Commodity Factsheet

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Commercial CSI Number	Delivery Month Code	UA CSI Number	Commercial Symbol	UA Symbol	Exchange Symbol	Exchange	Name	Session Type	Session Group	Is Active	Fractional Point Value	Full Point Value	Currency	Contract Size	Unit of Measurement	Minimum Tick Size	Tick Value	Delivery Months	Start Date	End Date	Link With Symbol	Trading Hours	Has Current Day Volume	Has Current Day O.I.	Has Known Expiration Dates	Last Total Volume
70	1-12	70	JEY	JEY		TFX	3-Month Euroyen	Combined	JEY,JE2	✓	250	250000	JPY	JPY100000000	JPY/bas pt	5	1250	SSVSSVSSVSSV	1989-06-30	2024-04-17		15:30 - 15:30	✓	✓	✓	0
72	1-12	72	JED	JED		TFX	Eurodollar				25	2500	USD	$1000000	$/basis point	1	25	IIVIIVIIVIIV	1989-06-30	1991-12-16		09:00 - 15:30			✓
76	1-12	76	PEM	PEM		MATIF	Euro-Deutschemark				125	12500	DEM	DEM 5000000	DEM/ basis point	1	125	IIVIIVIIVIIV	1989-09-22	1991-07-08					✓
78	1-12	78	PIB	PIB		MATIF	EURIBOR(3Mth)				12.5	12500	EUR	EUR 1000000	EUR/bas pt	5	62.5	SSVSSVSSVSSV	1988-09-08	1999-06-16		08:30 - 16:00			✓
109	1-12	109	YE	YE		CBT	mini Eurodollar(3Mth)				1.25	1250	USD	$500000	USD/bas pt	5	6.25	SSVSSVSSVSSV	1992-08-21	2011-06-13		08:00 - 16:00			✓
141	1-12	141	ED	ED	ED	CME	Eurodollar	Combined	ED,ED2,ED1		2.5	2500	USD	$1000000	USD/bas pt	2.5	6.25	SSVSSVSSVSSV	1981-12-09	2023-06-20		17:00 - 16:00	✓		✓
142	1-12	142	EM	EM	EM	CME	1-Month Eurodollar	Combined	EM,EM2,EM1		2.5	2500	USD	$3000000	USD/bas pt	2.5	6.25	VVVVVVVVVVVV	1990-04-05	2023-06-20		17:00 - 16:00	✓		✓
175	1-12	175	FSE	FSE		LIFFE	Eurodollar(3Mth)				25	2500	USD	$1000000	USD/bas pt	1	25	IIVIIVIIVIIV	1982-09-30	1996-03-18		03:30 - 13:00			✓
179	1-12	179	FEL	FEL		LIFFE	Eurolira-3Mth				12.5	12500	ITL	EUR1000000	EUR/bas pt	5	62.5	IIVIIVIIVIIV	1992-05-12	1999-01-22		08:00 - 17:59			✓
182	1-12	182	FED	FED		LIFFE	Euromark-3 Mth				12.5	12500	DEM	EUR100000	EUR/bas pt	5	62.5	SSVSSVSSVSSV	1989-04-20	1999-01-22		08:00 - 17:59			✓
184	1-12	184	FCU	FCU		LIFFE	Euro LIBOR-3M				10	10000	EUR	EUR 1M	percent	5	50	SSVSSVSSVSSV	1989-10-26	2003-06-16		07:30 - 17:59			✓
185	1-12	185	FES	FES	S	ICE-EU-FIN	Three Month Euro Swiss Franc (Euroswiss)				2.5	2500	CHF	CHF 1000000	CHF/bas pt	10	25	IIVIIVIIVIIV	1991-02-07	2021-12-17		07:30 - 18:00	✓		✓
203	1-12	203	SIF	SIF		SOFFEX	Euro Swiss Franc				25	2500	CHF	CHF 1000000	CHF/bas pt	1	25	IIVIIVIIVIIV	1991-03-22	1993-06-14					✓
206	1-12	206	JE2	JE2		TFX	3-Month Euroyen	RTH	JEY,JE2		250	250000	JPY	JPY100000000	JPY/bas pt	5	1250	IIVIIVIIVIIV	1991-12-10	2003-09-24		09:00 - 15:30	✓	✓
227	1-12	227	EK	EK		CME	Euromark-3Mth	RTH			25	2500	DEM	DEM 1000K	DEM/bas pt	1	25	IIVIIVIIVIIV	1993-04-26	1996-12-13		07:20 - 14:00			✓
