iShares Interest Rate Hedged Long-Term Corporate Bond ETF Holdings
IGBH was created on 2015-07-22 by iShares. The fund's investment portfolio concentrates primarily on investment grade fixed income. IGBH tracks an index that holds the iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) and uses derivatives to hedge out interest rate risk.
Last Updated: 5 days, 18 hours ago
Last reported holdings - iShares Interest Rate Hedged Long-Term Corporate Bond ETF
| Ticker | Name | Est. Value |
|---|---|---|
|
IGLB
|
ISHARES 10+ YR INV GR CRP BOND ETF | $94.2 million |
|
XTSLA
|
BLK CSH FND TREASURY SL AGENCY | $7.5 million |
|
CME
|
SWP: OIS 2.044500 07-MAY-2051 - 2.04 2051-05-07 | $3.7 million |
|
CME
|
SWP: OIS 1.949000 10-MAY-2041 - 1.95 2041-05-10 | $3.1 million |
|
CME
|
SWP: OIS 1.754500 17-JUN-2036 - 1.75 2036-06-17 | $1.8 million |
|
CME
|
SWP: OIS 1.608000 24-AUG-2046 - 1.61 2046-08-24 | $1.7 million |
|
CME
|
SWP: OIS 1.395500 12-NOV-2046 - 1.4 2046-11-12 | $779855 |
|
LCH
|
SWP: OIS 1.442000 10-DEC-2046 - 1.44 2046-12-10 | $620902 |
|
CME
|
SWP: OIS 0.778000 19-OCT-2030 - 0.78 2030-10-19 | $356803 |
|
CME
|
SWP: OIS 0.475500 15-SEP-2027 - 0.48 2027-09-15 | $236498 |
|
LCH
|
SWP: OIS 2.098500 04-APR-2032 - 2.1 2032-04-04 | $222916 |
|
LCH
|
SWP: OIS 3.439200 05-JAN-2049 SOF - 3.44 2049-01-05 | $179277 |
|
LCH
|
SWP: OIS 3.357700 05-JAN-2054 SOF - 3.36 2054-01-05 | $161858 |
|
LCH
|
SWP: OIS 3.630700 08-AUG-2048 SOF - 3.63 2048-08-08 | $153030 |
|
LCH
|
SWP: OIS 3.530700 08-AUG-2053 SOF - 3.53 2053-08-08 | $140654 |
|
LCH
|
SWP: OIS 3.519200 05-JAN-2044 SOF - 3.52 2044-01-05 | $126742 |
|
LCH
|
SWP: OIS 3.734200 08-AUG-2043 SOF - 3.73 2043-08-08 | $96901 |
|
LCH
|
SWP: OIS 3.536200 05-JAN-2039 SOF - 3.54 2039-01-05 | $91843 |
|
USD
|
USD CASH | $86771 |
|
CME
|
SWP: OIS 0.397500 19-OCT-2025 - 0.4 2025-10-19 | $75603 |
|
LCH
|
SWP: OIS 3.544200 08-JAN-2049 SOF - 3.54 2049-01-08 | $66691 |
|
LCH
|
SWP: OIS 3.457700 08-JAN-2054 SOF - 3.46 2054-01-08 | $58862 |
|
LCH
|
SWP: OIS 3.272200 20-SEP-2049 SOF - 3.27 2049-09-20 | $55172 |
|
XJPM
|
CASH COLLATERAL USD XJPM - 4.33 2049-12-31 | $54000 |
|
LCH
|
SWP: OIS 3.623200 08-JAN-2044 SOF - 3.62 2044-01-08 | $52023 |
|
LCH
|
SWP: OIS 3.195700 20-SEP-2054 SOF - 3.2 2054-09-20 | $47449 |
|
LCH
|
SWP: OIS 3.333200 20-AUG-2054 SOF - 3.33 2054-08-20 | $47350 |
|
LCH
|
SWP: OIS 3.182000 06-JUN-2053 SOF - 3.18 2053-06-06 | $44801 |
|
LCH
|
SWP: OIS 3.678700 29-OCT-2054 SOF - 3.68 2054-10-29 | $41978 |
|
LCH
|
SWP: OIS 3.382200 03-OCT-2044 SOF - 3.38 2044-10-03 | $41962 |
|
LCH
|
SWP: OIS 3.415700 20-AUG-2049 SOF - 3.42 2049-08-20 | $37183 |
|
LCH
|
SWP: OIS 3.263200 24-SEP-2054 SOF - 3.26 2054-09-24 | $36464 |
|
LCH
|
SWP: OIS 3.757700 29-OCT-2049 SOF - 3.76 2049-10-29 | $34574 |
|
LCH
|
SWP: OIS 3.640200 08-JAN-2039 SOF - 3.64 2039-01-08 | $31667 |
|
LCH
|
SWP: OIS 3.565700 06-DEC-2054 SOF - 3.57 2054-12-06 | $31102 |
|
LCH
|
SWP: OIS 3.621700 07-FEB-2054 SOF - 3.62 2054-02-07 | $31097 |
|
LCH
|
SWP: OIS 3.824700 29-OCT-2044 SOF - 3.82 2044-10-29 | $30973 |
|
LCH
|
SWP: OIS 3.215500 05-JUL-2053 SOF - 3.22 2053-07-05 | $28553 |
|
LCH
|
SWP: OIS 3.516200 09-JAN-2049 SOF - 3.52 2049-01-09 | $27993 |
|
LCH
|
SWP: OIS 3.775700 08-AUG-2038 SOF - 3.78 2038-08-08 | $27665 |
|
LCH
|
SWP: OIS 3.269200 07-JUL-2053 SOF - 3.27 2053-07-07 | $26752 |
|
LCH
|
SWP: OIS 3.331700 05-OCT-2054 SOF - 3.33 2054-10-05 | $26593 |
|
LCH
|
SWP: OIS 3.777700 24-JAN-2044 SOF - 3.78 2044-01-24 | $26309 |
|
LCH
|
SWP: OIS 3.490200 09-OCT-2054 SOF - 3.49 2054-10-09 | $26119 |
|
LCH
|
SWP: OIS 3.506700 05-JAN-2034 SOF - 3.51 2034-01-05 | $25431 |
|
LCH
|
SWP: OIS 3.338200 24-SEP-2049 SOF - 3.34 2049-09-24 | $25405 |
|
LCH
|
SWP: OIS 3.486200 20-AUG-2044 SOF - 3.49 2044-08-20 | $24819 |
|
LCH
|
SWP: OIS 3.674200 11-AUG-2043 SOF - 3.67 2043-08-11 | $24782 |
|
LCH
|
SWP: OIS 3.600200 06-FEB-2049 SOF - 3.6 2049-02-06 | $23872 |
|
LCH
|
SWP: OIS 3.671200 28-MAR-2054 SOF - 3.67 2054-03-28 | $23814 |
|
LCH
|
SWP: OIS 3.623200 19-JAN-2054 SOF - 3.62 2054-01-19 | $23365 |
|
LCH
|
