基本统计
| 投资组合价值 | $ 314,203,315 |
| 当前头寸 | 405 |
最新持仓、表现、资产管理规模（来源：13F、13D）
FXIRX - 固定收益股票：R 系列 R 系列 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 405。 最新的投资组合价值计算为$314,203,315美元。实际管理资产（AUM）是指该价值加上现金（未披露）。 FXIRX - Fixed Income SHares: Series R Series R的最主要持仓是 US TREASURY I/L 2.375% 10-15-28 (US:US91282CJH51) , United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , United States Treasury Inflation Indexed Bonds (US:US912828Z377) , United States Treasury Inflation Indexed Bonds (US:US9128287D64) , and U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) . FXIRX - Fixed Income SHares: Series R Series R的新头寸包括 US TREASURY I/L 2.375% 10-15-28 (US:US91282CJH51) , United States Treasury Inflation Indexed Bonds (US:US91282CHP95) , United States Treasury Inflation Indexed Bonds (US:US912828Z377) , United States Treasury Inflation Indexed Bonds (US:US9128287D64) , and U.S. Treasury Inflation Linked Notes (US:US91282CEZ05) .
本季度最大增持
我们使用投资组合配置中的变化，因为这是最有意义的指标。变化可能是由于交易或股价的变化。
| 证券 | 股票 (百万) |
价值 ($百万) |
投资组合 % | Δ投资组合 % |
|---|---|---|---|---|
| 13.63 | 8.5371 | 6.2028 | ||
| 7.00 | 4.3889 | 4.3889 | ||
| 6.74 | 4.2247 | 4.2247 | ||
| 4.65 | 2.9114 | 2.9114 | ||
| 7.55 | 4.7333 | 1.9740 | ||
| 13.20 | 8.2734 | 1.5429 | ||
| 6.30 | 3.9504 | 1.3328 | ||
| 2.00 | 1.2547 | 1.2547 | ||
| 1.70 | 1.0659 | 1.0659 | ||
| 1.70 | 1.0628 | 1.0628 |
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 ($百万) |
投资组合 % | Δ投资组合 % |
|---|---|---|---|---|
| 9.55 | 5.9849 | -7.8501 | ||
| 11.57 | 7.2486 | -4.4712 | ||
| 4.74 | 2.9670 | -1.7570 | ||
| 10.41 | 6.5193 | -1.6912 | ||
| 4.56 | 2.8551 | -0.5773 | ||
| -0.88 | -0.5542 | -0.5542 | ||
| 0.39 | 0.2462 | -0.4131 | ||
| -0.54 | -0.3357 | -0.3590 | ||
| 4.33 | 2.7102 | -0.2919 | ||
| -0.28 | -0.1761 | -0.2910 |
13F和基金备案
此表格于 2025-08-29 提交，报告期为 2025-06-30。 该投资者未披露计入股份的证券，因此省略了下表中与股份相关的列。 点击链接图标 查看完整的交易历史记录。
升级以解锁高级数据并导出到Excel
。
022-07-28：重要提示-我们更改了此表中Δ 投资组合 % 列的处理方式。此前，我们将其报告为投资组合配置中的百分比变化 。我们现在将其报告为投资组合配置的原始变化（仍以百分比报告）。就公式而言，我们之前将其报告为100*（当前配置-前期配置）/前期配置。我们现在将其报告为（当前配置-前期配置）。
| 证券 | 类型 | Δ股票 (%) |
价值 ($百万) |
投资组合 (%) |
Δ投资组合 (%) |
|
|---|---|---|---|---|---|---|
| US91282CJH51 / 美国财政部 I/L 2.375% 10-15-28 | 14.89 | 0.55 | 9.3264 | -0.0483 | ||
| TSY INFL IX N/B 10/29 1.625 / DBT (US91282CLV18) | 13.63 | 269.64 | 8.5371 | 6.2028 | ||
| US91282CHP95 / 美国国债通胀指数债券 | 13.55 | 0.56 | 8.4867 | -0.0438 | ||
| TSY INFL IX N/B 07/34 1.875 / DBT (US91282CLE92) | 13.20 | 24.24 | 8.2734 | 1.5429 | ||
| US912828Z377 / 美国国债通胀指数债券 | 11.57 | -37.49 | 7.2486 | -4.4712 | ||
| US9128287D64 / 美国国债通胀指数债券 | 11.44 | 1.26 | 7.1704 | 0.0126 | ||
| US91282CEZ05 / 美国国债通胀挂钩票据 | 10.41 | -19.75 | 6.5193 | -1.6912 | ||
| US9128282L36 / 美国国债通胀指数债券 | 10.40 | 0.78 | 6.5170 | -0.0194 | ||
| US01F0426811 / UMBS 待定 | 9.94 | 1.39 | 6.2306 | -0.0636 | ||
| US91282CCM10 / 美国国债通胀指数债券 | 9.55 | -56.28 | 5.9849 | -7.8501 | ||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 9.00 | 0.30 | 5.6414 | -0.0434 | ||
| US91282CDX65 / 美国国债通胀指数债券 | 7.55 | 73.38 | 4.7333 | 1.9740 | ||
| US9128283R96 / 美国国债通胀指数债券 | 7.33 | 0.91 | 4.5905 | -0.0076 | ||
| US91282CFR79 / 美国国债通胀指数债券 | 7.13 | 0.61 | 4.4655 | -0.0212 | ||
| TSY INFL IX N/B 04/30 1.625 / DBT (US91282CNB36) | 7.00 | 4.3889 | 4.3889 | |||
| GNMA II POOL MB0420 G2 06/55 FIXED 3.5 / ABS-MBS (US3618N5PE30) | 6.74 | 4.2247 | 4.2247 | |||
| US91282CBF77 / 美国国债通胀指数债券 | 6.54 | 1.32 | 4.1002 | 0.0099 | ||
| TSY INFL IX N/B 01/35 2.125 / DBT (US91282CML27) | 6.30 | 52.53 | 3.9504 | 1.3328 | ||
| US912810RR14 / 美国国债通胀指数债券 | 5.74 | -2.99 | 3.5958 | -0.1511 | ||
| JP1120241K56 / 日本政府CPI挂钩债券 | 5.64 | 5.66 | 3.5334 | 0.1531 | ||
| FED HM LN PC POOL SD8409 FR 03/54 FIXED 6 / ABS-MBS (US3132DWKW28) | 5.48 | -4.89 | 3.4331 | -0.2153 | ||
| FED HM LN PC POOL SD8475 FR 11/54 FIXED 5.5 / ABS-MBS (US3132DWMY65) | 5.00 | -2.44 | 3.1344 | -0.1124 | ||
