIXED 4.5
FHLMC PASS THRU POOLS FED HM LN PC POOL 972136 FH 01/34 FLOATING VAR
FHLMC PASS THRU POOLS FED HM LN PC POOL 1G0621 FH 12/35 FLOATING VAR
FHLMC PASS THRU POOLS FED HM LN PC POOL SD8006 FR 08/49 FIXED 4
FHLMC STRUCTURED PASS THROUGH SEC T-63
FHLMC STRUCTURED PASS THRU SEC T-32
FHLMC STRUCTURED PASS THRU SEC T-62
FIDELITY GRAND HARBOUR CLO 2019-1 DAC 19-1A
FIRST FRANKLIN MTG LOAN 2005-FF12
FIRST HORIZON ALT MTG SEC 2006-FA8
FIRST HORIZON ALT MTGE SEC 2004-AA1
FIRST HORIZON MTGE PASS-THRU TR 2005-AR3
FIVE CORNERS FUNDING TRUST
FLAGSHIP VII LTD 2013-7A
FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)
FNMA PASS THRU POOLS FNMA POOL 795297 FN 07/44 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 803338 FN 09/44 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL 817547 FN 10/35 FLOATING VAR
FNMA PASS THRU POOLS FNMA POOL FS3519 FN 11/52 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL MA3467 FN 09/48 FIXED 4
FNMA PASS THRU POOLS FNMA POOL FM1238 FN 03/49 FIXED VAR
FNMA PASS THRU POOLS FNMA POOL MA3563 FN 01/49 FIXED 4
FNMA PASS THRU POOLS FNMA POOL MA3870 FN 12/49 FIXED 2.5
FORD MOTOR CREDIT COMPANY LLC
FRANCE GOVT
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KBX1
FREDDIE MAC REMICS 4687
FREDDIE MAC REMICS 4779
FREDDIE MAC STRIPS 278
FREMONT HOME LOAN TRUST 2006-C
GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A
GENERAL ELECTRIC COMPANY
GENERAL MOTORS COMPANY
GENERAL MOTORS FINANCIAL COMPANY INC
GNMA PASS THRU POOLS GNMA II TBA 30 YR 3.5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 2.5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 2.5 JUMBOS
GNMA PASS THRU POOLS GNMA II TBA 30 YR 2.5 JUMBOS
GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD 2017-2A
GOLDMAN SACHS GROUP INC
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-20
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-H22
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-HJUN
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11
GREAT HALL MORTGAGES PLC 2006-1
GREAT HALL MORTGAGES PLC 2007-1
GREENPOINT MTGE FUNDING TR 2005-AR1
GREENPOINT MTGE FUNDING TR 2005-AR5
GREENPOINT MTGE FUUNDING TRUST 2006-AR4
GS MORTGAGE SECURITIES CORP II 2010-C1
GSAA HOME EQUITY TRUST 2006-7
GSAMP TRUST 2005-HE2
GSAMP TRUST 2005-WMC1
GSAMP TRUST 2007-FM1
GSR MORTGAGE LOAN TRUST 2004-12
GSR MORTGAGE LOAN TRUST 2005-AR1
GSR MORTGAGE LOAN TRUST 2005-AR4
GSR MORTGAGE LOAN TRUST 2005-AR6
HALCYON LOAN ADVISORS FUNDING LTD 2015-1A
HALSEYPOINT CLO 3 LTD 2020-3A
HARBORVIEW MORTGAGE LOAN TR 2005-13
HARBORVIEW MORTGAGE LOAN TR 2005-2
HARBORVIEW MORTGAGE LOAN TR 2005-9
HARBORVIEW MORTGAGE LOAN TR 2007-5
HARVEST CLO XVIII DAC 8A
HARVEST CLO XXI DAC 21A
HAWKSMOOR MORTGAGES 19-1A
HAYFIN EMERALD CLO 12A
HEWLETT PACKARD ENTERPRISE COMPANY
HILTON WORLDWIDE FINANCE LLC
HOME EQUITY ASSET TRUST 2004-2
HOME EQUITY PASS-THRU CERTS 2005-8
HSI ASSET SEC CORP TRUST 2006-HE1
ICG US CLO LTD 2020-1A
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 2004-AR10
INDYMAC INDX MTGE LOAN TRUST 2004-AR11
ING BANK NV/AMSTERDAM BRANCH
INTERNATIONAL LEASE FINANCE CORPORATION
ITALY GOVT
JACKSON NATIONAL LIFE GLOBAL FUNDING
JAMESTOWN CLO IV LTD 2014-4A
JAMESTOWN CLO V LTD 2014-5A
JAPAN GOVT JAPAN GOVT CPI LINKED BONDS 03/29 0.1
JAPAN GOVT JAPAN GOVT CPI LINKED BONDS 03/28 0.1
JOHN DEERE CAPITAL CORPORATION
JP MORGAN MORTGAGE TRUST 2007-A1 JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 1A1
JP MORGAN MORTGAGE TRUST 2007-A1 JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 3A3
JP MORGAN MORTGAGE TRUST 2008-R2
JP MORGAN MORTGAGE TRUST-2005-A1
JP MORGAN MORTGAGE TRUST-2005-A6 JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 4A1
JP MORGAN MORTGAGE TRUST-2005-A6 JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 2A1
JP MORGAN MORTGAGE TRUST-2005-A6 JP MORGAN MORTGAGE TRUST JPMMT 2005 A6 7A1
JP MORGAN MTGE ACQUIS CORP 2006-CH2
JT INTERNATIONAL FINANCIAL SERVICES BV
JUBILEE CLO 2015-XV BV 15-15A
JUBILEE CLO 2015-XVI BV 15-16A
KKR CLO 9 LTD
KVK CLO LTD 2013-1A
LAURELIN 2016-1 DAC 16-1A
LCM LOAN INCOME FUND I LTD
LCM LP 13A
LCM XV LP 15A
LCM XXV LTD 25A
LEGACY MORTGAGE ASSET TRUST 2019-GS3
LEHMAN ABS MANUFACTURED HOUSING 2001-B
LEHMAN XS TRUST 2006-7
LEHMAN XS TRUST 2006-8
LEHMAN XS TRUST SERIES 2007-20N
LLOYDS BANKING GROUP PLC
LOANCORE 2022-CRE7 ISSUER LTD
LOANCORE ISSUER LTD 2019-CRE2
LOBAL MARKET STRATEGIES EURO CLO 2015-2 LTD 15-2A
LONG BEACH MORTGAGE LOAN TR 2006-7
MADISON PARK FUNDING XXIX LTD 2018-29A
MADISON PARK FUNDING XXX LTD 2018-30A
MAGNETITE VIII CLO LTD 2014-8A
MAGNETITE XVIII LTD 2016-18A
MAN GLG EURO CLO II DAC 2A
MAN GLG EURO CLO IV DAC 4A
MAN GLG EURO CLO V DAC 5A
MARATHON CLO V LTD 2013-5A
MARATHON STATIC CLO 2022-18A LTD
MARLETTE FUNDING TRUST 2019-3
MASTR ADJUSTABLE RATE MTGES TRU 2004-13
MASTR ASSET BACKED SECUR TR 2005-FRE1
MCDONALDS CORPORATION
MELLON RESIDENTIAL FUND CORP 2000-TBC3
MELLON RESIDENTIAL FUNDING CO 2001-TBC1
MERRILL LYNCH MORTGAGE INV 2007-HE2
MERRILL LYNCH MORTGAGE INVESTO-2006-RM4
MERRILL LYNCH MORTGAGE INVS 2005-A9
MEXICO GOVT
MF1 2021-FL6 LTD
MF1 2022-FL9 LLC
MIDOCEAN CREDIT CLO II 2013-2A
MIDOCEAN CREDIT CLO VI 2016-6A
MIDOCEAN CREDIT CLO VIII 2018-8A
MITSUBISHI HC CAPITAL INC
MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)
MKS CLO LTD 2017-2A
MLCC MORTGAGE INVESTORS INC 2005-3 MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A
MLCC MORTGAGE INVESTORS INC 2005-3 MLCC MORTGAGE INVESTORS INC MLCC 2005 3 4A
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV
MORGAN STANLEY ABS CAPITAL I 2006-HE8
MORGAN STANLEY IXIS RE CAP TR 2006-2
MORGAN STANLEY MORTGAGE LN TR-2006-8AR
MP CLO VII LTD 2015-1A
N/A EURO-BUXL 30Y BND SEP24 XEUR 20240906
N/A INF SWAP EM NI 2.7 04/15/23-30Y LCH
N/A INF SWAP EM NI 2.39 11/15/23-10Y LCH
N/A TRS R 5.49/91282CCM1 MYC
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A SOLD GBP BOUGHT USD 20240802
N/A AUST 10Y BOND FUT SEP24 XSFE 20240916
N/A INF SWAP EM NI 2.763 09/15/23-30Y LCH
N/A TRS R 5.49/9128282L3 MYC
N/A RFR EUR ESTRON/3.47500 02/26/24-1Y LCH
N/A RFR JPY MUTK/0.55000 09/14/23-5Y LCH
N/A SOLD JPY BOUGHT USD 20240802
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH
N/A INF SWAP EM NI 2.55 04/15/22-30Y LCH
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A TRS R 5.49/912828V49 MYC
N/A INF SWAP EM NI 2.5475 11/15/23-30Y LCH
N/A RFR USD SOFR/2.86500 02/13/24-30Y LCH
N/A INF SWAP EM NI 2.26 03/15/23-5Y LCH
N/A TRS R 5.49/91282CCM1 MYC
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A 317U3YNA8 PIMCO FPPSWAPTION 2.95 CALL EUR
N/A INF SWAP EM NI 2.57 06/15/22-10Y LCH
N/A FIXED INC CLEARING CORP.REPO
N/A US 5YR NOTE (CBT) SEP24 XCBT 20240930
N/A US 2YR NOTE (CBT) SEP24 XCBT 20240930
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP US IT 1.76 11/04/19-10Y LCH
N/A INF SWAP EM NI 2.59 03/15/22-30Y LCH
N/A IRS EUR 1.00000 05/13/22-5Y LCH
N/A EURO-BTP FUTURE SEP24 XEUR 20240906
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A SOLD GBP BOUGHT USD 20240702
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A IRS EUR 2.50000 09/18/24-30Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP EM NI 2.47 07/15/22-10Y LCH
N/A RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A BOUGHT JPY SOLD USD 20240702
N/A TRS R 5.49/91282CDC2 MYC
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A TRS R 5.49/912828ZJ2 MYC
N/A SOLD EUR BOUGHT USD 20240802
N/A 317U47NA6 PIMCO SWAPTION 3.15 PUT EUR 20251006
N/A SOLD EUR BOUGHT USD 20240702
N/A 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901
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 AUD BOUGHT USD 20240702
N/A INF SWAP US IT 2.565 09/12/23-1Y LCH
N/A IRS EUR 0.55000 08/10/22-2Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A IRS EUR 0.19500 11/04/22-30Y LCH
N/A RFRF USD SOFR/2.28500 11/15/23-30Y LCH
N/A IRS EUR 0.19700 11/08/22-30Y LCH
N/A TRS R 5.49/912828ZJ2 MYC
N/A IRS EUR 0.70000 04/11/22-5Y LCH
N/A IRS EUR 0.65000 04/12/22-5Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A IRS EUR 0.65000 05/11/22-5Y LCH
N/A RFRF USD SOFR/2.34000 11/21/23-5Y LCH
N/A TRS R 5.49/912828N71 MYC
N/A BOUGHT GBP SOLD USD 20240702
N/A SHORT EURO-BTP FU SEP24 XEUR 20240906
N/A SOLD EUR BOUGHT USD 20240702
N/A US ULTRA BOND CBT SEP24 XCBT 20240919
N/A SOLD JPY BOUGHT USD 20240702
N/A EURO-BOBL FUTURE SEP24 XEUR 20240906
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901
N/A IRS EUR 2.75000 09/18/24-10Y LCH
N/A RFRF USD SOFR/2.23650 11/21/23-30Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A 317U3YMA9 PIMCO FPPSWAPTION 2.95 PUT EUR
N/A RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH
N/A RFRF USD SOFR/2.30000 11/15/23-5Y LCH
N/A IRS EUR 1.00000 05/18/22-5Y LCH
N/A INF SWAP US IT 2.645 09/10/21-7Y LCH
N/A BOUGHT MXN SOLD USD 20240918
N/A EURO-SCHATZ FUT SEP24 XEUR 20240906
N/A INF SWAP US IT 2.573 08/26/21-7Y LCH
N/A BOUGHT GBP SOLD USD 20240702
N/A INF SWAP EM NI 2.6 05/15/22-10Y LCH
N/A US LONG BOND(CBT) SEP24 XCBT 20240919
N/A SOLD CAD BOUGHT USD 20240802
N/A INF SWAP US IT 2.50 09/07/23-1Y LCH
N/A EURO-SCHATZ OPT AUG24C 106.2 EXP 07/26/2024
N/A TRS R 5.49/9128287D6 MYC
N/A RFR JPY MUTK/0.50000 12/15/21-10Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A EURO-BUND FUTURE SEP24 XEUR 20240906
N/A 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829
N/A BOUGHT AUD SOLD USD 20240702
N/A BOUGHT EUR SOLD USD 20240702
N/A US 10YR NOTE (CBT)SEP24 XCBT 20240919
N/A INF SWAP US IT 2.56 09/12/23-1Y LCH
N/A TRS R 5.49/91282CDX6 MYC
N/A SOLD CAD BOUGHT USD 20240702
N/A BOUGHT CAD SOLD USD 20240702
N/A EURO-OAT FUTURE SEP24 XEUR 20240906
N/A US 10YR ULTRA FUT SEP24 XCBT 20240919
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP EM NI 2.682 10/15/23-30Y LCH
N/A INF SWAP EM NI 3.13 05/15/22-5Y LCH
N/A IRS EUR 2.63492 06/10/24-9Y* LCH
N/A 317U47OA5 PIMCO SWAPTION 3.15 CALL EUR 2025100
N/A 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829
N/A RFR USD SOFR/3.50000 06/20/24-30Y CME
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A SOLD AUD BOUGHT USD 20240802
N/A SOLD CAD BOUGHT USD 20231102
N/A SOLD EUR BOUGHT USD 20231003
N/A SOLD GBP BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231003
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE DEC23 XEUR 20231207
N/A SHORT EURO-BTP FU DEC23 XEUR 20231207
N/A BOUGHT JPY SOLD USD 20231003
N/A SOLD JPY BOUGHT USD 20231102
N/A 317U3HSA0 PIMCO SWAPTION 4.606 PUT USD 2023102
N/A 317U3HTA9 PIMCO SWAPTION 4.611 PUT USD 2023102
N/A 317U3ULA8 PIMCO SWAPTION 2.9 PUT EUR 20250829
N/A 317U3UMA7 PIMCO SWAPTION 2.9 CALL EUR 20250829
N/A 317U3VGA2 PIMCO SWAPTION 2.8 CALL EUR 20250901
N/A 317U3VHA1 PIMCO SWAPTION 2.8 PUT EUR 20250901
N/A 317U657Z1 PIMCO SWAPTION 2.3 PUT USD 20231113
N/A 317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.50 09/07/23-1Y LCH
N/A INF SWAP US IT 2.56 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 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (WHT) LCH
N/A IRS EUR 2.75000 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/0.85000 09/20/23-10Y LCH
N/A RFRF USD SF+26.161/1.8* 11/15/23-5Y LCH
N/A RFRF USD SF+26.161/1.9* 11/15/23-30Y LCH
N/A BOUGHT GBP SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231003
N/A BOUGHT JPY SOLD USD 20231003
N/A SOLD GBP BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231102
N/A SOLD AUD BOUGHT USD 20231003
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD NZD BOUGHT USD 20231003
N/A TRS R 5.49/9128282L3 MYC
N/A TRS R 5.49/912828H45 MYC
N/A TRS R 5.49/912828V49 MYC
