Statistik Asas
Nilai Portfolio $ 403,896,801
Kedudukan Semasa 471
Pegangan Terkini, Prestasi, AUM (dari 13F, 13D)

PRAIX - PIMCO Long-Term Real Return Fund Institutional telah mendedahkan 471 jumlah pegangan dalam pemfailan SEC terkini mereka. Nilai portfolio terkini dikira sebagai $ 403,896,801 USD. Aset Sebenar Di Bawah Pengurusan (AUM) ialah nilai ini ditambah dengan tunai (yang tidak didedahkan). Pegangan teratas PRAIX - PIMCO Long-Term Real Return Fund Institutional ialah United States Treasury Inflation Indexed Bonds (US:US912810RF75) , United States Treasury Inflation Indexed Bonds (US:US912810RL44) , United States Treasury Inflation Indexed Bonds (US:US912810QV35) , US TREASURY I/L 1.5% 02-15-53 (US:US912810TP30) , and United States Treasury Inflation Indexed Bonds (US:US912810RW09) . Kedudukan baharu PRAIX - PIMCO Long-Term Real Return Fund Institutional termasuk United States Treasury Inflation Indexed Bonds (US:US912810RF75) , United States Treasury Inflation Indexed Bonds (US:US912810RL44) , United States Treasury Inflation Indexed Bonds (US:US912810QV35) , US TREASURY I/L 1.5% 02-15-53 (US:US912810TP30) , and United States Treasury Inflation Indexed Bonds (US:US912810RW09) .

PRAIX - PIMCO Long-Term Real Return Fund Institutional - Nilai Portfolio
Tambah Dana Ini
ke Papan Pemuka anda
Kenaikan Teratas Suku Tahun Ini

Kami menggunakan perubahan dalam peruntukan portfolio kerana ini adalah metrik yang paling bermakna. Perubahan boleh disebabkan oleh perdagangan atau perubahan dalam harga saham.

Sekuriti Saham
(MM)		 Nilai
(MM$)		 Portfolio % ΔPortfolio %
9.58 2.6591 2.6481
8.85 2.4562 2.4562
6.01 1.6695 1.6695
17.71 4.9160 1.3884
7.02 1.9489 0.8183
5.35 1.4856 0.6201
9.59 2.6625 0.4750
1.55 0.4301 0.4301
9.65 2.6781 0.3834
16.28 4.5215 0.3717
Penurunan Teratas Suku Tahun Ini

Kami menggunakan perubahan dalam peruntukan portfolio kerana ini adalah metrik yang paling bermakna. Perubahan boleh disebabkan oleh perdagangan atau perubahan dalam harga saham.

Sekuriti Saham
(MM)		 Nilai
(MM$)		 Portfolio % ΔPortfolio %
-120.55 -33.4701 -33.4701
-11.13 -3.0890 -3.0890
9.85 2.7346 -1.2560
29.81 8.2770 -0.8047
1.48 0.4105 -0.7018
36.08 10.0164 -0.4123
15.53 4.3107 -0.3904
16.06 4.4595 -0.3839
15.32 4.2547 -0.3662
2.91 0.8074 -0.3114
13F dan Pemfailan Dana

Borang ini telah difailkan pada 2025-08-28 untuk tempoh pelaporan 2025-06-30. Klik ikon pautan untuk melihat sejarah transaksi penuh.

Tingkatkan untuk membuka data premium dan eksport ke Excel .

28-07-2022: Nota Penting - Kami telah menukar layanan lajur Δ Portfolio % dalam jadual ini. Sebelum ini, kami melaporkannya sebagai peratus perubahan dalam peruntukan portfolio. Kini kami melaporkannya sebagai perubahan mentah dalam peruntukan portfolio (masih dilaporkan sebagai peratus). Dari segi formula, kami sebelum ini melaporkannya sebagai 100 * (peruntukan semasa - peruntukan terdahulu ) / peruntukan terdahulu. Kami kini melaporkannya sebagai (peruntukan semasa - peruntukan terdahulu).