| US9128285W63 / 美国国债通胀指数债券 | 4.75 | 37.09 | 2.9782 | 0.7822 | ||
| US91282CGK18 / 美国国债通胀挂钩票据 | 4.74 | -36.52 | 2.9670 | -1.7570 | ||
| GNMA II POOL MB0304 G2 04/55 FIXED 3.5 / ABS-MBS (US3618N5KS70) | 4.65 | 2.9114 | 2.9114 | |||
| US912810PV44 / 美国国债通胀指数债券 | 4.58 | 0.61 | 2.8714 | -0.0130 | ||
| EW / 爱德华兹生命科学公司 | 4.56 | -45.66 | 2.8551 | -0.5773 | ||
| US31418EYP95 / FNMA 30年 6.5% 01/12/2053#MA5217 | 4.33 | -8.76 | 2.7102 | -0.2919 | ||
| FNMA POOL MA5328 FN 04/54 FIXED 6 / ABS-MBS (US31418E4N74) | 4.28 | -4.55 | 2.6791 | -0.1577 | ||
| US38383KFR86 / 政府国民抵押贷款协会 | 3.65 | -1.48 | 2.2888 | -0.0597 | ||
| US912810QV35 / 美国国债通胀指数债券 | 3.52 | 25.05 | 2.2051 | 0.4227 | ||
| US38383KGP12 / 政府全国抵押贷款协会 SER 2023-H24 CL FA V/R 6.27507000 | 3.50 | -2.70 | 2.1936 | -0.0850 | ||
| FR0013519253 / 法兰西共和国政府债券OAT | 3.28 | 9.73 | 2.0566 | 0.1620 | ||
| ACI12NZL6 / 日本政府 CPI 挂钩债券 03/28 0.1 | 3.21 | 4.98 | 2.0091 | 0.0750 | ||
| US91282CEJ62 / 美国国债通胀指数债券 | 3.00 | 0.70 | 1.8819 | -0.0066 | ||
| US912810RA88 / 美国国债通胀指数债券 | 2.93 | -2.43 | 1.8338 | -0.0655 | ||
| US912810FD55 / 美国国债 3 5/8% Tii 30 年 Bd 4/15/28 | 2.76 | 0.22 | 1.7312 | -0.0153 | ||
| US912810QP66 / 美国国债通胀指数债券 | 2.54 | -11.96 | 1.5911 | -0.2354 | ||
| US912810SG40 / 美国国债通胀指数债券 | 2.53 | -3.70 | 1.5835 | -0.0787 | ||
| US912810SV17 / 美国国债通胀指数债券 | 2.28 | -4.36 | 1.4311 | -0.0813 | ||
| MAN EURO CLO MECLO 2023 1A A 144A / ABS-CBDO (XS2700382042) | 2.13 | 9.08 | 1.3321 | 0.0974 | ||
| ARCANO EURO CLO ARCAN 2A A / ABS-CBDO (XS3109623689) | 2.00 | 1.2547 | 1.2547 | |||
| US912828ZZ63 / 美国国债通胀指数债券 | 2.00 | 1.27 | 1.2522 | 0.0026 | ||
| US38383KEF57 / 政府国民抵押贷款 A GNR 2023 H22 FB | 1.97 | -0.40 | 1.2352 | -0.0182 | ||
| US912810RL44 / 美国国债通胀指数债券 | 1.86 | -2.82 | 1.1662 | -0.0471 | ||
| US38383KHV70 / 政府全国抵押贷款协会 SER 2023-H27 CL FD V/R 6.42200000 | 1.77 | -1.83 | 1.1084 | -0.0328 | ||
| BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A / ABS-CBDO (US05684NAL55) | 1.70 | 1.0659 | 1.0659 | |||
| US912810QF84 / 美国国债通胀指数债券 | 1.70 | -1.39 | 1.0655 | -0.0263 | ||
| FANNIE MAE FNR 2025 47 FJ / ABS-MBS (US3136BWNH55) | 1.70 | 1.0628 | 1.0628 | |||
| US912810TE82 / 美国国债通胀指数债券 | 1.60 | -4.82 | 1.0033 | -0.0620 | ||
| AGL CLO 14, LTD. AGL 2021 14A AR 144A / ABS-CBDO (US00851WAL37) | 1.60 | 0.00 | 1.0029 | -0.0104 | ||
| RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM / RA (000000000) | 1.60 | 1.0025 | 1.0025 | |||
| PALMER SQUARE CLO LTD PLMRS 2015 1A A1A5 144A / ABS-CBDO (US69689ABU34) | 1.60 | 0.00 | 1.0008 | -0.0107 | ||
| US912810TP30 / 美国财政部 I/L 1.5% 02-15-53 | 1.54 | -3.87 | 0.9648 | -0.0496 | ||
| ARES CLO LTD ARES 2017 45A BR 144A / ABS-CBDO (US04016QAG10) | 1.50 | 0.9405 | 0.9405 | |||
| US912810SM18 / 美国 TII .25 02/15/2050 (TIPS) | 1.49 | -3.88 | 0.9318 | -0.0485 | ||
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A / ABS-CBDO (XS2934650610) | 1.44 | -2.17 | 0.9034 | -0.0298 | ||
| TSY INFL IX N/B 02/54 2.125 / DBT (US912810TY47) | 1.44 | -3.69 | 0.8997 | -0.0444 | ||
| US912810PZ57 / 美国国债通胀指数债券 | 1.43 | 0.49 | 0.8953 | -0.0047 | ||
| RFR USD SOFR/2.86500 02/13/24-30Y LCH / DIR (EZLBBPTCYY71) | 1.32 | 12.95 | 0.8256 | 0.0868 | ||
| FR0014001N38 / 法兰西共和国 | 1.24 | 10.56 | 0.7743 | 0.0668 | ||
| US912810SB52 / 美国国债通胀指数债券 | 1.23 | -3.38 | 0.7716 | -0.0353 | ||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA / ABS-MBS (US38383KHN54) | 1.20 | -0.50 | 0.7545 | -0.0118 | ||
| IRS EUR 0.19700 11/08/22-30Y LCH / DIR (EZ3H5XY3RVT8) | 1.12 | 10.95 | 0.6991 | 0.0626 | ||
| AVOCA STATIC CLO AVOST 1A AR 144A / ABS-CBDO (XS2935873880) | 1.09 | 0.65 | 0.6827 | -0.0030 | ||
| RFRF USD SOFR/2.23650 11/21/23-30Y LCH / DIR (EZX8X7WQFX07) | 1.04 | 6.80 | 0.6492 | 0.0347 | ||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 0.99 | 12.66 | 0.6191 | 0.0633 | ||
| US912828Y388 / 美国国债通胀指数债券 | 0.88 | 0.91 | 0.5537 | -0.0007 | ||
| CA135087VS05 / 加拿大政府实际回报债券 | 0.86 | 5.25 | 0.5404 | 0.0211 | ||
