基本统计
| 投资组合价值 | $ 330,903,719 |
| 当前头寸 | 604 |
最新持仓、表现、资产管理规模（来源：13F、13D）
PGMAX - PIMCO全球核心资产配置基金A 在其向美国证券交易委员会（SEC）提交的最新备案中披露的所持股票总数为 604。 最新的投资组合价值计算为$330,903,719美元。实际管理资产（AUM）是指该价值加上现金（未披露）。 PGMAX - PIMCO Global Core Asset Allocation Fund A的最主要持仓是 PIMCO International Bond Fund U.S. Dollar-Hedged (US:US6933908823) , PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , Pimco Funds - PIMCO Total Return Fund Class Institutional (US:PTTRX) , and Pimco Funds - PIMCO Income Fund Class A (US:PONAX) . PGMAX - PIMCO Global Core Asset Allocation Fund A的新头寸包括 PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , UMBS TBA (US:US01F0306781) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , and Uniform Mortgage-Backed Security, TBA (US:US01F0606834) .
本季度最大增持
我们使用投资组合配置中的变化，因为这是最有意义的指标。变化可能是由于交易或股价的变化。
| 证券 | 股票 (百万) |
价值 ($百万) |
投资组合 % | Δ投资组合 % |
|---|---|---|---|---|
| 47.33 | 15.7511 | 8.0320 | ||
| 13.93 | 4.6372 | 4.6372 | ||
| 13.30 | 4.4267 | 4.4267 | ||
| 10.05 | 3.3452 | 3.3452 | ||
| 3.23 | 1.0756 | 1.0756 | ||
| 2.93 | 0.9767 | 0.9767 | ||
| 1.65 | 0.5500 | 0.5500 | ||
| 1.31 | 0.4376 | 0.4376 | ||
| 0.50 | 0.1647 | 0.1647 | ||
| 0.44 | 0.1448 | 0.1448 |
本季度最大增持
我们使用投资组合配置中的变化，因为这是最有意义的指标。变化可能是由于交易或股价的变化。
| 证券 | 股票 (百万) |
价值 ($百万) |
投资组合 % | Δ投资组合 % |
|---|---|---|---|---|
| 1.00 | 0.3325 | -5.8530 | ||
| 51.81 | 17.2430 | -5.0964 | ||
| 0.10 | 0.0318 | -3.8802 | ||
| -4.75 | -1.5818 | -2.1393 | ||
| 4.41 | 1.4669 | -1.9405 | ||
| 2.52 | 27.18 | 9.0450 | -1.4242 | |
| -1.99 | -0.6625 | -1.3831 | ||
| 6.03 | 59.90 | 19.9362 | -0.5957 | |
| 3.48 | 30.24 | 10.0630 | -0.3882 | |
| 0.72 | 0.2397 | -0.3006 |
13F和基金备案
此表格于 2025-08-28 提交，报告期为 2025-06-30。 点击链接图标 查看完整的交易历史记录。
升级以解锁高级数据并导出到Excel
。
022-07-28：重要提示-我们更改了此表中Δ 投资组合 % 列的处理方式。此前，我们将其报告为投资组合配置中的百分比变化 。我们现在将其报告为投资组合配置的原始变化（仍以百分比报告）。就公式而言，我们之前将其报告为100*（当前配置-前期配置）/前期配置。我们现在将其报告为（当前配置-前期配置）。
| 证券 | 类型 | 平均股价 | 股票 (百万) |
Δ股票 (%) |
Δ股票 (%) |
价值 ($百万) |
投资组合 (%) |
Δ投资组合 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US6933908823 / PIMCO 国际债券基金 美元对冲 | 6.03 | 1.13 | 59.90 | 2.05 | 19.9362 | -0.5957 | |||
| US72202G3801 / PIMCO ST 浮动导航四号港共同基金 | 51.81 | -18.87 | 17.2430 | -5.0964 | |||||
| US72201W1541 / PIMCO PRV 短期 FLT III 共同基金 | 47.33 | 114.47 | 15.7511 | 8.0320 | |||||
| PTTRX / Pimco 基金 - PIMCO 机构总回报基金类 | 3.48 | 1.20 | 30.24 | 1.20 | 10.0630 | -0.3882 | |||
| PONAX / Pimco 基金 - PIMCO A 类收入基金 | 2.52 | -9.79 | 27.18 | -9.19 | 9.0450 | -1.4242 | |||
| US01F0306781 / UMBS 待定 | 13.93 | 4.6372 | 4.6372 | ||||||
| US01F0626899 / 统一抵押贷款支持证券，待定 | 13.30 | 4.4267 | 4.4267 | ||||||
| US01F0606834 / 统一抵押贷款支持证券，待定 | 10.05 | 3.3452 | 3.3452 | ||||||
| BRSTNCNTF1P8 / 巴西国家足球甲级联赛注意事项 | 5.59 | 8.56 | 1.8612 | 0.0594 | |||||
| US161546HA77 / 大通资金信托，系列 2003-6，1A5 级 | 5.18 | -3.95 | 1.7233 | -0.1624 | |||||
| TOWD POINT MORTGAGE TRUST TPMT 2015 4 B2 144A / ABS-MBS (US89171UAL35) | 4.88 | 0.95 | 1.6228 | -0.0669 | |||||
| US01F0506844 / UMBS 待定 | 4.41 | -56.15 | 1.4669 | -1.9405 | |||||
| CA74814ZFS70 / 加拿大魁北克省 | 3.60 | -8.57 | 1.1969 | -0.1789 | |||||
| JPACWILV TRS EQUITY FEDL01+55 JPM / DE (000000000) | 3.23 | 1.0756 | 1.0756 | ||||||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 3.10 | 0.29 | 1.0333 | -0.0495 | |||||
| 5831 / 静冈金融集团 | 2.93 | 0.9767 | 0.9767 | ||||||
| US93934TAC62 / 华盛顿共同资产支持证书 WMABS 系列 2007-HE2 信托 | 2.75 | -0.36 | 0.9167 | -0.0503 | |||||
| MX0MGO0001F1 / 墨西哥奖金 | 2.34 | 10.06 | 0.7793 | 0.0352 | |||||
| US38382YGB39 / 政府国民抵押贷款 A GNR 2021 H16 FD | 2.06 | -2.28 | 0.6856 | -0.0518 | |||||
| US14687NAD21 / Carvana 汽车应收账款信托 2023-P4 | 1.99 | 0.05 | 0.6611 | -0.0335 | |||||
| US912810TP30 / 美国财政部 I/L 1.5% 02-15-53 | 1.88 | -3.83 | 0.6264 | -0.0585 | |||||
| US912810TM09 / 美国国库券/债券 | 1.87 | -2.25 | 0.6226 | -0.0465 | |||||
| ES0000012K20 / 西班牙政府 EUR 144A 人寿保险/REG S 0.7% 04-30-32 | 1.85 | 10.98 | 0.6155 | 0.0325 | |||||
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A / ABS-O (US83206EAA55) | 1.78 | -3.11 | 0.5919 | -0.0501 | |||||
| US61744CQQ23 / 摩根士丹利房屋净值 LOA MSHEL 2005 2 M6 | 1.77 | 0.06 | 0.5889 | -0.0298 | |||||
| US912810ST60 / 国债 | 1.72 | -1.99 | 0.5727 | -0.0414 | |||||
| 317U8R9A4 PIMCO FPPSWAPTION 3.427 PUT USD / DIR (000000000) | 1.65 | 0.5500 | 0.5500 | ||||||
| US TREASURY N/B 02/35 4.625 / DBT (US91282CMM00) | 1.52 | -0.07 | 0.5049 | -0.0264 | |||||
| US912810TL26 / 国债 | 1.36 | -3.00 | 0.4513 | -0.0378 | |||||
| FREDDIE MAC FHR 5532 FA / ABS-MBS (US3137HKPJ74) | 1.33 | -4.85 | 0.4437 | -0.0466 | |||||
| 317U8RAA2 PIMCO FPPSWAPTION 3.427 CALL USD / DIR (000000000) | 1.31 | 0.4376 | 0.4376 | ||||||
| BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD2 M4 / ABS-MBS (US07388EAE68) | 1.15 | 0.61 | 0.3831 | -0.0173 | |||||
| US01F0526800 / 统一抵押贷款支持证券，待定 | 1.00 | -94.52 | 0.3325 | -5.8530 | |||||
| R2035 / 南非 - 公司债券/票据 | 0.93 | 8.03 | 0.3089 | 0.0084 | |||||
| US542514SW51 / 长滩抵押贷款信托 LBMLT 2006 WL3 2A4 | 0.89 | -1.87 | 0.2967 | -0.0211 | |||||
| US92922FC975 / WAMU 抵押贷款传递证书系列 200 WAMU 2005-AR2 1A1A | 0.89 | -1.11 | 0.2955 | -0.0184 | |||||
| USP78024AG45 / 秘鲁政府国际债券 | 0.83 | 7.67 | 0.2757 | 0.0064 | |||||
| US32113JCG85 / FNLC_05-4 | 0.79 | -11.10 | 0.2613 | -0.0478 | |||||
| US32027NXX47 / 第一个富兰克林 MTG 贷款资产 FFML 2005 FF12 M2 | 0.78 | -3.93 | 0.2609 | -0.0244 | |||||