260	1-12	260	SEM	SEM		SIMEX	Euromark-3 Mth				25	2500	DEM	DEM1000000	DEM/bas pt	1	25	IIVIIVIIVIIV	1990-09-24	1998-05-15		10:00 - 18:00			✓
267	1-12	267	JFY	JFY		TFX	Euroyen-1 Yr				10000	1000000	JPY	JPY100M	JPY/bas pt	1	10000	IIVIIVIIVIIV	1992-07-14	1996-12-03		09:00 - 18:00			✓
269	1-12	269	ED2	ED2	ED	CME	Eurodollar	RTH	ED,ED2,ED1		2.5	2500	USD	$1000000	USD/bas pt	2.5	6.25	SSVSSVSSVSSV	1992-08-17	2023-06-20	ED starts at 1981-12-09	17:00 - 16:00			✓
270	1-12	270	EM2	EM2	EM	CME	1-Month Eurodollar	RTH	EM,EM2,EM1		2.5	2500	USD	$3000000	USD/bas pt	2.5	6.25	VVVVVVVVVVVV	1992-08-17	2023-06-20	EM starts at 1990-04-05	17:00 - 16:00			✓
294	1-12	294	MFM	MFM		MEFF	MIBOR 90 day				25	2500	EUR	EUR 1000000	EUR/bas pt	1	25	IIVIIVIIVIIV	1990-10-22	2000-09-18		09:00 - 17:15			✓
302	1-12	302	LIC	LIC		EUREX	Euromark-3mth				2.5	2500	DEM	DEM1000000	percent	5	12.5	SSVSSVSSVSSV	1997-01-14	2001-03-19					✓
308	1-12	308	BIB	BIB		BELFOX	BIBOR(3 Mth)				1.25	1250	EUR	EUR 500000	percent	1	1.25	IIVIIVIIVIIV	1992-08-21	2000-08-02		09:00 - 16:30
339	1-12	339	MFA	MFA		MEFF	MIBOR 1Yr				100	10000	EUR	EUR 1000000	EUR/bas pt	1	100	IIVIIVIIVIIV	1993-10-01	1999-12-15		09:00 - 17:15			✓
340	1-12	340	RDK	RDK		FUTOP	Danish CIBOR(3Mth)				100	10000	DKK	DKK 1000000	DKK/bas pt	1	100	IIVIIVIIVIIV	1993-10-01	2000-11-30					✓
349	1-12	349	DFI	DFI		DTB	FIBOR 3Mth				25	2500	DEM	DEM1000000	DEM/bas pt	1	25	IIVIIVIIVIIV	1994-03-18	1996-12-17		08:45 - 17:15			✓
394	1-12	394	DIJ	DIJ	DI1	BMF	One Day Bank Deposits			✓	1	1000	BRL	BRL 100000	percent	1	1	VSSVSSVSSVSS	1991-06-05	2024-04-17		09:00 - 16:00	✓		✓	12720639
416	1-12	416	EY	EY	EY	CME	EuroYen	Combined	EY,EY2,EY1		250	250000	JPY	JPY 100000000	JPY/bas pt	5	1250	IIVIIVIIVIIV	1996-03-06	2016-07-22		17:00 - 16:00	✓		✓
427	1-12	427	FEY	FEY		LIFFE	Euroyen-3Mth				250	250000	JPY	JPY 100000000	JPY/bas pt	5	1250	IIVIIVIIVIIV	1996-04-11	2014-10-09		09:00 - 16:00			✓
446	1-12	446	LIB	LIB		EUREX	Euromark-1 Mth				25	25000	DEM	DEM 3000000	DEM/bas pt	5	125	VVVVVVVVVVVV	1996-11-12	1998-12-15					✓
447	1-12	447	FEM	FEM		LIFFE	Euromark-1 Mth				2.5	2500	DEM	DEM 3000000	DEM/bas pt	5	12.5	VVVVVVVVVVVV	1996-11-21	1998-12-14		08:00 - 17:59			✓
475	1-12	475	RIB	RIB		MIF	RIBOR 1Mth-SIA				25000	2500000	ITL	ITL 3000000000	ITL/bas pt	1	25000	VVVVVVVVVVVV	1997-06-02	1998-12-15		08:50 - 17:10			✓
493	1-12	493	LBO	LBO		BDP	Lisbon LISBOR 3mth				12.5	1250	EUR	EUR500000	percent	1	12.5	IIVIIVIIVIIV	1997-09-02	2000-03-14		08:30 - 16:30			✓
500	1-12	500	HIR	HIR		HKEX	3-Month HIBOR			✓	125	12500	HKD	HKD 5000000	percent	1	125	SSVSSVSSVSSV	1997-09-26	2024-04-17		08:30 - 17:00	✓		✓	0
534	1-12	534	KJ9	KJ9		CME	Euro Canadian Dollar 3-month				2.5	2500	CAD	CAD1000000	points	1	2.5	IIVIIVIIVIIV	1998-07-14	2000-06-19		07:20 - 14:00			✓
