iShares Interest Rate Hedged High Yield Bond ETF Holdings
HYGH was created on 2014-05-27 by iShares. The fund's investment portfolio concentrates primarily on high yield fixed income. HYGH tracks an index that holds the iShares iBoxx USD High Yield Corporate Bond ETF (HYG) that targets USD-denominated corporate high-yield bonds while mitigating interest-rate risk.
Last Updated: 5 days, 18 hours ago
Last reported holdings - iShares Interest Rate Hedged High Yield Bond ETF
| Ticker | Name | Est. Value |
|---|---|---|
|
HYG
|
ISHARES IBOXX $ HIGH YIELD CORPORA | $408.5 million |
|
XTSLA
|
BLK CSH FND TREASURY SL AGENCY | $12.1 million |
|
XJPM
|
CASH COLLATERAL USD XJPM - 4.33 2049-12-31 | $7.7 million |
|
CME
|
SWP: OIS 0.774500 01-APR-2030 - 0.77 2030-04-01 | $1.4 million |
|
CME
|
SWP: OIS 0.326500 15-SEP-2025 - 0.33 2025-09-15 | $694733 |
|
CME
|
SWP: OIS 1.417000 07-APR-2028 - 1.42 2028-04-07 | $617814 |
|
CME
|
SWP: OIS 1.130500 18-NOV-2026 - 1.13 2026-11-18 | $447371 |
|
CME
|
SWP: OIS 1.233000 08-JUN-2028 - 1.23 2028-06-08 | $395453 |
|
LCH
|
SWP: OIS 1.321000 05-JAN-2029 - 1.32 2029-01-05 | $387233 |
|
LCH
|
SWP: OIS 1.445500 27-JAN-2029 - 1.45 2029-01-27 | $377480 |
|
CME
|
SWP: OIS 1.588500 04-JUN-2031 - 1.59 2031-06-04 | $313558 |
|
LCH
|
SWP: OIS 1.613500 12-JAN-2032 - 1.61 2032-01-12 | $268649 |
|
CME
|
SWP: OIS 1.143500 12-OCT-2028 - 1.14 2028-10-12 | $250666 |
|
CME
|
SWP: OIS 1.214000 22-OCT-2028 - 1.21 2028-10-22 | $204647 |
|
CME
|
SWP: OIS 1.116000 03-SEP-2028 - 1.12 2028-09-03 | $203773 |
|
LCH
|
SWP: OIS 1.321000 10-JAN-2027 - 1.32 2027-01-10 | $200507 |
|
CME
|
SWP: OIS 0.871500 29-SEP-2026 - 0.87 2026-09-29 | $191928 |
|
LCH
|
SWP: OIS 1.282000 30-NOV-2031 - 1.28 2031-11-30 | $169850 |
|
USD
|
USD CASH | $132995 |
|
CME
|
SWP: OIS 1.358500 20-OCT-2031 - 1.36 2031-10-20 | $125800 |
|
LCH
|
SWP: OIS 1.602000 09-FEB-2027 - 1.6 2027-02-09 | $88992 |
|
LCH
|
SWP: OIS 3.740700 26-SEP-2025 SOF - 3.74 2025-09-26 | $62819 |
|
LCH
|
SWP: OIS 1.697500 11-MAR-2029 - 1.7 2029-03-11 | $62210 |
|
LCH
|
SWP: OIS 3.206200 26-SEP-2031 SOF - 3.21 2031-09-26 | $52517 |
|
LCH
|
SWP: OIS 1.696500 28-FEB-2027 - 1.7 2027-02-28 | $51489 |
|
LCH
|
SWP: OIS 3.588200 08-OCT-2027 SOF - 3.59 2027-10-08 | $47827 |
|
LCH
|
SWP: OIS 1.523500 10-JAN-2032 - 1.52 2032-01-10 | $45219 |
|
CME
|
SWP: OIS 0.868500 17-JUN-2026 - 0.87 2026-06-17 | $40342 |
|
CME
|
SWP: OIS 0.862500 30-MAR-2045 - 0.86 2045-03-30 | $36269 |
|
LCH
|
SWP: OIS 3.473200 08-OCT-2031 SOF - 3.47 2031-10-08 | $35374 |
|
LCH
|
SWP: OIS 3.485700 08-OCT-2029 SOF - 3.49 2029-10-08 | $32105 |
|
LCH
|
SWP: OIS 3.908200 27-JUN-2026 SOF - 3.91 2026-06-27 | $30919 |
|
LCH
|
SWP: OIS 3.571200 21-OCT-2029 SOF - 3.57 2029-10-21 | $29549 |
|
LCH
|
SWP: OIS 3.161000 03-FEB-2030 - 3.16 2030-02-03 | $28100 |
|
LCH
|
SWP: OIS 1.319500 23-NOV-2026 - 1.32 2026-11-23 | $27381 |
|
LCH
|
SWP: OIS 3.291000 10-JAN-2030 - 3.29 2030-01-10 | $26914 |
|
LCH
|
SWP: OIS 1.733500 28-FEB-2029 - 1.73 2029-02-28 | $25854 |
|
LCH
|
SWP: OIS 3.101500 12-SEP-2029 - 3.1 2029-09-12 | $24852 |
|
LCH
|
SWP: OIS 2.564500 15-AUG-2029 - 2.56 2029-08-15 | $17377 |
|
LCH
|
SWP: OIS 4.139200 28-JAN-2026 SOF - 4.14 2026-01-28 | $15549 |
|
LCH
|
SWP: OIS 3.500700 08-OCT-2034 SOF - 3.5 2034-10-08 | $15527 |
|
LCH
|
SWP: OIS 3.336000 08-FEB-2033 - 3.34 2033-02-08 | $14735 |
|
LCH
|
SWP: OIS 4.184200 25-OCT-2025 SOF - 4.18 2025-10-25 | $14542 |
|
LCH
|
SWP: OIS 3.763200 05-FEB-2027 SOF - 3.76 2027-02-05 | $13710 |
|
LCH
|
SWP: OIS 3.581200 27-JUN-2032 SOF - 3.58 2032-06-27 | $13038 |
|
LCH
|
SWP: OIS 3.577200 21-OCT-2031 SOF - 3.58 2031-10-21 | $12851 |
|
LCH
|
SWP: OIS 2.640000 15-AUG-2027 - 2.64 2027-08-15 | $12094 |
|
LCH
|
SWP: OIS 3.767000 13-JAN-2026 - 3.77 2026-01-13 | $12084 |
|
LCH
|
SWP: OIS 1.781500 28-FEB-2032 - 1.78 2032-02-28 | $12042 |
|
LCH
|
SWP: OIS 4.158700 16-DEC-2025 SOF - 4.16 2025-12-16 | $11999 |
|
LCH
|
SWP: OIS 2.758000 23-AUG-2032 - 2.76 2032-08-23 | $11262 |
|
LCH
|
