Mga Batayang Estadistika
| Nilai Portofolio | $ 551,868,347 |
| Posisi Saat Ini | 706 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
VPVCRDV - PIMCO CommodityRealReturn Strategy Portfolio Administrative telah mengungkapkan total kepemilikan 706 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 551,868,347 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama VPVCRDV - PIMCO CommodityRealReturn Strategy Portfolio Administrative adalah United States Treasury Inflation Indexed Bonds (US:US912828S505) , United States Treasury Inflation Indexed Bonds (US:US91282CGW55) , US TREASURY I/L 2.375% 10-15-28 (US:US91282CJH51) , United States Treasury Inflation Indexed Bonds (US:US91282CFR79) , and United States Treasury Inflation Indexed Bonds (US:US9128283R96) . Posisi baru VPVCRDV - PIMCO CommodityRealReturn Strategy Portfolio Administrative meliputi: United States Treasury Inflation Indexed Bonds (US:US912828S505) , United States Treasury Inflation Indexed Bonds (US:US91282CGW55) , US TREASURY I/L 2.375% 10-15-28 (US:US91282CJH51) , United States Treasury Inflation Indexed Bonds (US:US91282CFR79) , and United States Treasury Inflation Indexed Bonds (US:US9128283R96) .
Peningkatan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 14.01 | 3.6390 | 3.6390 | ||
| 13.13 | 3.4096 | 3.4096 | ||
| 2.44 | 0.6330 | 3.3442 | ||
| 11.70 | 3.0390 | 3.0390 | ||
| 11.70 | 3.0390 | 3.0390 | ||
| 10.46 | 2.7165 | 2.7165 | ||
| 8.52 | 2.2136 | 2.2136 | ||
| 6.51 | 1.6908 | 1.6908 | ||
| 17.35 | 4.5053 | 1.4010 | ||
| 5.12 | 1.3287 | 1.3287 |
Penurunan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 27.14 | 7.0489 | -3.8221 | ||
| -10.44 | -2.7113 | -2.7113 | ||
| 3.75 | 0.9728 | -1.6146 | ||
| 13.29 | 3.4522 | -1.4536 | ||
| 5.22 | 1.3560 | -1.2338 | ||
| 43.94 | 11.4134 | -0.7062 | ||
| -2.70 | -0.7019 | -0.7019 | ||
| 0.26 | 0.0669 | -0.6440 | ||
| -2.04 | -0.5290 | -0.5290 | ||
| -1.89 | -0.4920 | -0.4920 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-29 untuk periode pelaporan 2025-06-30. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | Harga Saham Rata-rata | Saham (MM) |
ΔSaham (%) |
ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US912828S505 / United States Treasury Inflation Indexed Bonds | 43.94 | -9.03 | 11.4134 | -0.7062 | |||||
| TSY INFL IX N/B 10/29 1.625 / DBT (US91282CLV18) | 32.10 | -5.56 | 8.3384 | -0.1908 | |||||
| US91282CGW55 / United States Treasury Inflation Indexed Bonds | 32.03 | 0.77 | 8.3189 | 0.3447 | |||||
| US91282CJH51 / US TREASURY I/L 2.375% 10-15-28 | 29.88 | 0.55 | 7.7609 | 0.3052 | |||||
| TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) | 29.29 | 0.73 | 7.6085 | 0.3118 | |||||
| US91282CFR79 / United States Treasury Inflation Indexed Bonds | 27.14 | -37.37 | 7.0489 | -3.8221 | |||||
| US9128283R96 / United States Treasury Inflation Indexed Bonds | 25.82 | 0.90 | 6.7060 | 0.2863 | |||||
| US912828V491 / United States Treasury Inflation Indexed Bonds | 21.36 | 0.65 | 5.5491 | 0.2232 | |||||
| US91282CEJ62 / United States Treasury Inflation Indexed Bonds | 21.14 | 0.71 | 5.4899 | 0.2246 | |||||
| US912828Z377 / United States Treasury Inflation Indexed Bonds | 18.95 | 1.30 | 4.9217 | 0.2283 | |||||
| US9128285W63 / United States Treasury Inflation Indexed Bonds | 18.51 | 1.00 | 4.8087 | 0.2097 | |||||
| US9128287D64 / United States Treasury Inflation Indexed Bonds | 17.35 | 40.20 | 4.5053 | 1.4010 | |||||
| US9128282L36 / United States Treasury Inflation Indexed Bonds | 16.53 | 0.77 | 4.2945 | 0.1780 | |||||
| TSY INFL IX N/B 04/30 1.625 / DBT (US91282CNB36) | 14.01 | 3.6390 | 3.6390 | ||||||
| US01F0426811 / UMBS TBA | 13.29 | -30.57 | 3.4522 | -1.4536 | |||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 13.13 | 3.4096 | 3.4096 | ||||||
| REPO BANK AMERICA REPO / RA (000000000) | 11.70 | 3.0390 | 3.0390 | ||||||
| REPO BANK AMERICA REPO / RA (000000000) | 11.70 | 3.0390 | 3.0390 | ||||||
| GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (US3618N5PE30) | 10.46 | 2.7165 | 2.7165 | ||||||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 9.65 | 1.28 | 2.5053 | 0.0649 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PW16) | 8.52 | 2.2136 | 2.2136 | ||||||
| JP1120241K56 / Japanese Government CPI Linked Bond | 6.81 | 5.65 | 1.7682 | 0.1515 | |||||
| US91282CDC29 / UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 | 6.65 | 0.62 | 1.7272 | 0.0692 | |||||
| EW / Edwards Lifesciences Corporation | 6.51 | 1.6908 | 1.6908 | ||||||
| US912828Y388 / United States Treasury Inflation Indexed Bonds | 5.66 | 0.95 | 1.4691 | 0.0633 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 5.29 | 8.56 | 1.3742 | 0.1515 | |||||
| TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) | 5.22 | -49.42 | 1.3560 | -1.2338 | |||||
| US36179XNC64 / Ginnie Mae II Pool | 5.12 | 1.3287 | 1.3287 | ||||||
| DEUTSCHE BANK REPO REPO / RA (000000000) | 4.65 | 1.2068 | 1.2068 | ||||||
| US01F0406854 / UMBS TBA | 3.75 | -62.91 | 0.9728 | -1.6146 | |||||
| FR0014001N38 / French Republic | 3.57 | 10.63 | 0.9274 | 0.1175 | |||||
| US01F0526800 / Uniform Mortgage-Backed Security, TBA | 3.30 | 1.32 | 0.8564 | 0.0224 | |||||
| FR0013519253 / French Republic Government Bond OAT | 3.28 | 9.73 | 0.8526 | 0.1019 | |||||
| US912828XL95 / United States Treasury Inflation Indexed Bonds | 3.11 | 0.78 | 0.8077 | 0.0334 | |||||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 3.03 | 2,866.67 | 0.7862 | 0.7606 | |||||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 2.99 | 1.36 | 0.7767 | 0.0207 | |||||
| ACI12NZL6 / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 | 2.73 | 5.00 | 0.7091 | 0.0567 | |||||
| US912810PZ57 / United States Treasury Inflation Indexed Bonds | 2.55 | 0.51 | 0.6623 | 0.0260 | |||||
| BRSTNCNTF1P8 / Brazil Notas do Tesouro Nacional Serie F | 2.54 | 0.6589 | 0.6589 | ||||||
| TSY INFL IX N/B 01/35 2.125 / DBT (US91282CML27) | 2.48 | 50.03 | 0.6443 | 0.2295 | |||||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | 2.44 | -123.34 | 0.6330 | 3.3442 | |||||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 2.28 | 0.26 | 0.5914 | 0.0218 | |||||
| US91282CHP95 / United States Treasury Inflation Indexed Bonds | 2.26 | 0.53 | 0.5864 | 0.0231 | |||||
| DRYDEN LEVERAGED LOAN CDO DRYD 2019 69A AR 144A / ABS-CBDO (XS2401732552) | 2.23 | 8.58 | 0.5787 | 0.0636 | |||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 2.16 | -2.97 | 0.5600 | 0.0023 | |||||
| CARVAL CLO LTD CARVL 2019 2A AR2 144A / ABS-CBDO (US14686WAW10) | 1.97 | -1.05 | 0.5128 | 0.0121 | |||||
| FANNIE MAE FNR 2025 47 FJ / ABS-MBS (US3136BWNH55) | 1.90 | 0.4925 | 0.4925 | ||||||
| US912810PV44 / United States Treasury Inflation Indexed Bonds | 1.82 | 0.61 | 0.4725 | 0.0189 | |||||
| FANNIE MAE FNR 2025 12 FG / ABS-MBS (US3136BVFH64) | 1.81 | -4.14 | 0.4699 | -0.0035 | |||||
| FREDDIE MAC FHR 5513 MF / ABS-MBS (US3137HKEX87) | 1.79 | -5.19 | 0.4648 | -0.0087 | |||||
| FANNIE MAE FNR 2025 52 FB / ABS-MBS (US3136BWUZ70) | 1.70 | 0.4426 | 0.4426 | ||||||
