基本统计
| 投资组合价值 | $ 325,878,675 |
| 当前头寸 | 605 |
最新持仓、表现、资产管理规模（来源：13F、13D）
VPVGMMV - PIMCO 全球管理资产配置投资组合管理级 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 605。 最新的投资组合价值计算为$325,878,675美元。实际管理资产（AUM）是指该价值加上现金（未披露）。 VPVGMMV - PIMCO Global Managed Asset Allocation Portfolio Administrative Class的最主要持仓是 Pimco Funds - PIMCO Total Return Fund Class Institutional (US:PTTRX) , PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) , Pimco Funds - PIMCO Income Fund Class A (US:PONAX) , and Uniform Mortgage-Backed Security, TBA (US:US01F0626899) . VPVGMMV - PIMCO Global Managed Asset Allocation Portfolio Administrative Class的新头寸包括 PIMCO PRV SHORT TERM FLT III MUTUAL FUND (US:US72201W1541) , PIMCO ST FLOATING NAV PORT IV MUTUAL FUND (US:US72202G3801) , Uniform Mortgage-Backed Security, TBA (US:US01F0626899) , Uniform Mortgage-Backed Security, TBA (US:US01F0606834) , and UMBS TBA (US:US01F0306781) .
本季度最大增持
我们使用投资组合配置中的变化，因为这是最有意义的指标。变化可能是由于交易或股价的变化。
| 证券 | 股票 (百万) |
价值 ($百万) |
投资组合 % | Δ投资组合 % |
|---|---|---|---|---|
| 37.77 | 12.8180 | 9.9502 | ||
| 23.41 | 7.9430 | 7.9430 | ||
| 9.85 | 3.3421 | 3.3421 | ||
| 9.52 | 3.2307 | 3.2307 | ||
| 4.19 | 1.4210 | 1.4210 | ||
| 3.32 | 1.1258 | 1.1258 | ||
| 1.65 | 0.5609 | 0.5609 | ||
| 1.31 | 0.4462 | 0.4462 | ||
| 0.64 | 0.2182 | 0.2182 | ||
| 10.46 | 3.5486 | 0.1646 |
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 ($百万) |
投资组合 % | Δ投资组合 % |
|---|---|---|---|---|
| 35.61 | 12.0852 | -6.3449 | ||
| 0.30 | 0.1017 | -5.5457 | ||
| -2.61 | -0.8871 | -3.1545 | ||
| -1.00 | -0.3378 | -2.6254 | ||
| 0.59 | 0.1994 | -2.1274 | ||
| 2.53 | 27.20 | 9.2309 | -1.7329 | |
| 10.91 | 94.70 | 32.1356 | -0.7407 | |
| 0.00 | 0.00 | -0.2991 | ||
| 0.00 | 0.00 | -0.2991 | ||
| 5.58 | 1.8949 | -0.2022 |
13F和基金备案
此表格于 2025-08-29 提交，报告期为 2025-06-30。 点击链接图标 查看完整的交易历史记录。
升级以解锁高级数据并导出到Excel
。
022-07-28：重要提示-我们更改了此表中Δ 投资组合 % 列的处理方式。此前，我们将其报告为投资组合配置中的百分比变化 。我们现在将其报告为投资组合配置的原始变化（仍以百分比报告）。就公式而言，我们之前将其报告为100*（当前配置-前期配置）/前期配置。我们现在将其报告为（当前配置-前期配置）。
| 证券 | 类型 | 平均股价 | 股票 (百万) |
Δ股票 (%) |
Δ股票 (%) |
价值 ($百万) |
投资组合 (%) |
Δ投资组合 (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| PTTRX / Pimco 基金 - PIMCO 机构总回报基金类 | 10.91 | 1.20 | 94.70 | 1.20 | 32.1356 | -0.7407 | |||
| US72201W1541 / PIMCO PRV 短期 FLT III 共同基金 | 37.77 | 362.77 | 12.8180 | 9.9502 | |||||
| US72202G3801 / PIMCO ST 浮动导航四号港共同基金 | 35.61 | -32.11 | 12.0852 | -6.3449 | |||||
| PONAX / Pimco 基金 - PIMCO A 类收入基金 | 2.53 | -13.40 | 27.20 | -12.83 | 9.2309 | -1.7329 | |||
| US01F0626899 / 统一抵押贷款支持证券，待定 | 23.41 | 7.9430 | 7.9430 | ||||||
| BRSTNCNTF1P8 / 巴西国家足球甲级联赛注意事项 | 10.46 | 8.57 | 3.5486 | 0.1646 | |||||
| US01F0606834 / 统一抵押贷款支持证券，待定 | 9.85 | 3.3421 | 3.3421 | ||||||
| US01F0306781 / UMBS 待定 | 9.52 | 3.2307 | 3.2307 | ||||||
| US912810ST60 / 国债 | 6.06 | -1.98 | 2.0548 | -0.1157 | |||||
| US46630LAF13 / 摩根大通抵押收购信托 2007-CH1 | 5.58 | -6.45 | 1.8949 | -0.2022 | |||||
| CA135087Q491 / 加拿大政府 3.250000% 09/01/2028 | 5.30 | 4.95 | 1.7988 | 0.0245 | |||||
| TOWD POINT MORTGAGE TRUST TPMT 2015 4 B2 144A / ABS-MBS (US89171UAL35) | 4.88 | 0.95 | 1.6548 | -0.0424 | |||||
| BCPMXWO TRS EQUITY FEDL01+60 BRC / DE (000000000) | 4.19 | 1.4210 | 1.4210 | ||||||
| CA74814ZFS70 / 加拿大魁北克省 | 3.78 | -7.19 | 1.2828 | -0.1486 | |||||
| TSY INFL IX N/B 04/29 2.125 / DBT (US91282CKL45) | 3.62 | 0.72 | 1.2290 | -0.0342 | |||||
| 5831 / 静冈金融集团 | 3.32 | 1.1258 | 1.1258 | ||||||
| US38382YGB39 / 政府国民抵押贷款 A GNR 2021 H16 FD | 2.48 | -2.24 | 0.8430 | -0.0501 | |||||
| GSAMP TRUST GSAMP 2006 SD2 A3 144A / ABS-MBS (US362405AP71) | 2.40 | -8.97 | 0.8132 | -0.1116 | |||||
| MX0MGO0001F1 / 墨西哥奖金 | 2.39 | 10.07 | 0.8127 | 0.0483 | |||||
| COL17CT03342 / 哥伦比亚 TES | 2.26 | 2.82 | 0.7681 | -0.0054 | |||||
| COL17CT03672 / 哥伦比亚 TES | 1.82 | 3.81 | 0.6192 | 0.0019 | |||||
| US04541GXC13 / 资产支持证券公司房屋净值贷款信托系列 OOMC 2006-HE3 | 1.66 | -10.30 | 0.5645 | -0.0869 | |||||
| 317U8R9A4 PIMCO FPPSWAPTION 3.427 PUT USD / DIR (000000000) | 1.65 | 0.5609 | 0.5609 | ||||||
| US TREASURY N/B 02/35 4.625 / DBT (US91282CMM00) | 1.52 | -0.07 | 0.5148 | -0.0188 | |||||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 1.45 | 0.28 | 0.4917 | -0.0158 | |||||
| FREDDIE MAC FHR 5532 FA / ABS-MBS (US3137HKPJ74) | 1.33 | -4.85 | 0.4525 | -0.0400 | |||||
| 317U8RAA2 PIMCO FPPSWAPTION 3.427 CALL USD / DIR (000000000) | 1.31 | 0.4462 | 0.4462 | ||||||
| US92922FC975 / WAMU 抵押贷款传递证书系列 200 WAMU 2005-AR2 1A1A | 1.30 | -1.07 | 0.4401 | -0.0204 | |||||
| USP78024AG45 / 秘鲁政府国际债券 | 1.07 | 7.55 | 0.3627 | 0.0137 | |||||
| US32027NXX47 / 第一个富兰克林 MTG 贷款资产 FFML 2005 FF12 M2 | 1.05 | -3.86 | 0.3547 | -0.0273 | |||||
| R2035 / 南非 - 公司债券/票据 | 0.95 | 8.04 | 0.3240 | 0.0135 | |||||
| US542514SW51 / 长滩抵押贷款信托 LBMLT 2006 WL3 2A4 | 0.92 | -1.82 | 0.3109 | -0.0171 | |||||
| US912810TM09 / 美国国库券/债券 | 0.90 | -2.17 | 0.3066 | -0.0180 | |||||
| US35729TAD46 / 弗里蒙特住房贷款信托 FHLT 2006 C 2A2 | 0.75 | -0.93 | 0.2535 | -0.0112 | |||||
| US TREASURY N/B 02/55 4.625 / DBT (US912810UG12) | 0.73 | -3.31 | 0.2478 | -0.0175 | |||||
| US14686MAD56 / Carvana 汽车应收账款信托 2022-P3 | 0.71 | 0.00 | 0.2422 | -0.0084 | |||||
| RFR USD SOFR/2.75000 06/21/23-30Y CME / DIR (EZM2L9TGLT92) | 0.71 | 1.00 | 0.2410 | -0.0063 | |||||
| CLARITEV CORP SR SECURED 144A 03/31 6.75 / DBT (US62548MAA80) | 0.71 | 17.41 | 0.2405 | 0.0284 | |||||
| US912810TP30 / 美国财政部 I/L 1.5% 02-15-53 | 0.68 | -3.80 | 0.2323 | -0.0179 | |||||
| US912810TL26 / 国债 | 0.65 | -3.00 | 0.2197 | -0.0148 | |||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797NX17) | 0.64 | 0.2182 | 0.2182 | ||||||