SWP: OIS 3.398700 07-OCT-2049 SOF - 3.4 2049-10-07 | $23332 |
|
LCH
|
SWP: OIS 2.452500 04-AUG-2027 - 2.45 2027-08-04 | $23204 |
|
LCH
|
SWP: OIS 3.568200 09-OCT-2049 SOF - 3.57 2049-10-09 | $22263 |
|
LCH
|
SWP: OIS 3.436700 09-JAN-2054 SOF - 3.44 2054-01-09 | $22131 |
|
LCH
|
SWP: OIS 3.648200 23-JAN-2054 SOF - 3.65 2054-01-23 | $22047 |
|
LCH
|
SWP: OIS 3.260200 03-OCT-2054 SOF - 3.26 2054-10-03 | $21896 |
|
LCH
|
SWP: OIS 3.709700 16-FEB-2054 SOF - 3.71 2054-02-16 | $21773 |
|
LCH
|
SWP: OIS 3.308200 02-OCT-2054 SOF - 3.31 2054-10-02 | $20611 |
|
LCH
|
SWP: OIS 3.720200 11-AUG-2038 SOF - 3.72 2038-08-11 | $20233 |
|
LCH
|
SWP: OIS 3.851700 28-MAR-2044 SOF - 3.85 2044-03-28 | $19924 |
|
LCH
|
SWP: OIS 3.492200 20-AUG-2039 SOF - 3.49 2039-08-20 | $19644 |
|
LCH
|
SWP: OIS 3.430700 02-OCT-2044 SOF - 3.43 2044-10-02 | $19609 |
|
LCH
|
SWP: OIS 3.505700 08-MAR-2054 SOF - 3.51 2054-03-08 | $19417 |
|
LCH
|
SWP: OIS 3.511700 06-FEB-2054 SOF - 3.51 2054-02-06 | $19375 |
|
LCH
|
SWP: OIS 3.701700 19-JAN-2049 SOF - 3.7 2049-01-19 | $19186 |
|
LCH
|
SWP: OIS 3.619200 12-MAR-2049 SOF - 3.62 2049-03-12 | $18981 |
|
LCH
|
SWP: OIS 3.591700 15-AUG-2053 SOF - 3.59 2053-08-15 | $17855 |
|
LCH
|
SWP: OIS 3.559200 01-FEB-2054 SOF - 3.56 2054-02-01 | $17739 |
|
LCH
|
SWP: OIS 3.562200 10-JAN-2049 SOF - 3.56 2049-01-10 | $17212 |
|
LCH
|
SWP: OIS 3.826200 29-OCT-2039 SOF - 3.83 2039-10-29 | $17008 |
|
LCH
|
SWP: OIS 3.613200 31-AUG-2053 SOF - 3.61 2053-08-31 | $16933 |
|
LCH
|
SWP: OIS 3.331200 03-OCT-2049 SOF - 3.33 2049-10-03 | $16613 |
|
CME
|
SWP: OIS 3.467700 25-JUL-2043 SOF - 3.47 2043-07-25 | $16049 |
|
LCH
|
SWP: OIS 3.680200 12-JAN-2044 SOF - 3.68 2044-01-12 | $16016 |
|
LCH
|
SWP: OIS 3.619700 24-JAN-2054 SOF - 3.62 2054-01-24 | $15685 |
|
LCH
|
SWP: OIS 3.477200 10-JAN-2054 SOF - 3.48 2054-01-10 | $15536 |
|
LCH
|
SWP: OIS 3.644700 01-FEB-2049 SOF - 3.64 2049-02-01 | $14529 |
|
LCH
|
SWP: OIS 3.601700 12-JAN-2049 SOF - 3.6 2049-01-12 | $14362 |
|
LCH
|
SWP: OIS 3.434700 07-OCT-2039 SOF - 3.43 2039-10-07 | $14115 |
|
LCH
|
SWP: OIS 3.529700 12-MAR-2054 SOF - 3.53 2054-03-12 | $13932 |
|
LCH
|
SWP: OIS 3.629200 09-OCT-2044 SOF - 3.63 2044-10-09 | $13920 |
|
LCH
|
SWP: OIS 3.690200 31-OCT-2054 SOF - 3.69 2054-10-31 | $13565 |
|
LCH
|
SWP: OIS 3.804700 07-MAR-2055 SOF - 3.8 2055-03-07 | $13297 |
|
LCH
|
SWP: OIS 3.281200 27-JUL-2053 SOF - 3.28 2053-07-27 | $13114 |
|
LCH
|
SWP: OIS 3.760700 24-MAR-2055 SOF - 3.76 2055-03-24 | $12933 |
|
LCH
|
SWP: OIS 3.638700 10-JAN-2044 SOF - 3.64 2044-01-10 | $12582 |
|
LCH
|
SWP: OIS 3.791200 07-FEB-2044 SOF - 3.79 2044-02-07 | $12559 |
|
LCH
|
SWP: OIS 3.517200 12-JAN-2054 SOF - 3.52 2054-01-12 | $12548 |
|
LCH
|
SWP: OIS 3.598700 15-MAR-2054 SOF - 3.6 2054-03-15 | $12123 |
|
LCH
|
SWP: OIS 3.417700 03-AUG-2053 SOF - 3.42 2053-08-03 | $12066 |
|
LCH
|
SWP: OIS 3.641711 18-AUG-2053 SOF - 3.64 2053-08-18 | $12031 |
|
LCH
|
SWP: OIS 3.734700 12-NOV-2054 SOF - 3.73 2054-11-12 | $11894 |
|
LCH
|
SWP: OIS 3.837700 31-OCT-2044 SOF - 3.84 2044-10-31 | $11815 |
|
LCH
|
SWP: OIS 3.482200 11-AUG-2053 SOF - 3.48 2053-08-11 | $10884 |
|
LCH
|
SWP: OIS 3.237700 20-SEP-2034 SOF - 3.24 2034-09-20 | $10818 |
|
LCH
|
SWP: OIS 3.718700 01-FEB-2044 SOF - 3.72 2044-02-01 | $10345 |
|
LCH
|
SWP: OIS 3.907700 02-JUL-2055 SOF - 3.91 2055-07-02 | $10106 |
|
LCH
|
SWP: OIS 3.894700 12-NOV-2044 SOF - 3.89 2044-11-12 | $9315 |
|
CME
|
SWP: OIS 3.238000 11-APR-2028 - 3.24 2028-04-11 | $9233 |
|
LCH
|
SWP: OIS 3.805200 15-AUG-2043 SOF - 3.81 2043-08-15 | $8744 |
|
LCH
|
SWP: OIS 3.779700 15-MAR-2044 SOF - 3.78 2044-03-15 | $8603 |
|
LCH
|
SWP: OIS 3.860700 29-APR-2055 SOF - 3.86 2055-04-29 | $8359 |
|
LCH
|
SWP: OIS 3.956200 29-APR-2045 SOF - 3.96 2045-04-29 | $8207 |
|
LCH
|
SWP: OIS 3.806700 14-FEB-2044 SOF - 3.81 2044-02-14 | $7940 |
|
LCH
|
SWP: OIS 3.907700 14-APR-2055 SOF - 3.91 2055-04-14 | $7896 |
|
LCH
|
SWP: OIS 3.607200 08-JAN-2034 SOF - 3.61 2034-01-08 | $7650 |
|
LCH
|
SWP: OIS 3.396200 27-JUL-2048 SOF - 3.4 2048-07-27 | $7387 |
|
LCH
|
SWP: OIS 3.669200 10-JAN-2039 SOF - 3.67 2039-01-10 | $7268 |
|
LCH
|