N/A TRS R 5.49/912828YL8 MYC
N/A TRS R 5.49/912828ZJ2 MYC
N/A TRS R 5.49/91282CCM1 MYC
N/A TRS R 5.49/91282CDC2 MYC
N/A TRS R 5.56/9128287D6 MYC
N/A TRS R 5.56/912828N71 MYC
N/A TRS R 5.56/912828ZJ2 MYC
N/A TRS R 5.56/91282CCM1 MYC
N/A TRS R 5.56/91282CDX6 MYC
N/A US 10YR NOTE (CBT)DEC23 XCBT 20231219
N/A US 10YR ULTRA FUT DEC23 XCBT 20231219
N/A US 2YR NOTE (CBT) DEC23 XCBT 20231229
N/A US 5YR NOTE (CBT) DEC23 XCBT 20231229
N/A US LONG BOND(CBT) DEC23 XCBT 20231219
N/A US ULTRA BOND CBT DEC23 XCBT 20231219
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT DEC23 XSFE 20231215
N/A SOLD AUD BOUGHT USD 20231003
N/A SOLD CAD BOUGHT USD 20231003
N/A SOLD AUD BOUGHT USD 20231102
N/A SOLD NZD BOUGHT USD 20231102
N/A BOUGHT EUR SOLD USD 20231003
N/A SOLD EUR BOUGHT USD 20231102
N/A SOLD JPY BOUGHT USD 20231003
N/A SOLD MXN BOUGHT USD 20231214
N/A BOUGHT JPY SOLD USD 20231003
N/A SOLD JPY BOUGHT USD 20231102
N/A EURO-OAT FUTURE DEC23 XEUR 20231207
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A EURO-BOBL FUTURE DEC23 XEUR 20231207
N/A EURO-BUND FUTURE DEC23 XEUR 20231207
N/A EURO-BUXL 30Y BND DEC23 XEUR 20231207
N/A EURO-SCHATZ FUT DEC23 XEUR 20231207
N/A GOLD 100 OZ FUTR DEC23 XCEC 20231227
N/A BOUGHT MXN SOLD USD 20231004
N/A BOUGHT MXN SOLD USD 20231016
N/A SOLD MXN BOUGHT USD 20231214
N/A BOUGHT CAD SOLD USD 20231003
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD AUD BOUGHT USD 20230802
N/A SOLD NZD BOUGHT USD 20230705
N/A 317U33JA1 PIMCO SWAPTION 3.75 CALL USD 2023091
N/A 317U33LA8 PIMCO SWAPTION 3.75 CALL USD 2023091
N/A 317U37JA2 PIMCO SWAPTION 4.42 CALL USD 2023092
N/A 317U657Z1 PIMCO SWAPTION 2.3 PUT USD 20231113
N/A 317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y 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 MUT+5.89/0.3000 03/20/18-10Y LCH
N/A RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH
N/A RFR JPY MUTK/0.50000 12/15/21-10Y LCH
N/A RFRF USD SF+26.161/1.8* 11/15/23-5Y LCH
N/A RFRF USD SF+26.161/1.8* 11/21/23-30Y LCH
N/A RFRF USD SF+26.161/1.9* 11/15/23-30Y LCH
N/A BOUGHT AUD SOLD USD 20230705
N/A BOUGHT CAD SOLD USD 20230705
N/A BOUGHT CAD SOLD USD 20230705
N/A BOUGHT GBP SOLD USD 20230705
N/A BOUGHT JPY SOLD USD 20230705
N/A BOUGHT NZD SOLD USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD AUD BOUGHT USD 20230802
N/A SOLD CAD BOUGHT USD 20230802
N/A SOLD CAD BOUGHT USD 20230802
N/A SOLD GBP BOUGHT USD 20230802
N/A SOLD JPY BOUGHT USD 20230802
N/A SOLD NZD BOUGHT USD 20230802
N/A BOUGHT AUD SOLD USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD AUD BOUGHT USD 20230802
N/A TRS R 5.24/9128282L3 MYC
N/A TRS R 5.24/9128286N5 MYC
N/A TRS R 5.24/912828B25 MYC
N/A TRS R 5.24/912828H45 MYC
N/A TRS R 5.24/912828V49 MYC
N/A TRS R 5.24/912828YL8 MYC
N/A TRS R 5.24/912828ZJ2 MYC
N/A TRS R 5.24/91282CCM1 MYC
N/A TRS R 5.24/91282CDC2 MYC
N/A TRS R 5.37/9128287D6 MYC
N/A TRS R 5.37/912828N71 MYC
N/A TRS R 5.37/912828ZJ2 MYC
N/A TRS R 5.37/91282CCM1 MYC
N/A TRS R 5.37/91282CDX6 MYC
N/A US 10YR FUT OPTN AUG23P 113 EXP 07/21/2023
N/A US 10YR NOTE (CBT)SEP23 XCBT 20230920
N/A US 10YR ULTRA FUT SEP23 XCBT 20230920
N/A US 2YR NOTE (CBT) SEP23 XCBT 20230929
N/A US 5YR NOTE (CBT) SEP23 XCBT 20230929
N/A US LONG BOND(CBT) SEP23 XCBT 20230920
N/A US ULTRA BOND CBT SEP23 XCBT 20230920
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT SEP23 XSFE 20230915
N/A BOUGHT AUD SOLD USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD AUD BOUGHT USD 20230802
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD CAD BOUGHT USD 20230705
N/A SOLD MXN BOUGHT USD 20230718
N/A SOLD NZD BOUGHT USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT NZD SOLD USD 20230802
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD EUR BOUGHT USD 20230705
N/A SOLD EUR BOUGHT USD 20230802
N/A SOLD JPY BOUGHT USD 20230705
N/A SOLD NZD BOUGHT USD 20230705
N/A BOUGHT AUD SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT EUR SOLD USD 20230705
N/A SOLD AUD BOUGHT USD 20230802
N/A EURO-OAT FUTURE SEP23 XEUR 20230907
N/A EURO-BOBL FUTURE SEP23 XEUR 20230907
N/A EURO-BUND FUTURE SEP23 XEUR 20230907
N/A EURO-BUXL 30Y BND SEP23 XEUR 20230907
N/A EURO-SCHATZ FUT SEP23 XEUR 20230907
N/A GOLD 100 OZ FUTR AUG23 XCEC 20230829
N/A BOUGHT EUR SOLD USD 20230705
N/A BOUGHT NZD SOLD USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD GBP BOUGHT USD 20230705
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A 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 JPY SOLD USD 20230705
N/A BOUGHT MXN SOLD USD 20230714
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD JPY BOUGHT USD 20230802
N/A BOUGHT EUR SOLD USD 20230705
N/A SOLD NZD BOUGHT USD 20230705
N/A BOUGHT MXN SOLD USD 20230816
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD AUD BOUGHT USD 20230705
N/A SOLD EUR BOUGHT USD 20230705
N/A BOUGHT AUD SOLD USD 20230705
N/A 317U1Q8A4 PIMCO SWAPTION 2.067 CALL EUR 202306
N/A 317U1Q9A3 PIMCO SWAPTION 3.14 PUT EUR 20230609
N/A 317U657Z1 PIMCO SWAPTION 2.3 PUT USD 20231113
N/A 317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y 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 0.00000 11/04/22-10Y LCH
N/A IRS EUR 0.00000 11/08/22-10Y LCH
N/A IRS EUR 2.54700 03/09/23-10Y LCH
N/A IRS NZD 3.25000 03/21/18-10Y CME
N/A IRS USD 1.84000 11/15/23-5Y LCH
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A IRS USD 1.97500 11/15/23-30Y LCH
N/A RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH
N/A RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH
N/A BOUGHT AUD SOLD USD 20230404
N/A BOUGHT CAD SOLD USD 20230404
N/A BOUGHT NZD SOLD USD 20230404
N/A SOLD AUD BOUGHT USD 20230502
N/A SOLD CAD BOUGHT USD 20230404
N/A SOLD CAD BOUGHT USD 20230502
N/A SOLD GBP BOUGHT USD 20230404
N/A SOLD NZD BOUGHT USD 20230502
N/A BOUGHT AUD SOLD USD 20230404
N/A BOUGHT CAD SOLD USD 20230404
N/A SOLD AUD BOUGHT USD 20230404
N/A SOLD AUD BOUGHT USD 20230502
N/A SOLD CAD BOUGHT USD 20230502
N/A SOLD EUR BOUGHT USD 20230404
N/A TRS R 4.77/9128282L3 MYC
N/A TRS R 4.77/9128286N5 MYC
N/A TRS R 4.77/912828B25 MYC
N/A TRS R 4.77/912828H45 MYC
N/A TRS R 4.77/912828V49 MYC
N/A TRS R 4.77/912828VM9 MYC
N/A TRS R 4.77/912828YL8 MYC
N/A TRS R 4.77/912828ZJ2 MYC
N/A TRS R 4.77/91282CCM1 MYC
N/A TRS R 4.77/91282CDC2 MYC
N/A TRS R 4.93/9128287D6 MYC
N/A TRS R 4.93/912828N71 MYC
N/A TRS R 4.93/912828ZJ2 MYC
N/A TRS R 4.93/91282CCM1 MYC
N/A TRS R 4.93/91282CDX6 MYC
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 FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT JUN23 XSFE 20230615
N/A AUST 3YR BOND FUT JUN23 XSFE 20230615
N/A BOUGHT AUD SOLD USD 20230404
N/A BOUGHT NZD SOLD USD 20230404
N/A SOLD AUD BOUGHT USD 20230502
N/A SOLD NZD BOUGHT USD 20230502
N/A BOUGHT PEN SOLD USD 20230410
N/A BOUGHT NZD SOLD USD 20230404
N/A SOLD NZD BOUGHT USD 20230404
N/A SOLD NZD BOUGHT USD 20230502
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230502
N/A SOLD AUD BOUGHT USD 20230502
N/A SOLD EUR BOUGHT USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT PEN SOLD USD 20230410
N/A BOUGHT PEN SOLD USD 20230427
N/A BOUGHT PEN SOLD USD 20230621
N/A BOUGHT AUD SOLD USD 20230404
N/A BOUGHT EUR SOLD USD 20230404
N/A BOUGHT JPY SOLD USD 20230404
N/A SOLD AUD BOUGHT USD 20230404
N/A SOLD AUD BOUGHT USD 20230502
N/A SOLD EUR BOUGHT USD 20230502
N/A SOLD JPY BOUGHT USD 20230502
N/A EURO-OAT FUTURE JUN23 XEUR 20230608
N/A EURO-BOBL FUTURE JUN23 XEUR 20230608
N/A EURO-BUND FUTURE JUN23 XEUR 20230608
N/A EURO-BUXL 30Y BND JUN23 XEUR 20230608
N/A EURO-SCHATZ FUT JUN23 XEUR 20230608
N/A BOUGHT EUR SOLD USD 20230404
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD EUR BOUGHT USD 20230404
N/A SOLD JPY BOUGHT USD 20230404
N/A SOLD JPY BOUGHT USD 20230404
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE JUN23 XEUR 20230608
N/A SHORT EURO-BTP FU JUN23 XEUR 20230608
N/A JPN 10Y BOND(OSE) JUN23 XOSE 20230613
N/A SOLD AUD BOUGHT USD 20230404
N/A SOLD JPY BOUGHT USD 20230404
N/A SOLD JPY BOUGHT USD 20230404
N/A BOUGHT GBP SOLD USD 20230404
N/A BOUGHT MXN SOLD USD 20230621
N/A SOLD GBP BOUGHT USD 20230502
N/A SOLD MXN BOUGHT USD 20230515
N/A BOUGHT EUR SOLD USD 20230502
N/A BOUGHT NZD SOLD USD 20230404
N/A SOLD NZD BOUGHT USD 20230502
N/A 317U0BEA1 PIMCO SWAPTION 2.2 CALL USD 20230531
N/A 317U0BFA0 PIMCO SWAPTION 2.2 CALL USD 20230531
N/A 317U0BGA9 PIMCO SWAPTION 2.35 CALL USD 2023053
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 317U1Q9A3 PIMCO SWAPTION 3.14 PUT EUR 20230609
N/A 317U657Z1 PIMCO SWAPTION 2.3 PUT USD 20231113
N/A 317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111
N/A 317U681I9 PIMCO SWAPTION 1.4275 CALL USD 20230
N/A 317U682I8 PIMCO SWAPTION 1.579 CALL USD 202301
N/A 317U714I0 PIMCO SWAPTION 1.41 CALL USD 2023020
N/A 317U719I5 PIMCO SWAPTION 1.5575 CALL USD 20230
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A 317U940I6 PIMCO SWAPTION 1.71 CALL USD 2023012
N/A 317U941I5 PIMCO SWAPTION 1.785 CALL USD 202301
N/A 317U970I9 PIMCO SWAPTION 1.72 CALL USD 2023022
N/A 317U971I8 PIMCO SWAPTION 1.736 CALL USD 202302
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.59 12/15/22-30Y LCH
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A INF SWAP GB NI 3.325 08/15/15-15Y LCH
N/A INF SWAP GB NI 3.33 01/15/20-5Y LCH
N/A INF SWAP GB NI 3.4 06/15/15-15Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH
N/A INF SWAP GB NI 3.85 09/15/19-5Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.125 09/15/22-10Y LCH
N/A INF SWAP GB NI 4.1425 10/15/22-10Y LCH
N/A INF SWAP GB NI 4.48 09/15/21-2Y LCH
N/A INF SWAP GB NI 4.615 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.735 12/15/21-5Y LCH
N/A INF SWAP GB NI 5.2 06/15/22-2Y LCH
N/A INF SWAP GB NI 5.33 06/15/22-2Y LCH
N/A INF SWAP GB NI 6.44 05/15/22-2Y LCH
N/A INF SWAP GB NI 6.6 05/15/22-2Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y 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 0.83000 12/09/42-10Y LCH
N/A IRS EUR 1.50000 03/15/23-30Y LCH
N/A IRS EUR 1.75000 03/15/23-10Y LCH
N/A IRS USD 1.84000 11/15/23-5Y LCH
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A IRS USD 1.97500 11/15/23-30Y LCH
N/A RFR GBP SONIO/0.50000 03/16/22-20Y LCH
N/A RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH
N/A RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH
N/A LONG GILT FUTURE MAR23 IFLL 20230329
N/A TRS R 4.19/9128282L3 MYC
N/A TRS R 4.19/9128284H0 MYC
N/A TRS R 4.19/9128286N5 MYC
N/A TRS R 4.19/912828B25 MYC
N/A TRS R 4.19/912828H45 MYC
N/A TRS R 4.19/912828V49 MYC
N/A TRS R 4.19/912828VM9 MYC
N/A TRS R 4.19/912828ZJ2 MYC
N/A TRS R 4.19/91282CDC2 MYC
N/A TRS R SOFRRATE+12/912828B25 MYC
N/A TRS R SOFRRATE+12/912828N71 MYC
N/A TRS R SOFRRATE+12/912828VM9 MYC
N/A TRS R SOFRRATE+12/912828ZJ2 MYC
N/A TRS R SOFRRATE+7/912828YL8 MYC
N/A TRS R SOFRRATE+7/91282CCM1 MYC
N/A US 10YR NOTE (CBT)MAR23 XCBT 20230322
N/A US 10YR ULTRA FUT MAR23 XCBT 20230322
N/A US 2YR NOTE (CBT) MAR23 XCBT 20230331
N/A US 5YR NOTE (CBT) MAR23 XCBT 20230331
N/A US LONG BOND(CBT) MAR23 XCBT 20230322
N/A US ULTRA BOND CBT MAR23 XCBT 20230322
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT MAR23 XSFE 20230315
N/A AUST 3YR BOND FUT MAR23 XSFE 20230315
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT MXN SOLD USD 20230321
N/A BOUGHT MXN SOLD USD 20230321
N/A BOUGHT PEN SOLD USD 20230315
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT MXN SOLD USD 20230321
N/A BOUGHT PEN SOLD USD 20230110
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A SOLD PEN BOUGHT USD 20230106
