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PIMCOFUNDS > PIMCO Funds

PIMCO TRENDS Managed Futures Strategy Fund

Fund of Funds
Series ID: S000042791
LEI: 549300S81G7J3BKSIV79
SEC CIK: 810893
$3.35B Avg Monthly Net Assets
$3.42B Total Assets
$708.65M Total Liabilities
$2.71B Net Assets
PIMCO TRENDS Managed Futures Strategy Fund is a Fund of Funds in PIMCO Funds from PIMCOFUNDS, based in California, United States of America. The fund has five share classes and monthly net assets of $3.35B. On August 28th, 2024 it reported 1,221 holdings, the largest being PIMCO FUNDS (29.1%), (8.6%) and COMMODITY WAREHOUSE RECEIPT (8.2%). Data provided by Fincoded.

Share Classes

Name Class/Contract ID Ticker Monthly Returns (2 years)
Class A C000132360 PQTAX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 246.84% (Max)-9.02% (Min)
Class C C000132361 PQTCX Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 244.23% (Max)-5.85% (Min)
Class I-2 C000132357 PQTPX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 246.94% (Max)-9.00% (Min)
Class I-3 C000200466 PQTNX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 246.91% (Max)-8.99% (Min)
Institutional C000132356 PQTIX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 246.93% (Max)-8.97% (Min)

