JNL Fund Complex > JNL Series Trust
JNL/PIMCO Income Fund
$1.39B
Avg Monthly Net Assets
$3.51B
Total Assets
$2.00B
Total Liabilities
$1.51B
Net Assets
JNL/PIMCO Income Fund is an Underlying fund in JNL Series Trust
from JNL Fund Complex,
based in Michigan,
United States of America.
The fund has two share classes
and monthly net assets of $1.39B.
On August 28th, 2024 it reported 1,120 holdings, the largest
being Federal National Mortgage Association, Inc. (11.5%), Federal National Mortgage Association, Inc. (10.6%) and Federal National Mortgage Association, Inc. (9.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000192062 | ||
| Class I | C000192063 |
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 |
|---|---|---|---|---|---|---|
| Accredited Mortgage Loan Trust 2006-2 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.20 |
| ACE Securities Corp. Home Equity Loan Trust, Series 2006-ASL1 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.27 |
| Aegis Asset Backed Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.26 |
| AFC Mortgage Corporation | Long | ABS-collateralized bond/debt obligation | US | $896K | – | 0.06 |
| AI Silk Midco Limited | Long | Loan | XX | $1M | – | 0.07 |
| Alba 2006-2 PLC | Long | ABS-mortgage backed security | GB | $1M | – | 0.07 |
| Alternative Loan Trust 2004-24CB | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Alternative Loan Trust 2005-43 | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Alternative Loan Trust 2005-43 | Long | ABS-mortgage backed security | US | $490K | – | 0.03 |
| Alternative Loan Trust 2005-43 | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| Alternative Loan Trust 2005-45 | Long | ABS-mortgage backed security | US | $6M | – | 0.40 |
| Alternative Loan Trust 2005-45 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Alternative Loan Trust 2006-9T1 | Long | ABS-mortgage backed security | US | $594K | – | 0.04 |
| Alternative Loan Trust 2006-OA17 | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Alternative Loan Trust 2007-19 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Altice France | Long | Debt | FR | $71K | – | 0.00 |
| Altice France Holding S.A. | Long | Debt | US | $274K | – | 0.02 |
| Altice France Holding S.A. | Long | Debt | FR | $150K | – | 0.01 |
| Altice France S.A. | Long | Loan | US | $585K | – | 0.04 |
| Altice France S.A. | Long | Loan | US | $146K | – | 0.01 |
| American Airlines, Inc. | Long | Loan | US | $5M | – | 0.31 |
| American Airlines, Inc. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.10 |
| American Airlines, Inc. | Long | ABS-collateralized bond/debt obligation | US | $411K | – | 0.03 |
| Amsurg Corp. | Long | Equity-common | US | $5M | 101K | 0.33 |
| Attentus CDO III, Ltd. | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.44 |
| AUSTRALIAN DOLLAR (J.P. Morgan) | Derivative-foreign exchange | AU | $1K | – | 0.00 | |
| Avis Budget Rental Car Funding (AESOP) LLC | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.17 |
| Avolon Holdings Funding Limited | Long | Debt | US | $2M | – | 0.13 |
| Avon Finance No.4 PLC | Long | ABS-mortgage backed security | GB | $10M | – | 0.64 |
| B.A.T. International Finance P.L.C. | Long | Debt | US | $6M | – | 0.39 |
| Banc of America Funding Corp | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Banc of America Funding Corp | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| Banca Monte dei Paschi di Siena S.p.A. | Long | Debt | IT | $102K | – | 0.01 |
| Banco Bilbao Vizcaya Argentaria, S.A. | Long | Debt | US | $797K | – | 0.05 |
| Banco de Credito del Peru | Long | Debt | PE | $465K | – | 0.03 |
| Banco Santander, S.A. | Long | Debt | US | $2M | – | 0.10 |
| Banco Santander, S.A. | Long | Debt | US | $1M | – | 0.08 |
| Barclays PLC | Long | Debt | US | $2M | – | 0.16 |
| Barclays PLC | Long | Debt | US | $1M | – | 0.10 |
| Barclays PLC | Long | Debt | US | $1M | – | 0.08 |
| Barclays PLC | Long | Debt | US | $1M | – | 0.07 |
| Bayer US Finance LLC | Long | Debt | US | $4M | – | 0.25 |
| BCAP LLC 2009-RR13-II Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Bear Stearns ALT-A Trust 2006-3 | Long | ABS-mortgage backed security | US | $865K | – | 0.06 |
| Bear Stearns Asset Backed Securities I Trust 2006-HE1 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.22 |
| Boeing Company, The | Long | Debt | US | $307K | – | 0.02 |
| Boeing Company, The | Long | Debt | US | $307K | – | 0.02 |
| Boeing Company, The | Long | Debt | US | $204K | – | 0.01 |
| Bombardier Capital Inc. | Long | ABS-collateralized bond/debt obligation | US | $519K | – | 0.03 |
| BPCE | Long | Debt | US | $2M | – | 0.11 |
| BPCE | Long | Debt | US | $1M | – | 0.10 |
| BRAZILIAN REAL (Goldman Sachs & Co.) | Derivative-foreign exchange | BR | $-2M | – | -0.11 | |
| BRITISH POUND STERLING (J.P. Morgan) | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| BRITISH POUND STERLING (Barclays Capital Inc.) | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| BRITISH POUND STERLING (Citibank, Inc.) | Derivative-foreign exchange | GB | $-31K | – | -0.00 | |
| BRITISH POUND STERLING (Citibank, Inc.) | Derivative-foreign exchange | GB | $-56K | – | -0.00 | |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| BX Trust 2021-RISE | Long | ABS-mortgage backed security | US | $822K | – | 0.05 |
| C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.27 |
| CaixaBank, S.A. | Long | Debt | US | $1M | – | 0.08 |
| Carrington Mortgage Loan Trust, Series 2006-NC3 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.40 |
| CarVal CLO I Ltd | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.85 |
| Carvana Auto Receivables Trust 2023-P3 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.42 |
| Carvana Co. | Long | Debt | US | $3M | – | 0.22 |
| Carvana Co. | Long | Debt | US | $3M | – | 0.18 |
| Carvana Co. | Long | Debt | US | $1M | – | 0.07 |
| CBAM 2018-5 Ltd | Long | ABS-collateralized bond/debt obligation | US | $896K | – | 0.06 |
| Chevy Chase Funding LLC Mortgage-Backed Certificates, Series 2004-2A | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2006-17 | Long | ABS-mortgage backed security | US | $509K | – | 0.03 |
| CIM Trust 2023-R4 | Long | ABS-mortgage backed security | US | $6M | – | 0.39 |
| Citigroup Commercial Mortgage Trust 2016-C1 | Long | ABS-mortgage backed security | US | $5M | – | 0.35 |
| Citigroup Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| Citigroup Mortgage Loan Trust 2006-AR9 | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| Citigroup Mortgage Loan Trust 2013-2 | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Clear Channel Outdoor Holdings, Inc. | Long | Equity-common | US | $726K | 515K | 0.05 |
| COLT 2022-5 Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo | Long | Debt | PE | $1M | – | 0.08 |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo | Long | Debt | PE | $497K | – | 0.03 |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo | Long | Debt | PE | $254K | – | 0.02 |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo | Long | Debt | PE | $231K | – | 0.02 |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo | Long | Debt | PE | $187K | – | 0.01 |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo | Long | Debt | PE | $130K | – | 0.01 |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo | Long | Debt | PE | $115K | – | 0.01 |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo | Long | Debt | PE | $85K | – | 0.01 |
| CommonBond Student Loan Trust 2020-A-GS | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.17 |
| Conseco Finance Corp. | Long | ABS-collateralized bond/debt obligation | US | $909K | – | 0.06 |
| Country Garden Holdings Company Limited | Long | Debt | US | $51K | – | 0.00 |
| Country Garden Holdings Company Limited | Long | Debt | US | $34K | – | 0.00 |
| Country Garden Holdings Company Limited | Long | Debt | US | $33K | – | 0.00 |
| Country Garden Holdings Company Limited | Long | Debt | US | $33K | – | 0.00 |
| CPS Auto Receivables Trust 2023-B | Long | ABS-collateralized bond/debt obligation | US | $299K | – | 0.02 |
| CPS Auto Receivables Trust 2023-B | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.01 |
| CPS Auto Receivables Trust 2023-C | Long | ABS-collateralized bond/debt obligation | US | $894K | – | 0.06 |
| CREDIT DEFAULT SWAP CREDIT TRANCHE (CITIGROUP INC.) | Derivative-credit | US | $320K | – | 0.02 | |
| CREDIT DEFAULT SWAP SINGLE NAME (GOLDMAN SACHS) | Derivative-credit | BR | $30K | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (CITIGROUP INC.) | Derivative-credit | BR | $20K | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (GOLDMAN SACHS) | Derivative-credit | MX | $6K | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (BARCLAYS PLC) | Derivative-credit | TR | $3K | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (GOLDMAN SACHS) | Derivative-credit | TR | $2K | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (CITIGROUP INC.) | Derivative-credit | BR | $2K | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (GOLDMAN SACHS) | Derivative-credit | BR | $1K | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (BANK OF AMERICA CORPORATION) | Derivative-credit | TR | $1K | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (BARCLAYS PLC) | Derivative-credit | TR | $914.65 | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (DEUTSCHE BANK AG) | Derivative-credit | TR | $365.86 | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (CITIGROUP INC.) | Derivative-credit | TR | $182.93 | – | 0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (CITIGROUP INC.) | Derivative-credit | CO | $-1K | – | -0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (BARCLAYS PLC) | Derivative-credit | CO | $-1K | – | -0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (GOLDMAN SACHS) | Derivative-credit | CO | $-1K | – | -0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (GOLDMAN SACHS) | Derivative-credit | CO | $-2K | – | -0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (JP MORGAN CHASE & CO) | Derivative-credit | CO | $-2K | – | -0.00 | |