| RFR USD SOFR/3.25000 12/20/23-30Y CME / DIR (EZ3BPZ7JX2D9) | 0.61 | 22.18 | 0.2059 | 0.0315 | |||||
| US01F0506844 / UMBS 待定 | 0.59 | -91.79 | 0.1994 | -2.1274 | |||||
| US63935CAB72 / Navient 私立教育再融资贷款信托 2019-F | 0.57 | -7.34 | 0.1930 | -0.0224 | |||||
| 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 | 0.57 | -4.88 | 0.1918 | -0.0170 | |||||
| XS2357554679 / 塞戈维亚欧洲 CLO 6 2019 塞戈维亚 2019 6A AR 144A | 0.54 | 8.96 | 0.1816 | 0.0090 | |||||
| XS2376688474 / OCP EURO CLO 2020-4 DAC SER 2020-4A CL AR V/R REGD 144A P/P /EUR/ 0.00000000 | 0.52 | -6.77 | 0.1776 | -0.0197 | |||||
| US83609GBN43 / Sound Point CLO IX 有限公司 | 0.51 | -12.02 | 0.1716 | -0.0302 | |||||
| US35729TAA07 / 弗里蒙特住房贷款信托，2006-C 系列，1A1 级 | 0.51 | -0.79 | 0.1715 | -0.0075 | |||||
| US38380LJY02 / 政府国民抵押贷款协会 | 0.50 | -1.20 | 0.1685 | -0.0079 | |||||
| US74923EAA64 / 拉德 CLO 5 有限公司 | 0.49 | -15.69 | 0.1659 | -0.0382 | |||||
| US52519SAM52 / LABMH 2001-B M2 7.17% 3/28 | 0.46 | 0.00 | 0.1557 | -0.0056 | |||||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 0.41 | -12.85 | 0.1384 | -0.0257 | |||||
| US14318UAD37 / Carmax 汽车车主信托 2022 年 4 月 | 0.37 | -24.08 | 0.1264 | -0.0459 | |||||
| US68785CAC55 / 奥斯卡美国资助 XV LLC | 0.36 | 0.00 | 0.1230 | -0.0046 | |||||
| US87229WAQ42 / TCI-Symphony CLO Ltd.，2016-1A 系列，AR2 级 | 0.36 | -5.59 | 0.1206 | -0.0118 | |||||
| US52522HAM43 / 雷曼 XS 信托，2006-8 系列，3A4 级 | 0.35 | -1.67 | 0.1203 | -0.0063 | |||||
| US040104MX65 / 银色抵押贷款信托 2005-W1 SER 2005-W1 CL A1 V/R REGD 2.18800000 | 0.35 | -2.25 | 0.1181 | -0.0071 | |||||
| IRS AUD 4.50000 03/20/24-10Y LCH / DIR (EZJLKSMVQPQ8) | 0.34 | 133.33 | 0.1142 | 0.0634 | |||||
| US14688EAC30 / RED_23-P1 | 0.33 | -29.64 | 0.1122 | -0.0529 | |||||
| US52522EAA73 / 雷曼 XS 信托，2006-7 系列，1A1A 级 | 0.33 | -0.90 | 0.1121 | -0.0050 | |||||
| US682685AA05 / OneMain 直接汽车应收账款信托 2023-1 | 0.33 | 0.00 | 0.1114 | -0.0041 | |||||
| RFR GBP SONIO/3.50000 03/19/25-10Y LCH / DIR (EZSRZZKW9XN0) | 0.30 | 10.62 | 0.1028 | 0.0067 | |||||
| US36361UAL44 / 加拉汀 CLO VIII 2017-1 有限公司 | 0.30 | -0.98 | 0.1025 | -0.0050 | |||||
| US01F0526800 / 统一抵押贷款支持证券，待定 | 0.30 | -98.28 | 0.1017 | -5.5457 | |||||
| US67113DAW48 / OZLM XXIV 有限公司 | 0.30 | -23.51 | 0.1006 | -0.0356 | |||||
| FANNIE MAE FNR 2024 38 FA / ABS-MBS (US3136BR4S35) | 0.28 | -5.17 | 0.0933 | -0.0088 | |||||
| US04012MAM10 / 白银证券有限公司ARSI 2006 M1 A1 | 0.26 | -1.12 | 0.0897 | -0.0041 | |||||
| FREDDIE MAC FHR 5426 AF / ABS-MBS (US3137HCXU12) | 0.26 | -7.77 | 0.0888 | -0.0110 | |||||
| FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A / ABS-O (US33843VAC72) | 0.26 | -25.86 | 0.0877 | -0.0348 | |||||
| US75620TAW80 / Clo 有限公司配方 | 0.25 | 0.00 | 0.0851 | -0.0028 | |||||
| US45661JAA16 / IndyMac INDB 抵押贷款信托，2006-1 系列，A1 级 | 0.25 | -1.20 | 0.0845 | -0.0038 | |||||
| US12667CAD48 / 全国资产支持证书，2006-19 系列，2A3 级 | 0.25 | -3.12 | 0.0844 | -0.0058 | |||||
| US12667GLF80 / 全国替代贷款 T CWALT 2005 23CB A5 | 0.25 | -3.15 | 0.0837 | -0.0059 | |||||
| US344928AD89 / 福特信用车主信托，2023-A 系列，A3 级 | 0.24 | -19.87 | 0.0821 | -0.0243 | |||||
| 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 | 0.0815 | -0.0106 | |||||
| RFR USD SOFR/3.75000 12/18/24-7Y CME / DIR (EZQ9TQ7T4F86) | 0.23 | 654.84 | 0.0795 | 0.0684 | |||||
| RFR USD SOFR/3.75000 12/18/24-7Y CME / DIR (EZQ9TQ7T4F86) | 0.23 | 654.84 | 0.0795 | 0.0684 | |||||
| US01852TAA16 / 联盟银行信托 | 0.21 | -2.30 | 0.0721 | -0.0043 | |||||
| US14686JAC45 / Carvana 汽车应收账款信托 2022-P2 | 0.20 | -60.00 | 0.0673 | -0.1070 | |||||
| US33835NAA90 / 522 资金 CLO 有限公司 摩根 2018 3A AR 144A | 0.19 | -23.02 | 0.0660 | -0.0229 | |||||
| US45660LJZ31 / 住宅资产证券化信托，2005-A5 系列，A3 级 | 0.19 | -4.04 | 0.0647 | -0.0049 | |||||
| US32113JCG85 / FNLC_05-4 | 0.19 | -11.21 | 0.0646 | -0.0107 | |||||
| CDX IG44 5Y ICE / DCR (EZPF6RHH0ZV8) | 0.18 | 581.48 | 0.0625 | 0.0528 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3 / ABS-O (US14688PAC86) | 0.18 | 0.00 | 0.0617 | -0.0021 | |||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF / ABS-MBS (US38383KYE62) | 0.18 | -1.12 | 0.0600 | -0.0027 | |||||
| CTEV / 科莱瑞特公司 | 0.18 | 14.29 | 0.0600 | 0.0056 | |||||
| US92558NAJ19 / 充满活力的 CLO XI 有限公司 | 0.18 | -22.12 | 0.0600 | -0.0196 | |||||
| US12667LAA08 / 全国资产支持 CERTI CWL 2006 21 1A | 0.17 | -4.42 | 0.0589 | -0.0050 | |||||
| SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A / ABS-O (US805922AE19) | 0.17 | -0.58 | 0.0582 | -0.0023 | |||||
| US63941KAC99 / Navient 私立教育再融资贷款信托 2020-C | 0.16 | -7.91 | 0.0556 | -0.0069 | |||||
| US69702HAA68 / 帕默广场贷款融资有限公司 | 0.16 | -58.42 | 0.0553 | -0.0824 | |||||
| RFR USD SOFR/3.50000 12/20/23-10Y CME / DIR (EZ4G8FZQ8LF2) | 0.16 | -403.77 | 0.0547 | 0.0736 | |||||
| US80317LAJ26 / 萨拉纳克克洛六有限公司 | 0.16 | -13.90 | 0.0547 | -0.0114 | |||||
| IRS ZAR 8.75000 03/20/19-10Y CME / DIR (EZ61NWC7JXY5) | 0.16 | 39.64 | 0.0527 | 0.0135 | |||||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (GB00MP6FM953) | 0.14 | 0.0479 | 0.0479 | ||||||
| FREDDIE MAC FHR 5426 BF / ABS-MBS (US3137HCXW77) | 0.14 | -5.41 | 0.0475 | -0.0048 | |||||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | 0.13 | 0.0448 | 0.0448 | ||||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 FC / ABS-MBS (US38383KYQ92) | 0.13 | -7.97 | 0.0433 | -0.0053 | |||||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | 0.13 | 0.0429 | 0.0429 | ||||||
| RFR USD SOFR/3.51500 11/06/24-10Y LCH / DIR (EZH37Z857HQ2) | 0.12 | -25.95 | 0.0397 | -0.0159 | |||||