SWP: OIS 3.936700 07-MAR-2045 SOF - 3.94 2045-03-07 | $7120 |
|
LCH
|
SWP: OIS 3.746200 01-DEC-2053 SOF - 3.75 2053-12-01 | $6921 |
|
LCH
|
SWP: OIS 3.948200 02-JUL-2050 SOF - 3.95 2050-07-02 | $6828 |
|
LCH
|
SWP: OIS 3.649700 03-AUG-2043 SOF - 3.65 2043-08-03 | $6562 |
|
LCH
|
SWP: OIS 3.727700 01-FEB-2039 SOF - 3.73 2039-02-01 | $5946 |
|
LCH
|
SWP: OIS 3.958700 02-JUL-2045 SOF - 3.96 2045-07-02 | $5297 |
|
LCH
|
SWP: OIS 3.708200 12-MAR-2044 SOF - 3.71 2044-03-12 | $5277 |
|
LCH
|
SWP: OIS 3.365000 22-MAY-2033 SOF - 3.37 2033-05-22 | $5245 |
|
LCH
|
SWP: OIS 3.695200 12-JAN-2039 SOF - 3.7 2039-01-12 | $5016 |
|
LCH
|
SWP: OIS 3.881200 02-JUL-2040 SOF - 3.88 2040-07-02 | $4546 |
|
LCH
|
SWP: OIS 4.004200 07-MAY-2045 SOF - 4.0 2045-05-07 | $4133 |
|
LCH
|
SWP: OIS 3.761200 29-OCT-2034 SOF - 3.76 2034-10-29 | $4108 |
|
LCH
|
SWP: OIS 4.017700 07-FEB-2045 SOF - 4.02 2045-02-07 | $3792 |
|
LCH
|
SWP: OIS 3.235000 16-MAY-2028 - 3.23 2028-05-16 | $3674 |
|
LCH
|
SWP: OIS 3.866630 18-AUG-2043 SOF - 3.87 2043-08-18 | $3503 |
|
LCH
|
SWP: OIS 3.663700 06-FEB-2034 SOF - 3.66 2034-02-06 | $3187 |
|
LCH
|
SWP: OIS 3.716700 11-AUG-2033 SOF - 3.72 2033-08-11 | $3097 |
|
LCH
|
SWP: OIS 4.036200 08-JUL-2050 SOF - 4.04 2050-07-08 | $3082 |
|
LCH
|
SWP: OIS 3.732200 12-MAR-2039 SOF - 3.73 2039-03-12 | $2908 |
|
LCH
|
SWP: OIS 4.035200 13-MAY-2050 SOF - 4.04 2050-05-13 | $2897 |
|
LCH
|
SWP: OIS 3.654200 12-JAN-2034 SOF - 3.65 2034-01-12 | $2892 |
|
LCH
|
SWP: OIS 4.045200 08-JUL-2045 SOF - 4.05 2045-07-08 | $2670 |
|
LCH
|
SWP: OIS 3.978700 13-MAY-2055 SOF - 3.98 2055-05-13 | $2504 |
|
LCH
|
SWP: OIS 3.686200 02-JUL-2035 SOF - 3.69 2035-07-02 | $2466 |
|
LCH
|
SWP: OIS 3.995200 08-JUL-2055 SOF - 4.0 2055-07-08 | $2446 |
|
LCH
|
SWP: OIS 3.923200 07-MAY-2055 SOF - 3.92 2055-05-07 | $2233 |
|
LCH
|
SWP: OIS 3.777700 31-OCT-2034 SOF - 3.78 2034-10-31 | $2023 |
|
LCH
|
SWP: OIS 3.947700 07-MAY-2040 SOF - 3.95 2040-05-07 | $1772 |
|
LCH
|
SWP: OIS 3.738200 24-JAN-2034 SOF - 3.74 2034-01-24 | $1487 |
|
LCH
|
SWP: OIS 3.527500 16-JUN-2033 SOF - 3.53 2033-06-16 | $1465 |
|
LCH
|
SWP: OIS 4.058700 08-JUL-2045 SOF - 4.06 2045-07-08 | $1280 |
|
LCH
|
SWP: OIS 3.975200 08-JUL-2040 SOF - 3.98 2040-07-08 | $1104 |
|
LCH
|
SWP: OIS 3.905200 29-APR-2040 SOF - 3.91 2040-04-29 | $1102 |
|
LCH
|
SWP: OIS 3.732700 08-MAR-2034 SOF - 3.73 2034-03-08 | $991 |
|
LCH
|
SWP: OIS 4.046200 08-JUL-2050 SOF - 4.05 2050-07-08 | $932 |
|
LCH
|
SWP: OIS 3.986700 08-JUL-2040 SOF - 3.99 2040-07-08 | $868 |
|
LCH
|
SWP: OIS 3.813200 21-APR-2035 SOF - 3.81 2035-04-21 | $859 |
|
LCH
|
SWP: OIS 3.816200 14-APR-2035 SOF - 3.82 2035-04-14 | $775 |
|
LCH
|
SWP: OIS 4.003200 23-JUN-2055 SOF - 4.0 2055-06-23 | $760 |
|
LCH
|
SWP: OIS 3.588200 21-APR-2030 SOF - 3.59 2030-04-21 | $578 |
|
LCH
|
SWP: OIS 3.674700 08-JAN-2029 SOF - 3.67 2029-01-08 | $527 |
|
LCH
|
SWP: OIS 3.554200 08-JUL-2030 SOF - 3.55 2030-07-08 | $425 |
|
LCH
|
SWP: OIS 3.648700 08-JUL-2032 SOF - 3.65 2032-07-08 | $359 |
|
LCH
|
SWP: OIS 3.798700 08-JUL-2035 SOF - 3.8 2035-07-08 | $353 |
|
LCH
|
SWP: OIS 4.082200 23-JUN-2045 SOF - 4.08 2045-06-23 | $264 |
|
LCH
|
SWP: OIS 4.016200 25-JUN-2040 SOF - 4.02 2040-06-25 | $164 |
|
LCH
|
SWP: OIS 3.686700 21-APR-2032 SOF - 3.69 2032-04-21 | $150 |
|
LCH
|
SWP: OIS 4.007200 14-APR-2045 SOF - 4.01 2045-04-14 | $135 |
|
LCH
|
SWP: OIS 3.739200 31-OCT-2029 SOF - 3.74 2029-10-31 | $-170 |
|
LCH
|
SWP: OIS 4.055700 15-MAY-2055 SOF - 4.06 2055-05-15 | $-493 |
|
LCH
|
SWP: OIS 3.716700 06-FEB-2029 SOF - 3.72 2029-02-06 | $-741 |
|
LCH
|
SWP: OIS 3.870700 28-MAR-2034 SOF - 3.87 2034-03-28 | $-1165 |
|
LCH
|
SWP: OIS 4.092700 07-JUN-2055 SOF - 4.09 2055-06-07 | $-1292 |
|
LCH
|
SWP: OIS 4.460200 08-MAR-2026 SOF - 4.46 2026-03-08 | $-1411 |
|
LCH
|
SWP: OIS 4.111700 15-MAY-2050 SOF - 4.11 2050-05-15 | $-1499 |
|
LCH
|
SWP: OIS 4.160700 05-JUN-2045 SOF - 4.16 2045-06-05 | $-1777 |
|
LCH
|
SWP: OIS 4.154200 16-JUL-2050 SOF - 4.15 2050-07-16 | $-1936 |
|
LCH
|
SWP: OIS 4.223700 24-MAY-2029 SOF - 4.22 2029-05-24 | $-2270 |
|
LCH
|
SWP: OIS 4.111200 16-JUL-2055 SOF - 4.11 2055-07-16 | $-3048 |