N/A SOLD PEN BOUGHT USD 20230125
N/A 3MO EURO EURIBOR MAR23 IFLL 20230313
N/A EURO-OAT FUTURE MAR23 XEUR 20230308
N/A EURO-BOBL FUTURE MAR23 XEUR 20230308
N/A EURO-BUND FUTURE MAR23 XEUR 20230308
N/A EURO-BUXL 30Y BND MAR23 XEUR 20230308
N/A EURO-SCHATZ FUT MAR23 XEUR 20230308
N/A RXG3C 146 FEB23 146 CALL FSO
N/A RXG3P 138.5 FEB23 138.5 PUT FSO
N/A GOLD 100 OZ FUTR FEB23 XCEC 20230224
N/A SOLD MXN BOUGHT USD 20230321
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT EUR SOLD USD 20230110
N/A BOUGHT JPY SOLD USD 20230110
N/A SOLD AUD BOUGHT USD 20230110
N/A SOLD CAD BOUGHT USD 20230110
N/A SOLD EUR BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A 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 SOLD GBP BOUGHT USD 20230110
N/A SOLD AUD BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A SOLD JPY BOUGHT USD 20230110
N/A SOLD AUD BOUGHT USD 20230110
N/A BOUGHT PEN SOLD USD 20230106
N/A BOUGHT PEN SOLD USD 20230109
N/A BOUGHT PEN SOLD USD 20230112
N/A BOUGHT PEN SOLD USD 20230117
N/A BOUGHT PEN SOLD USD 20230119
N/A BOUGHT PEN SOLD USD 20230123
N/A BOUGHT PEN SOLD USD 20230123
N/A SOLD AUD BOUGHT USD 20230110
N/A SOLD CAD BOUGHT USD 20230110
N/A SOLD NZD BOUGHT USD 20230110
N/A 317U0BEA1 PIMCO SWAPTION 2.2 CALL USD 20230531
N/A 317U0BFA0 PIMCO SWAPTION 2.2 CALL USD 20230531
N/A 317U0BGA9 PIMCO SWAPTION 2.35 CALL USD 2023053
N/A 317U0DXA6 PIMCO SWAPTION 2.2 CALL USD 20230426
N/A 317U1PBA2 PIMCO SWAPTION 2.547 CALL EUR 202303
N/A 317U1PCA1 PIMCO SWAPTION 2.547 PUT EUR 2023030
N/A 317U1Q8A4 PIMCO SWAPTION 2.067 CALL EUR 202306
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 SOLD EUR/BOUGHT USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U0BEA1 PIMCO SWAPTION 2.2 CALL USD 20230531
N/A 317U0BFA0 PIMCO SWAPTION 2.2 CALL USD 20230531
N/A 317U0BGA9 PIMCO SWAPTION 2.35 CALL USD 2023053
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 317U657Z1 PIMCO SWAPTION 2.3 PUT USD 20231113
N/A 317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111
N/A 317U681I9 PIMCO SWAPTION 1.4275 CALL USD 20230
N/A 317U682I8 PIMCO SWAPTION 1.579 CALL USD 202301
N/A 317U714I0 PIMCO SWAPTION 1.41 CALL USD 2023020
N/A 317U719I5 PIMCO SWAPTION 1.5575 CALL USD 20230
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A 317U892W3 IRO EUR 30Y P0.19 NOV22 0.19 PUT
N/A 317U893W2 IRO EUR 10Y NOV22 0 PUT
N/A 317U940I6 PIMCO SWAPTION 1.71 CALL USD 2023012
N/A 317U941I5 PIMCO SWAPTION 1.785 CALL USD 202301
N/A 317U970I9 PIMCO SWAPTION 1.72 CALL USD 2023022
N/A 317U971I8 PIMCO SWAPTION 1.736 CALL USD 202302
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP EM NI 2.359 08/15/22-8Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.47 07/15/22-10Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.55 04/15/22-30Y LCH
N/A INF SWAP EM NI 2.57 06/15/22-10Y LCH
N/A INF SWAP EM NI 2.58 03/15/22-30Y LCH
N/A INF SWAP EM NI 2.59 03/15/22-30Y LCH
N/A INF SWAP EM NI 2.6 05/15/22-10Y LCH
N/A INF SWAP EM NI 2.72 06/15/22-10Y LCH
N/A INF SWAP EM NI 3.0 05/15/22-5Y LCH
N/A INF SWAP EM NI 3.13 05/15/22-5Y LCH
N/A INF SWAP EM NI 3.52 09/15/22-2Y LCH
N/A INF SWAP GB NI 3.325 08/15/15-15Y LCH
N/A INF SWAP GB NI 3.4 06/15/15-15Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.13 09/15/22-10Y LCH
N/A INF SWAP GB NI 4.48 09/15/21-2Y LCH
N/A INF SWAP GB NI 4.615 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.626 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.735 12/15/21-5Y LCH
N/A INF SWAP GB NI 5.2 06/15/22-2Y LCH
N/A INF SWAP GB NI 5.33 06/15/22-2Y LCH
N/A INF SWAP GB NI 6.44 05/15/22-2Y LCH
N/A INF SWAP GB NI 6.6 05/15/22-2Y LCH
N/A INF SWAP GBP NI 4.125 09/15/22-10Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y 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 3.85 12/20/21-1Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A IRS EUR 0.55000 08/10/22-2Y LCH
N/A IRS EUR 0.65000 04/12/22-5Y LCH
N/A IRS EUR 0.65000 05/11/22-5Y LCH
N/A IRS EUR 0.70000 04/11/22-5Y LCH
N/A IRS EUR 1.00000 05/13/22-5Y LCH
N/A IRS EUR 1.00000 05/18/22-5Y LCH
N/A IRS EUR 1.50000 03/15/23-30Y LCH
N/A IRS EUR 1.75000 03/15/23-10Y LCH
N/A IRS USD 1.84000 11/15/23-5Y LCH
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A IRS USD 1.97500 11/15/23-30Y LCH
N/A RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH
N/A RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH
N/A BOUGHT CAD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 31750JXZ3 OTC EPUT FN 4.5 99.40625
N/A LONG GILT FUTURE DEC22 IFLL 20221228
N/A TRS R SOFRRATE+6/912828B25 MYC
N/A TRS R SOFRRATE+6/912828N71 MYC
N/A TRS R SOFRRATE+6/912828VM9 MYC
N/A TRS R SOFRRATE+6/912828ZJ2 MYC
N/A TRS R SOFRRATE+7/912828YL8 MYC
N/A TRS R SOFRRATE+7/91282CCM1 MYC
N/A TRS R SOFRRATE+8/9128282L3 MYC
N/A TRS R SOFRRATE+8/9128284H0 MYC
N/A TRS R SOFRRATE+8/9128286N5 MYC
N/A TRS R SOFRRATE+8/912828B25 MYC
N/A TRS R SOFRRATE+8/912828H45 MYC
N/A TRS R SOFRRATE+8/912828V49 MYC
N/A TRS R SOFRRATE+8/912828VM9 MYC
N/A TRS R SOFRRATE+8/912828ZJ2 MYC
N/A TRS R SOFRRATE+8/91282CDC2 MYC
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 AUST 10Y BOND FUT DEC22 XSFE 20221215
N/A AUST 3YR BOND FUT DEC22 XSFE 20221215
N/A BARCLAYS BANK PLC SNR SE ICE
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A 31750JUW3 PIMCO CDSOPT PUT USD 1.4 20221116
N/A 3175172S8 PIMCO CDSOPT PUT USD 1.35 20221221
N/A 317523OB9 PIMCO CDSOPT PUT USD 1.35 20221116
N/A 317534Q57 PIMCO CDSOPT PUT USD 1.5 20221221
N/A 3175474T1 PIMCO CDSOPT PUT USD 1.6 20221019
N/A 317552T98 PIMCO CDSOPT PUT USD 1.4 20221221
N/A 317553KY0 PIMCO CDSOPT PUT USD 1.6 20221221
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A EURO-OAT FUTURE DEC22 XEUR 20221208
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A EURO-BOBL FUTURE DEC22 XEUR 20221208
N/A EURO-BUND FUTURE DEC22 XEUR 20221208
N/A EURO-BUXL 30Y BND DEC22 XEUR 20221208
N/A EURO-SCHATZ FUT DEC22 XEUR 20221208
N/A GOLD 100 OZ FUTR DEC22 XCEC 20221228
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE DEC22 XEUR 20221208
N/A SHORT EURO-BTP FU DEC22 XEUR 20221208
N/A 317512BY6 PIMCO CDSOPT PUT EUR 2.0 20221221
N/A 3175322K4 PIMCO CDSOPT PUT EUR 1.9 20221116
N/A 317561AC2 PIMCO CDSOPT PUT EUR 1.9 20221116
N/A 317583A28 PIMCO CDSOPT PUT EUR 1.9 20221116
N/A JPN 10Y BOND(OSE) DEC22 XOSE 20221213
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE 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 SOLD NZD/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT PEN/SOLD USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U0BEA1 PIMCO SWAPTION 2.2 CALL USD 20230531
N/A 317U0BFA0 PIMCO SWAPTION 2.2 CALL USD 20230531
N/A 317U0BGA9 PIMCO SWAPTION 2.35 CALL USD 2023053
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 317U657Z1 PIMCO SWAPTION 2.3 PUT USD 20231113
N/A 317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111
N/A 317U681I9 PIMCO SWAPTION 1.4275 CALL USD 20230
N/A 317U682I8 PIMCO SWAPTION 1.579 CALL USD 202301
N/A 317U714I0 PIMCO SWAPTION 1.41 CALL USD 2023020
N/A 317U719I5 PIMCO SWAPTION 1.5575 CALL USD 20230
N/A 317U782I7 PIMCO SWAPTION 0.35 CALL EUR 2022080
N/A 317U783I6 PIMCO SWAPTION 0.55 PUT EUR 20220808
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A 317U940I6 PIMCO SWAPTION 1.71 CALL USD 2023012
N/A 317U941I5 PIMCO SWAPTION 1.785 CALL USD 202301
N/A 317U970I9 PIMCO SWAPTION 1.72 CALL USD 2023022
N/A 317U971I8 PIMCO SWAPTION 1.736 CALL USD 202302
N/A INF SWAP EM NI 0.33 07/15/20-2Y LCH
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP EM NI 2.421 05/15/22-30Y LCH
N/A INF SWAP EM NI 2.455 06/15/22-10Y LCH
N/A INF SWAP EM NI 2.4875 05/15/22-15Y LCH
N/A INF SWAP EM NI 2.55 04/15/22-30Y LCH
N/A INF SWAP EM NI 2.57 06/15/22-10Y LCH
N/A INF SWAP EM NI 2.58 03/15/22-30Y LCH
N/A INF SWAP EM NI 2.59 03/15/22-30Y LCH
N/A INF SWAP EM NI 2.6 05/15/22-10Y LCH
N/A INF SWAP EM NI 2.72 06/15/22-10Y LCH
N/A INF SWAP EM NI 3.0 5/15/22-5Y LCH
N/A INF SWAP EM NI 3.13 05/15/22-5Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.18 09/15/21-1Y LCH
N/A INF SWAP GB NI 4.22 08/15/21-1Y LCH
N/A INF SWAP GB NI 4.48 09/15/21-2Y LCH
N/A INF SWAP GB NI 4.615 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.626 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.735 12/15/21-5Y LCH
N/A INF SWAP GB NI 5.2 06/15/22-2Y LCH
N/A INF SWAP GB NI 5.33 06/15/22-2Y LCH
N/A INF SWAP GB NI 6.44 05/15/22-2Y LCH
N/A INF SWAP GB NI 6.6 05/15/22-2Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT 2.573 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 3.85 12/20/21-1Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A IRS EUR 0.25000 09/21/22-10Y LCH
N/A IRS EUR 0.50000 09/21/22-30Y LCH
N/A IRS EUR 0.65000 04/12/22-5Y LCH
N/A IRS EUR 0.65000 05/11/22-5Y LCH
N/A IRS EUR 0.70000 04/11/22-5Y LCH
N/A IRS EUR 1.00000 05/13/22-5Y LCH
N/A IRS EUR 1.00000 05/18/22-5Y LCH
N/A IRS USD 1.84000 11/15/23-5Y LCH
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A IRS USD 1.97500 11/15/23-30Y LCH
N/A OIS JPY MUT+5.89/0.3000 03/20/18-10Y LCH
N/A OIS JPY MUT+5.89/0.3000 09/20/17-10Y LCH
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT CAD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A 31750JOE0 OTC EPUT FN 3.5 96.90625
N/A 317541ZY9 OTC EPUT FN 4.5 99.15625
N/A 317565893 OTC EPUT FN 4.5 99.140625
N/A 317586725 OTC ECAL FN 4.5 101.140625
N/A 3175962W3 OTC EPUT FN 4.5 99.65625
N/A LONG GILT FUTURE SEP22 IFLL 20220928
N/A TRS R SOFRRATE+6/9128286N5 MYC
N/A TRS R SOFRRATE+6/912828B25 MYC
N/A TRS R SOFRRATE+6/912828B25 MYC
N/A TRS R SOFRRATE+6/912828N71 MYC
N/A TRS R SOFRRATE+6/912828VM9 MYC
N/A TRS R SOFRRATE+6/912828ZJ2 MYC
N/A TRS R SOFRRATE+7/912828H45 MYC
N/A TRS R SOFRRATE+7/912828YL8 MYC
N/A TRS R SOFRRATE+7/912828ZJ2 MYC
N/A TRS R SOFRRATE+7/91282CCM1 MYC
N/A US 10YR NOTE (CBT)SEP22 XCBT 20220921
N/A US 10YR ULTRA FUT SEP22 XCBT 20220921
N/A US 2YR NOTE (CBT) SEP22 XCBT 20220930
N/A US 5YR NOTE (CBT) SEP22 XCBT 20220930
N/A US LONG BOND(CBT) SEP22 XCBT 20220921
N/A US ULTRA BOND CBT SEP22 XCBT 20220921
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT SEP22 XSFE 20220915
N/A AUST 3YR BOND FUT SEP22 XSFE 20220915
N/A BOUGHT NZD/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A BARCLAYS BANK PLC SNR SE ICE
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 317555WO4 PIMCO CDSOPT PUT USD 95.0 20220817
N/A 317562G00 PIMCO CDSOPT PUT USD 1.2 20220720
N/A 317535N81 PIMCO CDSOPT PUT USD 1.4 20220817
N/A 317535T02 PIMCO CDSOPT PUT USD 1.3 20220817
N/A 317546CF4 PIMCO CDSOPT PUT USD 1.35 20220817
N/A 317555G12 PIMCO CDSOPT PUT USD 1.2 20220720
N/A 317561J74 PIMCO CDSOPT PUT USD 1.25 20220720
N/A 317565EF2 PIMCO CDSOPT CALL USD 0.7 20220817
N/A 317575GC6 PIMCO CDSOPT PUT USD 1.2 20220720
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD PEN/BOUGHT USD
N/A EURO-OAT FUTURE SEP22 XEUR 20220908
N/A EURO-BOBL FUTURE SEP22 XEUR 20220908
N/A EURO-BUND FUTURE SEP22 XEUR 20220908
N/A EURO-BUXL 30Y BND SEP22 XEUR 20220908
N/A EURO-SCHATZ FUT SEP22 XEUR 20220908
N/A GOLD 100 OZ FUTR AUG22 XCEC 20220829
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD PEN/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A EURO-OAT FUTURE JUN22 XEUR 20220608
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 GOLD 100 OZ FUTR JUN22 XCEC 20220628
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE JUN22 XEUR 20220608
N/A SHORT EURO-BTP FU JUN22 XEUR 20220608
N/A 3175220B7 PIMCO CDSOPT PUT EUR 4.5 20220518
N/A 317523K49 PIMCO CDSOPT PUT EUR 4.25 20220420
N/A 317537NE4 PIMCO CDSOPT PUT EUR 4.0 20220420