| FANNIE MAE GS 3353 FNR GS 3353 F SOFR30A+120BP / ABS-MBS (955RVTII1) | 1.70 | 0.4414 | 0.4414 | ||||||
| FREDDIE MAC FHR 5508 AF / ABS-MBS (US3137HJFR38) | 1.69 | -4.63 | 0.4391 | -0.0057 | |||||
| FREDDIE MAC FHR 5549 BF / ABS-MBS (US3137HLS527) | 1.68 | 0.4368 | 0.4368 | ||||||
| VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A / ABS-CBDO (US92338VAA98) | 1.68 | -5.94 | 0.4363 | -0.0117 | |||||
| FREDDIE MAC FHR 5532 FA / ABS-MBS (US3137HKPJ74) | 1.62 | -4.94 | 0.4205 | -0.0065 | |||||
| MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A / ABS-CBDO (US55820VAL71) | 1.60 | 0.19 | 0.4150 | 0.0151 | |||||
| ELM15 20222A A1R 144A 29003P910 / ABS-MBS (938KTRII5) | 1.50 | 0.3896 | 0.3896 | ||||||
| GNMA II POOL MB0201 G2 02/55 FIXED 3.5 / ABS-MBS (US3618N5GK90) | 1.46 | 0.3786 | 0.3786 | ||||||
| RFR USD SOFR/2.86500 02/13/24-30Y LCH / DIR (EZLBBPTCYY71) | 1.26 | 12.99 | 0.3276 | 0.0474 | |||||
| US81377EAC84 / Securitized Asset Backed Receivables LLC Trust 2006-WM3 | 1.21 | -0.65 | 0.3154 | 0.0087 | |||||
| XS2274529275 / CIFC European Funding CLO III DAC | 1.18 | 8.97 | 0.3060 | 0.0346 | |||||
| ARBOUR CLO ARBR 6A AR 144A / ABS-CBDO (XS2900383915) | 1.18 | 8.77 | 0.3060 | 0.0343 | |||||
| US912828ZZ63 / United States Treasury Inflation Indexed Bonds | 1.15 | 1.32 | 0.2992 | 0.0138 | |||||
| FANNIE MAE FNR 2025 4 FB / ABS-MBS (US3136BUU651) | 1.15 | -9.23 | 0.2992 | -0.0192 | |||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 1.10 | 6.38 | 0.2859 | 0.0264 | |||||
| GNMA II POOL MA9961 G2 10/54 FIXED 3.5 / ABS-MBS (US36180AB691) | 1.09 | 0.2823 | 0.2823 | ||||||
| IRS EUR 0.19700 11/08/22-30Y LCH / DIR (EZ3H5XY3RVT8) | 1.06 | 11.03 | 0.2746 | 0.0356 | |||||
| INF SWAP US IT 2.31125 02/24/21-10Y LCH / DIR (EZ0098TXC0B7) | 1.01 | -4.16 | 0.2636 | -0.0021 | |||||
| FREDDIE MAC FHR 5511 FG / ABS-MBS (US3137HKKP89) | 0.98 | -9.12 | 0.2540 | -0.0158 | |||||
| US912810FH69 / Usa Treasury Notes 3 7/8% 30yr Notes 04/15/2029 | 0.96 | 0.42 | 0.2501 | 0.0093 | |||||
| CA135087VS05 / Canadian Government Real Return Bond | 0.86 | 5.25 | 0.2240 | 0.0183 | |||||
| IT0005387052 / Italy Buoni Poliennali Del Tesoro | 0.85 | 11.39 | 0.2212 | 0.0293 | |||||
| XS2328023168 / MADISON PARK EURO FUNDING CADOG 13A AR 144A | 0.81 | 8.10 | 0.2114 | 0.0225 | |||||
| XS1850277838 / Tikehau CLO IV BV | 0.74 | -15.10 | 0.1930 | -0.0264 | |||||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 0.69 | -10.98 | 0.1790 | -0.0153 | |||||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | 0.66 | -4.34 | 0.1717 | -0.0019 | |||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | 0.63 | 0.1634 | 0.1634 | ||||||
| RFRF USD SOFR/2.28500 11/15/23-30Y LCH / DIR (EZ6VRNVRPQ25) | 0.61 | 7.17 | 0.1594 | 0.0157 | |||||
| XS2310127027 / CORDATUS CLO PLC CORDA 11A AR 144A | 0.60 | -7.11 | 0.1564 | -0.0060 | |||||
| TREASURY BILL 10/25 0.00000 / DBT (US912797RD17) | 0.59 | 0.1536 | 0.1536 | ||||||
| XS2402448703 / St Pauls CLO II DAC | 0.59 | 8.91 | 0.1526 | 0.0172 | |||||
| XS2305240843 / EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A | 0.59 | 8.74 | 0.1521 | 0.0170 | |||||
| US126694BH04 / CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB6 SER 2005-HYB6 CL 2A1 V/R REGD 3.79668100 | 0.59 | -1.68 | 0.1521 | 0.0027 | |||||
| US55820TAJ79 / Madison Park Funding XXIII Ltd | 0.55 | -13.41 | 0.1426 | -0.0166 | |||||
| XS2339017928 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A | 0.53 | -10.85 | 0.1388 | -0.0116 | |||||
| US00075XAB38 / ABFC Trust, Series 2006-OPT2, Class A2 | 0.53 | -3.27 | 0.1385 | 0.0003 | |||||
| IRS EUR 0.19000 11/04/22-30Y LCH / DIR (EZZLWXLX9PF2) | 0.53 | 10.90 | 0.1377 | 0.0179 | |||||
| IRS EUR 0.19000 11/04/22-30Y LCH / DIR (EZZLWXLX9PF2) | 0.53 | 10.90 | 0.1377 | 0.0179 | |||||
| ELEVATION CLO LTD AWPT 2022 16A A1AR 144A / ABS-CBDO (US28623YAU73) | 0.50 | 0.60 | 0.1300 | 0.0053 | |||||
| US53946PAA84 / LoanCore 2022-CRE7 Issuer Ltd | 0.49 | -5.57 | 0.1279 | -0.0029 | |||||
| US92332LAU35 / VENTURE CDO LTD VENTR 2019 36A A1AR 144A | 0.48 | -18.03 | 0.1252 | -0.0224 | |||||
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) | 0.48 | 6.74 | 0.1235 | 0.0118 | |||||
| XS2350015942 / CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A | 0.47 | -11.63 | 0.1225 | -0.0113 | |||||
| XS2357477400 / Voya Euro CLO II DAC, Series 2A, Class AR | 0.47 | 8.80 | 0.1223 | 0.0138 | |||||
| STEELE CREEK CLO LTD STCR 2018 1A A 144A / ABS-CBDO (US85815CAA71) | 0.45 | -26.31 | 0.1173 | -0.0364 | |||||
| US12559QAF90 / CIT Mortgage Loan Trust 2007-1 | 0.43 | -6.07 | 0.1126 | -0.0032 | |||||
| XS2310758011 / HARVEST CLO HARVT 20A AR 144A | 0.42 | -0.94 | 0.1096 | 0.0027 | |||||
| US12668PAA03 / Alternative Loan Trust 2006-OA17 | 0.41 | -1.93 | 0.1057 | 0.0017 | |||||
| US17309QAG91 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 | 0.39 | -0.25 | 0.1020 | 0.0034 | |||||
| US64830NAA90 / New Residential Mortgage Loan Trust 2019-RPL3 | 0.39 | -5.13 | 0.1008 | -0.0020 | |||||
| US26245JAQ13 / Dryden 80 CLO Ltd | 0.39 | -3.50 | 0.1004 | 0.0000 | |||||
| XS2304369759 / BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A | 0.37 | 0.83 | 0.0951 | 0.0039 | |||||
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 / DBT (IT0005588881) | 0.37 | 13.35 | 0.0949 | 0.0140 | |||||
| US75971FAD50 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 | 0.36 | -1.39 | 0.0923 | 0.0018 | |||||
| US87277JAA97 / TRTX 2022-FL5 Issuer Ltd | 0.35 | -8.05 | 0.0920 | -0.0046 | |||||
| US12669WAA45 / Countrywide Asset-Backed Certificates | 0.34 | -2.55 | 0.0896 | 0.0009 | |||||
| US83612TAA07 / Soundview Home Loan Trust 2007-OPT1 | 0.34 | -0.87 | 0.0884 | 0.0022 | |||||
| XS2353412633 / DRYDEN EURO CLO DRYD 2017 52A AR 144A | 0.34 | 4.32 | 0.0880 | 0.0066 | |||||
| US912810QF84 / United States Treasury Inflation Indexed Bonds | 0.34 | -1.17 | 0.0876 | 0.0018 | |||||
| US50201MAQ69 / LCM 29 Ltd., Series 29A, Class AR | 0.33 | -20.81 | 0.0862 | -0.0188 | |||||
| XS2305369709 / CORDATUS CLO PLC CORDA 7A ARR 144A | 0.32 | -8.14 | 0.0822 | -0.0043 | |||||
| US38380LJY02 / Government National Mortgage Association | 0.29 | -1.03 | 0.0752 | 0.0017 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.28 | 0.0738 | 0.0738 | ||||||
| US52525AAA25 / LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 2.85800000 | 0.28 | -8.22 | 0.0726 | -0.0038 | |||||
| BRSTNCLTN7Z6 / BRAZIL LTN BRL 0.0% 07-01-25 | 0.26 | -90.93 | 0.0669 | -0.6440 | |||||
| US021466AA50 / ALTERNATIVE LOAN TRUST 2006-HY11 SER 2006-HY11 CL A1 V/R REGD 1.82800000 | 0.24 | -1.21 | 0.0636 | 0.0015 | |||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 0.24 | 0.0636 | 0.0636 | ||||||
| US060505FL38 / Bank of America Corp | 0.23 | 0.00 | 0.23 | 0.43 | 0.0607 | 0.0025 | |||
| XS2439765616 / Palmer Square European Loan Funding 2022-1 DAC | 0.23 | -17.20 | 0.0601 | -0.0100 | |||||
| US813765AC80 / SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3 | 0.21 | -1.85 | 0.0551 | 0.0009 | |||||