|
LCH
|
SWP: OIS 4.140700 15-MAY-2045 SOF - 4.14 2045-05-15 | $-3661 |
|
LCH
|
SWP: OIS 4.744200 12-JUN-2026 SOF - 4.74 2026-06-12 | $-3870 |
|
LCH
|
SWP: OIS 4.192700 28-JUL-2045 SOF - 4.19 2045-07-28 | $-3889 |
|
LCH
|
SWP: OIS 4.179200 10-APR-2029 SOF - 4.18 2029-04-10 | $-4018 |
|
LCH
|
SWP: OIS 4.147200 28-JUL-2055 SOF - 4.15 2055-07-28 | $-5352 |
|
LCH
|
SWP: OIS 4.028200 02-JAN-2030 SOF - 4.03 2030-01-02 | $-8073 |
|
LCH
|
SWP: OIS 4.110700 20-FEB-2030 SOF - 4.11 2030-02-20 | $-10475 |
|
DERIV_USD
|
DERIV USD BALANCE WITH R73215 LCH - 4.33 2025-08-01 | $-3.7 million |
|
DERIV_USD
|
DERIV USD BALANCE WITH R73215 CME - 4.33 2025-08-01 | $-11.7 million |
Recent Changes - iShares Interest Rate Hedged Long-Term Corporate Bond ETF
| Date | Ticker | Name | Change (Shares) |
|---|---|---|---|
| 2025-07-30 |
LCH
|
SWP: OIS 3.866630 18-AUG-2043 SOF - 3.87 2043-08-18 | -100,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 4.035200 13-MAY-2050 SOF - 4.04 2050-05-13 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.727700 01-FEB-2039 SOF - 3.73 2039-02-01 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 4.082200 23-JUN-2045 SOF - 4.08 2045-06-23 | -100,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.235000 16-MAY-2028 - 3.23 2028-05-16 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.588200 21-APR-2030 SOF - 3.59 2030-04-21 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.738200 24-JAN-2034 SOF - 3.74 2034-01-24 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 1.442000 10-DEC-2046 - 1.44 2046-12-10 | -1.6 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.761200 29-OCT-2034 SOF - 3.76 2034-10-29 | -500,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.674700 08-JAN-2029 SOF - 3.67 2029-01-08 | -500,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.732700 08-MAR-2034 SOF - 3.73 2034-03-08 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.648700 08-JUL-2032 SOF - 3.65 2032-07-08 | -164,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.554200 08-JUL-2030 SOF - 3.55 2030-07-08 | -221,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.798700 08-JUL-2035 SOF - 3.8 2035-07-08 | -121,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 4.004200 07-MAY-2045 SOF - 4.0 2045-05-07 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.649700 03-AUG-2043 SOF - 3.65 2043-08-03 | -100,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.365000 22-MAY-2033 SOF - 3.37 2033-05-22 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.641711 18-AUG-2053 SOF - 3.64 2053-08-18 | -150,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.669200 10-JAN-2039 SOF - 3.67 2039-01-10 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.732200 12-MAR-2039 SOF - 3.73 2039-03-12 | -100,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.654200 12-JAN-2034 SOF - 3.65 2034-01-12 | -250,000 |
| 2025-07-30 |
CME
|
SWP: OIS 2.044500 07-MAY-2051 - 2.04 2051-05-07 | -11.1 million |
| 2025-07-30 |
LCH
|
SWP: OIS 4.058700 08-JUL-2045 SOF - 4.06 2045-07-08 | -222,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 4.046200 08-JUL-2050 SOF - 4.05 2050-07-08 | -129,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.905200 29-APR-2040 SOF - 3.91 2040-04-29 | -80,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.978700 13-MAY-2055 SOF - 3.98 2055-05-13 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.936700 07-MAR-2045 SOF - 3.94 2045-03-07 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.986700 08-JUL-2040 SOF - 3.99 2040-07-08 | -206,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.629200 09-OCT-2044 SOF - 3.63 2044-10-09 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 4.017700 07-FEB-2045 SOF - 4.02 2045-02-07 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.686200 02-JUL-2035 SOF - 3.69 2035-07-02 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.746200 01-DEC-2053 SOF - 3.75 2053-12-01 | -120,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 4.036200 08-JUL-2050 SOF - 4.04 2050-07-08 | -350,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.947700 