| US TREASURY N/B 02/55 4.625 / DBT (US912810UG12) | 0.78 | -3.23 | 0.2593 | -0.0225 | |||||
| US01F0326821 / 房利美或房地美 | 0.72 | -54.80 | 0.2397 | -0.3006 | |||||
| RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (EZM2L9TGLT92) | 0.67 | 0.90 | 0.2228 | -0.0093 | |||||
| AMI / 奥里利亚金属有限公司 | 0.61 | 10.09 | 0.2035 | 0.0091 | |||||
| US63935CAB72 / Navient 私立教育再融资贷款信托 2019-F | 0.54 | -7.27 | 0.1785 | -0.0237 | |||||
| US78449HAB33 / 中小企业私立教育贷款信托 2023-B SER 2023-B CL A1B V/R REGD 144A P/P 0.00000000 | 0.53 | -4.98 | 0.1780 | -0.0187 | |||||
| TREASURY BILL 09/25 0.00000 / DBT (US912797PY71) | 0.50 | 0.1647 | 0.1647 | ||||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 0.48 | 1.47 | 0.1614 | -0.0057 | |||||
| CLARITEV CORP SR SECURED 144A 03/31 6.75 / DBT (US62548MAA80) | 0.44 | 17.52 | 0.1452 | 0.0152 | |||||
| XS2376688474 / OCP EURO CLO 2020-4 DAC SER 2020-4A CL AR V/R REGD 144A P/P /EUR/ 0.00000000 | 0.44 | -6.84 | 0.1452 | -0.0186 | |||||
| NDUEACWF TRS EQUITY FEDL01+44 TOR / DE (000000000) | 0.44 | 0.1448 | 0.1448 | ||||||
| US76112B4P24 / RAMP 系列 2006-NC3 信托 | 0.43 | -1.60 | 0.1431 | -0.0099 | |||||
| US83609GBN43 / Sound Point CLO IX 有限公司 | 0.42 | -11.92 | 0.1403 | -0.0272 | |||||
| US54251UAD81 / 长滩抵押贷款信托 | 0.41 | -0.97 | 0.1365 | -0.0086 | |||||
| FANNIE MAE FNR 2024 38 AF / ABS-MBS (US3136BR5A18) | 0.38 | -5.69 | 0.1268 | -0.0147 | |||||
| US74923EAA64 / 拉德 CLO 5 有限公司 | 0.37 | -15.86 | 0.1221 | -0.0304 | |||||
| RFR USD SOFR/3.25000 03/19/25-30Y CME / DIR (EZLKBMPX51B0) | 0.36 | -1,033.33 | 0.1213 | 0.1350 | |||||
| RFR USD SOFR/3.25000 03/19/25-30Y CME / DIR (EZLKBMPX51B0) | 0.36 | -1,033.33 | 0.1213 | 0.1350 | |||||
| US35729TAA07 / 弗里蒙特住房贷款信托，2006-C 系列，1A1 级 | 0.35 | -0.85 | 0.1170 | -0.0070 | |||||
| US52519SAM52 / LABMH 2001-B M2 7.17% 3/28 | 0.34 | 0.00 | 0.1145 | -0.0059 | |||||
| US68785CAC55 / 奥斯卡美国资助 XV LLC | 0.34 | 0.00 | 0.1139 | -0.0060 | |||||
| US38380LJY02 / 政府国民抵押贷款协会 | 0.33 | -0.90 | 0.1102 | -0.0069 | |||||
| XS2357554679 / 塞戈维亚欧洲 CLO 6 2019 塞戈维亚 2019 6A AR 144A | 0.32 | 9.18 | 0.1069 | 0.0038 | |||||
| US682685AA05 / OneMain 直接汽车应收账款信托 2023-1 | 0.31 | -0.32 | 0.1028 | -0.0054 | |||||
| US87229WAQ42 / TCI-Symphony CLO Ltd.，2016-1A 系列，AR2 级 | 0.30 | -5.43 | 0.0985 | -0.0113 | |||||
| US26245JAQ13 / 德莱顿 80 CLO 有限公司 | 0.29 | -3.67 | 0.0964 | -0.0085 | |||||
| US3137ACXT12 / 房地美 FHR 3892 FC | 0.28 | -6.95 | 0.0938 | -0.0121 | |||||
| NDUEACWF TRS EQUITY FEDL01+42 MBC / DE (000000000) | 0.28 | 0.0930 | 0.0930 | ||||||
| US17309SAF74 / 花旗集团抵押贷款信托 CMLTI 2006 WFH4 M2 | 0.27 | -5.00 | 0.0888 | -0.0095 | |||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 0.26 | 0.0875 | 0.0875 | ||||||
| FANNIE MAE FNR 2024 38 FA / ABS-MBS (US3136BR4S35) | 0.26 | -5.47 | 0.0864 | -0.0096 | |||||
| RFR USD SOFR/1.75000 06/15/22-30Y LCH / DIR (EZ2TNCR649W7) | 0.26 | -2.29 | 0.0852 | -0.0067 | |||||
| FREDDIE MAC FHR 5426 AF / ABS-MBS (US3137HCXU12) | 0.25 | -7.84 | 0.0822 | -0.0116 | |||||
| US040104MX65 / 银色抵押贷款信托 2005-W1 SER 2005-W1 CL A1 V/R REGD 2.18800000 | 0.24 | -2.02 | 0.0805 | -0.0062 | |||||
| XS2318315921 / 亚洲基础设施投资银行/ | 0.24 | -2.04 | 0.0801 | -0.0056 | |||||
| US78449XAA00 / 中小企业私立教育贷款信托 2020-B 1.29% 07/15/2053 144A | 0.24 | -8.40 | 0.0799 | -0.0117 | |||||
| US67113DAW48 / OZLM XXIV 有限公司 | 0.24 | -23.55 | 0.0790 | -0.0296 | |||||
| RFR USD SOFR/3.25000 12/20/23-30Y CME / DIR (EZ3BPZ7JX2D9) | 0.24 | 22.40 | 0.0784 | 0.0110 | |||||
| OZLM LTD OZLM 2014 9A A1A4 144A / ABS-CBDO (US67109KBG85) | 0.24 | -24.44 | 0.0784 | -0.0305 | |||||
| US36361UAL44 / 加拉汀 CLO VIII 2017-1 有限公司 | 0.23 | -1.31 | 0.0754 | -0.0049 | |||||
| US55819MAN65 / 麦迪逊公园基金 XXXV 有限公司 | 0.22 | -3.86 | 0.0747 | -0.0071 | |||||
| FANNIE MAE FNR 2019 9 FA / ABS-MBS (US3136B33L22) | 0.22 | -4.76 | 0.0735 | -0.0076 | |||||
| US12667CAD48 / 全国资产支持证书，2006-19 系列，2A3 级 | 0.21 | -2.74 | 0.0709 | -0.0060 | |||||
| US12667GLF80 / 全国替代贷款 T CWALT 2005 23CB A5 | 0.20 | -3.37 | 0.0672 | -0.0058 | |||||
| US33835NAA90 / 522 资金 CLO 有限公司 摩根 2018 3A AR 144A | 0.19 | -23.02 | 0.0647 | -0.0238 | |||||
| US04012MAM10 / 白银证券有限公司ARSI 2006 M1 A1 | 0.19 | -1.03 | 0.0640 | -0.0040 | |||||
| US86358EUW47 / 结构性资产投资贷款信托 2005-HE1 | 0.19 | -4.06 | 0.0630 | -0.0062 | |||||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | 0.18 | 581.48 | 0.0613 | 0.0516 | |||||
| IRS AUD 4.50000 03/20/24-10Y LCH / DIR (EZJLKSMVQPQ8) | 0.18 | 107.95 | 0.0612 | 0.0302 | |||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A / ABS-O (US805922AE19) | 0.18 | -0.55 | 0.0605 | -0.0033 | |||||
| US92558NAJ19 / 充满活力的 CLO XI 有限公司 | 0.18 | -22.12 | 0.0588 | -0.0204 | |||||
| RFR USD SOFR/3.25000 06/18/25-10Y CME / DIR (EZXZ4DC8KGZ4) | 0.17 | 0.0574 | 0.0574 | ||||||
| RFR USD SOFR/3.50000 12/18/24-30Y LCH / DIR (EZ4089K4KC85) | 0.17 | 40.00 | 0.0561 | 0.0139 | |||||
| RFR USD SOFR/3.50000 12/18/24-30Y LCH / DIR (EZ4089K4KC85) | 0.17 | 40.00 | 0.0561 | 0.0139 | |||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF / ABS-MBS (US38383KYE62) | 0.17 | -0.60 | 0.0556 | -0.0034 | |||||
| RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (EZSRZZKW9XN0) | 0.16 | 647.62 | 0.0523 | 0.0449 | |||||
| US63941KAC99 / Navient 私立教育再融资贷款信托 2020-C | 0.15 | -7.78 | 0.0515 | -0.0072 | |||||
| US01852TAA16 / 联盟银行信托 | 0.15 | -2.68 | 0.0486 | -0.0037 | |||||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2) | 0.14 | -441.46 | 0.0467 | 0.0613 | |||||