| CREDIT DEFAULT SWAP SINGLE NAME (DEUTSCHE BANK AG) | Derivative-credit | ZA | $-4K | – | -0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (GOLDMAN SACHS) | Derivative-credit | US | $0 | – | – | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (GOLDMAN SACHS) | Derivative-credit | US | $-24K | – | -0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (GOLDMAN SACHS) | Derivative-credit | US | $-37K | – | -0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (GOLDMAN SACHS) | Derivative-credit | US | $-39K | – | -0.00 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (GOLDMAN SACHS) | Derivative-credit | US | $-98K | – | -0.01 | |
| CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX (GOLDMAN SACHS) | Derivative-credit | US | $-850K | – | -0.06 | |
| Credit Suisse Group AG | Long | Debt | CH | $3M | – | 0.19 |
| Credit Suisse Group AG | Long | Debt | CH | $859K | – | 0.06 |
| Credit Suisse Group AG | Long | Debt | CH | $585K | – | 0.04 |
| Cross 2023-H1 Mortgage Trust | Long | ABS-mortgage backed security | US | $7M | – | 0.45 |
| CSMC Mortgage-Backed Trust | Long | ABS-mortgage backed security | US | $546K | – | 0.04 |
| CSMC Mortgage-Backed Trust 2006-6 | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| CSMC Series 2009-5R | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| CWABS Asset-Backed Certificates Trust 2006-20 | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.77 |
| CWABS Asset-Backed Certificates Trust 2006-21 | Long | ABS-collateralized bond/debt obligation | US | $631K | – | 0.04 |
| CWABS Asset-Backed Certificates Trust 2007-10 | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.51 |
| CWABS, Inc. | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.24 |
| CWABS, Inc. | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.24 |
| CWABS, Inc. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.13 |
| CWABS, Inc. | Long | ABS-collateralized bond/debt obligation | US | $344K | – | 0.02 |
| CWMBS, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2006-Ar1 | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| Deutsche Bank Aktiengesellschaft | Long | Debt | US | $8M | – | 0.52 |
| DISH DBS Corporation | Long | Debt | US | $2M | – | 0.14 |
| DISH DBS Corporation | Long | Debt | US | $1M | – | 0.10 |
| DSLA Mortgage Loan Trust 2004-AR2 | Long | ABS-mortgage backed security | US | $950K | – | 0.06 |
| Ellington Financial Mortgage Trust 2020-1 | Long | ABS-mortgage backed security | US | $144K | – | 0.01 |
| Ellington Financial Mortgage Trust 2022-4 | Long | ABS-mortgage backed security | US | $11M | – | 0.74 |
| Ellington Loan Acquisition Trust 2007-1 | Long | ABS-collateralized bond/debt obligation | US | $24M | – | 1.57 |
| Encore Credit Receivables Trust | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.33 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.12 |
| Envision Healthcare Corporation | Long | Loan | US | $15M | – | 1.01 |
| Envision Healthcare Corporation | Long | Loan | US | $3M | – | 0.17 |
| EPR Properties | Long | Debt | US | $86K | – | 0.01 |
| EPR Properties | Long | Debt | US | $31K | – | 0.00 |
| EURO DOLLAR (Barclays Capital Inc.) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| EURO DOLLAR (Barclays Capital Inc.) | Derivative-foreign exchange | US | $682.56 | – | 0.00 | |
| EURO DOLLAR (BANK OF AMERICA CORPORATION) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| EURO DOLLAR (BANK OF AMERICA CORPORATION) | Derivative-foreign exchange | US | $-42K | – | -0.00 | |
| Eurosail-UK 2007-3BL PLC | Long | ABS-mortgage backed security | GB | $13M | – | 0.87 |
| Eurosail-UK 2007-6NC PLC | Long | ABS-mortgage backed security | GB | $29K | – | 0.00 |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $659K | – | 0.04 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $488K | – | 0.03 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $117K | – | 0.01 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $113K | – | 0.01 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $105K | – | 0.01 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $45K | – | 0.00 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $36K | – | 0.00 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $36K | – | 0.00 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $25K | – | 0.00 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $14K | – | 0.00 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $13K | – | 0.00 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $12K | – | 0.00 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-8K | – | -0.00 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-15K | – | -0.00 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-46K | – | -0.00 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-143K | – | -0.01 | |
| EXCHANGE CLEARED CDS - INDEX (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-309K | – | -0.02 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | GB | $491K | – | 0.03 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | GB | $172K | – | 0.01 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $97K | – | 0.01 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | GB | $76K | – | 0.01 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $74K | – | 0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $25K | – | 0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $24K | – | 0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $18K | – | 0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $2K | – | 0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | NL | $162.16 | – | 0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-2K | – | -0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | US | $-4K | – | -0.00 | |
| EXCHANGE CLEARED CDS - SINGLE NAME (INTERCONTINENTAL EXCHANGE) | Derivative-credit | NL | $-67K | – | -0.00 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | GB | $-166K | – | -0.01 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | GB | $-187K | – | -0.01 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | GB | $-225K | – | -0.01 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | GB | $-264K | – | -0.02 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | GB | $-334K | – | -0.02 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | GB | $-366K | – | -0.02 | |
| EXCHANGE CLEARED INFLATION INDEXED SWAP (LCH CLEARNET) | Derivative-interest rate | GB | $-458K | – | -0.03 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $13M | – | 0.86 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $7M | – | 0.44 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $6M | – | 0.37 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $5M | – | 0.36 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $5M | – | 0.34 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $3M | – | 0.20 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $3M | – | 0.19 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $3M | – | 0.18 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $3M | – | 0.17 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | JP | $3M | – | 0.17 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $2M | – | 0.14 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $2M | – | 0.13 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $2M | – | 0.12 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | JP | $2M | – | 0.11 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $2M | – | 0.10 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $1M | – | 0.09 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $1M | – | 0.09 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $1M | – | 0.08 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $1M | – | 0.07 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $1M | – | 0.07 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $919K | – | 0.06 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $876K | – | 0.06 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $809K | – | 0.05 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $785K | – | 0.05 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $764K | – | 0.05 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $704K | – | 0.05 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $673K | – | 0.04 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $657K | – | 0.04 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $651K | – | 0.04 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $585K | – | 0.04 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $584K | – | 0.04 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $536K | – | 0.04 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $532K | – | 0.04 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $498K | – | 0.03 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $476K | – | 0.03 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $470K | – | 0.03 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $420K | – | 0.03 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $413K | – | 0.03 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $372K | – | 0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $355K | – | 0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $354K | – | 0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $339K | – | 0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $330K | – | 0.02 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $315K | – | 0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $306K | – | 0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $305K | – | 0.02 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $299K | – | 0.02 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | CA | $273K | – | 0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $247K | – | 0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $245K | – | 0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $239K | – | 0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $233K | – | 0.02 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | JP | $209K | – | 0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $208K | – | 0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $204K | – | 0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $194K | – | 0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $165K | – | 0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | JP | $152K | – | 0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $132K | – | 0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $129K | – | 0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $119K | – | 0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $113K | – | 0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | JP | $106K | – | 0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $104K | – | 0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $103K | – | 0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $95K | – | 0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | GB | $95K | – | 0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $80K | – | 0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $69K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $68K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $67K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $64K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $62K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $58K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $57K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $53K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $53K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $49K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $48K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $47K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $46K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | GB | $44K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $39K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $38K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $38K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $34K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $33K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $31K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $29K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $28K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $26K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $24K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $24K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $23K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $21K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $20K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $20K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $20K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | NZ | $19K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $19K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $19K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $17K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | GB | $17K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $16K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $16K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $16K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $16K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $16K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $15K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $15K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $14K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $14K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $13K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $13K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $13K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $12K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $12K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $12K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $12K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $11K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $11K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $11K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $10K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $10K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $10K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | ZA | $9K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $9K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $9K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $9K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $9K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $9K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $9K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $9K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | ZA | $9K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $8K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $8K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $8K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $8K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $7K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $7K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $7K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $7K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $7K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | ZA | $6K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $6K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $6K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $6K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $6K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | ZA | $6K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $5K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $5K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | ZA | $5K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $5K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $5K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $5K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $5K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | ZA | $5K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $5K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $5K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $4K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $4K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $4K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | ZA | $4K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | ZA | $4K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | ZA | $4K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $4K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | ZA | $4K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | ZA | $4K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | ZA | $3K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $3K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | ZA | $3K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $3K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $3K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | ZA | $2K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $2K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $2K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | ZA | $2K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | ZA | $2K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | ZA | $1K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $1K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | JP | $1K | – | 0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | JP | $1K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $1K | – | 0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-240.14 | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-249.07 | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-266.19 | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-359.66 | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-759.96 | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-935.26 | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-1K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-1K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-1K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-2K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-2K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-2K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-2K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-2K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-3K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-4K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-4K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-4K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-5K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-6K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-10K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-11K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-12K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-12K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-13K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-13K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-13K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-14K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-20K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-21K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-21K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-22K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-25K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-25K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-25K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-26K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-27K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-28K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-28K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-28K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-29K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-29K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-29K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-29K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-29K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-31K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-31K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | JP | $-32K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-32K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-32K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-34K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-36K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-36K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-37K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-38K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-38K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-41K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-43K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-43K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-48K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-48K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-48K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-49K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-50K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-51K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-52K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-52K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-52K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-54K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-54K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-55K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-56K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-57K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-57K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-58K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-59K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-59K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-63K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-67K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-67K | – | -0.00 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-69K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-71K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-72K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-73K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-75K | – | -0.00 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-75K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-76K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-77K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-88K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-98K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-104K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-105K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-106K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-108K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-109K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-109K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-112K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-114K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-116K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-117K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-125K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-129K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-129K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-132K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-133K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-135K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-140K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-141K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-143K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-146K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-150K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-151K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-155K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-156K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-160K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-170K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | GB | $-175K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | GB | $-177K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-184K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-192K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-197K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-209K | – | -0.01 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-225K | – | -0.01 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-238K | – | -0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | BR | $-242K | – | -0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-265K | – | -0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-266K | – | -0.02 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-267K | – | -0.02 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-279K | – | -0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-284K | – | -0.02 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-291K | – | -0.02 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-301K | – | -0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-313K | – | -0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-314K | – | -0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-339K | – | -0.02 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-347K | – | -0.02 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-360K | – | -0.02 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | GB | $-395K | – | -0.03 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-443K | – | -0.03 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-450K | – | -0.03 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-532K | – | -0.04 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-535K | – | -0.04 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-537K | – | -0.04 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-548K | – | -0.04 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-591K | – | -0.04 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-601K | – | -0.04 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-620K | – | -0.04 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-764K | – | -0.05 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | GB | $-1M | – | -0.07 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-1M | – | -0.09 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-1M | – | -0.10 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | MX | $-2M | – | -0.11 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | XX | $-2M | – | -0.12 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-2M | – | -0.13 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-2M | – | -0.15 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-3M | – | -0.18 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-3M | – | -0.19 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-4M | – | -0.24 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-5M | – | -0.34 | |
| EXCHANGE CLEARED IRS (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-9M | – | -0.57 | |
| EXCHANGE CLEARED IRS (LCH CLEARNET) | Derivative-interest rate | US | $-12M | – | -0.81 | |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $12M | – | 0.77 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $53M | – | 3.53 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $15M | – | 0.97 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $7M | – | 0.44 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $7M | – | 0.43 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $879K | – | 0.06 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $865K | – | 0.06 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $864K | – | 0.06 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $857K | – | 0.06 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $787K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $758K | – | 0.05 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $653K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $592K | – | 0.04 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $450K | – | 0.03 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $436K | – | 0.03 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $383K | – | 0.03 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $366K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $283K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $274K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $274K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $266K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $252K | – | 0.02 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $194K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $130K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $91K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal Home Loan Mortgage Corporation | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $173M | – | 11.48 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $160M | – | 10.61 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $138M | – | 9.17 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $96M | – | 6.35 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $39M | – | 2.56 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $36M | – | 2.39 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $35M | – | 2.30 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $28M | – | 1.84 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $28M | – | 1.83 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $24M | – | 1.58 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $17M | – | 1.13 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $14M | – | 0.93 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $13M | – | 0.89 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $11M | – | 0.71 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $9M | – | 0.60 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $8M | – | 0.50 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $7M | – | 0.49 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $6M | – | 0.39 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $6M | – | 0.37 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $5M | – | 0.34 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $4M | – | 0.29 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $918K | – | 0.06 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $909K | – | 0.06 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $845K | – | 0.06 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $828K | – | 0.05 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $793K | – | 0.05 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $732K | – | 0.05 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $725K | – | 0.05 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $652K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $640K | – | 0.04 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $482K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $455K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $440K | – | 0.03 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $360K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $319K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $290K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $260K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $255K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $236K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $228K | – | 0.02 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $101K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $0.09 | – | 0.00 |
| Federal National Mortgage Association, Inc. | Long | ABS-mortgage backed security | US | $0.05 | – | 0.00 |
| Federal National Mortgage Association, Inc. | Short | ABS-mortgage backed security | US | $-7M | – | -0.49 |
| Federal National Mortgage Association, Inc. | Short | ABS-mortgage backed security | US | $-7M | – | -0.49 |
| Federal National Mortgage Association, Inc. | Short | ABS-mortgage backed security | US | $-28M | – | -1.83 |
| First Franklin Mortgage Loan Trust 2006FF13 | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.27 |
| Ford Motor Credit Company LLC | Long | Debt | US | $1M | – | 0.07 |
| Fremont Home Loan Trust 2006-E | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.44 |
| FUTURE - CASH SETTLED (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $257K | – | 0.02 | |
| FUTURE - CASH SETTLED (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $227K | – | 0.02 | |
| FUTURE - CASH SETTLED (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $176K | – | 0.01 | |
| FUTURE - CASH SETTLED (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $156K | – | 0.01 | |
| FUTURE - CASH SETTLED (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $148K | – | 0.01 | |
| FUTURE - CASH SETTLED (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $141K | – | 0.01 | |
| FUTURE - CASH SETTLED (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $114K | – | 0.01 | |
| FUTURE - CASH SETTLED (CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $113K | – | 0.01 | |
| FUTURE - CASH SETTLED (AUSTRALIAN SECURITIES EXCHANGE) | Derivative-interest rate | AU | $-42K | – | -0.00 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $207K | – | 0.01 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $63K | – | 0.00 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $2K | – | 0.00 | |
| FUTURE - PHYSICALLY DELIVERED (EUREX EXCHANGE) | Derivative-interest rate | DE | $-105K | – | -0.01 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-359K | – | -0.02 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-481K | – | -0.03 | |
| FUTURE - PHYSICALLY DELIVERED (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $-547K | – | -0.04 | |
| Galaxy XV CLO Ltd | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.27 |
| Gaz Capital S.A. | Long | Debt | LU | $512K | – | 0.03 |
| Gaz Finance PLC | Long | Debt | US | $3M | – | 0.23 |
| Gaz Finance PLC | Long | Debt | US | $127K | – | 0.01 |
| GE-WMC Mortgage Securities, L.L.C. | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.93 |
| Gilbert Park CLO, Ltd. | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.16 |
| Ginnie Mae II | Long | ABS-mortgage backed security | US | $0.06 | – | 0.00 |
| Ginnie Mae II | Long | ABS-mortgage backed security | US | $0.05 | – | 0.00 |
| GLP Financing, LLC | Long | Debt | US | $264K | – | 0.02 |
| GLP Financing, LLC | Long | Debt | US | $54K | – | 0.00 |
| GLS Auto Receivables Issuer Trust 2023-2 | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.46 |
| Gobierno de la Provincia de Buenos Aires | Long | Debt | AR | $4K | – | 0.00 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | MX | $14M | – | 0.96 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | MX | $9M | – | 0.61 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | MX | $3M | – | 0.19 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | MX | $2M | – | 0.14 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | MX | $1M | – | 0.10 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | MX | $937K | – | 0.06 |
| Gobierno Federal de los Estados Unidos Mexicanos | Long | Debt | MX | $229K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13M | – | 0.85 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11M | – | 0.75 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.49 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.42 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.26 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Government National Mortgage Association | Short | ABS-mortgage backed security | US | $-10M | – | -0.66 |
| GS Mortgage Securities Corp. | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.12 |
| GSMSC Resecuritization Trust 2015-8R | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.36 |
| GSR Mortgage Loan Trust 2005-AR1 | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| GSR Mortgage Loan Trust 2005-AR1 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.17 |
| Harborview Mortgage Loan Trust 2006-8 | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Harley Marine Financing LLC | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.01 |
| Harley Marine Financing LLC | Long | ABS-collateralized bond/debt obligation | US | $76K | – | 0.01 |
| HITR 2019-2A A1 144A 3MLIB+176BP | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.61 |
| Home Equity Asset Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| HSBC Holdings PLC | Long | Debt | US | $4M | – | 0.29 |
| HSBC Holdings PLC | Long | Debt | US | $3M | – | 0.19 |
| HSBC Holdings PLC | Long | Debt | US | $561K | – | 0.04 |
| Hudson Pacific Properties, L.P. | Long | Debt | US | $670K | – | 0.04 |
| iHeartMedia, Inc. | Long | Equity-common | US | $136K | 124K | 0.01 |
| iHeartMedia, Inc. | Long | Equity-common | US | $89K | 91K | 0.01 |
| INDIAN RUPEE (BANK OF AMERICA CORPORATION) | Derivative-foreign exchange | IN | $10K | – | 0.00 | |
| INDIAN RUPEE (J.P. Morgan) | Derivative-foreign exchange | IN | $3K | – | 0.00 | |
| INDIAN RUPEE (Citibank, Inc.) | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| INDIAN RUPEE (Citibank, Inc.) | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| INDIAN RUPEE (Citibank, Inc.) | Derivative-foreign exchange | IN | $859.11 | – | 0.00 | |
| INDIAN RUPEE (Citibank, Inc.) | Derivative-foreign exchange | IN | $227.03 | – | 0.00 | |
| INDIAN RUPEE (Citibank, Inc.) | Derivative-foreign exchange | IN | $-1K | – | -0.00 | |
| INDIAN RUPEE (Citibank, Inc.) | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| INDIAN RUPEE (Citibank, Inc.) | Derivative-foreign exchange | IN | $-3K | – | -0.00 | |
| INDONESIAN RUPIAH (J.P. Morgan) | Derivative-foreign exchange | ID | $-66K | – | -0.00 | |
| IndyMac INDX Mortgage Loan Trust 2006-AR21 | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| IndyMac MBS, Inc. | Long | ABS-mortgage backed security | US | $553K | – | 0.04 |
| Intelsat Jackson Holdings S.A. | Long | Debt | US | $8M | – | 0.56 |
| Intelsat Jackson Holdings, Ltd. | Long | Equity-common | US | $5M | 124K | 0.31 |
| Intelsat Jackson Holdings, Ltd. | Long | Equity-common | US | $3K | 1K | 0.00 |
| Intelsat Jackson Holdings, Ltd. | Long | Equity-common | US | $223.22 | 254 | 0.00 |
| J.P. Morgan Alternative Loan Trust 2006-A2 | Long | ABS-mortgage backed security | US | $759K | – | 0.05 |
| J.P. Morgan Alternative Loan Trust 2006-A6 | Long | ABS-mortgage backed security | US | $811K | – | 0.05 |
| J.P. Morgan Mortgage Acquisition Corp. 2005-FLD1 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.39 |
| J.P. Morgan Mortgage Trust 2023-DSC1 | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| J.P. Morgan Mortgage Trust 2024-VIS1 | Long | ABS-mortgage backed security | US | $5M | – | 0.33 |
| JAPANESE YEN (Barclays Capital Inc.) | Derivative-foreign exchange | JP | $-33K | – | -0.00 | |
| JAPANESE YEN (Goldman Sachs & Co.) | Derivative-foreign exchange | JP | $-1M | – | -0.08 | |