SWP: OIS 3.552700 14-APR-2030 SOF - 3.55 2030-04-14 | $11126 |
|
LCH
|
SWP: OIS 3.632200 14-APR-2032 SOF - 3.63 2032-04-14 | $10581 |
|
LCH
|
SWP: OIS 3.553700 05-FEB-2029 SOF - 3.55 2029-02-05 | $9868 |
|
LCH
|
SWP: OIS 3.522200 05-JAN-2031 SOF - 3.52 2031-01-05 | $9081 |
|
LCH
|
SWP: OIS 3.553700 17-JUL-2028 SOF - 3.55 2028-07-17 | $8792 |
|
LCH
|
SWP: OIS 3.368500 27-DEC-2032 - 3.37 2032-12-27 | $8346 |
|
CME
|
SWP: OIS 1.060000 18-SEP-2050 - 1.06 2050-09-18 | $7640 |
|
LCH
|
SWP: OIS 3.449500 24-MAY-2030 SOF - 3.45 2030-05-24 | $7539 |
|
LCH
|
SWP: OIS 4.231700 19-FEB-2026 SOF - 4.23 2026-02-19 | $7447 |
|
LCH
|
SWP: OIS 3.443000 22-SEP-2029 - 3.44 2029-09-22 | $7244 |
|
LCH
|
SWP: OIS 3.460700 27-JUN-2028 SOF - 3.46 2028-06-27 | $7001 |
|
LCH
|
SWP: OIS 3.369500 02-DEC-2029 - 3.37 2029-12-02 | $6924 |
|
LCH
|
SWP: OIS 4.103700 18-MAY-2026 SOF - 4.1 2026-05-18 | $6750 |
|
LCH
|
SWP: OIS 3.449000 05-JAN-2033 - 3.45 2033-01-05 | $6591 |
|
LCH
|
SWP: OIS 3.780200 25-OCT-2027 SOF - 3.78 2027-10-25 | $6434 |
|
LCH
|
SWP: OIS 3.829200 05-JAN-2027 SOF - 3.83 2027-01-05 | $6279 |
|
LCH
|
SWP: OIS 3.833000 07-FEB-2026 - 3.83 2026-02-07 | $5165 |
|
CME
|
SWP: OIS 0.874000 30-MAR-2050 - 0.87 2050-03-30 | $5150 |
|
LCH
|
SWP: OIS 3.700700 09-DEC-2034 SOF - 3.7 2034-12-09 | $5085 |
|
LCH
|
SWP: OIS 4.170700 09-DEC-2025 SOF - 4.17 2025-12-09 | $4764 |
|
LCH
|
SWP: OIS 3.803200 31-OCT-2027 SOF - 3.8 2027-10-31 | $4603 |
|
LCH
|
SWP: OIS 4.289200 09-AUG-2026 SOF - 4.29 2026-08-09 | $3454 |
|
LCH
|
SWP: OIS 3.778700 31-OCT-2034 SOF - 3.78 2034-10-31 | $3330 |
|
LCH
|
SWP: OIS 3.579200 17-JUL-2030 SOF - 3.58 2030-07-17 | $2567 |
|
LCH
|
SWP: OIS 3.913700 10-JAN-2027 SOF - 3.91 2027-01-10 | $2397 |
|
LCH
|
SWP: OIS 3.641200 18-JAN-2031 SOF - 3.64 2031-01-18 | $2324 |
|
LCH
|
SWP: OIS 3.541500 01-JUN-2030 SOF - 3.54 2030-06-01 | $2257 |
|
LCH
|
SWP: OIS 3.722200 25-OCT-2031 SOF - 3.72 2031-10-25 | $2144 |
|
LCH
|
SWP: OIS 3.648200 10-JAN-2031 SOF - 3.65 2031-01-10 | $2114 |
|
LCH
|
SWP: OIS 3.658700 18-JAN-2029 SOF - 3.66 2029-01-18 | $2039 |
|
LCH
|
SWP: OIS 3.864700 01-NOV-2027 SOF - 3.86 2027-11-01 | $900 |
|
LCH
|
SWP: OIS 3.590000 27-JUN-2030 SOF - 3.59 2030-06-27 | $679 |
|
LCH
|
SWP: OIS 3.983700 23-JAN-2027 SOF - 3.98 2027-01-23 | $639 |
|
LCH
|
SWP: OIS 3.697200 10-JAN-2029 SOF - 3.7 2029-01-10 | $160 |
|
LCH
|
SWP: OIS 3.844700 17-MAY-2027 SOF - 3.84 2027-05-17 | $-191 |
|
LCH
|
SWP: OIS 4.187500 16-JUN-2026 SOF - 4.19 2026-06-16 | $-299 |
|
LCH
|
SWP: OIS 4.013200 09-FEB-2027 SOF - 4.01 2027-02-09 | $-436 |
|
LCH
|
SWP: OIS 4.176200 16-MAY-2050 SOF - 4.18 2050-05-16 | $-1273 |
|
LCH
|
SWP: OIS 4.208200 16-MAY-2045 SOF - 4.21 2045-05-16 | $-1460 |
|
LCH
|
SWP: OIS 3.837200 26-JUN-2034 SOF - 3.84 2034-06-26 | $-1923 |
|
LCH
|
SWP: OIS 4.201500 27-JUN-2026 SOF - 4.2 2026-06-27 | $-2005 |
|
LCH
|
SWP: OIS 3.775200 07-NOV-2031 SOF - 3.78 2031-11-07 | $-2309 |
|
LCH
|
SWP: OIS 3.719200 16-APR-2032 SOF - 3.72 2032-04-16 | $-2419 |
|
LCH
|
SWP: OIS 3.772200 23-JAN-2031 SOF - 3.77 2031-01-23 | $-2438 |
|
LCH
|
SWP: OIS 3.743700 09-DEC-2029 SOF - 3.74 2029-12-09 | $-2737 |
|
LCH
|
SWP: OIS 3.889700 07-NOV-2027 SOF - 3.89 2027-11-07 | $-2795 |
|
LCH
|
SWP: OIS 4.407700 31-AUG-2026 SOF - 4.41 2026-08-31 | $-3100 |
|
LCH
|
SWP: OIS 3.945700 09-AUG-2028 SOF - 3.95 2028-08-09 | $-3111 |
|
LCH
|
SWP: OIS 3.737700 31-OCT-2029 SOF - 3.74 2029-10-31 | $-3130 |
|
LCH
|
SWP: OIS 3.772700 01-NOV-2031 SOF - 3.77 2031-11-01 | $-3342 |
|
LCH
|
SWP: OIS 3.890700 27-MAR-2034 SOF - 3.89 2034-03-27 | $-3682 |
|
LCH
|
SWP: OIS 3.746200 09-FEB-2031 SOF - 3.75 2031-02-09 | $-3752 |
|
LCH
|
SWP: OIS 3.669700 11-APR-2030 SOF - 3.67 2030-04-11 | $-4046 |
|
LCH
|
SWP: OIS 3.810200 23-JAN-2029 SOF - 3.81 2029-01-23 | $-4414 |
|
LCH
|
SWP: OIS 3.894700 28-FEB-2034 SOF - 3.89 2034-02-28 | $-4492 |
|
LCH
|
SWP: OIS 3.776700 19-MAR-2028 SOF - 3.78 2028-03-19 | $-4652 |
|
LCH
|
SWP: OIS 4.064700 14-FEB-2027 SOF - 4.06 2027-02-14 | $-4833 |
|
LCH
|