| FREDDIE MAC FHR 5426 BF / ABS-MBS (US3137HCXW77) | 0.13 | -5.71 | 0.0440 | -0.0051 | |||||
| US80317LAJ26 / 萨拉纳克克洛六有限公司 | 0.13 | -14.67 | 0.0429 | -0.0097 | |||||
| US12551JAL08 / 中金基金有限公司 CIFC 2017 4A A1R 144A | 0.12 | -23.60 | 0.0410 | -0.0153 | |||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 FC / ABS-MBS (US38383KYQ92) | 0.12 | -7.69 | 0.0401 | -0.0056 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.12 | 0.0396 | 0.0396 | ||||||
| CTEV / 科莱瑞特公司 | 0.11 | 13.68 | 0.0362 | 0.0029 | |||||
| IRS ZAR 8.75000 03/20/19-10Y CME / DIR (EZ61NWC7JXY5) | 0.11 | 39.47 | 0.0353 | 0.0086 | |||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | 0.10 | 0.0346 | 0.0346 | ||||||
| US004421RH88 / ACE SECURITIES CORP 房屋股权贷款信托系列 SER 2005-HE5 CL M4 V/R REGD 2.60800000 | 0.10 | -2.88 | 0.0338 | -0.0028 | |||||
| RFR USD SOFR/3.42700 03/20/45-10Y LCH / DIR (EZJ3GGX653Y4) | 0.10 | -2,080.00 | 0.0331 | 0.0351 | |||||
| TREASURY BILL 10/25 0.00000 / DBT (US912797RB50) | 0.10 | 0.0329 | 0.0329 | ||||||
| US863576FN94 / 结构性资产证券公司抵押贷款信托，2006-WF1 系列，M6 级 | 0.10 | 0.00 | 0.0327 | -0.0016 | |||||
| US92331AAU88 / Venture XXVIII CLO 有限公司 | 0.10 | -41.92 | 0.0324 | -0.0263 | |||||
| US01F0426811 / UMBS 待定 | 0.10 | -99.07 | 0.0318 | -3.8802 | |||||
| IRS ILS 0.00000 04/21/25-0Y* LCH / DIR (EZPWK83FWB95) | 0.08 | 0.0274 | 0.0274 | ||||||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) | 0.08 | 207.69 | 0.0267 | 0.0175 | |||||
| RFR USD SOFR/3.75000 12/18/24-7Y LCH / DIR (EZQ9TQ7T4F86) | 0.08 | 207.69 | 0.0267 | 0.0175 | |||||
| US00441TAE38 / 宏达证券 ACE 2006 HE3 A2D | 0.08 | -1.27 | 0.0263 | -0.0015 | |||||
| RFR JPY MUTK/1.25000 06/18/25-7Y LCH / DIR (EZ9MYT9FCQB5) | 0.07 | 0.0239 | 0.0239 | ||||||
| ZCS BRL 9.955 01/02/24-01/02/29 CME / DIR (EZLQJ9ZXFX78) | 0.07 | -210.94 | 0.0239 | 0.0464 | |||||
| US14889DAJ72 / 双体船 CLO 2014-1 Ltd | 0.07 | -39.13 | 0.0236 | -0.0168 | |||||
| US73316MAE75 / 热门 ABS 抵押贷款 PASS THRO POPLR 2006 C M1 | 0.07 | -2.78 | 0.0236 | -0.0018 | |||||
| US126694K641 / CHL 抵押贷款传递信托 2006-6 SER 2006-6 CL A4 REGD 6.00000000 | 0.07 | 0.00 | 0.0234 | -0.0013 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0232 | 0.0232 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0232 | 0.0232 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0232 | 0.0232 | ||||||
| FANNIE MAE FNR 2024 54 FC / ABS-MBS (US3136BSSC02) | 0.07 | -12.66 | 0.0232 | -0.0046 | |||||
| US12668BDE02 / 另类贷款信托，2005-76 系列，2A1 级 | 0.07 | -4.23 | 0.0229 | -0.0021 | |||||
| US542514HB34 / WaMu 资产支持证书，WaMu 系列 200X-HEX 信托 | 0.07 | -28.26 | 0.0223 | -0.0102 | |||||
| IRS ZAR 8.64900 04/03/24-5Y CME / DIR (EZL3LJP0K748) | 0.07 | 3,200.00 | 0.0221 | 0.0211 | |||||
| US00252GAE98 / 阿米特 2006-1 M1 | 0.07 | -1.49 | 0.0220 | -0.0015 | |||||
| NATURAL GAS FUTR SEP25 XNYM 20250827 / DCO (000000000) | 0.06 | 0.0216 | 0.0216 | ||||||
| US45254NNB90 / 注塑机 2005-2 1M1 | 0.06 | -7.58 | 0.0206 | -0.0025 | |||||
| US19421UAB08 / 大学学生贷款 CASL 2019 A A2 144A | 0.06 | -4.69 | 0.0204 | -0.0020 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (US14687VAB80) | 0.06 | -38.38 | 0.0204 | -0.0146 | |||||
| ZCS BRL 14.88 01/30/25-01/02/29 CME / DIR (EZT2T65HMF92) | 0.06 | 510.00 | 0.0203 | 0.0168 | |||||
| CTEV / 科莱瑞特公司 | 0.06 | 13.46 | 0.0197 | 0.0015 | |||||
| US92916GBE35 / Voya 2012-4 有限公司 | 0.06 | -16.18 | 0.0193 | -0.0045 | |||||
| US02150XAA90 / 全国替代贷款 T CWALT 2007 HY8C A1 | 0.06 | -1.72 | 0.0191 | -0.0016 | |||||
| CORN FUTURE SEP25 XCBT 20250912 / DCO (000000000) | 0.05 | 0.0182 | 0.0182 | ||||||
| FREDDIE MAC FHR 5426 CF / ABS-MBS (US3137HCY227) | 0.05 | -5.36 | 0.0177 | -0.0021 | |||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 0.05 | 0.0166 | 0.0166 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.05 | 0.0165 | 0.0165 | ||||||
| US45254NMZ77 / Impac CMB 信托，2005-2 系列，1A2 级 | 0.05 | -5.88 | 0.0161 | -0.0020 | |||||
| IRS CLP 5.36500 01/23/25-5Y CME / DIR (EZ21WP24H8L3) | 0.05 | 147.37 | 0.0158 | 0.0090 | |||||
| RFR JPY MUTK/0.60000 09/18/24-5Y LCH / DIR (EZ28NWPQHWW5) | 0.05 | -43.75 | 0.0151 | -0.0131 | |||||
| PLATINUM FUTURE OCT25 XNYM 20251029 / DCO (000000000) | 0.04 | 0.0138 | 0.0138 | ||||||
| US86361NAD30 / 结构性资产证券公司抵押贷款信托 2006-GEL4 | 0.04 | -2.50 | 0.0132 | -0.0010 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0132 | 0.0132 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0132 | 0.0132 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0132 | 0.0132 | ||||||
| SILVER FUTURE SEP25 XCEC 20250926 / DCO (000000000) | 0.04 | 0.0132 | 0.0132 | ||||||
| RFR JPY MUTK/2.00000 06/18/25-30Y LCH / DIR (EZGXYMX8TZ55) | 0.04 | 680.00 | 0.0131 | 0.0111 | |||||
| OIS CAD CAONREPO/2.7500 03/19/25-10Y LCH / DIR (EZZHPNBTTS97) | 0.04 | -522.22 | 0.0129 | 0.0164 | |||||
| RFR USD SOFR/4.10000 02/11/25-1Y LCH / DIR (EZR57YL70MG8) | 0.04 | -1,366.67 | 0.0127 | 0.0140 | |||||
| LME PRI ALUM FUTR JUL25 XLME 20250714 / DCO (GB00FVN2W437) | 0.04 | 1,133.33 | 0.0126 | 0.0115 | |||||
| LME PRI ALUM FUTR JUL25 XLME 20250714 / DCO (GB00FVN2W437) | 0.04 | 1,133.33 | 0.0126 | 0.0115 | |||||
| MLPIREIL TRS EQUITY FEDL01+65 BOA / DE (000000000) | 0.04 | 0.0125 | 0.0125 | ||||||
| US170256AD31 / 全国住房贷款 CWHL 2006 HYB5 2A1 | 0.04 | 0.00 | 0.0124 | -0.0007 | |||||