| US3132HTBH86 / Freddie Mac Strips | 0.21 | -2.82 | 0.0540 | 0.0003 | |||||
| US78442GLL85 / SLM Student Loan Trust 2004-3 | 0.21 | -2.36 | 0.0540 | 0.0006 | |||||
| US056162AN09 / BABSN 2015-IA AR | 0.19 | -30.97 | 0.0481 | -0.0192 | |||||
| US04012MAM10 / ARGENT SECURITIES INC. ARSI 2006 M1 A1 | 0.18 | -1.08 | 0.0479 | 0.0011 | |||||
| US54251TAC36 / Long Beach Mortgage Loan Trust 2006-7 | 0.18 | 0.55 | 0.0476 | 0.0018 | |||||
| NATURAL GAS FUTR JAN26 XNYM 20251229 / DCO (000000000) | 0.18 | 0.0473 | 0.0473 | ||||||
| US50190AAK88 / LCM XVII LP | 0.17 | -32.30 | 0.0454 | -0.0193 | |||||
| XS2330054953 / OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A | 0.17 | -5.46 | 0.0450 | -0.0010 | |||||
| 3MO EURO EURIBOR SEP26 IFLL 20260914 / DIR (GB00J8R2ZN46) | 0.17 | 1,135.71 | 0.0450 | 0.0413 | |||||
| RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) | 0.17 | 15.44 | 0.0448 | 0.0073 | |||||
| US437084QA78 / Home Equity Asset Trust | 0.17 | -7.65 | 0.0440 | -0.0021 | |||||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 0.16 | -2.52 | 0.0404 | 0.0004 | |||||
| US38375UZZ64 / Government National Mortgage Association | 0.15 | -6.83 | 0.0392 | -0.0013 | |||||
| VARS GOLDLNPM 0.06325225 04/10/26 JPM / DIR (000000000) | 0.15 | 0.0391 | 0.0391 | ||||||
| US61750YAJ82 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 15XS A6A | 0.14 | -2.04 | 0.0375 | 0.0005 | |||||
| EURO-OAT FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGGA8) | 0.14 | 0.0372 | 0.0372 | ||||||
| US04942VAW46 / Atlas Senior Loan Fund XIII, Series 2019-13A, Class A1NR | 0.13 | -34.16 | 0.0347 | -0.0161 | |||||
| CH1214797172 / Credit Suisse Group AG | 0.13 | 9.09 | 0.0345 | 0.0039 | |||||
| US040104TG69 / Argent Securities Trust 2006-W4 | 0.13 | -0.76 | 0.0339 | 0.0009 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.13 | 0.0329 | 0.0329 | ||||||
| US75406DAD57 / RASC Series 2006-EMX1 Trust | 0.12 | -2.40 | 0.0319 | 0.0003 | |||||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 0.12 | -2.54 | 0.0300 | 0.0002 | |||||
| CH0517825276 / Credit Suisse Group AG | 0.11 | 10.68 | 0.0298 | 0.0037 | |||||
| VARS GOLDLNPM 0.042025 10/22/25 JPM / DIR (000000000) | 0.11 | 0.0276 | 0.0276 | ||||||
| INF SWAP US IT 1.79375 08/24/20-7Y LCH / DIR (000000000) | 0.10 | 0.0272 | 0.0272 | ||||||
| US81377AAD46 / Securitized Asset Backed Receivables LLC Trust 2006-HE2 | 0.10 | 0.00 | 0.0268 | 0.0008 | |||||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 0.10 | 0.98 | 0.0268 | 0.0011 | |||||
| US3137F4BX98 / Freddie Mac REMICS | 0.10 | -9.73 | 0.0266 | -0.0018 | |||||
| CORN FUTURE SEP25 XCBT 20250912 / DCO (000000000) | 0.10 | 0.0263 | 0.0263 | ||||||
| DEUTSCHE BANK REPO REPO / RA (000000000) | 0.10 | 0.0260 | 0.0260 | ||||||
| US92331EAF34 / XXIX Venture Limited | 0.10 | -37.25 | 0.0249 | -0.0137 | |||||
| TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) | 0.10 | -4.04 | 0.0249 | -0.0001 | |||||
| US01852TAA16 / Alliance Bancorp Trust | 0.09 | -3.16 | 0.0241 | 0.0003 | |||||
| US26250UAQ85 / Dryden XXVI Senior Loan Fund | 0.09 | -15.89 | 0.0236 | -0.0034 | |||||
| US92915UAG94 / VOYA CLO LTD VOYA 2017 2A A1R 144A | 0.09 | -1.12 | 0.0230 | 0.0007 | |||||
| INF SWAP EM NI 2.68 04/15/23-30Y LCH / DIR (EZ0Y9J6GR2R2) | 0.09 | 55.36 | 0.0228 | 0.0085 | |||||
| INF SWAP EM NI 2.68 04/15/23-30Y LCH / DIR (EZ0Y9J6GR2R2) | 0.09 | 55.36 | 0.0228 | 0.0085 | |||||
| INF SWAP US IT 2.573 08/26/21-7Y LCH / DIR (000000000) | 0.09 | 0.0226 | 0.0226 | ||||||
| LOW SU GASOIL G AUG25 IFEU 20250812 / DCO (GB00H6D17269) | 0.08 | 0.0219 | 0.0219 | ||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 0.08 | 0.0213 | 0.0213 | ||||||
| XS0308666493 / EUROSAIL PLC ESAIL 2007 3X A3A REGS | 0.08 | -5.95 | 0.0206 | -0.0005 | |||||
| US17313QAL23 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA | 0.08 | -5.00 | 0.0200 | -0.0001 | |||||
| US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 | 0.07 | -1.33 | 0.0193 | 0.0002 | |||||
| INF SWAP EM NI 2.59 12/15/22-30Y LCH / DIR (EZQNRNKDZTL1) | 0.07 | 9.09 | 0.0189 | 0.0022 | |||||
| US12667CAD48 / Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3 | 0.07 | -2.74 | 0.0185 | 0.0001 | |||||
| US52522HAM43 / Lehman XS Trust, Series 2006-8, Class 3A4 | 0.07 | -2.78 | 0.0184 | 0.0003 | |||||
| US93364CAA62 / WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust | 0.07 | -4.17 | 0.0181 | -0.0002 | |||||
| INF SWAP EM NI 2.736 10/15/23-30Y LCH / DIR (EZW0QN60W2Z4) | 0.07 | 148.15 | 0.0175 | 0.0105 | |||||
| US80557BAA26 / Saxon Asset Securities Trust 2007-3 | 0.07 | -4.35 | 0.0173 | -0.0001 | |||||
| US45661JAA16 / IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1 | 0.07 | -1.49 | 0.0173 | 0.0004 | |||||
| US35729TAA07 / Fremont Home Loan Trust, Series 2006-C, Class 1A1 | 0.07 | -1.52 | 0.0171 | 0.0004 | |||||
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH / DIR (EZBGMDDJHGZ6) | 0.07 | -19.75 | 0.0169 | -0.0036 | |||||
| US64352VJJ17 / New Century Home Equity Loan Trust, Series 2004-4, Class M1 | 0.06 | -4.76 | 0.0157 | -0.0001 | |||||
| US36242DA604 / GSAMP TRUST GSAMP 2005 HE2 M2 | 0.06 | -1.69 | 0.0153 | 0.0003 | |||||
| COFFEE 'C' FUTURE SEP25 IFUS 20250918 / DCO (000000000) | 0.06 | 0.0149 | 0.0149 | ||||||
| WTI CRUDE FUTURE SEP25 XNYM 20250820 / DCO (000000000) | 0.06 | 0.0149 | 0.0149 | ||||||
| TRS R SOFRRATE+17/912828Y38 MYC / DCR (000000000) | 0.06 | 0.0148 | 0.0148 | ||||||
| US39539FAK03 / GreenPoint Mortgage Funding Trust Series 2006-AR4 | 0.06 | -1.79 | 0.0144 | 0.0002 | |||||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH / DIR (EZSV4JHYN6X0) | 0.05 | 8.16 | 0.0138 | 0.0014 | |||||
| US52522EAA73 / Lehman XS Trust, Series 2006-7, Class 1A1A | 0.05 | 0.00 | 0.0136 | 0.0003 | |||||
| INF SWAP US IT 1.7975 08/25/20-7Y LCH / DIR (000000000) | 0.05 | 0.0136 | 0.0136 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0135 | 0.0135 | ||||||
| US57645MAE21 / Mastr Asset-Backed Securities Trust, Series 2006-WMC4, Class A5 | 0.05 | 0.00 | 0.0135 | 0.0004 | |||||
| INF SWAP US IT 1.89 08/27/20-7Y LCH / DIR (000000000) | 0.05 | 0.0130 | 0.0130 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0122 | 0.0122 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.05 | 0.0122 | 0.0122 | ||||||
| US23245LAB62 / COUNTRYWIDE ALTERNATIVE LOAN TRUST | 0.05 | -4.17 | 0.0120 | -0.0003 | |||||
| RFR USD SOFR/3.25000 06/18/25-9Y LCH / DIR (EZVYZM8DK482) | 0.05 | -43.21 | 0.0120 | -0.0084 | |||||
| US50200FAC32 / LCM 26 Ltd | 0.04 | -58.49 | 0.0115 | -0.0152 | |||||
| US040104MX65 / ARGENT MORTGAGE LOAN TRUST 2005-W1 SER 2005-W1 CL A1 V/R REGD 2.18800000 | 0.04 | -2.27 | 0.0113 | 0.0001 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.04 | 0.0112 | 0.0112 | ||||||
| FCT / Fincantieri S.p.A. | 0.04 | 7.69 | 0.0112 | 0.0013 | |||||
| COMM SWAP JMABFNJ2 JPM / DCO (000000000) | 0.04 | 0.0110 | 0.0110 | ||||||
| LME COPPER FUTURE JUL25 XLME 20250714 / DCO (GB00FVN2W767) | 0.04 | -65.57 | 0.0109 | -0.0198 | |||||