Holdings

From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024. Historic holdings data available from Fincoded.
Name Profile Category Country Value $USD # Shares % of Fund
3 MONTH SOFR FUT DEC24 XCME 20250318 Derivative-interest rate US $-1M – -0.05
3 MONTH SOFR FUT DEC25 XCME 20260317 Derivative-interest rate US $-71K – -0.00
3MO EURO EURIBOR JUN25 IFLL 20250616 Derivative-interest rate GB $118K – 0.00
AAPL US TRS EQUITY FEDL01+75 GST Derivative-equity US $-2M – -0.06
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/25 3.5 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) Long Debt IE $23M – 0.85
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/24 1.75 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) Long Debt IE $789K – 0.03
AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) Long Debt IE $187K – 0.01
AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2022 2 A (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2022-2) Long ABS-mortgage backed security US $9M – 0.33
AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR (AMERICAN HONDA FINANCE CORPORATION) Long Debt US $9M – 0.33
AMERICAN HONDA FINANCE SR UNSECURED 06/25 VAR (AMERICAN HONDA FINANCE CORPORATION) Long Debt US $2M – 0.07
AMERICAN HONDA FINANCE SR UNSECURED 11/24 VAR (AMERICAN HONDA FINANCE CORPORATION) Long Debt US $10M – 0.37
AMERICAN TOWER CORP SR UNSECURED 09/26 1.45 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) Long Debt US $367K – 0.01
ANCHORAGE CAPITAL CLO LTD ANCHC 2018 10A A1AR 144A (ANCHORAGE CAPITAL CLO LTD 2018-10A) Long ABS-collateralized bond/debt obligation KY $500K – 0.02
APIDOS CLO LTD APID 2013 12A AR 144A (APIDOS CDO 2013-12A) Long ABS-collateralized bond/debt obligation KY $7M – 0.25
APPLE INC COMMON STOCK USD.00001 Long Equity-common US $141M 670K 5.21
ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL1 A 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL1) Long ABS-collateralized bond/debt obligation KY $252K – 0.01
ARES EUROPEAN CLO ARESE 10A AR 144A (ARES EUROPEAN CLO X BV 10A) Long ABS-collateralized bond/debt obligation IE $227K – 0.01
ATHENE GLOBAL FUNDING SECURED 144A 01/25 1.716 Long Debt US $3M – 0.11
ATHENE GLOBAL FUNDING SECURED 144A 01/25 2.5 Long Debt US $8M – 0.31
ATHENE GLOBAL FUNDING SECURED 144A 08/24 0.914 Long Debt US $4M – 0.14
ATHENE GLOBAL FUNDING SR SECURED 144A 08/24 VAR Long Debt US $8M – 0.30
AUST 10Y BOND FUT SEP24 XSFE 20240916 Derivative-interest rate AU $-666K – -0.02
AUST 3YR BOND FUT SEP24 XSFE 20240916 Derivative-interest rate AU $-724K – -0.03
BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) Long Debt US $302K – 0.01
BANK OF AMERICA CORP SR UNSECURED 10/25 VAR (BANK OF AMERICA CORPORATION) Long Debt US $12M – 0.44
BANK OF AMERICA CORP SR UNSECURED 10/25 VAR (BANK OF AMERICA CORPORATION) Long Debt US $5M – 0.18
BANK OF MONTREAL SR UNSECURED 12/24 VAR Long Debt CA $8M – 0.28
BANK OF QUEENSLAND LTD COVERED REGS 05/25 VAR (BANK OF QUEENSLAND LIMITED) Long Debt AU $7M – 0.25
BARCLAYS PLC SR UNSECURED 05/26 VAR Long Debt GB $12M – 0.45
BAT CAPITAL CORP COMPANY GUAR 08/24 3.222 (BAT CAPITAL CORPORATION) Long Debt US $521K – 0.02
BAT CAPITAL CORP COMPANY GUAR 09/24 2.789 (BAT CAPITAL CORPORATION) Long Debt US $5M – 0.18
BAXTER INTERNATIONAL INC SR UNSECURED 11/24 VAR Long Debt US $999K – 0.04
BDS LTD BDS 2022 FL12 A 144A (BDS 2022-FL12 LLC) Long ABS-mortgage backed security US $2M – 0.08
BLUEMOUNTAIN CLO LTD BLUEM 2013 2A A1R 144A (BLUEMOUNTAIN CLO LTD 2013-2A) Long ABS-collateralized bond/debt obligation KY $629K – 0.02
BMW VEHICLE LEASE TRUST BMWLT 2024 1 A2B (BMW VEHICLE LEASE TRUST 2024-1) Long ABS-other US $3M – 0.12
BOUGHT AUD SOLD USD 20240702 Derivative-foreign exchange AU $186.66 – 0.00
BOUGHT AUD SOLD USD 20240702 Derivative-foreign exchange AU $-18K – -0.00
BOUGHT AUD SOLD USD 20240802 Derivative-foreign exchange AU $71K – 0.00
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-1M – -0.04
BOUGHT BRL SOLD USD 20240702 Derivative-foreign exchange BR $-5M – -0.17
BOUGHT BRL SOLD USD 20240802 Derivative-foreign exchange BR $-851K – -0.03
BOUGHT BRL SOLD USD 20240918 Derivative-foreign exchange BR $-276K – -0.01
BOUGHT BRL SOLD USD 20240918 Derivative-foreign exchange BR $-414K – -0.02
BOUGHT BRL SOLD USD 20240918 Derivative-foreign exchange BR $-472K – -0.02
BOUGHT CAD SOLD USD 20240702 Derivative-foreign exchange CA $584K – 0.02
BOUGHT CAD SOLD USD 20240702 Derivative-foreign exchange CA $231K – 0.01
BOUGHT CAD SOLD USD 20240702 Derivative-foreign exchange CA $24K – 0.00
BOUGHT CAD SOLD USD 20240702 Derivative-foreign exchange CA $5K – 0.00
BOUGHT CAD SOLD USD 20240702 Derivative-foreign exchange CA $2K – 0.00
BOUGHT CAD SOLD USD 20240702 Derivative-foreign exchange CA $-468.3 – -0.00
BOUGHT CAD SOLD USD 20240702 Derivative-foreign exchange CA $-5K – -0.00
BOUGHT CAD SOLD USD 20240702 Derivative-foreign exchange CA $-7K – -0.00
BOUGHT CAD SOLD USD 20240918 Derivative-foreign exchange CA $607K – 0.02
BOUGHT CHF SOLD USD 20240702 Derivative-foreign exchange CH $-58.38 – -0.00
BOUGHT CHF SOLD USD 20240702 Derivative-foreign exchange CH $-90K – -0.00
BOUGHT CHF SOLD USD 20240702 Derivative-foreign exchange CH $-2M – -0.09
BOUGHT CHF SOLD USD 20240918 Derivative-foreign exchange CH $-609K – -0.02
BOUGHT CLP SOLD USD 20240711 Derivative-foreign exchange CL $-1M – -0.04
BOUGHT CLP SOLD USD 20240923 Derivative-foreign exchange CL $-432K – -0.02
BOUGHT CNH SOLD USD 20240920 Derivative-foreign exchange CN $-114.44 – -0.00
BOUGHT CNH SOLD USD 20240920 Derivative-foreign exchange CN $-21K – -0.00
BOUGHT CNH SOLD USD 20240920 Derivative-foreign exchange CN $-296K – -0.01
BOUGHT CNH SOLD USD 20240920 Derivative-foreign exchange CN $-942K – -0.03
BOUGHT CNH SOLD USD 20241025 Derivative-foreign exchange CN $-198.46 – -0.00
BOUGHT CNH SOLD USD 20241025 Derivative-foreign exchange CN $-59K – -0.00
BOUGHT CNH SOLD USD 20241025 Derivative-foreign exchange CN $-191K – -0.01
BOUGHT COP SOLD USD 20240815 Derivative-foreign exchange CO $-6M – -0.23
BOUGHT CZK SOLD USD 20240719 Derivative-foreign exchange CZ $-270.16 – -0.00
BOUGHT CZK SOLD USD 20240719 Derivative-foreign exchange CZ $-413K – -0.02
BOUGHT CZK SOLD USD 20240918 Derivative-foreign exchange CZ $-180K – -0.01
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $1M – 0.05
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $17K – 0.00
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $2K – 0.00
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $-2K – -0.00
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $-6K – -0.00
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $-28K – -0.00
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $-223K – -0.01
BOUGHT EUR SOLD USD 20240702 Derivative-foreign exchange $-561K – -0.02
BOUGHT EUR SOLD USD 20240802 Derivative-foreign exchange $-11K – -0.00
BOUGHT EUR SOLD USD 20240918 Derivative-foreign exchange $1M – 0.05
BOUGHT GBP SOLD USD 20240702 Derivative-foreign exchange GB $-4K – -0.00
BOUGHT GBP SOLD USD 20240702 Derivative-foreign exchange GB $-7K – -0.00
BOUGHT GBP SOLD USD 20240702 Derivative-foreign exchange GB $-23K – -0.00
BOUGHT GBP SOLD USD 20240702 Derivative-foreign exchange GB $-123K – -0.00
BOUGHT GBP SOLD USD 20240702 Derivative-foreign exchange GB $-662K – -0.02
BOUGHT GBP SOLD USD 20240702 Derivative-foreign exchange GB $-898K – -0.03
BOUGHT GBP SOLD USD 20240702 Derivative-foreign exchange GB $-905K – -0.03
BOUGHT GBP SOLD USD 20240802 Derivative-foreign exchange GB $-74K – -0.00
BOUGHT GBP SOLD USD 20240918 Derivative-foreign exchange GB $-623K – -0.02
BOUGHT GBP SOLD USD 20240918 Derivative-foreign exchange GB $-939K – -0.03
BOUGHT HKD SOLD USD 20240719 Derivative-foreign exchange HK $-326.66 – -0.00
BOUGHT HKD SOLD USD 20240719 Derivative-foreign exchange HK $-4K – -0.00
BOUGHT HUF SOLD USD 20240719 Derivative-foreign exchange HU $1M – 0.04
BOUGHT HUF SOLD USD 20240719 Derivative-foreign exchange HU $2K – 0.00
BOUGHT HUF SOLD USD 20240918 Derivative-foreign exchange HU $77K – 0.00
BOUGHT HUF SOLD USD 20240918 Derivative-foreign exchange HU $-393K – -0.01
BOUGHT IDR SOLD USD 20240726 Derivative-foreign exchange ID $-142.63 – -0.00
BOUGHT IDR SOLD USD 20240918 Derivative-foreign exchange ID $18K – 0.00
BOUGHT ILS SOLD USD 20240718 Derivative-foreign exchange IL $-36K – -0.00
BOUGHT ILS SOLD USD 20240719 Derivative-foreign exchange IL $-374K – -0.01
BOUGHT INR SOLD USD 20240924 Derivative-foreign exchange IN $140K – 0.01
BOUGHT INR SOLD USD 20240924 Derivative-foreign exchange IN $35K – 0.00
BOUGHT INR SOLD USD 20240924 Derivative-foreign exchange IN $32K – 0.00
BOUGHT INR SOLD USD 20240924 Derivative-foreign exchange IN $18K – 0.00
BOUGHT INR SOLD USD 20240924 Derivative-foreign exchange IN $14K – 0.00
BOUGHT INR SOLD USD 20240924 Derivative-foreign exchange IN $6K – 0.00
BOUGHT INR SOLD USD 20240924 Derivative-foreign exchange IN $-12K – -0.00
BOUGHT INR SOLD USD 20240924 Derivative-foreign exchange IN $-18K – -0.00
BOUGHT INR SOLD USD 20240924 Derivative-foreign exchange IN $-29K – -0.00
BOUGHT JPY SOLD USD 20240702 Derivative-foreign exchange JP $-11K – -0.00
BOUGHT JPY SOLD USD 20240702 Derivative-foreign exchange JP $-91K – -0.00
BOUGHT JPY SOLD USD 20240918 Derivative-foreign exchange JP $-5M – -0.20
BOUGHT JPY SOLD USD 20240920 Derivative-foreign exchange JP $-594K – -0.02
BOUGHT KRW SOLD USD 20240722 Derivative-foreign exchange KR $-37.69 – -0.00
BOUGHT KRW SOLD USD 20240919 Derivative-foreign exchange KR $92K – 0.00
BOUGHT MXN SOLD USD 20240918 Derivative-foreign exchange MX $43K – 0.00
BOUGHT MXN SOLD USD 20240918 Derivative-foreign exchange MX $24K – 0.00
BOUGHT MXN SOLD USD 20240918 Derivative-foreign exchange MX $19K – 0.00
BOUGHT MXN SOLD USD 20240918 Derivative-foreign exchange MX $8K – 0.00
BOUGHT MXN SOLD USD 20240918 Derivative-foreign exchange MX $-199K – -0.01
BOUGHT MXN SOLD USD 20240918 Derivative-foreign exchange MX $-375K – -0.01
BOUGHT NOK SOLD USD 20240702 Derivative-foreign exchange NO $-124K – -0.00
BOUGHT NOK SOLD USD 20240702 Derivative-foreign exchange NO $-613K – -0.02
BOUGHT NOK SOLD USD 20240802 Derivative-foreign exchange NO $-22K – -0.00
BOUGHT NOK SOLD USD 20240802 Derivative-foreign exchange NO $-122K – -0.00
BOUGHT NZD SOLD USD 20240702 Derivative-foreign exchange NZ $-937K – -0.03
BOUGHT NZD SOLD USD 20240802 Derivative-foreign exchange NZ $-78K – -0.00
BOUGHT NZD SOLD USD 20240802 Derivative-foreign exchange NZ $-168K – -0.01
BOUGHT NZD SOLD USD 20240802 Derivative-foreign exchange NZ $-251K – -0.01
BOUGHT NZD SOLD USD 20240918 Derivative-foreign exchange NZ $-701K – -0.03
BOUGHT PEN SOLD USD 20240705 Derivative-foreign exchange PE $-18K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $181K – 0.01
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $31K – 0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $23K – 0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $10K – 0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $2K – 0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $941.23 – 0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $866.42 – 0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $842.42 – 0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $234.45 – 0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-273.42 – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-463.98 – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-5K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-5K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-5K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-5K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-6K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-6K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-9K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-15K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-22K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-27K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-40K – -0.00
BOUGHT PLN SOLD USD 20240722 Derivative-foreign exchange PL $-341K – -0.01
BOUGHT RON SOLD USD 20240719 Derivative-foreign exchange RO $-5K – -0.00
BOUGHT SEK SOLD USD 20240702 Derivative-foreign exchange SE $-14K – -0.00
BOUGHT SEK SOLD USD 20240702 Derivative-foreign exchange SE $-733K – -0.03
BOUGHT SEK SOLD USD 20240802 Derivative-foreign exchange SE $-166K – -0.01
BOUGHT SEK SOLD USD 20240920 Derivative-foreign exchange SE $-764K – -0.03
BOUGHT SGD SOLD USD 20240702 Derivative-foreign exchange SG $-181.2 – -0.00
BOUGHT SGD SOLD USD 20240702 Derivative-foreign exchange SG $-149K – -0.01
BOUGHT TRY SOLD USD 20240826 Derivative-foreign exchange TR $6K – 0.00
BOUGHT TWD SOLD USD 20240918 Derivative-foreign exchange TW $-95K – -0.00
BOUGHT ZAR SOLD USD 20240719 Derivative-foreign exchange ZA $633K – 0.02
BOUGHT ZAR SOLD USD 20240719 Derivative-foreign exchange ZA $138K – 0.01
BOUGHT ZAR SOLD USD 20240719 Derivative-foreign exchange ZA $827.72 – 0.00
BOUGHT ZAR SOLD USD 20240719 Derivative-foreign exchange ZA $-400.51 – -0.00
BOUGHT ZAR SOLD USD 20240719 Derivative-foreign exchange ZA $-2K – -0.00
BOUGHT ZAR SOLD USD 20240719 Derivative-foreign exchange ZA $-13K – -0.00
BOUGHT ZAR SOLD USD 20240918 Derivative-foreign exchange ZA $-368K – -0.01
BOUGHT ZAR SOLD USD 20240918 Derivative-foreign exchange ZA $-384K – -0.01
BOUGHT ZAR SOLD USD 20240920 Derivative-foreign exchange ZA $525K – 0.02
BOVESPA INDEX FUT TRS EQUITY MEI Derivative-equity BR $-2M – -0.08
BSPRT ISSUER, LTD. BSPRT 2021 FL6 A 144A (BSPRT-2021-FL6) Long ABS-collateralized bond/debt obligation KY $848K – 0.03
CAC40 10 EURO FUT JUL24 XPAR 20240719 Derivative-equity FR $-240K – -0.01
CARMAX AUTO OWNER TRUST CARMX 2022 4 A2B (CARMAX AUTO OWNER TRUST 2022-4) Long ABS-other US $2M – 0.09