545	1-12	545	FEJ	FEJ		EUREX	EURIBOR-1 Mth				2.5	2500	EUR	EUR 3000000	percent	5	12.5	VVVVVVVVVVVV	1998-09-18	2004-03-16		08:45 - 17:15	✓		✓
546	1-12	546	EEI	EEI	FEU3	EUREX	3-Month EURIBOR			✓	2.5	2500	EUR	EUR 1000000	percent	5	12.5	SSVSSVSSVSSV	1998-09-18	2024-04-17		08:00 - 19:00	✓		✓	104030
547	1-12	547	FLI	FLI		EUREX	Euro LIBOR-3 Mth				2.5	2500	EUR	EUR 1000000	percent	5	12.5	SSVSSVSSVSSV	1998-09-18	1999-09-13		08:45 - 17:15			✓
557	1-12	557	FYL	FYL		LIFFE	Euroyen LIBOR 3 Mth				2.5	2500	JPY	JPY1000000	percent	5	12.5	IIVIIVIIVIIV	1999-03-23	2002-07-11		09:00 - 16:00			✓
558	1-12	558	FBO	FBO	O	ICE-EU-FIN	5-Year Euro Swapnote			✓	10	1000	EUR	EUR 100000	percent	1	10	IIVIIVIIVIIV	1999-01-14	2024-04-17		07:00 - 18:00	✓		✓	0
559	1-12	559	FBP	FBP	P	ICE-EU-FIN	10-Year Euro Swapnote			✓	10	1000	EUR	EUR 100000	percent	1	10	IIVIIVIIVIIV	1999-01-14	2024-04-17		07:00 - 18:00	✓		✓	0
565	1-12	565	FEI	FEI	I	ICE-EU-FIN	3-Month EURIBOR			✓	2.5	2500	EUR	EUR 1000000	EUR/basis point	5	12.5	SSVSSVSSVSSV	1998-12-08	2024-04-17	FED starts at 1989-04-20	01:00 - 21:00	✓		✓	1478990
568	1-12	568	EL	EL	EL	CME	Euroyen 3 Mth (LIBOR)				1250	1250000	JPY	JPY 100000000	Points	1	1250	IIVIIVIIVIIV	1999-04-01	2009-08-21		07:20 - 14:00	✓		✓
571	1-12	571	OCU	OCU		LIFFE	Euro LIBOR-3 M	RTH			10	10000	EUR	EUR1M	percent	5	50	SSVSSVSSVSSV	1999-03-04	1999-11-19	FCU starts at 1989-10-26	07:30 - 16:10
572	1-12	572	OEI	OEI		LIFFE	EURIBOR-3 Mth	RTH			2.5	2500	EUR	EUR1000000	percent	5	12.5	SSVSSVSSVSSV	1999-03-04	1999-11-19	FEI starts at 1998-12-08	07:30 - 16:10
573	1-12	573	OES	OES		LIFFE	Euro Swiss Franc	RTH			2.5	2500	CHF	CHF1000000	CHF/bas pt	5	12.5	IIVIIVIIVIIV	1999-03-04	1999-08-27		08:10 - 16:05			✓
574	1-12	574	OSS	OSS		LIFFE	Sterling Rate-3 Mth	RTH			1.25	1250	GBP	GBP500K	GBP/bas pt	5	6.25	IIVIIVIIVIIV	1999-03-04	1999-11-19	FSS starts at 1982-11-04	08:05 - 16:05			✓
578	1-12	578	EST	EST		EURONEXT-PARIS	EURIBOR-3 Mth				2.5	2500	EUR	EUR1000000	percent	5	12.5	SSVSSVSSVSSV	1998-11-27	2003-03-19		08:30 - 16:00			✓
602	1-12	602	CDF	CDF		KRX	Korean CD Interest(3 Mth)				12500	1250000	KRW	KRW 500000000	KRW/bas pt	1	12500	IIVIIVIIVIIV	1999-04-23	2007-12-18		09:30 - 15:00	✓	✓	✓
658	1-12	658	FBS	FBS	TWS	ICE-EU-FIN	2-Year Euro Swapnote			✓	1	1000	EUR	EUR 100000	percent	5	5	IIVIIVIIVIIV	2001-03-29	2024-04-17		07:00 - 18:00	✓		✓	0
678	1-12	678	NI2	NI2		CBT	Swap Interest Rate 10 Yr	RTH	NI2,NI,NI1		15.625	1000	USD	$100000	points	1	15.625	IIVIIVIIVIIV	2001-10-26	2013-09-16		07:20 - 14:00			✓
679	1-12	679	NI	NI	NI	CBT	Swap Interest Rate 10 Yr	Combined	NI2,NI,NI1		15.625	1000	USD	$100000	points	1	15.625	IIVIIVIIVIIV	2001-10-26	2013-09-16		17:30 - 16:00	✓		✓
700	1-12	700	SW2	SW2	SW2	CME	Swap Interest Rate 2 Yr				10	10000	USD	$500000	points	2.5	25	IIVIIVIIVIIV	2002-04-08	2009-03-31		16:30 - 16:00	✓		✓