| US81376YAD31 / SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C | 0.04 | 0.00 | 0.0108 | 0.0004 | |||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | 0.04 | 0.0106 | 0.0106 | ||||||
| INF SWAP GB NI 3.5 08/15/24-10Y LCH / DIR (EZ2T5PFXSD76) | 0.04 | 135.29 | 0.0106 | 0.0061 | |||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0104 | 0.0104 | ||||||
| KC HRW WHEAT FUT DEC25 XCBT 20251212 / DCO (000000000) | 0.04 | 0.0101 | 0.0101 | ||||||
| EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF38) | 0.04 | 0.0097 | 0.0097 | ||||||
| US12649WAW10 / CSMC SERIES 2015-3R SER 2015-3R CL 5A2 V/R REGD 144A P/P 1.85800000 | 0.04 | -28.57 | 0.0093 | -0.0030 | |||||
| PLATINUM FUTURE OCT25 XNYM 20251029 / DCO (000000000) | 0.04 | 0.0093 | 0.0093 | ||||||
| EZ2RJJ2KZCW0 / INF SWAP US IT 2.645 09/10/21-7Y LCH | 0.04 | -7.89 | 0.0092 | -0.0005 | |||||
| LME COPPER FUTURE AUG25 XLME 20250818 / DCO (GB00FVN4SL80) | 0.03 | 0.0091 | 0.0091 | ||||||
| US81744MAA09 / Sequoia Mortgage Trust 2007-3 | 0.03 | -5.88 | 0.0083 | -0.0002 | |||||
| US3128NFFX03 / FHLMC | 0.03 | -3.12 | 0.0082 | 0.0001 | |||||
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH / DIR (EZ0DH7NGQM44) | 0.03 | -41.51 | 0.0082 | -0.0053 | |||||
| US761118HU52 / RALI SERIES 2005-QO2 TRUST RALI 2005-QO2 A1 | 0.03 | 0.00 | 0.0081 | 0.0002 | |||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0078 | 0.0078 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0078 | 0.0078 | ||||||
| INF SWAP EM NI 2.682 10/15/23-30Y LCH / DIR (EZW0QN60W2Z4) | 0.03 | 7.41 | 0.0077 | 0.0008 | |||||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) | 0.03 | 0.0076 | 0.0076 | ||||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0075 | 0.0075 | ||||||
| NATURAL GAS FUTR SEP25 XNYM 20250827 / DCO (000000000) | 0.03 | 0.0074 | 0.0074 | ||||||
| US45660LJZ31 / Residential Asset Securitization Trust, Series 2005-A5, Class A3 | 0.03 | -3.45 | 0.0074 | -0.0000 | |||||
| WHEAT FUTURE(CBT) SEP25 XCBT 20250912 / DCO (000000000) | 0.03 | 0.0073 | 0.0073 | ||||||
| US07384M3X88 / Bear Stearns ARM Trust 2004-10 | 0.03 | 0.00 | 0.0069 | 0.0001 | |||||
| INF SWAP EM NI 2.59 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) | 0.03 | 18.18 | 0.0069 | 0.0013 | |||||
| WTI CRUDE FUTURE APR26 XNYM 20260320 / DCO (000000000) | 0.03 | 0.0067 | 0.0067 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0064 | 0.0064 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0064 | 0.0064 | ||||||
| BOUGHT BRL SOLD USD 20250804 / DFE (000000000) | 0.02 | 0.0063 | 0.0063 | ||||||
| GB00H47KCD10 / BRENT CRUDE FUTR DEC25 IFEU 20251031 | 0.02 | -165.71 | 0.0061 | 0.0149 | |||||
| LOW SU GASOIL G DEC25 IFEU 20251211 / DCO (GB00H6D17608) | 0.02 | -70.51 | 0.0060 | -0.0135 | |||||
| GB00H7Q1BD92 / BRENT CRUDE FUTR DEC26 IFEU 20261030 | 0.02 | -215.00 | 0.0060 | 0.0111 | |||||
| US61751MAA27 / Morgan Stanley Mortgage Loan Trust 2007-10XS | 0.02 | -4.35 | 0.0058 | 0.0000 | |||||
| US17310VAD29 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D | 0.02 | 0.00 | 0.0058 | 0.0001 | |||||
| WTI CRUDE FUTURE MAY26 XNYM 20260421 / DCO (000000000) | 0.02 | 0.0057 | 0.0057 | ||||||
| SUGAR 11 (WORLD) MAR26 IFUS 20260227 / DCO (000000000) | 0.02 | 0.0057 | 0.0057 | ||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.02 | 0.0057 | 0.0057 | ||||||
| US76113ABL44 / RASC Series 2006-KS3 Trust | 0.02 | -25.00 | 0.0056 | -0.0014 | |||||
| US12639QAA40 / CSMC Trust, Series 2007-4R, Class 1A1 | 0.02 | -4.76 | 0.0054 | 0.0001 | |||||
| US92922F4F29 / WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust | 0.02 | 0.00 | 0.0053 | 0.0001 | |||||
| US1248RHAC14 / CREDIT-BASED ASSET SERVICING & SECURITIZATIO SER 2007-CB6 CL A3 V/R REGD 144A P/P 2.04275000 | 0.02 | 0.00 | 0.0053 | 0.0001 | |||||
| US3622MAAB76 / GSAMP Trust 2007-FM1 | 0.02 | -5.00 | 0.0052 | 0.0001 | |||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.02 | 0.0051 | 0.0051 | ||||||
| INF SWAP EM NI 3.0 05/15/22-5Y LCH / DIR (EZN2TP3YT3J6) | 0.02 | 0.00 | 0.0050 | 0.0000 | |||||
| US12667GUG62 / Countrywide Alternative Loan Trust, Series 2005-29CB, Class A4 | 0.02 | -5.00 | 0.0050 | -0.0002 | |||||
| US362334ND27 / GSAA TRUST SER 2006-7 CL AF4A V/R REGD 6.22000000 | 0.02 | -5.26 | 0.0048 | 0.0000 | |||||
| BRENT CRUDE FUTR MAY26 IFEU 20260331 / DCO (GB00H7Q1B518) | 0.02 | -400.00 | 0.0047 | 0.0063 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0045 | 0.0045 | ||||||
| US83162CRK17 / SMALL BUSINESS ADMINISTRATION SBAP 2007 20K 1 | 0.02 | -19.05 | 0.0045 | -0.0007 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0045 | 0.0045 | ||||||
| UK NATURAL GAS FUTSEP25 IFEU 20250828 / DCO (GB00H44X9547) | 0.02 | 0.0044 | 0.0044 | ||||||
| US07387AAB17 / Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-1, Class 2A1 | 0.02 | 0.00 | 0.0043 | 0.0001 | |||||
| US31395M2F53 / Freddie Mac Structured Pass-Through Certificates | 0.02 | 0.00 | 0.0043 | -0.0000 | |||||
| WTI CRUDE FUTURE AUG25 XNYM 20250722 / DCO (000000000) | 0.02 | 0.0042 | 0.0042 | ||||||
| WTI CRUDE FUTURE JUN26 XNYM 20260519 / DCO (000000000) | 0.02 | 0.0042 | 0.0042 | ||||||
| RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH / DIR (EZCHL9CX9GW0) | 0.02 | -20.00 | 0.0042 | -0.0010 | |||||
| BRENT CRUDE FUTR OCT25 IFEU 20250829 / DCO (GB00H47KCB95) | 0.02 | 0.00 | 0.0041 | 0.0001 | |||||
| BRENT CRUDE FUTR APR26 IFEU 20260227 / DCO (GB00H7Q1B401) | 0.02 | 1,400.00 | 0.0040 | 0.0036 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0040 | 0.0040 | ||||||
| US74924EAA55 / RALI Series 2007-QH8 Trust | 0.02 | 0.00 | 0.0039 | 0.0000 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0038 | 0.0038 | ||||||
| INF SWAP GB NI 3.466 09/15/24-10Y LCH / DIR (EZ6H5KXS0QT8) | 0.01 | 250.00 | 0.0037 | 0.0024 | |||||
| SOYBEAN MEAL FUTR JAN26 XCBT 20260114 / DCO (000000000) | 0.01 | 0.0036 | 0.0036 | ||||||
| US41161PA868 / HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A | 0.01 | -7.14 | 0.0036 | -0.0000 | |||||
| US32052DAG60 / First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7 | 0.01 | -7.14 | 0.0035 | -0.0001 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.01 | 0.0035 | 0.0035 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.01 | 0.0035 | 0.0035 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.01 | 0.0034 | 0.0034 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.01 | 0.0034 | 0.0034 | ||||||
| WTI CRUDE FUTURE FEB26 XNYM 20260120 / DCO (000000000) | 0.01 | 0.0033 | 0.0033 | ||||||
| INF SWAP US IT 2.703 05/25/21-5Y LCH / DIR (000000000) | 0.01 | 0.0033 | 0.0033 | ||||||
| US288542AA12 / ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 2.80800000 | 0.01 | -7.69 | 0.0033 | -0.0001 | |||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (DE000F1NGF79) | 0.01 | 0.0032 | 0.0032 | ||||||
| US07388DAS71 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 | 0.01 | 0.00 | 0.0032 | 0.0001 | |||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.01 | 0.0028 | 0.0028 | ||||||