CARMAX AUTO OWNER TRUST CARMX 2023 3 A2B (CARMAX AUTO OWNER TRUST 2023-3) Long ABS-other US $2M – 0.08
CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N1 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N1) Long ABS-other US $363K – 0.01
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A2 (CARVANA AUTO RECEIVABLES TRUST 2024-P2) Long ABS-other US $500K – 0.02
CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3 (CARVANA AUTO RECEIVABLES TRUST 2024-P2) Long ABS-other US $501K – 0.02
CBOE VIX FUTURE JUL24 XCBF 20240717 Derivative-equity US $602K – 0.02
CDX EM40 ICE Derivative-credit US $-6M – -0.22
CDX EM41 ICE Derivative-credit US $5M – 0.18
CDX HY42 5Y ICE Derivative-credit US $5M – 0.18
CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) Long ABS-other US $502K – 0.02
CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A1 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) Long ABS-other US $317K – 0.01
CME BITCOIN FUT JUL24 XCME 20240726 Derivative-commodity US $326K – 0.01
CME BITCOIN FUT JUN24 XCME 20240628 Derivative-commodity US $3K – 0.00
COCOA FUTURE SEP24 IFUS 20240913 Derivative-commodity US $595K – 0.02
COCOA FUTURE - IC SEP24 IFEU 20240913 Derivative-commodity GB $-1M – -0.05
COFF ROBUSTA 10TN SEP24 IFEU 20240924 Derivative-commodity GB $-294K – -0.01
COFFEE 'C' FUTURE DEC24 IFUS 20241218 Derivative-commodity US $-195K – -0.01
COPPER FUTURE SEP24 XCEC 20240926 Derivative-commodity US $-4M – -0.16
CORN FUTURE SEP24 XCBT 20240913 Derivative-commodity US $917K – 0.03
COTTON NO.2 FUTR DEC24 IFUS 20241206 Derivative-commodity US $2M – 0.07
CREDIT AGRICOLE LONDON SR UNSECURED 144A 10/24 3.25 (CREDIT AGRICOLE SA/LONDON BRANCH) Long Debt FR $5M – 0.18
CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A (CROWN POINT CLO 7 LTD) Long ABS-collateralized bond/debt obligation KY $1M – 0.04
DAE FUNDING LLC COMPANY GUAR 144A 08/24 1.55 Long Debt US $199K – 0.01
DANSKE BANK A/S 144A 09/25 VAR Long Debt DK $396K – 0.01
DAX INDEX FUTURE SEP24 XEUR 20240920 Derivative-equity DE $73K – 0.00
DBS GROUP HOLDINGS LTD SR UNSECURED 144A 09/25 VAR Long Debt SG $20M – 0.74
DELL INT LLC / EMC CORP SR UNSECURED 07/24 4 (DELL INTERNATIONAL LLC / EMC CORP) Long Debt US $3M – 0.12
DEUTSCHE BANK NY 11/25 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) Long Debt DE $1M – 0.05
DEUTSCHE BANK REPO REPO Long Repurchase agreement US $174M – 6.41
DEUTSCHE BANK REPO REPO Long Repurchase agreement US $29M – 1.08
DEUTSCHE BANK REPO REPO Long Repurchase agreement US $21M – 0.78
DEUTSCHE BANK REPO REPO Long Repurchase agreement US $100K – 0.00
DLLAA LLC DLLAA 2023 1A A2 144A (DLLAA LLC 2023 1A) Long ABS-other US $1M – 0.04
DRIVE AUTO RECEIVABLES TRUST DRIVE 2021 2 C (DRIVE AUTO RECEIVABLES TRUST 2021-2) Long ABS-other US $39K – 0.00
E-MINI RUSS 2000 SEP24 XCME 20240920 Derivative-equity US $65K – 0.00
ECX EMISSION DEC24 NDEX 20241216 Derivative-commodity NL $-124K – -0.00
ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/25 3.625 (ELECTRICITE DE FRANCE SA (EDF)) Long Debt FR $12M – 0.45
ENERGY TRANSFER LP SR UNSECURED 03/25 4.05 Long Debt US $2M – 0.07
ENERGY TRANSFER LP SR UNSECURED 05/25 2.9 Long Debt US $390K – 0.01
EURO STOXX BANK SEP24 XEUR 20240920 Derivative-equity DE $266K – 0.01
EURO-BTP FUTURE SEP24 XEUR 20240906 Derivative-interest rate DE $155K – 0.01
EURO-OAT FUTURE SEP24 XEUR 20240906 Derivative-interest rate DE $97K – 0.00
EVERGREEN CREDIT CARD TRUST EVGRN 2021 1 A 144A (EVGRN-2021-1) Long ABS-mortgage backed security CA $19M – 0.72
EVERSOURCE ENERGY SR UNSECURED 10/24 2.9 Long Debt US $7M – 0.25
EXETER AUTOMOBILE RECEIVABLES EART 2021 3A C (EXETER AUTOMOBILE RECEIVABLES TRUST 2021-3A) Long ABS-other US $367K – 0.01
FANNIE MAE FNR 2014 84 BF (FANNIE MAE REMICS 2014-84) Long ABS-mortgage backed security US $714K – 0.03
FANNIE MAE FNR 2016 40 PF (FANNIE MAE REMICS 2016-40) Long ABS-mortgage backed security US $1M – 0.04
FANNIE MAE FNR 2016 62 AF (FANNIE MAE REMICS 2016-62) Long ABS-mortgage backed security US $627K – 0.02
FANNIE MAE FNR 2019 33 FB (FANNIE MAE REMICS 2019-33) Long ABS-mortgage backed security US $2M – 0.06
FANNIE MAE FNR 2019 9 FA (FANNIE MAE REMICS 2019-9) Long ABS-mortgage backed security US $546K – 0.02
FANNIE MAE FNR 2024 10 AF (FANNIE MAE REMICS 2024-10) Long ABS-mortgage backed security US $2M – 0.06
FANNIE MAE FNR 2024 38 AF (FANNIE MAE REMICS 2024-38) Long ABS-mortgage backed security US $968K – 0.04
FANNIE MAE FNR 2024 38 FA (FANNIE MAE REMICS 2024-38) Long ABS-mortgage backed security US $2M – 0.07
FIFTH THIRD AUTO TRUST FITAT 2023 1 A2B (FIFTH THIRD AUTO TRUST 2023-1) Long ABS-other US $3M – 0.11
FIRST ABU DHABI BANK PJS SR UNSECURED REGS 07/24 VAR (FIRST ABU DHABI BANK PJSC) Long Debt AE $300K – 0.01
FIXED INC CLEARING CORP.REPO Long Repurchase agreement US $9M – 0.33
FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A (FLAGSHIP CREDIT AUTO TRUST 2024-1) Long ABS-other US $2M – 0.08
FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) Long ABS-mortgage backed security US $53M – 1.94
FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) Short ABS-mortgage backed security US $-66M – -2.45
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) Long ABS-mortgage backed security US $42M – 1.53
FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) Long ABS-mortgage backed security US $76M – 2.80
FORD CREDIT AUTO LEASE TRUST FORDL 2023 B A2B (FORD CREDIT AUTO LEASE TRUST 2023-B) Long ABS-other US $4M – 0.15
FORD CREDIT AUTO OWNER TRUST FORDO 2023 A A2B (FORD CREDIT AUTO OWNER TRUST 2023-A) Long ABS-other US $1M – 0.05
FORD MOTOR CREDIT CO LLC SR UNSECURED 02/25 2.3 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $3M – 0.12
FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $4M – 0.13
FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 4.687 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $2M – 0.09
FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $3M – 0.12
FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $2M – 0.09
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/24 4.063 (FORD MOTOR CREDIT COMPANY LLC) Long Debt US $2M – 0.06
FREDDIE MAC FHR 3984 DF (FREDDIE MAC REMICS 3984) Long ABS-mortgage backed security US $152K – 0.01
FREDDIE MAC FHR 4265 FM (FREDDIE MAC REMICS 4265) Long ABS-mortgage backed security US $537K – 0.02
FREDDIE MAC FHR 4367 GF (FREDDIE MAC REMICS 4367) Long ABS-mortgage backed security US $623K – 0.02
FREDDIE MAC FHR 4730 WF (FREDDIE MAC 4730) Long ABS-mortgage backed security US $961K – 0.04
FREDDIE MAC FHR 4736 AF (FREDDIE MAC REMICS 4736) Long ABS-mortgage backed security US $812K – 0.03
FREDDIE MAC FHR 5383 AF (FREDDIE MAC REMICS 5383) Long ABS-mortgage backed security US $2M – 0.07
FREDDIE MAC FHR 5426 AF (FREDDIE MAC REMICS 5426) Long ABS-mortgage backed security US $2M – 0.07
FREDDIE MAC FHR 5426 BF (FREDDIE MAC REMICS 5426) Long ABS-mortgage backed security US $965K – 0.04
FREDDIE MAC FHR 5426 CF (FREDDIE MAC REMICS 5426) Long ABS-mortgage backed security US $2M – 0.06
FREDDIE MAC NOTES 02/26 5.5 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) Long Debt US $15M – 0.55
FREDDIE MAC NOTES 04/25 5.375 (FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)) Long Debt US $25M – 0.92
FTSE 100 IDX FUT SEP24 IFLL 20240920 Derivative-equity GB $-9K – -0.00
FTSE CHINA A50 JUL24 XSIM 20240730 Derivative-equity SG $-222K – -0.01
FTSE TAIWAN INDEX JUL24 XSIM 20240730 Derivative-equity SG $440K – 0.02
FTSE/MIB IDX FUT SEP24 XDMI 20240920 Derivative-equity IT $163K – 0.01
GASOLINE RBOB FUT OCT24 XNYM 20240930 Derivative-commodity US $-1M – -0.05
GENERAL MOTORS CO SR UNSECURED 04/25 4 (GENERAL MOTORS COMPANY) Long Debt US $1M – 0.04
GENERAL MOTORS FINL CO COMPANY GUAR 04/25 4.35 (GENERAL MOTORS FINANCIAL COMPANY INC) Long Debt US $3M – 0.12
GENERAL MOTORS FINL CO SR UNSECURED 02/25 2.9 (GENERAL MOTORS FINANCIAL COMPANY INC) Long Debt US $5M – 0.18
GENERAL MOTORS FINL CO SR UNSECURED 04/25 3.8 (GENERAL MOTORS FINANCIAL COMPANY INC) Long Debt US $985K – 0.04
GENERAL MOTORS FINL CO SR UNSECURED 04/25 VAR (GENERAL MOTORS FINANCIAL COMPANY INC) Long Debt US $1M – 0.05
GENERAL MOTORS FINL CO SR UNSECURED 06/25 2.75 (GENERAL MOTORS FINANCIAL COMPANY INC) Long Debt US $2M – 0.07
GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 2 A2B (GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2) Long ABS-other US $468K – 0.02
GM FINANCIAL SECURITIZED TERM GMCAR 2022 4 A2B (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-4) Long ABS-other US $1M – 0.05
GNMA II TBA 30 YR 6 JUMBOS (GNMA PASS THRU POOLS) Long ABS-mortgage backed security US $143M – 5.28
GOLD 100 OZ FUTR AUG24 XCEC 20240828 Derivative-commodity US $8M – 0.31
GOLD CMX WR FAC 2001 JPM SOC (COMMODITY WAREHOUSE RECEIPT) Long Commodity US $93M 40K 3.42
GOLD CMX WR FAC 5001 HSBC SOC (COMMODITY WAREHOUSE RECEIPT) Long Commodity US $223M 96K 8.23
GOLDMAN SACHS GROUP INC SR UNSECURED 07/24 3.85 Long Debt US $5M – 0.17
GOLDMAN SACHS GROUP INC SR UNSECURED 09/24 VAR Long Debt US $2M – 0.07
GOLDMAN SACHS GROUP INC SR UNSECURED 10/24 VAR Long Debt US $10M – 0.35
GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H22 FE (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-H22) Long ABS-mortgage backed security US $17K – 0.00
GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H09 AF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H09) Long ABS-mortgage backed security US $80K – 0.00
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08) Long ABS-mortgage backed security US $374K – 0.01
GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H33 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H33) Long ABS-mortgage backed security US $144K – 0.01
GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H05 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H05) Long ABS-mortgage backed security US $582K – 0.02
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FV (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01) Long ABS-mortgage backed security US $779K – 0.03
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 DF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H15) Long ABS-mortgage backed security US $1M – 0.04
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H04 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H04) Long ABS-mortgage backed security US $397K – 0.01
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07) Long ABS-mortgage backed security US $2M – 0.07
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 JF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07) Long ABS-mortgage backed security US $1M – 0.04
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 FC (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08) Long ABS-mortgage backed security US $985K – 0.04
GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08) Long ABS-mortgage backed security US $1M – 0.04
GRIFFITH PARK CLO GRIPK 1A A1RA 144A (GRIFFITH PARK CLO DAC 1A) Long ABS-collateralized bond/debt obligation IE $490K – 0.02
HALSEYPOINT CLO 3, LTD. HLSY 2020 3A A1A 144A (HALSEYPOINT CLO 3 LTD 2020-3A) Long ABS-collateralized bond/debt obligation KY $400K – 0.01
HANG SENG IDX FUT JUL24 XHKF 20240730 Derivative-equity HK $-89K – -0.00
HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2023 A A2B (HARLEY-DAVIDSON MOTORCYCLE TRUST 2023-A) Long ABS-other US $169K – 0.01
HASBRO INC SR UNSECURED 11/26 3.55 Long Debt US $191K – 0.01
HCA INC COMPANY GUAR 02/25 5.375 Long Debt US $16M – 0.59
HPEFS EQUIPMENT TRUST HPEFS 2023 2A A1 144A (HPEFS EQUIPMENT TRUST 2023-2A) Long ABS-other US $51K – 0.00
HSBC HOLDINGS PLC SR UNSECURED 03/26 VAR Long Debt GB $589K – 0.02
HSCEI FUTURES JUL24 XHKF 20240730 Derivative-equity HK $-252K – -0.01
HYATT HOTELS CORP SR UNSECURED 10/24 1.8 (HYATT HOTELS CORPORATION) Long Debt US $297K – 0.01
HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 B A2B 144A (HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-B) Long ABS-other US $572K – 0.02
HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR Long Debt US $7M – 0.25
IBEX 35 INDX FUTR JUL24 XMRV 20240719 Derivative-equity ES $-201K – -0.01
ICE 3MTH SONIA FU JUN25 IFLL 20250916 Derivative-interest rate GB $-101K – -0.00
ICE RTD MONTH COA DEC24 IFEU 20241227 Derivative-commodity GB $-343K – -0.01
ICE RTD MONTH COA NOV24 IFEU 20241129 Derivative-commodity GB $-351K – -0.01
ICE RTD MONTH COA OCT24 IFEU 20241025 Derivative-commodity GB $-358K – -0.01
IFSC NIFTY 50 FUT JUL24 INSE 20240725 Derivative-equity IN $520K – 0.02
INF SWAP US IT 2.5 03/29/23-10Y LCH Derivative-interest rate US $-1M – -0.04
INF SWAP US IT 2.525 06/07/23-10Y LCH Derivative-interest rate US $185K – 0.01
INF SWAP US IT 2.595 07/12/23-10Y LCH Derivative-interest rate US $114K – 0.00
INF SWAP US IT 2.5975 04/10/24-10Y LCH Derivative-interest rate US $30K – 0.00
ING GROEP NV SR UNSECURED 03/26 3.869 Long Debt NL $690K – 0.03
IRS AUD 3.75000 09/18/24-2Y LCH Derivative-interest rate AU $7M – 0.28
IRS AUD 4.50000 09/18/24-10Y LCH Derivative-interest rate AU $308K – 0.01
IRS CLP 4.39820 02/06/24-5Y CME Derivative-interest rate CL $-2M – -0.09
IRS CLP 4.43900 02/02/24-5Y CME Derivative-interest rate CL $-3M – -0.11
IRS CLP 4.51670 02/01/24-5Y CME Derivative-interest rate CL $-2M – -0.06
IRS CLP 4.64940 12/20/23-5Y CME Derivative-interest rate CL $-1M – -0.05
IRS CLP 4.81000 02/16/24-5Y CME Derivative-interest rate CL $1M – 0.04
IRS CLP 4.81500 02/15/24-5Y CME Derivative-interest rate CL $2M – 0.07
IRS CLP 4.86910 05/09/24-5Y CME Derivative-interest rate CL $-1M – -0.05
IRS CLP 4.88570 12/11/23-5Y CME Derivative-interest rate CL $-975K – -0.04
IRS CLP 4.89900 12/11/23-5Y CME Derivative-interest rate CL $-463K – -0.02
IRS CLP 4.90000 06/10/24-5Y CME Derivative-interest rate CL $-679K – -0.03