| OIS MXN TIIE1/9.05000 12/18/24-5Y* CME / DIR (EZLPGB7YNJC9) | 0.04 | -85.99 | 0.0123 | -0.0779 | |||||
| US48251JAL70 / KKR CLO 18 有限公司 | 0.04 | -32.69 | 0.0117 | -0.0065 | |||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 0.03 | 0.0116 | 0.0116 | ||||||
| US12669GPR64 / CHL 抵押贷款传递信托 2005 年 2 月 | 0.03 | 0.00 | 0.0110 | -0.0006 | |||||
| US07388DAS71 / 贝尔斯登可调利率 M BSARM 2006 2 3A2 | 0.03 | -3.03 | 0.0109 | -0.0007 | |||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (GB00MP6FM953) | 0.03 | 0.0104 | 0.0104 | ||||||
| RFR GBP SONIO/4.40000 02/10/25-1Y LCH / DIR (EZN268075552) | 0.03 | 100.00 | 0.0102 | 0.0048 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0102 | 0.0102 | ||||||
| CMBX.NA.AAA.10 SP MYC / DCR (000000000) | 0.03 | 0.0101 | 0.0101 | ||||||
| US74922SAE81 / RALI Trust，2006-QS17 系列，A5 级 | 0.03 | 0.00 | 0.0098 | -0.0005 | |||||
| S+P 500 INDEX JUL25 5950 PUT / DE (000000000) | 0.03 | 0.0095 | 0.0095 | ||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0092 | 0.0092 | ||||||
| OIS INR MIBOR/6.00000 09/17/25-5Y LCH / DIR (EZX8GRVTZGW5) | 0.03 | -360.00 | 0.0090 | 0.0128 | |||||
| COFFEE 'C' FUTURE SEP25 IFUS 20250918 / DCO (000000000) | 0.03 | 0.0090 | 0.0090 | ||||||
| CORN FUTURE DEC25 XCBT 20251212 / DCO (000000000) | 0.03 | 0.0090 | 0.0090 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0087 | 0.0087 | ||||||
| MX0SGO0000F0 / 墨西哥乌迪博诺 | 0.03 | 13.64 | 0.0085 | 0.0005 | |||||
| CAN 5YR BOND FUT SEP25 XMOD 20250918 / DIR (000000000) | 0.03 | 0.0084 | 0.0084 | ||||||
| CDX IG43 5Y ICE / DCR (EZ10N17RBN04) | 0.03 | -83.66 | 0.0084 | -0.0455 | |||||
| KC HRW WHEAT FUT DEC25 XCBT 20251212 / DCO (000000000) | 0.02 | 0.0081 | 0.0081 | ||||||
| US07384MWN81 / 贝尔斯登 ARM 信托 2003-5 | 0.02 | -4.17 | 0.0079 | -0.0005 | |||||
| US07387AGE91 / 贝尔斯登可调利率 M BSARM 2005 12 23A1 | 0.02 | 0.00 | 0.0078 | -0.0004 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.02 | 0.0077 | 0.0077 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.02 | 0.0077 | 0.0077 | ||||||
| NY HARB ULSD FUT DEC25 XNYM 20251128 / DCO (000000000) | 0.02 | 0.0073 | 0.0073 | ||||||
| OIS MXN TIIE1+24/8.83* 12/23/25-3Y* CME / DIR (EZWPWCK15XV7) | 0.02 | 75.00 | 0.0072 | 0.0026 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0071 | 0.0071 | ||||||
| RFR JPY MUTK/1.00000 06/18/25-2Y LCH / DIR (EZ1G4CJ6B812) | 0.02 | 216.67 | 0.0065 | 0.0041 | |||||
| US12667LAA08 / 全国资产支持 CERTI CWL 2006 21 1A | 0.02 | -5.26 | 0.0062 | -0.0006 | |||||
| SOYBEAN MEAL FUTR JAN26 XCBT 20260114 / DCO (000000000) | 0.02 | 0.0058 | 0.0058 | ||||||
| LME LEAD FUTURE JUL25 XLME 20250714 / DCO (GB00H249FY92) | 0.02 | 220.00 | 0.0056 | 0.0036 | |||||
| LME LEAD FUTURE JUL25 XLME 20250714 / DCO (GB00H249FY92) | 0.02 | 220.00 | 0.0056 | 0.0036 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0056 | 0.0056 | ||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0055 | 0.0055 | ||||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) | 0.02 | -60.00 | 0.0054 | -0.0087 | |||||
| LOW SU GASOIL G DEC25 IFEU 20251211 / DCO (GB00H6D17608) | 0.02 | 0.0054 | 0.0054 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0053 | 0.0053 | ||||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0053 | 0.0053 | ||||||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | 0.02 | 0.0053 | 0.0053 | ||||||
| LME PRI ALUM FUTR SEP25 XLME 20250915 / DCO (GB00FW35KF69) | 0.02 | 0.0052 | 0.0052 | ||||||
| LME PRI ALUM FUTR SEP25 XLME 20250915 / DCO (GB00FW35KF69) | 0.02 | 0.0052 | 0.0052 | ||||||
| ZCS BRL 12.38 09/23/24-01/02/29 CME / DIR (EZZSRJJGVVG9) | 0.01 | -68.89 | 0.0049 | -0.0110 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0049 | 0.0049 | ||||||
| US66987WDE49 / NOVASTAR 抵押融资信托系列 2005-4 SER 2005-4 CL M1 V/R REGD 2.36800000 | 0.01 | -69.77 | 0.0047 | -0.0106 | |||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.01 | 0.0044 | 0.0044 | ||||||
| BOUGHT AUD SOLD USD 20250805 / DFE (000000000) | 0.01 | 0.0043 | 0.0043 | ||||||
| SUGAR 11 (WORLD) OCT25 IFUS 20250930 / DCO (000000000) | 0.01 | 0.0042 | 0.0042 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0041 | 0.0041 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0040 | 0.0040 | ||||||
| CMBX.NA.AAA.10 SP UAG / DCR (000000000) | 0.01 | 0.0040 | 0.0040 | ||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.01 | 0.0038 | 0.0038 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0038 | 0.0038 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0036 | 0.0036 | ||||||
| COFF ROBUSTA 10TN SEP25 IFEU 20250924 / DCO (GB00KNRFJH91) | 0.01 | 0.0036 | 0.0036 | ||||||
| LME ZINC FUTURE SEP25 XLME 20250915 / DCO (GB00H24CQ015) | 0.01 | 0.0036 | 0.0036 | ||||||
| LME ZINC FUTURE SEP25 XLME 20250915 / DCO (GB00H24CQ015) | 0.01 | 0.0036 | 0.0036 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0036 | 0.0036 | ||||||
| CAN 10YR BOND FUT SEP25 XMOD 20250918 / DIR (000000000) | 0.01 | 0.0035 | 0.0035 | ||||||
| EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF38) | 0.01 | 0.0035 | 0.0035 | ||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.01 | 0.0034 | 0.0034 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0034 | 0.0034 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0034 | 0.0034 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0034 | 0.0034 | ||||||