701	1-12	701	SW5	SW5	SW5	CME	Swap Interest Rate 5 Yr				10	10000	USD	$200000	points	2.5	25	IIVIIVIIVIIV	2002-04-08	2009-03-30		16:30 - 16:00	✓		✓
702	1-12	702	SW0	SW0	SW0	CME	Swap Interest Rate 10 Yr				10	10000	USD	$100000	points	2.5	25	IIVIIVIIVIIV	2002-04-08	2009-04-07		16:30 - 16:00	✓		✓
726	1-12	726	IR	IR	NT	CBT	5-Year Interest Rate Swap	Combined	IR,IR2,IR1		31.25	2000	USD	USD 100000	points	1	31.25	IIVIIVIIVIIV	2002-06-21	2013-09-16		17:30 - 16:00	✓
727	1-12	727	IR2	IR2		CBT	5-Year Interest Rate Swap	RTH	IR,IR2,IR1		31.25	2000	USD	USD100000	points	1	31.25	IIVIIVIIVIIV	2002-06-21	2013-09-16		07:20 - 14:00
730	1-12	730	FSW	FSW	USW	ICE-EU-FIN	2-Year USD Swapnote				2	2000	USD	USD 200000	percent	1	2	IIVIIVIIVIIV	2002-09-19	2022-09-19		07:00 - 20:00	✓		✓
731	1-12	731	FSO	FSO	USO	ICE-EU-FIN	5-Year USD Swapnote				10	1000	USD	USD 10000	percent	1	10	IIVIIVIIVIIV	2002-09-19	2022-09-19		07:00 - 20:00	✓		✓
732	1-12	732	FSP	FSP	USP	ICE-EU-FIN	10-Year USD Swapnote				10	1000	USD	USD 100000	percent	1	10	IIVIIVIIVIIV	2002-09-19	2022-09-19		07:00 - 20:00	✓		✓
739	1-12	739	EON	EON	EON	ICE-EU-FIN	One Month Euro Overnight Rate Index			✓	2.5	2500	EUR	EUR 3000000	EUR/basis point	5	12.5	VVVVVVVVVVVV	2003-02-18	2024-04-17		07:00 - 18:00	✓		✓	0
833	1-12	833	AIB	AIB	IB	ASX	30-Day Interbank Deposits	RTH	AIB,AI1,AI2	✓	2.466	2466	AUD	AUD 3000000	Percent	5	12.33	VVVVVVVVVVVV	2007-05-02	2024-04-17		08:34 - 16:30	✓		✓	885
841	1-12	841	EED	EED	EED	CME	Eurodollar-E-mini	ETH			0.25	250	USD	$100000	points	2.5	0.625	IIVIIVIIVIIV	2006-10-12	2014-01-02		17:00 - 16:00	✓		✓
881	1-12	881	ED1	ED1	ED	CME	Eurodollar	ETH	ED,ED2,ED1		2.5	2500	USD	USD 1000000	USD / basis point	2.5	6.25	SSVSSVSSVSSV	1995-10-19	2023-06-20		17:00 - 16:00	✓		✓
883	1-12	883	EM1	EM1	EM	CME	1-Month Eurodollar	ETH	EM,EM2,EM1		2.5	2500	USD	$3000000	USD/bas pt	2.5	6.25	VVVVVVVVVVVV	1995-10-19	2023-06-20		08:20 - 15:00	✓		✓
910	1-12	910	JSO	JSO		TFX	Swap Note (5 Yr)				1000	100000	JPY	JPY 10000000	points	1	1000	IIVIIVIIVIIV	2004-02-17	2007-03-20			✓	✓	✓
911	1-12	911	JSP	JSP		TFX	Swap Note(10 Yr)				1000	100000	JPY	JPY 10000000	points	1	1000	IIVIIVIIVIIV	2004-02-17	2007-06-19			✓	✓	✓
917	1-12	917	EDD	EDD		LIFFE	Eurodollar				2.5	2500	USD	$1000000	points	5	12.5	SSVSSVSSVSSV	2004-03-18	2011-12-20		07:00 - 20:00	✓		✓
972	1-12	972	DI2	DI2	DI1	BMF	1 Day Bank Deposits (as Rate)			✓	0.001	1	BRL	BRL 100000	percent	2	0.002	VSSVSSVSSVSS	1994-06-23	2024-04-17		09:00 - 16:00	✓		✓	12720639
100111	1-12	1111	E5B	E5B	E5B	CME	Eurodollar-E-mini 5 5Yr Bundle				5	5000	USD	$10000 per leg x 20 legs	points	2.5	12.5	IIVIIVIIVIIV	2006-12-13	2010-07-01		17:00 - 16:00	✓		✓
100136	1-12	1136	EY2	EY2		CME	Euroyen	RTH	EY,EY2,EY1		250	250000	JPY	JPY 100000000	points	5	1250	IIVIIVIIVIIV	2007-02-14	2016-07-22		07:20 - 14:00			✓