N/A 317543R57 PIMCO CDSOPT PUT EUR 4.5 20220518
N/A 317564KN1 PIMCO CDSOPT PUT EUR 4.0 20220420
N/A 317565P86 PIMCO CDSOPT PUT EUR 4.25 20220420
N/A 317583YR7 PIMCO CDSOPT PUT EUR 4.25 20220518
N/A 317513OB0 PIMCO CDSOPT PUT EUR 1.0 20220518
N/A 317514OF9 PIMCO CDSOPT PUT EUR 0.95 20220615
N/A 3175211L6 PIMCO CDSOPT PUT EUR 0.9 20220420
N/A 317523ZS0 PIMCO CDSOPT PUT EUR 1.05 20220518
N/A 317541035 PIMCO CDSOPT PUT EUR 0.9 20220518
N/A 317541Z94 PIMCO CDSOPT PUT EUR 1.0 20220615
N/A 317553J48 PIMCO CDSOPT PUT EUR 0.85 20220518
N/A 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 CNH/SOLD USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U657Z1 PIMCO SWAPTION 2.3 PUT USD 20231113
N/A 317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111
N/A 317U681I9 PIMCO SWAPTION 1.4275 CALL USD 20230
N/A 317U682I8 PIMCO SWAPTION 1.579 CALL USD 202301
N/A 317U714I0 PIMCO SWAPTION 1.41 CALL USD 2023020
N/A 317U719I5 PIMCO SWAPTION 1.5575 CALL USD 20230
N/A 317U768I5 PIMCO SWAPTION 0.5 CALL EUR 20220407
N/A 317U770I1 PIMCO SWAPTION 0.7 PUT EUR 20220407
N/A 317U771I0 PIMCO SWAPTION 0.45 CALL EUR 2022040
N/A 317U772I9 PIMCO SWAPTION 0.65 PUT EUR 20220408
N/A 317U774I7 PIMCO SWAPTION 0.65 PUT EUR 20220509
N/A 317U776I5 PIMCO SWAPTION 0.45 CALL EUR 2022050
N/A 317U782I7 PIMCO SWAPTION 0.35 CALL EUR 2022080
N/A 317U783I6 PIMCO SWAPTION 0.55 PUT EUR 20220808
N/A 317U851I3 PIMCO SWAPTION 0.5 CALL EUR 20220511
N/A 317U852I2 PIMCO SWAPTION 1.0 PUT EUR 20220511
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A 317U911I1 PIMCO SWAPTION 0.5 CALL EUR 20220516
N/A 317U912I0 PIMCO SWAPTION 1.0 PUT EUR 20220516
N/A 317U938I0 PIMCO SWAPTION 1.6 PUT GBP 20220518
N/A 317U940I6 PIMCO SWAPTION 1.71 CALL USD 2023012
N/A 317U941I5 PIMCO SWAPTION 1.785 CALL USD 202301
N/A 317U970I9 PIMCO SWAPTION 1.72 CALL USD 2023022
N/A 317U971I8 PIMCO SWAPTION 1.736 CALL USD 202302
N/A INF SWAP EM NI 0.09 05/15/20-2Y LCH
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP EM NI 2.59 03/15/22-30Y LCH
N/A INF SWAP GB NI 3.438 01/15/20-10Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.18 09/15/21-1Y LCH
N/A INF SWAP GB NI 4.22 08/15/21-1Y LCH
N/A INF SWAP GB NI 4.48 09/15/21-2Y LCH
N/A INF SWAP GB NI 4.615 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.626 02/15/22-5Y LCH
N/A INF SWAP GB NI 4.735 12/15/21-5Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT 2.573 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 3.85 12/20/21-1Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A IRS EUR 0.25000 09/21/22-10Y LCH
N/A IRS EUR 0.50000 09/21/22-30Y LCH
N/A IRS USD 1.84000 11/15/23-5Y LCH
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A IRS USD 1.97500 11/15/23-30Y LCH
N/A OIS GBP SONIO/0.75000 09/21/22-10Y LCH
N/A OIS JPY MUT+5.89/0.3000 03/20/18-10Y LCH
N/A OIS JPY MUT+5.89/0.3000 09/20/17-10Y LCH
N/A BOUGHT CAD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD NZD/BOUGHT USD
N/A 317515EO8 OTC ECAL FN 3.0 98.40625
N/A 317541RZ5 OTC EPUT FN 3.0 98.914062
N/A 3175447T5 OTC EPUT FN 3.0 97.6171875
N/A 317552I66 OTC ECAL FN 2.5 98.46875
N/A 317561W95 OTC EPUT FN 3.0 98.765625
N/A 3175729C1 OTC ECAL FN 2.5 98.828125
N/A 317572T39 OTC EPUT FN 3 100.414062
N/A 3175747X3 OTC EPUT FN 3.0 96.40625
N/A 317592YE7 OTC EPUT FN 3.0 99.101562
N/A 317594EW5 OTC ECAL FN 2.5 98.617187
N/A 317594NT2 OTC ECAL FN 2.5 98.390625
N/A 317595C87 OTC ECAL FN 3.0 99.6171875
N/A LONG GILT FUTURE JUN22 IFLL 20220628
N/A US 10YR NOTE (CBT)JUN22 XCBT 20220621
N/A US 10YR ULTRA FUT JUN22 XCBT 20220621
N/A US 2YR NOTE (CBT) JUN22 XCBT 20220630
N/A US 5YR NOTE (CBT) JUN22 XCBT 20220630
N/A US LONG BOND(CBT) JUN22 XCBT 20220621
N/A US ULTRA BOND CBT JUN22 XCBT 20220621
N/A FIXED INC CLEARING CORP.REPO
N/A REVERSE REPO JPM CHASE
N/A AUST 10Y BOND FUT JUN22 XSFE 20220615
N/A AUST 3YR BOND FUT JUN22 XSFE 20220615
N/A BOUGHT PEN/SOLD USD
N/A SOLD NZD/BOUGHT USD
N/A BARCLAYS BANK PLC SNR SE ICE
N/A SOLD CNH/BOUGHT USD
N/A SOLD MYR/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A 31750J3P8 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 31750JB20 PIMCO CDSOPT PUT USD 1.0 20220615
N/A 31750JB53 PIMCO CDSOPT PUT USD 1.1 20220615
N/A 317522GZ7 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 317527YB9 PIMCO CDSOPT PUT USD 1.0 20220615
N/A 3175439N8 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 3175470N8 PIMCO CDSOPT PUT USD 1.2 20220615
N/A 3175646R8 PIMCO CDSOPT PUT USD 0.95 20220420
N/A 317566CK1 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 3175772F0 PIMCO CDSOPT PUT USD 0.9 20220420
N/A 317585NL7 PIMCO CDSOPT PUT USD 1.1 20220615
N/A 317593Y88 PIMCO CDSOPT PUT USD 0.95 20220420
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A EURO-OAT FUTURE MAR22 XEUR 20220308
N/A EURO-BOBL FUTURE MAR22 XEUR 20220308
N/A EURO-BUND FUTURE MAR22 XEUR 20220308
N/A EURO-BUXL 30Y BND MAR22 XEUR 20220308
N/A EURO-SCHATZ FUT MAR22 XEUR 20220308
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE MAR22 XEUR 20220308
N/A SHORT EURO-BTP FU MAR22 XEUR 20220308
N/A 317557H90 PIMCO CDSOPT PUT EUR 3.5 20220119
N/A 3175654F3 PIMCO CDSOPT PUT EUR 3.5 20220119
N/A 3175890J9 PIMCO CDSOPT PUT EUR 3.5 20220119
N/A 3175611Q1 PIMCO CDSOPT PUT EUR 4.25 20220316
N/A 317589J67 PIMCO CDSOPT PUT EUR 4.25 20220216
N/A 317515OI0 PIMCO CDSOPT PUT EUR 0.9 20220316
N/A 317516UH3 PIMCO CDSOPT PUT EUR 0.8 20220216
N/A 317525GI8 PIMCO CDSOPT PUT EUR 0.9 20220316
N/A 317532B73 PIMCO CDSOPT PUT EUR 0.9 20220316
N/A 317551042 PIMCO CDSOPT PUT EUR 0.75 20220119
N/A 317572LA1 PIMCO CDSOPT PUT EUR 0.8 20220119
N/A 3175775Q3 PIMCO CDSOPT PUT EUR 0.95 20220316
N/A 3175955A0 PIMCO CDSOPT PUT EUR 0.8 20220316
N/A 317595I40 PIMCO CDSOPT PUT EUR 0.9 20220316
N/A 317595NW2 PIMCO CDSOPT PUT EUR 0.8 20220119
N/A JPN 10Y BOND(OSE) MAR22 XOSE 20220314
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD CNH/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U657Z1 PIMCO SWAPTION 2.3 PUT USD 20231113
N/A 317U658Z0 PIMCO SWAPTION 2.285 PUT USD 2023111
N/A 317U876Z6 PIMCO SWAPTION 2.34 PUT USD 20231117
N/A 317U877Z5 PIMCO SWAPTION 2.2365 PUT USD 202311
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP GB NI 3.22 03/15/21-1Y LCH
N/A INF SWAP GB NI 3.465 02/15/21-1Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.18 09/15/21-1Y LCH
N/A INF SWAP GB NI 4.22 08/15/21-1Y LCH
N/A INF SWAP GB NI 4.48 09/15/21-2Y LCH
N/A INF SWAP GB NI 4.735 12/15/21-5Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.155 01/19/21-1Y LCH
N/A INF SWAP US IT 2.155 02/04/21-1Y LCH
N/A INF SWAP US IT 2.165 01/19/21-1Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.17 02/01/21-1Y LCH
N/A INF SWAP US IT 2.18 01/19/21-1Y LCH
N/A INF SWAP US IT 2.2 01/21/21-1Y LCH
N/A INF SWAP US IT 2.2 02/05/21-1Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT 2.573 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 3.85 12/20/21-1Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A IRS JPY 0.00000 03/20/18-4Y LCH
N/A IRS JPY 0.00000 09/20/17-4Y* LCH
N/A IRS USD 1.84000 11/15/23-5Y LCH
N/A IRS USD 1.84000 11/21/23-5Y LCH
N/A IRS USD 1.88750 11/21/23-30Y LCH
N/A IRS USD 1.97500 11/15/23-30Y LCH
N/A OIS GBP SONIO/0.75000 09/21/22-10Y LCH
N/A OIS GBP SONIO/0.90000 09/21/22-0Y* LCH
N/A OIS GBP SONIO/1.01250 09/20/23-0Y* LCH
N/A OIS GBP SONIO/1.18400 09/21/22-0Y* LCH
N/A OIS GBP SONIO/1.24800 09/20/23-0Y* LCH
N/A OIS JPY MUT+5.89/0.0000 09/20/17-4Y* LCH
N/A OIS JPY MUT+5.89/0.00000 03/20/18-4Y LCH
N/A OIS JPY MUT+5.89/0.3000 03/20/18-10Y LCH
N/A OIS JPY MUT+5.89/0.3000 09/20/17-10Y LCH
N/A BOUGHT CAD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD NZD/BOUGHT USD
N/A 31750IWK9 OTC ECAL FN 2.0 JAN22 100.734375 CALL
N/A 31750J6L4 OTC ECAL FN 3.0 103.7578125
N/A 317511K36 OTC ECAL FN 2.0 100.34375
N/A 317512TI2 OTC ECAL FN 2.0 99.859375
N/A 317512W80 OTC ECAL FN 2.0 100.578125
N/A 317514EE3 OTC ECAL FN 2.0 100.484375
N/A 317517IA0 OTC EPUT FN 2.0 98.96875
N/A 317517PK0 OTC ECAL FN 2.0 100.109375
N/A 317521GV8 OTC ECAL FN 2.0 100.140625
N/A 317533A56 OTC EPUT FN 2.0 98.578125
N/A 317541IV4 OTC ECAL FN 2.0 100.351562
N/A 317544FB5 OTC ECAL FEB22 100.96875 CALL
N/A 317545YX3 OTC ECAL FN 2.0 100.296875
N/A 317553EO9 OTC EPUT FN 2.0 97.898437
N/A 317553GC3 OTC EPUT FN 2.0 97.859375
N/A 317555U73 OTC ECAL FN 2.0 100.171875
N/A 317562FZ4 OTC ECAL FN 2.5 103.328125
N/A 317562SS6 OTC EPUT FN 3.0 JAN22 104.0625 PUT
N/A 317574TU5 OTC ECAL FN 3.0 103.75390625
N/A 317576XY7 OTC EPUT FN 2.5 102.328125
N/A 317585VE4 OTC EPUT FN 2.0 98.171875
N/A 317591071 OTC ECAL FN 2.0 99.898437
N/A 317594WE5 OTC ECAL FN 2.0 100.078125
N/A LONG GILT FUTURE MAR22 IFLL 20220329
N/A US 10YR NOTE (CBT)MAR22 XCBT 20220322
N/A US 10YR ULTRA FUT MAR22 XCBT 20220322
N/A US 2YR NOTE (CBT) MAR22 XCBT 20220331
N/A US 5YR NOTE (CBT) MAR22 XCBT 20220331
N/A US LONG BOND(CBT) MAR22 XCBT 20220322
N/A US ULTRA BOND CBT MAR22 XCBT 20220322
N/A FIXED INC CLEARING CORP.REPO
N/A REPO BANK AMERICA REPO
N/A AUST 10Y BOND FUT MAR22 XSFE 20220315
N/A AUST 3YR BOND FUT MAR22 XSFE 20220315
N/A BARCLAYS BANK PLC SNR SE ICE
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT IDR/SOLD 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 3175DC536 PIMCO CDSOPT PUT USD 102.0 20220119
N/A 3175ES290 PIMCO CDSOPT PUT USD 102.0 20220119
N/A 317563LY8 PIMCO CDSOPT PUT USD 96.0 20220316
N/A 3175ES373 PIMCO CDSOPT PUT USD 0.725 20220119
N/A 317514CE5 PIMCO CDSOPT PUT USD 0.85 20220119
N/A 317550NN7 PIMCO CDSOPT PUT USD 0.9 20220316
N/A 317552495 PIMCO CDSOPT PUT USD 0.9 20220316
N/A 317554NE9 PIMCO CDSOPT PUT USD 0.8 20220216
N/A 317555U81 PIMCO CDSOPT PUT USD 0.95 20220316
N/A 317561KN7 PIMCO CDSOPT PUT USD 1.0 20220316
N/A 317562379 PIMCO CDSOPT PUT USD 1.0 20220316
N/A 3175629V0 PIMCO CDSOPT PUT USD 0.95 20220316
N/A 317564ML3 PIMCO CDSOPT PUT USD 0.85 20220119
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD PEN/BOUGHT USD
N/A 3175ER789 PIMCO CDSOPT PUT USD 0.8 20211117
N/A 3175ER961 PIMCO CDSOPT PUT USD 0.75 20211117
N/A 3175ES001 PIMCO CDSOPT PUT USD 0.7 20211117
N/A 3175ES043 PIMCO CDSOPT PUT USD 0.75 20211215
N/A 3175ES076 PIMCO CDSOPT PUT USD 0.8 20211215
N/A 3175ES217 PIMCO CDSOPT PUT USD 0.8 20211215
N/A 3175ES233 PIMCO CDSOPT PUT USD 0.75 20211215
N/A 3175JJ634 PIMCO CDSOPT PUT USD 0.75 20211215
N/A 3175SR495 PIMCO CDSOPT PUT USD 0.75 20211117
N/A 3175SR503 PIMCO CDSOPT PUT USD 0.75 20211117
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A EURO-OAT FUTURE DEC21 XEUR 20211208
N/A DUZ1C113.3 DEC21 113.3 CALL FSO
N/A EURO-BOBL FUTURE DEC21 XEUR 20211208
N/A EURO-BUND FUTURE DEC21 XEUR 20211208
N/A EURO-BUXL 30Y BND DEC21 XEUR 20211208
N/A EURO-SCHATZ FUT DEC21 XEUR 20211208
N/A 3175455H0 OTC EPUT G2 2.5 102.4296875
N/A GOLD 100 OZ FUTR DEC21 XCEC 20211229
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE DEC21 XEUR 20211208
N/A SHORT EURO-BTP FU DEC21 XEUR 20211208
N/A 3175769D0 PIMCO CDSOPT PUT EUR 3.5 20211215
N/A 3175859C3 PIMCO CDSOPT PUT EUR 3.5 20211215
N/A 317556546 PIMCO CDSOPT PUT EUR 0.7 20211215
N/A 3175889H6 PIMCO CDSOPT PUT EUR 0.7 20211215
N/A 3175899J0 PIMCO CDSOPT PUT EUR 0.7 20211215
N/A 3175F54A4 PIMCO CDSOPT PUT EUR 0.85 20211020
N/A JPN 10Y BOND(OSE) DEC21 XOSE 20211213
N/A SOLD NZD/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP GB NI 3.22 03/15/21-1Y LCH
N/A INF SWAP GB NI 3.465 02/15/21-1Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.18 09/15/21-1Y LCH
N/A INF SWAP GB NI 4.22 08/15/21-1Y LCH
N/A INF SWAP GB NI 4.48 09/15/21-2Y LCH
N/A INF SWAP US IT 1.28 11/02/20-1Y LCH