SWP: OIS 3.784700 16-MAY-2028 SOF - 3.78 2028-05-16 | $-5117 |
|
LCH
|
SWP: OIS 4.218700 06-MAR-2027 SOF - 4.22 2027-03-06 | $-5226 |
|
LCH
|
SWP: OIS 4.014200 16-MAY-2035 SOF - 4.01 2035-05-16 | $-5949 |
|
LCH
|
SWP: OIS 3.806700 16-MAY-2030 SOF - 3.81 2030-05-16 | $-6029 |
|
LCH
|
SWP: OIS 4.020317 18-AUG-2030 SOF - 4.02 2030-08-18 | $-7003 |
|
LCH
|
SWP: OIS 3.836700 09-AUG-2030 SOF - 3.84 2030-08-09 | $-7309 |
|
LCH
|
SWP: OIS 3.773200 15-JUL-2031 SOF - 3.77 2031-07-15 | $-7506 |
|
LCH
|
SWP: OIS 3.815700 14-FEB-2031 SOF - 3.82 2031-02-14 | $-7608 |
|
LCH
|
SWP: OIS 4.043700 23-MAY-2034 SOF - 4.04 2034-05-23 | $-7803 |
|
LCH
|
SWP: OIS 3.800700 07-MAR-2031 SOF - 3.8 2031-03-07 | $-8548 |
|
LCH
|
SWP: OIS 3.776000 27-JUN-2028 SOF - 3.78 2028-06-27 | $-8556 |
|
LCH
|
SWP: OIS 4.056200 02-JAN-2035 SOF - 4.06 2035-01-02 | $-8921 |
|
LCH
|
SWP: OIS 4.049200 11-JUN-2034 SOF - 4.05 2034-06-11 | $-10005 |
|
LCH
|
SWP: OIS 4.276700 03-OCT-2033 SOF - 4.28 2033-10-03 | $-10671 |
|
LCH
|
SWP: OIS 3.787200 01-NOV-2029 SOF - 3.79 2029-11-01 | $-10968 |
|
LCH
|
SWP: OIS 3.922200 02-DEC-2027 SOF - 3.92 2027-12-02 | $-11239 |
|
LCH
|
SWP: OIS 3.993200 25-FEB-2028 SOF - 3.99 2028-02-25 | $-11361 |
|
LCH
|
SWP: OIS 3.879700 06-MAR-2031 SOF - 3.88 2031-03-06 | $-11415 |
|
LCH
|
SWP: OIS 3.800700 07-NOV-2029 SOF - 3.8 2029-11-07 | $-11969 |
|
LCH
|
SWP: OIS 3.869200 20-JUN-2031 SOF - 3.87 2031-06-20 | $-12319 |
|
LCH
|
SWP: OIS 4.050700 31-AUG-2028 SOF - 4.05 2028-08-31 | $-12467 |
|
LCH
|
SWP: OIS 3.931700 16-DEC-2027 SOF - 3.93 2027-12-16 | $-12887 |
|
LCH
|
SWP: OIS 3.914700 31-AUG-2030 SOF - 3.91 2030-08-31 | $-12977 |
|
LCH
|
SWP: OIS 3.886200 26-JUN-2031 SOF - 3.89 2031-06-26 | $-13316 |
|
LCH
|
SWP: OIS 3.951200 09-JUL-2029 SOF - 3.95 2029-07-09 | $-13521 |
|
LCH
|
SWP: OIS 3.850700 16-DEC-2029 SOF - 3.85 2029-12-16 | $-14956 |
|
LCH
|
SWP: OIS 4.031200 02-JAN-2030 SOF - 4.03 2030-01-02 | $-16285 |
|
LCH
|
SWP: OIS 4.245700 27-SEP-2033 SOF - 4.25 2033-09-27 | $-16498 |
|
LCH
|
SWP: OIS 3.890200 07-MAR-2029 SOF - 3.89 2029-03-07 | $-16938 |
|
LCH
|
SWP: OIS 3.798700 19-MAR-2032 SOF - 3.8 2032-03-19 | $-17437 |
|
LCH
|
SWP: OIS 3.830200 12-NOV-2031 SOF - 3.83 2031-11-12 | $-17682 |
|
LCH
|
SWP: OIS 4.251700 20-JUN-2027 SOF - 4.25 2027-06-20 | $-18005 |
|
LCH
|
SWP: OIS 4.104200 06-JUN-2029 SOF - 4.1 2029-06-06 | $-18502 |
|
LCH
|
SWP: OIS 3.993700 25-FEB-2032 SOF - 3.99 2032-02-25 | $-19513 |
|
LCH
|
SWP: OIS 3.878200 09-JUL-2031 SOF - 3.88 2031-07-09 | $-19616 |
|
LCH
|
SWP: OIS 3.863200 14-FEB-2029 SOF - 3.86 2029-02-14 | $-20845 |
|
LCH
|
SWP: OIS 4.077200 07-JAN-2032 SOF - 4.08 2032-01-07 | $-22435 |
|
LCH
|
SWP: OIS 3.895700 17-MAY-2032 SOF - 3.9 2032-05-17 | $-22596 |
|
LCH
|
SWP: OIS 3.982200 25-FEB-2030 SOF - 3.98 2030-02-25 | $-22658 |
|
LCH
|
SWP: OIS 4.458200 23-MAY-2027 SOF - 4.46 2027-05-23 | $-24339 |
|
LCH
|
SWP: OIS 4.187200 09-JUL-2027 SOF - 4.19 2027-07-09 | $-24977 |
|
LCH
|
SWP: OIS 4.004700 27-MAR-2029 SOF - 4.0 2029-03-27 | $-26445 |
|
LCH
|
SWP: OIS 4.030700 02-JAN-2032 SOF - 4.03 2032-01-02 | $-27246 |
|
LCH
|
SWP: OIS 4.265200 27-JUN-2027 SOF - 4.27 2027-06-27 | $-28412 |
|
LCH
|
SWP: OIS 4.003200 06-JUN-2031 SOF - 4.0 2031-06-06 | $-29069 |
|
LCH
|
SWP: OIS 4.189700 10-JAN-2035 SOF - 4.19 2035-01-10 | $-29215 |
|
LCH
|
SWP: OIS 3.990200 26-JUN-2029 SOF - 3.99 2029-06-26 | $-29343 |
|
LCH
|
SWP: OIS 4.063700 26-FEB-2029 SOF - 4.06 2029-02-26 | $-29563 |
|
LCH
|
SWP: OIS 4.021700 22-NOV-2027 SOF - 4.02 2027-11-22 | $-29581 |
|
LCH
|
SWP: OIS 4.166700 13-JUN-2029 SOF - 4.17 2029-06-13 | $-31458 |
|
LCH
|
SWP: OIS 3.998700 19-DEC-2027 SOF - 4.0 2027-12-19 | $-31720 |
|
LCH
|
SWP: OIS 3.932200 22-NOV-2029 SOF - 3.93 2029-11-22 | $-31730 |
|
LCH
|
SWP: OIS 4.092200 03-APR-2029 SOF - 4.09 2029-04-03 | $-33339 |
|
LCH
|
SWP: OIS 4.107200 20-MAR-2029 SOF - 4.11 2029-03-20 | $-33830 |
|
LCH
|
SWP: OIS 4.394200 27-SEP-2028 SOF - 4.39 2028-09-27 | $-34236 |
|
LCH
|
SWP: OIS 4.037700 11-APR-2031 SOF - 4.04 2031-04-11 | $-34893 |