Sekuriti Jenis Purata Harga Saham Saham
(MM)		 ΔSaham
(%)		 ΔSaham
(%)		 Nilai
($MM)		 Portfolio
(%)		 ΔPortfolio
(%)
US912810RF75 / United States Treasury Inflation Indexed Bonds 36.08 -15.12 10.0164 -0.4123
US912810RL44 / United States Treasury Inflation Indexed Bonds 34.68 -13.96 9.6287 -0.2616
TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) 29.81 -19.46 8.2770 -0.8047
US912810QV35 / United States Treasury Inflation Indexed Bonds 29.71 -10.08 8.2495 0.1420
US912810TP30 / US TREASURY I/L 1.5% 02-15-53 28.49 -14.18 7.9098 -0.2352
US912810RW09 / United States Treasury Inflation Indexed Bonds 24.66 -13.47 6.8468 -0.1463
US912810QP66 / United States Treasury Inflation Indexed Bonds 23.14 -12.33 6.4240 -0.0518
US912810RA88 / United States Treasury Inflation Indexed Bonds 22.57 -10.63 6.2676 0.0698
US912810SB52 / United States Treasury Inflation Indexed Bonds 20.05 -11.01 5.5669 0.0388
US912810RR14 / United States Treasury Inflation Indexed Bonds 19.35 -16.32 5.3734 -0.3015
TSY INFL IX N/B 02/55 2.375 / DBT (US912810UH94) 17.71 23.16 4.9160 1.3884
US912810SG40 / United States Treasury Inflation Indexed Bonds 16.28 -3.71 4.5215 0.3717
US912810SM18 / US TII .25 02/15/2050 (TIPS) 16.06 -18.63 4.4595 -0.3839
US912810QF84 / United States Treasury Inflation Indexed Bonds 15.53 -18.96 4.3107 -0.3904
US912810SV17 / United States Treasury Inflation Indexed Bonds 15.32 -18.63 4.2547 -0.3662
US912810TE82 / United States Treasury Inflation Indexed Bonds 14.29 -4.80 3.9672 0.2843
US01F0426811 / UMBS TBA 9.85 -42.94 2.7346 -1.2560
US01F0606834 / Uniform Mortgage-Backed Security, TBA 9.65 -2.81 2.6781 0.3834
US01F0626899 / Uniform Mortgage-Backed Security, TBA 9.59 1.36 2.6625 0.4750
US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND 9.58 21,665.91 2.6591 2.6481
US36179XNC64 / Ginnie Mae II Pool 8.85 2.4562 2.4562
JP1120241K56 / Japanese Government CPI Linked Bond 8.12 5.65 2.2548 0.3687
US01F0526800 / Uniform Mortgage-Backed Security, TBA 7.37 -5.43 2.0459 0.2444
TSY INFL IX N/B 10/29 1.625 / DBT (US91282CLV18) 7.02 52.36 1.9489 0.8183
US38382YM425 / GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H02 CL JF V/R 5.45906000 6.79 0.00 1.8858 0.2193
IT0005246134 / Italy Buoni Poliennali Del Tesoro 6.41 9.98 1.7810 0.3499
GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (US3618N5PE30) 6.01 1.6695 1.6695
IT0005415416 / Italy Buoni Poliennali Del Tesoro 5.72 9.54 1.5874 0.3068
EW / Edwards Lifesciences Corporation 5.35 228.22 1.4856 0.6201
TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) 3.89 0.15 1.0800 0.1271
FNMA POOL MA5295 FN 03/54 FIXED 6 / ABS-MBS (US31418E3D02) 3.64 -4.91 1.0106 0.0715
US91282CEZ05 / U.S. Treasury Inflation Linked Notes 2.99 0.91 0.8295 0.1031
US55284AAA60 / MF1 2021-FL7 Ltd 2.91 -36.21 0.8074 -0.3114
US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 2.74 -4.47 0.7603 0.0570
TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) 2.59 0.31 0.7184 0.0854
US05610AAW80 / BX Trust, Series 2022-FOX2, Class A2 2.42 -6.20 0.6725 0.0390
IRS EUR 0.19700 11/08/22-30Y LCH / DIR (EZ3H5XY3RVT8) 2.27 10.97 0.6294 0.1283
US03880RAA77 / Arbor Realty Collateralized Loan Obligation Ltd 2.18 -15.75 0.6059 -0.0298
US80556XAG25 / Saxon Asset Securities Trust 2006-2 2.15 -4.28 0.5960 0.0457
US12559QAF90 / CIT Mortgage Loan Trust 2007-1 2.02 -6.08 0.5619 0.0333
AVOCA STATIC CLO AVOST 1A AR 144A / ABS-CBDO (XS2935873880) 1.96 0.62 0.5446 0.0663
US93936NAC74 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 4 1A3 1.81 -0.33 0.5013 0.0567
RFR USD SOFR/2.86500 02/13/24-30Y LCH / DIR (EZLBBPTCYY71) 1.79 12.95 0.4966 0.1080
US78486BAA26 / STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A 1.56 -27.32 0.4331 -0.0935
GNMA II POOL MB0022 G2 11/54 FIXED 3.5 / ABS-MBS (US3618N5AY58) 1.55 0.4301 0.4301
US91282CAQ42 / USTN TII 0.125% 10/15/2025 1.48 -67.39 0.4105 -0.7018
ACI12NZL6 / JAPAN GOVT CPI LINKED BONDS 03/28 0.1 1.40 5.04 0.3880 0.0614
US06760GAA94 / Barings CLO Ltd 2018-I 1.31 -8.22 0.3626 0.0133
IRS EUR 0.19500 11/04/22-30Y LCH / DIR (EZZLWXLX9PF2) 1.29 16.08 0.3590 0.0856
GNMA II POOL MB0201 G2 02/55 FIXED 3.5 / ABS-MBS (US3618N5GK90) 1.28 0.3542 0.3542
US38380LJY02 / Government National Mortgage Association 1.24 -1.12 0.3447 0.0366
IRS EUR 0.19000 11/04/22-30Y LCH / DIR (EZZLWXLX9PF2) 1.24 11.05 0.3433 0.0700
TIAA CLO LTD TIA 2018 1A A1AR 144A / ABS-CBDO (US88631YAL11) 1.20 -6.69 0.3331 0.0177
US12670FAE07 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-9 CL 2A4 V/R REGD 1.95800000 1.15 -2.39 0.3184 0.0302
US05951EAC12 / Banc of America Funding Trust, Series 2006-J, Class 2A1 1.14 -4.13 0.3162 0.0248
US91282CHP95 / United States Treasury Inflation Indexed Bonds 1.13 0.53 0.3134 0.0380
US437084QA78 / Home Equity Asset Trust 1.06 -7.67 0.2941 0.0125
US38382YC921 / GOVERNMENT NATIONAL MORTGAGE A GNR 2022 H24 FD 1.00 0.00 0.2787 0.0325
IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) 1.00 -5.29 0.2784 0.0187