N/A INF SWAP US IT 1.29 11/05/20-1Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.155 01/19/21-1Y LCH
N/A INF SWAP US IT 2.155 02/04/21-1Y LCH
N/A INF SWAP US IT 2.165 01/19/21-1Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.17 02/01/21-1Y LCH
N/A INF SWAP US IT 2.18 01/19/21-1Y LCH
N/A INF SWAP US IT 2.2 01/21/21-1Y LCH
N/A INF SWAP US IT 2.2 02/05/21-1Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT 2.573 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 IRS JPY 0.30000 03/20/18-10Y LCH
N/A IRS JPY 0.30000 09/20/17-10Y LCH
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A 31750IGW1 OTC ECAL FN 2.5 104.3203125
N/A 317511T03 OTC ECAL FN 2.0 102.671875
N/A 317515AO2 OTC ECAL FN 2.0 101.1875
N/A 3175175U0 OTC ECAL FN 2.0 101.5625
N/A 317517977 OTC ECAL FN 2.0 101.6875
N/A 317525QR7 OTC ECAL FN 2.0 101.3359375
N/A 317527NX3 OTC ECAL FN 2.0 101.53125
N/A 3175323E7 OTC EPUT FN 2.0 100.671875
N/A 317534UK9 OTC ECAL FN 2.5 103.8125
N/A 317537IA8 OTC ECAL FN 2.5 103.734375
N/A 317545192 OTC ECAL FN 2.0 101.472656
N/A 3175525O1 OTC EPUT FN 3.0 103.988281
N/A 317552WW3 OTC ECAL FN 2.0 101.53125
N/A 317554988 OTC ECAL FN 2.5 103.90625
N/A 3175560K5 OTC ECAL FN 2.0 101.609375
N/A 317564PD8 OTC ECAL FN 2.5 OCT21 103.6015625 CALL
N/A 317564Q70 OTC ECAL FN 2.0 101.578125
N/A 3175724N2 OTC ECAL FN 2.5 103.765625
N/A 317572TM7 OTC ECAL FN 2.0 101.546875
N/A 317577HE7 OTC ECAL FN 2.0 101.53125
N/A 317591030 OTC ECAL FN 2.5 103.375
N/A 317593713 OTC ECAL FN 2.0 101.734375
N/A LONG GILT FUTURE DEC21 IFLL 20211229
N/A TRS R 0.08/912828X39 BPS
N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221
N/A US 10YR ULTRA FUT DEC21 XCBT 20211221
N/A US 2YR NOTE (CBT) DEC21 XCBT 20211231
N/A US 5YR NOTE (CBT) DEC21 XCBT 20211231
N/A US LONG BOND(CBT) DEC21 XCBT 20211221
N/A US ULTRA BOND CBT DEC21 XCBT 20211221
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT DEC21 XSFE 20211215
N/A AUST 3YR BOND FUT DEC21 XSFE 20211215
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD MYR/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A 3175DC544 PIMCO CDSOPT PUT USD 104.0 20211215
N/A 3175ER755 PIMCO CDSOPT PUT USD 102.0 20211117
N/A 3175ER839 PIMCO CDSOPT PUT USD 102.0 20211117
N/A 3175ER888 PIMCO CDSOPT PUT USD 103.0 20211117
N/A 3175ER946 PIMCO CDSOPT PUT USD 101.0 20211117
N/A 3175ES282 PIMCO CDSOPT PUT USD 104.0 20211215
N/A 3175ES381 PIMCO CDSOPT PUT USD 104.0 20211215
N/A 3175ZH416 PIMCO CDSOPT PUT USD 101.0 20211215
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A 3175455H0 OTC EPUT G2 2.5 102.4296875
N/A GOLD 100 OZ FUTR DEC21 XCEC 20211229
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A 3175769D0 PIMCO CDSOPT PUT EUR 3.5 20211215
N/A 3175859C3 PIMCO CDSOPT PUT EUR 3.5 20211215
N/A JPN 10Y BOND(OSE) DEC21 XOSE 20211213
N/A SOLD NZD/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP GB NI 3.22 03/15/21-1Y LCH
N/A INF SWAP GB NI 3.465 02/15/21-1Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.18 09/15/21-1Y LCH
N/A INF SWAP GB NI 4.22 08/15/21-1Y LCH
N/A INF SWAP GB NI 4.48 09/15/21-2Y LCH
N/A INF SWAP US IT 1.28 11/02/20-1Y LCH
N/A INF SWAP US IT 1.29 11/05/20-1Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.155 01/19/21-1Y LCH
N/A INF SWAP US IT 2.155 02/04/21-1Y LCH
N/A INF SWAP US IT 2.165 01/19/21-1Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.17 02/01/21-1Y LCH
N/A INF SWAP US IT 2.18 01/19/21-1Y LCH
N/A INF SWAP US IT 2.2 01/21/21-1Y LCH
N/A INF SWAP US IT 2.2 02/05/21-1Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT 2.573 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 AUD/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A 31750IGW1 OTC ECAL FN 2.5 104.3203125
N/A 317511T03 OTC ECAL FN 2.0 102.671875
N/A 317515AO2 OTC ECAL FN 2.0 101.1875
N/A 3175175U0 OTC ECAL FN 2.0 101.5625
N/A 317517977 OTC ECAL FN 2.0 101.6875
N/A 317525QR7 OTC ECAL FN 2.0 101.3359375
N/A 317527NX3 OTC ECAL FN 2.0 101.53125
N/A 3175323E7 OTC EPUT FN 2.0 100.671875
N/A 317534UK9 OTC ECAL FN 2.5 103.8125
N/A 317537IA8 OTC ECAL FN 2.5 103.734375
N/A 317545192 OTC ECAL FN 2.0 101.472656
N/A 3175525O1 OTC EPUT FN 3.0 103.988281
N/A 317552WW3 OTC ECAL FN 2.0 101.53125
N/A 317554988 OTC ECAL FN 2.5 103.90625
N/A 3175560K5 OTC ECAL FN 2.0 101.609375
N/A 317564PD8 OTC ECAL FN 2.5 OCT21 103.6015625 CALL
N/A 317564Q70 OTC ECAL FN 2.0 101.578125
N/A 3175724N2 OTC ECAL FN 2.5 103.765625
N/A 317572TM7 OTC ECAL FN 2.0 101.546875
N/A 317577HE7 OTC ECAL FN 2.0 101.53125
N/A 317591030 OTC ECAL FN 2.5 103.375
N/A 317593713 OTC ECAL FN 2.0 101.734375
N/A TRS R 0.08/912828X39 BPS
N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221
N/A US 10YR ULTRA FUT DEC21 XCBT 20211221
N/A US 2YR NOTE (CBT) DEC21 XCBT 20211231
N/A US 5YR NOTE (CBT) DEC21 XCBT 20211231
N/A US LONG BOND(CBT) DEC21 XCBT 20211221
N/A US ULTRA BOND CBT DEC21 XCBT 20211221
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT DEC21 XSFE 20211215
N/A AUST 3YR BOND FUT DEC21 XSFE 20211215
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD MYR/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A 3175455H0 OTC EPUT G2 2.5 102.4296875
N/A GOLD 100 OZ FUTR DEC21 XCEC 20211229
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A 3175769D0 PIMCO CDSOPT PUT EUR 3.5 20211215
N/A 3175859C3 PIMCO CDSOPT PUT EUR 3.5 20211215
N/A JPN 10Y BOND(OSE) DEC21 XOSE 20211213
N/A SOLD NZD/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP GB NI 3.22 03/15/21-1Y LCH
N/A INF SWAP GB NI 3.465 02/15/21-1Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH
N/A INF SWAP GB NI 4.066 09/15/21-10Y LCH
N/A INF SWAP GB NI 4.18 09/15/21-1Y LCH
N/A INF SWAP GB NI 4.22 08/15/21-1Y LCH
N/A INF SWAP GB NI 4.48 09/15/21-2Y LCH
N/A INF SWAP US IT 1.28 11/02/20-1Y LCH
N/A INF SWAP US IT 1.29 11/05/20-1Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.155 01/19/21-1Y LCH
N/A INF SWAP US IT 2.155 02/04/21-1Y LCH
N/A INF SWAP US IT 2.165 01/19/21-1Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.17 02/01/21-1Y LCH
N/A INF SWAP US IT 2.18 01/19/21-1Y LCH
N/A INF SWAP US IT 2.2 01/21/21-1Y LCH
N/A INF SWAP US IT 2.2 02/05/21-1Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT 2.573 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 AUD/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A 31750IGW1 OTC ECAL FN 2.5 104.3203125
N/A 317511T03 OTC ECAL FN 2.0 102.671875
N/A 317515AO2 OTC ECAL FN 2.0 101.1875
N/A 3175175U0 OTC ECAL FN 2.0 101.5625
N/A 317517977 OTC ECAL FN 2.0 101.6875
N/A 317525QR7 OTC ECAL FN 2.0 101.3359375
N/A 317527NX3 OTC ECAL FN 2.0 101.53125
N/A 3175323E7 OTC EPUT FN 2.0 100.671875
N/A 317534UK9 OTC ECAL FN 2.5 103.8125
N/A 317537IA8 OTC ECAL FN 2.5 103.734375
N/A 317545192 OTC ECAL FN 2.0 101.472656
N/A 3175525O1 OTC EPUT FN 3.0 103.988281
N/A 317552WW3 OTC ECAL FN 2.0 101.53125
N/A 317554988 OTC ECAL FN 2.5 103.90625
N/A 3175560K5 OTC ECAL FN 2.0 101.609375
N/A 317564PD8 OTC ECAL FN 2.5 OCT21 103.6015625 CALL
N/A 317564Q70 OTC ECAL FN 2.0 101.578125
N/A 3175724N2 OTC ECAL FN 2.5 103.765625
N/A 317572TM7 OTC ECAL FN 2.0 101.546875
N/A 317577HE7 OTC ECAL FN 2.0 101.53125
N/A 317591030 OTC ECAL FN 2.5 103.375
N/A 317593713 OTC ECAL FN 2.0 101.734375
N/A TRS R 0.08/912828X39 BPS
N/A US 10YR NOTE (CBT)DEC21 XCBT 20211221
N/A US 10YR ULTRA FUT DEC21 XCBT 20211221
N/A US 2YR NOTE (CBT) DEC21 XCBT 20211231
N/A US 5YR NOTE (CBT) DEC21 XCBT 20211231
N/A US LONG BOND(CBT) DEC21 XCBT 20211221
N/A US ULTRA BOND CBT DEC21 XCBT 20211221
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT DEC21 XSFE 20211215
N/A AUST 3YR BOND FUT DEC21 XSFE 20211215
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD MYR/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A EURO-OAT FUTURE SEP21 XEUR 20210908
N/A DUU1C113.2 SEP21 113.2 CALL FSO
N/A EURO-BOBL FUTURE SEP21 XEUR 20210908
N/A EURO-BUND FUTURE SEP21 XEUR 20210908
N/A EURO-BUXL 30Y BND SEP21 XEUR 20210908
N/A EURO-SCHATZ FUT SEP21 EUCH 20210908
N/A 3175EQ856 OTC EPUT G2 2.5 102.296875
N/A 3175SR198 OTC EPUT G2 2.5 102.234375
N/A GOLD 100 OZ FUTR AUG21 XCEC 20210827
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT CNH/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE SEP21 XEUR 20210908
N/A SHORT EURO-BTP FU SEP21 EUCH 20210908
N/A 31754F6A2 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 31754OPA2 PIMCO CDSOPT CALL EUR 0.4 20210721
N/A 31754TD22 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175119X3 PIMCO CDSOPT PUT EUR 0.75 20210818
N/A 31751FE16 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175220P6 PIMCO CDSOPT PUT EUR 0.7 20210818
N/A 3175419W2 PIMCO CDSOPT PUT EUR 0.8 20210818
N/A 3175429X8 PIMCO CDSOPT PUT EUR 0.85 20210818
N/A 3175430X5 PIMCO CDSOPT PUT EUR 0.8 20210818
N/A 3175439A6 PIMCO CDSOPT PUT EUR 0.85 20210818
N/A 31754RW82 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175574D5 PIMCO CDSOPT PUT EUR 0.75 20210721
N/A 3175659Z4 PIMCO CDSOPT PUT EUR 0.825 20210818
N/A 3175F54A4 PIMCO CDSOPT PUT EUR 0.85 20211020
N/A JPN 10Y BOND(OSE) SEP21 XTKS 20210913
N/A SOLD JPY/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U006Y2 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U009Y9 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U221Y1 PIMCO SWAPTION 0.0176 PUT USD 202107
N/A 317U673X6 PIMCO SWAPTION 0.007 CALL USD 202108
N/A 317U674X5 PIMCO SWAPTION 0.0055 CALL USD 20210
N/A 317U959X1 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP GB NI 3.22 03/15/21-1Y LCH
N/A INF SWAP GB NI 3.465 02/15/21-1Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.75 04/15/21-10Y LCH
N/A INF SWAP US IT 1.28 11/02/20-1Y LCH
N/A INF SWAP US IT 1.29 11/05/20-1Y LCH
N/A INF SWAP US IT 1.335 07/01/20-1Y LCH
N/A INF SWAP US IT 1.69 08/07/20-1Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.8625 08/26/20-1Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.155 01/19/21-1Y LCH
N/A INF SWAP US IT 2.155 02/04/21-1Y LCH
N/A INF SWAP US IT 2.165 01/19/21-1Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.17 02/01/21-1Y LCH
N/A INF SWAP US IT 2.18 01/19/21-1Y LCH
N/A INF SWAP US IT 2.2 01/21/21-1Y LCH
N/A INF SWAP US IT 2.2 02/05/21-1Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT 2.69 06/01/21-5Y LCH
N/A INF SWAP US IT 2.703 05/25/21-5Y LCH
N/A INF SWAP US IT 2.7675 05/13/21-5Y LCH
N/A INF SWAP US IT 2.813 05/14/21-5Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (RED) LCH
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A 31750IA31 OTC EPUT FN 2.0 99.0234375
N/A 317555GU8 OTC ECAL FN 2.5 104.046875
N/A 317563S13 OTC ECAL FN 2.0 101.2265625
N/A 3175648Z8 OTC ECAL FN 2.0 101.0234375
N/A 317565TE9 OTC ECAL FN 2.0 101.421875
N/A 317567FZ3 OTC ECAL FN 2.0 101.3125
N/A 317571057 OTC EPUT FN 2.0 99.6640625
N/A 317591AW5 OTC EPUT FN 2.5 102.046875
N/A 3175DC114 OTC ECAL FN 2.5 103.796875
N/A 3175DC262 OTC EPUT FN 3.0 104.140625
N/A 3175EQ849 OTC EPUT FN 2.5 102.296875
N/A 3175ER235 OTC EPUT FN 3.0 103.984375
N/A 3175ER334 OTC EPUT FN 3.0 103.6953125
N/A 3175SQ034 OTC EPUT FN 2.0 99.47265625
N/A 3175SQ042 OTC EPUT FN 2.0 100.47265625
N/A 3175SR073 OTC EPUT FN 2.5 103.234375
N/A 3175SR081 OTC EPUT FN 2.5 102.234375
N/A 3175ZM381 OTC ECAL FN 2.0 101.3671875
N/A 3175ZM829 OTC EPUT FN 2.0 100.15625
N/A 3175ZM837 OTC EPUT FN 2.0 99.15625
N/A 3175ZN017 OTC EPUT FN 2.5 101.984375
N/A 3175ZN025 OTC ECAL FN 2.5 103.984375
N/A LONG GILT FUTURE SEP21 IFLL 20210928
N/A TRS R 0.06/912828X39 BPS
N/A US 10YR NOTE (CBT)SEP21 XCBT 20210921
N/A US 10YR ULTRA FUT SEP21 XCBT 20210921