| US3128JRN777 / Federal Home Loan Mortgage Corporation | 0.01 | -9.09 | 0.0028 | 0.0001 | |||||
| US3128NHPT47 / FEDERAL HOME LOAN MORTGAGE CORP 3.249% 09/01/2036 FHLMC ARM | 0.01 | -16.67 | 0.0027 | -0.0005 | |||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.01 | 0.0026 | 0.0026 | ||||||
| LOW SU GASOIL G JUN26 IFEU 20260611 / DCO (GB00HBC8RH84) | 0.01 | -125.00 | 0.0026 | 0.0128 | |||||
| US466247LZ44 / JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 6T1 V/R REGD 4.64499200 | 0.01 | -18.18 | 0.0025 | -0.0004 | |||||
| WHEAT FUTURE(CBT) DEC25 XCBT 20251212 / DCO (000000000) | 0.01 | 0.0024 | 0.0024 | ||||||
| HENRY HB LD1 JAN30 IFED 20291227 / DCO (000000000) | 0.01 | 0.0023 | 0.0023 | ||||||
| US466247TQ62 / J.P. Morgan Mortgage Trust 2005-A1 | 0.01 | 0.00 | 0.0023 | 0.0000 | |||||
| BRENT CRUDE FUTR FEB26 IFEU 20251230 / DCO (GB00H47KCG41) | 0.01 | -366.67 | 0.0023 | 0.0032 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.01 | 0.0022 | 0.0022 | ||||||
| US05949A6C95 / Banc of America Mortgage Securities, Inc. | 0.01 | -11.11 | 0.0022 | -0.0001 | |||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0021 | 0.0021 | ||||||
| US31408B4W54 / FANNIE MAE 4.038% 01/01/2036 FAR FNARM | 0.01 | 0.00 | 0.0021 | 0.0000 | |||||
| US46629QAW69 / J.P. Morgan Mortgage Acquisition Trust 2006-Ch2 | 0.01 | -11.11 | 0.0021 | -0.0003 | |||||
| US86359B7K13 / Structured Asset Securities Corp Mortgage Loan Trust 2005-7XS | 0.01 | -38.46 | 0.0021 | -0.0013 | |||||
| NATURAL GAS FUTR APR27 XNYM 20270329 / DCO (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| NY HARB ULSD FUT AUG25 XNYM 20250731 / DCO (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| US93934FBT84 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB | 0.01 | 0.00 | 0.0020 | 0.0001 | |||||
| GB00H7Q1B625 / BRENT CRUDE FUTR JUN26 IFEU 20260430 | 0.01 | -22.22 | 0.0019 | -0.0004 | |||||
| LEAN HOGS FUTURE OCT25 XCME 20251014 / DCO (000000000) | 0.01 | 0.0019 | 0.0019 | ||||||
| WTI CRUDE FUTURE NOV25 XNYM 20251021 / DCO (000000000) | 0.01 | 0.0018 | 0.0018 | ||||||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) | 0.01 | -72.73 | 0.0018 | -0.0038 | |||||
| INF SWAP EM NI 2.55 04/15/22-30Y LCH / DIR (EZBBB24RFW42) | 0.01 | 20.00 | 0.0018 | 0.0003 | |||||
| WTI CRUDE FUTURE JUL26 XNYM 20260622 / DCO (000000000) | 0.01 | 0.0018 | 0.0018 | ||||||
| HENRY HB LD1 FEB30 IFED 20300129 / DCO (000000000) | 0.01 | 0.0017 | 0.0017 | ||||||
| US585525FN38 / MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A | 0.01 | -16.67 | 0.0016 | -0.0000 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0015 | 0.0015 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0015 | 0.0015 | ||||||
| US126673V337 / COUNTRYWIDE ASSET BACKED CERTI CWL 2005 5 M4 | 0.01 | -16.67 | 0.0015 | -0.0001 | |||||
| HENRY HB LD1 DEC30 IFED 20301126 / DCO (000000000) | 0.01 | 0.0015 | 0.0015 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.01 | 0.0015 | 0.0015 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | ||||||
| CORN FUTURE DEC26 XCBT 20261214 / DCO (000000000) | 0.01 | 0.0014 | 0.0014 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0013 | 0.0013 | ||||||
| US1248RHAA57 / Credit-Based Asset Servicing and Securitization LL | 0.00 | 0.00 | 0.0012 | 0.0000 | |||||
| US31394VL730 / Fannie Mae REMICS | 0.00 | 0.00 | 0.0012 | 0.0000 | |||||
| INF SWAP EM NI 1.636 06/15/25-2Y LCH / DIR (EZ3WDPMPJN09) | 0.00 | 0.0012 | 0.0012 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | ||||||
| INF SWAP US IT 3.3 06/04/2025-1Y LCH / DIR (EZ4T3WJXC5V3) | 0.00 | 0.0011 | 0.0011 | ||||||
| US36242DUL53 / GSR Mortgage Loan Trust 2005-AR1 | 0.00 | 0.00 | 0.0011 | 0.0000 | |||||
| US863579JG47 / Structured Adjustable Rate Mortgage Loan Trust | 0.00 | 0.00 | 0.0011 | 0.0000 | |||||
| US05949CKT26 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4 | 0.00 | 0.00 | 0.0011 | 0.0000 | |||||
| US576433UM63 / MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 | 0.00 | 0.00 | 0.0011 | 0.0000 | |||||
| NATURAL GAS FUTR APR26 XNYM 20260327 / DCO (000000000) | 0.00 | 0.0010 | 0.0010 | ||||||
| RFR USD SOFR/4.25000 12/20/23-2Y LCH / DIR (EZM7XR6RB2D5) | 0.00 | -250.00 | 0.0010 | 0.0017 | |||||
| US31407UMR58 / Fannie Mae Pool | 0.00 | 0.00 | 0.0010 | 0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | ||||||
| US46630GAA31 / JP Morgan Mortgage Trust 2007-A1 | 0.00 | 0.00 | 0.0009 | 0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | ||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| US45660LZK87 / IndyMac INDA Mortgage Loan Trust 2005-AR1 | 0.00 | -40.00 | 0.0008 | -0.0005 | |||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| US31407BYZ65 / FNMA POOL 826128 FN 07/35 FLOATING VAR | 0.00 | 0.00 | 0.0008 | 0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| US86359LDX47 / Structured Asset Mortgage Investments II Trust 2004-AR5 | 0.00 | 0.00 | 0.0007 | -0.0000 | |||||
| PALLADIUM FUTURE SEP25 XNYM 20250926 / DCO (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| US39538WEA27 / GreenPoint Mortgage Funding Trust 2005-AR5 | 0.00 | 0.00 | 0.0007 | 0.0000 | |||||
| US31408DC933 / FNMA POOL 847996 FN 11/35 FLOATING VAR | 0.00 | 0.00 | 0.0007 | 0.0000 | |||||
| HENRY HB LD1 JAN31 IFED 20301227 / DCO (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| US32051D3G58 / First Horizon Alternative Mortgage Securities Trust 2004-AA1 | 0.00 | 0.00 | 0.0006 | 0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| HENRY HB LD1 NOV30 IFED 20301029 / DCO (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| US86360KAA60 / Structured Asset Mortgage Investments II Trust 2006-AR3 | 0.00 | 0.00 | 0.0006 | 0.0000 | |||||
| SNG KEROS V SNG GAAUG25 IFEU 20250829 / DCO (GB00C004X347) | 0.00 | 0.0006 | 0.0006 | ||||||
| EZ4YGY9ZBMF1 / CMBX.NA.AAA.12 SP SAL | 0.00 | 0.0006 | 0.0007 | ||||||
| BOUGHT GBP SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BOUGHT GBP SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| US86359BGG05 / Structured Adjustable Rate Mortgage Loan Trust, Series 2004-1, Class 4A2 | 0.00 | 0.00 | 0.0005 | -0.0000 | |||||
| HENRY HB LD1 FEB31 IFED 20310129 / DCO (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| HENRY HB LD1 DEC31 IFED 20311125 / DCO (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| INF SWAP US IT 3.323 04/23/25-1Y LCH / DIR (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| SNG KEROS V SNG GAJUN25 IFEU 20250630 / DCO (GB00C004X123) | 0.00 | 0.0004 | 0.0003 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| HENRY HB LD1 MAR30 IFED 20300226 / DCO (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| US31393CX406 / FNMA, Series 2003-W8, Class 3F2 | 0.00 | 0.00 | 0.0003 | -0.0000 | |||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| SNG KEROS V SNG GASEP25 IFEU 20250930 / DCO (GB00C004X453) | 0.00 | 0.0003 | 0.0002 | ||||||
| US31406DAF33 / Fannie Mae Pool | 0.00 | 0.00 | 0.0003 | 0.0000 | |||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| SGX IRON ORE 62 AUG25 XSIM 20250829 / DCO (SGXDB0712495) | 0.00 | 0.0003 | 0.0003 | ||||||