| FNMA POOL MA5355 FN 05/54 FIXED 6.5 / ABS-MBS (US31418E5R79) | 0.82 | -8.83 | 0.5117 | -0.0555 | ||
| US912810RW09 / 美国国债通胀指数债券 | 0.81 | -3.33 | 0.5102 | -0.0232 | ||
| US65536HAH12 / 野村房屋净值贷款公司，房屋净值贷款信托，2006-WF1 系列 | 0.76 | -3.56 | 0.4757 | -0.0232 | ||
| DK0009535478 / Nykredit Realkredit A/S，01E 系列。 | 0.73 | 8.58 | 0.4600 | 0.0317 | ||
| DK0004622925 / Realkredit Danmark A/S，23S 系列 | 0.65 | 8.68 | 0.4083 | 0.0285 | ||
| IRS EUR 0.19500 11/04/22-30Y LCH / DIR (EZZLWXLX9PF2) | 0.65 | 11.00 | 0.4050 | 0.0362 | ||
| IRS EUR 0.19500 11/04/22-30Y LCH / DIR (EZZLWXLX9PF2) | 0.65 | 11.00 | 0.4050 | 0.0362 | ||
| XS2339017928 / 凯雷全球市场策略 CGMSE 2014 2A AR1 144A | 0.53 | -10.85 | 0.3348 | -0.0449 | ||
| US912810FQ68 / 美国 Treas Bds Treas 债券 | 0.51 | 0.59 | 0.3215 | -0.0016 | ||
| XS2313672177 / 曼 GLG 欧洲 CLO GLGE 5A A1R 144A | 0.51 | -23.19 | 0.3200 | -0.1008 | ||
| TSY INFL IX N/B 02/55 2.375 / DBT (US912810UH94) | 0.49 | 0.3082 | 0.3082 | |||
| US68373BAA98 / 开放 TR 2023-空气 TSFR1M+308.92 2028 年 10 月 15 日 144A | 0.46 | -39.66 | 0.2910 | -0.1964 | ||
| US17307GP856 / 花旗集团抵押贷款信托公司 | 0.46 | 0.43 | 0.2905 | -0.0017 | ||
| US12668PAA03 / 另类贷款信托 2006-OA17 | 0.41 | -1.93 | 0.2550 | -0.0076 | ||
| US912828V491 / 美国国债通胀指数债券 | 0.39 | -62.34 | 0.2462 | -0.4131 | ||
| US45660N2W44 / IndyMac INDX 抵押贷款信托 2004-AR10 | 0.39 | -0.51 | 0.2450 | -0.0042 | ||
| GNMA II POOL MB0201 G2 02/55 FIXED 3.5 / ABS-MBS (US3618N5GK90) | 0.36 | 0.2278 | 0.2278 | |||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | 0.33 | 0.2038 | 0.2038 | |||
| IRS EUR 2.87880 06/12/23-9Y* LCH / DIR (EZ5JG9VPYGY0) | 0.29 | 26.20 | 0.1814 | 0.0358 | ||
| DK0004619467 / Realkredit 丹麦 A/S | 0.29 | 8.71 | 0.1801 | 0.0128 | ||
| IT0005387052 / 意大利 博尼·波利纳利·德尔·特索罗 | 0.28 | 11.42 | 0.1779 | 0.0164 | ||
| GNMA II POOL MB0088 G2 12/54 FIXED 3.5 / ABS-MBS (US3618N5C239) | 0.27 | 0.1712 | 0.1712 | |||
| US38380LJY02 / 政府国民抵押贷款协会 | 0.25 | -1.20 | 0.1556 | -0.0035 | ||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 0.24 | 0.1505 | 0.1505 | |||
| US05951EAC12 / 美国银行资金信托，2006-J 系列，2A1 级 | 0.23 | -4.12 | 0.1464 | -0.0079 | ||
| FED HM LN PC POOL QI4230 FR 04/54 FIXED 6.5 / ABS-MBS (US3133WAVX34) | 0.23 | -6.80 | 0.1461 | -0.0126 | ||
| DK0009403727 / JYSKE REALKREDIT A/S 涵盖 10/53 1.5 | 0.23 | 9.39 | 0.1460 | 0.0109 | ||
| INF SWAP US IT 2.31125 02/24/21-10Y LCH / DIR (EZ0098TXC0B7) | 0.18 | -4.19 | 0.1149 | -0.0063 | ||
| US17309PAS56 / 花旗集团抵押贷款信托 2006-AMC1 | 0.17 | -5.08 | 0.1053 | -0.0074 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.16 | 0.1020 | 0.1020 | |||
| 3MO EURO EURIBOR SEP26 IFLL 20260914 / DIR (GB00J8R2ZN46) | 0.16 | 1,191.67 | 0.0976 | 0.0896 | ||
| US41161PSV66 / HarborView 抵押贷款信托 2005-9 | 0.15 | -4.37 | 0.0960 | -0.0056 | ||
| RFR USD SOFR/3.50000 06/20/24-30Y CME / DIR (EZV8ZC6L7CY8) | 0.15 | 14.62 | 0.0940 | 0.0116 | ||
| US61744CNC63 / 摩根士丹利 ABS Capital I Inc 信托 2005-HE2 | 0.15 | -3.95 | 0.0918 | -0.0050 | ||
| CH1214797172 / 瑞士信贷集团 | 0.13 | 9.09 | 0.0832 | 0.0061 | ||
| RFR JPY MUTK/0.50000 12/15/21-10Y LCH / DIR (EZBGMDDJHGZ6) | 0.13 | -20.00 | 0.0802 | -0.0216 | ||
| INF SWAP EM NI 2.763 09/15/23-30Y LCH / DIR (EZSV4JHYN6X0) | 0.12 | 7.83 | 0.0779 | 0.0046 | ||
| BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 / DBT (IT0005588881) | 0.12 | 13.08 | 0.0763 | 0.0082 | ||
| EURO-OAT FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGGA8) | 0.11 | 0.0719 | 0.0719 | |||
| INF SWAP EM NI 2.7 04/15/23-30Y LCH / DIR (EZ0Y9J6GR2R2) | 0.11 | 8.08 | 0.0673 | 0.0044 | ||
| FNMA POOL MA5273 FN 02/54 FIXED 6.5 / ABS-MBS (US31418E2F68) | 0.10 | -9.17 | 0.0621 | -0.0070 | ||
| FED HM LN PC POOL SD8447 FR 07/54 FIXED 6 / ABS-MBS (US3132DWL438) | 0.09 | -4.17 | 0.0578 | -0.0037 | ||
| GNMA II POOL MB0255 G2 03/55 FIXED 3.5 / ABS-MBS (US3618N5H931) | 0.09 | 0.0565 | 0.0565 | |||