US9128287D64 / United States Treasury Inflation Indexed Bonds 0.94 1.18 0.2612 0.0332
US576436CG29 / MASTR SPECIALIZED LOAN TRUST MASD 2005 2 M3 144A 0.94 -10.34 0.2601 0.0037
US3137F4CZ38 / FHLMC, Multifamily Structured Pass-Through Certificates, Series KBX1, Class A2 0.81 0.25 0.2262 0.0268
US07389KAA97 / BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1 0.79 -1.50 0.2186 0.0223
US3137BY3C20 / Freddie Mac REMICS 0.78 -3.36 0.2157 0.0185
US03072SHJ78 / AMERIQUEST MORTGAGE SECURITIES AMSI 2003 AR3 M4 0.77 -3.39 0.2140 0.0184
CA135087VS05 / Canadian Government Real Return Bond 0.72 5.12 0.1995 0.0319
XS2313672177 / MAN GLG EURO CLO GLGE 5A A1R 144A 0.72 -23.12 0.1986 -0.0298
US94983PAF53 / Wells Fargo Mortgage Backed Securities 2006-AR4 Trust 0.71 -3.52 0.1982 0.0168
US03880KAA25 / Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd 0.69 -19.63 0.1922 -0.0192
US12669WAA45 / Countrywide Asset-Backed Certificates 0.69 -2.41 0.1915 0.0181
US76114CAG15 / Residential Asset Securitization Trust, Series 2007-A6, Class 2A1 0.65 -2.11 0.1802 0.0175
US45660L4E63 / RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 3A1 0.54 -5.24 0.1507 0.0103
US059526AB99 / BANC OF AMERICA FUNDING CORPOR BAFC 2007 6 A1 0.53 -1.30 0.1480 0.0155
US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) 0.53 0.1461 0.1461
US52525AAA25 / LEHMAN XS TRUST SERIES 2007-20N SER 2007-20N CL A1 V/R REGD 2.85800000 0.49 -8.22 0.1365 0.0050
US288542AA12 / ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 2.80800000 0.46 -5.89 0.1286 0.0078
US46626LHB99 / JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 FRE2 M1 0.46 -7.98 0.1282 0.0050
INF SWAP US IT 2.31125 02/24/21-10Y LCH / DIR (EZ0098TXC0B7) 0.45 -4.24 0.1256 0.0098
INF SWAP US IT 2.703 05/25/21-5Y LCH / DIR (000000000) 0.41 0.1129 0.1129
INF SWAP US IT 2.668 05/14/21-10Y LCH / DIR (EZG6KSM7YGS6) 0.40 -6.91 0.1123 0.0056
US50189XAA37 / LCM LOAN INCOME FUND I LTD SER 1A CL A V/R REGD 144A P/P 6.61775000 0.39 -34.52 0.1069 -0.0374
RFRF USD SOFR/2.23650 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) 0.38 6.69 0.1066 0.0184
US92926UAC53 / WaMu Mortgage Pass-Through Trust, Series 2007-HY2, Class 2A1 0.36 0.56 0.0991 0.0120
US912828Z377 / United States Treasury Inflation Indexed Bonds 0.35 1.44 0.0980 0.0125
US170255AA19 / CHL MORTGAGE PASS-THROUGH TRUST 2007-1 SER 2007-1 CL A1 REGD 6.00000000 0.35 -1.68 0.0976 0.0099
RFRF USD SOFR/2.28500 11/15/23-30Y LCH / DIR (EZ6VRNVRPQ25) 0.33 7.12 0.0921 0.0161
US45662FAA84 / INDYMAC INDA MORTGAGE LOAN TRU INDA 2006 AR3 1A1 0.32 -5.83 0.0897 0.0054
US17309QAG91 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3 0.29 0.00 0.0818 0.0094
US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) 0.29 0.0792 0.0792
IT0005387052 / Italy Buoni Poliennali Del Tesoro 0.28 11.42 0.0788 0.0163
US12639PAA66 / CSMC Mortgage-Backed Trust 2007-6 0.28 -2.10 0.0779 0.0077
US3140X7SQ35 / FANNIE MAE POOL UMBS P#FM4126 4.00000000 0.28 -2.45 0.0777 0.0075
US21H0326700 / GNMA2 30YR TBA(REG C) 3.5 TBA 07-01-50 0.27 0.0757 0.0757
US1248RHAC14 / CREDIT-BASED ASSET SERVICING & SECURITIZATIO SER 2007-CB6 CL A3 V/R REGD 144A P/P 2.04275000 0.27 -2.21 0.0738 0.0073
TREASURY BILL 07/25 0.00000 / DBT (US912797LW51) 0.26 0.0729 0.0729
CH1174335732 / Credit Suisse Group AG 0.24 9.30 0.0654 0.0125
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0.23 0.0650 0.0650
US617487AF06 / MORGAN STANLEY MORTGAGE LOAN T MSM 2006 16AX 3A1 0.22 0.00 0.0614 0.0070
US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 0.22 -1.79 0.0610 0.0061
US61915CAA71 / MORTGAGEIT TRUST MHL 2007 2 A1 0.21 0.00 0.0593 0.0069
US83612TAA07 / Soundview Home Loan Trust 2007-OPT1 0.20 -0.99 0.0559 0.0060
US68389FGK49 / OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 1 M1 0.19 -5.37 0.0541 0.0035
3MO EURO EURIBOR SEP26 IFLL 20260914 / DIR (GB00J8R2ZN46) 0.19 889.47 0.0524 0.0477
US36242DA604 / GSAMP TRUST GSAMP 2005 HE2 M2 0.18 -1.68 0.0491 0.0051
RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) 0.17 15.44 0.0479 0.0112
US060505FL38 / Bank of America Corp 0.16 0.00 0.16 0.62 0.0451 0.0055
US75971FAD50 / RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1 0.15 -1.28 0.0429 0.0044
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.14 0.0396 0.0396
EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) 0.14 0.0377 0.0377
US64830KAA51 / New Residential Mortgage Loan Trust 2018-3 0.13 -3.76 0.0357 0.0029
US74924EAA55 / RALI Series 2007-QH8 Trust 0.13 -3.08 0.0352 0.0031
INF SWAP EM NI 2.7 04/15/23-30Y LCH / DIR (EZ0Y9J6GR2R2) 0.12 7.96 0.0341 0.0062
BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 / DBT (IT0005588881) 0.12 13.08 0.0338 0.0074
US83613DAD84 / SOUNDVIEW HOME LOAN TRUST 2007-OPT2 SER 2007-OPT2 CL 2A3 V/R REGD 1.88800000 0.11 -0.88 0.0314 0.0033
US05530VAN91 / BCAP LLC TRUST BCAP 2007 AA3 2A1A 0.11 -5.13 0.0311 0.0023
EURO-OAT FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGGA8) 0.11 0.0301 0.0301