| COTTON NO.2 FUTR DEC25 IFUS 20251208 / DCO (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| INF SWAP EM NI 3.13 05/15/22-5Y LCH / DIR (EZN2TP3YT3J6) | 0.00 | -100.00 | 0.0002 | -0.0048 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| HENRY HB LD1 NOV31 IFED 20311029 / DCO (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| SNG KEROS V SNG GAJUL25 IFEU 20250731 / DCO (GB00C004X230) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| US31336CLR24 / Freddie Mac Non Gold Pool | 0.00 | 0.0002 | -0.0000 | ||||||
| BRENT CRUDE FUTR MAR26 IFEU 20260130 / DCO (GB00H47KCH57) | 0.00 | -100.00 | 0.0002 | 0.0014 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| CORN FUTURE DEC25 XCBT 20251212 / DCO (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| HENRY HB LD1 OCT30 IFED 20300926 / DCO (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| HENRY HB LD1 MAR31 IFED 20310226 / DCO (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| HENRY HB LD1 OCT31 IFED 20310926 / DCO (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| US3133TSQG11 / Freddie Mac Structured Pass-Through Certificates | 0.00 | 0.0001 | -0.0000 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| COMM SWAP TBL/BCOMF1NTC GST / DCO (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| HENRY HB LD1 AUG31 IFED 20310729 / DCO (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| COMM SWAP BCOMF1NTC BPS / DCO (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| HENRY HB LD1 SEP31 IFED 20310827 / DCO (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| HENRY HB LD1 JUL31 IFED 20310626 / DCO (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| INF SWAP EM NI 2.4875 05/15/22-15Y LCH / DIR (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| CMBX.NA.AAA.8 SP DUB / DCR (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| EZ343B02SK51 / CMBX.NA.AAA.8 SP GST | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SNG KEROS V SNG GAFEB26 IFEU 20260227 / DCO (GB00KFNSN855) | -0.00 | -0.0000 | -0.0000 | ||||||
| SNG KEROS V SNG GAMAR26 IFEU 20260331 / DCO (GB00KFNSN962) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SNG KEROS V SNG GAJAN26 IFEU 20260130 / DCO (GB00KFNSN749) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| HENRY HB LD1 AUG30 IFED 20300729 / DCO (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| COMM SWAP TBL/BCOMTR MEI / DCO (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| HENRY HB LD1 SEP30 IFED 20300828 / DCO (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| MT BELV ETHAN 5DE FEB26 XNYM 20260227 / DCO (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| HENRY HB LD1 JUN31 IFED 20310528 / DCO (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| MT BELV ETHAN 5DE JAN26 XNYM 20260130 / DCO (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| HENRY HB LD1 JUL30 IFED 20300626 / DCO (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| HENRY LD1 FIX FUT MAY26 IFED 20260428 / DCO (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| HENRY LD1 FIX FUT APR26 IFED 20260327 / DCO (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| LIVE CATTLE FUTR OCT25 XCME 20251031 / DCO (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| HENRY HB LD1 MAY31 IFED 20310428 / DCO (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| HENRY HB LD1 APR31 IFED 20310327 / DCO (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| HENRY LD1 FIX FUT JUN26 IFED 20260527 / DCO (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| NY HARB ULSD FUT SEP25 XNYM 20250829 / DCO (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| INF SWAP EM NI 2.421 05/15/22-30Y LCH / DIR (EZ2FWGWN9JD1) | -0.00 | 0.00 | -0.0003 | 0.0002 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| INF SWAP US IT 3.0425 02/21/25-1Y LCH / DIR (EZ3BFCC1XWF6) | -0.00 | -87.50 | -0.0003 | 0.0017 | |||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| LME LEAD FUTURE SEP25 XLME 20250915 / DCO (GB00H24CNG60) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| HENRY LD1 FIX FUT MAR26 IFED 20260225 / DCO (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOYBEAN OIL FUTR JAN26 XCBT 20260114 / DCO (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| HENRY LD1 FIX FUT JUL26 IFED 20260626 / DCO (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| HENRY LD1 FIX FUT SEP26 IFED 20260827 / DCO (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| BRENT CRUDE FUTR JUL26 IFEU 20260529 / DCO (GB00H7Q1B732) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| COM FWD NAPGASFO M25 7 06/30/25 BPS / DCO (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| HENRY LD1 FIX FUT AUG26 IFED 20260729 / DCO (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| HENRY LD1 FIX FUT OCT26 IFED 20260928 / DCO (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| HENRY HB LD1 JUN30 IFED 20300529 / DCO (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| COMM SWAP TBL/BCOMF1TC CBK / DCO (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| NAT GAS EURO OPT AUG25P 3.4 EXP 07/28/2025 / DCO (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| WTI CRUDE FUTURE DEC26 IFEU 20261119 / DCO (GB00H1ZBHL81) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| HENRY LD1 FIX FUT FEB26 IFED 20260128 / DCO (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| HENRY LD1 FIX FUT NOV26 IFED 20261028 / DCO (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| COM FWD NAPGASFO 3Q25 7.375 09/30/25 BPS / DCO (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| HENRY HB LD1 APR30 IFED 20300327 / DCO (000000000) | -0.00 | -0.0007 | -0.0007 | ||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | -0.00 | -0.0007 | -0.0007 | ||||||
| HENRY HB LD1 JAN26 IFED 20251229 / DCO (000000000) | -0.00 | -0.0007 | -0.0007 | ||||||
| HENRY HB LD1 MAY30 IFED 20300426 / DCO (000000000) | -0.00 | -0.0008 | -0.0008 | ||||||
| HENRY LD1 FIX FUT DEC26 IFED 20261125 / DCO (000000000) | -0.00 | -0.0008 | -0.0008 | ||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| COMM SWAP SPGCINP GST / DCO (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| NATURAL GAS FUTR MAY26 XNYM 20260428 / DCO (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| SILVER FUTURE SEP25 XCEC 20250926 / DCO (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| INF SWAP EM NI 2.72 06/15/22-10Y LCH / DIR (EZNDJXRL9FV9) | -0.00 | 33.33 | -0.0012 | -0.0003 | |||||
| LME ZINC FUTURE SEP25 XLME 20250915 / DCO (GB00H24CQ015) | -0.00 | -0.0012 | -0.0012 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | ||||||
| LME NICKEL FUTURE SEP25 XLME 20250915 / DCO (GB00H24CMP86) | -0.01 | -0.0014 | -0.0014 | ||||||
| INF SWAP US IT 2.82 02/05/25-1Y LCH / DIR (EZW83BH7F4K3) | -0.01 | -54.55 | -0.0014 | 0.0014 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0014 | -0.0014 | ||||||