100137	1-12	1137	EY1	EY1		CME	Euroyen	ETH	EY,EY2,EY1		250	250000	JPY	JPY 100000000	points	5	1250	IIVIIVIIVIIV	2007-02-14	2016-07-22		17:00 - 16:00
100172	1-12	1172	AI1	AI1	IB	ASX	30-Day Interbank Deposits	ETH	AIB,AI1,AI2	✓	2.466	2466	AUD	AUD 3000000	Percent	5	12.33	VVVVVVVVVVVV	2010-11-12	2024-04-17		17:14 - 07:30	✓		✓	200
100173	1-12	1173	AI2	AI2	IB	ASX	30-Day Interbank Deposits	Combined	AIB,AI1,AI2	✓	2.466	2466	AUD	AUD 3000000	Percent	5	12.33	VVVVVVVVVVVV	2007-05-02	2024-04-17		17:14 - 16:30	✓		✓	1085
100404	1-12	1404	IR1	IR1		CBT	5-Year Interest Rate Swap	ETH	IR,IR2,IR1		15.625	1000	USD	USD 100000	points	1	15.625	IIVIIVIIVIIV	2009-03-02	2013-09-16		17:30 - 16:00
100405	1-12	1405	NI1	NI1		CBT	Swap Interest Rate 10 Yr	ETH	NI2,NI,NI1		15.625	1000	USD	$100000	points	1	15.625	IIVIIVIIVIIV	2009-03-02	2013-09-16		17:30 - 16:00
100513	1-12	1513	BU2	BU2	BU2	CME	2-year Eurodollar Bundle				2	20000	USD	$1000000	points	50	100	IIVIIVIIVIIV	2014-10-09	2018-08-10		17:00 - 16:00	✓		✓
100514	1-12	1514	BU3	BU3	BU3	CME	3-year Eurodollar Bundle				3	30000	USD	$1000000	points	50	150	IIVIIVIIVIIV	2014-10-09	2018-08-10		17:00 - 16:00	✓		✓
100515	1-12	1515	BU5	BU5	BU5	CME	5-year Eurodollar Bundle				5	50000	USD	$1000000	points	50	250	IIVIIVIIVIIV	2014-10-09	2018-08-10		17:00 - 16:00	✓		✓
100531	1-12	1531	DDI	DDI	DDI	BMF	ID x USD Spread			✓	0.05	0.5	USD	USD 50000	percent	1	0.05	VVVVVVVVVVVV	2014-10-15	2024-04-17		09:00 - 16:00	✓		✓	6482
100532	1-12	1532	OC1	OC1	OC1	BMF	One-Day Repurchase Agreements (OC1)			✓	0.01	1	BRL	BRL100000	percent	1	0.01	VVVVVVVVVVVV	2014-10-14	2024-04-17		09:00 - 16:00	✓		✓	0
100560	1-12	1560	DI3	DI3	DI1	BMF	One Day Bank Deposits (5 decimal places)			✓	0.01	1	BRL	BRL 100000	percent	1	0.01	VVVVVVVVVVVV	1991-06-05	2024-04-17		09:00 - 16:00	✓		✓	12720639
100812	1-12	1812	DI4	DI4	DI1	BMF	1 Day Bank Deposits as Rate			✓	0.001	1	BRL	BRL 100000	percent	10	0.01	VVVVVVVVVVVV	1994-06-23	2024-04-17		09:00 - 16:00	✓		✓	12720639
100833	1-12	1833	B1U	B1U	B1U	CBT	30yr Deliverable Interest Rate Swap	Combined	B1U,B2U,B3U		31.25	1000	USD	$100000	points	1	31.25	IIVIIVIIVIIV	2012-12-03	2023-06-16		17:00 - 16:00	✓		✓
100834	1-12	1834	B2U	B2U	B1U	CBT	30yr Deliverable Interest Rate Swap	ETH	B1U,B2U,B3U		31.25	1000	USD	$100000	points	1	31.25	IIVIIVIIVIIV	2012-12-03	2023-06-16		17:00 - 16:00	✓		✓
100835	1-12	1835	B3U	B3U	B1U	CBT	30yr Deliverable Interest Rate Swap	RTH	B1U,B2U,B3U		31.25	1000	USD	$100000	points	1	31.25	IIVIIVIIVIIV	2012-12-03	2023-06-16		17:00 - 16:00			✓
100836	1-12	1836	N1U	N1U	N1U	CBT	10yr Deliverable Interest Rate Swap	Combined	N1U,N2U,N3U		3.125	1000	USD	$100000	points	5	15.625	IIVIIVIIVIIV	2012-12-03	2023-06-20		17:00 - 16:00	✓		✓