| JNL Government Money Market Fund | Long | Short-term investment vehicle | US | $4M | 4M | 0.26 |
| JNL Government Money Market Fund - Class SL (Jackson National Asset Management, LLC) | Long | Short-term investment vehicle | US | $2M | 2M | 0.11 |
| JPMCC Commercial Mortgage Securities Trust 2016-JP4 | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| Kennedy Wilson Europe Real Estate Limited | Long | Debt | JE | $3M | – | 0.20 |
| Kinbane 2022-RPL 1 Designated Activity Company | Long | ABS-mortgage backed security | IE | $10M | – | 0.64 |
| LCCM 2021-FL3 Trust | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 1.01 |
| Lealand Finance Company B.V. | Long | Loan | US | $33K | – | 0.00 |
| Lealand Finance Company B.V. | Long | Loan | US | $10K | – | 0.00 |
| Lehman XS Trust, Series 2007-15N | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Lloyds Banking Group PLC | Long | Debt | US | $695K | – | 0.05 |
| Madison Park Funding XXIX LTD | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.51 |
| Magnetite XXV, Limited | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.21 |
| Magnetite XXXIX Ltd | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.49 |
| Mansard Mortgages 2006-1 PLC | Long | ABS-mortgage backed security | GB | $4M | – | 0.25 |
| Marathon CLO XIII Ltd | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.66 |
| Market Bidco Finco PLC | Long | Debt | GB | $2M | – | 0.15 |
| Market Bidco Limited | Long | Loan | XX | $854K | – | 0.06 |
| MASTR Asset Backed Securities Trust 2006-AM1 | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.34 |
| MASTR Asset Backed Securities Trust 2006-AM1 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.19 |
| Meritage Mortgage Corporation | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.19 |
| METAL 2017-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $641K | – | 0.04 |
| MEXICAN PESO (Barclays Capital Inc.) | Derivative-foreign exchange | MX | $7K | – | 0.00 | |
| MEXICAN PESO (Deutsche Bank Alex Brown Inc.) | Derivative-foreign exchange | MX | $-17K | – | -0.00 | |
| MEXICAN PESO (Barclays Capital Inc.) | Derivative-foreign exchange | MX | $-34K | – | -0.00 | |
| MEXICAN PESO (Deutsche Bank Alex Brown Inc.) | Derivative-foreign exchange | MX | $-39K | – | -0.00 | |
| MFA 2023-NQM2 Trust | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.90 |
| Ministry of Finance | Long | Debt | US | $2M | – | 0.10 |
| Ministry of Finance of the Russian Federation | Long | Debt | US | $3M | – | 0.20 |
| Ministry of Finance of the Russian Federation | Long | Debt | US | $3M | – | 0.18 |
| Ministry of Finance of the Russian Federation | Long | Debt | RU | $2M | – | 0.14 |
| Ministry of Finance of the Russian Federation | Long | Debt | US | $2M | – | 0.13 |
| Ministry of Finance of the Russian Federation | Long | Debt | US | $2M | – | 0.13 |
| Ministry of Finance of the Russian Federation | Long | Debt | US | $420K | – | 0.03 |
| Ministry of Finance of the Russian Federation | Long | Debt | US | $294K | – | 0.02 |
| Ministry of Finance of the Russian Federation | Long | Debt | US | $257K | – | 0.02 |
| Ministry of Finance of the Russian Federation | Long | Debt | US | $228K | – | 0.02 |
| Ministry of Finance of the Russian Federation | Long | Debt | US | $140K | – | 0.01 |
| Mitchells & Butlers Finance PLC | Long | Debt | GB | $128K | – | 0.01 |
| Morgan Stanley & Co. LLC | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Morgan Stanley Capital I Trust 2018-Sun | Long | ABS-mortgage backed security | US | $10M | – | 0.63 |
| Morgan Stanley Capital I Trust 2021-L7 | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Morgan Stanley Capital I Trust 2021-L7 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Mr. Cooper Group Inc. | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Nationwide Building Society | Long | Debt | US | $2M | – | 0.10 |
| NatWest Group PLC | Long | Debt | US | $3M | – | 0.18 |
| NatWest Group PLC | Long | Debt | US | $2M | – | 0.13 |
| NatWest Group PLC | Long | Debt | US | $1M | – | 0.07 |
| NatWest Group PLC | Long | Debt | US | $196K | – | 0.01 |
| Navient Funding, LLC | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Navient Student Loan Trust 2020-2 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.39 |
| Nelnet Student Loan Trust 2023-A | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.19 |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $63K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $60K | – | 0.00 | |
| NEW TURKISH LIRA (Goldman Sachs & Co.) | Derivative-foreign exchange | TR | $58K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $52K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $44K | – | 0.00 | |
| NEW TURKISH LIRA (J.P. Morgan) | Derivative-foreign exchange | TR | $33K | – | 0.00 | |
| NEW TURKISH LIRA (Deutsche Bank Alex Brown Inc.) | Derivative-foreign exchange | TR | $32K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $27K | – | 0.00 | |
| NEW TURKISH LIRA (Goldman Sachs & Co.) | Derivative-foreign exchange | TR | $21K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $18K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $10K | – | 0.00 | |
| NEW TURKISH LIRA (J.P. Morgan) | Derivative-foreign exchange | TR | $9K | – | 0.00 | |
| NEW TURKISH LIRA (Goldman Sachs & Co.) | Derivative-foreign exchange | TR | $9K | – | 0.00 | |
| NEW TURKISH LIRA (J.P. Morgan) | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $5K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| NEW TURKISH LIRA (BANK OF AMERICA CORPORATION) | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| NEW TURKISH LIRA (Citibank, Inc.) | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| NEW TURKISH LIRA (J.P. Morgan) | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| NEW TURKISH LIRA (J.P. Morgan) | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| NEW TURKISH LIRA (BANK OF AMERICA CORPORATION) | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| NEW TURKISH LIRA (Barclays Capital Inc.) | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| NEW TURKISH LIRA (Goldman Sachs & Co.) | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| NEW TURKISH LIRA (J.P. Morgan) | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| NEW TURKISH LIRA (J.P. Morgan) | Derivative-foreign exchange | TR | $999.88 | – | 0.00 | |
| NEW TURKISH LIRA (J.P. Morgan) | Derivative-foreign exchange | TR | $357.92 | – | 0.00 | |
| NEW TURKISH LIRA (J.P. Morgan) | Derivative-foreign exchange | TR | $354.35 | – | 0.00 | |
| Newgate Funding PLC | Long | ABS-mortgage backed security | GB | $4M | – | 0.25 |
| Nissan Motor Co., Ltd. | Long | Debt | US | $4M | – | 0.27 |
| Nissan Motor Co., Ltd. | Long | Debt | US | $2M | – | 0.13 |
| Nissan Motor Co., Ltd. | Long | Debt | US | $278K | – | 0.02 |
| NMG Parent LLC | Long | Equity-common | US | $4M | 32K | 0.28 |
| Novastar Mortgage Funding Trust, Series 2007-1 | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.79 |
| OPTION (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $-231.3 | – | -0.00 | |
| OPTION (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $-270.8 | – | -0.00 | |
| OPTION (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| OPTION (BNP PARIBAS) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| OPTION (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| OPTION (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| OPTION (BNP PARIBAS) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| OPTION (DEUTSCHE BANK AG) | Derivative-foreign exchange | MX | $-63K | – | -0.00 | |
| OPTION (DEUTSCHE BANK AG) | Derivative-foreign exchange | MX | $-128K | – | -0.01 | |
| OPTION (DEUTSCHE BANK AG) | Derivative-foreign exchange | MX | $-153K | – | -0.01 | |
| Pacific Gas And Electric Company | Long | Debt | US | $8M | – | 0.54 |
| Pacific Gas And Electric Company | Long | Debt | US | $7M | – | 0.46 |
| Pacific Gas And Electric Company | Long | Debt | US | $3M | – | 0.20 |
| Pacific Gas And Electric Company | Long | Debt | US | $2M | – | 0.10 |
| Pacific Gas And Electric Company | Long | Debt | US | $916K | – | 0.06 |
| Pacific Gas And Electric Company | Long | Debt | US | $915K | – | 0.06 |
| Pacific Gas And Electric Company | Long | Debt | US | $839K | – | 0.06 |
| Pacific Gas And Electric Company | Long | Debt | US | $719K | – | 0.05 |
| Pacific Gas And Electric Company | Long | Debt | US | $564K | – | 0.04 |
| Pacific Gas And Electric Company | Long | Debt | US | $424K | – | 0.03 |
| Pagaya AI Debt Trust 2023-3 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.19 |
| Palmer Square European Loan Funding 2023-3 Designated Activity Company | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.44 |
| Panama Infrastructure Receivable Purchaser PLC | Long | Debt | US | $4M | – | 0.28 |
| Park Place Securities, Inc. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.22 |
| People's Choice Home Loan Securities Trust Series 2005-3 | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| Petroleos de Venezuela, S.A. | Long | Debt | US | $58K | – | 0.00 |
| Petroleos de Venezuela, S.A. | Long | Debt | US | $56K | – | 0.00 |
| Petroleos de Venezuela, S.A. | Long | Debt | US | $36K | – | 0.00 |
| Petroleos de Venezuela, S.A. | Long | Debt | US | $35K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | US | $7M | – | 0.44 |
| Petroleos Mexicanos | Long | Debt | US | $785K | – | 0.05 |
| PHH Alternative Mortgage Trust, Series 2007-3 | Long | ABS-mortgage backed security | US | $3M | – | 0.19 |
| Poseidon Bidco SASU | Long | Loan | XX | $2M | – | 0.14 |
| Preferred Residential Securities 05-2 PLC | Long | ABS-mortgage backed security | GB | $1M | – | 0.10 |
| Presidencia da Republica | Long | Short-term investment vehicle | BR | $14M | – | 0.93 |
| Presidencia De La Nacion | Long | Debt | US | $3M | – | 0.17 |
| Presidencia De La Nacion | Long | Debt | US | $2M | – | 0.12 |