| US17311XAA37 / 花旗集团抵押贷款信托 2007-AMC2 | 0.09 | 0.00 | 0.0555 | -0.0008 | ||
| INF SWAP US IT 2.703 05/25/21-5Y LCH / DIR (000000000) | 0.08 | 0.0515 | 0.0515 | |||
| DK0002050368 / Nordea Kredit Realkreditaktieselkab | 0.08 | 8.11 | 0.0507 | 0.0035 | ||
| INF SWAP US IT 2.813 05/14/21-5Y LCH / DIR (000000000) | 0.08 | 0.0473 | 0.0473 | |||
| INF SWAP US IT 2.2147 10/10/24-1Y LCH / DIR (000000000) | 0.07 | 0.0470 | 0.0470 | |||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0.07 | 0.0437 | 0.0437 | |||
| DK0002051093 / Nordea Kredit Realkreditaktieselkab | 0.07 | 8.33 | 0.0413 | 0.0032 | ||
| INF SWAP US IT 2.69 06/01/21-5Y LCH / DIR (000000000) | 0.06 | 0.0372 | 0.0372 | |||
| XS0262719320 / GRIFONAS FINANCE PLC GRIF 1 A REGS | 0.06 | 7.84 | 0.0346 | 0.0022 | ||
| BOUGHT BRL SOLD USD 20251002 / DFE (000000000) | 0.04 | 0.0269 | 0.0269 | |||
| US75114NAA28 / RALI系列信托 | 0.04 | -4.55 | 0.0269 | -0.0010 | ||
| DK0004619624 / Realkredit 丹麦 A/S | 0.04 | 11.11 | 0.0251 | 0.0019 | ||
| INF SWAP GB NI 3.5 08/15/24-10Y LCH / DIR (EZ2T5PFXSD76) | 0.04 | 137.50 | 0.0239 | 0.0132 | ||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | 0.04 | 0.0225 | 0.0225 | |||
| FCT / 芬坎蒂尼公司 | 0.04 | 9.38 | 0.0222 | 0.0018 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0218 | 0.0218 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0218 | 0.0218 | |||
| EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF38) | 0.03 | 0.0207 | 0.0207 | |||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0205 | 0.0205 | |||
| INF SWAP EM NI 2.59 12/15/22-30Y LCH / DIR (EZQNRNKDZTL1) | 0.03 | 10.71 | 0.0196 | 0.0015 | ||
| INF SWAP EM NI 2.682 10/15/23-30Y LCH / DIR (EZW0QN60W2Z4) | 0.03 | -53.23 | 0.0186 | -0.0210 | ||
| INF SWAP EM NI 2.682 10/15/23-30Y LCH / DIR (EZW0QN60W2Z4) | 0.03 | -53.23 | 0.0186 | -0.0210 | ||
| INF SWAP US IT 3.323 04/23/25-1Y LCH / DIR (000000000) | 0.03 | 0.0177 | 0.0177 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0151 | 0.0151 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0145 | 0.0145 | |||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | 0.02 | 0.0142 | 0.0142 | |||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0141 | 0.0141 | |||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | 0.02 | 0.0136 | 0.0136 | |||
| US437084CE47 / 房屋净值资产信托 | 0.02 | -4.76 | 0.0128 | -0.0007 | ||
| US805564RN38 / 撒克逊资产证券信托 2005 年 1 月 | 0.02 | -9.52 | 0.0120 | -0.0014 | ||
| NATURAL GAS FUTR SEP25 XNYM 20250827 / DCO (000000000) | 0.02 | 0.0118 | 0.0118 | |||
| INF SWAP EM NI 3.0 05/15/22-5Y LCH / DIR (EZN2TP3YT3J6) | 0.02 | 325.00 | 0.0110 | 0.0084 | ||
| INF SWAP EM NI 3.0 05/15/22-5Y LCH / DIR (EZN2TP3YT3J6) | 0.02 | 325.00 | 0.0110 | 0.0084 | ||
| INF SWAP EM NI 3.0 05/15/22-5Y LCH / DIR (EZN2TP3YT3J6) | 0.02 | 325.00 | 0.0110 | 0.0084 | ||
| RFR USD SOFR/3.25000 06/18/25-9Y LCH / DIR (EZVYZM8DK482) | 0.02 | -84.91 | 0.0103 | -0.0573 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0097 | 0.0097 | |||
| CORN FUTURE SEP25 XCBT 20250912 / DCO (000000000) | 0.01 | 0.0093 | 0.0093 | |||
| RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH / DIR (EZCHL9CX9GW0) | 0.01 | -22.22 | 0.0089 | -0.0026 | ||
| US3128NFFX03 / 联邦HLMC | 0.01 | 0.00 | 0.0088 | -0.0003 | ||
| RFR USD SOFR/4.25000 12/20/23-2Y LCH / DIR (EZM7XR6RB2D5) | 0.01 | -244.44 | 0.0088 | 0.0149 | ||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0085 | 0.0085 | |||
| INF SWAP GB NI 3.466 09/15/24-10Y LCH / DIR (EZ6H5KXS0QT8) | 0.01 | 200.00 | 0.0076 | 0.0049 | ||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0075 | 0.0075 | |||
| DK0002050012 / 北欧信用银行 REALKREDIT /DKK/ REGD 1.50000000 | 0.01 | 10.00 | 0.0069 | 0.0005 | ||
| DK0009532020 / Nykredit Realkredit AS | 0.01 | 0.00 | 0.0069 | 0.0005 | ||
| BOUGHT GBP SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0066 | 0.0066 | |||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) | 0.01 | -16.67 | 0.0064 | -0.0016 | ||