07-MAY-2040 SOF - 3.95 2040-05-07 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.923200 07-MAY-2055 SOF - 3.92 2055-05-07 | -100,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.527500 16-JUN-2033 SOF - 3.53 2033-06-16 | -100,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.813200 21-APR-2035 SOF - 3.81 2035-04-21 | -400,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.995200 08-JUL-2055 SOF - 4.0 2055-07-08 | -280,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.716700 11-AUG-2033 SOF - 3.72 2033-08-11 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 4.045200 08-JUL-2045 SOF - 4.05 2045-07-08 | -350,000 |
| 2025-07-30 |
CME
|
SWP: OIS 0.778000 19-OCT-2030 - 0.78 2030-10-19 | -2.2 million |
| 2025-07-30 |
CME
|
SWP: OIS 1.608000 24-AUG-2046 - 1.61 2046-08-24 | -4.3 million |
| 2025-07-30 |
USD
|
USD CASH | 427,658 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.779700 15-MAR-2044 SOF - 3.78 2044-03-15 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.708200 12-MAR-2044 SOF - 3.71 2044-03-12 | -100,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.958700 02-JUL-2045 SOF - 3.96 2045-07-02 | -270,000 |
| 2025-07-30 |
CME
|
SWP: OIS 1.395500 12-NOV-2046 - 1.4 2046-11-12 | -1.9 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.881200 02-JUL-2040 SOF - 3.88 2040-07-02 | -280,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.948200 02-JUL-2050 SOF - 3.95 2050-07-02 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.623200 19-JAN-2054 SOF - 3.62 2054-01-19 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.663700 06-FEB-2034 SOF - 3.66 2034-02-06 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 4.003200 23-JUN-2055 SOF - 4.0 2055-06-23 | -100,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.816200 14-APR-2035 SOF - 3.82 2035-04-14 | -400,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.777700 31-OCT-2034 SOF - 3.78 2034-10-31 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 4.016200 25-JUN-2040 SOF - 4.02 2040-06-25 | -180,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.517200 12-JAN-2054 SOF - 3.52 2054-01-12 | -130,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.734700 12-NOV-2054 SOF - 3.73 2054-11-12 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.613200 31-AUG-2053 SOF - 3.61 2053-08-31 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.695200 12-JAN-2039 SOF - 3.7 2039-01-12 | -150,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.562200 10-JAN-2049 SOF - 3.56 2049-01-10 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.417700 03-AUG-2053 SOF - 3.42 2053-08-03 | -100,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.686700 21-APR-2032 SOF - 3.69 2032-04-21 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.331200 03-OCT-2049 SOF - 3.33 2049-10-03 | -130,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.559200 01-FEB-2054 SOF - 3.56 2054-02-01 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.701700 19-JAN-2049 SOF - 3.7 2049-01-19 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.505700 08-MAR-2054 SOF - 3.51 2054-03-08 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.791200 07-FEB-2044 SOF - 3.79 2044-02-07 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.482200 11-AUG-2053 SOF - 3.48 2053-08-11 | -100,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.907700 14-APR-2055 SOF - 3.91 2055-04-14 | -310,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.907700 02-JUL-2055 SOF - 3.91 2055-07-02 | -420,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.805200 15-AUG-2043 SOF - 3.81 2043-08-15 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.837700 31-OCT-2044 SOF - 3.84 2044-10-31 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.619200 12-MAR-2049 SOF - 3.62 2049-03-12 | -250,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.826200 29-OCT-2039 SOF - 3.83 2039-10-29 | -700,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.591700 15-AUG-2053 SOF - 3.59 2053-08-15 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.777700 24-JAN-2044 SOF - 3.78 