INF SWAP EM NI 2.763 09/15/23-30Y LCH / DIR (EZSV4JHYN6X0) 0.11 7.07 0.0296 0.0052
US126697AA90 / CWABS ASSET-BACKED CERTIFICATES TRUST 2007-12 SER 2007-12 CL 1A1 V/R REGD 2.44800000 0.10 -2.97 0.0274 0.0026
INF SWAP EM NI 2.59 12/15/22-30Y LCH / DIR (EZQNRNKDZTL1) 0.09 9.41 0.0260 0.0050
US45660LJZ31 / Residential Asset Securitization Trust, Series 2005-A5, Class A3 0.09 -3.12 0.0259 0.0021
US362334ND27 / GSAA TRUST SER 2006-7 CL AF4A V/R REGD 6.22000000 0.09 -3.16 0.0258 0.0024
US01852TAA16 / Alliance Bancorp Trust 0.09 -3.16 0.0258 0.0025
RFR JPY MUTK/0.50000 12/15/21-10Y LCH / DIR (EZBGMDDJHGZ6) 0.09 -20.72 0.0246 -0.0027
US17311WAA53 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 1A1A 0.09 -1.15 0.0241 0.0027
US17307GT577 / Citigroup Mortgage Loan Trust Inc 0.08 -1.27 0.0219 0.0024
RFR USD SOFR/3.25000 03/19/25-10Y LCH / DIR (EZG5Z5S944W5) 0.08 -12.79 0.0210 -0.0001
US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 0.07 -4.05 0.0200 0.0017
US12667CAD48 / Countrywide Asset-Backed Certificates, Series 2006-19, Class 2A3 0.07 -2.74 0.0197 0.0017
US83611DAA63 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A 0.07 -1.43 0.0193 0.0019
US12668ATT24 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 0.07 0.00 0.0187 0.0021
INF SWAP EM NI 2.736 10/15/23-30Y LCH / DIR (EZW0QN60W2Z4) 0.07 63.41 0.0187 0.0085
US61750SAA06 / MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1 0.06 -1.54 0.0180 0.0018
US83611MML99 / SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4 0.06 -4.69 0.0170 0.0011
BOUGHT BRL SOLD USD 20250903 / DFE (000000000) 0.06 0.0157 0.0157
INABS / Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A 0.05 -1.89 0.0147 0.0016
INF SWAP GB NI 3.5 08/15/24-10Y LCH / DIR (EZ2T5PFXSD76) 0.05 128.57 0.0134 0.0082
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.05 0.0132 0.0132
INF SWAP EM NI 2.682 10/15/23-30Y LCH / DIR (EZW0QN60W2Z4) 0.04 7.32 0.0124 0.0022
US17310VAD29 / CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D 0.04 -2.22 0.0123 0.0012
FCT / Fincantieri S.p.A. 0.04 8.11 0.0114 0.0022
US02149DAN93 / COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1 0.04 -2.44 0.0114 0.0013
AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) 0.04 0.0111 0.0111
US885220FS76 / THORNBURG MORTGAGE SECURITIES TRUST 2004-3 TMST 2004-3 A 0.04 0.00 0.0108 0.0010
US89177HAA05 / Towd Point Mortgage Trust, Series 2019-HY2, Class A1 0.04 -7.32 0.0108 0.0005
US23332UEM27 / DSLA Mortgage Loan Trust, Series 2005-AR4, Class 2A1A 0.04 0.00 0.0099 0.0011
US52522HAM43 / Lehman XS Trust, Series 2006-8, Class 3A4 0.04 -2.78 0.0098 0.0010
BOUGHT CAD SOLD USD 20250702 / DFE (000000000) 0.03 0.0094 0.0094
INF SWAP EM NI 2.59 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) 0.03 17.86 0.0094 0.0024
US54251TAC36 / Long Beach Mortgage Loan Trust 2006-7 0.03 0.00 0.0093 0.0011
US35729TAA07 / Fremont Home Loan Trust, Series 2006-C, Class 1A1 0.03 -3.03 0.0092 0.0010
RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH / DIR (EZ372SBFZ7Z5) 0.03 -23.81 0.0089 -0.0015
US75114NAA28 / RALI Series Trust 0.03 -3.03 0.0089 0.0008
US863579UU02 / STRUCTURED ADJUSTABLE RATE MOR SARM 2005 15 4A1 0.03 -3.12 0.0088 0.0009
US761136AJ94 / RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A9 0.03 -3.23 0.0085 0.0008
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.03 0.0082 0.0082
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.03 0.0081 0.0081
US92922F7P73 / WAMU_05-AR17 0.03 -3.45 0.0081 0.0009
RFR JPY MUTK/0.55000 09/14/23-5Y LCH / DIR (EZ0DH7NGQM44) 0.03 -42.86 0.0080 -0.0041
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.03 0.0078 0.0078
US45661JAA16 / IndyMac INDB Mortgage Loan Trust, Series 2006-1, Class A1 0.03 0.00 0.0078 0.0008
US94985YAA55 / WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR8 A1 0.03 -6.90 0.0078 0.0005
US058928AF91 / BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 3A1 0.03 0.00 0.0075 0.0009
EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF38) 0.03 0.0074 0.0074
US126670JV14 / CHL MORTGAGE PASS-THROUGH TRUST 2005-HYB9 SER 2005-HYB9 CL 2A1 V/R REGD 3.93850000 0.03 0.00 0.0070 0.0008
BOUGHT AUD SOLD USD 20250702 / DFE (000000000) 0.02 0.0068 0.0068
US3137B5HZ98 / Freddie Mac REMICS 0.02 0.00 0.0062 0.0006
US93362FAJ21 / WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1 0.02 0.00 0.0062 0.0007
US36185MBL54 / GMAC MORTGAGE CORPORATION LOAN TRUST 0.02 0.00 0.0060 0.0007
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0.02 0.0060 0.0060
LME PRI ALUM FUTR JUL25 XLME 20250714 / DCO (GB00FVN2W437) 0.02 157.14 0.0052 0.0033
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0.02 0.0052 0.0052
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.02 0.0049 0.0049
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.02 0.0048 0.0048
US92922FBV94 / WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 1A6 0.02 -5.88 0.0045 0.0004
INF SWAP GB NI 3.466 09/15/24-10Y LCH / DIR (EZ6H5KXS0QT8) 0.02 220.00 0.0045 0.0031