|
LCH
|
SWP: OIS 3.909700 19-DEC-2031 SOF - 3.91 2031-12-19 | $-34973 |
|
LCH
|
SWP: OIS 4.010200 10-FEB-2028 SOF - 4.01 2028-02-10 | $-35782 |
|
LCH
|
SWP: OIS 4.052200 02-JAN-2028 SOF - 4.05 2028-01-02 | $-36338 |
|
LCH
|
SWP: OIS 4.135200 09-APR-2029 SOF - 4.14 2029-04-09 | $-36836 |
|
LCH
|
SWP: OIS 4.084700 30-DEC-2031 SOF - 4.08 2031-12-30 | $-45616 |
|
LCH
|
SWP: OIS 4.233200 13-MAY-2029 SOF - 4.23 2029-05-13 | $-45670 |
|
LCH
|
SWP: OIS 4.051700 08-JUL-2029 SOF - 4.05 2029-07-08 | $-51728 |
|
LCH
|
SWP: OIS 3.930200 19-DEC-2029 SOF - 3.93 2029-12-19 | $-67599 |
|
LCH
|
SWP: OIS 4.385200 03-JUL-2027 SOF - 4.39 2027-07-03 | $-72153 |
|
LCH
|
SWP: OIS 4.089200 30-DEC-2029 SOF - 4.09 2029-12-30 | $-94578 |
|
LCH
|
SWP: OIS 4.163700 03-JUL-2029 SOF - 4.16 2029-07-03 | $-106436 |
|
DERIV_USD
|
DERIV USD BALANCE WITH R73215 LCH - 4.33 2025-08-01 | $-737080 |
|
DERIV_USD
|
DERIV USD BALANCE WITH R73215 CME - 4.33 2025-08-01 | $-4.9 million |
Recent Changes - iShares Interest Rate Hedged High Yield Bond ETF
| Date | Ticker | Name | Change (Shares) |
|---|---|---|---|
| 2025-07-30 |
LCH
|
SWP: OIS 3.577200 21-OCT-2031 SOF - 3.58 2031-10-21 | -1.2 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.368500 27-DEC-2032 - 3.37 2032-12-27 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.864700 01-NOV-2027 SOF - 3.86 2027-11-01 | -2.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.553700 05-FEB-2029 SOF - 3.55 2029-02-05 | -2.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 4.170700 09-DEC-2025 SOF - 4.17 2025-12-09 | -2.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.829200 05-JAN-2027 SOF - 3.83 2027-01-05 | -1.5 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.763200 05-FEB-2027 SOF - 3.76 2027-02-05 | -3.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.443000 22-SEP-2029 - 3.44 2029-09-22 | -500,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.632200 14-APR-2032 SOF - 3.63 2032-04-14 | -2.5 million |
| 2025-07-30 |
LCH
|
SWP: OIS 4.231700 19-FEB-2026 SOF - 4.23 2026-02-19 | -7.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.369500 02-DEC-2029 - 3.37 2029-12-02 | -450,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.780200 25-OCT-2027 SOF - 3.78 2027-10-25 | -2.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.449000 05-JAN-2033 - 3.45 2033-01-05 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 4.158700 16-DEC-2025 SOF - 4.16 2025-12-16 | -5.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.552700 14-APR-2030 SOF - 3.55 2030-04-14 | -3.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 1.697500 11-MAR-2029 - 1.7 2029-03-11 | -842,000 |
| 2025-07-30 |
CME
|
SWP: OIS 0.874000 30-MAR-2050 - 0.87 2050-03-30 | -10,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.553700 17-JUL-2028 SOF - 3.55 2028-07-17 | -6.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.803200 31-OCT-2027 SOF - 3.8 2027-10-31 | -2.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.541500 01-JUN-2030 SOF - 3.54 2030-06-01 | -700,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.778700 31-OCT-2034 SOF - 3.78 2034-10-31 | -500,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 2.758000 23-AUG-2032 - 2.76 2032-08-23 | -150,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.722200 25-OCT-2031 SOF - 3.72 2031-10-25 | -1.5 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.658700 18-JAN-2029 SOF - 3.66 2029-01-18 | -1.5 million |
| 2025-07-30 |
LCH
|
SWP: OIS 2.640000 15-AUG-2027 - 2.64 2027-08-15 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.833000 07-FEB-2026 - 3.83 2026-02-07 | -1.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.648200 10-JAN-2031 SOF - 3.65 2031-01-10 | -1.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.700700 09-DEC-2034 SOF - 3.7 2034-12-09 | -400,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.449500 24-MAY-2030 SOF - 3.45 2030-05-24 | -1.0 million |
| 2025-07-30 |
CME
|