2044-01-24 | -600,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.477200 10-JAN-2054 SOF - 3.48 2054-01-10 | -150,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.956200 29-APR-2045 SOF - 3.96 2045-04-29 | -400,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.396200 27-JUL-2048 SOF - 3.4 2048-07-27 | -70,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.529700 12-MAR-2054 SOF - 3.53 2054-03-12 | -150,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.804700 07-MAR-2055 SOF - 3.8 2055-03-07 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.760700 24-MAR-2055 SOF - 3.76 2055-03-24 | -250,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.598700 15-MAR-2054 SOF - 3.6 2054-03-15 | -150,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.638700 10-JAN-2044 SOF - 3.64 2044-01-10 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.511700 06-FEB-2054 SOF - 3.51 2054-02-06 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.308200 02-OCT-2054 SOF - 3.31 2054-10-02 | -150,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.860700 29-APR-2055 SOF - 3.86 2055-04-29 | -250,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.680200 12-JAN-2044 SOF - 3.68 2044-01-12 | -280,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.718700 01-FEB-2044 SOF - 3.72 2044-02-01 | -200,000 |
| 2025-07-30 |
CME
|
SWP: OIS 3.467700 25-JUL-2043 SOF - 3.47 2043-07-25 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.281200 27-JUL-2053 SOF - 3.28 2053-07-27 | -100,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.806700 14-FEB-2044 SOF - 3.81 2044-02-14 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.331700 05-OCT-2054 SOF - 3.33 2054-10-05 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.601700 12-JAN-2049 SOF - 3.6 2049-01-12 | -180,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.434700 07-OCT-2039 SOF - 3.43 2039-10-07 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.851700 28-MAR-2044 SOF - 3.85 2044-03-28 | -600,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.492200 20-AUG-2039 SOF - 3.49 2039-08-20 | -300,000 |
| 2025-07-30 |
CME
|
SWP: OIS 3.238000 11-APR-2028 - 3.24 2028-04-11 | -700,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.619700 24-JAN-2054 SOF - 3.62 2054-01-24 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.237700 20-SEP-2034 SOF - 3.24 2034-09-20 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.690200 31-OCT-2054 SOF - 3.69 2054-10-31 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.644700 01-FEB-2049 SOF - 3.64 2049-02-01 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.894700 12-NOV-2044 SOF - 3.89 2044-11-12 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.607200 08-JAN-2034 SOF - 3.61 2034-01-08 | -500,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.720200 11-AUG-2038 SOF - 3.72 2038-08-11 | -600,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.269200 07-JUL-2053 SOF - 3.27 2053-07-07 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.623200 08-JAN-2044 SOF - 3.62 2044-01-08 | -800,000 |
| 2025-07-30 |
CME
|
SWP: OIS 0.475500 15-SEP-2027 - 0.48 2027-09-15 | -2.3 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.671200 28-MAR-2054 SOF - 3.67 2054-03-28 | -350,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.338200 24-SEP-2049 SOF - 3.34 2049-09-24 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.516200 09-JAN-2049 SOF - 3.52 2049-01-09 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.415700 20-AUG-2049 SOF - 3.42 2049-08-20 | -320,000 |
| 2025-07-30 |
CME
|
SWP: OIS 0.397500 19-OCT-2025 - 0.4 2025-10-19 | -1.9 million |
| 2025-07-30 |
LCH
|