N/A US 2YR NOTE (CBT) SEP21 XCBT 20210930
N/A US 5YR NOTE (CBT) SEP21 XCBT 20210930
N/A US LONG BOND(CBT) SEP21 XCBT 20210921
N/A US ULTRA BOND CBT SEP21 XCBT 20210921
N/A AUST 10Y BOND FUT SEP21 XSFE 20210915
N/A AUST 3YR BOND FUT SEP21 XSFE 20210915
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT NZD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A 3175EP940 PIMCO CDSOPT PUT USD 100.0 20210721
N/A 3175JL423 PIMCO CDSOPT PUT USD 98.0 20210721
N/A 3175ZN215 PIMCO CDSOPT PUT USD 104.0 20210915
N/A 3175DB835 PIMCO CDSOPT CALL USD 0.475 20210818
N/A 3175EQ443 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175EQ484 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175EQ526 PIMCO CDSOPT PUT USD 0.75 20210818
N/A 3175EQ567 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175EQ583 PIMCO CDSOPT PUT USD 0.8 20210915
N/A 3175EQ658 PIMCO CDSOPT CALL USD 0.475 20210818
N/A 3175JL290 PIMCO CDSOPT PUT USD 0.9 20210915
N/A 3175JL571 PIMCO CDSOPT PUT USD 0.8 20210915
N/A 3175JL878 PIMCO CDSOPT PUT USD 0.85 20210915
N/A 3175PS116 PIMCO CDSOPT PUT USD 0.9 20210721
N/A 3175ZM142 PIMCO CDSOPT PUT USD 0.8 20210818
N/A 3175ZM621 PIMCO CDSOPT PUT USD 0.9 20210915
N/A 3175ZM662 PIMCO CDSOPT CALL USD 0.475 20210818
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A EURO-OAT FUTURE JUN21 XEUR 20210608
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 3175219X2 OTC EPUT G2 2.0 100.046875
N/A 317556Y69 OTC EPUT G2 2.5 103.78125
N/A 3175652P3 OTC EPUT G2 2.5 104.125
N/A GOLD 100 OZ FUTR JUN21 XCEC 20210628
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT ILS/SOLD USD
N/A BOUGHT ILS/SOLD USD
N/A BOUGHT ILS/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE JUN21 XEUR 20210608
N/A SHORT EURO-BTP FU JUN21 XEUR 20210608
N/A 3175199P3 PIMCO CDSOPT PUT EUR 0.85 20210616
N/A 3175299K3 PIMCO CDSOPT PUT EUR 0.8 20210616
N/A 3175459E3 ITRAXX.O EU34 5Y V1 APR21 0.8 PUT
N/A 317545TH4 ITRAXX.O C0.375 EU34 APR21 0.375 CALL
N/A 317545VF5 ITRAXX.O P0.75 APR21 0.75 PUT
N/A 3175479E9 PIMCO CDSOPT PUT EUR 0.8 20210616
N/A 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 JPN 10Y BOND(OSE) JUN21 XOSE 20210614
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U006Y2 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U009Y9 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A 317U673X6 PIMCO SWAPTION 0.007 CALL USD 202108
N/A 317U674X5 PIMCO SWAPTION 0.0055 CALL USD 20210
N/A 317U959X1 PIMCO SWAPTION 0.023 PUT USD 2021092
N/A INF SWAP EM NI 1.38 03/15/21-10Y LCH
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP GB NI 3.22 03/15/21-1Y LCH
N/A INF SWAP GB NI 3.465 02/15/21-1Y LCH
N/A INF SWAP GB NI 3.566 03/15/21-15Y LCH
N/A INF SWAP GB NI 3.58 03/15/21-15Y LCH
N/A INF SWAP US IT 1.03 06/18/20-1Y LCH
N/A INF SWAP US IT 1.28 11/02/20-1Y LCH
N/A INF SWAP US IT 1.29 11/05/20-1Y LCH
N/A INF SWAP US IT 1.335 07/01/20-1Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.8625 08/26/20-1Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.155 01/19/21-1Y LCH
N/A INF SWAP US IT 2.155 02/04/21-1Y LCH
N/A INF SWAP US IT 2.165 01/19/21-1Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.17 02/01/21-1Y LCH
N/A INF SWAP US IT 2.18 01/19/21-1Y LCH
N/A INF SWAP US IT 2.2 01/21/21-1Y LCH
N/A INF SWAP US IT 2.2 02/05/21-1Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.31125 02/24/21-10Y LCH
N/A INF SWAP US IT 2.31375 02/26/21-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.41875 03/05/21-5Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (GRN) LCH
N/A SOLD CAD/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A 31750HQA0 OTC EPUT FN 2.0 102.25
N/A 31750HTC3 OTC EPUT FN 2.0 99.9140625
N/A 31750HTY5 OTC ECAL FN 2.0 100.453125
N/A 31750HTZ2 OTC EPUT FN 2.0 98.453125
N/A 317511KO0 OTC ECAL FN 2.0 100.53125
N/A 317512EG2 OTC EPUT FN 2.0 99.4296875
N/A 317514RI0 OTC EPUT FN 2.5 101.546875
N/A 317514XO0 OTC EPUT FN 2.5 101.390625
N/A 317515526 OTC EPUT FN 2.0 102.375
N/A 317515CI3 OTC EPUT FN 2.0 99.546875
N/A 3175160G8 OTC EPUT FN 2.5 101.5859375
N/A 3175227J3 OTC ECAL FN 2.0 101.875
N/A 3175233R7 OTC EPUT FN 3.0 104.046875
N/A 317524PR1 OTC ECAL FN 2.0 101.390625
N/A 317526XI7 OTC EPUT FN 3.0 103.875
N/A 317531036 OTC EPUT FN 3.0 104.26171875
N/A 317534R80 OTC EPUT FN 2.5 101.7890625
N/A 317536LD0 OTC EPUT FN 2.0 101.484375
N/A 3175432Z8 OTC EPUT FN 3.0 103.89453125
N/A 317545YB1 OTC EPUT FN 3.0 103.7421875
N/A 317551463 OTC EPUT FN 3.0 103.7578125
N/A 317552SR9 OTC ECAL FN 2.0 102.078125
N/A 317554FM0 OTC EPUT FN 2.0 99.390625
N/A 317554PD9 OTC EPUT FN 2.5 101.51171875
N/A 317564L75 OTC ECAL FN 2.5 103.390625
N/A 317572I80 OTC EPUT FN 2.0 100.75
N/A 317573P15 OTC ECAL FN 2.0 101.4296875
N/A 317576UM6 OTC EPUT FN 2.0 101.84375
N/A 317581K39 OTC EPUT FN 2.0 98.53125
N/A 317586LS2 OTC EPUT FN 2.5 102.1171875
N/A 3175873A9 OTC ECAL FN 2.0 101.9140625
N/A 3175873J0 OTC EPUT FN 2.5 101.171875
N/A 3175875R0 OTC ECAL FN 2.0 101.890625
N/A 317593C09 OTC EPUT FN 2.0 99.890625
N/A 317594067 OTC EPUT FN 3.0 103.984375
N/A 317594X87 OTC EPUT FN 2.5 102.25
N/A 3175963G7 OTC ECAL FN 2.0 101.4375
N/A 317598UK4 OTC EPUT FN 2.0 99.875
N/A 317599JG4 OTC EPUT FN 2.0 100.078125
N/A LONG GILT FUTURE JUN21 IFLL 20210628
N/A TRS R 0.1/912828X39 BPS
N/A US 10YR NOTE (CBT)JUN21 XCBT 20210621
N/A US 10YR ULTRA FUT JUN21 XCBT 20210621
N/A US 2YR NOTE (CBT) JUN21 XCBT 20210630
N/A US 5YR NOTE (CBT) JUN21 XCBT 20210630
N/A US LONG BOND(CBT) JUN21 XCBT 20210621
N/A US ULTRA BOND CBT JUN21 XCBT 20210621
N/A AUST 10Y BOND FUT JUN21 XSFE 20210615
N/A AUST 3YR BOND FUT JUN21 XSFE 20210615
N/A BOUGHT ILS/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A 3175DB215 PIMCO CDSOPT PUT USD 103.0 20210519
N/A 3175DB603 PIMCO CDSOPT PUT USD 102.0 20210616
N/A 3175EN382 PIMCO CDSOPT PUT USD 100.0 20210421
N/A 3175EP890 PIMCO CDSOPT PUT USD 100.0 20210616
N/A 3175EP940 PIMCO CDSOPT PUT USD 100.0 20210721
N/A 3175PS132 PIMCO CDSOPT PUT USD 100.0 20210616
N/A 3175DA944 PIMCO CDSOPT PUT USD 0.85 20210421
N/A 3175DB009 PIMCO CDSOPT PUT USD 1.05 20210519
N/A 3175DB017 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175DB249 PIMCO CDSOPT PUT USD 0.75 20210519
N/A 3175DB512 PIMCO CDSOPT PUT USD 0.8 20210616
N/A 3175EM806 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175EM871 PIMCO CDSOPT PUT USD 0.85 20210421
N/A 3175EM897 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175EM970 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175EN010 PIMCO CDSOPT PUT USD 0.8 20210421
N/A 3175EN036 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175EN259 PIMCO CDSOPT PUT USD 0.8 20210421
N/A 3175EN317 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175EP064 PIMCO CDSOPT PUT USD 0.75 20210519
N/A 3175EP106 PIMCO CDSOPT PUT USD 0.8 20210519
N/A 3175EP205 PIMCO CDSOPT PUT USD 0.8 20210519
N/A 3175EP627 PIMCO CDSOPT PUT USD 0.8 20210616
N/A 3175EP734 PIMCO CDSOPT CALL USD 0.45 20210616
N/A 3175SH737 PIMCO CDSOPT PUT USD 0.9 20210519
N/A 3175SQ687 PIMCO CDSOPT PUT USD 0.95 20210519
N/A 3175ZP137 PIMCO CDSOPT PUT USD 0.85 20210519
N/A 3175ZP145 PIMCO CDSOPT CALL USD 0.45 20210421
N/A 3175ZP418 PIMCO CDSOPT PUT USD 0.75 20210519
N/A 3175PS116 PIMCO CDSOPT PUT USD 0.9 20210721
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A EURO-BTP FUTURE MAR21 XEUR 20210308
N/A 3175445G5 ITRAXX.O P 2.50 EU32 MAR21 2.5 PUT
N/A 3175219A2 ITRAXX.O C0.45 JAN21 0.45 CALL
N/A 3175319G8 ITRAXX.O P0.75 MAR21 0.75 PUT
N/A 3175329G6 ITRAXX.O P 0.70 MAR21 0.7 PUT
N/A 317545GR6 ITRAXX.O P0.70 FEB21 0.70 PUT
N/A 317545TH4 ITRAXX.O C0.375 EU34 APR21 0.375 CALL
N/A 317545VF5 ITRAXX.O P0.75 APR21 0.75 PUT
N/A 31755DE17 ITRAXX.O P0.75 MAR21 0.75 PUT
N/A 317561GG7 ITRAXX.O P0.80 MAR21 0.80 PUT
N/A 3175659G6 ITRAXX.O C0.40 MAR21 0.40 CALL
N/A 317566GG6 ITRAXX.O C0.40 MAR21 0.40 CALL
N/A 3175819A6 ITRAXX.O P0.7 EU34 MAR21 0.7 PUT
N/A 3175PPGG3 ITRAXX.O C0.425 MAR21 0.425 CALL
N/A JPN 10Y BOND(OSE) MAR21 XOSE 20210315
N/A SOLD AUD/BOUGHT USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT ILS/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A 317U004X6 IRO EUR 30Y P0.1970 NOV22 0.1970 PUT
N/A 317U009X1 IRO EUR 10Y NOV22 0 PUT
N/A 317U024X2 IRO EUR 1Y C0.526 NOV22 0.526 CALL
N/A 317U025X1 IRO USD 1Y C0.344 NOV22 0.344 CALL
N/A 317U026X0 IRO EUR 30Y P0.197 NOV22 0.197 PUT
N/A 317U027X9 IRO EUR 10Y NOV22 0 PUT
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP US IT 1.28 11/02/20-1Y LCH
N/A INF SWAP US IT 1.29 11/05/20-1Y LCH
N/A INF SWAP US IT 1.335 07/01/20-1Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.8625 08/26/20-1Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A IRS EUR -0.52600 11/21/22-1Y (GRN) LCH
N/A IRS USD 0.39400 11/21/22-1Y (GRN) LCH
N/A BOUGHT CAD/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A 317512G88 OTC ECAL FN 2.0 104.140625
N/A 317537YF9 OTC EPUT FN 2.0 102.125
N/A 317542UX4 OTC EPUT FN 2.0 102.140625
N/A 317581RV0 OTC EPUT FN 2.0 102.140625
N/A 3175874E0 OTC ECAL FN 2.0 104.140625
N/A 3175EM392 OTC EPUT FN 2.5 FEB21 72 PUT
N/A 31750HGM5 PIMCO FXVAN PUT GBP USD 1.31500000
N/A LONG GILT FUTURE MAR21 IFLL 20210329
N/A TRS R 0.18/912828X39 BPS
N/A US 10YR NOTE (CBT)MAR21 XCBT 20210322
N/A US 10YR ULTRA FUT MAR21 XCBT 20210322
N/A US 2YR NOTE (CBT) MAR21 XCBT 20210331
N/A US 5YR NOTE (CBT) MAR21 XCBT 20210331
N/A US LONG BOND(CBT) MAR21 XCBT 20210322
N/A US ULTRA BOND CBT MAR21 XCBT 20210322
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT MAR21 XSFE 20210315
N/A AUST 3YR BOND FUT MAR21 XSFE 20210315
N/A SOLD AUD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A CDX HY34 5Y ICE
N/A 3175JL035 CDX.O P 98.25 JAN21 98.25 PUT
N/A CDX HY35 5Y ICE
N/A 3175JF970 CDX.O P 2.50 IG33 MAR21 2.5 PUT
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
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-SCHATZ FUT MAR21 XEUR 20210308
N/A 31750HJQ3 OTC EPUT G2 2.5 104
N/A 317543619 OTC EPUT G2 2.0 102.90625
N/A 317544YH1 OTC EPUT G2 2.5 103.7734375
N/A 3175652P3 OTC EPUT G2 2.5 104.125
N/A GOLD 100 OZ FUTR FEB21 XCEC 20210224
N/A BOUGHT JPY/SOLD USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A 3175BB530 INF FLR FWD US YOY OCT20 0.0000001 PUT
N/A EURO-BTP FUTURE DEC20 XEUR 20201208
N/A 3175445G5 ITRAXX.O P 2.50 EU32 MAR21 2.5 PUT
N/A 3175119G0 ITRAXX.O P 0.90 NOV20 0.9 PUT
N/A 3175129G8 ITRAXX.O C 0.475 DEC20 0.475 CALL
N/A 3175575A0 ITRAXX.O P 1.20 OCT20 1.2 PUT
N/A 31752W9C0 ITRAXX.O P0.85 EU34 DEC20 0.85 PUT
N/A 31752W9D8 ITRAXX EU34 5Y DEC20 0.9 PUT
N/A JPN 10Y BOND(OSE) DEC20 XOSE 20201214
N/A SOLD MXN/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT ILS/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP US IT 1.03 06/18/20-1Y LCH
N/A INF SWAP US IT 1.335 07/01/20-1Y LCH
N/A INF SWAP US IT 1.58 09/20/19-2Y LCH
N/A INF SWAP US IT 1.592 09/20/19-2Y LCH
N/A INF SWAP US IT 1.69 08/07/20-1Y LCH
N/A INF SWAP US IT 1.7975 08/25/20-7Y LCH
N/A INF SWAP US IT 1.84 08/14/20-1Y LCH
N/A INF SWAP US IT 1.8625 08/26/20-1Y LCH
N/A INF SWAP US IT 1.89 08/27/20-7Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT R 1.57 11/23/15-5Y BOA
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 317513JI1 OTC EPUT FN 2.0 101.984375
N/A 317516EM0 OTC ECAL FN 2.0 103.6015625
N/A 317517829 OTC EPUT FN 2.0 101.6015625
N/A 317521Q13 OTC EPUT FN 2.0 102.1875
N/A 317526VI9 OTC EPUT FN 2.5 OCT20 72 PUT
N/A 317544831 OTC EPUT FN 2.0 OCT20 102.140625 PUT
N/A 317551KW8 OTC EPUT FN 2.0 101.4375
N/A 317555C57 OTC EPUT FN 2.0 OCT20 101.953125 PUT