| INF SWAP EM NI 2.58 03/15/22-30Y LCH / DIR (EZG97SKZBKQ4) | 0.01 | -16.67 | 0.0064 | -0.0016 | ||
| PLATINUM FUTURE OCT25 XNYM 20251029 / DCO (000000000) | 0.01 | 0.0063 | 0.0063 | |||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.01 | 0.0061 | 0.0061 | |||
| US57563NAA63 / 马萨诸塞州教育财政局 SER 2008-1 CL A1 V/R 2.88963000 | 0.01 | 0.00 | 0.0060 | -0.0003 | ||
| US31396PMC22 / 房利美 REMICS | 0.01 | -12.50 | 0.0050 | -0.0002 | ||
| RFR JPY MUTK/0.55000 09/14/23-5Y LCH / DIR (EZ0DH7NGQM44) | 0.01 | -46.15 | 0.0049 | -0.0036 | ||
| DK0002050442 / Nordea Kredit Realkreditaktieselkab | 0.01 | 0.00 | 0.0043 | 0.0003 | ||
| CORN FUTURE DEC25 XCBT 20251212 / DCO (000000000) | 0.01 | 0.0041 | 0.0041 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0038 | 0.0038 | |||
| COPPER FUTURE SEP25 XCEC 20250926 / DCO (000000000) | 0.01 | 0.0038 | 0.0038 | |||
| US3138WGAM64 / 房利美泳池 | 0.01 | -16.67 | 0.0037 | -0.0001 | ||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0037 | 0.0037 | |||
| INF SWAP EM NI 1.636 06/15/25-2Y LCH / DIR (EZ3WDPMPJN09) | 0.01 | 0.0037 | 0.0037 | |||
| NY HARB ULSD FUT DEC25 XNYM 20251128 / DCO (000000000) | 0.01 | 0.0036 | 0.0036 | |||
| MILL WHEAT EURO SEP25 XPAR 20250910 / DCO (FREN00432202) | 0.01 | 400.00 | 0.0033 | 0.0026 | ||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) | 0.01 | 0.0033 | 0.0033 | |||
| US362341RX95 / GSR 抵押贷款信托，2005-AR6 系列，2A1 级 | 0.01 | 0.00 | 0.0033 | -0.0002 | ||
| DK0004620127 / REALKREDIT 丹麦涵盖 REGS 10/53 2 | 0.00 | 0.00 | 0.0030 | 0.0002 | ||
| SUGAR 11 (WORLD) OCT25 IFUS 20250930 / DCO (000000000) | 0.00 | 0.0030 | 0.0030 | |||
| US3128NHPT47 / 联邦住房贷款抵押公司 3.249% 09/01/2036 FHLMC ARM | 0.00 | -20.00 | 0.0029 | -0.0007 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0029 | 0.0029 | |||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (DE000F1NGF79) | 0.00 | 0.0029 | 0.0029 | |||
| US61913PAN24 / MortgageIT 信托 2004 年 2 月 | 0.00 | 0.00 | 0.0029 | -0.0001 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0029 | 0.0029 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0029 | 0.0029 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0029 | 0.0029 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0029 | 0.0029 | |||
| KC HRW WHEAT FUT DEC25 XCBT 20251212 / DCO (000000000) | 0.00 | 0.0026 | 0.0026 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0023 | 0.0023 | |||
| LOW SU GASOIL G DEC25 IFEU 20251211 / DCO (GB00H6D17608) | 0.00 | 0.0022 | 0.0022 | |||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0022 | 0.0022 | |||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0020 | 0.0020 | |||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0020 | 0.0020 | |||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.00 | 0.0020 | 0.0020 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0020 | 0.0020 | |||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0019 | 0.0019 | |||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0019 | 0.0019 | |||
| DK0002047224 / Nordea Kredit Realkreditaktieselkab | 0.00 | 0.00 | 0.0019 | 0.0001 | ||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.00 | 0.0018 | 0.0018 | |||
| KC HRW WHEAT FUT SEP25 XCBT 20250912 / DCO (000000000) | 0.00 | 0.0016 | 0.0016 | |||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0016 | 0.0016 | |||
| WTI CRUDE FUTURE DEC25 XNYM 20251120 / DCO (000000000) | 0.00 | 0.0016 | 0.0016 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0016 | 0.0016 | |||
| SOYBEAN MEAL FUTR JAN26 XCBT 20260114 / DCO (000000000) | 0.00 | 0.0015 | 0.0015 | |||
| SOYBEAN FUTURE JAN26 XCBT 20260114 / DCO (000000000) | 0.00 | 0.0015 | 0.0015 | |||
| LME NICKEL FUTURE SEP25 XLME 20250915 / DCO (GB00H24CMP86) | 0.00 | 0.0014 | 0.0014 | |||