100837	1-12	1837	N2U	N2U	N1U	CBT	10yr Deliverable Interest Rate Swap	ETH	N1U,N2U,N3U		3.125	1000	USD	$100000	points	5	15.625	IIVIIVIIVIIV	2012-12-03	2023-06-20		17:00 - 16:00	✓		✓
100838	1-12	1838	N3U	N3U	N1U	CBT	10yr Deliverable Interest Rate Swap	RTH	N1U,N2U,N3U		3.125	1000	USD	$100000	points	5	15.625	IIVIIVIIVIIV	2012-12-03	2023-06-20		17:00 - 16:00			✓
100839	1-12	1839	F1U	F1U	F1U	CBT	5yr Deliverable Interest Rate Swap	Combined	F1U,F2U,F3U		3.125	1000	USD	$100000	points	5	15.625	IIVIIVIIVIIV	2012-12-03	2023-06-16		17:00 - 16:00	✓		✓
100840	1-12	1840	F2U	F2U	F1U	CBT	5yr Deliverable Interest Rate Swap	ETH	F1U,F2U,F3U		3.125	1000	USD	$100000	points	5	15.625	IIVIIVIIVIIV	2012-12-03	2023-06-16		17:00 - 16:00	✓		✓
100841	1-12	1841	F3U	F3U	F1U	CBT	5yr Deliverable Interest Rate Swap	RTH	F1U,F2U,F3U		3.125	1000	USD	$100000	points	5	15.625	IIVIIVIIVIIV	2012-12-03	2023-06-16		17:00 - 16:00			✓
100842	1-12	1842	T1U	T1U	T1U	CBT	2yr Deliverable Interest Rate Swap	Combined	T1U,T2U,T3U		3.125	1000	USD	$100000	points	2.5	7.8125	IIVIIVIIVIIV	2012-12-03	2023-06-16		17:00 - 16:00	✓		✓
100843	1-12	1843	T2U	T2U	T1U	CBT	2yr Deliverable Interest Rate Swap	ETH	T1U,T2U,T3U		3.125	1000	USD	$100000	points	2.5	7.8125	IIVIIVIIVIIV	2012-12-03	2023-06-16		17:00 - 16:00	✓		✓
100844	1-12	1844	T3U	T3U	T1U	CBT	2yr Deliverable Interest Rate Swap	RTH	T1U,T2U,T3U		3.125	1000	USD	$100000	points	2.5	7.8125	IIVIIVIIVIIV	2012-12-03	2023-06-16		17:00 - 16:00			✓
100854	1-12	1854	IED	IED	ED	ICE-EU-FIN	Eurodollar				0.25	2500	USD	USD1000000	USD/bas pt	25	6.25	SSVSSVSSVSSV	2013-02-22	2023-03-24		00:45 - 22:00	✓		✓
100946	1-12	1946	N88	N88	883GS2023	NSE	Government of India 8.83% Bond (2023)				0.2	2000	INR	INR200000	points	25	5	VVVVVVVVVVVV	2014-01-21	2014-10-30		09:00 - 17:00	✓	✓	✓
100947	1-12	1947	N71	N71	716GS2023	NSE	Government of India 7.16% Bond (2023)				0.2	2000	INR	INR200000	points	25	5	VVVVVVVVVVVV	2014-01-21	2014-04-23		09:00 - 17:00	✓	✓	✓
100948	1-12	1948	RPT	RPT	RPT	ICE-EU	U.S. Treasury DTCC GCF Repo Index				0.4167	4167	USD	$5000000	percent	25	10.4175	VVVVVVVVVVVV	2014-01-28	2019-08-30		00:45 - 22:00			✓
100949	1-12	1949	RPA	RPA	RPA	ICE-EU	Agency DTCC GCF Repo Index				0.4167	4167	USD	$5000000	percent	25	10.4175	VVVVVVVVVVVV	2014-01-29	2016-12-23		19:45 - 17:00			✓
100950	1-12	1950	RPM	RPM	RPM	ICE-EU	Mortgage-Backed Securities DTCC GCF Repo Index				0.4167	4167	USD	$5000000	percent	25	10.4175	VVVVVVVVVVVV	2014-01-28	2019-05-07		00:45 - 22:00			✓
100951	1-12	1951	CTE	CTE	CE91	MEXDER	Mexican Treasury Bill (CETES) 91 Day			✓	1	100	MXN	MXP100000	percent	1	1	VVVVVVVVVVVV	2001-09-05	2024-04-17		07:30 - 14:00	✓		✓	0
100981	1-12	1981	T1E	T1E	T1E	CBT	2-Year Euro Deliverable Interest Rate Swap				1	1000	USD	$100000	points	5	5	IIVIIVIIVIIV	2014-04-14	2018-08-10		17:00 - 16:00	✓		✓