N/A 317555VA5 OTC EPUT FN 2.0 102.078125
N/A 3175569Q3 OTC EPUT FN 2.0 OCT20 102.292968 PUT
N/A 317581R16 OTC EPUT FN 2.0 101.8359375
N/A 317583PV8 OTC EPUT FN 2.5 104.5
N/A LONG GILT FUTURE DEC20 IFLL 20201229
N/A TRS R 0.18/912828X39 BPS
N/A US 10YR NOTE (CBT)DEC20 XCBT 20201221
N/A US 10YR ULTRA FUT DEC20 XCBT 20201221
N/A US 2YR NOTE (CBT) DEC20 XCBT 20201231
N/A US 5YR NOTE (CBT) DEC20 XCBT 20201231
N/A US LONG BOND(CBT) DEC20 XCBT 20201221
N/A US ULTRA BOND CBT DEC20 XCBT 20201221
N/A FIXED INC CLEARING CORP.REPO
N/A AUST 10Y BOND FUT DEC20 XSFE 20201215
N/A AUST 3YR BOND FUT DEC20 XSFE 20201215
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 3175JF970 CDX.O P 2.50 IG33 MAR21 2.5 PUT
N/A 3175DA084 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175DM500 CDX.O P 0.90 IG34 OCT20 0.9 PUT
N/A 3175DM658 CDX.O P 1.00 IG34 NOV20 1 PUT
N/A 3175DM708 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175DM724 CDX IG34 5Y V1 DEC20 0.95 PUT
N/A 3175DM757 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175DM765 CDX.O P 1.05 IG34 NOV20 1.05 PUT
N/A 3175JK524 CDX.O P 1.00 IG34 NOV20 1 PUT
N/A 3175JK532 CDX.O P 1.00 IG34 DEC20 1 PUT
N/A 3175SQ620 CDX.O P 0.95 NOV20 95 PUT
N/A 3175ZY997 CDX IG34 5Y V1 DEC20 1 PUT
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A BOUGHT IDR/SOLD USD
N/A DAIMLER AG SNR SE ICE
N/A EURO-OAT FUTURE DEC20 XEUR 20201208
N/A GENERAL ELECTRIC COMPANY SNR S* ICE
N/A DUZ0C115.5 DEC20 115.5 CALL FSO
N/A 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 OEZ0P130.5 DEC20 130.5 PUT FSO
N/A RXZ0P157 DEC20 157 PUT FSO
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT AUD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A 317U390V2 IRO EUR 30Y AUG20 0.0000001 CALL
N/A 317U410V8 IRO EUR 30Y C Q AUG20 0.0000001 CALL
N/A 317U465V2 IRO EUR 30Y C AUG20 0.0000001 CALL
N/A INF SWAP FR NI 1.16 08/15/18-2Y LCH
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP GB NI 2.89 06/15/20-2Y LCH
N/A INF SWAP US IT 1.03 06/18/20-1Y LCH
N/A INF SWAP US IT 1.335 07/01/20-1Y LCH
N/A INF SWAP US IT 1.58 09/20/19-2Y LCH
N/A INF SWAP US IT 1.592 09/20/19-2Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT R 1.57 11/23/15-5Y BOA
N/A IRS ILS R 1.88300 03/21/18-10Y GLM
N/A IRS ILS R 1.95000 06/20/18-10Y BRC
N/A IRS ILS R 1.97125 02/16/18-10Y GLM
N/A IRS ILS R 1.99750 06/20/18-10Y GLM
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A 31750GB00 OTC EPUT FN 2.5 JUL20 72 PUT
N/A 317513MN6 OTC EPUT FN 2.5 102.1328125
N/A 3175475D5 OTC EPUT FN 2.5 102.5625
N/A 317563N18 OTC EPUT FN 2.5 102.078125
N/A 317575AI9 OTC EPUT FN 2.5 102.50390625
N/A 3175973A8 OTC EPUT FN 2.5 102.53125
N/A 3175SG663 OTC EPUT FN 2.0 100.7890625
N/A 3175SG697 OTC EPUT FN 2.0 101
N/A 3175ZZ549 OTC EPUT FN 2.0 100.3984375
N/A LONG GILT FUTURE SEP20 IFLL 20200928
N/A TRS R 0.22/912828X39 BPS
N/A US 10YR NOTE (CBT)SEP20 XCBT 20200921
N/A US 10YR ULTRA FUT SEP20 XCBT 20200921
N/A US 2YR NOTE (CBT) SEP20 XCBT 20200930
N/A US 5YR NOTE (CBT) SEP20 XCBT 20200930
N/A US LONG BOND(CBT) SEP20 XCBT 20200921
N/A US ULTRA BOND CBT SEP20 XCBT 20200921
N/A FIXED INC CLEARING CORP.REPO
N/A REPO BANK AMERICA REPO
N/A AUST 10Y BOND FUT SEP20 XSFE 20200915
N/A AUST 3YR BOND FUT SEP20 XSFE 20200915
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT ILS/SOLD USD
N/A BOUGHT ILS/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A CDX HY33 5Y ICE
N/A 3175JF970 CDX.O P 2.50 IG33 MAR21 2.5 PUT
N/A 3175DM419 CDX.O C 0.625 AUG20 0.625 CALL
N/A 3175JJ675 CDX.O C 0.55 SEP20 0.55 CALL
N/A 3175JJ691 SWAPTION AUG20 1.1 PUT
N/A 3175JJ717 CDX.O P 1.10 AUG20 1.1 PUT
N/A 3175JJ725 CDX.O C 0.60 AUG20 0.6 CALL
N/A 3175JJ733 SWAPTION AUG20 0.6 CALL
N/A 3175JJ758 CDX.O C 0.60 AUG20 0.6 CALL
N/A 3175JJ782 SWAPTION AUG20 1.15 PUT
N/A 3175JJ808 CDX.O P 1.20 AUG20 1.2 PUT
N/A 3175SH026 CDX.O P 1.10 SEP20 1.1 PUT
N/A 3175ZZ325 CDX.O P 1.10 AUG20 1.1 PUT
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A EURO-OAT FUTURE SEP20 XEUR 20200908
N/A EURO-BOBL FUTURE SEP20 XEUR 20200908
N/A EURO-BUND FUTURE SEP20 XEUR 20200908
N/A EURO-BUXL 30Y BND SEP20 XEUR 20200908
N/A EURO-SCHATZ FUT SEP20 XEUR 20200908
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A 317526CE9 INF FLOOR USD CPURNS SEP20 0 PUT
N/A 3175BB530 INF FLR FWD US YOY OCT20 0.0000001 PUT
N/A EURO-BTP FUTURE SEP20 XEUR 20200908
N/A SHORT EURO-BTP FU SEP20 XEUR 20200908
N/A 3175445G5 ITRAXX.O P 2.50 EU32 MAR21 2.5 PUT
N/A 3175429S9 ITRAXX.O P 1.1 SEP20 1.1 PUT
N/A JPN 10Y BOND(OSE) SEP20 XOSE 20200914
N/A SOLD EUR/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A BOUGHT MYR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A 317U073U8 IRO USD 2Y C 1.066 OCT20 1.066 CALL
N/A 317U074U7 IRO USD 10Y C 1.3015 OCT20 1.3015 CALL
N/A INF SWAP EM NI 1.2425 08/15/19-20Y LCH
N/A INF SWAP EM NI 1.387 08/15/19-30Y LCH
N/A INF SWAP EM NI 1.45 02/15/20-30Y LCH
N/A INF SWAP EM NI 1.535 03/15/18-10Y LCH
N/A INF SWAP EM NI 1.62 05/15/18-10Y LCH
N/A INF SWAP EM NI 1.945 11/15/18-30Y LCH
N/A INF SWAP EM NI 1.946 03/15/18-30Y LCH
N/A INF SWAP FR NI 1.0 04/15/18-2Y LCH
N/A INF SWAP FR NI 1.16 08/15/18-2Y LCH
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP GB NI 3.3575 04/15/15-20Y LCH
N/A INF SWAP GB NI 3.47 09/15/17-15Y LCH
N/A INF SWAP GB NI 3.5 09/15/18-15Y LCH
N/A INF SWAP GB NI 3.572 05/15/19-15Y LCH
N/A INF SWAP GB NI 3.579 10/15/18-15Y LCH
N/A INF SWAP GB NI 3.59 06/15/19-20Y LCH
N/A INF SWAP GB NI 3.5975 09/15/19-15Y LCH
N/A INF SWAP US IT 1.20 02/28/20-1Y LCH
N/A INF SWAP US IT 1.432 08/06/19-2Y LCH
N/A INF SWAP US IT 1.445 09/09/19-2Y LCH
N/A INF SWAP US IT 1.55 07/26/16-5Y LCH
N/A INF SWAP US IT 1.58 09/20/19-2Y LCH
N/A INF SWAP US IT 1.592 09/20/19-2Y LCH
N/A INF SWAP US IT 1.6025 09/12/16-5Y LCH
N/A INF SWAP US IT 1.76 11/04/19-10Y LCH
N/A INF SWAP US IT 1.875 03/14/19-2Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.02125 11/25/16-4Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT R 1.57 11/23/15-5Y BOA
N/A IRS GBP 0.75000 03/18/20-10Y LCH
N/A IRS GBP 1.00000 06/17/20-30Y LCH
N/A IRS ILS P 0.37000 06/20/18-2Y GLM
N/A IRS ILS P 0.37000 06/20/18-2Y HUS
N/A IRS USD 1.25000 06/17/20-1Y (WHT) CME
N/A IRS USD 1.25000 06/17/20-5Y CME
N/A IRS USD 1.40400 03/12/20-5Y CME
N/A IRS USD 1.50000 03/12/20-1Y (WHT) CME
N/A IRS USD 1.62500 01/16/20-30Y CME
N/A IRS USD 1.62500 02/03/20-30Y CME
N/A IRS USD 1.75000 01/22/20-30Y CME
N/A IRS USD 1.84850 02/24/20-5Y CME
N/A IRS USD 1.87500 02/07/20-30Y CME
N/A IRS USD 2.00000 01/15/20-30Y CME
N/A IRS USD 2.00000 03/20/20-30Y CME
N/A IRS USD 2.25000 03/12/20-30Y CME
N/A IRS USD 2.25000 12/11/19-30Y CME
N/A OIS USD FEDL01/2.0 12/15/17 LCH
N/A OIS USD FEDL01/2.4275 12/20/17 LCH
N/A OIS USD FEDL01/2.478 12/20/17 LCH
N/A OIS USD FEDL01/2.4993 12/20/17 LCH
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD RUB/BOUGHT USD
N/A 317520V68 OTC EPUT FN 3.5 APR20 72.5 PUT
N/A 3175982R0 OTC EPUT FN 2.5 MAY20 70 PUT
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT ILS/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A 3175JG366 CDX.O P 102.00 MAY20 102 PUT
N/A 3175JG507 CDX.O P 102 JUN20 102 PUT
N/A CDX HY34 5Y ICE
N/A 3175DL932 CDX.O P 0.85 JUN20 0.85 PUT
N/A 3175JF970 CDX.O P 2.50 IG33 MAR21 2.5 PUT
N/A 3175JG358 CDX.O P 0.80 IG33 JUN20 0.8 PUT
N/A 3175JG424 CDX.O C 0.475 APR20 0.475 CALL
N/A 3175JG457 CDX.O P 0.85 JUN20 0.85 PUT
N/A 3175JG473 CDX.O P 0.70 APR20 0.7 PUT
N/A 3175JG499 CDX.O P 0.70 APR20 0.7 PUT
N/A 3175JG523 CDX.O C 0.475 APR20 0.475 CALL
N/A 3175ZB013 CDX.O P 0.80 JUN20 0.8 PUT
N/A BOUGHT CAD/SOLD USD
N/A BOUGHT COP/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD COP/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD IDR/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A DUM0C113.4 JUN20 113.4 CALL FSO
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD RUB/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A 317513DG1 INF FLR USD 216.687 APR20 .001 PUT
N/A 317526CE9 INF FLOOR USD CPURNS SEP20 0 PUT
N/A 3175BB530 INF FLR FWD US YOY OCT20 0.0000001 PUT
N/A 3175445G5 ITRAXX.O P 2.50 EU32 MAR21 2.5 PUT
N/A CDX ITRAXX MAIN32 5Y ICE
N/A JPN 10Y BOND(OSE) JUN20 XOSE 20200615
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT ILS/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT TWD/SOLD USD
N/A 317U073U8 IRO USD 2Y C 1.066 OCT20 1.066 CALL
N/A 317U074U7 IRO USD 10Y C 1.3015 OCT20 1.3015 CALL
N/A 317U843T0 IRO USD 1Y C 1.50000 MAR20 1.5 CALL
N/A 317U844T9 IRO USD 5Y C 1.40400 MAR20 1.404 CALL
N/A 317U933T1 IRO USD 5Y C 1.4040 MAR20 1.404 CALL
N/A 317U934T0 IRO USD 1Y C 1.50 MAR20 1.5 CALL
N/A 317U941T1 IRO USD 1Y C 1.500 MAR20 1.5 CALL
N/A INF SWAP EM NI 1.2425 08/15/19-20Y LCH
N/A INF SWAP EM NI 1.387 08/15/19-30Y LCH
N/A INF SWAP FR NI 1.0 04/15/18-2Y LCH
N/A INF SWAP FR NI 1.16 08/15/18-2Y LCH
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP GB NI 3.5975 09/15/19-15Y LCH
N/A INF SWAP US IT 1.432 08/06/19-2Y LCH
N/A INF SWAP US IT 1.445 09/09/19-2Y LCH
N/A INF SWAP US IT 1.55 07/26/16-5Y LCH
N/A INF SWAP US IT 1.58 09/20/19-2Y LCH
N/A INF SWAP US IT 1.592 09/20/19-2Y LCH
N/A INF SWAP US IT 1.6025 09/12/16-5Y LCH
N/A INF SWAP US IT 1.76 11/04/19-10Y LCH
N/A INF SWAP US IT 1.875 03/14/19-2Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.02125 11/25/16-4Y LCH
N/A INF SWAP US IT 2.0265 11/23/16-4Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT R 1.57 11/23/15-5Y BOA
N/A IRS ILS P 0.27000 03/21/18-2Y GLM
N/A IRS ILS P 0.29000 02/16/18-2Y GLM
N/A IRS NZD 3.25000 03/21/18-10Y CME
N/A IRS USD 1.75000 09/12/24-5Y CME
N/A IRS USD 1.75000 12/21/16-10Y LCH
N/A IRS USD 1.85000 07/27/21-5Y CME
N/A IRS USD 2.00000 07/27/21-5Y CME
N/A IRS USD 2.25000 06/15/16-10Y LCH
N/A IRS USD 2.40000 12/07/21-5Y CME
N/A IRS USD 2.72000 07/18/18-10Y CME
N/A IRS USD 2.76500 07/18/18-10Y CME
N/A OIS USD FEDL01/2.0 12/15/17 LCH
N/A OIS USD FEDL01/2.4275 12/20/17 LCH
N/A OIS USD FEDL01/2.478 12/20/17 LCH
N/A OIS USD FEDL01/2.4993 12/20/17 LCH
N/A SOLD CAD/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A 317542ML9 OTC EPUT FN 3.5 FEB20 72.5 PUT
N/A 317592OU2 OTC EPUT FN 3.0 1 JAN20 67.5 PUT
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT SGD/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A BOUGHT MXN/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD COP/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A CMBX.NA.AAA.8 SP DUB
N/A CMBX.NA.AAA.8 SP GST
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT KRW/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A BOUGHT TWD/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A BOUGHT MYR/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A 317513DG1 INF FLR USD 216.687 APR20 .001 PUT
N/A 317526CE9 INF FLOOR USD CPURNS SEP20 0 PUT
N/A 3175BB530 INF FLR FWD US YOY OCT20 0.0000001 PUT
N/A 3175RWOP7 INF FLR US MAR20 0.00001 PUT
N/A 317576437 INT FLR US CMS 10 2 JAN20 0 CALL
N/A 3174489Q3 ITRAXX.O P 0.70 FEB20 0.70 PUT
N/A 3174589M1 ITRAXX.O P 0.90 EU32 FEB20 0.9 PUT
N/A 3174589Q2 ITRAXX.O P 0.80 EU32 FEB20 0.8 PUT
N/A 3174589Y5 ITRAXX.O P 0.90 EU32 FEB20 0.9 PUT
N/A 3174589Z2 ITRAXX.O P 0.80 EU32 FEB20 0.8 PUT
N/A 3175189F7 ITRAXX.O C 0.425 FEB20 0.425 CALL
N/A 3175409R5 ITRAXX.O P 0.80 EU3 MAR20 0.8 PUT
N/A 317541233 ITRAXX.O C 0.425 MAR20 0.425 CALL
N/A 317544419 ITRAXX.O P 0.80 EU MAR20 0.8 PUT
N/A 317544484 ITRAXX.O P 0.80 EU MAR20 0.8 PUT
N/A 317545648 ITRAXX.O C 0.45 EU3 MAR20 0.45 CALL
N/A 317545655 ITRAXX.O P 0.80 EU3 MAR20 0.8 PUT
N/A 317546448 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 317546455 ITRAXX.O P 0.80 EU32 JAN20 0.8 PUT