SWP: OIS 1.060000 18-SEP-2050 - 1.06 2050-09-18 | -15,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 4.289200 09-AUG-2026 SOF - 4.29 2026-08-09 | -2.5 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.913700 10-JAN-2027 SOF - 3.91 2027-01-10 | -1.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.522200 05-JAN-2031 SOF - 3.52 2031-01-05 | -1.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.767000 13-JAN-2026 - 3.77 2026-01-13 | -2.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.581200 27-JUN-2032 SOF - 3.58 2032-06-27 | -2.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 1.781500 28-FEB-2032 - 1.78 2032-02-28 | -100,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.641200 18-JAN-2031 SOF - 3.64 2031-01-18 | -1.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.579200 17-JUL-2030 SOF - 3.58 2030-07-17 | -4.2 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.460700 27-JUN-2028 SOF - 3.46 2028-06-27 | -1.5 million |
| 2025-07-30 |
LCH
|
SWP: OIS 4.103700 18-MAY-2026 SOF - 4.1 2026-05-18 | -6.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.590000 27-JUN-2030 SOF - 3.59 2030-06-27 | -1.3 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.983700 23-JAN-2027 SOF - 3.98 2027-01-23 | -1.0 million |
| 2025-07-30 |
CME
|
SWP: OIS 1.116000 03-SEP-2028 - 1.12 2028-09-03 | -2.0 million |
| 2025-07-30 |
CME
|
SWP: OIS 1.358500 20-OCT-2031 - 1.36 2031-10-20 | -830,000 |
| 2025-07-30 |
XJPM
|
CASH COLLATERAL USD XJPM - 4.33 2049-12-31 | 7.7 million |
| 2025-07-30 |
LCH
|
SWP: OIS 4.184200 25-OCT-2025 SOF - 4.18 2025-10-25 | -5.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.485700 08-OCT-2029 SOF - 3.49 2029-10-08 | -2.7 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.161000 03-FEB-2030 - 3.16 2030-02-03 | -1.2 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.500700 08-OCT-2034 SOF - 3.5 2034-10-08 | -500,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 1.321000 05-JAN-2029 - 1.32 2029-01-05 | -4.3 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.473200 08-OCT-2031 SOF - 3.47 2031-10-08 | -2.0 million |
| 2025-07-30 |
CME
|
SWP: OIS 0.871500 29-SEP-2026 - 0.87 2026-09-29 | -2.9 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.291000 10-JAN-2030 - 3.29 2030-01-10 | -1.5 million |
| 2025-07-30 |
USD
|
USD CASH | 717,448 |
| 2025-07-30 |
LCH
|
SWP: OIS 1.445500 27-JAN-2029 - 1.45 2029-01-27 | -4.5 million |
| 2025-07-30 |
LCH
|
SWP: OIS 1.523500 10-JAN-2032 - 1.52 2032-01-10 | -327,600 |
| 2025-07-30 |
CME
|
SWP: OIS 0.862500 30-MAR-2045 - 0.86 2045-03-30 | -80,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.101500 12-SEP-2029 - 3.1 2029-09-12 | -800,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 1.613500 12-JAN-2032 - 1.61 2032-01-12 | -2.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 1.733500 28-FEB-2029 - 1.73 2029-02-28 | -355,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.588200 08-OCT-2027 SOF - 3.59 2027-10-08 | -5.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 1.602000 09-FEB-2027 - 1.6 2027-02-09 | -1.9 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.336000 08-FEB-2033 - 3.34 2033-02-08 | -500,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 1.319500 23-NOV-2026 - 1.32 2026-11-23 | -500,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 1.282000 30-NOV-2031 - 1.28 2031-11-30 | -1.1 million |
| 2025-07-30 |
CME
|
SWP: OIS 0.774500 01-APR-2030 - 0.77 2030-04-01 | -10.5 million |
| 2025-07-30 |
CME
|
SWP: OIS 1.214000 22-OCT-2028 - 1.21 2028-10-22 | -2.1 million |
| 2025-07-30 |
LCH
|
SWP: OIS 4.139200 28-JAN-2026 SOF - 4.14 2026-01-28 | -7.0 million |
| 2025-07-30 |
CME
|
SWP: OIS 1.143500 12-OCT-2028 - 1.14 2028-10-12 | -2.5 million |
| 2025-07-30 |
LCH
|
SWP: OIS 2.564500 15-AUG-2029 - 2.56 2029-08-15 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 1.321000 10-JAN-2027 - 1.32 2027-01-10 | -3.8 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.571200 21-OCT-2029 SOF - 3.57 2029-10-21 | -4.0 million |