100982	1-12	1982	F1E	F1E	F1E	CBT	5-Year Euro Deliverable Interest Rate Swap				1	1000	USD	$100000	points	10	10	IIVIIVIIVIIV	2014-04-14	2018-08-10		17:00 - 16:00	✓		✓
100983	1-12	1983	N1E	N1E	N1E	CBT	10-Year Euro Deliverable Interest Rate Swap				1	1000	USD	$100000	points	10	10	IIVIIVIIVIIV	2014-04-14	2018-08-10		17:00 - 16:00	✓		✓
200081	1-12	20081	N84	N84	840GS2024	NSE	Government of India 8.40% Bond (2024)				0.2	2000	INR	INR200000	points	25	5	SSVSSVSSVSSV	2014-08-04	2016-07-28		09:00 - 17:00	✓	✓
200082	1-12	20082	N77	N77	772GS2025	NSE	Government of India 7.72% Bond (2025)				0.2	2000	INR	INR200000	points	25	5	SSVSSVSSVSSV	2015-05-29	2017-05-26		09:00 - 17:00	✓	✓
200083	1-12	20083	N82	N82	827GS2020	NSE	Government of India 8.27% Bond (2020)				0.2	2000	INR	INR200000	points	25	5	SSVSSVSSVSSV	2015-07-31	2016-05-26		09:00 - 17:00	✓	✓
200084	1-12	20084	N78	N78	788GS2030	NSE	Government of India 7.88% Bond (2030)				0.2	2000	INR	INR200000	points	25	5	SSVSSVSSVSSV	2015-07-31	2019-02-28		09:00 - 17:00	✓	✓	✓
200088	1-12	20088	N76	N76	768GS2023	NSE	Government of India 7.68% Bond (2023)				0.2	2000	INR	INR200000	points	25	5	SSVSSVSSVSSV	2015-11-27	2019-11-28		09:00 - 17:00	✓	✓	✓
200089	1-12	20089	N75	N75	759GS2029	NSE	Government of India 7.59% Bond (2029)				0.2	2000	INR	INR200000	points	25	5	SSVSSVSSVSSV	2015-11-27	2018-02-22		09:00 - 17:00	✓	✓
200090	1-12	20090	N26	N26	759GS2026	NSE	Government of India 7.59% Bond (2026)				0.2	2000	INR	INR200000	points	25	5	SSVSSVSSVSSV	2016-04-27	2017-12-28		09:00 - 17:00	✓	✓	✓
200092	1-12	20092	N69	N69	697GS2026	NSE	Government of India 6.97% Bond (2026)				0.2	2000	INR	INR 200000	points	25	5	SSVSSVSSVSSV	2016-09-06	2018-08-30		09:00 - 17:00	✓	✓	✓
200318	1-12	20318	SR1	SR1	SR1	CME	1-Month SOFR			✓	0.4167	4167	USD	USD 4167 x Index	points	25	10.4175	VVVVVVVVVVVV	2018-05-07	2024-04-17		17:00 - 16:00	✓		✓	137937
200319	1-12	20319	SR3	SR3	SR3	CME	3-Month SOFR			✓	0.25	2500	USD	USD 2500 x Index	points	25	6.25	SSVSSVSSVSSV	2018-05-07	2024-04-17		17:00 - 16:00	✓		✓	3289583
200380	1-12	20380	SON	SON	SON	CME	Quarterly IMM SONIA			✓	0.25	2500	GBP	GBP 2500 x Index	points	25	6.25	IIVIIVIIVIIV	2018-10-01	2024-04-17		17:00 - 16:00	✓		✓	0
200381	1-12	20381	MPC	MPC	MPC	CME	MPC SONIA			✓	0.25	2500	GBP	GBP 2500 x Index	points	25	6.25	VVVVVVVVVVVV	2018-10-01	2024-04-17		17:00 - 16:00	✓		✓	0
200391	1-12	20391	FRC	FRC	FRC	BMF	FRA on ID x US Dollar Spread			✓	0.5	500	USD	USD 50000	percent	1	0.5	VVVVVVVVVVVV	2002-04-03	2024-04-17		09:00 - 16:00	✓		✓	287882
200404	1-12	20404	N79	N79	795GS2032	NSE	Government of India 7.95% Bond (2032)				0.2	2000	INR	INR 200000	points	25	5	SSVSSVSSVSSV	2019-03-01	2021-08-26		09:00 - 17:00	✓	✓	✓