| US92331AAU88 / Venture XXVIII CLO 有限公司 | 0.12 | -42.29 | 0.0397 | -0.0311 | |||||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 0.12 | 0.0396 | 0.0396 | ||||||
| US00441TAE38 / 宏达证券 ACE 2006 HE3 A2D | 0.11 | 0.00 | 0.0357 | -0.0014 | |||||
| US14688DAC56 / Carvana 汽车应收账款信托 2022-P1 | 0.10 | -61.57 | 0.0350 | -0.0594 | |||||
| US126694K641 / CHL 抵押贷款传递信托 2006-6 SER 2006-6 CL A4 REGD 6.00000000 | 0.10 | 0.00 | 0.0347 | -0.0013 | |||||
| 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 | 0.0345 | -0.0023 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A / ABS-O (US14687QAB95) | 0.10 | -67.43 | 0.0340 | -0.0741 | |||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797PU59) | 0.10 | 0.0339 | 0.0339 | ||||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797PZ47) | 0.10 | 0.0339 | 0.0339 | ||||||
| RFR USD SOFR/3.42700 03/20/45-10Y LCH / DIR (EZJ3GGX653Y4) | 0.10 | -2,080.00 | 0.0337 | 0.0358 | |||||
| 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 | 0.0334 | -0.0011 | |||||
| US14318DAC39 / CarMax 汽车所有者信托 | 0.10 | -22.58 | 0.0329 | -0.0108 | |||||
| RFR JPY MUTK/1.25000 06/18/25-7Y LCH / DIR (EZ9MYT9FCQB5) | 0.10 | 0.0328 | 0.0328 | ||||||
| CTEV / 科莱瑞特公司 | 0.10 | 14.29 | 0.0326 | 0.0029 | |||||
| US73316MAE75 / 热门 ABS 抵押贷款 PASS THRO POPLR 2006 C M1 | 0.09 | -2.08 | 0.0321 | -0.0019 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.08 | 0.0284 | 0.0284 | ||||||
| US14889DAJ72 / 双体船 CLO 2014-1 Ltd | 0.08 | -38.81 | 0.0281 | -0.0192 | |||||
| IRS ILS 0.00000 04/21/25-0Y* LCH / DIR (EZPWK83FWB95) | 0.08 | 0.0278 | 0.0278 | ||||||
| US02150XAA90 / 全国替代贷款 T CWALT 2007 HY8C A1 | 0.08 | -2.56 | 0.0259 | -0.0017 | |||||
| US45254NNB90 / 注塑机 2005-2 1M1 | 0.08 | -6.17 | 0.0259 | -0.0027 | |||||
| FANNIE MAE FNR 2024 54 FC / ABS-MBS (US3136BSSC02) | 0.07 | -12.66 | 0.0236 | -0.0043 | |||||
| US92916GBE35 / Voya 2012-4 有限公司 | 0.07 | -14.81 | 0.0236 | -0.0051 | |||||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.07 | 0.0231 | 0.0231 | ||||||
| NATURAL GAS FUTR SEP25 XNYM 20250827 / DCO (000000000) | 0.07 | 0.0228 | 0.0228 | ||||||
| US542514HB34 / WaMu 资产支持证书，WaMu 系列 200X-HEX 信托 | 0.07 | -28.26 | 0.0227 | -0.0099 | |||||
| US00252GAE98 / 阿米特 2006-1 M1 | 0.07 | -1.49 | 0.0225 | -0.0011 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.07 | 0.0222 | 0.0222 | ||||||
| ZCS BRL 14.88 01/30/25-01/02/29 CME / DIR (EZT2T65HMF92) | 0.06 | 510.00 | 0.0210 | 0.0174 | |||||
| US45254NMZ77 / Impac CMB 信托，2005-2 系列，1A2 级 | 0.06 | -6.35 | 0.0203 | -0.0021 | |||||
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A / ABS-O (US14687VAB80) | 0.06 | -39.36 | 0.0196 | -0.0136 | |||||
| FREDDIE MAC FHR 5426 CF / ABS-MBS (US3137HCY227) | 0.06 | -5.08 | 0.0191 | -0.0019 | |||||
| US86361NAD30 / 结构性资产证券公司抵押贷款信托 2006-GEL4 | 0.05 | -1.85 | 0.0180 | -0.0010 | |||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.05 | 0.0172 | 0.0172 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.05 | 0.0172 | 0.0172 | ||||||
| US74922SAE81 / RALI Trust，2006-QS17 系列，A5 级 | 0.05 | 0.00 | 0.0171 | -0.0007 | |||||
| IRS AUD 4.50000 06/18/25-10Y LCH / DIR (EZ3K0DGVSD24) | 0.05 | 0.0169 | 0.0169 | ||||||
| EURO-BOBL FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF61) | 0.05 | 0.0167 | 0.0167 | ||||||
| RFR GBP SONIO/3.75000 03/19/25-30Y LCH / DIR (EZ0141M3RG43) | 0.05 | -85.00 | 0.0165 | -0.0962 | |||||
| US75114NAA28 / RALI系列信托 | 0.05 | -2.04 | 0.0164 | -0.0010 | |||||
| CORN FUTURE SEP25 XCBT 20250912 / DCO (000000000) | 0.05 | 0.0160 | 0.0160 | ||||||
| IRS CLP 5.36500 01/23/25-5Y CME / DIR (EZ21WP24H8L3) | 0.05 | 142.11 | 0.0158 | 0.0091 | |||||
| OIS CAD CAONREPO/2.7500 03/19/25-10Y LCH / DIR (EZZHPNBTTS97) | 0.05 | -550.00 | 0.0153 | 0.0189 | |||||
| RFR JPY MUTK/1.00000 06/18/25-2Y LCH / DIR (EZ1G4CJ6B812) | 0.05 | 0.0153 | 0.0153 | ||||||
| US07388DAS71 / 贝尔斯登可调利率 M BSARM 2006 2 3A2 | 0.05 | 0.00 | 0.0153 | -0.0007 | |||||
| US17309SAF74 / 花旗集团抵押贷款信托 CMLTI 2006 WFH4 M2 | 0.04 | -4.55 | 0.0144 | -0.0013 | |||||
| PLATINUM FUTURE OCT25 XNYM 20251029 / DCO (000000000) | 0.04 | 0.0141 | 0.0141 | ||||||
| CMBX.NA.AAA.10 SP MYC / DCR (000000000) | 0.04 | 0.0140 | 0.0140 | ||||||
| EURO-BUXL 30Y BND SEP25 XEUR 20250908 / DIR (DE000F1NGF87) | 0.04 | 0.0135 | 0.0135 | ||||||
| SILVER FUTURE SEP25 XCEC 20250926 / DCO (000000000) | 0.04 | 0.0134 | 0.0134 | ||||||
| RFR USD SOFR/4.10000 02/11/25-1Y LCH / DIR (EZR57YL70MG8) | 0.04 | -1,075.00 | 0.0134 | 0.0149 | |||||
| OIS MXN TIIE1+24/8.83* 12/23/25-3Y* CME / DIR (EZWPWCK15XV7) | 0.04 | 68.18 | 0.0128 | 0.0048 | |||||
| MX0SGO0000F0 / 墨西哥乌迪博诺 | 0.04 | 12.50 | 0.0124 | 0.0009 | |||||
| LME PRI ALUM FUTR JUL25 XLME 20250714 / DCO (GB00FVN2W437) | 0.04 | 800.00 | 0.0123 | 0.0106 | |||||
| LME PRI ALUM FUTR JUL25 XLME 20250714 / DCO (GB00FVN2W437) | 0.04 | 800.00 | 0.0123 | 0.0106 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0120 | 0.0120 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0120 | 0.0120 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0120 | 0.0120 | ||||||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.03 | 0.0109 | 0.0109 | ||||||
| RFR JPY MUTK/2.00000 06/18/25-30Y LCH / DIR (EZGXYMX8TZ55) | 0.03 | 210.00 | 0.0106 | 0.0071 | |||||
| KC HRW WHEAT FUT DEC25 XCBT 20251212 / DCO (000000000) | 0.03 | 0.0100 | 0.0100 | ||||||
| RFR GBP SONIO/4.40000 02/10/25-1Y LCH / DIR (EZN268075552) | 0.03 | 107.14 | 0.0099 | 0.0047 | |||||
| S+P 500 INDEX JUL25 5950 PUT / DE (000000000) | 0.03 | 0.0097 | 0.0097 | ||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0097 | 0.0097 | ||||||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.03 | 0.0097 | 0.0097 | ||||||