| 2025-07-30 |
CME
|
SWP: OIS 0.326500 15-SEP-2025 - 0.33 2025-09-15 | -16.4 million |
| 2025-07-30 |
CME
|
SWP: OIS 1.417000 07-APR-2028 - 1.42 2028-04-07 | -9.5 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.908200 27-JUN-2026 SOF - 3.91 2026-06-27 | -13.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.740700 26-SEP-2025 SOF - 3.74 2025-09-26 | -8.0 million |
| 2025-07-30 |
CME
|
SWP: OIS 1.233000 08-JUN-2028 - 1.23 2028-06-08 | -5.8 million |
| 2025-07-30 |
CME
|
SWP: OIS 1.130500 18-NOV-2026 - 1.13 2026-11-18 | -7.6 million |
| 2025-07-30 |
LCH
|
SWP: OIS 1.696500 28-FEB-2027 - 1.7 2027-02-28 | -1.2 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.206200 26-SEP-2031 SOF - 3.21 2031-09-26 | -1.5 million |
| 2025-07-30 |
CME
|
SWP: OIS 0.868500 17-JUN-2026 - 0.87 2026-06-17 | -1.3 million |
| 2025-07-30 |
CME
|
SWP: OIS 1.588500 04-JUN-2031 - 1.59 2031-06-04 | -2.8 million |
| 2025-07-29 |
XJPM
|
CASH COLLATERAL USD XJPM - 4.33 2049-12-31 | 7.7 million |
| 2025-07-29 |
CME
|
SWP: OIS 1.214000 22-OCT-2028 - 1.21 2028-10-22 | -2.1 million |
| 2025-07-29 |
LCH
|
SWP: OIS 1.321000 10-JAN-2027 - 1.32 2027-01-10 | -3.8 million |
| 2025-07-29 |
CME
|
SWP: OIS 1.143500 12-OCT-2028 - 1.14 2028-10-12 | -2.5 million |
| 2025-07-29 |
CME
|
SWP: OIS 1.130500 18-NOV-2026 - 1.13 2026-11-18 | -7.6 million |
| 2025-07-29 |
CME
|
SWP: OIS 0.774500 01-APR-2030 - 0.77 2030-04-01 | -10.5 million |
| 2025-07-29 |
CME
|
SWP: OIS 1.116000 03-SEP-2028 - 1.12 2028-09-03 | -2.0 million |
| 2025-07-29 |
CME
|
SWP: OIS 0.326500 15-SEP-2025 - 0.33 2025-09-15 | -16.4 million |
| 2025-07-29 |
CME
|
SWP: OIS 1.417000 07-APR-2028 - 1.42 2028-04-07 | -9.5 million |
| 2025-07-29 |
LCH
|
SWP: OIS 1.445500 27-JAN-2029 - 1.45 2029-01-27 | -4.5 million |
| 2025-07-29 |
CME
|
SWP: OIS 1.358500 20-OCT-2031 - 1.36 2031-10-20 | -830,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 1.613500 12-JAN-2032 - 1.61 2032-01-12 | -2.0 million |
| 2025-07-29 |
CME
|
SWP: OIS 1.233000 08-JUN-2028 - 1.23 2028-06-08 | -5.8 million |
| 2025-07-29 |
LCH
|
SWP: OIS 1.282000 30-NOV-2031 - 1.28 2031-11-30 | -1.1 million |
| 2025-07-29 |
LCH
|
SWP: OIS 1.321000 05-JAN-2029 - 1.32 2029-01-05 | -4.3 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.803200 31-OCT-2027 SOF - 3.8 2027-10-31 | -2.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.552700 14-APR-2030 SOF - 3.55 2030-04-14 | -3.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.780200 25-OCT-2027 SOF - 3.78 2027-10-25 | -2.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.541500 01-JUN-2030 SOF - 3.54 2030-06-01 | -700,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.778700 31-OCT-2034 SOF - 3.78 2034-10-31 | -500,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.913700 10-JAN-2027 SOF - 3.91 2027-01-10 | -1.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 4.289200 09-AUG-2026 SOF - 4.29 2026-08-09 | -2.5 million |
| 2025-07-29 |
LCH
|
SWP: OIS 4.103700 18-MAY-2026 SOF - 4.1 2026-05-18 | -6.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.336000 08-FEB-2033 - 3.34 2033-02-08 | -500,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 1.733500 28-FEB-2029 - 1.73 2029-02-28 | -355,000 |
| 2025-07-29 |
CME
|
SWP: OIS 1.588500 04-JUN-2031 - 1.59 2031-06-04 | -2.8 million |
| 2025-07-29 |
CME
|
SWP: OIS 0.868500 17-JUN-2026 - 0.87 2026-06-17 | -1.3 million |
| 2025-07-29 |
LCH
|
SWP: OIS 1.319500 23-NOV-2026 - 1.32 2026-11-23 | -500,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 2.564500 15-AUG-2029 - 2.56 2029-08-15 | -300,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.449500 24-MAY-2030 SOF - 3.45 2030-05-24 | -1.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.829200 05-JAN-2027 SOF - 3.83 2027-01-05 | -1.5 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.368500 27-DEC-2032 - 3.37 2032-12-27 | -300,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.449000 05-JAN-2033 - 3.45 2033-01-05 | -300,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.291000 10-JAN-2030 - 3.29 2030-01-10 | -1.5 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.588200 08-OCT-2027 SOF - 3.59 2027-10-08 | -5.0 million |