| IRS HUF 6.20000 03/20/24-5Y CME / DIR (EZ953RRC71L1) | 0.01 | -125.71 | 0.0031 | 0.0156 | |||||
| IRS CLP 5.02500 03/18/24-2Y CME / DIR (EZH5P5Q6TJ68) | 0.01 | 700.00 | 0.0029 | 0.0023 | |||||
| WHEAT FUTURE(CBT) DEC25 XCBT 20251212 / DCO (000000000) | 0.01 | 0.0028 | 0.0028 | ||||||
| RFR JPY MUTK/1.00000 06/18/25-5Y LCH / DIR (EZ2GLHD0M6N1) | 0.01 | -188.89 | 0.0027 | 0.0062 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0026 | 0.0026 | ||||||
| AUST 3YR BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | 0.01 | 0.0026 | 0.0026 | ||||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | 0.01 | 0.0025 | 0.0025 | ||||||
| RFR USD SOFR/3.86629 03/18/25-30Y* LCH / DIR (000000000) | 0.01 | 0.0024 | 0.0024 | ||||||
| CMBX.NA.AAA.10 SP GST / DCR (000000000) | 0.01 | 0.0023 | 0.0023 | ||||||
| NATURAL GAS FUTR JAN26 XNYM 20251229 / DCO (000000000) | 0.01 | 0.0023 | 0.0023 | ||||||
| KC HRW WHEAT FUT SEP25 XCBT 20250912 / DCO (000000000) | 0.01 | 0.0023 | 0.0023 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0022 | 0.0022 | ||||||
| FCT / 芬坎蒂尼公司 | 0.01 | 0.00 | 0.0022 | 0.0001 | |||||
| GASOLINE RBOB FUT DEC25 XNYM 20251128 / DCO (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| XS2708722470 / 融创中国控股有限公司 | 0.01 | 20.00 | 0.0020 | -0.0000 | |||||
| XS2708722041 / 融创中国控股有限公司 | 0.01 | 20.00 | 0.0020 | 0.0001 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| RFR JPY MUTK/1.25000 06/18/25-10Y LCH / DIR (EZHVW867QSM1) | 0.01 | -79.17 | 0.0019 | -0.0066 | |||||
| SOLD HKD BOUGHT USD 20250716 / DFE (000000000) | 0.01 | 0.0019 | 0.0019 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0019 | 0.0019 | ||||||
| LME NICKEL FUTURE SEP25 XLME 20250915 / DCO (GB00H24CMP86) | 0.01 | 0.0018 | 0.0018 | ||||||
| LME NICKEL FUTURE SEP25 XLME 20250915 / DCO (GB00H24CMP86) | 0.01 | 0.0018 | 0.0018 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0017 | 0.0017 | ||||||
| CDX ITRAXX MAIN43 5Y ICE / DCR (EZQ41P4DCR25) | 0.01 | 66.67 | 0.0017 | 0.0003 | |||||
| WTI CRUDE FUTURE DEC25 XNYM 20251120 / DCO (000000000) | 0.01 | 0.0017 | 0.0017 | ||||||
| US86359LPF03 / 结构性资产抵押投资 II 信托，2005-AR5 系列，A3 类 | 0.00 | -20.00 | 0.0017 | -0.0004 | |||||
| CMBX.NA.AAA.9 SP GST / DCR (000000000) | 0.00 | 0.0015 | 0.0015 | ||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| XS2708721662 / 融创中国控股有限公司 | 0.00 | 33.33 | 0.0013 | -0.0000 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0013 | 0.0013 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0013 | 0.0013 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0013 | 0.0013 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0013 | 0.0013 | ||||||
| LEAN HOGS FUTURE OCT25 XCME 20251014 / DCO (000000000) | 0.00 | 0.0013 | 0.0013 | ||||||
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) | 0.00 | 200.00 | 0.0013 | 0.0007 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | ||||||
| BOUGHT PEN SOLD USD 20250825 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | ||||||
| BOUGHT PEN SOLD USD 20250929 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | ||||||
| WHITE SUGAR (ICE) OCT25 IFEU 20250915 / DCO (GB00KFPXMP88) | 0.00 | 0.0010 | 0.0010 | ||||||
| XS2708722710 / 融创中国控股有限公司 | 0.00 | 0.00 | 0.0009 | -0.0000 | |||||
| IRS MXN 8.83500 10/29/24-1Y* (WHT) CME / DIR (EZHF6XHGPMY5) | 0.00 | 0.0008 | 0.0006 | ||||||
| OIS COP IBR/8.62000 01/23/25-5Y CME / DIR (EZ17SFH1K5G4) | 0.00 | -50.00 | 0.0008 | -0.0008 | |||||
| EURO-OAT FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGGA8) | 0.00 | 0.0008 | 0.0008 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| US86359LPD54 / 结构性资产抵押投资 II 信托 2005-AR5 | 0.00 | 0.00 | 0.0007 | -0.0001 | |||||
| XS2708721316 / 融创中国控股有限公司 | 0.00 | 100.00 | 0.0007 | 0.0000 | |||||
| XS2708721159 / 融创中国控股有限公司 | 0.00 | 0.00 | 0.0007 | 0.0000 | |||||
| OIS CAD CAONREPO/3.2500 06/18/25-30Y LCH / DIR (EZFSMVB8KDZ8) | 0.00 | -103.45 | 0.0007 | 0.0110 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| SOYBEAN FUTURE JAN26 XCBT 20260114 / DCO (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| COTTON NO.2 FUTR DEC25 IFUS 20251208 / DCO (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.00 | 0.0006 | 0.0006 | ||||||
| ZCS BRL 13.32 05/08/25-01/02/29 CME / DIR (EZYLW2ZWVNG8) | 0.00 | 0.0006 | 0.0006 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| SOLD PHP BOUGHT USD 20250717 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| SOLD PHP BOUGHT USD 20250717 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| SOLD PHP BOUGHT USD 20250717 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| US863579HD34 / 结构性可调利率抵押贷款信托系列 2004-20 | 0.00 | 0.00 | 0.0004 | -0.0000 | |||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| US86359LPE38 / 结构性资产抵押投资 II 信托 2005-AR5 | 0.00 | 0.00 | 0.0004 | -0.0000 | |||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| SUGAR 11 (WORLD) MAR26 IFUS 20260227 / DCO (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT CNY SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT CNY SOLD USD 20250703 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| SOLD PHP BOUGHT USD 20250717 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT CLP SOLD USD 20250711 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT DKK SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT DKK SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT COP SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| SOLD PHP BOUGHT USD 20250714 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| WHEAT FUTURE(CBT) SEP25 XCBT 20250912 / DCO (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD CNY BOUGHT USD 20250703 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOYBEAN OIL FUTR JAN26 XCBT 20260114 / DCO (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT MXN SOLD USD 20250917 / 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 SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD SEK 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 | ||||||