| EURO-OAT FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGGA8) | 0.03 | 0.0094 | 0.0094 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.03 | 0.0093 | 0.0093 | ||||||
| OIS INR MIBOR/6.00000 09/17/25-5Y LCH / DIR (EZX8GRVTZGW5) | 0.03 | -345.45 | 0.0092 | 0.0131 | |||||
| COFFEE 'C' FUTURE SEP25 IFUS 20250918 / DCO (000000000) | 0.03 | 0.0091 | 0.0091 | ||||||
| CORN FUTURE DEC25 XCBT 20251212 / DCO (000000000) | 0.03 | 0.0091 | 0.0091 | ||||||
| CAN 5YR BOND FUT SEP25 XMOD 20250918 / DIR (000000000) | 0.03 | 0.0090 | 0.0090 | ||||||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.03 | 0.0088 | 0.0088 | ||||||
| CDX IG43 5Y ICE / DCR (EZ10N17RBN04) | 0.03 | -83.87 | 0.0085 | -0.0462 | |||||
| RFR JPY MUTK/0.40000 09/18/24-2Y LCH / DIR (EZYCH8KP0BT0) | 0.02 | -45.45 | 0.0084 | -0.0073 | |||||
| RFR USD SOFR/3.25000 03/19/25-30Y LCH / DIR (EZLKBMPX51B0) | 0.02 | -355.56 | 0.0081 | 0.0116 | |||||
| RFR USD SOFR/3.25000 03/19/25-30Y LCH / DIR (EZLKBMPX51B0) | 0.02 | -355.56 | 0.0081 | 0.0116 | |||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.02 | 0.0071 | 0.0071 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.02 | 0.0071 | 0.0071 | ||||||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.02 | 0.0071 | 0.0071 | ||||||
| ZCS BRL 12.38 09/23/24-01/02/29 CME / DIR (EZZSRJJGVVG9) | 0.02 | -68.25 | 0.0070 | -0.0154 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0070 | 0.0070 | ||||||
| ZCS BRL 9.955 01/02/24-01/02/29 CME / DIR (EZLQJ9ZXFX78) | 0.02 | -113.79 | 0.0069 | 0.0579 | |||||
| IRS ZAR 8.64900 04/03/24-5Y CME / DIR (EZL3LJP0K748) | 0.02 | -176.92 | 0.0068 | 0.0160 | |||||
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H08 FC / ABS-MBS (US38380L7K33) | 0.02 | -10.00 | 0.0061 | -0.0011 | |||||
| LME NICKEL FUTURE JUL25 XLME 20250714 / DCO (GB00H249F944) | 0.02 | 240.00 | 0.0058 | 0.0040 | |||||
| CMBX.NA.AAA.10 SP UAG / DCR (000000000) | 0.02 | 0.0055 | 0.0055 | ||||||
| RFR JPY MUTK/1.25000 06/18/25-10Y LCH / DIR (EZHVW867QSM1) | 0.02 | -54.29 | 0.0055 | -0.0069 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.02 | 0.0054 | 0.0054 | ||||||
| SOYBEAN MEAL FUTR JAN26 XCBT 20260114 / DCO (000000000) | 0.02 | 0.0054 | 0.0054 | ||||||
| BOUGHT PEN SOLD USD 20250730 / DFE (000000000) | 0.02 | 0.0054 | 0.0054 | ||||||
| RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (EZXZ4DC8KGZ4) | 0.01 | 0.0050 | 0.0050 | ||||||
| RFR USD SOFR/3.25000 06/18/25-10Y LCH / DIR (EZXZ4DC8KGZ4) | 0.01 | 0.0050 | 0.0050 | ||||||
| BOUGHT TRY SOLD USD 20250708 / DFE (000000000) | 0.01 | 0.0050 | 0.0050 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0049 | 0.0049 | ||||||
| EURO-BTP FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF38) | 0.01 | 0.0046 | 0.0046 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0044 | 0.0044 | ||||||
| SUGAR 11 (WORLD) OCT25 IFUS 20250930 / DCO (000000000) | 0.01 | 0.0043 | 0.0043 | ||||||
| CAN 10YR BOND FUT SEP25 XMOD 20250918 / DIR (000000000) | 0.01 | 0.0043 | 0.0043 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0042 | 0.0042 | ||||||
| IRS CLP 5.02500 03/18/24-2Y CME / DIR (EZH5P5Q6TJ68) | 0.01 | 500.00 | 0.0042 | 0.0033 | |||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.01 | 0.0041 | 0.0041 | ||||||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.01 | 0.0041 | 0.0041 | ||||||
| NY HARB ULSD FUT DEC25 XNYM 20251128 / DCO (000000000) | 0.01 | 0.0041 | 0.0041 | ||||||
| XS2708722470 / 融创中国控股有限公司 | 0.01 | 9.09 | 0.0041 | -0.0000 | |||||
| XS2708722041 / 融创中国控股有限公司 | 0.01 | 9.09 | 0.0041 | 0.0002 | |||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0041 | 0.0041 | ||||||
| US07387AGE91 / 贝尔斯登可调利率 M BSARM 2005 12 23A1 | 0.01 | 0.00 | 0.0040 | -0.0002 | |||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0040 | 0.0040 | ||||||
| NATURAL GAS FUTR JAN26 XNYM 20251229 / DCO (000000000) | 0.01 | 0.0040 | 0.0040 | ||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0039 | 0.0039 | ||||||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0039 | 0.0039 | ||||||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.01 | 0.0039 | 0.0039 | ||||||
| FCT / 芬坎蒂尼公司 | 0.01 | 10.00 | 0.0038 | 0.0002 | |||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0038 | 0.0038 | ||||||
| COFF ROBUSTA 10TN SEP25 IFEU 20250924 / DCO (GB00KNRFJH91) | 0.01 | 0.0037 | 0.0037 | ||||||
| RFR JPY MUTK/1.00000 09/17/25-5Y LCH / DIR (EZ3HH69JH6C6) | 0.01 | 0.0034 | 0.0034 | ||||||
| IRS HUF 6.20000 03/20/24-5Y CME / DIR (EZ953RRC71L1) | 0.01 | -124.32 | 0.0034 | 0.0167 | |||||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0033 | 0.0033 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0033 | 0.0033 | ||||||
| CMBX.NA.AAA.10 SP GST / DCR (000000000) | 0.01 | 0.0032 | 0.0032 | ||||||
| LME PRI ALUM FUTR SEP25 XLME 20250915 / DCO (GB00FW35KF69) | 0.01 | 0.0030 | 0.0030 | ||||||
| LME PRI ALUM FUTR SEP25 XLME 20250915 / DCO (GB00FW35KF69) | 0.01 | 0.0030 | 0.0030 | ||||||
| EZ4YGY9ZBMF1 / CMBX.NA.AAA.12 SP SAL | 0.01 | -900.00 | 0.0029 | 0.0035 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0029 | 0.0029 | ||||||
| WHEAT FUTURE(CBT) DEC25 XCBT 20251212 / DCO (000000000) | 0.01 | 0.0028 | 0.0028 | ||||||
| LOW SU GASOIL G DEC25 IFEU 20251211 / DCO (GB00H6D17608) | 0.01 | 0.0028 | 0.0028 | ||||||
| XS2708721662 / 融创中国控股有限公司 | 0.01 | 14.29 | 0.0027 | -0.0000 | |||||
| CDX ITRAXX MAIN43 5Y ICE / DCR (EZQ41P4DCR25) | 0.01 | 40.00 | 0.0026 | 0.0005 | |||||