| INF SWAP US IT 2.842 02/13/25-1Y LCH / DIR (EZL99W0M4DL3) | -0.01 | -58.33 | -0.0014 | 0.0016 | |||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0015 | -0.0015 | ||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0015 | -0.0015 | ||||||
| COPPER FUTURE AUG25 XCEC 20250827 / DCO (000000000) | -0.01 | -0.0015 | -0.0015 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0015 | -0.0015 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0015 | -0.0015 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0017 | -0.0017 | ||||||
| GB00H1Q11Z93 / WTI CRUDE FUTURE DEC25 IFEU 20251119 | -0.01 | -41.67 | -0.0018 | 0.0013 | |||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0019 | -0.0019 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0020 | -0.0020 | ||||||
| INF SWAP EM NI 2.034 09/15/24-10Y LCH / DIR (EZN396K1L0G6) | -0.01 | 250.00 | -0.0020 | -0.0014 | |||||
| NY HARB ULSD FUT DEC25 XNYM 20251128 / DCO (000000000) | -0.01 | -0.0021 | -0.0021 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0021 | -0.0021 | ||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0021 | -0.0021 | ||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0021 | -0.0021 | ||||||
| LME PRI ALUM FUTR SEP25 XLME 20250915 / DCO (GB00FW35KF69) | -0.01 | -0.0022 | -0.0022 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0022 | -0.0022 | ||||||
| BRENT CRUDE FUTR JAN26 IFEU 20251128 / DCO (GB00H47KCF34) | -0.01 | -133.33 | -0.0022 | -0.0083 | |||||
| NATURAL GAS FUTR JAN27 XNYM 20261229 / DCO (000000000) | -0.01 | -0.0022 | -0.0022 | ||||||
| 317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125 / DIR (EZTFF0T0MM94) | -0.01 | -33.33 | -0.0022 | 0.0009 | |||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0023 | -0.0023 | ||||||
| GASOLINE RBOB FUT AUG25 XNYM 20250731 / DCO (000000000) | -0.01 | -0.0024 | -0.0024 | ||||||
| COM FWD NAPGASFO 2H25 7.86 12/31/25 BPS / DCO (000000000) | -0.01 | -0.0025 | -0.0025 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0025 | -0.0025 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0027 | -0.0027 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0027 | -0.0027 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0028 | -0.0028 | ||||||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -0.01 | -0.0028 | -0.0028 | ||||||
| BRENT CRUDE FUTR DEC27 IFEU 20271029 / DCO (GB00H7Q1BT52) | -0.01 | -1,100.00 | -0.0028 | -0.0032 | |||||
| TRS R SOFRRATE+17/91282CDC2 MYC / DCR (000000000) | -0.01 | -0.0029 | -0.0029 | ||||||
| SGX IRON ORE 62 SEP25 XSIM 20250930 / DCO (SGXDB0712503) | -0.01 | -0.0029 | -0.0029 | ||||||
| COCOA FUTURE SEP25 IFUS 20250915 / DCO (000000000) | -0.01 | -0.0032 | -0.0032 | ||||||
| INF SWAP US IT 2.70 01/14/25-1Y LCH / DIR (000000000) | -0.01 | -0.0034 | -0.0034 | ||||||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.01 | -0.0036 | -0.0036 | ||||||
| 317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012 / DIR (EZ3172RBNXR7) | -0.01 | 8.33 | -0.0036 | -0.0004 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0038 | -0.0038 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0038 | -0.0038 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0039 | -0.0039 | ||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0040 | -0.0040 | ||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0040 | -0.0040 | ||||||
| WTI CRUDE FUTURE OCT25 XNYM 20250922 / DCO (000000000) | -0.02 | -0.0040 | -0.0040 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0040 | -0.0040 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0040 | -0.0040 | ||||||
| SOYBEAN OIL FUTR DEC25 XCBT 20251212 / DCO (000000000) | -0.02 | -0.0040 | -0.0040 | ||||||
| WTI CRUDE FUTURE MAR26 XNYM 20260220 / DCO (000000000) | -0.02 | -0.0040 | -0.0040 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.02 | -0.0041 | -0.0041 | ||||||
| SOYBEAN FUTURE NOV25 XCBT 20251114 / DCO (000000000) | -0.02 | -0.0041 | -0.0041 | ||||||
| BRENT CRUDE FUTR NOV25 IFEU 20250930 / DCO (GB00H47KCC03) | -0.02 | 77.78 | -0.0042 | -0.0020 | |||||
| INF SWAP EM NI 1.945 11/15/18-30Y LCH / DIR (EZ1W67V27D05) | -0.02 | 6.67 | -0.0043 | -0.0003 | |||||
| WTI CRUDE FUTURE DEC27 XNYM 20271119 / DCO (000000000) | -0.02 | -0.0044 | -0.0044 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0045 | -0.0045 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.02 | -0.0047 | -0.0047 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0047 | -0.0047 | ||||||
| WTI CRUDE FUTURE DEC25 XNYM 20251120 / DCO (000000000) | -0.02 | -0.0047 | -0.0047 | ||||||
| GASOLINE RBOB FUT SEP25 XNYM 20250829 / DCO (000000000) | -0.02 | -0.0048 | -0.0048 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0048 | -0.0048 | ||||||
| GOLD 100 OZ FUTR DEC25 XCEC 20251229 / DCO (000000000) | -0.02 | -0.0049 | -0.0049 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.02 | -0.0050 | -0.0050 | ||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | -0.02 | -0.0051 | -0.0051 | ||||||
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) | -0.02 | -0.0052 | -0.0052 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.02 | -0.0053 | -0.0053 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.02 | -0.0053 | -0.0053 | ||||||
| GASOLINE RBOB FUT OCT25 XNYM 20250930 / DCO (000000000) | -0.02 | -0.0055 | -0.0055 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0057 | -0.0057 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0057 | -0.0057 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0058 | -0.0058 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.02 | -0.0060 | -0.0060 | ||||||
| EZ4FMKYSPBW2 / INF SWAP FR NI 1.91 01/15/18-20Y LCH | -0.02 | 9.52 | -0.0060 | -0.0005 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0067 | -0.0067 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.03 | -0.0069 | -0.0069 | ||||||
| 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR / DIR (EZX2S49T0J63) | -0.03 | -34.15 | -0.0072 | 0.0033 | |||||
| NATURAL GAS FUTR NOV25 XNYM 20251029 / DCO (000000000) | -0.03 | -0.0072 | -0.0072 | ||||||
| INF SWAP EM NI 1.38 03/15/21-10Y LCH / DIR (EZHGZY9N2Y63) | -0.03 | 8.00 | -0.0072 | -0.0007 | |||||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.03 | -0.0075 | -0.0075 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0075 | -0.0075 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0075 | -0.0075 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0076 | -0.0076 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0077 | -0.0077 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0077 | -0.0077 | ||||||
| INF SWAP EM NI 2.049 08/15/24-10Y LCH / DIR (EZDNND6WTG36) | -0.03 | 141.67 | -0.0078 | -0.0045 | |||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.03 | -0.0079 | -0.0079 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0079 | -0.0079 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0080 | -0.0080 | ||||||
| SOLD BRL BOUGHT USD 20260402 / DFE (000000000) | -0.03 | -0.0081 | -0.0081 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0081 | -0.0081 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0082 | -0.0082 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0083 | -0.0083 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0084 | -0.0084 | ||||||