200409	1-12	20409	LDI	LDI	EUI	LSEDM	Three Month Euribor				0.25	2500	EUR	EUR 1000000	percent	50	12.5	IIVIIVIIVIIV	2016-09-26	2022-01-28		07:00 - 21:00	✓		✓
200411	1-12	20411	LDO	LDO	SON	LSEDM	Three Month SONIA				0.125	1250	GBP	GBP 500000	percent	50	6.25	SSVSSVSSVSSV	2018-04-27	2022-01-28		07:30 - 18:00	✓		✓
200444	1-12	20444	S1	S1	SF1	ICE-EU-FIN	1 Month SOFR Index			✓	1	10000	USD	USD 10000 x Index	points	25	25	VVVVVVVVVVVV	2018-10-22	2024-04-17		00:45 - 22:00	✓		✓	0
200445	1-12	20445	S3	S3	SF3	ICE-EU-FIN	3 Month SOFR Index			✓	1	10000	USD	USD 10000 x Index	points	25	25	IIVIIVIIVIIV	2018-10-22	2024-04-17		00:45 - 22:00	✓		✓	0
200446	1-12	20446	SO1	SO1	SOA	ICE-EU-FIN	1 Month SONIA Index			✓	0.25	2500	GBP	GBP 2500 x Index	points	25	6.25	VVVVVVVVVVVV	2017-11-30	2024-04-17		07:30 - 18:00	✓		✓	0
200447	1-12	20447	SO3	SO3	SO3	ICE-EU-FIN	3 Month SONIA Index			✓	0.25	2500	GBP	GBP 2500 x Index	points	25	6.25	IIVIIVIIVIIV	2018-06-01	2024-04-17		07:30 - 18:00	✓		✓	965604
200475	1-12	20475	N91	N91	91DTB	NSE	91-Day Government of India T-Bill			✓	0.2	2000	INR	INR 200000	points	25	5	SSVSSVSSVSSV	2017-01-02	2024-04-16		09:00 - 17:00	✓	✓	✓	0
200476	1-12	20476	NMI	NMI	ONMIBOR	NSE	MIBOR Overnight Call Rate			✓	4.11	41100	INR	INR 50000000	INR/bas pt	25	102.75	SSVSSVSSVSSV	2018-12-03	2024-04-16		09:00 - 17:00	✓	✓	✓	0
200480	1-12	20480	SN3	SN3	SA3	ICE-EU-FIN	3-Month SARON Index			✓	0.25	2500	CHF	CHF 1000000	CHF/bas pt	25	6.25	IIVIIVIIVIIV	2019-07-29	2024-04-17		09:00 - 17:00	✓		✓	30681
200481	1-12	20481	SRN	SRN	FSR3	EUREX	3-Month SARON			✓	0.25	2500	CHF	CHF 1000000	CHF/bas pt	50	12.5	IIVIIVIIVIIV	2021-10-25	2024-04-17		08:00 - 18:00	✓		✓	0
200594	1-12	20594	JTO	JTO		TFX	3-Month TONA			✓	25	250000	JPY	JPY 25000000	points	10	250	IIVIIVIIVIIV	2023-03-20	2024-04-17		15:30 - 15:29	✓	✓	✓	1550
200595	1-12	20595	JTN	JTN	TOA3M	OSE	3-Month TONA			✓	25	250000	JPY	JPY 100000000	points	25	625	IIVIIVIIVIIV	2023-05-29	2024-04-17		15:30 - 15:02	✓	✓	✓	1284
200605	1-12	20605	BSB	BSB	BSB	CME	THREE-MONTH BLOOMBERG SHORT-TERM BANK YIELD INDEX			✓	0.25	2500	USD	USD 1000000	USD/bas pt	25	6.25	IIVIIVIIVIIV	2021-09-07	2024-04-17		17:00 - 16:00	✓		✓	0
200659	1-12	20659	CRA	CRA	CRA	ME	3-Month CORRA			✓	0.25	2500	CAD	CAD 2500 x Index	points	25	6.25	IIVIIVIIVIIV	2020-06-11	2024-04-17		02:00 - 16:30	✓		✓	95221
200672	1-12	20672	ESR	ESR	ESR	CME	Three-Month ESTR			✓	0.25	2500	EUR	EUR 2500 x Index	points	12.5	3.125	SSVSSVSSVSSV	2022-10-31	2024-04-17		17:00 - 16:00			✓	20125
200741	1-12	20741	ER3	ER3	ER3	ICE-EU-FIN	Three-Month ESTR			✓	0.25	2500	EUR	EUR 2500 x Index	points	25	6.25	SSVSSVSSVSSV	2023-03-27	2024-04-17		01:00 - 21:00	✓		✓	88081
200742	1-12	20742	ST3	ST3	FST3	EUREX	Three-Month ESTR			✓	0.25	2500	EUR	EUR 2500 x Index	points	25	6.25	IIVIIVIIVIIV	2023-01-23	2024-04-17		08:00 - 19:00	✓		✓	116754