| 2025-07-29 |
CME
|
SWP: OIS 0.862500 30-MAR-2045 - 0.86 2045-03-30 | -80,000 |
| 2025-07-29 |
CME
|
SWP: OIS 0.871500 29-SEP-2026 - 0.87 2026-09-29 | -2.9 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.908200 27-JUN-2026 SOF - 3.91 2026-06-27 | -13.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.632200 14-APR-2032 SOF - 3.63 2032-04-14 | -2.5 million |
| 2025-07-29 |
LCH
|
SWP: OIS 4.170700 09-DEC-2025 SOF - 4.17 2025-12-09 | -2.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.833000 07-FEB-2026 - 3.83 2026-02-07 | -1.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.700700 09-DEC-2034 SOF - 3.7 2034-12-09 | -400,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 1.602000 09-FEB-2027 - 1.6 2027-02-09 | -1.9 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.767000 13-JAN-2026 - 3.77 2026-01-13 | -2.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 4.184200 25-OCT-2025 SOF - 4.18 2025-10-25 | -5.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.473200 08-OCT-2031 SOF - 3.47 2031-10-08 | -2.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.571200 21-OCT-2029 SOF - 3.57 2029-10-21 | -4.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.161000 03-FEB-2030 - 3.16 2030-02-03 | -1.2 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.740700 26-SEP-2025 SOF - 3.74 2025-09-26 | -8.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.485700 08-OCT-2029 SOF - 3.49 2029-10-08 | -2.7 million |
| 2025-07-29 |
LCH
|
SWP: OIS 1.697500 11-MAR-2029 - 1.7 2029-03-11 | -842,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 1.696500 28-FEB-2027 - 1.7 2027-02-28 | -1.2 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.101500 12-SEP-2029 - 3.1 2029-09-12 | -800,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 4.139200 28-JAN-2026 SOF - 4.14 2026-01-28 | -7.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 2.758000 23-AUG-2032 - 2.76 2032-08-23 | -150,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.522200 05-JAN-2031 SOF - 3.52 2031-01-05 | -1.0 million |
| 2025-07-29 |
CME
|
SWP: OIS 0.874000 30-MAR-2050 - 0.87 2050-03-30 | -10,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 4.231700 19-FEB-2026 SOF - 4.23 2026-02-19 | -7.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.500700 08-OCT-2034 SOF - 3.5 2034-10-08 | -500,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.443000 22-SEP-2029 - 3.44 2029-09-22 | -500,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.369500 02-DEC-2029 - 3.37 2029-12-02 | -450,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.763200 05-FEB-2027 SOF - 3.76 2027-02-05 | -3.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.460700 27-JUN-2028 SOF - 3.46 2028-06-27 | -1.5 million |
| 2025-07-29 |
LCH
|
SWP: OIS 1.781500 28-FEB-2032 - 1.78 2032-02-28 | -100,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.577200 21-OCT-2031 SOF - 3.58 2031-10-21 | -1.2 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.581200 27-JUN-2032 SOF - 3.58 2032-06-27 | -2.0 million |
| 2025-07-29 |
CME
|
SWP: OIS 1.060000 18-SEP-2050 - 1.06 2050-09-18 | -15,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 1.523500 10-JAN-2032 - 1.52 2032-01-10 | -327,600 |
| 2025-07-29 |
LCH
|
SWP: OIS 4.158700 16-DEC-2025 SOF - 4.16 2025-12-16 | -5.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.553700 05-FEB-2029 SOF - 3.55 2029-02-05 | -2.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 2.640000 15-AUG-2027 - 2.64 2027-08-15 | -300,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.206200 26-SEP-2031 SOF - 3.21 2031-09-26 | -1.5 million |
| 2025-07-28 |
LCH
|
SWP: OIS 1.781500 28-FEB-2032 - 1.78 2032-02-28 | -100,000 |
| 2025-07-28 |
LCH
|
SWP: OIS 2.758000 23-AUG-2032 - 2.76 2032-08-23 | -150,000 |
| 2025-07-28 |
LCH
|
SWP: OIS 3.767000 13-JAN-2026 - 3.77 2026-01-13 | -2.0 million |