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.02 0.0044 0.0044
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0.02 0.0043 0.0043
RFR USD SOFR/4.25000 12/20/23-2Y LCH / DIR (EZM7XR6RB2D5) 0.02 -250.00 0.0043 0.0070
US92977YBR18 / WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 B 4A1 0.02 0.00 0.0043 0.0004
NATURAL GAS FUTR SEP25 XNYM 20250827 / DCO (000000000) 0.02 0.0042 0.0042
CORN FUTURE SEP25 XCBT 20250912 / DCO (000000000) 0.01 0.0040 0.0040
SILVER FUTURE SEP25 XCEC 20250926 / DCO (000000000) 0.01 0.0039 0.0039
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.01 0.0037 0.0037
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0.01 0.0037 0.0037
US12555DAB10 / CIM Trust, Series 2019-INV1, Class A2 0.01 -7.14 0.0037 0.0002
BOUGHT MXN SOLD USD 20250917 / DFE (000000000) 0.01 0.0035 0.0035
BOUGHT GBP SOLD USD 20250804 / DFE (000000000) 0.01 0.0034 0.0034
US05401AAR23 / Avolon Holdings Funding Ltd 0.01 0.00 0.0032 0.0004
INF SWAP EM NI 2.58 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) 0.01 -64.29 0.0028 -0.0042
US23245CAA80 / COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2007-1 CL 1A V/R REGD 1.84800000 0.01 0.00 0.0028 0.0003
PLATINUM FUTURE OCT25 XNYM 20251029 / DCO (000000000) 0.01 0.0028 0.0028
US12667LAA08 / COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A 0.01 0.00 0.0026 0.0002
US32052DAG60 / First Horizon Alternative Mortgage Securities Trust, Series 2006-FA8, Class 1A7 0.01 -11.11 0.0025 0.0002
US00442BAB71 / ACE SECURITIES CORP. ACE 2006 HE4 A2A 0.01 0.00 0.0023 0.0003
BOUGHT CHF SOLD USD 20250702 / DFE (000000000) 0.01 0.0023 0.0023
US07388DAS71 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2 0.01 0.00 0.0023 0.0002
US46629QAW69 / J.P. Morgan Mortgage Acquisition Trust 2006-Ch2 0.01 -11.11 0.0022 -0.0001
US93934FBT84 / WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB 0.01 0.00 0.0021 0.0002
LME NICKEL FUTURE JUL25 XLME 20250714 / DCO (GB00H249F944) 0.01 250.00 0.0021 0.0016
US12465MAA27 / C-BASS 2006-CB9 TRUST 0.01 0.00 0.0019 0.0002
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0.01 0.0019 0.0019
US437084CE47 / Home Equity Asset Trust 0.01 -14.29 0.0019 0.0001
LME PRI ALUM FUTR SEP25 XLME 20250915 / DCO (GB00FW35KF69) 0.01 0.0018 0.0018
RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH / DIR (EZLFVTBKWB45) 0.01 -25.00 0.0018 -0.0002
US007036TE63 / ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 3A11 0.01 0.00 0.0017 0.0002
CORN FUTURE DEC25 XCBT 20251212 / DCO (000000000) 0.01 0.0017 0.0017
US313398VT33 / FSPC T-35 A V/R 9/25/31 1.84800000 0.01 -14.29 0.0017 -0.0001
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.01 0.0016 0.0016
NY HARB ULSD FUT DEC25 XNYM 20251128 / DCO (000000000) 0.01 0.0016 0.0016
MILL WHEAT EURO SEP25 XPAR 20250910 / DCO (FREN00432202) 0.01 400.00 0.0016 0.0013
US59020UGF66 / Merrill Lynch Mortgage Investors Trust, Series 2004-D, Class A1 0.01 0.00 0.0016 0.0001
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.01 0.0015 0.0015
RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH / DIR (EZCHL9CX9GW0) 0.01 -16.67 0.0015 -0.0002
BOUGHT GBP SOLD USD 20250702 / DFE (000000000) 0.01 0.0014 0.0014
LME LEAD FUTURE JUL25 XLME 20250714 / DCO (GB00H249FY92) 0.00 0.0014 0.0012
LME LEAD FUTURE JUL25 XLME 20250714 / DCO (GB00H249FY92) 0.00 0.0014 0.0012
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0013 0.0013
EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (DE000F1NGF79) 0.00 0.0013 0.0013
KC HRW WHEAT FUT DEC25 XCBT 20251212 / DCO (000000000) 0.00 0.0011 0.0011
SUGAR 11 (WORLD) OCT25 IFUS 20250930 / DCO (000000000) 0.00 0.0011 0.0011
US05949CKT26 / BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4 0.00 0.00 0.0011 0.0001
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0011 0.0011
US07387AGE91 / BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1 0.00 0.00 0.0011 0.0001
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.00 0.0010 0.0010
COPPER FUTURE SEP25 XCEC 20250926 / DCO (000000000) 0.00 0.0010 0.0010
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0009 0.0009
GASOLINE RBOB FUT DEC25 XNYM 20251128 / DCO (000000000) 0.00 0.0009 0.0009
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0009 0.0009
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.00 0.0009 0.0009
JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) 0.00 0.0008 0.0008
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0008 0.0008
US17307GW530 / Citigroup Mortgage Loan Trust 2005-11 0.00 0.00 0.0008 0.0001
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0008 0.0008
LOW SU GASOIL G DEC25 IFEU 20251211 / DCO (GB00H6D17608) 0.00 0.0008 0.0008
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0.00 0.0008 0.0008
LME ZINC FUTURE SEP25 XLME 20250915 / DCO (GB00H24CQ015) 0.00 0.0008 0.0008
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0008 0.0008
KC HRW WHEAT FUT SEP25 XCBT 20250912 / DCO (000000000) 0.00 0.0007 0.0007