| WTI CRUDE FUTURE SEP25 IFEU 20250819 / DCO (GB00H45VR646) | -0.03 | -0.0084 | -0.0084 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0085 | -0.0085 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0085 | -0.0085 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0086 | -0.0086 | ||||||
| WTI CRUDE FUTURE JAN26 XNYM 20251219 / DCO (000000000) | -0.03 | -0.0086 | -0.0086 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0087 | -0.0087 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0088 | -0.0088 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0088 | -0.0088 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0088 | -0.0088 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.04 | -0.0093 | -0.0093 | ||||||
| CARBON EMISSIONS FUTURES NDEX 20251215 / DCO (NLICE1584875) | -0.04 | -26.53 | -0.0095 | 0.0029 | |||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0095 | -0.0095 | ||||||
| LOW SU GASOIL G JUL25 IFEU 20250710 / DCO (GB00H6D17152) | -0.04 | -0.0095 | -0.0095 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0096 | -0.0096 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.04 | -0.0097 | -0.0097 | ||||||
| IRS EUR 2.12000 09/03/25-2Y LCH / DIR (EZ96RKPCNS84) | -0.04 | -416.67 | -0.0099 | -0.0130 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.04 | -0.0099 | -0.0099 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0104 | -0.0104 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0104 | -0.0104 | ||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.04 | -0.0104 | -0.0104 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.04 | -0.0112 | -0.0112 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.04 | -0.0115 | -0.0115 | ||||||
| KC HRW WHEAT FUT SEP25 XCBT 20250912 / DCO (000000000) | -0.05 | -0.0118 | -0.0118 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.05 | -0.0119 | -0.0119 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.05 | -0.0124 | -0.0124 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.05 | -0.0124 | -0.0124 | ||||||
| COFFEE 'C' FUTURE DEC25 IFUS 20251218 / DCO (000000000) | -0.05 | -0.0134 | -0.0134 | ||||||
| 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR / DIR (EZVYB6CMXS84) | -0.05 | 10.42 | -0.0139 | -0.0016 | |||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.06 | -0.0154 | -0.0154 | ||||||
| WTI CRUDE FUTURE DEC26 XNYM 20261120 / DCO (000000000) | -0.06 | -0.0159 | -0.0159 | ||||||
| INF SWAP US IT 1.954 06/03/19-10Y LCH / DIR (000000000) | -0.06 | -0.0161 | -0.0161 | ||||||
| COMM SWAP TBL/BCOMTR CBK / DCO (000000000) | -0.07 | -0.0173 | -0.0173 | ||||||
| INF SWAP US IT 2.3525 05/09/18-10Y LCH / DIR (000000000) | -0.07 | -0.0178 | -0.0178 | ||||||
| RFRF USD SOFR/2.30000 11/15/23-5Y LCH / DIR (EZSXB4TMLK87) | -0.07 | -10.39 | -0.0182 | 0.0013 | |||||
| RFRF USD SOFR/2.34000 11/21/23-5Y LCH / DIR (EZRPM2SGQXB3) | -0.07 | -11.25 | -0.0186 | 0.0015 | |||||
| 317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR / DIR (EZ221JVG9JT4) | -0.08 | -30.58 | -0.0220 | 0.0085 | |||||
| INF SWAP US IT 2.15 09/25/17-10Y LCH / DIR (000000000) | -0.09 | -0.0222 | -0.0222 | ||||||
| INF SWAP US IT 2.18 09/20/17-10Y LCH / DIR (000000000) | -0.09 | -0.0234 | -0.0234 | ||||||
| COMM SWAP CMDSKEWLS GST / DCO (000000000) | -0.09 | -0.0245 | -0.0245 | ||||||
| COMM SWAP TBL/BCOMTR SOG / DCO (000000000) | -0.09 | -0.0246 | -0.0246 | ||||||
| COMM SWAP TBL/BCOMTR CIB / DCO (000000000) | -0.10 | -0.0263 | -0.0263 | ||||||
| INF SWAP US IT 2.36 05/09/18-10Y LCH / DIR (000000000) | -0.10 | -0.0266 | -0.0266 | ||||||
| INF SWAP US IT 2.364 05/10/18-10Y LCH / DIR (000000000) | -0.10 | -0.0268 | -0.0268 | ||||||
| COPPER FUTURE SEP25 XCEC 20250926 / DCO (000000000) | -0.11 | -0.0277 | -0.0277 | ||||||
| SOYBEAN MEAL FUTR DEC25 XCBT 20251212 / DCO (000000000) | -0.11 | -0.0277 | -0.0277 | ||||||
| CA CARBON ALLOW 25DEC25 IFED 20251224 / DCO (000000000) | -0.11 | -0.0278 | -0.0278 | ||||||
| 317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR / DIR (EZM13T8B0L79) | -0.11 | 5.88 | -0.0283 | -0.0026 | |||||
| COMM SWAP TBL/BCOMTR MAC / DCO (000000000) | -0.12 | -0.0306 | -0.0306 | ||||||
| NATURAL GAS FUTR DEC25 XNYM 20251125 / DCO (000000000) | -0.12 | -0.0310 | -0.0310 | ||||||
| GB00HB9WVH19 / 3 Month Euro Euribor | -0.13 | 490.91 | -0.0340 | -0.0283 | |||||
| INF SWAP US IT 2.165 04/16/19-10Y LCH / DIR (000000000) | -0.15 | -0.0385 | -0.0385 | ||||||
| COMM SWAP TBL/RBCAEC0T RBC / DCO (000000000) | -0.15 | -0.0400 | -0.0400 | ||||||
| COMM SWAP TBL/BCOMF1TC JPM / DCO (000000000) | -0.17 | -0.0433 | -0.0433 | ||||||
| COMM SWAP TBL/BCOMTR GST / DCO (000000000) | -0.18 | -0.0465 | -0.0465 | ||||||
| INF SWAP US IT 2.08 07/25/17-10Y LCH / DIR (000000000) | -0.19 | -0.0497 | -0.0497 | ||||||
| INF SWAP US IT 2.37 06/06/18-10Y LCH / DIR (000000000) | -0.19 | -0.0506 | -0.0506 | ||||||
| INF SWAP US IT 2.155 10/17/17-10Y LCH / DIR (000000000) | -0.20 | -0.0512 | -0.0512 | ||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.22 | -0.0573 | -0.0573 | ||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.22 | -0.0578 | -0.0578 | ||||||
| INF SWAP US IT 2.335 02/05/18-10Y LCH / DIR (000000000) | -0.23 | -0.0593 | -0.0593 | ||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) | -0.24 | -0.0632 | -0.0632 | ||||||
| INF SWAP US IT 2.1015 07/20/17-10Y LCH / DIR (000000000) | -0.26 | -0.0675 | -0.0675 | ||||||
| INF SWAP US IT 2.122 08/01/17-10Y LCH / DIR (000000000) | -0.27 | -0.0705 | -0.0705 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.28 | -0.0737 | -0.0737 | ||||||
| COMM SWAP JMABNIC5 JPM / DCO (000000000) | -0.37 | -0.0951 | -0.0951 | ||||||
| CCA VINTAGE 2026 DEC26 IFED 20261224 / DCO (000000000) | -0.40 | -0.1044 | -0.1044 | ||||||
| INF SWAP US IT 1.9975 07/25/19-10Y LCH / DIR (000000000) | -0.41 | -0.1074 | -0.1074 | ||||||
| COMM SWAP TBL/BCOMF1TC BPS / DCO (000000000) | -0.55 | -0.1427 | -0.1427 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.65 | -0.1682 | -0.1682 | ||||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -0.88 | -0.2289 | -0.2289 | ||||||
| COMM SWAP TBL/CB CIXBSTR3 CBK / DCO (000000000) | -1.20 | -0.3108 | -0.3108 | ||||||
| COMM SWAP PIMCODB MAC / DCO (000000000) | -1.26 | -0.3271 | -0.3271 | ||||||
| COMM SWAP TBL/BCOMTR BPS / DCO (000000000) | -1.28 | -0.3334 | -0.3334 | ||||||
| COMM SWAP TBL/BCOMF1TC GST / DCO (000000000) | -1.49 | -0.3874 | -0.3874 | ||||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -1.51 | -14.63 | -0.3910 | 0.0516 | |||||
| COMM SWAP TBL/BCOMTR MYC / DCO (000000000) | -1.89 | -0.4920 | -0.4920 | ||||||
| COMM SWAP TBL/BCOMTR2 MEI / DCO (000000000) | -2.04 | -0.5290 | -0.5290 | ||||||
| COMM SWAP TBL/BCOMTR1 MYC / DCO (000000000) | -2.70 | -0.7019 | -0.7019 | ||||||
| US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 | -10.44 | -2.7113 | -2.7113 |