| DK0009798803 / NYKREDIT REAL KREDIT 涵盖监管范围 10/47 2.5 | 0.00 | 0.00 | 0.0014 | 0.0001 | ||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0013 | 0.0013 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0013 | 0.0013 | |||
| WHEAT FUTURE(CBT) DEC25 XCBT 20251212 / DCO (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| GASOLINE RBOB FUT DEC25 XNYM 20251128 / DCO (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| WHEAT FUTURE(CBT) SEP25 XCBT 20250912 / DCO (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| DK0009292559 / REALKREDIT 丹麦 覆盖 07/47 2.5 | 0.00 | 0.00 | 0.0010 | 0.0001 | ||
| DK0009522815 / NYKREDIT REALKREDIT 受监管 10/50 1 | 0.00 | 0.00 | 0.0009 | 0.0001 | ||
| US86364LAA08 / 结构性资产证券 CO SASC 2007 WF2 A1 | 0.00 | -50.00 | 0.0009 | -0.0008 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| INF SWAP EM NI 2.6 05/15/22-10Y LCH / DIR (EZYR3JTTYH67) | 0.00 | -66.67 | 0.0008 | -0.0014 | ||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| US31406DAF33 / 房利美泳池 | 0.00 | 0.00 | 0.0007 | -0.0000 | ||
| NATURAL GAS FUTR JAN26 XNYM 20251229 / DCO (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| BOUGHT SGD SOLD 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 | |||
| BOUGHT ZAR SOLD USD 20250723 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| WHITE SUGAR (ICE) OCT25 IFEU 20250915 / DCO (GB00KFPXMP88) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT TWD SOLD USD 20250714 / 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 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 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| LEAN HOGS FUTURE OCT25 XCME 20251014 / DCO (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| SUGAR 11 (WORLD) MAR26 IFUS 20260227 / DCO (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 | |||
| COTTON NO.2 FUTR DEC25 IFUS 20251208 / DCO (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT SGD 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 SGD 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 IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOYBEAN OIL FUTR JAN26 XCBT 20260114 / DCO (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| DK0009527376 / Nykredit Realkredit A/S，01E 系列 | 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 | |||
| NDASS / 北欧信贷 REALKREDIT 覆盖 10/47 2.5 | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD SEK BOUGHT USD 20250804 / 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 | |||
| DK0009532889 / NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 01E* 2.00000000 | 0.00 | 0.0000 | 0.0000 | |||
| DK0004612454 / REALKREDIT 丹麦 A/S 涵盖 10/50 1 | 0.00 | 0.0000 | 0.0000 | |||
| DK0004619384 / REALKREDIT 丹麦涵盖 REGS 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | |||
| DK0009403644 / JYSKE REALKREDIT A/S 涵盖 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | |||
| DK0004611803 / REALKREDIT 丹麦涵盖 REGS 10/50 1.5 | 0.00 | 0.0000 | 0.0000 | |||
| DK0009527293 / NYKREDIT REALKREDIT 涵盖 REGS 10/53 1 | 0.00 | 0.0000 | 0.0000 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | 0.00 | -0.0000 | -0.0000 | |||
| DK0009528424 / NYKREDIT REAL KREDIT 涵盖监管范围 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | |||
| DK0004616281 / 房地产 DKK SR SEC SF 覆盖 1.0% 10-01-53 | 0.00 | 0.0000 | 0.0000 | |||
| DK0009397069 / JYSK REALKREDIT A/S 涵盖的法规 10/50 1 | 0.00 | 0.0000 | 0.0000 | |||
| DK0009527616 / NYKREDIT REAL KREDIT 涵盖监管范围 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | |||