WTI CRUDE FUTURE DEC25 XNYM 20251120 / DCO (000000000) 0.00 0.0007 0.0007
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0007 0.0007
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.00 0.0007 0.0007
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.00 0.0007 0.0007
SOYBEAN MEAL FUTR JAN26 XCBT 20260114 / DCO (000000000) 0.00 0.0007 0.0007
LME NICKEL FUTURE SEP25 XLME 20250915 / DCO (GB00H24CMP86) 0.00 0.0006 0.0006
US86360KAA60 / Structured Asset Mortgage Investments II Trust 2006-AR3 0.00 0.00 0.0006 0.0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0005 0.0005
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0.00 0.0005 0.0005
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0.00 0.0005 0.0005
WHEAT FUTURE(CBT) DEC25 XCBT 20251212 / DCO (000000000) 0.00 0.0005 0.0005
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0004 0.0004
WHEAT FUTURE(CBT) SEP25 XCBT 20250912 / DCO (000000000) 0.00 0.0004 0.0004
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0004 0.0004
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.00 0.0004 0.0004
LME LEAD FUTURE SEP25 XLME 20250915 / DCO (GB00H24CNG60) 0.00 0.0004 0.0004
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0004 0.0004
BOUGHT CNH SOLD USD 20250820 / DFE (000000000) 0.00 0.0004 0.0004
SOYBEAN FUTURE JAN26 XCBT 20260114 / DCO (000000000) 0.00 0.0003 0.0003
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0003 0.0003
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0.00 0.0003 0.0003
BOUGHT EUR SOLD USD 20250702 / DFE (000000000) 0.00 0.0003 0.0003
US17307GXR46 / Citigroup Mortgage Loan Trust Inc 0.00 0.00 0.0003 0.0000
COTTON NO.2 FUTR DEC25 IFUS 20251208 / DCO (000000000) 0.00 0.0003 0.0003
WHITE SUGAR (ICE) OCT25 IFEU 20250915 / DCO (GB00KFPXMP88) 0.00 0.0003 0.0003
NATURAL GAS FUTR JAN26 XNYM 20251229 / DCO (000000000) 0.00 0.0003 0.0003
BOUGHT NZD SOLD USD 20250702 / DFE (000000000) 0.00 0.0003 0.0003
INF SWAP EM NI 2.6 05/15/22-10Y LCH / DIR (EZYR3JTTYH67) 0.00 -100.00 0.0003 -0.0004
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT TWD SOLD USD 20250716 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT ILS SOLD USD 20250702 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0002 0.0002
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT BRL SOLD USD 20250702 / DFE (000000000) 0.00 0.0002 0.0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0001 0.0001
LME ZINC FUTURE JUL25 XLME 20250714 / DCO (GB00H249H767) 0.00 -100.00 0.0001 -0.0002
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
LEAN HOGS FUTURE OCT25 XCME 20251014 / DCO (000000000) 0.00 0.0001 0.0001
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0001 0.0001
BOUGHT THB SOLD USD 20250716 / DFE (000000000) 0.00 0.0001 0.0001
BOUGHT TWD SOLD USD 20250714 / DFE (000000000) 0.00 0.0001 0.0001
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.00 0.0001 0.0001
SUGAR 11 (WORLD) MAR26 IFUS 20260227 / DCO (000000000) 0.00 0.0001 0.0001
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0001 0.0001
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) 0.00 0.0001 0.0001
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT PLN SOLD USD 20250718 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT KRW SOLD USD 20250708 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT SGD SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT IDR SOLD USD 20250716 / DFE (000000000) 0.00 0.0000 0.0000
SOYBEAN OIL FUTR JAN26 XCBT 20260114 / DCO (000000000) 0.00 0.0000 0.0000
BOUGHT JPY SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT NOK SOLD USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
INF SWAP EM NI 2.4875 05/15/22-15Y LCH / DIR (000000000) 0.00 0.0000 0.0000
BOUGHT IDR SOLD USD 20250714 / DFE (000000000) 0.00 0.0000 0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) 0.00 0.0000 0.0000
DK0009403131 / JYSKE REALKREDIT A/S COVERED 10/53 1 0.00 0.0000 0.0000
DK0009403644 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 0.00 0.0000 0.0000
DK0004612454 / REALKREDIT DANMARK A/S COVERED 10/50 1 0.00 0.0000 0.0000
DK0009397739 / JYSKE REALKREDIT A/S COVERED 10/50 1 0.00 0.0000 0.0000
DK0004616018 / Realkredit Danmark A/S 0.00 0.0000 0.0000
DK0009527376 / Nykredit Realkredit A/S, Series 01E 0.00 0.0000 0.0000
DK0009527103 / NYKREDIT REALKREDIT AS COVERED REGS 10/43 0.5 0.00 0.0000 0.0000
DK0009527293 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1 0.00 0.0000 0.0000
DK0004616281 / REALKREDIT DKK SR SEC SF COVERED 1.0% 10-01-53 0.00 0.0000 0.0000
DK0009527616 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 0.00 0.0000 0.0000
DK0004619467 / Realkredit Danmark A/S 0.00 0.0000 0.0000
DK0009397069 / JYSKE REALKREDIT A/S COVERED REGS 10/50 1 0.00 0.0000 0.0000
DK0002050368 / Nordea Kredit Realkreditaktieselskab 0.00 0.0000 0.0000
DK0002050012 / NORDEA KREDIT REALKREDIT /DKK/ REGD 1.50000000 0.00 0.0000 0.0000