| Presidencia De La Nacion | Long | Debt | US | $2M | – | 0.11 |
| Presidencia De La Nacion | Long | Debt | US | $2M | – | 0.10 |
| Presidencia De La Nacion | Long | Debt | US | $631K | – | 0.04 |
| Presidencia De La Nacion | Long | Debt | US | $327K | – | 0.02 |
| Presidencia De La Nacion | Long | Debt | US | $318K | – | 0.02 |
| Presidencia De La Nacion | Long | Debt | US | $51K | – | 0.00 |
| Presidencia De La Nacion | Long | Debt | AR | $28K | – | 0.00 |
| Pretium Mortgage Credit Partners I, L.P. | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.42 |
| Prime Healthcare Services, Inc. | Long | Debt | US | $5M | – | 0.33 |
| Prospect Mortgage, LLC | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| Pryvatne Aktsionerne Tovarystvo Natsionalna Energetychna Kompaniya Ukrenergo | Long | Debt | US | $145K | – | 0.01 |
| Puerto Rico, Commonwealth of | Long | Debt | US | $44K | – | 0.00 |
| Renaissance Home Equity Loan Trust 2006-3 | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.44 |
| Renaissance Home Equity Loan Trust 2006-3 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.07 |
| Republica Bolivariana de Venezuela | Long | Debt | US | $297K | – | 0.02 |
| Republica Bolivariana de Venezuela | Long | Debt | US | $213K | – | 0.01 |
| Republica Bolivariana de Venezuela | Long | Debt | VE | $167K | – | 0.01 |
| Republica Bolivariana de Venezuela | Long | Debt | US | $164K | – | 0.01 |
| Republica Bolivariana de Venezuela | Long | Debt | US | $60K | – | 0.00 |
| Republica Bolivariana de Venezuela | Long | Debt | US | $54K | – | 0.00 |
| Republica Bolivariana de Venezuela | Long | Debt | US | $8K | – | 0.00 |
| Research-Driven Pagaya Motor Asset Trust 2023-3 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.38 |
| RFMSI Series 2006-S6 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| RFMSI Series 2007-S4 Trust | Long | ABS-mortgage backed security | US | $605K | – | 0.04 |
| Rio Oil Finance Trust | Long | Debt | US | $176K | – | 0.01 |
| Romania, Government of | Long | Debt | RO | $2M | – | 0.10 |
| Romania, Government of | Long | Debt | RO | $2M | – | 0.10 |
| Romania, Government of | Long | Debt | RO | $1M | – | 0.07 |
| Santander UK Group Holdings PLC | Long | Debt | US | $2M | – | 0.11 |
| Santander UK Group Holdings PLC | Long | Debt | US | $1M | – | 0.07 |
| Saxon Asset Securities Trust 2004-3 | Long | ABS-collateralized bond/debt obligation | US | $400K | – | 0.03 |
| SCUR-Alpha 1503 GmbH | Long | Loan | US | $2M | – | 0.15 |
| SCUR-Alpha 1503 GmbH | Long | Loan | XX | $1M | – | 0.09 |
| Securitized Asset Backed Receivables LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.20 |
| Securitized Asset Backed Receivables LLC | Long | ABS-collateralized bond/debt obligation | US | $783K | – | 0.05 |
| Securitized Asset Backed Receivables LLC | Long | ABS-collateralized bond/debt obligation | US | $73K | – | 0.00 |
| SG Mortgage Securities Trust | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.29 |
| Shamrock Residential 2022-1 DAC | Long | ABS-mortgage backed security | IE | $15M | – | 0.98 |
| Shamrock Residential 2022-2 Designated Activity Company | Long | ABS-mortgage backed security | IE | $11M | – | 0.74 |
| SLM Student Loan Trust 2012-5 | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.40 |
| SMB Private Education Loan Trust 2022-B | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.15 |
| SMB Private Education Loan Trust 2022-B | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.14 |
| SMB Private Education Loan Trust 2022-C | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.15 |
| SMB Private Education Loan Trust 2024-D | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.26 |
| Societe Generale | Long | Debt | US | $205K | – | 0.01 |
| Softbank Vision Fund II | Long | Loan | US | $4M | – | 0.27 |
| Sound Point CLO XVIII Ltd | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.34 |
| Sound Point CLO XXVIII, Ltd | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.84 |
| Soundview Home Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.53 |
| Soundview Home Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.17 |
| South Africa, Parliament of | Long | Debt | ZA | $18M | – | 1.17 |
| SOUTH AFRICAN RAND (Deutsche Bank Alex Brown Inc.) | Derivative-foreign exchange | ZA | $-635.85 | – | -0.00 | |
| SOUTH AFRICAN RAND (Citibank, Inc.) | Derivative-foreign exchange | ZA | $-2K | – | -0.00 | |
| Specialty Underwriting & Residential Finance Trust | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.58 |
| Spirit Airlines, Inc. | Long | ABS-collateralized bond/debt obligation | US | $236K | – | 0.02 |
| Stichting AK Rabobank Certificaten II | Long | Debt | NL | $5M | – | 0.34 |
| Structured Asset Investment Loan Trust 2005-4 | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.22 |
| Structured Asset Investment Loan Trust 2005-4 | Long | ABS-collateralized bond/debt obligation | US | $905K | – | 0.06 |
| Structured Asset Securities Corp Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.69 |
| Structured Asset Securities CORP Mortgage Loan Trust 2007-OSI | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.53 |
| SWAPTION INTEREST RATE (JP MORGAN CHASE & CO) | Derivative-interest rate | GB | $-18.34 | – | -0.00 | |
| SWAPTION INTEREST RATE (BANK OF AMERICA CORPORATION) | Derivative-interest rate | US | $-53.88 | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $-100.75 | – | -0.00 | |
| SWAPTION INTEREST RATE (BARCLAYS PLC) | Derivative-interest rate | XX | $-194.25 | – | -0.00 | |
| SWAPTION INTEREST RATE (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $-259.69 | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | XX | $-373.6 | – | -0.00 | |
| SWAPTION INTEREST RATE (BARCLAYS PLC) | Derivative-interest rate | GB | $-415.89 | – | -0.00 | |
| SWAPTION INTEREST RATE (JP MORGAN CHASE & CO) | Derivative-interest rate | XX | $-436.12 | – | -0.00 | |
| SWAPTION INTEREST RATE (BARCLAYS PLC) | Derivative-interest rate | XX | $-495.48 | – | -0.00 | |
| SWAPTION INTEREST RATE (BARCLAYS PLC) | Derivative-interest rate | GB | $-680.01 | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | XX | $-762.01 | – | -0.00 | |
| SWAPTION INTEREST RATE (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SWAPTION INTEREST RATE (JP MORGAN CHASE & CO) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| SWAPTION INTEREST RATE (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SWAPTION INTEREST RATE (JP MORGAN CHASE & CO) | Derivative-interest rate | XX | $-3K | – | -0.00 | |
| SWAPTION INTEREST RATE (BANK OF AMERICA CORPORATION) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | XX | $-5K | – | -0.00 | |
| SWAPTION INTEREST RATE (CITIGROUP INC.) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| SWAPTION INTEREST RATE (CITIGROUP INC.) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | XX | $-6K | – | -0.00 | |
| SWAPTION INTEREST RATE (JP MORGAN CHASE & CO) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $-10K | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $-24K | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $-25K | – | -0.00 | |
| SWAPTION INTEREST RATE (GOLDMAN SACHS) | Derivative-interest rate | US | $-26K | – | -0.00 | |
| SWISS FRANC (J.P. Morgan) | Derivative-foreign exchange | CH | $-800.57 | – | -0.00 | |
| Syngenta Finance N.V. | Long | Debt | US | $934K | – | 0.06 |
| Syniverse Holdings, Inc. | Long | Loan | US | $1M | – | 0.10 |
| Topaz Solar Farms LLC | Long | Debt | US | $607K | – | 0.04 |
| Topaz Solar Farms LLC | Long | Debt | US | $51K | – | 0.00 |
| Towd Point Mortgage Trust 2022-4 | Long | ABS-mortgage backed security | US | $10M | – | 0.69 |
| TransDigm, Inc. | Long | Loan | US | $6M | – | 0.41 |
| Treasury, United States Department of | Long | Debt | US | $34M | – | 2.24 |
| Treasury, United States Department of | Long | Debt | US | $33M | – | 2.22 |
| Treasury, United States Department of | Long | Debt | US | $20M | – | 1.31 |
| Treasury, United States Department of | Long | Debt | US | $19M | – | 1.23 |
| Treasury, United States Department of | Long | Debt | US | $18M | – | 1.17 |
| Treasury, United States Department of | Long | Debt | US | $16M | – | 1.03 |
| Treasury, United States Department of | Long | Debt | US | $15M | – | 1.01 |
| Treasury, United States Department of | Long | Debt | US | $11M | – | 0.73 |
| Treasury, United States Department of | Long | Debt | US | $11M | – | 0.72 |
| Treasury, United States Department of | Long | Debt | US | $10M | – | 0.66 |
| Treasury, United States Department of | Long | Debt | US | $10M | – | 0.64 |
| Treasury, United States Department of | Long | Debt | US | $7M | – | 0.48 |
| Treasury, United States Department of | Long | Debt | US | $7M | – | 0.45 |
| Treasury, United States Department of | Long | Debt | US | $6M | – | 0.38 |
| Treasury, United States Department of | Long | Debt | US | $5M | – | 0.30 |
| Treasury, United States Department of | Long | Short-term investment vehicle | US | $4M | – | 0.27 |
| Treasury, United States Department of | Long | Debt | US | $3M | – | 0.21 |
| Treasury, United States Department of | Long | Debt | US | $3M | – | 0.21 |
| Treasury, United States Department of | Long | Debt | US | $3M | – | 0.20 |
| Treasury, United States Department of | Long | Debt | US | $3M | – | 0.18 |
| Treasury, United States Department of | Long | Debt | US | $2M | – | 0.16 |
| Treasury, United States Department of | Long | Debt | US | $2M | – | 0.15 |
| Treasury, United States Department of | Long | Debt | US | $2M | – | 0.14 |
| Treasury, United States Department of | Long | Debt | US | $2M | – | 0.13 |
| Treasury, United States Department of | Long | Debt | US | $1M | – | 0.08 |
| Treasury, United States Department of | Long | Debt | US | $898K | – | 0.06 |
| Treasury, United States Department of | Long | Debt | US | $811K | – | 0.05 |