| RFR USD SOFR/3.86629 03/18/25-30Y* LCH / DIR (000000000) | 0.01 | 0.0023 | 0.0023 | ||||||
| RFR JPY MUTK/2.00000 06/18/25-20Y LCH / DIR (EZPZ8KYD2B68) | 0.01 | 0.0023 | 0.0023 | ||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0023 | 0.0023 | ||||||
| BOUGHT DKK SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0023 | 0.0023 | ||||||
| KC HRW WHEAT FUT SEP25 XCBT 20250912 / DCO (000000000) | 0.01 | 0.0022 | 0.0022 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0021 | 0.0021 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0021 | 0.0021 | ||||||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0021 | 0.0021 | ||||||
| GASOLINE RBOB FUT DEC25 XNYM 20251128 / DCO (000000000) | 0.01 | 0.0021 | 0.0021 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| CMBX.NA.AAA.9 SP GST / DCR (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0020 | 0.0020 | ||||||
| XS2708722710 / 融创中国控股有限公司 | 0.01 | 0.00 | 0.0019 | -0.0000 | |||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0019 | 0.0019 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0019 | 0.0019 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0019 | 0.0019 | ||||||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.01 | 0.0018 | 0.0018 | ||||||
| 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 | ||||||
| COTTON NO.2 FUTR DEC25 IFUS 20251208 / DCO (000000000) | 0.00 | 0.0017 | 0.0017 | ||||||
| BOUGHT AUD SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0017 | 0.0017 | ||||||
| EURO-SCHATZ FUT SEP25 XEUR 20250908 / DIR (DE000F1NGF79) | 0.00 | 0.0016 | 0.0016 | ||||||
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH / DIR (EZ49Z4HPK8R0) | 0.00 | 300.00 | 0.0016 | 0.0009 | |||||
| IRS MXN 8.83500 10/29/24-1Y* (WHT) CME / DIR (EZHF6XHGPMY5) | 0.00 | 300.00 | 0.0015 | 0.0011 | |||||
| BOUGHT TRY SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0015 | 0.0015 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0015 | 0.0015 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0015 | 0.0015 | ||||||
| BOUGHT KRW SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| XS2708721316 / 融创中国控股有限公司 | 0.00 | 33.33 | 0.0014 | 0.0001 | |||||
| BOUGHT PEN SOLD USD 20250825 / DFE (000000000) | 0.00 | 0.0014 | 0.0014 | ||||||
| XS2708721159 / 融创中国控股有限公司 | 0.00 | 0.00 | 0.0013 | 0.0000 | |||||
| ALLY AUTO RECEIVABLES TRUST ALLYA 2024 1 A2 / ABS-O (US02008FAB04) | 0.00 | -75.00 | 0.0013 | -0.0032 | |||||
| LEAN HOGS FUTURE OCT25 XCME 20251014 / DCO (000000000) | 0.00 | 0.0012 | 0.0012 | ||||||
| RFR JPY MUTK/2.00000 09/17/25-20Y LCH / DIR (EZW2D097YD94) | 0.00 | 0.0012 | 0.0012 | ||||||
| SOYBEAN FUTURE JAN26 XCBT 20260114 / DCO (000000000) | 0.00 | 0.0011 | 0.0011 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0011 | 0.0011 | ||||||
| BOUGHT PEN SOLD USD 20250929 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | ||||||
| TREASURY BILL 07/25 0.00000 / DBT (US912797LW51) | 0.00 | 0.0010 | 0.0010 | ||||||
| OIS COP IBR/8.62000 01/23/25-5Y CME / DIR (EZ17SFH1K5G4) | 0.00 | -60.00 | 0.0010 | -0.0009 | |||||
| WHITE SUGAR (ICE) OCT25 IFEU 20250915 / DCO (GB00KFPXMP88) | 0.00 | 0.0010 | 0.0010 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | ||||||
| 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 TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| SOLD HKD BOUGHT USD 20250716 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | ||||||
| BOUGHT CNY SOLD USD 20250805 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BOUGHT CNY SOLD USD 20250703 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| SOLD PHP BOUGHT USD 20250717 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | ||||||
| WHEAT FUTURE(CBT) SEP25 XCBT 20250912 / DCO (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 | ||||||
| LME LEAD FUTURE JUL25 XLME 20250714 / DCO (GB00H249FY92) | 0.00 | -80.00 | 0.0004 | -0.0016 | |||||
| LME LEAD FUTURE JUL25 XLME 20250714 / DCO (GB00H249FY92) | 0.00 | -80.00 | 0.0004 | -0.0016 | |||||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | ||||||
| BOUGHT DKK SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| BOUGHT DKK SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | ||||||
| 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 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 | 0.0002 | 0.0002 | ||||||
| SOLD PHP BOUGHT USD 20250714 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | ||||||
| BOUGHT BRL SOLD USD 20250702 / 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 INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| SOLD CNY BOUGHT USD 20250703 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| BOUGHT CNH SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | ||||||
| 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 CNH SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CNH SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CNH SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CNH SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOYBEAN OIL FUTR JAN26 XCBT 20260114 / DCO (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CNH SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT 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 JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| BOUGHT 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 | ||||||