DK0002047141 / Nordea Kredit Realkreditaktieselskab 0.00 0.0000 0.0000
DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 0.00 0.0000 0.0000
DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 0.00 0.0000 0.0000
DK0009399784 / JYSKE REALKREDIT A/S COVERED 10/43 0.5 0.00 0.0000 0.0000
DK0009522815 / NYKREDIT REALKREDIT AS COVERED REGS 10/50 1 0.00 0.0000 0.0000
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD NOK BOUGHT USD 20250804 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
SGX IRON ORE 62 SEP25 XSIM 20250930 / DCO (SGXDB0712503) -0.00 -0.0000 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0.00 -0.0000 -0.0000
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0000 -0.0000
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0001 -0.0001
LIVE CATTLE FUTR OCT25 XCME 20251031 / DCO (000000000) -0.00 -0.0001 -0.0001
SOLD KRW BOUGHT USD 20250708 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD KRW BOUGHT USD 20250714 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0001 -0.0001
INF SWAP EM NI 2.421 05/15/22-30Y LCH / DIR (EZ2FWGWN9JD1) -0.00 -0.0001 0.0001
SOLD NOK BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0001 -0.0001
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0001 -0.0001
BRENT CRUDE FUTR MAR26 IFEU 20260130 / DCO (GB00H47KCH57) -0.00 -0.0001 -0.0001
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD JPY BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0002 -0.0002
BOUGHT INR SOLD USD 20250820 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD MXN BOUGHT USD 20250917 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD ILS BOUGHT USD 20250709 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0002 -0.0002
SOLD NZD BOUGHT USD 20250804 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0003 -0.0003
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0004 -0.0004
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0004 -0.0004
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0004 -0.0004
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0004 -0.0004
SOLD CNH BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0004 -0.0004
SOYBEAN FUTURE NOV25 XCBT 20251114 / DCO (000000000) -0.00 -0.0004 -0.0004
GOLD 100 OZ FUTR DEC25 XCEC 20251229 / DCO (000000000) -0.00 -0.0004 -0.0004
SOLD NZD BOUGHT USD 20250702 / DFE (000000000) -0.00 -0.0004 -0.0004
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0005 -0.0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0005 -0.0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0005 -0.0005
SOLD CNH BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0005 -0.0005
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.00 -0.0005 -0.0005
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0005 -0.0005
LME ZINC FUTURE SEP25 XLME 20250915 / DCO (GB00H24CQ015) -0.00 -0.0005 -0.0005
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) -0.00 -0.0008 -0.0008
SOLD ILS BOUGHT USD 20250718 / DFE (000000000) -0.00 -0.0008 -0.0008
LME ZINC FUTURE JUL25 XLME 20250714 / DCO (GB00H249H767) -0.00 -300.00 -0.0008 -0.0012
SOYBEAN OIL FUTR DEC25 XCBT 20251212 / DCO (000000000) -0.00 -0.0009 -0.0009
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0009 -0.0009
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0010 -0.0010
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.00 -0.0010 -0.0010
LME NICKEL FUTURE JUL25 XLME 20250714 / DCO (GB00H249F944) -0.00 -250.00 -0.0010 -0.0016
SOLD THB BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0014 -0.0014
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0016 -0.0016
LME LEAD FUTURE SEP25 XLME 20250915 / DCO (GB00H24CNG60) -0.01 -0.0016 -0.0016
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.01 -0.0017 -0.0017
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0019 -0.0019
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) -0.01 -0.0022 -0.0022
SOLD CHF BOUGHT USD 20250804 / DFE (000000000) -0.01 -0.0023 -0.0023
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0024 -0.0024
SOLD ILS BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0024 -0.0024
317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125 / DIR (EZTFF0T0MM94) -0.01 -33.33 -0.0024 0.0007
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0026 -0.0026
IRS EUR 2.11200 09/02/25-2Y LCH / DIR (EZQ9KPR82S16) -0.01 -400.00 -0.0027 -0.0035
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0029 -0.0029
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.01 -0.0030 -0.0030
LME PRI ALUM FUTR SEP25 XLME 20250915 / DCO (GB00FW35KF69) -0.01 -0.0031 -0.0031
INF SWAP EM NI 2.034 09/15/24-10Y LCH / DIR (EZN396K1L0G6) -0.01 266.67 -0.0033 -0.0024
SOLD PLN BOUGHT USD 20250710 / DFE (000000000) -0.01 -0.0033 -0.0033
SOLD GBP BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0034 -0.0034
317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012 / DIR (EZ3172RBNXR7) -0.01 8.33 -0.0038 -0.0007
SOLD SGD BOUGHT USD 20250702 / DFE (000000000) -0.01 -0.0039 -0.0039