| 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 | ||||||
| AVGO / 博通公司 | 0.00 | -100.00 | 0.00 | -100.00 | -0.2240 | ||||
| AVGO / 博通公司 | 0.00 | -100.00 | 0.00 | -100.00 | -0.2240 | ||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT SEK SOLD USD 20250804 / 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 SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TWD 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 THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD IDR 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 TRY BOUGHT USD 20250701 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TRY BOUGHT USD 20250701 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TRY BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| IRS CZK 5.22500 07/29/22-5Y CME / DIR (EZR4P8HXZ308) | -0.00 | -0.0001 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD PLN BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TRY BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TRY BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD MYR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD MYR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| IRS EUR 2.00000 09/17/25-2Y LCH / DIR (EZR89VG8W7K1) | -0.00 | -100.00 | -0.0002 | -0.0036 | |||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD TRY BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD HUF BOUGHT USD 20250822 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.00 | -0.0003 | -0.0003 | ||||||
| ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.00 | -0.0003 | -0.0003 | ||||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (DE000F1NGF79) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD TRY BOUGHT USD 20250724 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD COP BOUGHT USD 20250917 / 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 20250716 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| COCOA FUTURE SEP25 IFUS 20250915 / DCO (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| IRS KRW 2.50000 09/17/25-5Y LCH / DIR (EZN8FYM1HQ34) | -0.00 | -120.00 | -0.0004 | -0.0022 | |||||
| RFR GBP SONIO/3.75000 03/19/25-2Y LCH / DIR (EZ2P2JK7KS49) | -0.00 | -104.17 | -0.0004 | -0.0089 | |||||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CZK BOUGHT USD 20250822 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CZK BOUGHT USD 20250822 / 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 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD THB 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 ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | ||||||
| RFR JPY MUTK/2.00000 06/18/25-20Y LCH / DIR (EZPZ8KYD2B68) | -0.00 | -0.0008 | -0.0008 | ||||||
| SOLD CLP BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| SGX IRON ORE 62 SEP25 XSIM 20250930 / DCO (SGXDB0712503) | -0.00 | -0.0009 | -0.0009 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| GOLD 100 OZ FUTR DEC25 XCEC 20251229 / DCO (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| LIVE CATTLE FUTR OCT25 XCME 20251031 / DCO (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | ||||||
| IRS CLP 4.39000 10/01/24-5Y CME / DIR (EZG3PTLNK5H5) | -0.00 | -70.00 | -0.0011 | 0.0026 | |||||
| COPPER FUTURE SEP25 XCEC 20250926 / DCO (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| RFR USD SOFR/3.83000 10/12/23-30Y LCH / DIR (EZ0R2CJ02B95) | -0.00 | -0.0012 | -0.0011 | ||||||
| SOLD TRY BOUGHT USD 20250717 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | ||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0014 | -0.0014 | ||||||
| RFR USD SOFR/3.75000 09/17/25-5Y LCH / DIR (EZH8V115JC41) | -0.00 | -0.0017 | -0.0017 | ||||||
| SOLD PLN BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0017 | -0.0017 | ||||||
| SOLD PEN BOUGHT USD 20260209 / DFE (000000000) | -0.01 | -0.0017 | -0.0017 | ||||||
| IRS CNY 1.50000 09/17/25-5Y LCH / DIR (EZ4WZMTWVYH8) | -0.01 | -122.73 | -0.0018 | -0.0095 | |||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0019 | -0.0019 | ||||||
| SOLD BRL BOUGHT USD 20250903 / DFE (000000000) | -0.01 | -0.0020 | -0.0020 | ||||||
| OIS SGD SIBSORA/2.50000 09/17/25-5Y LCH / DIR (EZZGGFF0BNY0) | -0.01 | 400.00 | -0.0020 | -0.0015 | |||||
| SOLD PLN BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0020 | -0.0020 | ||||||
| SOLD PLN BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0020 | -0.0020 | ||||||
| SOLD PEN BOUGHT USD 20251103 / DFE (000000000) | -0.01 | -0.0021 | -0.0021 | ||||||