IRS CLP 4.94500 12/06/23-5Y CME Derivative-interest rate CL $-590K – -0.02
IRS CLP 4.96500 03/01/24-5Y CME Derivative-interest rate CL $4M – 0.14
IRS CLP 4.97000 03/25/24-5Y CME Derivative-interest rate CL $2M – 0.08
IRS CLP 5.00000 03/04/24-5Y CME Derivative-interest rate CL $-168K – -0.01
IRS CLP 5.00900 12/12/23-5Y CME Derivative-interest rate CL $-1M – -0.04
IRS CLP 5.13260 06/23/23-5Y CME Derivative-interest rate CL $-226K – -0.01
IRS CLP 5.15778 06/15/23-5Y CME Derivative-interest rate CL $-480K – -0.02
IRS CLP 5.16000 07/13/23-5Y CME Derivative-interest rate CL $-542K – -0.02
IRS CLP 5.20000 04/04/24-5Y CME Derivative-interest rate CL $475K – 0.02
IRS CLP 5.23000 06/14/23-5Y CME Derivative-interest rate CL $-45K – -0.00
IRS CLP 5.23670 06/14/23-5Y CME Derivative-interest rate CL $-54K – -0.00
IRS CLP 5.27000 06/25/24-5Y CME Derivative-interest rate CL $-4K – -0.00
IRS CLP 5.29000 06/13/23-5Y CME Derivative-interest rate CL $8K – 0.00
IRS CLP 5.29300 03/21/23-5Y CME Derivative-interest rate CL $-114K – -0.00
IRS CLP 5.30000 03/22/23-5Y CME Derivative-interest rate CL $-211K – -0.01
IRS CLP 5.31000 08/07/23-5Y CME Derivative-interest rate CL $-177K – -0.01
IRS CLP 5.35000 06/28/24-5Y CME Derivative-interest rate CL $-172K – -0.01
IRS CLP 5.38000 03/24/23-5Y CME Derivative-interest rate CL $-6K – -0.00
IRS CLP 5.45500 08/16/23-5Y CME Derivative-interest rate CL $-245K – -0.01
IRS CLP 5.45800 03/20/23-5Y CME Derivative-interest rate CL $231K – 0.01
IRS CLP 5.47500 11/13/23-5Y CME Derivative-interest rate CL $462K – 0.02
IRS CLP 5.49000 08/18/23-5Y CME Derivative-interest rate CL $-148K – -0.01
IRS CLP 5.53000 08/22/23-5Y CME Derivative-interest rate CL $-217K – -0.01
IRS CLP 5.54000 08/17/23-5Y CME Derivative-interest rate CL $-401K – -0.01
IRS CLP 5.54000 11/14/23-5Y CME Derivative-interest rate CL $255K – 0.01
IRS CLP 5.55000 08/17/23-5Y CME Derivative-interest rate CL $-428K – -0.02
IRS CLP 5.59000 08/21/23-5Y CME Derivative-interest rate CL $-619K – -0.02
IRS CLP 5.63140 08/23/23-5Y CME Derivative-interest rate CL $-910K – -0.03
IRS CLP 5.65000 06/01/23-5Y CME Derivative-interest rate CL $-535K – -0.02
IRS CLP 5.65500 11/08/23-5Y CME Derivative-interest rate CL $663K – 0.02
IRS CLP 5.69850 06/01/23-5Y CME Derivative-interest rate CL $-1M – -0.04
IRS CLP 5.75000 09/28/23-5Y CME Derivative-interest rate CL $-63K – -0.00
IRS CLP 5.79750 05/31/23-5Y CME Derivative-interest rate CL $-1M – -0.05
IRS CLP 5.83000 04/25/23-5Y CME Derivative-interest rate CL $276K – 0.01
IRS CLP 6.00000 02/16/23-5Y CME Derivative-interest rate CL $-1M – -0.04
IRS CLP 6.32000 03/07/23-5Y CME Derivative-interest rate CL $-1M – -0.05
IRS CLP 6.37000 03/03/23-5Y CME Derivative-interest rate CL $-1M – -0.05
IRS CLP 6.38000 03/03/23-5Y CME Derivative-interest rate CL $-1M – -0.05
IRS CLP 6.38500 03/07/23-5Y CME Derivative-interest rate CL $-889K – -0.03
IRS CLP 6.49000 03/06/23-5Y CME Derivative-interest rate CL $-3M – -0.12
IRS CNY 2.25000 09/18/24-5Y LCH Derivative-interest rate CN $5M – 0.20
IRS CZK 0.77600 08/20/20-5Y CME Derivative-interest rate CZ $13K – 0.00
IRS CZK 1.93400 07/02/21-5Y CME Derivative-interest rate CZ $3M – 0.12
IRS CZK 1.97200 07/07/21-5Y CME Derivative-interest rate CZ $2M – 0.06
IRS CZK 2.01500 08/10/21-5Y CME Derivative-interest rate CZ $6M – 0.23
IRS CZK 3.34000 01/06/22-10Y CME Derivative-interest rate CZ $3M – 0.11
IRS CZK 3.96500 04/16/24-5Y CME Derivative-interest rate CZ $-39K – -0.00
IRS CZK 4.02000 11/22/23-10Y CME Derivative-interest rate CZ $1M – 0.04
IRS CZK 4.06000 04/17/24-10Y CME Derivative-interest rate CZ $-192K – -0.01
IRS CZK 4.15500 04/17/24-10Y CME Derivative-interest rate CZ $-531K – -0.02
IRS CZK 4.19000 11/09/23-5Y CME Derivative-interest rate CZ $2M – 0.07
IRS CZK 4.19500 03/21/23-10Y CME Derivative-interest rate CZ $992K – 0.04
IRS CZK 4.22000 03/21/23-10Y CME Derivative-interest rate CZ $472K – 0.02
IRS CZK 4.25000 04/18/24-5Y CME Derivative-interest rate CZ $-371K – -0.01
IRS CZK 4.28000 11/08/23-10Y CME Derivative-interest rate CZ $3M – 0.13
IRS CZK 4.29000 04/18/24-10Y CME Derivative-interest rate CZ $-53K – -0.00
IRS CZK 4.30000 03/18/22-5Y CME Derivative-interest rate CZ $-311K – -0.01
IRS CZK 4.30000 04/18/24-10Y CME Derivative-interest rate CZ $-431K – -0.02
IRS CZK 4.42000 03/22/23-5Y CME Derivative-interest rate CZ $658K – 0.02
IRS CZK 4.42000 05/05/22-10Y CME Derivative-interest rate CZ $115K – 0.00
IRS CZK 4.42000 06/01/23-10Y CME Derivative-interest rate CZ $-3M – -0.09
IRS CZK 4.44000 12/12/22-5Y CME Derivative-interest rate CZ $5M – 0.19
IRS CZK 4.45500 06/01/23-10Y CME Derivative-interest rate CZ $237K – 0.01
IRS CZK 4.51000 03/22/23-5Y CME Derivative-interest rate CZ $727K – 0.03
IRS CZK 4.56000 12/09/22-5Y CME Derivative-interest rate CZ $3M – 0.13
IRS CZK 4.59000 12/16/22-5Y CME Derivative-interest rate CZ $-3M – -0.11
IRS CZK 4.60000 12/15/22-5Y CME Derivative-interest rate CZ $-1M – -0.04
IRS CZK 4.60000 12/16/22-5Y CME Derivative-interest rate CZ $-850K – -0.03
IRS CZK 4.61500 07/11/23-5Y CME Derivative-interest rate CZ $-5M – -0.17
IRS CZK 4.63000 03/21/23-5Y CME Derivative-interest rate CZ $920K – 0.03
IRS CZK 4.63750 10/03/23-10Y CME Derivative-interest rate CZ $-6M – -0.23
IRS CZK 4.64000 12/07/22-5Y CME Derivative-interest rate CZ $4M – 0.14
IRS CZK 4.68000 12/08/22-5Y CME Derivative-interest rate CZ $4M – 0.14
IRS CZK 4.69500 05/04/23-5Y CME Derivative-interest rate CZ $1M – 0.04
IRS CZK 4.73000 10/03/23-5Y CME Derivative-interest rate CZ $-2M – -0.07
IRS CZK 4.73500 05/04/23-5Y CME Derivative-interest rate CZ $1M – 0.04
IRS CZK 4.80500 08/19/22-5Y CME Derivative-interest rate CZ $3M – 0.12
IRS CZK 4.87600 04/19/22-5Y CME Derivative-interest rate CZ $-508K – -0.02
IRS CZK 4.88000 04/19/22-5Y CME Derivative-interest rate CZ $-517K – -0.02
IRS CZK 5.07000 04/20/23-5Y CME Derivative-interest rate CZ $-2M – -0.06
IRS CZK 5.09000 04/20/23-5Y CME Derivative-interest rate CZ $-2M – -0.07
IRS CZK 5.10300 11/16/22-5Y CME Derivative-interest rate CZ $7M – 0.26
IRS CZK 5.14000 07/11/22-5Y CME Derivative-interest rate CZ $5M – 0.17
IRS CZK 5.16500 02/24/23-5Y CME Derivative-interest rate CZ $-1M – -0.05
IRS CZK 5.17500 02/23/23-5Y CME Derivative-interest rate CZ $-680K – -0.03
IRS CZK 5.17500 07/11/22-5Y CME Derivative-interest rate CZ $6M – 0.23
IRS CZK 5.18500 05/24/22-5Y CME Derivative-interest rate CZ $-2M – -0.08
IRS CZK 5.21500 02/24/23-5Y CME Derivative-interest rate CZ $-4M – -0.14
IRS CZK 5.28500 05/20/22-5Y CME Derivative-interest rate CZ $-3M – -0.11
IRS CZK 5.37000 05/13/22-5Y CME Derivative-interest rate CZ $-2M – -0.09
IRS CZK 5.53800 09/02/22-5Y CME Derivative-interest rate CZ $-7M – -0.27
IRS CZK 5.63000 10/03/22-5Y CME Derivative-interest rate CZ $-5M – -0.18
IRS CZK 5.64000 06/10/22-5Y CME Derivative-interest rate CZ $-3M – -0.13
IRS CZK 5.78800 10/20/22-5Y CME Derivative-interest rate CZ $7M – 0.27
IRS EUR 2.50000 09/18/24-30Y LCH Derivative-interest rate $-66K – -0.00
IRS EUR 2.75000 09/18/24-10Y LCH Derivative-interest rate $625K – 0.02
IRS EUR 3.00000 09/18/24-2Y LCH Derivative-interest rate $62K – 0.00
IRS HKD 3.50000 09/18/24-5Y LCH Derivative-interest rate HK $1M – 0.04
IRS HKD 3.75000 09/18/24-5Y LCH Derivative-interest rate HK $125K – 0.00
IRS HKD 4.00000 09/18/24-5Y LCH Derivative-interest rate HK $-356K – -0.01
IRS HUF 1.95750 03/19/21-5Y CME Derivative-interest rate HU $5M – 0.19
IRS HUF 1.98000 03/09/21-5Y CME Derivative-interest rate HU $3M – 0.09
IRS HUF 10.00000 11/18/22-5Y CME Derivative-interest rate HU $2M – 0.07
IRS HUF 10.05000 12/15/22-5Y CME Derivative-interest rate HU $-7M – -0.25
IRS HUF 10.07000 07/18/22-5Y CME Derivative-interest rate HU $8M – 0.28
IRS HUF 10.10000 07/15/22-5Y CME Derivative-interest rate HU $9M – 0.32
IRS HUF 10.34000 12/15/22-5Y CME Derivative-interest rate HU $-8M – -0.29
IRS HUF 10.46000 12/21/22-5Y CME Derivative-interest rate HU $-9M – -0.34
IRS HUF 10.64000 09/29/22-5Y CME Derivative-interest rate HU $3M – 0.13
IRS HUF 10.70000 12/22/22-5Y CME Derivative-interest rate HU $-7M – -0.27
IRS HUF 11.14000 12/23/22-5Y CME Derivative-interest rate HU $-2M – -0.06
IRS HUF 11.35000 11/11/22-5Y CME Derivative-interest rate HU $2M – 0.08
IRS HUF 11.52350 09/12/22-5Y CME Derivative-interest rate HU $-15M – -0.56
IRS HUF 12.50000 10/19/22-5Y CME Derivative-interest rate HU $9M – 0.34
IRS HUF 12.51000 10/19/22-5Y CME Derivative-interest rate HU $17M – 0.63
IRS HUF 2.49900 07/05/21-5Y CME Derivative-interest rate HU $-2M – -0.08
IRS HUF 2.55750 08/06/21-5Y CME Derivative-interest rate HU $5M – 0.19
IRS HUF 2.72000 09/13/21-5Y CME Derivative-interest rate HU $3M – 0.13
IRS HUF 4.70000 12/27/21-5Y CME Derivative-interest rate HU $270K – 0.01
IRS HUF 5.06000 02/18/22-5Y CME Derivative-interest rate HU $-3M – -0.10
IRS HUF 5.50000 03/04/22-5Y CME Derivative-interest rate HU $1M – 0.05
IRS HUF 6.06000 12/13/23-5Y CME Derivative-interest rate HU $366K – 0.01
IRS HUF 6.06500 12/13/23-5Y CME Derivative-interest rate HU $-2M – -0.06
IRS HUF 6.10000 03/11/22-5Y CME Derivative-interest rate HU $654K – 0.02
IRS HUF 6.25000 05/21/24-5Y CME Derivative-interest rate HU $-121K – -0.00
IRS HUF 6.27000 05/22/24-5Y CME Derivative-interest rate HU $-49K – -0.00
IRS HUF 6.28000 03/18/22-5Y CME Derivative-interest rate HU $391K – 0.01
IRS HUF 6.28100 05/22/24-5Y CME Derivative-interest rate HU $-78K – -0.00
IRS HUF 6.53000 04/05/24-5Y CME Derivative-interest rate HU $-94K – -0.00
IRS HUF 6.53000 04/08/24-5Y CME Derivative-interest rate HU $-140K – -0.01
IRS HUF 6.55000 04/04/24-5Y CME Derivative-interest rate HU $-200K – -0.01
IRS HUF 6.56000 04/08/24-5Y CME Derivative-interest rate HU $-131K – -0.00
IRS HUF 6.58710 04/05/24-5Y CME Derivative-interest rate HU $-423K – -0.02
IRS HUF 6.80000 04/16/24-5Y CME Derivative-interest rate HU $-632K – -0.02
IRS HUF 6.83000 04/17/24-5Y CME Derivative-interest rate HU $-669K – -0.02
IRS HUF 7.00000 04/22/24-5Y CME Derivative-interest rate HU $-896K – -0.03
IRS HUF 7.08800 04/22/24-5Y CME Derivative-interest rate HU $-2M – -0.06
IRS HUF 7.10000 04/19/24-5Y CME Derivative-interest rate HU $-1M – -0.04
IRS HUF 7.64000 05/13/22-5Y CME Derivative-interest rate HU $-2M – -0.08
IRS HUF 7.72000 10/26/23-5Y CME Derivative-interest rate HU $-7M – -0.25
IRS HUF 7.74000 10/26/23-5Y CME Derivative-interest rate HU $-4M – -0.16
IRS HUF 7.77000 10/27/23-5Y CME Derivative-interest rate HU $10M – 0.35
IRS HUF 8.32000 01/20/23-5Y CME Derivative-interest rate HU $1M – 0.04
IRS HUF 8.50000 01/25/23-5Y CME Derivative-interest rate HU $9M – 0.32
IRS HUF 8.65000 01/19/23-5Y CME Derivative-interest rate HU $1M – 0.05
IRS HUF 8.71200 04/28/23-5Y CME Derivative-interest rate HU $3M – 0.09
IRS HUF 8.74000 04/28/23-5Y CME Derivative-interest rate HU $12M – 0.46
IRS HUF 8.80000 04/27/23-5Y CME Derivative-interest rate HU $3M – 0.10
IRS HUF 9.49000 04/11/23-5Y CME Derivative-interest rate HU $-7M – -0.26
IRS HUF 9.50000 04/11/23-5Y CME Derivative-interest rate HU $-3M – -0.10
IRS HUF 9.51000 04/11/23-5Y CME Derivative-interest rate HU $-4M – -0.14
IRS HUF 9.62500 08/15/22-5Y CME Derivative-interest rate HU $9M – 0.35
IRS HUF 9.75000 11/22/22-5Y CME Derivative-interest rate HU $2M – 0.06
IRS HUF 9.80000 11/16/22-5Y CME Derivative-interest rate HU $12M – 0.45
IRS HUF 9.90000 12/16/22-5Y CME Derivative-interest rate HU $-3M – -0.13
IRS ILS 0.69167 09/13/21-5Y LCH Derivative-interest rate IL $13M – 0.48
IRS ILS 0.75000 12/10/21-5Y LCH Derivative-interest rate IL $-9M – -0.35
IRS ILS 0.76000 12/10/21-5Y LCH Derivative-interest rate IL $-3M – -0.12
IRS ILS 0.90000 10/07/21-5Y LCH Derivative-interest rate IL $-2M – -0.06
IRS ILS 0.90500 11/25/21-5Y LCH Derivative-interest rate IL $-3M – -0.11
IRS ILS 0.96500 01/14/22-5Y LCH Derivative-interest rate IL $4M – 0.16
IRS ILS 1.10500 01/21/22-5Y LCH Derivative-interest rate IL $8M – 0.28
IRS ILS 1.17800 02/04/22-5Y LCH Derivative-interest rate IL $6M – 0.23
IRS ILS 1.39750 03/04/22-5Y LCH Derivative-interest rate IL $2M – 0.08
IRS ILS 1.88500 04/01/22-5Y LCH Derivative-interest rate IL $-3M – -0.10
IRS ILS 2.02500 04/11/22-5Y LCH Derivative-interest rate IL $3M – 0.10
IRS ILS 2.39000 05/27/22-5Y LCH Derivative-interest rate IL $3M – 0.12
IRS ILS 2.45000 05/20/22-5Y LCH Derivative-interest rate IL $5M – 0.18
IRS ILS 2.66630 07/18/22-5Y LCH Derivative-interest rate IL $2M – 0.09
IRS ILS 2.67000 07/15/22-5Y LCH Derivative-interest rate IL $1M – 0.04
IRS ILS 2.82500 06/10/22-5Y LCH Derivative-interest rate IL $-3M – -0.10
IRS ILS 2.84000 06/10/22-5Y LCH Derivative-interest rate IL $-1M – -0.04
IRS ILS 3.26000 11/18/22-5Y LCH Derivative-interest rate IL $-3M – -0.10
IRS ILS 3.29000 11/16/22-5Y LCH Derivative-interest rate IL $-2M – -0.06
IRS ILS 3.44000 11/24/23-5Y LCH Derivative-interest rate IL $-1M – -0.05
IRS ILS 3.46000 11/23/23-5Y LCH Derivative-interest rate IL $-2M – -0.06
IRS ILS 3.46000 11/24/23-5Y LCH Derivative-interest rate IL $-2M – -0.08
IRS ILS 3.47500 01/06/23-5Y LCH Derivative-interest rate IL $353K – 0.01
IRS ILS 3.51500 11/22/23-5Y LCH Derivative-interest rate IL $-1M – -0.05
IRS ILS 3.52500 06/20/23-5Y LCH Derivative-interest rate IL $276K – 0.01
IRS ILS 3.53000 04/03/23-5Y LCH Derivative-interest rate IL $-2M – -0.08
IRS ILS 3.57000 01/05/23-5Y LCH Derivative-interest rate IL $1M – 0.04
IRS ILS 3.59000 03/31/23-5Y LCH Derivative-interest rate IL $-1M – -0.05
IRS ILS 3.59000 05/18/23-5Y LCH Derivative-interest rate IL $2M – 0.06
IRS ILS 3.65000 01/02/23-5Y LCH Derivative-interest rate IL $584K – 0.02
IRS ILS 3.67000 12/30/22-5Y LCH Derivative-interest rate IL $542K – 0.02
IRS ILS 3.68000 01/24/24-5Y LCH Derivative-interest rate IL $2M – 0.06
IRS ILS 3.70000 01/29/24-5Y LCH Derivative-interest rate IL $2M – 0.06
IRS ILS 3.70400 01/29/24-5Y LCH Derivative-interest rate IL $477K – 0.02