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.01 -0.0040 -0.0040
COFFEE 'C' FUTURE DEC25 IFUS 20251218 / DCO (000000000) -0.02 -0.0043 -0.0043
SOYBEAN MEAL FUTR DEC25 XCBT 20251212 / DCO (000000000) -0.02 -0.0047 -0.0047
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.02 -0.0049 -0.0049
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.02 -0.0052 -0.0052
SOLD KRW BOUGHT USD 20250716 / DFE (000000000) -0.02 -0.0054 -0.0054
LME PRI ALUM FUTR JUL25 XLME 20250714 / DCO (GB00FVN2W437) -0.02 -385.71 -0.0056 -0.0075
BOUGHT TWD SOLD USD 20250820 / DFE (000000000) -0.02 -0.0060 -0.0060
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.02 -0.0061 -0.0061
INF SWAP EM NI 2.049 08/15/24-10Y LCH / DIR (EZDNND6WTG36) -0.02 144.44 -0.0062 -0.0038
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.02 -0.0062 -0.0062
SOLD AUD BOUGHT USD 20250805 / DFE (000000000) -0.02 -0.0069 -0.0069
INF SWAP EM NI 2.975 08/15/22-5Y LCH / DIR (EZ8PCG447QQ1) -0.03 47.06 -0.0071 -0.0028
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.03 -0.0072 -0.0072
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.03 -0.0072 -0.0072
317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR / DIR (EZX2S49T0J63) -0.03 -33.33 -0.0078 0.0026
SOLD SGD BOUGHT USD 20250805 / DFE (000000000) -0.03 -0.0079 -0.0079
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.03 -0.0081 -0.0081
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0082 -0.0082
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0083 -0.0083
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0083 -0.0083
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0085 -0.0085
SOLD CAD BOUGHT USD 20250702 / DFE (000000000) -0.03 -0.0086 -0.0086
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.03 -0.0086 -0.0086
US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) -0.03 -0.0088 -0.0088
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.03 -0.0088 -0.0088
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0088 -0.0088
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.03 -0.0089 -0.0089
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.03 -0.0090 -0.0090
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0091 -0.0091
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0092 -0.0092
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.03 -0.0092 -0.0092
SOLD TWD BOUGHT USD 20250716 / DFE (000000000) -0.03 -0.0093 -0.0093
SOLD TWD BOUGHT USD 20250820 / DFE (000000000) -0.03 -0.0093 -0.0093
SOLD CHF BOUGHT USD 20250702 / DFE (000000000) -0.03 -0.0094 -0.0094
SOLD CAD BOUGHT USD 20250805 / DFE (000000000) -0.03 -0.0095 -0.0095
SOLD AUD BOUGHT USD 20250702 / DFE (000000000) -0.04 -0.0100 -0.0100
EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) -0.04 -0.0118 -0.0118
SOLD JPY BOUGHT USD 20250804 / DFE (000000000) -0.05 -0.0132 -0.0132
317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR / DIR (EZVYB6CMXS84) -0.05 10.20 -0.0151 -0.0029
IRS EUR 2.12000 09/03/25-2Y LCH / DIR (EZ96RKPCNS84) -0.06 -456.25 -0.0158 -0.0198
SOLD BRL BOUGHT USD 20250702 / DFE (000000000) -0.06 -0.0160 -0.0160
RFRF USD SOFR/2.30000 11/15/23-5Y LCH / DIR (EZSXB4TMLK87) -0.06 -10.94 -0.0160 -0.0003
EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) -0.06 -0.0170 -0.0170
317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR / DIR (EZ221JVG9JT4) -0.09 -30.33 -0.0237 0.0064
317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR / DIR (EZM13T8B0L79) -0.11 5.83 -0.0305 -0.0052
INF SWAP EM NI 1.38 03/15/21-10Y LCH / DIR (EZHGZY9N2Y63) -0.12 7.48 -0.0322 -0.0057
RFR USD SOFR/3.08500 02/13/24-10Y LCH / DIR (EZQ51B8J0P93) -0.12 -85.56 -0.0332 0.1690
RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) -0.15 -0.0410 -0.0410
GB00HB9WVH19 / 3 Month Euro Euribor -0.15 341.18 -0.0419 -0.0334
3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) -0.15 -0.0420 -0.0420
US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) -0.17 -0.0469 -0.0469
RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) -0.18 -0.0496 -0.0496
US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) -0.21 -0.0591 -0.0591
SOLD EUR BOUGHT USD 20250804 / DFE (000000000) -0.23 -0.0649 -0.0649
RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) -0.24 -0.0667 -0.0667
INF SWAP US IT 1.9975 07/25/19-10Y LCH / DIR (000000000) -0.34 -0.0943 -0.0943
RFRF USD SOFR/2.34000 11/21/23-5Y LCH / DIR (EZRPM2SGQXB3) -0.41 -10.48 -0.1140 -0.0015
SOLD EUR BOUGHT USD 20250702 / DFE (000000000) -0.54 -0.1501 -0.1501
US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) -0.77 -0.2140 -0.2140
EZ793V7PSCT8 / INF SWAP US IT 1.8825 11/20/19-10Y LCH -1.52 -2.94 -0.4226 -0.0381
IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) -1.58 -28.46 -0.4378 0.1029
REVERSE REPO BANK OF AMERICA REVERSE REPO / RA (000000000) -11.13 -3.0890 -3.0890
REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) -120.55 -33.4701 -33.4701