| DK0002044551 / Nordea KREDIT REALKREDIT 覆盖 REGS 10/50 1 | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD THB BOUGHT USD 20250716 / 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 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD NOK 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 PLN BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SGX IRON ORE 62 SEP25 XSIM 20250930 / DCO (SGXDB0712503) | -0.00 | -0.0002 | -0.0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| BRENT CRUDE FUTR MAR26 IFEU 20260130 / DCO (GB00H47KCH57) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| INF SWAP EM NI 2.421 05/15/22-30Y LCH / DIR (EZ2FWGWN9JD1) | -0.00 | -100.00 | -0.0005 | 0.0004 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| INF SWAP US IT 3.0425 02/21/25-1Y LCH / DIR (EZ3BFCC1XWF6) | -0.00 | -83.33 | -0.0006 | 0.0035 | ||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD KRW 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 CHF BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOYBEAN FUTURE NOV25 XCBT 20251114 / DCO (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| GOLD 100 OZ FUTR DEC25 XCEC 20251229 / DCO (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | |||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0017 | -0.0017 | |||
| LME PRI ALUM FUTR SEP25 XLME 20250915 / DCO (GB00FW35KF69) | -0.00 | -0.0019 | -0.0019 | |||
| SOYBEAN OIL FUTR DEC25 XCBT 20251212 / DCO (000000000) | -0.00 | -0.0020 | -0.0020 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0022 | -0.0022 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0022 | -0.0022 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0022 | -0.0022 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0022 | -0.0022 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0025 | -0.0025 | |||
| LME LEAD FUTURE SEP25 XLME 20250915 / DCO (GB00H24CNG60) | -0.00 | -0.0026 | -0.0026 | |||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0027 | -0.0027 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | -0.01 | -0.0036 | -0.0036 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | -0.01 | -0.0036 | -0.0036 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | -0.01 | -0.0036 | -0.0036 | |||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | -0.01 | -0.0036 | -0.0036 | |||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0037 | -0.0037 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0039 | -0.0039 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0039 | -0.0039 | |||
| SILVER FUTURE SEP25 XCEC 20250926 / DCO (000000000) | -0.01 | -0.0039 | -0.0039 | |||
| COFFEE 'C' FUTURE DEC25 IFUS 20251218 / DCO (000000000) | -0.01 | -0.0040 | -0.0040 | |||
| RFR USD SOFR/4.75000 01/18/24-2Y LCH / DIR (EZD73HK3RQ70) | -0.01 | -79.31 | -0.0041 | 0.0144 | ||
| RFR USD SOFR/4.75000 01/18/24-2Y LCH / DIR (EZD73HK3RQ70) | -0.01 | -79.31 | -0.0041 | 0.0144 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0044 | -0.0044 | |||
| INF SWAP EM NI 2.034 09/15/24-10Y LCH / DIR (EZN396K1L0G6) | -0.01 | 250.00 | -0.0045 | -0.0031 | ||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0047 | -0.0047 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0047 | -0.0047 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0066 | -0.0066 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0067 | -0.0067 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0071 | -0.0071 | |||
| SOLD DKK BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0075 | -0.0075 | |||
| 317U8M5A9 PIMCO FPPSWAPTION 2.74 PUT EUR / DIR (EZX1947LJZS2) | -0.01 | -61.29 | -0.0078 | 0.0124 | ||
| INF SWAP US IT 2.38 10/15/24-1Y LCH / DIR (000000000) | -0.01 | -0.0080 | -0.0080 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0083 | -0.0083 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0097 | -0.0097 | |||
| SOYBEAN MEAL FUTR DEC25 XCBT 20251212 / DCO (000000000) | -0.02 | -0.0102 | -0.0102 | |||
| 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR / DIR (EZX2S49T0J63) | -0.02 | -36.00 | -0.0104 | 0.0055 | ||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0123 | -0.0123 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0123 | -0.0123 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0123 | -0.0123 | |||