IRS ILS 3.74000 01/25/24-5Y LCH Derivative-interest rate IL $438K – 0.02
IRS ILS 3.77000 10/18/23-5Y LCH Derivative-interest rate IL $-203K – -0.01
IRS ILS 3.80000 08/18/23-5Y LCH Derivative-interest rate IL $-514K – -0.02
IRS ILS 3.82500 03/18/24-5Y LCH Derivative-interest rate IL $820K – 0.03
IRS ILS 3.85500 03/19/24-5Y LCH Derivative-interest rate IL $729K – 0.03
IRS ILS 3.87000 03/16/23-5Y LCH Derivative-interest rate IL $-416K – -0.02
IRS ILS 3.91500 10/19/23-5Y LCH Derivative-interest rate IL $140K – 0.01
IRS ILS 3.92000 03/20/24-5Y LCH Derivative-interest rate IL $505K – 0.02
IRS ILS 3.93000 03/21/24-5Y LCH Derivative-interest rate IL $742K – 0.03
IRS ILS 3.98000 02/23/23-5Y LCH Derivative-interest rate IL $42K – 0.00
IRS ILS 3.98000 10/19/23-5Y LCH Derivative-interest rate IL $152K – 0.01
IRS ILS 4.03000 02/24/23-5Y LCH Derivative-interest rate IL $70K – 0.00
IRS ILS 4.03900 02/24/23-5Y LCH Derivative-interest rate IL $6K – 0.00
IRS ILS 4.36000 05/02/24-5Y LCH Derivative-interest rate IL $-93K – -0.00
IRS ILS 4.37000 05/02/24-5Y LCH Derivative-interest rate IL $-18K – -0.00
IRS ILS 4.43000 04/25/24-5Y LCH Derivative-interest rate IL $187K – 0.01
IRS ILS 4.46000 10/02/23-5Y LCH Derivative-interest rate IL $-3M – -0.11
IRS ILS 4.51500 04/22/24-5Y LCH Derivative-interest rate IL $472K – 0.02
IRS KRW 3.25000 09/18/24-5Y LCH Derivative-interest rate KR $873K – 0.03
IRS KRW 3.50000 09/18/24-5Y LCH Derivative-interest rate KR $2M – 0.08
IRS MXN 10.02330 06/13/24-5Y* CME Derivative-interest rate MX $415K – 0.02
IRS MXN 10.18000 06/13/24-10Y* CME Derivative-interest rate MX $532K – 0.02
IRS MXN 4.77500 07/02/20-5Y* CME Derivative-interest rate MX $2M – 0.08
IRS MXN 4.80000 02/11/21-5Y* CME Derivative-interest rate MX $5M – 0.18
IRS MXN 4.83000 07/01/20-5Y* CME Derivative-interest rate MX $74K – 0.00
IRS MXN 4.84900 07/01/20-5Y* CME Derivative-interest rate MX $762K – 0.03
IRS MXN 5.08000 10/15/20-5Y* CME Derivative-interest rate MX $-2M – -0.07
IRS MXN 5.12000 05/12/20-5Y* CME Derivative-interest rate MX $-1M – -0.04
IRS MXN 5.44000 05/07/20-5Y* CME Derivative-interest rate MX $-533K – -0.02
IRS MXN 5.44250 04/23/20-5Y* CME Derivative-interest rate MX $-748K – -0.03
IRS MXN 5.55000 03/18/21-5Y* CME Derivative-interest rate MX $2M – 0.09
IRS MXN 5.88000 04/22/21-5Y* CME Derivative-interest rate MX $1M – 0.04
IRS MXN 6.05000 06/10/21-5Y* CME Derivative-interest rate MX $-3M – -0.09
IRS MXN 6.09500 03/26/21-5Y* CME Derivative-interest rate MX $2M – 0.08
IRS MXN 6.21000 04/03/20-5Y* CME Derivative-interest rate MX $-1M – -0.05
IRS MXN 6.23000 04/13/20-5Y* CME Derivative-interest rate MX $-990K – -0.04
IRS MXN 6.25500 05/27/21-5Y* CME Derivative-interest rate MX $1M – 0.04
IRS MXN 6.39000 02/27/20-5Y* CME Derivative-interest rate MX $443K – 0.02
IRS MXN 6.44000 02/04/20-5Y* CME Derivative-interest rate MX $2M – 0.06
IRS MXN 6.46000 06/24/21-5Y* CME Derivative-interest rate MX $-88K – -0.00
IRS MXN 6.62500 09/17/21-5Y* CME Derivative-interest rate MX $1M – 0.04
IRS MXN 6.63500 09/17/21-5Y* CME Derivative-interest rate MX $1M – 0.04
IRS MXN 6.74000 09/23/21-5Y* CME Derivative-interest rate MX $2M – 0.07
IRS MXN 6.88000 03/24/20-5Y* CME Derivative-interest rate MX $112K – 0.00
IRS MXN 6.95000 03/26/20-5Y* CME Derivative-interest rate MX $590K – 0.02
IRS MXN 7.10929 12/09/21-5Y* CME Derivative-interest rate MX $-8M – -0.31
IRS MXN 7.11270 09/30/21-5Y* CME Derivative-interest rate MX $9M – 0.33
IRS MXN 7.17000 10/15/21-5Y* CME Derivative-interest rate MX $2M – 0.06
IRS MXN 7.26380 12/23/21-5Y* CME Derivative-interest rate MX $2M – 0.09
IRS MXN 7.27250 11/18/21-5Y* CME Derivative-interest rate MX $-711K – -0.03
IRS MXN 7.30000 11/18/21-5Y* CME Derivative-interest rate MX $-992K – -0.04
IRS MXN 7.35300 11/11/21-5Y* CME Derivative-interest rate MX $3M – 0.10
IRS MXN 7.38300 02/03/22-5Y* CME Derivative-interest rate MX $3M – 0.10
IRS MXN 7.46000 02/10/22-5Y* CME Derivative-interest rate MX $-3M – -0.10
IRS MXN 7.53000 01/20/22-5Y* CME Derivative-interest rate MX $3M – 0.10
IRS MXN 7.57000 11/25/21-5Y* CME Derivative-interest rate MX $1M – 0.05
IRS MXN 7.59000 11/04/21-5Y* CME Derivative-interest rate MX $1M – 0.05
IRS MXN 7.67300 01/06/22-5Y* CME Derivative-interest rate MX $2M – 0.09
IRS MXN 7.74500 02/17/22-5Y* CME Derivative-interest rate MX $-1M – -0.05
IRS MXN 8.05500 06/26/23-10Y* CME Derivative-interest rate MX $-1M – -0.05
IRS MXN 8.12400 08/11/22-5Y* CME Derivative-interest rate MX $-2M – -0.08
IRS MXN 8.20680 06/26/23-5Y* CME Derivative-interest rate MX $1M – 0.04
IRS MXN 8.25000 12/15/22-10Y* CME Derivative-interest rate MX $-4M – -0.14
IRS MXN 8.28000 08/04/22-5Y* CME Derivative-interest rate MX $-4M – -0.16
IRS MXN 8.28100 04/10/23-10Y* CME Derivative-interest rate MX $-2M – -0.09
IRS MXN 8.37370 03/27/23-10Y* CME Derivative-interest rate MX $-4M – -0.15
IRS MXN 8.38500 03/31/22-5Y* CME Derivative-interest rate MX $2M – 0.06
IRS MXN 8.40000 05/27/22-5Y* CME Derivative-interest rate MX $-3M – -0.11
IRS MXN 8.40150 05/26/22-5Y* CME Derivative-interest rate MX $-3M – -0.11
IRS MXN 8.43750 03/27/23-5Y* CME Derivative-interest rate MX $-6M – -0.22
IRS MXN 8.45300 12/06/22-5Y* CME Derivative-interest rate MX $-9M – -0.34
IRS MXN 8.47000 12/29/23-10Y* CME Derivative-interest rate MX $-787K – -0.03
IRS MXN 8.48000 12/06/22-5Y* CME Derivative-interest rate MX $-3M – -0.11
IRS MXN 8.48500 01/30/23-5Y* CME Derivative-interest rate MX $2M – 0.08
IRS MXN 8.49770 03/17/22-5Y* CME Derivative-interest rate MX $-291K – -0.01
IRS MXN 8.50000 08/07/23-10Y* CME Derivative-interest rate MX $5M – 0.18
IRS MXN 8.54000 01/03/24-10Y* CME Derivative-interest rate MX $-3M – -0.11
IRS MXN 8.56300 05/29/23-10Y* CME Derivative-interest rate MX $2M – 0.06
IRS MXN 8.60000 11/11/22-5Y* CME Derivative-interest rate MX $-2M – -0.07
IRS MXN 8.61570 11/11/22-5Y* CME Derivative-interest rate MX $-3M – -0.10
IRS MXN 8.63000 11/15/22-5Y* CME Derivative-interest rate MX $-2M – -0.06
IRS MXN 8.64500 08/09/23-10Y* CME Derivative-interest rate MX $2M – 0.08
IRS MXN 8.72750 05/29/23-5Y* CME Derivative-interest rate MX $3M – 0.12
IRS MXN 8.75500 02/16/23-10Y* CME Derivative-interest rate MX $1M – 0.04
IRS MXN 8.76500 08/09/23-5Y* CME Derivative-interest rate MX $3M – 0.09
IRS MXN 8.77000 05/19/22-5Y* CME Derivative-interest rate MX $2M – 0.06
IRS MXN 8.78220 03/21/24-10Y* CME Derivative-interest rate MX $1M – 0.05
IRS MXN 8.78500 05/12/22-5Y* CME Derivative-interest rate MX $1M – 0.05
IRS MXN 8.80000 02/15/23-10Y* CME Derivative-interest rate MX $2M – 0.06
IRS MXN 8.81000 07/07/22-5Y* CME Derivative-interest rate MX $-2M – -0.08
IRS MXN 8.84400 02/20/23-10Y* CME Derivative-interest rate MX $2M – 0.06
IRS MXN 8.92110 08/31/22-5Y* CME Derivative-interest rate MX $4M – 0.14
IRS MXN 8.94000 02/13/23-5Y* CME Derivative-interest rate MX $2M – 0.06
IRS MXN 8.95500 04/04/24-10Y* CME Derivative-interest rate MX $2M – 0.06
IRS MXN 8.99000 08/23/23-10Y* CME Derivative-interest rate MX $951K – 0.04
IRS MXN 9.02000 06/09/22-5Y* CME Derivative-interest rate MX $3M – 0.10
IRS MXN 9.06000 09/20/22-5Y* CME Derivative-interest rate MX $2M – 0.08
IRS MXN 9.07000 06/30/22-5Y* CME Derivative-interest rate MX $912K – 0.03
IRS MXN 9.11400 06/30/22-5Y* CME Derivative-interest rate MX $755K – 0.03
IRS MXN 9.13500 11/09/23-10Y* CME Derivative-interest rate MX $-412K – -0.02
IRS MXN 9.19000 09/23/22-5Y* CME Derivative-interest rate MX $1M – 0.04
IRS MXN 9.21500 02/15/23-5Y* CME Derivative-interest rate MX $1M – 0.04
IRS MXN 9.23750 11/09/23-5Y* CME Derivative-interest rate MX $-600K – -0.02
IRS MXN 9.29000 09/29/22-5Y* CME Derivative-interest rate MX $-594K – -0.02
IRS MXN 9.29960 09/30/22-5Y* CME Derivative-interest rate MX $-890K – -0.03
IRS MXN 9.34500 02/22/23-5Y* CME Derivative-interest rate MX $631K – 0.02
IRS MXN 9.38240 10/18/22-5Y* CME Derivative-interest rate MX $-1M – -0.05
IRS MXN 9.53600 09/28/22-5Y* CME Derivative-interest rate MX $602K – 0.02
IRS MXN 9.76500 09/29/23-10Y* CME Derivative-interest rate MX $988K – 0.04
IRS MXN 9.88500 06/14/24-5Y* CME Derivative-interest rate MX $283K – 0.01
IRS MXN 9.89000 09/29/23-5Y* CME Derivative-interest rate MX $294K – 0.01
IRS MXN 9.98130 06/13/24-10Y* CME Derivative-interest rate MX $1M – 0.04
IRS MYR P 3.50000 09/18/24-5Y GST Derivative-interest rate MY $2M – 0.06
IRS MYR P 3.75000 09/18/24-5Y GST Derivative-interest rate MY $-1M – -0.04
IRS MYR R 3.50000 03/20/24-5Y MBC Derivative-interest rate MY $-383K – -0.01
IRS MYR R 3.50000 09/18/24-5Y BPS Derivative-interest rate MY $-1M – -0.04
IRS MYR R 3.50000 09/18/24-5Y GST Derivative-interest rate MY $-459K – -0.02
IRS MYR R 3.50000 09/18/24-5Y MYC Derivative-interest rate MY $-941K – -0.03
IRS MYR R 3.70000 09/18/24-5Y BOA Derivative-interest rate MY $388K – 0.01
IRS MYR R 3.70000 09/18/24-5Y BPS Derivative-interest rate MY $232K – 0.01
IRS PLN 1.18800 03/19/21-5Y CME Derivative-interest rate PL $5M – 0.20
IRS PLN 1.40500 08/10/21-5Y CME Derivative-interest rate PL $10M – 0.37
IRS PLN 1.45000 07/05/21-5Y CME Derivative-interest rate PL $-301K – -0.01
IRS PLN 1.46500 06/07/21-5Y CME Derivative-interest rate PL $1M – 0.05
IRS PLN 2.18500 10/08/21-5Y CME Derivative-interest rate PL $-473K – -0.02
IRS PLN 2.98300 11/08/21-5Y CME Derivative-interest rate PL $3M – 0.12
IRS PLN 3.52500 12/24/21-5Y CME Derivative-interest rate PL $-304K – -0.01
IRS PLN 3.60000 12/27/21-5Y CME Derivative-interest rate PL $-266K – -0.01
IRS PLN 3.73900 01/03/22-5Y CME Derivative-interest rate PL $759K – 0.03
IRS PLN 3.93400 03/04/22-5Y CME Derivative-interest rate PL $-2M – -0.09
IRS PLN 4.21900 02/04/22-5Y CME Derivative-interest rate PL $2M – 0.09
IRS PLN 4.25500 12/27/23-5Y CME Derivative-interest rate PL $424K – 0.02
IRS PLN 4.44000 01/09/24-5Y CME Derivative-interest rate PL $2M – 0.06
IRS PLN 4.73500 10/09/23-5Y CME Derivative-interest rate PL $238K – 0.01
IRS PLN 4.82500 03/13/24-5Y CME Derivative-interest rate PL $2M – 0.06
IRS PLN 4.83000 03/18/22-5Y CME Derivative-interest rate PL $604K – 0.02
IRS PLN 4.84000 08/22/23-5Y CME Derivative-interest rate PL $-404K – -0.01
IRS PLN 4.85000 02/15/24-5Y CME Derivative-interest rate PL $780K – 0.03
IRS PLN 4.86500 02/16/24-5Y CME Derivative-interest rate PL $727K – 0.03
IRS PLN 4.89000 02/16/24-5Y CME Derivative-interest rate PL $452K – 0.02
IRS PLN 4.89900 03/19/24-5Y CME Derivative-interest rate PL $967K – 0.04
IRS PLN 4.93000 06/29/23-5Y CME Derivative-interest rate PL $-177K – -0.01
IRS PLN 4.97500 03/29/24-5Y CME Derivative-interest rate PL $267K – 0.01
IRS PLN 5.05400 05/15/24-5Y CME Derivative-interest rate PL $156K – 0.01
IRS PLN 5.05750 05/15/24-5Y CME Derivative-interest rate PL $81K – 0.00
IRS PLN 5.06000 05/15/24-5Y CME Derivative-interest rate PL $60K – 0.00
IRS PLN 5.16500 04/12/24-5Y CME Derivative-interest rate PL $340K – 0.01
IRS PLN 5.17000 01/24/23-5Y CME Derivative-interest rate PL $-8K – -0.00
IRS PLN 5.17900 04/01/22-5Y CME Derivative-interest rate PL $106K – 0.00
IRS PLN 5.30000 01/12/23-5Y CME Derivative-interest rate PL $280K – 0.01
IRS PLN 5.43000 03/16/23-5Y CME Derivative-interest rate PL $628K – 0.02
IRS PLN 5.49000 12/12/22-5Y CME Derivative-interest rate PL $2M – 0.09
IRS PLN 5.52500 12/12/22-5Y CME Derivative-interest rate PL $822K – 0.03
IRS PLN 5.54000 06/01/23-5Y CME Derivative-interest rate PL $1M – 0.05
IRS PLN 5.60000 12/16/22-5Y CME Derivative-interest rate PL $-2M – -0.08
IRS PLN 5.61000 12/15/22-5Y CME Derivative-interest rate PL $-1M – -0.04
IRS PLN 5.66000 12/14/22-5Y CME Derivative-interest rate PL $-846K – -0.03
IRS PLN 5.67000 12/09/22-5Y CME Derivative-interest rate PL $3M – 0.10
IRS PLN 5.75000 12/08/22-5Y CME Derivative-interest rate PL $2M – 0.09
IRS PLN 5.75000 12/15/22-5Y CME Derivative-interest rate PL $-3M – -0.10
IRS PLN 5.80000 12/07/22-5Y CME Derivative-interest rate PL $5M – 0.19
IRS PLN 5.83000 12/08/22-5Y CME Derivative-interest rate PL $5M – 0.19
IRS PLN 6.04000 02/24/23-5Y CME Derivative-interest rate PL $-2M – -0.08
IRS PLN 6.31000 11/18/22-5Y CME Derivative-interest rate PL $3M – 0.12
IRS PLN 6.34800 09/09/22-5Y CME Derivative-interest rate PL $-15M – -0.55
IRS PLN 6.36500 11/17/22-5Y CME Derivative-interest rate PL $4M – 0.13
IRS PLN 6.40500 05/20/22-5Y CME Derivative-interest rate PL $-2M – -0.08
IRS PLN 6.45500 11/16/22-5Y CME Derivative-interest rate PL $6M – 0.21
IRS PLN 6.65000 07/08/22-5Y CME Derivative-interest rate PL $6M – 0.22
IRS PLN 6.65000 09/29/22-5Y CME Derivative-interest rate PL $-7M – -0.26
IRS PLN 6.72000 07/11/22-5Y CME Derivative-interest rate PL $11M – 0.41
IRS PLN 7.45300 10/19/22-5Y CME Derivative-interest rate PL $13M – 0.47
IRS TWD 1.50000 09/18/24-5Y LCH Derivative-interest rate TW $3M – 0.12
IRS ZAR 4.93750 09/18/20-5Y CME Derivative-interest rate ZA $569K – 0.02
IRS ZAR 5.60100 06/09/21-5Y CME Derivative-interest rate ZA $-1M – -0.04
IRS ZAR 5.68000 06/08/21-5Y CME Derivative-interest rate ZA $-1M – -0.05
IRS ZAR 5.73900 07/28/21-5Y CME Derivative-interest rate ZA $-2M – -0.09
IRS ZAR 5.78000 03/03/21-5Y CME Derivative-interest rate ZA $1M – 0.04
IRS ZAR 5.86000 06/23/21-5Y CME Derivative-interest rate ZA $2M – 0.09
IRS ZAR 5.95000 03/17/21-5Y CME Derivative-interest rate ZA $35K – 0.00
IRS ZAR 5.98000 09/22/21-5Y CME Derivative-interest rate ZA $1M – 0.04
IRS ZAR 6.02250 07/01/21-5Y CME Derivative-interest rate ZA $520K – 0.02
IRS ZAR 6.23100 09/29/21-5Y CME Derivative-interest rate ZA $2M – 0.09
IRS ZAR 6.30000 12/23/21-5Y CME Derivative-interest rate ZA $-235K – -0.01
IRS ZAR 6.30750 12/23/21-5Y CME Derivative-interest rate ZA $-693K – -0.03
IRS ZAR 6.31000 12/23/21-5Y CME Derivative-interest rate ZA $-136K – -0.01
IRS ZAR 6.40000 12/30/21-5Y CME Derivative-interest rate ZA $-1M – -0.05
IRS ZAR 6.54000 01/04/22-5Y CME Derivative-interest rate ZA $-1M – -0.05