SWP: OIS 2.098500 04-APR-2032 - 2.1 2032-04-04 | -2.2 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.490200 09-OCT-2054 SOF - 3.49 2054-10-09 | -250,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.674200 11-AUG-2043 SOF - 3.67 2043-08-11 | -400,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.640200 08-JAN-2039 SOF - 3.64 2039-01-08 | -800,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.398700 07-OCT-2049 SOF - 3.4 2049-10-07 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.195700 20-SEP-2054 SOF - 3.2 2054-09-20 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 4.055700 15-MAY-2055 SOF - 4.06 2055-05-15 | -500,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.630700 08-AUG-2048 SOF - 3.63 2048-08-08 | -1.9 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.568200 09-OCT-2049 SOF - 3.57 2049-10-09 | -250,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.357700 05-JAN-2054 SOF - 3.36 2054-01-05 | -1.3 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.519200 05-JAN-2044 SOF - 3.52 2044-01-05 | -1.6 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.439200 05-JAN-2049 SOF - 3.44 2049-01-05 | -1.7 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.182000 06-JUN-2053 SOF - 3.18 2053-06-06 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.678700 29-OCT-2054 SOF - 3.68 2054-10-29 | -600,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.215500 05-JUL-2053 SOF - 3.22 2053-07-05 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.457700 08-JAN-2054 SOF - 3.46 2054-01-08 | -550,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.506700 05-JAN-2034 SOF - 3.51 2034-01-05 | -1.1 million |
| 2025-07-30 |
XJPM
|
CASH COLLATERAL USD XJPM - 4.33 2049-12-31 | 54,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.430700 02-OCT-2044 SOF - 3.43 2044-10-02 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.824700 29-OCT-2044 SOF - 3.82 2044-10-29 | -750,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.709700 16-FEB-2054 SOF - 3.71 2054-02-16 | -350,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.436700 09-JAN-2054 SOF - 3.44 2054-01-09 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.486200 20-AUG-2044 SOF - 3.49 2044-08-20 | -270,000 |
| 2025-07-30 |
CME
|
SWP: OIS 1.754500 17-JUN-2036 - 1.75 2036-06-17 | -9.3 million |
| 2025-07-30 |
LCH
|
SWP: OIS 4.007200 14-APR-2045 SOF - 4.01 2045-04-14 | -10,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.260200 03-OCT-2054 SOF - 3.26 2054-10-03 | -150,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.263200 24-SEP-2054 SOF - 3.26 2054-09-24 | -250,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.775700 08-AUG-2038 SOF - 3.78 2038-08-08 | -1.0 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.544200 08-JAN-2049 SOF - 3.54 2049-01-08 | -750,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.734200 08-AUG-2043 SOF - 3.73 2043-08-08 | -1.8 million |
| 2025-07-30 |
CME
|
SWP: OIS 1.949000 10-MAY-2041 - 1.95 2041-05-10 | -12.4 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.975200 08-JUL-2040 SOF - 3.98 2040-07-08 | -200,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.382200 03-OCT-2044 SOF - 3.38 2044-10-03 | -400,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.536200 05-JAN-2039 SOF - 3.54 2039-01-05 | -1.8 million |
| 2025-07-30 |
LCH
|
SWP: OIS 2.452500 04-AUG-2027 - 2.45 2027-08-04 | -500,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.333200 20-AUG-2054 SOF - 3.33 2054-08-20 | -350,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.530700 08-AUG-2053 SOF - 3.53 2053-08-08 | -1.4 million |
| 2025-07-30 |
LCH
|
SWP: OIS 3.648200 23-JAN-2054 SOF - 3.65 2054-01-23 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.600200 06-FEB-2049 SOF - 3.6 2049-02-06 | -300,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.565700 06-DEC-2054 SOF - 3.57 2054-12-06 | -350,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.757700 29-OCT-2049 SOF - 3.76 2049-10-29 | -600,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.621700 07-FEB-2054 SOF - 3.62 2054-02-07 | -400,000 |
| 2025-07-30 |
LCH
|