N/A 317546463 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 317546471 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 317546489 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 3175469E1 ITRAXX.O C 0.425 EU MAR20 0.425 CALL
N/A 317547875 ITRAXX.O C 0.45 EU32 FEB20 0.45 CALL
N/A 3175479W9 ITRAXX.O C 0.425 EU MAR20 0.425 CALL
N/A 3175489R8 ITRAXX.O C 0.475 EU3 FEB20 0.475 CALL
N/A 317548AE5 ITRAXX.O C 0.475 EU3 FEB20 0.475 CALL
N/A 3175499U9 ITRAXX.O P 0.70 EU MAR20 0.7 PUT
N/A 3175499Z8 ITRAXX.O P 0.80 EU MAR20 0.8 PUT
N/A 3175519C5 ITRAXX.O C 0.475 EU3 JAN20 0.475 CALL
N/A 3175529C3 ITRAXX.O C 0.475 EU JAN20 0.475 CALL
N/A 317553PC3 ITRAXX.O C 0.475 EU FEB20 0.475 CALL
N/A 317563419 ITRAXX.O P 0.80 EU MAR20 0.8 PUT
N/A 317564565 ITRAXX.O C 0.45 EU MAR20 0.45 CALL
N/A 317566628 ITRAXX.O P 0.70 EU32 MAR20 0.7 PUT
N/A 3175669G4 ITRAXX.O P 0.80 EU3 JAN20 0.8 PUT
N/A 3175699F0 ITRAXX.O P 0.70 EU MAR20 0.7 PUT
N/A JPN 10Y BOND(OSE) MAR20 XOSE 20200313
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A BOUGHT RUB/SOLD USD
N/A BOUGHT AUD/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A 317U001U5 IRO EUR 30Y C 0.000 DEC19 0.0000001 CALL
N/A 317U868T0 IRO EUR 30Y C 0.25 DEC19 0.25 CALL
N/A 317U933T1 IRO USD 5Y C 1.4040 MAR20 1.404 CALL
N/A 317U934T0 IRO USD 1Y C 1.50 MAR20 1.5 CALL
N/A 317U941T1 IRO USD 1Y C 1.500 MAR20 1.5 CALL
N/A INF SWAP EM NI 1.2425 08/15/19-20Y LCH
N/A INF SWAP EM NI 1.387 08/15/19-30Y LCH
N/A INF SWAP FR NI 1.0 04/15/18-2Y LCH
N/A INF SWAP FR NI 1.03 03/15/19-5Y LCH
N/A INF SWAP FR NI 1.16 08/15/18-2Y LCH
N/A INF SWAP FR NI 1.345 06/15/18-3Y LCH
N/A INF SWAP FR NI 1.91 01/15/18-20Y LCH
N/A INF SWAP GB NI 3.5975 09/15/19-15Y LCH
N/A INF SWAP GB NI 3.85 09/15/19-5Y LCH
N/A INF SWAP US IT 1.425 08/06/19-1Y LCH
N/A INF SWAP US IT 1.445 09/09/19-2Y LCH
N/A INF SWAP US IT 1.55 07/26/16-5Y LCH
N/A INF SWAP US IT 1.58 09/20/19-2Y LCH
N/A INF SWAP US IT 1.592 09/20/19-2Y LCH
N/A INF SWAP US IT 1.6025 09/12/16-5Y LCH
N/A INF SWAP US IT 1.875 03/14/19-2Y LCH
N/A INF SWAP US IT 1.954 06/03/19-10Y LCH
N/A INF SWAP US IT 1.9975 07/25/19-10Y LCH
N/A INF SWAP US IT 2.02125 11/25/16-4Y LCH
N/A INF SWAP US IT 2.0265 11/23/16-4Y LCH
N/A INF SWAP US IT 2.069 07/15/17-5Y LCH
N/A INF SWAP US IT 2.165 04/16/19-10Y LCH
N/A INF SWAP US IT 2.21 02/05/18-5Y LCH
N/A INF SWAP US IT 2.2625 05/09/18-5Y LCH
N/A INF SWAP US IT 2.26325 04/27/18-5Y LCH
N/A INF SWAP US IT 2.281 05/10/18-5Y LCH
N/A INF SWAP US IT 2.379 07/09/18-10Y LCH
N/A INF SWAP US IT 2.5 07/15/12-10Y LCH
N/A INF SWAP US IT R 1.57 11/23/15-5Y BOA
N/A IRS NZD 3.25000 03/21/18-10Y CME
N/A IRS USD 1.62500 01/16/20-30Y CME
N/A IRS USD 1.75000 01/22/20-30Y CME
N/A IRS USD 1.75000 09/12/24-5Y CME
N/A IRS USD 1.85000 07/27/21-5Y CME
N/A IRS USD 2.00000 01/15/20-30Y CME
N/A IRS USD 2.00000 07/27/21-5Y CME
N/A IRS USD 2.25000 06/15/16-10Y LCH
N/A IRS USD 2.40000 12/07/21-5Y CME
N/A IRS USD 2.50000 06/20/18-30Y CME
N/A IRS USD 2.72000 07/18/18-10Y CME
N/A IRS USD 2.75000 12/19/18-30Y CME
N/A IRS USD 2.75000 12/20/17-30Y CME
N/A IRS USD 2.76500 07/18/18-10Y CME
N/A OIS USD FEDL01/2.0 12/15/17 LCH
N/A OIS USD FEDL01/2.4275 12/20/17 LCH
N/A OIS USD FEDL01/2.478 12/20/17 LCH
N/A OIS USD FEDL01/2.4993 12/20/17 LCH
N/A BOUGHT JPY/SOLD USD
N/A BOUGHT JPY/SOLD USD
N/A SOLD JPY/BOUGHT USD
N/A SOLD JPY/BOUGHT USD
N/A 317510HI9 OTC EPUT FN 3.0 11 NOV19 67.5 PUT
N/A FIXED INC CLEARING CORP.REPO
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT NZD/SOLD USD
N/A BOUGHT ZAR/SOLD USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT IDR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A SOLD SGD/BOUGHT USD
N/A CDX HY31 5Y ICE
N/A CDX HY32 5Y ICE
N/A 317587327 CDX.O P 0.90 IG32 5Y NOV19 0.9 PUT
N/A 317587624 CDX.O P 0.90 IG32 5Y NOV19 0.9 PUT
N/A 317587632 CDX.O P 0.85 IG32 5Y NOV19 0.85 PUT
N/A 317587673 CDX.O P 0.80 IG32 5Y OCT19 0.8 PUT
N/A 3175FL187 CDX.O P 0.85 IG32 5Y NOV19 0.85 PUT
N/A 3175FL484 CDX.O P 1.20 IG32 5Y OCT19 1.2 PUT
N/A 3175SE825 CDX.O P 0.9 IG32 5Y NOV19 0.9 PUT
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT EUR/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT GBP/SOLD USD
N/A BOUGHT PEN/SOLD USD
N/A BOUGHT RUB/SOLD USD
N/A SOLD COP/BOUGHT USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD NZD/BOUGHT USD
N/A SOLD PEN/BOUGHT USD
N/A CMBX.NA.AAA.8 SP DUB
N/A CMBX.NA.AAA.8 SP GST
N/A BOUGHT MYR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
N/A BOUGHT CAD/SOLD USD
N/A SOLD AUD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD CAD/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD KRW/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A 317515FG4 INF CAP US APR24 4.0 CALL
N/A 317526H53 INF CAP USD MAY24 4.0 CALL
N/A 3175RWRC3 INF CAP FWD EU JUN35 3 CALL
N/A 317513DG1 INF FLR USD 216.687 APR20 .001 PUT
N/A 317526CE9 INF FLOOR USD CPURNS SEP20 0 PUT
N/A 3175BB530 INF FLR FWD US YOY OCT20 0.0000001 PUT
N/A 3175RWOP7 INF FLR US MAR20 0.00001 PUT
N/A 317576437 INT FLR US CMS 10 2 JAN20 0 CALL
N/A 317546455 ITRAXX.O P 0.80 EU32 JAN20 0.8 PUT
N/A 3175519C5 ITRAXX.O C 0.475 EU3 JAN20 0.475 CALL
N/A 3175529C3 ITRAXX.O C 0.475 EU JAN20 0.475 CALL
N/A 3175669G4 ITRAXX.O P 0.80 EU3 JAN20 0.8 PUT
N/A JPN 10Y BOND(OSE) DEC19 XOSE 20191213
N/A BOUGHT BRL/SOLD USD
N/A BOUGHT BRL/SOLD USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD BRL/BOUGHT USD
N/A SOLD TWD/BOUGHT USD
N/A BOUGHT EUR/SOLD USD
N/A SOLD EUR/BOUGHT USD
N/A SOLD GBP/BOUGHT USD
N/A SOLD MXN/BOUGHT USD
NASSAU LTD 2020-IA
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION
NATWEST GROUP PLC
NAVIENT CORPORATION
NCUA GUARANTEED NOTES 2010-R1
NCUA GUARANTEED NOTES 2010-R3
NEW CENTURY HOME EQUITY LOAN TR 2004-4
NEW CENTURY HOME EQUITY LOAN TR 2006-2
NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3
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NISSAN MOTOR ACCEPTANCE COMPANY LLC
NOVASTAR HOME EQUITY LOAN 2005-3
NXP BV/NXP FUNDING LLC
OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A
OAKTREE CLO 2019-1A
OCP CLO 2015-9
OCP CLO LTD 2015-10A
OCP CLO LTD 2015-8A
OCP EURO CLO DAC 2017-2A
OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A
OCTAGON INVESTMENTS PARTNERS LTD 2018-18A
OHA CREDIT PARTNERS IX LTD 2013-9A
OSD CLO 2021-23A LTD
OZLM IX LTD 2014-9A OZLM LTD OZLM 2014 9A A1A4 144A
OZLM IX LTD 2014-9A OZLM LTD OZLM 2014 9A A1A3 144A
OZLM VIII LTD 2014-8A
OZLM XI LTD 2015-11A
OZLM XXIII LTD 2019-23A
OZLM XXIV LTD 2019-24A
PALMER SQUARE CLO LTD 2018-2
PALMER SQUARE EUROPEAN LOAN FUNDING 2020-2 DAC 20-2A
PALMER SQUARE EUROPEAN LOAN FUNDING 2023-3 DAC 23-3A
PALMER SQUARE EUROPEAN LOAN FUNDING 22-2A
PALMER SQUARE EUROPEAN LOAN FUNDING 22-3A
PALMER SQUARE LOAN FUNDING 2021-3
PALMER SQUARE LOAN FUNDING 2021-4
PARK PLACE SEC INC 2005-WHQ4
PARK PLACE SECURITIES INC 2004-WCW2
PARK PLACE SECURITIES INC-2005-WCW1
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
PERU GOVT
PETROBRAS GLOBAL FINANCE BV
PIMCO FUNDS
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
PRETIUM MORTGAGE CREDIT PARTNERS I 2020-RPL2 LLC
PROVIDUS CLO IV DAC 4A
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RAAC SERIES 2006-SP3
RAD CLO LTD 2019-5A
RALI SERIES 2005-QO1 TRUST
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RENAISSANCE HOME EQ LN TRUST 2002-3
RESIDENTIAL ACCREDIT LOANS 2007-QH8
RESIDENTIAL ASSET SEC CORP 2006-EMX4
RESIDENTIAL ASSET SEC TRUST 2005-A5
RESIDENTIAL ASSET SEC TRUST 2006-A10
RESIDENTIAL ASSET SECURITIES 2006-KS7
RESIDENTIAL FUNDING MTGE SEC 2007-S6
RESIDENTIAL MORTGAGE SECURITIES 32 PLC 32A
ROCKFORD TOWER EUROPE CLO 2018-1A DAC
ROMARK CLO LTD 2017-1A
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SARANAC CLO II LTD 2014-2A
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SAUDI ARABIA GOVT
SAXON ASSET SECURITIES TRUST 2007-3
SBA TOWER TRUST
SECURITIZED ASSET BACKED REC 2006-HE1
SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-HE2
SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-HE1
SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A
SEMPRA ENERGY
SEQUOIA MORTGAGE TRUST 2007-3
SEQUOIA MORTGAGE TRUST 5
SLM STUDENT LOAN TRUST 2003-5
SLM STUDENT LOAN TRUST 2004-2
SLM STUDENT LOAN TRUST 2004-3A
SLM STUDENT LOAN TRUST 2008-9
SLM STUDENT LOAN TRUST 2011-B
SLM STUDENT LOAN TRUST 2013-B
SMALL BUSINESS ADMIN PART CERTS 2008-20H
SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-F
SOUND POINT CLO IX LTD 2015-2A
SOUND POINT CLO XIV LTD 2016-3A
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SOUNDS POINT CLO IV-R LTD 2013-3RA
SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1
SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1
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SOUTHERN COMPANY GAS CAPITAL CORPORATION
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SP STATIC CLO 2020-1A
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SPRINT CORP (SPRINT COMMUNICATIONS INC)
SPRINT CORPORATION
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ST PAULS CLO 4A
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STATE BANK OF INDIA/LONDON BRANCH
STEELE CREEK CLO LTD 2015-1A
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STRATUS CLO 2021-2A LTD
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STRUCTURED ADJ RATE MTG LN 2004-19
STRUCTURED ADJUSTABLE RATE MTG LN 2004-1
STRUCTURED ADJUSTABLE RT MTGE LN 2005-17
STRUCTURED ASSET MTG INV INC 2004-AR5
STRUCTURED ASSET MTG INV INC 2005-AR4
STRUCTURED ASSET MTG INV INC 2005-AR5 STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1
STRUCTURED ASSET MTG INV INC 2005-AR5 STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3
STRUCTURED ASSET MTG INV INC 2005-AR5 STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2
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TORO EUROPEAN CLO 5 DAC 5A TORO EUROPEAN CLO TCLO 5A ANV 144A
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TORONTO-DOMINION BANK
TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC
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UBS GROUP AG
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 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 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 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 6.5 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 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 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 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UMBS PASS THRU POOLS FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE
UNICREDIT SPA
UNITED KINGDOM GOVT
UNITED STATES GOVT
VENTURE CLO LTD 2013-4A
VENTURE CLO LTD 2014-17A
VENTURE XX CLO LTD 2015-20A
VENTURE XXI CLO LTD 2015-21A
VENTURE XXIV CLO LTD 2016-24A
VENTURE XXVIII CLO LTD 2017-28A
VIBRANT CLO VII LTD
VIBRANT CLO XI LTD 2019-11A
VMWARE LLC
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
VORNADO DP LLC 2010-VNO
VOYA CLO 2019-2A LTD
VOYA CLO LTD 2014-3A
VOYA CLO LTD 2015-1A
VOYA CLO LTD 2016-4A
VOYA CLO LTD 2017-1A
VOYA CLO LTD 2019-1A
WACHOVIA MTGE LOAN TRUST 2006-ALT1
WASHINGTON MUTUAL 2002-AR17
WASHINGTON MUTUAL 2005-AR10
WASHINGTON MUTUAL 2005-AR14
WASHINGTON MUTUAL 2006 AR7
WASHINGTON MUTUAL 2006-AR15
WASHINGTON MUTUAL 2006-AR17
WASHINGTON MUTUAL 2006-AR19
WASHINGTON MUTUAL 2006-AR3
WASHINGTON MUTUAL 2007-OA4
WELLFLEET CLO LTD 2015-1
WELLS FARGO MTGE BACKED SEC 2004-S
WIND RIVER CLO LTD 2012-1A
WIND RIVER CLO LTD 2015-2A
YPF SA
Z CAPITAL CREDIT PARTNERS CLO LTD 2015-1