IRS ZAR 6.54000 02/23/22-5Y CME Derivative-interest rate ZA $-3M – -0.09
IRS ZAR 6.67000 01/12/22-5Y CME Derivative-interest rate ZA $2M – 0.09
IRS ZAR 6.69000 11/04/21-5Y CME Derivative-interest rate ZA $-19K – -0.00
IRS ZAR 6.85500 11/03/21-5Y CME Derivative-interest rate ZA $-703K – -0.03
IRS ZAR 7.04940 03/09/22-5Y CME Derivative-interest rate ZA $2M – 0.06
IRS ZAR 7.48900 05/18/22-5Y CME Derivative-interest rate ZA $849K – 0.03
IRS ZAR 7.70500 01/10/23-5Y CME Derivative-interest rate ZA $-2M – -0.08
IRS ZAR 7.73000 01/09/23-5Y CME Derivative-interest rate ZA $-613K – -0.02
IRS ZAR 7.74000 08/17/22-5Y CME Derivative-interest rate ZA $685K – 0.03
IRS ZAR 7.90000 01/06/23-5Y CME Derivative-interest rate ZA $-169K – -0.01
IRS ZAR 7.98000 08/03/22-5Y CME Derivative-interest rate ZA $88K – 0.00
IRS ZAR 8.05500 11/14/22-5Y CME Derivative-interest rate ZA $154K – 0.01
IRS ZAR 8.06400 07/27/22-5Y CME Derivative-interest rate ZA $-426K – -0.02
IRS ZAR 8.12000 03/13/23-5Y CME Derivative-interest rate ZA $-242K – -0.01
IRS ZAR 8.13000 01/25/24-5Y CME Derivative-interest rate ZA $-96K – -0.00
IRS ZAR 8.20500 02/17/23-5Y CME Derivative-interest rate ZA $-952K – -0.04
IRS ZAR 8.20500 08/31/23-5Y CME Derivative-interest rate ZA $39K – 0.00
IRS ZAR 8.22000 08/30/23-5Y CME Derivative-interest rate ZA $477K – 0.02
IRS ZAR 8.22000 08/31/23-5Y CME Derivative-interest rate ZA $-923K – -0.03
IRS ZAR 8.22500 08/31/23-5Y CME Derivative-interest rate ZA $379K – 0.01
IRS ZAR 8.25000 11/22/23-5Y CME Derivative-interest rate ZA $475K – 0.02
IRS ZAR 8.27600 06/14/24-5Y CME Derivative-interest rate ZA $297K – 0.01
IRS ZAR 8.29100 07/27/23-5Y CME Derivative-interest rate ZA $287K – 0.01
IRS ZAR 8.30500 07/27/23-5Y CME Derivative-interest rate ZA $534K – 0.02
IRS ZAR 8.31000 07/27/23-5Y CME Derivative-interest rate ZA $308K – 0.01
IRS ZAR 8.33000 07/27/23-5Y CME Derivative-interest rate ZA $374K – 0.01
IRS ZAR 8.35200 11/09/23-5Y CME Derivative-interest rate ZA $2M – 0.07
IRS ZAR 8.35500 11/03/23-5Y CME Derivative-interest rate ZA $1M – 0.05
IRS ZAR 8.36000 11/06/23-5Y CME Derivative-interest rate ZA $800K – 0.03
IRS ZAR 8.37000 07/20/23-5Y CME Derivative-interest rate ZA $2M – 0.06
IRS ZAR 8.37500 02/23/23-5Y CME Derivative-interest rate ZA $-1M – -0.04
IRS ZAR 8.39500 02/23/23-5Y CME Derivative-interest rate ZA $-848K – -0.03
IRS ZAR 8.41100 07/19/23-5Y CME Derivative-interest rate ZA $2M – 0.06
IRS ZAR 8.43000 02/23/23-5Y CME Derivative-interest rate ZA $613K – 0.02
IRS ZAR 8.45900 05/22/24-5Y CME Derivative-interest rate ZA $1M – 0.05
IRS ZAR 8.46500 02/23/23-5Y CME Derivative-interest rate ZA $-1M – -0.05
IRS ZAR 8.50000 10/17/22-5Y CME Derivative-interest rate ZA $2M – 0.09
IRS ZAR 8.51000 04/25/23-5Y CME Derivative-interest rate ZA $-723K – -0.03
IRS ZAR 8.51000 05/17/24-5Y CME Derivative-interest rate ZA $1M – 0.05
IRS ZAR 8.53000 05/16/24-5Y CME Derivative-interest rate ZA $1M – 0.05
IRS ZAR 8.54100 05/17/24-5Y CME Derivative-interest rate ZA $1M – 0.04
IRS ZAR 8.55000 08/23/23-5Y CME Derivative-interest rate ZA $-2M – -0.06
IRS ZAR 8.56000 04/25/23-5Y CME Derivative-interest rate ZA $-2M – -0.08
IRS ZAR 8.62500 08/23/23-5Y CME Derivative-interest rate ZA $-1M – -0.05
IRS ZAR 8.64500 04/02/24-5Y CME Derivative-interest rate ZA $-2M – -0.06
IRS ZAR 8.64900 04/03/24-5Y CME Derivative-interest rate ZA $-1M – -0.04
IRS ZAR 8.65000 04/02/24-5Y CME Derivative-interest rate ZA $-783K – -0.03
IRS ZAR 8.67000 04/02/24-5Y CME Derivative-interest rate ZA $-2M – -0.06
IRS ZAR 8.70000 08/22/23-5Y CME Derivative-interest rate ZA $-2M – -0.07
IRS ZAR 8.82000 04/12/24-5Y CME Derivative-interest rate ZA $825K – 0.03
IRS ZAR 8.88000 04/11/24-5Y CME Derivative-interest rate ZA $-2M – -0.07
IRS ZAR 8.95000 05/11/23-5Y CME Derivative-interest rate ZA $-2M – -0.07
IRS ZAR 9.09000 09/28/23-5Y CME Derivative-interest rate ZA $-6M – -0.22
IRS ZAR 9.18500 06/12/23-5Y CME Derivative-interest rate ZA $5M – 0.18
IRS ZAR 9.35000 05/18/23-5Y CME Derivative-interest rate ZA $-2M – -0.08
JACKSON NATL LIFE GLOBAL SECURED 144A 01/25 1.75 (JACKSON NATIONAL LIFE GLOBAL FUNDING) Long Debt US $978K – 0.04
JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR (JP MORGAN CHASE & CO) Long Debt US $2M – 0.06
JPMORGAN CHASE + CO SR UNSECURED 10/25 VAR (JP MORGAN CHASE & CO) Long Debt US $7M – 0.26
JPMORGAN CHASE + CO SR UNSECURED 12/25 VAR (JP MORGAN CHASE & CO) Long Debt US $2M – 0.07
KC HRW WHEAT FUT DEC24 XCBT 20241213 Derivative-commodity US $497K – 0.02
KOSPI2 FUTURE TRS EQUITY *BULLET* MEI Derivative-equity KR $1M – 0.05
KUBOTA CREDIT OWNER TRUST KCOT 2024 1A A1 144A (KUBOTA CREDIT OWNER TRUST 2024-1A) Long ABS-other US $7M – 0.25
LEAN HOGS FUTURE OCT24 XCME 20241014 Derivative-commodity US $-41K – -0.00
LIVE CATTLE FUTR OCT24 XCME 20241031 Derivative-commodity US $229K – 0.01
LLOYDS BANKING GROUP PLC SR UNSECURED 03/26 VAR Long Debt GB $295K – 0.01
LLOYDS BANKING GROUP PLC SR UNSECURED 07/25 VAR Long Debt GB $5M – 0.18
LME LEAD FUTURE AUG24 XLME 20240819 Derivative-commodity GB $-72K – -0.00
LME LEAD FUTURE AUG24 XLME 20240819 Derivative-commodity GB $-463K – -0.02
LME LEAD FUTURE JUL24 XLME 20240715 Derivative-commodity GB $-705K – -0.03
LME LEAD FUTURE JUL24 XLME 20240715 Derivative-commodity GB $-857K – -0.03
LME LEAD FUTURE OCT24 XLME 20241014 Derivative-commodity GB $-76K – -0.00
LME NICKEL FUTURE AUG24 XLME 20240819 Derivative-commodity GB $3M – 0.10
LME NICKEL FUTURE AUG24 XLME 20240819 Derivative-commodity GB $-3M – -0.11
LME NICKEL FUTURE JUL24 XLME 20240715 Derivative-commodity GB $7M – 0.24
LME NICKEL FUTURE JUL24 XLME 20240715 Derivative-commodity GB $-5M – -0.17
LME NICKEL FUTURE SEP24 XLME 20240916 Derivative-commodity GB $1M – 0.05
LME NICKEL FUTURE SEP24 XLME 20240916 Derivative-commodity GB $-11M – -0.39
LME PRI ALUM FUTR AUG24 XLME 20240819 Derivative-commodity GB $583K – 0.02
LME PRI ALUM FUTR AUG24 XLME 20240819 Derivative-commodity GB $-2M – -0.08
LME PRI ALUM FUTR OCT24 XLME 20241014 Derivative-commodity GB $159K – 0.01
LME ZINC FUTURE AUG24 XLME 20240819 Derivative-commodity GB $-146K – -0.01
LME ZINC FUTURE AUG24 XLME 20240819 Derivative-commodity GB $-1M – -0.05
LME ZINC FUTURE OCT24 XLME 20241014 Derivative-commodity GB $-58K – -0.00
LOW SU GASOIL G SEP24 IFEU 20240912 Derivative-commodity GB $-894K – -0.03
MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A (MASTER CREDIT CARD TRUST II 2023-2A) Long ABS-mortgage backed security CA $16M – 0.59
MBARC CREDIT CANADA INC SALC 2024 AA A1 144A (MBARC CREDIT CANADA INC 2024-AA) Long ABS-other CA $811K – 0.03
MILL WHEAT EURO SEP24 XPAR 20240910 Derivative-commodity FR $-2M – -0.06
MITSUBISHI UFJ FIN GRP SR UNSECURED 02/26 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) Long Debt JP $13M – 0.48
MITSUBISHI UFJ FIN GRP SR UNSECURED 04/26 VAR (MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)) Long Debt JP $3M – 0.11
MIZUHO BANK LTD/SYDNEY CERT OF DEPO 02/25 VAR (MIZUHO BANK LTD/ SYDNEY BRANCH) Long Debt JP $1M – 0.05
MORGAN STANLEY SR UNSECURED 04/26 VAR Long Debt US $5M – 0.18
MORGAN STANLEY SR UNSECURED 07/25 VAR Long Debt US $2M – 0.06
MORGAN STANLEY SR UNSECURED 10/25 VAR Long Debt US $3M – 0.09
MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A (MOUNTAIN VIEW CLO LLC 2017-1A) Long ABS-collateralized bond/debt obligation KY $56K – 0.00
MSCI SING IX ETS JUL24 XSIM 20240730 Derivative-equity SG $820K – 0.03
NASDAQ 100 E-MINI SEP24 XCME 20240920 Derivative-equity US $13K – 0.00
NASDAQ 100 E-MINI SEP24 XCME 20240920 Derivative-equity US $-87K – -0.00
NATURAL GAS FUTR OCT24 XNYM 20240926 Derivative-commodity US $-2M – -0.07
NAVIENT STUDENT LOAN TRUST NAVSL 2019 BA A2B 144A (NAVIENT STUDENT LOAN TRUST 2019-BA) Long ABS-other US $347K – 0.01
NEXTERA ENERGY CAPITAL COMPANY GUAR 03/25 6.051 (NEXTERA ENERGY CAPITAL HOLDINGS INC) Long Debt US $7M – 0.25
NIKKEI 225 (SGX) SEP24 XSIM 20240912 Derivative-equity SG $175K – 0.01
NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO LTD) Long Debt JP $194K – 0.01
NOMURA HOLDINGS INC SR UNSECURED 01/25 2.648 Long Debt JP $6M – 0.23
NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875 Long Debt UA $74K – 0.00
NY HARB ULSD FUT OCT24 XNYM 20240930 Derivative-commodity US $-1M – -0.05
OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A (OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A) Long ABS-collateralized bond/debt obligation IE $371K – 0.01
OIS CAD CAONREPO/3.0000 09/18/24-30Y LCH Derivative-interest rate CA $5M – 0.19
OIS CAD CAONREPO/3.00000 09/18/24-5Y LCH Derivative-interest rate CA $-1M – -0.04
OIS CAD CAONREPO/3.2500 09/18/24-10Y LCH Derivative-interest rate CA $-4M – -0.16
OIS CAD CAONREPO/3.50000 09/18/24-2Y LCH Derivative-interest rate CA $2M – 0.07
OIS COP IBR/10.20000 09/26/22-5Y CME Derivative-interest rate CO $-3M – -0.11
OIS COP IBR/10.21000 11/18/22-5Y CME Derivative-interest rate CO $688K – 0.03
OIS COP IBR/10.24000 02/24/23-5Y CME Derivative-interest rate CO $-9M – -0.34
OIS COP IBR/10.26000 12/16/22-5Y CME Derivative-interest rate CO $-4M – -0.13
OIS COP IBR/10.39000 09/30/22-5Y CME Derivative-interest rate CO $-4M – -0.15
OIS COP IBR/10.42000 11/21/22-5Y CME Derivative-interest rate CO $2M – 0.06
OIS COP IBR/10.43000 11/21/22-5Y CME Derivative-interest rate CO $2M – 0.06
OIS COP IBR/10.44250 11/21/22-5Y CME Derivative-interest rate CO $5M – 0.18
OIS COP IBR/10.47770 09/29/22-5Y CME Derivative-interest rate CO $-4M – -0.16
OIS COP IBR/10.81000 10/14/22-5Y CME Derivative-interest rate CO $-2M – -0.07
OIS COP IBR/10.92000 10/18/22-5Y CME Derivative-interest rate CO $-1M – -0.04
OIS COP IBR/7.32500 01/23/24-5Y CME Derivative-interest rate CO $-1M – -0.05
OIS COP IBR/7.41500 02/16/24-5Y CME Derivative-interest rate CO $-1M – -0.04
OIS COP IBR/7.44000 03/14/24-5Y CME Derivative-interest rate CO $884K – 0.03
OIS COP IBR/7.45000 02/26/24-5Y CME Derivative-interest rate CO $1M – 0.05
OIS COP IBR/7.52000 03/01/24-5Y CME Derivative-interest rate CO $-765K – -0.03
OIS COP IBR/7.55000 03/18/24-5Y CME Derivative-interest rate CO $-644K – -0.02
OIS COP IBR/7.73000 06/28/23-5Y CME Derivative-interest rate CO $-732K – -0.03
OIS COP IBR/7.83000 12/13/23-5Y CME Derivative-interest rate CO $-648K – -0.02
OIS COP IBR/7.88500 04/08/24-5Y CME Derivative-interest rate CO $732K – 0.03
OIS COP IBR/7.91375 05/24/24-5Y CME Derivative-interest rate CO $-770K – -0.03
OIS COP IBR/7.92700 04/09/24-5Y CME Derivative-interest rate CO $338K – 0.01
OIS COP IBR/7.95000 04/05/24-5Y CME Derivative-interest rate CO $438K – 0.02
OIS COP IBR/7.96000 09/01/23-5Y CME Derivative-interest rate CO $430K – 0.02
OIS COP IBR/8.03500 05/28/24-5Y CME Derivative-interest rate CO $-239K – -0.01
OIS COP IBR/8.04000 08/09/23-5Y CME Derivative-interest rate CO $555K – 0.02
OIS COP IBR/8.07000 11/14/23-5Y CME Derivative-interest rate CO $-713K – -0.03
OIS COP IBR/8.08000 04/11/24-5Y CME Derivative-interest rate CO $348K – 0.01
OIS COP IBR/8.10600 06/15/23-5Y CME Derivative-interest rate CO $-172K – -0.01
OIS COP IBR/8.12000 04/10/24-5Y CME Derivative-interest rate CO $142K – 0.01
OIS COP IBR/8.12750 11/10/23-5Y CME Derivative-interest rate CO $-210K – -0.01
OIS COP IBR/8.13000 08/22/23-5Y CME Derivative-interest rate CO $171K – 0.01
OIS COP IBR/8.15000 04/11/24-5Y CME Derivative-interest rate CO $206K – 0.01
OIS COP IBR/8.18750 11/15/23-5Y CME Derivative-interest rate CO $-132K – -0.00
OIS COP IBR/8.26000 11/15/23-5Y CME Derivative-interest rate CO $-37K – -0.00
OIS COP IBR/8.33830 11/09/23-5Y CME Derivative-interest rate CO $67K – 0.00
OIS COP IBR/8.43500 04/12/24-5Y CME Derivative-interest rate CO $-260K – -0.01
OIS COP IBR/8.44860 04/16/24-5Y CME Derivative-interest rate CO $-209K – -0.01
OIS COP IBR/8.48000 04/12/24-5Y CME Derivative-interest rate CO $-258K – -0.01
OIS COP IBR/8.56667 04/15/24-5Y CME Derivative-interest rate CO $-373K – -0.01
OIS COP IBR/8.58800 04/11/23-5Y CME Derivative-interest rate CO $363K – 0.01
OIS COP IBR/8.70000 04/10/23-5Y CME Derivative-interest rate CO $114K – 0.00
OIS COP IBR/8.75000 03/27/23-5Y CME Derivative-interest rate CO $319K – 0.01
OIS COP IBR/8.77070 04/18/24-5Y CME Derivative-interest rate CO $-829K – -0.03
OIS COP IBR/8.88000 03/27/23-5Y CME Derivative-interest rate CO $608K – 0.02
OIS COP IBR/8.94250 09/27/23-5Y CME Derivative-interest rate CO $-1M – -0.04
OIS COP IBR/8.97000 02/08/23-5Y CME Derivative-interest rate CO $409K – 0.02
OIS COP IBR/8.98500 03/24/23-5Y CME Derivative-interest rate CO $710K – 0.03
OIS COP IBR/8.99000 02/08/23-5Y CME Derivative-interest rate CO $1M – 0.04
OIS COP IBR/8.99200 02/08/23-5Y CME Derivative-interest rate CO $1M – 0.04
OIS COP IBR/9.02000 03/24/23-5Y CME Derivative-interest rate CO $435K – 0.02
OIS COP IBR/9.04000 02/08/23-5Y CME Derivative-interest rate CO $230K – 0.01
OIS COP IBR/9.05000 03/24/23-5Y CME Derivative-interest rate CO $663K – 0.02
OIS COP IBR/9.14000 02/07/23-5Y CME Derivative-interest rate CO $2M – 0.09
OIS COP IBR/9.22000 03/23/23-5Y CME Derivative-interest rate CO $2M – 0.06
OIS COP IBR/9.22000 10/02/23-5Y CME Derivative-interest rate CO $-821K – -0.03
OIS COP IBR/9.26000 10/10/23-5Y CME Derivative-interest rate CO $-538K – -0.02
OIS COP IBR/9.37000 10/02/23-5Y CME Derivative-interest rate CO $-4M – -0.14
OIS COP IBR/9.37400 10/12/23-5Y CME Derivative-interest rate CO $-2M – -0.06
OIS COP IBR/9.65000 10/11/23-5Y CME Derivative-interest rate CO $-2M – -0.07
OIS COP IBR/9.70000 10/11/23-5Y CME Derivative-interest rate CO $-1M – -0.05
OIS COP IBR/9.98000 03/13/23-5Y CME Derivative-interest rate CO $-3M – -0.12
OIS INR MIBOR/6.25000 09/18/24-5Y LCH Derivative-interest rate IN $-877K – -0.03
OIS INR MIBOR/6.50000 09/18/24-5Y LCH Derivative-interest rate IN $-307K – -0.01
OIS SGD SIBSORA/2.75000 09/18/24-5Y LCH Derivative-interest rate SG $-2M – -0.07