| BOUGHT IDR SOLD USD 20250714 / 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 JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| SOLD SEK BOUGHT USD 20250804 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | ||||||
| AVGO / 博通公司 | 0.00 | -100.00 | 0.00 | -100.00 | -0.2991 | ||||
| AVGO / 博通公司 | 0.00 | -100.00 | 0.00 | -100.00 | -0.2991 | ||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT SEK SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| IRS EUR 2.00000 09/17/25-2Y LCH / DIR (EZR89VG8W7K1) | -0.00 | -100.00 | -0.0000 | -0.0068 | |||||
| SOLD THB 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 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 PLN BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD TRY BOUGHT USD 20250701 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| SOLD 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 KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TRY BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| WTI CRUDE FUTURE DEC25 XNYM 20251120 / DCO (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| SOLD IDR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | ||||||
| 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 TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | ||||||
| ZCS BRL 13.9255 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD DKK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | ||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| SOLD NZD BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | ||||||
| STOXX EUROPE 600 SEP25 XEUR 20250919 / DE (DE000C68D4P3) | -0.00 | -0.0005 | -0.0005 | ||||||
| GOLD 100 OZ FUTR DEC25 XCEC 20251229 / DCO (000000000) | -0.00 | -0.0005 | -0.0005 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | ||||||
| SOLD CAD BOUGHT USD 20250702 / 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 | ||||||
| RFR GBP SONIO/3.75000 03/19/25-2Y LCH / DIR (EZ2P2JK7KS49) | -0.00 | -98.25 | -0.0007 | 0.0195 | |||||
| OIS CAD CAONREPO/3.2500 06/18/25-30Y LCH / DIR (EZFSMVB8KDZ8) | -0.00 | -96.55 | -0.0007 | 0.0097 | |||||
| IRS KRW 2.50000 09/17/25-5Y LCH / DIR (EZN8FYM1HQ34) | -0.00 | -125.00 | -0.0007 | -0.0036 | |||||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | ||||||
| SGX IRON ORE 62 SEP25 XSIM 20250930 / DCO (SGXDB0712503) | -0.00 | -0.0007 | -0.0007 | ||||||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | ||||||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | ||||||
| SOLD CLP BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | ||||||
| LME ZINC FUTURE JUL25 XLME 20250714 / DCO (GB00H249H767) | -0.00 | -60.00 | -0.0008 | 0.0012 | |||||
| LME ZINC FUTURE JUL25 XLME 20250714 / DCO (GB00H249H767) | -0.00 | -60.00 | -0.0008 | 0.0012 | |||||
| SOLD HUF BOUGHT USD 20250822 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| SOLD HUF BOUGHT USD 20250822 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | ||||||
| SOLD PEN BOUGHT USD 20250730 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| LIVE CATTLE FUTR OCT25 XCME 20251031 / DCO (000000000) | -0.00 | -0.0010 | -0.0010 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | ||||||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | ||||||
| SOLD MYR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | ||||||
| SOLD MYR BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | ||||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0011 | -0.0011 | ||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| SOLD TRY BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0012 | -0.0012 | ||||||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | ||||||
| SOLD TRY BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0013 | -0.0013 | ||||||
| RFR USD SOFR/3.75000 09/17/25-10Y LCH / DIR (EZ14KKW1SWH7) | -0.00 | -0.0014 | -0.0014 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0015 | -0.0015 | ||||||
| RFR USD SOFR/3.83000 10/12/23-30Y LCH / DIR (EZ0R2CJ02B95) | -0.00 | -0.0016 | -0.0015 | ||||||
| IRS CLP 4.39000 10/01/24-5Y CME / DIR (EZG3PTLNK5H5) | -0.00 | -73.33 | -0.0016 | 0.0037 | |||||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | ||||||
| COCOA FUTURE SEP25 IFUS 20250915 / DCO (000000000) | -0.00 | -0.0016 | -0.0016 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | ||||||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0016 | -0.0016 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0017 | -0.0017 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0017 | -0.0017 | ||||||
| SOLD PLN BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0017 | -0.0017 | ||||||
| SOLD PLN BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0017 | -0.0017 | ||||||
| SOLD PLN BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0017 | -0.0017 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0017 | -0.0017 | ||||||
| SOLD BRL BOUGHT USD 20250903 / DFE (000000000) | -0.01 | -0.0018 | -0.0018 | ||||||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0020 | -0.0020 | ||||||
| SOLD CLP BOUGHT USD 20250723 / 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 | |||||
| COPPER FUTURE SEP25 XCEC 20250926 / DCO (000000000) | -0.01 | -0.0021 | -0.0021 | ||||||
| SOLD PLN BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0021 | -0.0021 | ||||||
| IRS CNY 1.50000 09/17/25-5Y LCH / DIR (EZ4WZMTWVYH8) | -0.01 | -124.00 | -0.0022 | -0.0112 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0022 | -0.0022 | ||||||
| SOLD SEK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0022 | -0.0022 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0023 | -0.0023 | ||||||