| 2025-07-28 |
LCH
|
SWP: OIS 2.640000 15-AUG-2027 - 2.64 2027-08-15 | -300,000 |
| 2025-07-28 |
LCH
|
SWP: OIS 3.522200 05-JAN-2031 SOF - 3.52 2031-01-05 | -1.0 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.552700 14-APR-2030 SOF - 3.55 2030-04-14 | -3.0 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.449500 24-MAY-2030 SOF - 3.45 2030-05-24 | -1.0 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.763200 05-FEB-2027 SOF - 3.76 2027-02-05 | -3.0 million |
| 2025-07-28 |
LCH
|
SWP: OIS 4.289200 09-AUG-2026 SOF - 4.29 2026-08-09 | -2.5 million |
| 2025-07-28 |
LCH
|
SWP: OIS 4.158700 16-DEC-2025 SOF - 4.16 2025-12-16 | -5.0 million |
| 2025-07-28 |
LCH
|
SWP: OIS 4.103700 18-MAY-2026 SOF - 4.1 2026-05-18 | -6.0 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.443000 22-SEP-2029 - 3.44 2029-09-22 | -500,000 |
| 2025-07-28 |
CME
|
SWP: OIS 1.060000 18-SEP-2050 - 1.06 2050-09-18 | -15,000 |
| 2025-07-28 |
LCH
|
SWP: OIS 3.368500 27-DEC-2032 - 3.37 2032-12-27 | -300,000 |
| 2025-07-28 |
LCH
|
SWP: OIS 3.369500 02-DEC-2029 - 3.37 2029-12-02 | -450,000 |
| 2025-07-28 |
LCH
|
SWP: OIS 3.641200 18-JAN-2031 SOF - 3.64 2031-01-18 | -1.0 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.780200 25-OCT-2027 SOF - 3.78 2027-10-25 | -2.0 million |
| 2025-07-28 |
CME
|
SWP: OIS 0.874000 30-MAR-2050 - 0.87 2050-03-30 | -10,000 |
| 2025-07-28 |
LCH
|
SWP: OIS 3.658700 18-JAN-2029 SOF - 3.66 2029-01-18 | -1.5 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.449000 05-JAN-2033 - 3.45 2033-01-05 | -300,000 |
| 2025-07-28 |
LCH
|
SWP: OIS 3.833000 07-FEB-2026 - 3.83 2026-02-07 | -1.0 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.722200 25-OCT-2031 SOF - 3.72 2031-10-25 | -1.5 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.579200 17-JUL-2030 SOF - 3.58 2030-07-17 | -4.2 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.829200 05-JAN-2027 SOF - 3.83 2027-01-05 | -1.5 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.553700 17-JUL-2028 SOF - 3.55 2028-07-17 | -6.0 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.778700 31-OCT-2034 SOF - 3.78 2034-10-31 | -500,000 |
| 2025-07-28 |
LCH
|
SWP: OIS 4.231700 19-FEB-2026 SOF - 4.23 2026-02-19 | -7.0 million |
| 2025-07-28 |
LCH
|
SWP: OIS 4.170700 09-DEC-2025 SOF - 4.17 2025-12-09 | -2.0 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.541500 01-JUN-2030 SOF - 3.54 2030-06-01 | -700,000 |
| 2025-07-28 |
LCH
|
SWP: OIS 3.648200 10-JAN-2031 SOF - 3.65 2031-01-10 | -1.0 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.803200 31-OCT-2027 SOF - 3.8 2027-10-31 | -2.0 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.460700 27-JUN-2028 SOF - 3.46 2028-06-27 | -1.5 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.632200 14-APR-2032 SOF - 3.63 2032-04-14 | -2.5 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.553700 05-FEB-2029 SOF - 3.55 2029-02-05 | -2.0 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.291000 10-JAN-2030 - 3.29 2030-01-10 | -1.5 million |
| 2025-07-28 |
LCH
|
SWP: OIS 1.319500 23-NOV-2026 - 1.32 2026-11-23 | -500,000 |
| 2025-07-28 |
CME
|
SWP: OIS 1.358500 20-OCT-2031 - 1.36 2031-10-20 | -830,000 |
| 2025-07-28 |
CME
|
SWP: OIS 0.862500 30-MAR-2045 - 0.86 2045-03-30 | -80,000 |
| 2025-07-28 |
LCH
|
SWP: OIS 3.571200 21-OCT-2029 SOF - 3.57 2029-10-21 | -4.0 million |
| 2025-07-28 |
CME
|
SWP: OIS 1.130500 18-NOV-2026 - 1.13 2026-11-18 | -7.6 million |
| 2025-07-28 |
LCH
|
SWP: OIS 1.445500 27-JAN-2029 - 1.45 2029-01-27 | -4.5 million |
| 2025-07-28 |
CME
|
SWP: OIS 1.417000 07-APR-2028 - 1.42 2028-04-07 | -9.5 million |
| 2025-07-28 |
LCH
|
SWP: OIS 3.908200 27-JUN-2026 SOF - 3.91 2026-06-27 | -13.0 million |
| 2025-07-28 |
LCH
|
SWP: OIS 1.697500 11-MAR-2029 - 1.7 2029-03-11 | -842,000 |
| 2025-07-28 |
LCH
|
SWP: OIS 1.733500 28-FEB-2029 - 1.73 2029-02-28 | -355,000 |
| 2025-07-28 |
LCH
|
SWP: OIS 3.485700 08-OCT-2029 SOF - 3.49 2029-10-08 | -2.7 million |