| Treasury, United States Department of | Long | Debt | US | $724K | – | 0.05 |
| Treasury, United States Department of | Long | Debt | US | $677K | – | 0.04 |
| Treasury, United States Department of | Long | Debt | US | $460K | – | 0.03 |
| Treasury, United States Department of | Long | Short-term investment vehicle | US | $459K | – | 0.03 |
| Treasury, United States Department of | Long | Debt | US | $433K | – | 0.03 |
| Treasury, United States Department of | Long | Debt | US | $307K | – | 0.02 |
| Treasury, United States Department of | Long | Debt | US | $289K | – | 0.02 |
| Treasury, United States Department of | Long | Debt | US | $287K | – | 0.02 |
| Treasury, United States Department of | Long | Debt | US | $283K | – | 0.02 |
| Treasury, United States Department of | Long | Debt | US | $243K | – | 0.02 |
| Treasury, United States Department of | Long | Short-term investment vehicle | US | $224K | – | 0.01 |
| Treasury, United States Department of | Long | Debt | US | $213K | – | 0.01 |
| Treasury, United States Department of | Long | Debt | US | $184K | – | 0.01 |
| Treasury, United States Department of | Long | Debt | US | $88K | – | 0.01 |
| Treasury, United States Department of | Long | Debt | US | $23K | – | 0.00 |
| Trinitas CLO IX, Ltd. | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.21 |
| TruPS Financials Note Securitization 2017-2 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $4M | – | 0.25 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $3M | – | 0.21 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $1M | – | 0.09 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $612K | – | 0.04 |
| Turkiye Cumhuriyeti Basbakanlik | Long | Debt | US | $584K | – | 0.04 |
| UBS Group AG | Long | Debt | US | $4M | – | 0.30 |
| UBS Group AG | Long | Debt | US | $3M | – | 0.20 |
| UBS Group AG | Long | Debt | US | $3M | – | 0.20 |
| UBS Group AG | Long | Debt | US | $1M | – | 0.09 |
| UBS Group AG | Long | Debt | US | $939K | – | 0.06 |
| UBS Group AG | Long | Debt | US | $653K | – | 0.04 |
| UBS Group AG | Long | Debt | US | $362K | – | 0.02 |
| UBS Group AG | Long | Debt | US | $199K | – | 0.01 |
| UBS Group AG | Long | Equity-common | CH | $121K | 4K | 0.01 |
| United Airlines Pass Through Certificates, Series 2018-1 | Long | ABS-collateralized bond/debt obligation | US | $740K | – | 0.05 |
| United Airlines Pass Through Trust 2020-1A | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| UNITED STATES DOLLAR (Goldman Sachs & Co.) | Derivative-foreign exchange | US | $1M | – | 0.07 | |
| UNITED STATES DOLLAR (BANK OF AMERICA CORPORATION) | Derivative-foreign exchange | US | $967K | – | 0.06 | |
| UNITED STATES DOLLAR (Goldman Sachs & Co.) | Derivative-foreign exchange | US | $445K | – | 0.03 | |
| UNITED STATES DOLLAR (J.P. Morgan) | Derivative-foreign exchange | US | $418K | – | 0.03 | |
| UNITED STATES DOLLAR (Deutsche Bank Alex Brown Inc.) | Derivative-foreign exchange | US | $392K | – | 0.03 | |
| UNITED STATES DOLLAR (Citibank, Inc.) | Derivative-foreign exchange | US | $54K | – | 0.00 | |
| UNITED STATES DOLLAR (Deutsche Bank Alex Brown Inc.) | Derivative-foreign exchange | US | $41K | – | 0.00 | |
| UNITED STATES DOLLAR (Deutsche Bank Alex Brown Inc.) | Derivative-foreign exchange | US | $35K | – | 0.00 | |
| UNITED STATES DOLLAR (Citibank, Inc.) | Derivative-foreign exchange | US | $30K | – | 0.00 | |
| UNITED STATES DOLLAR (Deutsche Bank Alex Brown Inc.) | Derivative-foreign exchange | US | $23K | – | 0.00 | |
| UNITED STATES DOLLAR (Deutsche Bank Alex Brown Inc.) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| UNITED STATES DOLLAR (J.P. Morgan) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| UNITED STATES DOLLAR (Deutsche Bank Alex Brown Inc.) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| UNITED STATES DOLLAR (Barclays Capital Inc.) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| UNITED STATES DOLLAR (J.P. Morgan) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| UNITED STATES DOLLAR (J.P. Morgan) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| UNITED STATES DOLLAR (J.P. Morgan) | Derivative-foreign exchange | US | $697.95 | – | 0.00 | |
| UNITED STATES DOLLAR (J.P. Morgan) | Derivative-foreign exchange | US | $106.81 | – | 0.00 | |
| UNITED STATES DOLLAR (Citibank, Inc.) | Derivative-foreign exchange | US | $64.18 | – | 0.00 | |
| UNITED STATES DOLLAR (J.P. Morgan) | Derivative-foreign exchange | US | $53.07 | – | 0.00 | |
| UNITED STATES DOLLAR (Citibank, Inc.) | Derivative-foreign exchange | US | $-134.49 | – | -0.00 | |
| UNITED STATES DOLLAR (J.P. Morgan) | Derivative-foreign exchange | US | $-233.34 | – | -0.00 | |
| UNITED STATES DOLLAR (BANK OF AMERICA CORPORATION) | Derivative-foreign exchange | US | $-740.24 | – | -0.00 | |
| UNITED STATES DOLLAR (Citibank, Inc.) | Derivative-foreign exchange | US | $-758.6 | – | -0.00 | |
| UNITED STATES DOLLAR (J.P. Morgan) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| UNITED STATES DOLLAR (J.P. Morgan) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| UNITED STATES DOLLAR (Citibank, Inc.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| UNITED STATES DOLLAR (Goldman Sachs & Co.) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| UNITED STATES DOLLAR (J.P. Morgan) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| UNITED STATES DOLLAR (Barclays Capital Inc.) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| UNITED STATES DOLLAR (Barclays Capital Inc.) | Derivative-foreign exchange | US | $-23K | – | -0.00 | |
| UNITED STATES DOLLAR (Goldman Sachs & Co.) | Derivative-foreign exchange | US | $-24K | – | -0.00 | |
| UNITED STATES DOLLAR (J.P. Morgan) | Derivative-foreign exchange | US | $-112K | – | -0.01 | |
| Uniti Group Inc. | Long | Debt | US | $2M | – | 0.11 |
| Uniti Group Inc. | Long | Debt | US | $323K | – | 0.02 |
| Uniti Group Inc. | Long | Equity-common | US | $118K | 40K | 0.01 |
| Urzad Rady Ministrow | Long | Debt | US | $1M | – | 0.08 |
| Venture Global Calcasieu Pass, LLC | Long | Debt | US | $2M | – | 0.13 |
| Venture Global Calcasieu Pass, LLC | Long | Debt | US | $85K | – | 0.01 |
| Venture Global LNG, Inc. | Long | Debt | US | $2M | – | 0.11 |
| Venture Global LNG, Inc. | Long | Debt | US | $871K | – | 0.06 |
| Venture Global LNG, Inc. | Long | Debt | US | $726K | – | 0.05 |
| Venture Global LNG, Inc. | Long | Debt | US | $219K | – | 0.01 |
| Verus Securitization Trust 2022-6 | Long | ABS-mortgage backed security | US | $5M | – | 0.32 |
| Verus Securitization Trust 2023-3 | Long | ABS-mortgage backed security | US | $7M | – | 0.44 |
| Voyager Aviation Holdings, LLC | Long | Debt | US | $154K | – | 0.01 |
| Voyager Common Shares | Long | Equity-common | US | $0 | 353.5 | – |
| Voyager Preferred Units | Long | Equity-common | US | $0 | 2K | – |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.86 |
| WaMu Asset-Backed Certificates, WaMu Series 200X-HEX Trust | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.09 |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust | Long | ABS-mortgage backed security | US | $828K | – | 0.05 |
| Wells Fargo & Company | Long | Debt | US | $2M | – | 0.17 |
| Wells Fargo Mortgage Backed Securities 2007-AR7 Trust | Long | ABS-mortgage backed security | US | $11M | – | 0.73 |
| WestMet Group Holdings | Long | Equity-common | US | $3K | 768.389 | 0.00 |
| Westmoreland Coal Company | Long | Loan | US | $15K | – | 0.00 |
| Westmoreland Coal Company | Long | Equity-common | US | $2K | 762 | 0.00 |
| Windstream Escrow, LLC | Long | Debt | US | $6M | – | 0.40 |
| Windstream Holdings, Inc. | Long | Equity-common | US | $2M | 109K | 0.12 |
| Windstream Services LLC | Long | Loan | US | $998K | – | 0.07 |
| Windstream Services, LLC | Long | Loan | US | $541K | – | 0.04 |
| WSTN Trust | Long | ABS-mortgage backed security | US | $802K | – | 0.05 |
Address
JNL Series Trust
1 Corporate Way
Lansing
Michigan
48951
United States of America
Websites
Directors
Mark D. Nerud
Eric Anyah
Michael Bouchard
Ellen Carnahan
John Gillespie
William R. Rybak
Mark S. Wehrle
Edward Wood
Patricia A. Woodworth
Transfer Agents
Jackson National Asset Management, LLC
Pricing Services
Jackson National Asset Management, LLC
London Stock Exchange Group plc
Intercontinental Exchange
Bloomberg Inc.
PricingDirect Inc.
S&P Global
CME Group Inc.
LCH Clearnet Inc.
Custodians
JPMorgan Chase Bank, N.A.
HSBC Argentina Bank SA
JPMorgan Chase Bank NA Sydney
UniCredit Bank Austria AG
J.P. MORGAN SE - LUXEMBOURG BRANCH
JP Morgan SA DTVM
Royal Bank of Canada
Banco Santander Chile
Cititrust Colombia SA
UniCredit Bank Czech Republic and Slovakia as
Citibank NA Egypt
Clearstream
Euroclear
Skandinaviska Enskilda Banken AB (publ)
J.P. MORGAN SE - LUXEMBOURG BRANCH
Deutsche Bank AG
BNP Paribas S.A.
JPMorgan Chase Bank, N.A. Hong Kong
Deutsche Bank AG
JPMorgan Chase Bank NA India
PT Bank HSBC Indonesia
Bank Leumi leIsrael BM
BNP Paribas Securities Services SCA
Mizuho Bank Ltd
Standard Chartered Bank Korea Limited
HSBC Bank Malaysia Berhad
Banco Nacional de Mexico SA
J.P. MORGAN SE - LUXEMBOURG BRANCH
JPMorgan Chase Bank NA
Skandinaviska Enskilda Banken AB (publ)
Citibank del Peru SA
The Hongkong and Shanghai Banking Corporation Limited
Bank Handlowy w Warszawie SA
BNP Paribas Securities Services SCA
DBS Bank Ltd
FirstRand Bank Limited
CACEIS Bank Spain SAU
Skandinaviska Enskilda Banken AB (publ)
UBS Switzerland AG
JPMorgan Chase Bank NA Taipei
Standard Chartered Bank Thai Public Company Limited
Citibank AS
JPMorgan Chase Bank NA London
HSBC Bank Vietnam Ltd
Shareholder Servicing Agents
Jackson National Asset Management, LLC
Admins
Jackson National Asset Management, LLC
Brokers
Morgan Stanley & Co, Inc
Barclays PLC
Goldman Sachs & Co. LLC
J.P. Morgan Securities LLC
Jefferies Group
UBS Securities LLC
Merrill Lynch, Pierce, Fenner & Smith Inc.
Banc of America Securities
CitiGroup Global Markets, Inc.
National Financial Services LLC