| S+P 500 INDEX JUL25 5600 PUT / DE (000000000) | -0.01 | -0.0023 | -0.0023 | ||||||
| SOYBEAN FUTURE NOV25 XCBT 20251114 / DCO (000000000) | -0.01 | -0.0024 | -0.0024 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0025 | -0.0025 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0025 | -0.0025 | ||||||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0025 | -0.0025 | ||||||
| ZCS BRL 13.9271 05/08/25-01/04/27 CME / DIR (EZ6MPDHN98L0) | -0.01 | -0.0025 | -0.0025 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0028 | -0.0028 | ||||||
| S+P500 EMINI FUT SEP25 XCME 20250919 / DE (000000000) | -0.01 | -0.0029 | -0.0029 | ||||||
| RFR JPY MUTK/1.00000 06/18/25-5Y LCH / DIR (EZ2GLHD0M6N1) | -0.01 | 100.00 | -0.0030 | -0.0016 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0031 | -0.0031 | ||||||
| RFR JPY MUTK/0.60000 09/18/24-5Y LCH / DIR (EZ28NWPQHWW5) | -0.01 | -124.32 | -0.0031 | -0.0162 | |||||
| SOYBEAN OIL FUTR DEC25 XCBT 20251212 / DCO (000000000) | -0.01 | -0.0033 | -0.0033 | ||||||
| LME LEAD FUTURE SEP25 XLME 20250915 / DCO (GB00H24CNG60) | -0.01 | -0.0033 | -0.0033 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | ||||||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | ||||||
| CDX ITRAXX XOV43 5Y ICE / DCR (000000000) | -0.01 | -0.0034 | -0.0034 | ||||||
| LME ZINC FUTURE SEP25 XLME 20250915 / DCO (GB00H24CQ015) | -0.01 | -0.0035 | -0.0035 | ||||||
| LME ZINC FUTURE SEP25 XLME 20250915 / DCO (GB00H24CQ015) | -0.01 | -0.0035 | -0.0035 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0036 | -0.0036 | ||||||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0036 | -0.0036 | ||||||
| IRS EUR 2.25000 09/17/25-5Y LCH / DIR (EZ3YW7100S99) | -0.01 | -23.08 | -0.0036 | 0.0012 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0037 | -0.0037 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.01 | -0.0037 | -0.0037 | ||||||
| EURO-BUND FUTURE SEP25 XEUR 20250908 / DIR (DE000F1NGF53) | -0.01 | -0.0037 | -0.0037 | ||||||
| SOLD PEN BOUGHT USD 20251128 / DFE (000000000) | -0.01 | -0.0038 | -0.0038 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0039 | -0.0039 | ||||||
| BRENT CRUDE FUTR MAR26 IFEU 20260130 / DCO (GB00H47KCH57) | -0.01 | -0.0039 | -0.0039 | ||||||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0039 | -0.0039 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0040 | -0.0040 | ||||||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0040 | -0.0040 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0041 | -0.0041 | ||||||
| CDX IG43 10Y ICE / DCR (EZRS7ZV2CX50) | -0.01 | 300.00 | -0.0042 | -0.0030 | |||||
| IRS CZK 3.53400 03/21/24-5Y CME / DIR (EZ63108P6QC4) | -0.01 | -700.00 | -0.0042 | -0.0051 | |||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0043 | -0.0043 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0044 | -0.0044 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0045 | -0.0045 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0045 | -0.0045 | ||||||
| OIS MXN TIIE1/9.05000 12/18/24-5Y* CME / DIR (EZLPGB7YNJC9) | -0.01 | -105.83 | -0.0046 | -0.0833 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0047 | -0.0047 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0048 | -0.0048 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0048 | -0.0048 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0048 | -0.0048 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0051 | -0.0051 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0051 | -0.0051 | ||||||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.02 | -0.0051 | -0.0051 | ||||||
| IRS CLP 5.07000 03/04/24-2Y CME / DIR (EZJK26PD8B58) | -0.02 | 150.00 | -0.0051 | -0.0030 | |||||
| AUST 3YR BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | -0.02 | -0.0062 | -0.0062 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0063 | -0.0063 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.02 | -0.0063 | -0.0063 | ||||||
| LME NICKEL FUTURE JUL25 XLME 20250714 / DCO (GB00H249F944) | -0.02 | -480.00 | -0.0065 | -0.0084 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0065 | -0.0065 | ||||||
| RFR USD SOFR/3.25000 06/18/25-2Y CME / DIR (EZ1G16SL5DD8) | -0.02 | -136.36 | -0.0069 | -0.0262 | |||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0070 | -0.0070 | ||||||
| SOLD EUR BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0070 | -0.0070 | ||||||
| ZCS BRL 12.0 06/27/24-01/02/29 CME / DIR (EZ5FYNSKHKC7) | -0.02 | -56.86 | -0.0075 | 0.0107 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0075 | -0.0075 | ||||||
| SOLD PEN BOUGHT USD 20250908 / DFE (000000000) | -0.02 | -0.0081 | -0.0081 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.02 | -0.0083 | -0.0083 | ||||||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0089 | -0.0089 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0090 | -0.0090 | ||||||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0090 | -0.0090 | ||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.03 | -0.0097 | -0.0097 | ||||||
| SOLD GBP BOUGHT USD 20250804 / DFE (000000000) | -0.03 | -0.0097 | -0.0097 | ||||||
| IRS MYR P 3.50000 09/17/25-5Y BPS / DIR (EZZ4WBLBHBF6) | -0.03 | -0.0098 | -0.0096 | ||||||
| OIS ILS SHIRON -.901/3.92 4/21/25-5Y LCH / DIR (EZD1S0X9D5D6) | -0.03 | -0.0106 | -0.0106 | ||||||
| RFR USD SOFR/3.75000 09/17/25-5Y LCH / DIR (EZH8V115JC41) | -0.03 | -0.0113 | -0.0113 | ||||||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0124 | -0.0124 | ||||||
| JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) | -0.04 | -0.0129 | -0.0129 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.04 | -0.0130 | -0.0130 | ||||||
| RFR USD SOFR/3.50000 09/17/25-30Y LCH / DIR (EZ9MZMRJSYT0) | -0.04 | -0.0143 | -0.0143 | ||||||
| RFR USD SOFR/3.62000 09/02/25-4Y* LCH / DIR (EZNQ4Z4QT3L7) | -0.04 | -0.0146 | -0.0146 | ||||||
| RFR USD SOFR/3.25000 06/18/25-5Y LCH / DIR (EZH1N8KH2K02) | -0.05 | -0.0157 | -0.0157 | ||||||
| CDX IG44 10Y ICE / DCR (EZ2KJYY390G1) | -0.05 | 4,600.00 | -0.0160 | -0.0156 | |||||
| OIS CAD CAONREPO/3.50000 12/18/24-2Y LCH / DIR (EZJL81TKKH17) | -0.05 | -21.31 | -0.0163 | 0.0053 | |||||
| COFFEE 'C' FUTURE DEC25 IFUS 20251218 / DCO (000000000) | -0.05 | -0.0171 | -0.0171 | ||||||
| AUST 10Y BOND FUT SEP25 XSFE 20250915 / DIR (000000000) | -0.05 | -0.0177 | -0.0177 | ||||||
| SOYBEAN MEAL FUTR DEC25 XCBT 20251212 / DCO (000000000) | -0.05 | -0.0180 | -0.0180 | ||||||
| RFR USD SOFR/3.75000 09/17/25-2Y LCH / DIR (EZ7Z8JG63Q68) | -0.05 | -0.0185 | -0.0185 | ||||||
| IRS CLP 5.45500 01/27/25-5Y CME / DIR (EZHN68NRTDP4) | -0.06 | -366.67 | -0.0192 | -0.0266 | |||||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.06 | -0.0193 | -0.0193 | ||||||
| SOLD PEN BOUGHT USD 20250917 / DFE (000000000) | -0.06 | -0.0197 | -0.0197 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.06 | -0.0199 | -0.0199 | ||||||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.06 | -0.0199 | -0.0199 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.06 | -0.0205 | -0.0205 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.06 | -0.0205 | -0.0205 | ||||||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.06 | -0.0205 | -0.0205 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.06 | -0.0207 | -0.0207 | ||||||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.06 | -0.0212 | -0.0212 | ||||||
| SOLD COP BOUGHT USD 20250811 / DFE (000000000) | -0.06 | -0.0212 | -0.0212 | ||||||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.07 | -0.0232 | -0.0232 | ||||||
| RFR USD SOFR/3.25000 06/18/25-30Y LCH / DIR (EZVR6JLJ0ZB5) | -0.07 | -0.0238 | -0.0238 | ||||||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.07 | -72.37 | -0.0243 | 0.0663 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.07 | -0.0254 | -0.0254 | ||||||
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH / DIR (EZ5FK37PXZM8) | -0.08 | -322.86 | -0.0267 | -0.0390 | |||||
| OIS ILS SHIRON -.901/0 04/21/25-0Y* LCH / DIR (EZYN01Y0QYZ5) | -0.08 | -0.0278 | -0.0278 | ||||||
| RFR USD SOFR/3.90000 09/02/25-9Y* LCH / DIR (000000000) | -0.08 | -0.0281 | -0.0281 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.08 | -0.0285 | -0.0285 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.08 | -0.0285 | -0.0285 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.08 | -0.0285 | -0.0285 | ||||||
| OIS THB THORON/2.00000 09/17/25-5Y LCH / DIR (EZHN0DPKTQK7) | -0.08 | 68.00 | -0.0286 | -0.0108 | |||||
| 3175RWRC3 INF CAP FWD EU JUN35 3 CALL / DIR (000000000) | -0.09 | -0.0320 | -0.0320 | ||||||
| RFR USD SOFR/4.10000 09/02/25-27Y* CME / DIR (000000000) | -0.11 | -0.0365 | -0.0365 | ||||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.12 | -0.0421 | -0.0421 | ||||||
| RFR USD SOFR/3.75000 06/20/24-10Y LCH / DIR (EZ52H44WTW83) | -0.14 | -420.00 | -0.0491 | -0.0651 | |||||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | -0.15 | -0.0501 | -0.0501 | ||||||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | -0.15 | -0.0515 | -0.0515 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.16 | -0.0544 | -0.0544 | ||||||
| OIS CAD CAONREPO/3.00000 06/18/25-5Y LCH / DIR (EZ272ZNDWLQ3) | -0.16 | -570.59 | -0.0544 | -0.0667 | |||||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -0.20 | -26.22 | -0.0671 | 0.0267 | |||||
| IRS AUD 2.00000 10/07/24-3Y LCH / DIR (EZ81V1G4K0G0) | -0.22 | -34.14 | -0.0741 | 0.0425 | |||||
| RFR USD SOFR/3.50000 12/18/24-30Y LCH / DIR (EZ4089K4KC85) | -0.23 | 39.51 | -0.0768 | -0.0199 | |||||
| RFR USD SOFR/3.50000 12/18/24-30Y LCH / DIR (EZ4089K4KC85) | -0.23 | 39.51 | -0.0768 | -0.0199 | |||||
| IRS PLN 5.02000 03/21/24-5Y CME / DIR (EZSXLXMNQZT2) | -0.24 | 98.33 | -0.0810 | -0.0387 | |||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.25 | -0.0838 | -0.0838 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.25 | -0.0838 | -0.0838 | ||||||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.25 | -0.0838 | -0.0838 | ||||||
| RFR USD SOFR/3.75000 06/20/24-5Y LCH / DIR (EZN00HJGN4H7) | -0.25 | -240.45 | -0.0851 | -0.1480 | |||||
| SOLD BRL BOUGHT USD 20251002 / DFE (000000000) | -0.28 | -0.0958 | -0.0958 | ||||||
| RFR JPY MUTK/0.4500 12/15/21-30Y LCH / DIR (EZ8LLH7KD6Y2) | -0.32 | 17.28 | -0.1086 | -0.0127 | |||||
| RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (EZ2TNCR649W7) | -0.33 | -2.37 | -0.1123 | 0.0066 | |||||
| RFR USD SOFR/1.75000 06/15/22-30Y CME / DIR (EZ2TNCR649W7) | -0.33 | -2.37 | -0.1123 | 0.0066 | |||||
| RFR USD SOFR/4.15000 09/03/24-4Y* CME / DIR (EZ4809P3F712) | -0.37 | 40.75 | -0.1268 | -0.0334 | |||||
| RFR USD SOFR/3.50000 06/20/24-30Y LCH / DIR (EZV8ZC6L7CY8) | -0.73 | 13.10 | -0.2460 | -0.0208 | |||||
| US01F0226831 / 联邦国民抵押贷款协会 30 年 待定 8 月 | -1.00 | -114.15 | -0.3378 | -2.6254 | |||||
| IRS EUR 0.08050 03/10/22-9Y* LCH / DIR (EZNDR6Q2ZXR5) | -1.55 | 4.09 | -0.5270 | -0.0029 | |||||
| US01F0206874 / UMBS TBA 30YR 2% 20 年 8 月即将公布 2.00000000 | -2.61 | -137.51 | -0.8871 | -3.1545 |