| SOLD CLP BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0021 | -0.0021 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0022 | -0.0022 | ||||||
| BRENT CRUDE FUTR MAR26 IFEU 20260130 / DCO (GB00H47KCH57) | -0.01 | -0.0022 | -0.0022 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0022 | -0.0022 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0022 | -0.0022 | ||||||
| S+P 500 INDEX JUL25 5600 PUT / DE (000000000) | -0.01 | -0.0022 | -0.0022 | ||||||
| SOLD PLN BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0023 | -0.0023 | ||||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0024 | -0.0024 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0025 | -0.0025 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0025 | -0.0025 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0025 | -0.0025 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0025 | -0.0025 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0028 | -0.0028 | ||||||
| RFR USD SOFR/3.75000 09/17/25-10Y LCH / DIR (EZ14KKW1SWH7) | -0.01 | -0.0028 | -0.0028 | ||||||
| LME ZINC FUTURE JUL25 XLME 20250714 / DCO (GB00H249H767) | -0.01 | -0.0029 | -0.0028 | ||||||
| LME ZINC FUTURE JUL25 XLME 20250714 / DCO (GB00H249H767) | -0.01 | -0.0029 | -0.0028 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0029 | -0.0029 | ||||||
| SOYBEAN OIL FUTR DEC25 XCBT 20251212 / DCO (000000000) | -0.01 | -0.0032 | -0.0032 | ||||||
| LME LEAD FUTURE SEP25 XLME 20250915 / DCO (GB00H24CNG60) | -0.01 | -0.0032 | -0.0032 | ||||||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | -0.01 | -0.0032 | -0.0032 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | ||||||
| CDX ITRAXX XOV43 5Y ICE / DCR (000000000) | -0.01 | -0.0033 | -0.0033 | ||||||
| SOYBEAN FUTURE NOV25 XCBT 20251114 / DCO (000000000) | -0.01 | -0.0034 | -0.0034 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0034 | -0.0034 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0034 | -0.0034 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0034 | -0.0034 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0035 | -0.0035 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0035 | -0.0035 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0035 | -0.0035 | ||||||
| IRS CLP 5.07000 03/04/24-2Y CME / DIR (EZJK26PD8B58) | -0.01 | 150.00 | -0.0036 | -0.0021 | |||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0036 | -0.0036 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0036 | -0.0036 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0036 | -0.0036 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.01 | -0.0037 | -0.0037 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0040 | -0.0040 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0041 | -0.0041 | ||||||
| IRS CZK 3.53400 03/21/24-5Y CME / DIR (EZ63108P6QC4) | -0.01 | -700.00 | -0.0041 | -0.0049 | |||||
| CDX IG43 10Y ICE / DCR (EZRS7ZV2CX50) | -0.01 | 300.00 | -0.0041 | -0.0029 | |||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0043 | -0.0043 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0048 | -0.0048 | ||||||
| SOLD HUF BOUGHT USD 20250822 / DFE (000000000) | -0.02 | -0.0050 | -0.0050 | ||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0053 | -0.0053 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0054 | -0.0054 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0054 | -0.0054 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0055 | -0.0055 | ||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0055 | -0.0055 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0062 | -0.0062 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0067 | -0.0067 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0067 | -0.0067 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0067 | -0.0067 | ||||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | -0.02 | -0.0069 | -0.0069 | ||||||
| ZCS BRL 12.0 06/27/24-01/02/29 CME / DIR (EZ5FYNSKHKC7) | -0.02 | -57.14 | -0.0071 | 0.0104 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0074 | -0.0074 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0075 | -0.0075 | ||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | -0.02 | -0.0078 | -0.0078 | ||||||
| OIS CAD CAONREPO/3.50000 12/18/24-2Y LCH / DIR (EZJL81TKKH17) | -0.02 | -23.33 | -0.0078 | 0.0027 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.02 | -0.0081 | -0.0081 | ||||||
| LME NICKEL FUTURE JUL25 XLME 20250714 / DCO (GB00H249F944) | -0.03 | -533.33 | -0.0089 | -0.0113 | |||||
| LME NICKEL FUTURE JUL25 XLME 20250714 / DCO (GB00H249F944) | -0.03 | -533.33 | -0.0089 | -0.0113 | |||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.03 | -0.0092 | -0.0092 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0092 | -0.0092 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.03 | -0.0093 | -0.0093 | ||||||
| IRS MYR P 3.50000 09/17/25-5Y BPS / DIR (EZZ4WBLBHBF6) | -0.03 | -0.0094 | -0.0093 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0096 | -0.0096 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.03 | -0.0097 | -0.0097 | ||||||
| JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) | -0.03 | -0.0098 | -0.0098 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0102 | -0.0102 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0104 | -0.0104 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0104 | -0.0104 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0104 | -0.0104 | ||||||