SWP: OIS 3.272200 20-SEP-2049 SOF - 3.27 2049-09-20 | -400,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.709700 16-FEB-2054 SOF - 3.71 2054-02-16 | -350,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.260200 03-OCT-2054 SOF - 3.26 2054-10-03 | -150,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.720200 11-AUG-2038 SOF - 3.72 2038-08-11 | -600,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.506700 05-JAN-2034 SOF - 3.51 2034-01-05 | -1.1 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.398700 07-OCT-2049 SOF - 3.4 2049-10-07 | -200,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.436700 09-JAN-2054 SOF - 3.44 2054-01-09 | -200,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.331700 05-OCT-2054 SOF - 3.33 2054-10-05 | -200,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.600200 06-FEB-2049 SOF - 3.6 2049-02-06 | -300,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.568200 09-OCT-2049 SOF - 3.57 2049-10-09 | -250,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.505700 08-MAR-2054 SOF - 3.51 2054-03-08 | -200,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.492200 20-AUG-2039 SOF - 3.49 2039-08-20 | -300,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.269200 07-JUL-2053 SOF - 3.27 2053-07-07 | -200,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 2.452500 04-AUG-2027 - 2.45 2027-08-04 | -500,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.601700 12-JAN-2049 SOF - 3.6 2049-01-12 | -180,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.338200 24-SEP-2049 SOF - 3.34 2049-09-24 | -200,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.516200 09-JAN-2049 SOF - 3.52 2049-01-09 | -300,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.775700 08-AUG-2038 SOF - 3.78 2038-08-08 | -1.0 million |
| 2025-07-29 |
LCH
|
SWP: OIS 3.640200 08-JAN-2039 SOF - 3.64 2039-01-08 | -800,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.565700 06-DEC-2054 SOF - 3.57 2054-12-06 | -350,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.777700 24-JAN-2044 SOF - 3.78 2044-01-24 | -600,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.619700 24-JAN-2054 SOF - 3.62 2054-01-24 | -200,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.559200 01-FEB-2054 SOF - 3.56 2054-02-01 | -200,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.591700 15-AUG-2053 SOF - 3.59 2053-08-15 | -200,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.621700 07-FEB-2054 SOF - 3.62 2054-02-07 | -400,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.490200 09-OCT-2054 SOF - 3.49 2054-10-09 | -250,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.263200 24-SEP-2054 SOF - 3.26 2054-09-24 | -250,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.477200 10-JAN-2054 SOF - 3.48 2054-01-10 | -150,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.678700 29-OCT-2054 SOF - 3.68 2054-10-29 | -600,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.674200 11-AUG-2043 SOF - 3.67 2043-08-11 | -400,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.331200 03-OCT-2049 SOF - 3.33 2049-10-03 | -130,000 |
| 2025-07-29 |
CME
|
SWP: OIS 3.467700 25-JUL-2043 SOF - 3.47 2043-07-25 | -200,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.671200 28-MAR-2054 SOF - 3.67 2054-03-28 | -350,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.382200 03-OCT-2044 SOF - 3.38 2044-10-03 | -400,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.851700 28-MAR-2044 SOF - 3.85 2044-03-28 | -600,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.562200 10-JAN-2049 SOF - 3.56 2049-01-10 | -200,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.644700 01-FEB-2049 SOF - 3.64 2049-02-01 | -200,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.430700 02-OCT-2044 SOF - 3.43 2044-10-02 | -200,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.308200 02-OCT-2054 SOF - 3.31 2054-10-02 | -150,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.648200 23-JAN-2054 SOF - 3.65 2054-01-23 | -300,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.623200 19-JAN-2054 SOF - 3.62 2054-01-19 | -300,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.757700 29-OCT-2049 SOF - 3.76 2049-10-29 | -600,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.486200 20-AUG-2044 SOF - 3.49 2044-08-20 | -270,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.619200 12-MAR-2049 SOF - 3.62 2049-03-12 | -250,000 |
| 2025-07-29 |
LCH
|
SWP: OIS 3.701700 19-JAN-2049 SOF - 3.7 2049-01-19 | -300,000 |