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) | -0.02 | -0.0127 | -0.0127 | |||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0141 | -0.0141 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0152 | -0.0152 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0152 | -0.0152 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0152 | -0.0152 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0152 | -0.0152 | |||
| INF SWAP EM NI 2.049 08/15/24-10Y LCH / DIR (EZDNND6WTG36) | -0.03 | 136.36 | -0.0166 | -0.0093 | ||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0187 | -0.0187 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0198 | -0.0198 | |||
| 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR / DIR (EZVYB6CMXS84) | -0.03 | 10.34 | -0.0201 | -0.0016 | ||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.03 | -0.0206 | -0.0206 | |||
| INF SWAP US IT 2.341 11/07/24-1Y LCH / DIR (000000000) | -0.03 | -0.0207 | -0.0207 | |||
| IRS EUR 2.12000 09/03/25-2Y LCH / DIR (EZ96RKPCNS84) | -0.03 | -430.00 | -0.0213 | -0.0282 | ||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.03 | -0.0218 | -0.0218 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.03 | -0.0218 | -0.0218 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.03 | -0.0218 | -0.0218 | |||
| 317U8M6A8 PIMCO FPPSWAPTION 2.74 CALL EUR / DIR (EZLZP1BQVJZ9) | -0.04 | -16.28 | -0.0231 | 0.0047 | ||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0277 | -0.0277 | |||
| RFR USD SOFR/4.10000 09/02/25-27Y* LCH / DIR (000000000) | -0.05 | -0.0334 | -0.0334 | |||
| INF SWAP FR NI 1.41 11/15/19-20Y LCH / DIR (000000000) | -0.06 | -0.0370 | -0.0370 | |||
| INF SWAP EM NI 2.72 06/15/22-10Y LCH / DIR (EZNDJXRL9FV9) | -0.07 | 34.62 | -0.0439 | -0.0105 | ||
| EZ793V7PSCT8 / INF 掉期美国 IT 1.8825 11/20/19-10 年 LCH | -0.08 | -3.61 | -0.0507 | 0.0021 | ||
| 317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR / DIR (EZ221JVG9JT4) | -0.08 | -30.51 | -0.0517 | 0.0234 | ||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.09 | -0.0562 | -0.0562 | |||
| INF SWAP US IT 2.208 10/07/24-1Y LCH / DIR (EZNGLYZR1MV8) | -0.09 | -41.25 | -0.0594 | 0.0425 | ||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.10 | -0.0636 | -0.0636 | |||
| 317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR / DIR (EZM13T8B0L79) | -0.11 | 7.07 | -0.0666 | -0.0033 | ||
| GB00HB9WVH19 / 3 个月欧元欧元同业拆借利率 | -0.12 | 515.79 | -0.0735 | -0.0610 | ||
| INF SWAP US IT 1.954 06/03/19-10Y LCH / DIR (000000000) | -0.15 | -0.0969 | -0.0969 | |||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.16 | -0.1019 | -0.1019 | |||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.19 | -0.1182 | -0.1182 | |||
| INF SWAP US IT 1.9975 07/25/19-10Y LCH / DIR (000000000) | -0.19 | -0.1203 | -0.1203 | |||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.21 | -0.1320 | -0.1320 | |||
| INF SWAP US IT 2.37 06/06/18-10Y LCH / DIR (000000000) | -0.24 | -0.1491 | -0.1491 | |||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -0.26 | -0.1658 | -0.1658 | |||
| INF SWAP US IT 2.165 04/16/19-10Y LCH / DIR (000000000) | -0.27 | -0.1688 | -0.1688 | |||
| EZGKNZSHTVL4 / INF 交换美国 IT 2.7675 05/13/21-5Y LCH | -0.28 | -255.25 | -0.1761 | -0.2910 | ||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.37 | -0.2313 | -0.2313 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.37 | -0.2313 | -0.2313 | |||
| INF SWAP US IT 2.41875 03/05/21-5Y LCH / DIR (EZNTBQ09RPK9) | -0.54 | -1,586.11 | -0.3357 | -0.3590 | ||
| INF SWAP EM NI 1.38 03/15/21-10Y LCH / DIR (EZHGZY9N2Y63) | -0.55 | 7.41 | -0.3454 | -0.0205 | ||
| RFRF USD SOFR/2.34000 11/21/23-5Y LCH / DIR (EZRPM2SGQXB3) | -0.67 | -10.48 | -0.4177 | 0.0536 | ||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -0.88 | -0.5542 | -0.5542 | |||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -1.04 | -13.08 | -0.6498 | 0.1062 |