| OIS ILS SHIRON -.901/3.92 4/21/25-5Y LCH / DIR (EZD1S0X9D5D6) | -0.03 | -0.0105 | -0.0105 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0107 | -0.0107 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0108 | -0.0108 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0111 | -0.0111 | ||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | -0.03 | -0.0112 | -0.0112 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0114 | -0.0114 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0114 | -0.0114 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0115 | -0.0115 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0115 | -0.0115 | ||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0121 | -0.0121 | ||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0121 | -0.0121 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.04 | -0.0133 | -0.0133 | ||||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) | -0.04 | -0.0136 | -0.0136 | ||||||
| SOLD COP BOUGHT USD 20250811 / DFE (000000000) | -0.04 | -0.0143 | -0.0143 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.05 | -0.0150 | -0.0150 | ||||||
| CDX IG44 10Y ICE / DCR (EZ2KJYY390G1) | -0.05 | 4,500.00 | -0.0155 | -0.0151 | |||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.05 | -73.56 | -0.0156 | 0.0456 | |||||
| RFR USD SOFR/3.25000 06/18/25-2Y LCH / DIR (EZ1G16SL5DD8) | -0.05 | -246.87 | -0.0160 | -0.0275 | |||||
| RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (EZ0141M3RG43) | -0.05 | -133.10 | -0.0162 | -0.0672 | |||||
| RFR USD SOFR/3.50000 09/17/25-30Y LCH / DIR (EZ9MZMRJSYT0) | -0.05 | -0.0164 | -0.0164 | ||||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.05 | -0.0168 | -0.0168 | ||||||
| COFFEE 'C' FUTURE DEC25 IFUS 20251218 / DCO (000000000) | -0.05 | -0.0168 | -0.0168 | ||||||
| RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (EZXZ4DC8KGZ4) | -0.05 | -0.0171 | -0.0171 | ||||||
| IRS CLP 5.45500 01/27/25-5Y CME / DIR (EZHN68NRTDP4) | -0.05 | -365.00 | -0.0177 | -0.0249 | |||||
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0.05 | -325.00 | -0.0183 | -0.0269 | |||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.06 | -0.0189 | -0.0189 | ||||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02) | -0.06 | -366.67 | -0.0190 | -0.0265 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.06 | -0.0195 | -0.0195 | ||||||
| SOYBEAN MEAL FUTR DEC25 XCBT 20251212 / DCO (000000000) | -0.06 | -0.0196 | -0.0196 | ||||||
| RFR USD SOFR/3.75000 09/17/25-2Y LCH / DIR (EZ7Z8JG63Q68) | -0.06 | -0.0200 | -0.0200 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.06 | -0.0204 | -0.0204 | ||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.07 | -0.0243 | -0.0243 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.07 | -0.0244 | -0.0244 | ||||||
| MLPIREIS TRS EQUITY FEDL01+50 BOA / DE (000000000) | -0.08 | -0.0265 | -0.0265 | ||||||
| OIS ILS SHIRON -.901/0 04/21/25-0Y* LCH / DIR (EZYN01Y0QYZ5) | -0.08 | -0.0275 | -0.0275 | ||||||
| RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) | -0.08 | -0.0275 | -0.0275 | ||||||
| OIS THB THORON/2.00000 09/17/25-5Y LCH / DIR (EZHN0DPKTQK7) | -0.08 | 67.35 | -0.0276 | -0.0101 | |||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.09 | -0.0304 | -0.0304 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.10 | -0.0317 | -0.0317 | ||||||
| OIS COP IBR/7.76500 11/13/24-5Y CME / DIR (EZQ5JGBD1V34) | -0.10 | -3.96 | -0.0325 | 0.0029 | |||||
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) | -0.11 | -0.0358 | -0.0358 | ||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* CME / DIR (000000000) | -0.11 | -0.0374 | -0.0374 | ||||||
| RFR USD SOFR/3.25000 06/18/25-30Y LCH / DIR (EZVR6JLJ0ZB5) | -0.12 | -0.0389 | -0.0389 | ||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.12 | -0.0396 | -0.0396 | ||||||
| OIS CAD CAONREPO/3.00000 06/18/25-5Y LCH / DIR (EZ272ZNDWLQ3) | -0.12 | -0.0408 | -0.0408 | ||||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | -0.13 | -0.0426 | -0.0426 | ||||||
| RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (EZ52H44WTW83) | -0.13 | -200.78 | -0.0432 | -0.0881 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.16 | -0.0538 | -0.0538 | ||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.16 | -0.0546 | -0.0546 | ||||||
| RFR JPY MUTK/1.30000 12/18/24-20Y LCH / DIR (EZWCQL030649) | -0.17 | 25.19 | -0.0563 | -0.0089 | |||||
| RFR USD SOFR/4.15000 09/03/24-4Y* CME / DIR (EZ4809P3F712) | -0.18 | 40.80 | -0.0588 | -0.0148 | |||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -0.20 | -40.43 | -0.0653 | 0.0500 | |||||
| IRS PLN 5.02000 03/21/24-5Y CME / DIR (EZSXLXMNQZT2) | -0.24 | 99.16 | -0.0789 | -0.0371 | |||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.26 | -0.0870 | -0.0870 | ||||||
| RFR USD SOFR/3.50000 06/20/24-30Y LCH / DIR (EZV8ZC6L7CY8) | -0.62 | 13.09 | -0.2072 | -0.0146 | |||||
| IRS EUR 0.08050 03/10/22-9Y* LCH / DIR (EZNDR6Q2ZXR5) | -1.30 | 4.17 | -0.4323 | 0.0041 | |||||
| US01F0226831 / 联邦国民抵押贷款协会 30 年 待定 8 月 | -1.99 | -193.65 | -0.6625 | -1.3831 | |||||
| US01F0206874 / UMBS TBA 30YR 2% 20 年 8 月即将公布 2.00000000 | -4.75 | -389.11 | -1.5818 | -2.1393 |