OIS SGD SIBSORA/3.00000 09/18/24-5Y LCH Derivative-interest rate SG $834.55 – 0.00
OIS THB THORON/2.25000 09/18/24-5Y LCH Derivative-interest rate TH $-1M – -0.05
OIS THB THORON/2.50000 09/18/24-5Y LCH Derivative-interest rate TH $-605K – -0.02
OMXS30 IND FUTURE JUL24 XSTO 20240719 Derivative-equity SE $-47K – -0.00
ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A (OBX 2022-NQM1 TRUST) Long ABS-mortgage backed security US $5M – 0.20
OZLM LTD OZLM 2014 9A A1A4 144A (OZLM IX LTD 2014-9A) Long ABS-collateralized bond/debt obligation KY $422K – 0.02
PALLADIUM FUTURE SEP24 XNYM 20240926 Derivative-commodity US $-39K – -0.00
PHELIX DE BASE Q OCT24 XEEE 20240926 Derivative-commodity DE $-55K – -0.00
PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) Long Short-term investment vehicle US $36K – 0.00
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND (PIMCO FUNDS) Long Short-term investment vehicle US $788M – 29.08
PLATINUM FUTURE OCT24 XNYM 20241029 Derivative-commodity US $1M – 0.05
PNC FINANCIAL SERVICES SR UNSECURED 11/24 2.2 (PNC FINANCIAL SERVICES GROUP INC) Long Debt US $6M – 0.22
QUANTA SERVICES INC SR UNSECURED 10/24 0.95 Long Debt US $296K – 0.01
RED WHEAT FUT MGE SEP24 XMGE 20240913 Derivative-commodity US $724K – 0.03
REYNOLDS AMERICAN INC COMPANY GUAR 06/25 4.45 Long Debt US $6M – 0.21
RFR GBP SONIO/3.75000 09/18/24-10Y LCH Derivative-interest rate GB $-3M – -0.11
RFR GBP SONIO/3.75000 09/18/24-30Y LCH Derivative-interest rate GB $2M – 0.07
RFR GBP SONIO/4.25000 09/18/24-2Y LCH Derivative-interest rate GB $1M – 0.04
RFR JPY MUTK/1.00000 09/18/24-10Y LCH Derivative-interest rate JP $-1M – -0.05
RFR JPY MUTK/1.50000 09/18/24-30Y LCH Derivative-interest rate JP $5M – 0.17
RFR USD SOFR/3.50000 09/18/24-30Y LCH Derivative-interest rate US $-969K – -0.04
RFR USD SOFR/3.50000 09/18/24-5Y LCH Derivative-interest rate US $503K – 0.02
RFR USD SOFR/3.75000 09/18/24-10Y LCH Derivative-interest rate US $-4M – -0.15
RFR USD SOFR/3.75000 09/18/24-2Y LCH Derivative-interest rate US $21M – 0.76
RVPO CIBC WORLD MKTS INC Long Repurchase agreement CA $234M – 8.63
RVPO CIBC WORLD MKTS INC Long Repurchase agreement CA $132M – 4.85
RVPO CIBC WORLD MKTS INC Long Repurchase agreement CA $15M – 0.54
RVPO CIBC WORLD MKTS INC Long Repurchase agreement CA $7M – 0.27
S+P/TSX 60 IX FUT SEP24 XMOD 20240919 Derivative-equity CA $189K – 0.01
S+P500 EMINI FUT SEP24 XCME 20240920 Derivative-equity US $15K – 0.00
SET50 FUTURE TRS EQUITY *BULLET* MEI Derivative-equity TH $428K – 0.02
SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A2A 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A) Long ABS-other US $539K – 0.02
SGX IRON ORE 62 AUG24 XSIM 20240830 Derivative-commodity SG $-80K – -0.00
SHORT EURO-BTP FU SEP24 XEUR 20240906 Derivative-interest rate DE $6K – 0.00
SILVER FUTURE JUL24 XCEC 20240729 Derivative-commodity US $-483K – -0.02
SILVER FUTURE SEP24 XCEC 20240926 Derivative-commodity US $-513K – -0.02
SLM STUDENT LOAN TRUST SLMA 2005 A A4 (SLM STUDENT LOAN TRUST 2005-A) Long ABS-other US $330K – 0.01
SLM STUDENT LOAN TRUST SLMA 2005 B A4 (SLM STUDENT LOAN TRUST 2005-B) Long ABS-other US $539K – 0.02
SLM STUDENT LOAN TRUST SLMA 2006 A A5 (SLM STUDENT LOAN TRUST 2006-A) Long ABS-other US $501K – 0.02
SLM STUDENT LOAN TRUST SLMA 2007 A A4A (SLM STUDENT LOAN TRUST 2007-A) Long ABS-other US $306K – 0.01
SLM STUDENT LOAN TRUST SLMA 2013 2 A (SLM STUDENT LOAN TRUST 2013-2) Long ABS-other US $441K – 0.02
SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A (SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A) Long ABS-other US $169K – 0.01
SOFI CONSUMER LOAN PROGRAM TRU SCLP 2023 1S A 144A (SOFI CONSUMER LOAN PROGRAM 2023-1S TRUST) Long ABS-other US $329K – 0.01
SOLD AUD BOUGHT USD 20240702 Derivative-foreign exchange AU $-72K – -0.00
SOLD AUD BOUGHT USD 20240702 Derivative-foreign exchange AU $-122K – -0.00
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $7M – 0.25
SOLD BRL BOUGHT USD 20240702 Derivative-foreign exchange BR $1M – 0.04
SOLD BRL BOUGHT USD 20240802 Derivative-foreign exchange BR $5M – 0.17
SOLD BRL BOUGHT USD 20240918 Derivative-foreign exchange BR $888K – 0.03
SOLD BRL BOUGHT USD 20240918 Derivative-foreign exchange BR $770K – 0.03
SOLD BRL BOUGHT USD 20240918 Derivative-foreign exchange BR $599K – 0.02
SOLD CAD BOUGHT USD 20240702 Derivative-foreign exchange CA $1M – 0.04
SOLD CAD BOUGHT USD 20240702 Derivative-foreign exchange CA $26K – 0.00
SOLD CAD BOUGHT USD 20240702 Derivative-foreign exchange CA $7K – 0.00
SOLD CAD BOUGHT USD 20240702 Derivative-foreign exchange CA $60.52 – 0.00
SOLD CAD BOUGHT USD 20240702 Derivative-foreign exchange CA $-9K – -0.00
SOLD CAD BOUGHT USD 20240702 Derivative-foreign exchange CA $-14K – -0.00
SOLD CAD BOUGHT USD 20240702 Derivative-foreign exchange CA $-21K – -0.00
SOLD CAD BOUGHT USD 20240702 Derivative-foreign exchange CA $-624K – -0.02
SOLD CAD BOUGHT USD 20240703 Derivative-foreign exchange CA $178K – 0.01
SOLD CAD BOUGHT USD 20240705 Derivative-foreign exchange CA $-132K – -0.00
SOLD CAD BOUGHT USD 20240705 Derivative-foreign exchange CA $-175K – -0.01
SOLD CAD BOUGHT USD 20240708 Derivative-foreign exchange CA $-17K – -0.00
SOLD CAD BOUGHT USD 20240709 Derivative-foreign exchange CA $34K – 0.00
SOLD CAD BOUGHT USD 20240802 Derivative-foreign exchange CA $-130.69 – -0.00
SOLD CAD BOUGHT USD 20240802 Derivative-foreign exchange CA $-2K – -0.00
SOLD CAD BOUGHT USD 20240802 Derivative-foreign exchange CA $-611K – -0.02
SOLD CHF BOUGHT USD 20240702 Derivative-foreign exchange CH $-236K – -0.01
SOLD CHF BOUGHT USD 20240702 Derivative-foreign exchange CH $-1M – -0.04
SOLD CHF BOUGHT USD 20240802 Derivative-foreign exchange CH $88K – 0.00
SOLD CHF BOUGHT USD 20240802 Derivative-foreign exchange CH $57.45 – 0.00
SOLD CLP BOUGHT USD 20240923 Derivative-foreign exchange CL $125K – 0.00
SOLD CLP BOUGHT USD 20240923 Derivative-foreign exchange CL $123K – 0.00
SOLD CLP BOUGHT USD 20240923 Derivative-foreign exchange CL $70K – 0.00
SOLD CLP BOUGHT USD 20240923 Derivative-foreign exchange CL $-143K – -0.01
SOLD CLP BOUGHT USD 20240923 Derivative-foreign exchange CL $-173K – -0.01
SOLD CLP BOUGHT USD 20240923 Derivative-foreign exchange CL $-193K – -0.01
SOLD CLP BOUGHT USD 20240923 Derivative-foreign exchange CL $-240K – -0.01
SOLD CNH BOUGHT USD 20240920 Derivative-foreign exchange CN $1M – 0.05
SOLD CNH BOUGHT USD 20240920 Derivative-foreign exchange CN $550K – 0.02
SOLD CNH BOUGHT USD 20240920 Derivative-foreign exchange CN $172K – 0.01
SOLD CNH BOUGHT USD 20241025 Derivative-foreign exchange CN $1M – 0.04
SOLD CNH BOUGHT USD 20241025 Derivative-foreign exchange CN $896K – 0.03
SOLD CNH BOUGHT USD 20241025 Derivative-foreign exchange CN $127.67 – 0.00
SOLD COP BOUGHT USD 20240918 Derivative-foreign exchange CO $1M – 0.04
SOLD COP BOUGHT USD 20240918 Derivative-foreign exchange CO $580K – 0.02
SOLD COP BOUGHT USD 20240918 Derivative-foreign exchange CO $261K – 0.01
SOLD COP BOUGHT USD 20240918 Derivative-foreign exchange CO $196K – 0.01
SOLD COP BOUGHT USD 20240918 Derivative-foreign exchange CO $109K – 0.00
SOLD COP BOUGHT USD 20240918 Derivative-foreign exchange CO $108K – 0.00
SOLD COP BOUGHT USD 20240918 Derivative-foreign exchange CO $62K – 0.00
SOLD COP BOUGHT USD 20240918 Derivative-foreign exchange CO $61K – 0.00
SOLD COP BOUGHT USD 20240918 Derivative-foreign exchange CO $28K – 0.00
SOLD COP BOUGHT USD 20240918 Derivative-foreign exchange CO $2K – 0.00
SOLD CZK BOUGHT USD 20240918 Derivative-foreign exchange CZ $156K – 0.01
SOLD CZK BOUGHT USD 20240918 Derivative-foreign exchange CZ $140K – 0.01
SOLD CZK BOUGHT USD 20240918 Derivative-foreign exchange CZ $-38K – -0.00
SOLD EUR BOUGHT USD 20240702 Derivative-foreign exchange $2M – 0.06
SOLD EUR BOUGHT USD 20240702 Derivative-foreign exchange $41K – 0.00
SOLD EUR BOUGHT USD 20240702 Derivative-foreign exchange $29K – 0.00
SOLD EUR BOUGHT USD 20240702 Derivative-foreign exchange $25K – 0.00
SOLD EUR BOUGHT USD 20240702 Derivative-foreign exchange $11K – 0.00
SOLD EUR BOUGHT USD 20240702 Derivative-foreign exchange $11K – 0.00
SOLD EUR BOUGHT USD 20240702 Derivative-foreign exchange $7K – 0.00
SOLD EUR BOUGHT USD 20240702 Derivative-foreign exchange $-1M – -0.05
SOLD EUR BOUGHT USD 20240802 Derivative-foreign exchange $-18K – -0.00
SOLD EUR BOUGHT USD 20240802 Derivative-foreign exchange $-1M – -0.05
SOLD EUR BOUGHT USD 20240918 Derivative-foreign exchange $72K – 0.00
SOLD GBP BOUGHT USD 20240702 Derivative-foreign exchange GB $629K – 0.02
SOLD GBP BOUGHT USD 20240702 Derivative-foreign exchange GB $75K – 0.00
SOLD GBP BOUGHT USD 20240702 Derivative-foreign exchange GB $7K – 0.00
SOLD GBP BOUGHT USD 20240702 Derivative-foreign exchange GB $5K – 0.00
SOLD GBP BOUGHT USD 20240802 Derivative-foreign exchange GB $651K – 0.02
SOLD HKD BOUGHT USD 20240719 Derivative-foreign exchange HK $16K – 0.00
SOLD HKD BOUGHT USD 20240719 Derivative-foreign exchange HK $2K – 0.00
SOLD HUF BOUGHT USD 20240719 Derivative-foreign exchange HU $-62K – -0.00
SOLD HUF BOUGHT USD 20240719 Derivative-foreign exchange HU $-389K – -0.01
SOLD HUF BOUGHT USD 20240719 Derivative-foreign exchange HU $-767K – -0.03
SOLD HUF BOUGHT USD 20240918 Derivative-foreign exchange HU $206K – 0.01
SOLD HUF BOUGHT USD 20240918 Derivative-foreign exchange HU $100K – 0.00
SOLD HUF BOUGHT USD 20240918 Derivative-foreign exchange HU $60K – 0.00
SOLD HUF BOUGHT USD 20240918 Derivative-foreign exchange HU $37K – 0.00
SOLD HUF BOUGHT USD 20240918 Derivative-foreign exchange HU $33K – 0.00
SOLD HUF BOUGHT USD 20240918 Derivative-foreign exchange HU $16K – 0.00
SOLD HUF BOUGHT USD 20240918 Derivative-foreign exchange HU $-78K – -0.00
SOLD HUF BOUGHT USD 20240918 Derivative-foreign exchange HU $-167K – -0.01
SOLD HUF BOUGHT USD 20240918 Derivative-foreign exchange HU $-261K – -0.01
SOLD HUF BOUGHT USD 20240918 Derivative-foreign exchange HU $-609K – -0.02
SOLD IDR BOUGHT USD 20240726 Derivative-foreign exchange ID $270K – 0.01
SOLD IDR BOUGHT USD 20240726 Derivative-foreign exchange ID $270K – 0.01
SOLD IDR BOUGHT USD 20240726 Derivative-foreign exchange ID $270K – 0.01
SOLD IDR BOUGHT USD 20240726 Derivative-foreign exchange ID $232K – 0.01
SOLD IDR BOUGHT USD 20240918 Derivative-foreign exchange ID $-31K – -0.00
SOLD IDR BOUGHT USD 20240918 Derivative-foreign exchange ID $-347K – -0.01
SOLD INR BOUGHT USD 20240918 Derivative-foreign exchange IN $-32K – -0.00
SOLD INR BOUGHT USD 20240918 Derivative-foreign exchange IN $-58K – -0.00
SOLD INR BOUGHT USD 20240924 Derivative-foreign exchange IN $-28.04 – -0.00
SOLD INR BOUGHT USD 20240924 Derivative-foreign exchange IN $-58.31 – -0.00
SOLD JPY BOUGHT USD 20240702 Derivative-foreign exchange JP $9M – 0.32
SOLD JPY BOUGHT USD 20240702 Derivative-foreign exchange JP $5M – 0.20
SOLD JPY BOUGHT USD 20240702 Derivative-foreign exchange JP $2M – 0.09
SOLD JPY BOUGHT USD 20240802 Derivative-foreign exchange JP $2M – 0.06
SOLD JPY BOUGHT USD 20240802 Derivative-foreign exchange JP $277K – 0.01
SOLD KRW BOUGHT USD 20240722 Derivative-foreign exchange KR $216K – 0.01
SOLD KRW BOUGHT USD 20240722 Derivative-foreign exchange KR $211K – 0.01
SOLD KRW BOUGHT USD 20240722 Derivative-foreign exchange KR $104K – 0.00
SOLD KRW BOUGHT USD 20240722 Derivative-foreign exchange KR $92K – 0.00
SOLD KRW BOUGHT USD 20240722 Derivative-foreign exchange KR $70K – 0.00
SOLD KRW BOUGHT USD 20240722 Derivative-foreign exchange KR $44K – 0.00
SOLD KRW BOUGHT USD 20240722 Derivative-foreign exchange KR $-13K – -0.00
SOLD KRW BOUGHT USD 20240923 Derivative-foreign exchange KR $16K – 0.00
SOLD MXN BOUGHT USD 20240918 Derivative-foreign exchange MX $1K – 0.00
SOLD MXN BOUGHT USD 20240918 Derivative-foreign exchange MX $-212.17 – -0.00
SOLD MXN BOUGHT USD 20240918 Derivative-foreign exchange MX $-230K – -0.01
SOLD MXN BOUGHT USD 20240920 Derivative-foreign exchange MX $1M – 0.04
SOLD MXN BOUGHT USD 20240920 Derivative-foreign exchange MX $868K – 0.03
SOLD MYR BOUGHT USD 20240717 Derivative-foreign exchange MY $63K – 0.00
SOLD NOK BOUGHT USD 20240702 Derivative-foreign exchange NO $123K – 0.00
SOLD NOK BOUGHT USD 20240702 Derivative-foreign exchange NO $22K – 0.00
SOLD NOK BOUGHT USD 20240702 Derivative-foreign exchange NO $464.61 – 0.00
SOLD NZD BOUGHT USD 20240702 Derivative-foreign exchange NZ $252K – 0.01
SOLD NZD BOUGHT USD 20240702 Derivative-foreign exchange NZ $168K – 0.01
SOLD NZD BOUGHT USD 20240702 Derivative-foreign exchange NZ $78K – 0.00
SOLD NZD BOUGHT USD 20240702 Derivative-foreign exchange NZ $118.42 – 0.00
SOLD PEN BOUGHT USD 20240705 Derivative-foreign exchange PE $52K – 0.00
SOLD PEN BOUGHT USD 20240730 Derivative-foreign exchange PE $18K – 0.00
SOLD PEN BOUGHT USD 20240918 Derivative-foreign exchange PE $502K – 0.02
SOLD PEN BOUGHT USD 20240918 Derivative-foreign exchange PE $299K – 0.01
SOLD PEN BOUGHT USD 20240918 Derivative-foreign exchange PE $255K – 0.01
SOLD PEN BOUGHT USD 20240918 Derivative-foreign exchange PE $205K – 0.01
SOLD PEN BOUGHT USD 20240918 Derivative-foreign exchange PE $108K – 0.00
SOLD PEN BOUGHT USD 20240918 Derivative-foreign exchange PE $56K – 0.00
SOLD PHP BOUGHT USD 20240920 Derivative-foreign exchange PH $-161K – -0.01
SOLD PHP BOUGHT USD 20240920 Derivative-foreign exchange PH $-171K – -0.01
SOLD PLN BOUGHT USD 20240722 Derivative-foreign exchange PL $57K – 0.00
SOLD PLN BOUGHT USD 20240722 Derivative-foreign exchange PL $16K – 0.00
SOLD PLN BOUGHT USD 20240722 Derivative-foreign exchange PL $1K – 0.00
SOLD PLN BOUGHT USD 20240918 Derivative-foreign exchange PL $-99K – -0.00
SOLD PLN BOUGHT USD 20240918 Derivative-foreign exchange PL $-244K – -0.01
SOLD PLN BOUGHT USD 20240918 Derivative-foreign exchange PL $-388K – -0.01
SOLD SEK BOUGHT USD 20240702 Derivative-foreign exchange SE $166K – 0.01
SOLD SEK BOUGHT USD 20240702 Derivative-foreign exchange SE $-2K – -0.00
SOLD SGD BOUGHT USD 20240702 Derivative-foreign exchange SG $777K – 0.03
SOLD SGD BOUGHT USD 20240702 Derivative-foreign exchange SG $61.04 – 0.00
SOLD SGD BOUGHT USD 20240802 Derivative-foreign exchange SG $-51K – -0.00
SOLD SGD BOUGHT USD 20240918 Derivative-foreign exchange SG $-74K – -0.00
SOLD THB BOUGHT USD 20240719 Derivative-foreign exchange TH $154K – 0.01
SOLD THB BOUGHT USD 20240719 Derivative-foreign exchange TH $-82.2 – -0.00
SOLD TRY BOUGHT USD 20240722 Derivative-foreign exchange TR $-2K – -0.00
SOLD TRY BOUGHT USD 20240723 Derivative-foreign exchange TR $-1K – -0.00
SOLD TRY BOUGHT USD 20240725 Derivative-foreign exchange TR $-1K – -0.00
SOLD TRY BOUGHT USD 20240815 Derivative-foreign exchange TR $-482.25 – -0.00
SOLD TRY BOUGHT USD 20240823 Derivative-foreign exchange TR $-770.42 – -0.00
SOLD TRY BOUGHT USD 20240823 Derivative-foreign exchange TR $-1K – -0.00
SOLD TRY BOUGHT USD 20240904 Derivative-foreign exchange TR $-7K – -0.00
SOLD TRY BOUGHT USD 20250313 Derivative-foreign exchange TR $-50K – -0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $293K – 0.01
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $172K – 0.01
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $157K – 0.01
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $147K – 0.01
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $123K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $114K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $114K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $109K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $96K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $79K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $69K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $54K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $53K – 0.00
SOLD TWD BOUGHT USD 20240913 Derivative-foreign exchange TW $43K – 0.00
SOLD ZAR BOUGHT USD 20240719 Derivative-foreign exchange ZA $-47K – -0.00
SOLD ZAR BOUGHT USD 20240918 Derivative-foreign exchange ZA $-154K – -0.01
SOLD ZAR BOUGHT USD 20240918 Derivative-foreign exchange ZA $-4M – -0.15
SOUTHERN CAL EDISON 1ST MORTGAGE 08/24 0.975 (SOUTHERN CALIFORNIA EDISON COMPANY) Long Debt US $100K – 0.00
SOUTHWEST AIRLINES CO SR UNSECURED 05/25 5.25 Long Debt US $4M – 0.15
SOYBEAN FUTURE NOV24 XCBT 20241114 Derivative-commodity US $6M – 0.20
SOYBEAN MEAL FUTR DEC24 XCBT 20241213 Derivative-commodity US $5M – 0.19
SOYBEAN OIL FUTR DEC24 XCBT 20241213 Derivative-commodity US $762K – 0.03
SPI 200 FUTURES SEP24 XSFE 20240919 Derivative-equity AU $345K – 0.01
STANDARD CHARTERED PLC SR UNSECURED 144A 11/25 VAR Long Debt GB $7M – 0.27
STANDARD CHARTERED PLC SR UNSECURED REGS 11/25 VAR Long Debt GB $246K – 0.01
STEELE CREEK CLO LTD STCR 2018 1A A 144A (STEELE CREEK CLO LTD 2018-1A) Long ABS-collateralized bond/debt obligation KY $847K – 0.03
SUGAR 11 (WORLD) OCT24 IFUS 20240930 Derivative-commodity US $-3M – -0.11
T MOBILE USA INC COMPANY GUAR 04/25 3.5 (T-MOBILE USA INC) Long Debt US $5M – 0.18
TOPIX INDX FUTR SEP24 XOSE 20240912 Derivative-equity JP $508K – 0.02
TOYOTA AUTO RECEIVABLES OWNER TAOT 2022 D A2B (TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST) Long ABS-other US $1M – 0.05
TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) Long Debt US $4M – 0.16
TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) Long Debt US $2M – 0.09
TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) Long Debt US $18K – 0.00
TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) Long Debt US $8M – 0.31
TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) Long Debt US $5M – 0.18
TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) Long Debt US $2M – 0.09
TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) Long Debt US $6M – 0.23
TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) Long Debt US $5M – 0.20
TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) Long Debt US $3M – 0.11
TRINITAS CLO LTD TRNTS 2017 6A ARRR 144A (TRINITAS CLO VI LTD 2017-6A) Long ABS-collateralized bond/debt obligation KY $1M – 0.04
TTF NAT GAS F OCT24 NDEX 20240927 Derivative-commodity NL $-114K – -0.00
UBS GROUP AG SR UNSECURED 144A 07/26 VAR Long Debt CH $10M – 0.36
UK NATURAL GAS FUTAUG24 IFEU 20240730 Derivative-commodity GB $-747K – -0.03
US 10YR ULTRA FUT SEP24 XCBT 20240919 Derivative-interest rate US $263K – 0.01
US 5YR NOTE (CBT) SEP24 XCBT 20240930 Derivative-interest rate US $-561K – -0.02
VOYA CLO LTD INGIM 2012 4A A1R3 144A (ING INVESTMENT MANAGEMENT CLO LTD 2012-4A) Long ABS-collateralized bond/debt obligation KY $396K – 0.01
VSTOXX FUTURE JUL24 XEUR 20240717 Derivative-equity DE $-406K – -0.01
WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/25 3.638 Long Debt US $2M – 0.07
WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR (WELLS FARGO & COMPANY) Long Debt US $1M – 0.04
WELLS FARGO + COMPANY SR UNSECURED 10/25 VAR (WELLS FARGO & COMPANY) Long Debt US $5M – 0.18
WESTINGHOUSE AIR BRAKE COMPANY GUAR 06/25 3.2 (WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)) Long Debt US $9M – 0.35
WHEAT FUTURE(CBT) SEP24 XCBT 20240913 Derivative-commodity US $-212K – -0.01
WHITE SUGAR (ICE) AUG24 IFEU 20240716 Derivative-commodity GB $-1M – -0.05
WHITE SUGAR (ICE) OCT24 IFEU 20240913 Derivative-commodity GB $-163K – -0.01
WIG20 INDEX FUT SEP24 WDER 20240920 Derivative-equity PL $1M – 0.05
WORLD OMNI AUTO RECEIVABLES TR WOART 2022 D A2B (WORLD OMNI AUTO RECEIVABLES TRUST 2022-D) Long ABS-other US $3M – 0.13
WORLD OMNI AUTOMOBILE LEASE SE WOLS 2023 A A2B (WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2023-A) Long ABS-other US $508K – 0.02
ZCS BRL 10.0382 12/14/23-01/02/29 CME Derivative-interest rate BR $-4M – -0.13
ZCS BRL 10.075 01/05/24-01/02/29 CME Derivative-interest rate BR $-1M – -0.04
ZCS BRL 10.095 02/06/24-01/02/29 CME Derivative-interest rate BR $5M – 0.17
ZCS BRL 10.205 01/19/24-01/02/29 CME Derivative-interest rate BR $-2M – -0.08
ZCS BRL 10.20555 09/28/21-01/02/25 CME Derivative-interest rate BR $1M – 0.04
ZCS BRL 10.21 01/17/24-01/02/29 CME Derivative-interest rate BR $-1M – -0.06
ZCS BRL 10.2344 01/22/24-01/02/29 CME Derivative-interest rate BR $6M – 0.21
ZCS BRL 10.27639 07/13/23-01/02/29 CME Derivative-interest rate BR $3M – 0.12
ZCS BRL 10.31697 08/09/23-01/02/29 CME Derivative-interest rate BR $2M – 0.08
ZCS BRL 10.32069 12/22/21-01/04/27 CME Derivative-interest rate BR $3M – 0.10
ZCS BRL 10.3325 02/26/24-01/02/29 CME Derivative-interest rate BR $1M – 0.05
ZCS BRL 10.38603 07/31/23-01/02/29 CME Derivative-interest rate BR $-2M – -0.06
ZCS BRL 10.47088 12/08/21-01/04/27 CME Derivative-interest rate BR $-5M – -0.18
ZCS BRL 10.51185 06/26/23-01/02/29 CME Derivative-interest rate BR $3M – 0.11
ZCS BRL 10.56701 11/17/23-01/02/29 CME Derivative-interest rate BR $-1M – -0.04
ZCS BRL 10.58295 08/16/23-01/02/29 CME Derivative-interest rate BR $3M – 0.11
ZCS BRL 10.68925 04/04/24-01/02/29 CME Derivative-interest rate BR $10M – 0.36
ZCS BRL 10.80375 08/21/23-01/02/29 CME Derivative-interest rate BR $3M – 0.10
ZCS BRL 10.82665 10/20/21-01/02/25 CME Derivative-interest rate BR $-1M – -0.05
ZCS BRL 10.82916 09/08/23-01/02/29 CME Derivative-interest rate BR $1M – 0.05
ZCS BRL 10.93325 11/09/23-01/02/29 CME Derivative-interest rate BR $-4M – -0.14
ZCS BRL 10.9629 04/11/24-01/02/29 CME Derivative-interest rate BR $4M – 0.13
ZCS BRL 11.06021 09/25/23-01/02/29 CME Derivative-interest rate BR $1M – 0.04
ZCS BRL 11.07048 01/12/22-01/04/27 CME Derivative-interest rate BR $2M – 0.08
ZCS BRL 11.095 11/06/23-01/02/29 CME Derivative-interest rate BR $895K – 0.03
ZCS BRL 11.09942 04/06/22-01/04/27 CME Derivative-interest rate BR $-1M – -0.05
ZCS BRL 11.11328 05/26/23-01/02/29 CME Derivative-interest rate BR $-602.62 – -0.00
ZCS BRL 11.13974 05/25/23-01/02/29 CME Derivative-interest rate BR $-2M – -0.08
ZCS BRL 11.18 04/19/24-01/02/29 CME Derivative-interest rate BR $-548K – -0.02
ZCS BRL 11.2096 03/30/22-01/04/27 CME Derivative-interest rate BR $-3M – -0.10
ZCS BRL 11.27238 08/16/22-01/04/27 CME Derivative-interest rate BR $-4M – -0.14
ZCS BRL 11.34381 05/16/23-01/02/29 CME Derivative-interest rate BR $-1M – -0.05
ZCS BRL 11.38271 08/16/22-01/04/27 CME Derivative-interest rate BR $-8M – -0.31
ZCS BRL 11.39392 05/12/23-01/02/29 CME Derivative-interest rate BR $-2M – -0.06
ZCS BRL 11.45882 08/10/22-01/04/27 CME Derivative-interest rate BR $-931K – -0.03
ZCS BRL 11.46 04/16/24-01/02/29 CME Derivative-interest rate BR $816K – 0.03
ZCS BRL 11.48536 10/21/22-01/04/27 CME Derivative-interest rate BR $1M – 0.05
ZCS BRL 11.505 10/06/23-01/02/29 CME Derivative-interest rate BR $-504K – -0.02
ZCS BRL 11.53963 10/21/22-01/04/27 CME Derivative-interest rate BR $1M – 0.05
ZCS BRL 11.6036 11/24/21-01/04/27 CME Derivative-interest rate BR $361K – 0.01
ZCS BRL 11.63005 10/27/22-01/04/27 CME Derivative-interest rate BR $1M – 0.04
ZCS BRL 11.66029 05/03/23-01/04/27 CME Derivative-interest rate BR $955K – 0.04
ZCS BRL 11.69471 05/04/23-01/02/29 CME Derivative-interest rate BR $-1M – -0.04
ZCS BRL 11.69632 04/20/22-01/04/27 CME Derivative-interest rate BR $1M – 0.04
ZCS BRL 11.79 06/11/24-01/02/29 CME Derivative-interest rate BR $-310K – -0.01
ZCS BRL 11.87235 04/13/23-01/02/29 CME Derivative-interest rate BR $-1M – -0.05
ZCS BRL 11.91993 05/03/23-01/02/25 CME Derivative-interest rate BR $834K – 0.03
ZCS BRL 11.95221 08/05/22-01/04/27 CME Derivative-interest rate BR $-1M – -0.05
ZCS BRL 11.97524 04/12/23-01/02/29 CME Derivative-interest rate BR $-224K – -0.01
ZCS BRL 11.97634 03/09/22-01/04/27 CME Derivative-interest rate BR $1M – 0.04
ZCS BRL 12.04 01/13/23-01/04/27 CME Derivative-interest rate BR $5K – 0.00
ZCS BRL 12.09351 04/05/23-01/02/29 CME Derivative-interest rate BR $-490K – -0.02
ZCS BRL 12.11467 08/04/22-01/04/27 CME Derivative-interest rate BR $-259K – -0.01
ZCS BRL 12.1732 05/18/22-01/04/27 CME Derivative-interest rate BR $133K – 0.00
ZCS BRL 12.2259 04/04/23-01/02/29 CME Derivative-interest rate BR $24K – 0.00
ZCS BRL 12.22822 05/11/22-01/04/27 CME Derivative-interest rate BR $139K – 0.01
ZCS BRL 12.29911 01/11/23-01/04/27 CME Derivative-interest rate BR $721K – 0.03
ZCS BRL 12.48956 06/08/22-01/04/27 CME Derivative-interest rate BR $-349K – -0.01
ZCS BRL 12.49159 03/28/23-01/02/29 CME Derivative-interest rate BR $271K – 0.01
ZCS BRL 12.59682 03/22/23-01/02/29 CME Derivative-interest rate BR $733K – 0.03
ZCS BRL 12.67689 03/13/23-01/02/29 CME Derivative-interest rate BR $611K – 0.02
ZCS BRL 12.69 02/02/23-01/04/27 CME Derivative-interest rate BR $-654K – -0.02
ZCS BRL 12.75345 06/14/22-01/04/27 CME Derivative-interest rate BR $-3M – -0.12
ZCS BRL 12.77911 11/14/22-01/04/27 CME Derivative-interest rate BR $-2M – -0.06
ZCS BRL 13.07264 02/10/23-01/04/27 CME Derivative-interest rate BR $-1M – -0.05
ZCS BRL 13.12037 11/21/22-01/04/27 CME Derivative-interest rate BR $-2M – -0.08
ZCS BRL 13.23065 11/17/22-01/04/27 CME Derivative-interest rate BR $-2M – -0.08
ZCS BRL 13.31794 07/20/22-01/04/27 CME Derivative-interest rate BR $3M – 0.10
ZCS BRL 5.3424 07/22/20-01/02/25 CME Derivative-interest rate BR $2M – 0.09
ZCS BRL 5.6203 09/02/20-01/02/25 CME Derivative-interest rate BR $2M – 0.08
ZCS BRL 5.67994 04/22/20-01/02/25 CME Derivative-interest rate BR $-2M – -0.07
ZCS BRL 5.77584 12/16/20-01/02/25 CME Derivative-interest rate BR $-3M – -0.09
ZCS BRL 5.84589 12/09/20-01/02/25 CME Derivative-interest rate BR $-6M – -0.24
ZCS BRL 5.85742 02/18/20-01/02/25 CME Derivative-interest rate BR $5M – 0.20
ZCS BRL 5.88213 05/28/20-01/02/25 CME Derivative-interest rate BR $-3M – -0.09
ZCS BRL 5.95568 09/16/20-01/02/25 CME Derivative-interest rate BR $-2M – -0.08
ZCS BRL 6.24266 01/17/20-01/02/25 CME Derivative-interest rate BR $-1M – -0.04
ZCS BRL 6.27515 01/03/20-01/02/25 CME Derivative-interest rate BR $2M – 0.09
ZCS BRL 6.48418 04/29/20-01/02/25 CME Derivative-interest rate BR $68K – 0.00
ZCS BRL 6.62643 10/07/20-01/02/25 CME Derivative-interest rate BR $4M – 0.15
ZCS BRL 6.63644 10/07/20-01/02/25 CME Derivative-interest rate BR $4M – 0.13
ZCS BRL 6.84729 02/24/21-01/02/25 CME Derivative-interest rate BR $6M – 0.23
ZCS BRL 6.91764 03/27/20-01/02/25 CME Derivative-interest rate BR $-2M – -0.09
ZCS BRL 7.01753 03/05/21-01/02/25 CME Derivative-interest rate BR $3M – 0.09
ZCS BRL 7.33545 03/17/21-01/02/25 CME Derivative-interest rate BR $7M – 0.27
ZCS BRL 7.72392 06/09/21-01/02/25 CME Derivative-interest rate BR $-4M – -0.13
ZCS BRL 8.08425 05/25/21-01/02/25 CME Derivative-interest rate BR $-260K – -0.01
ZCS BRL 8.18969 07/07/21-01/02/25 CME Derivative-interest rate BR $4M – 0.13
ZCS BRL 8.55742 03/23/20-01/02/25 CME Derivative-interest rate BR $-547K – -0.02
ZCS BRL 8.74062 08/04/21-01/02/25 CME Derivative-interest rate BR $3M – 0.12
ZCS BRL 8.996 08/11/21-01/02/25 CME Derivative-interest rate BR $2M – 0.08
ZCS BRL 9.6419 08/18/21-01/02/25 CME Derivative-interest rate BR $5M – 0.17
ZCS BRL 9.87 12/27/23-01/02/29 CME Derivative-interest rate BR $6M – 0.23
ZCS BRL 9.955 01/02/24-01/02/29 CME Derivative-interest rate BR $3M – 0.10

Address

PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America

Websites

Directors

Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker

Transfer Agents

SS&C Global Investor & Distribution Solutions, Inc.

Pricing Services

Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings

Custodians

BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Citibank Europe PLC Portugal Branch
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG

Shareholder Servicing Agents

SS&C Global Investor & Distribution Solutions, Inc.

Admins

Pacific Investment Management Company LLC
State Street Bank and Trust Company

Brokers

Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.