July 30, 2014 at 3:02 am
Hi
i have been asked to do the following
b. If Asset Type = ‘IRS’ or ‘IFS’
i. Remove any leading text ‘IRS: Flo/Fix: ‘ or ‘IRS: Fix/Flo: ‘ or ‘INF SWAP: Flo/Fix: ‘ or ‘INF SWAP: Fix/Flo: ‘ or ‘IFS: INF: ‘ or ‘IFS: Flo/Fix: ‘ or ‘INF SWAP: Flo/Fix ‘
ii. Remove the proceeding text that starts with ‘ACT’
here is some example data from column
IRS: Fix/Flo: EUR FIXED 2.2795% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC22
IRS: Fix/Flo: EUR FIXED 2.59% 30/360 VS FLOATING FRCPI Index ACT/360 17Jan23
127869-IRS: Flo/Fix: P140000000EUR IrregularSpd 0% R14000000
IFS: INF: EUR Fixed 1.955% VS FRCPXTOB Index ACT/365 15Nov23
INF SWAP: Flo/Fix EUR Fixed 1.8475% 30/360 VS CPTFEMU ACT/360 21Nov25
138761-IRS: Flo/Fix: P107000000EUR IrregularSpd 0% R107000000EUR
139863-IRS: Fix/Flo: EUR Irregular@1.04% EUR IrregularSpd 0% (13/03/14-13/03/17)
140384-IRS: Flo/Fix: P138639000EUR IrregularSpd 0% R138639000EUR Irregular@1.745% (18/03/14-18/03/26)
July 30, 2014 at 3:12 am
OK. Problem?
If you haven't even tried to resolve your issue, please don't expect the hard-working volunteers here to waste their time providing links to answers which you could easily have found yourself.
July 30, 2014 at 3:14 am
im new to ssis so i dont really know how i can do this, so looking for advice help to do this
July 30, 2014 at 3:16 am
im new to ssis so i dont really know how i can do this, so looking for advice help to do this
July 30, 2014 at 3:28 am
What is the nature of this data - a flat file?
And you want to clean the data as part of an import to a db - is that right?
If you haven't even tried to resolve your issue, please don't expect the hard-working volunteers here to waste their time providing links to answers which you could easily have found yourself.
July 30, 2014 at 3:41 am
sorry should have stated that but yes you have it spot on it reads in a flat file then i clean it up and into a db table
July 30, 2014 at 6:14 am
It's going to be tricky for a newbie, because the data seems to vary by 'type' and some techniques are required to get you through that.
Do you know what your intended output columns are? Do they vary by record type?
If you haven't even tried to resolve your issue, please don't expect the hard-working volunteers here to waste their time providing links to answers which you could easily have found yourself.
July 30, 2014 at 7:13 am
yes its just going from 1 column in flat file to 1 column in a table just with the new fix up data.
so say its security name in the flat file and there is a column in table called security name and thats where it will end up depending on if it match the assetType= "ifs"
asset type is a different column all right
July 30, 2014 at 7:18 am
ronan.healy (7/30/2014)
yes its just going from 1 column in flat file to 1 column in a table just with the new fix up data.so say its security name in the flat file and there is a column in table called security name and thats where it will end up
OK, great - so we're just dealing with a piece of text.
But imagine a single table full of these text chunks - not that useful, surely? So...
Will the target table have other stuff in it?
If so, how will you know which target row to update, based on the source data?
If you haven't even tried to resolve your issue, please don't expect the hard-working volunteers here to waste their time providing links to answers which you could easily have found yourself.
July 30, 2014 at 7:23 am
every column in flat file has a coulmn connected to it in the db table.
and i have actually made a mistake. they way i was doing it is i read in flat file and that goes to a temp table. then from that table to my production table is where i want these changes to occur. does this make it any easier. sorry again for leaving this part out i thought it was coming straight from flat file source.
so it will go to the assettype column look up the word IFS and if it finds it makes the changes and enters it into new table
August 5, 2014 at 1:21 am
anyone any ideas on this. need to try get this sorted this week if possible
August 5, 2014 at 2:01 am
ronan.healy (8/5/2014)
anyone any ideas on this. need to try get this sorted this week if possible
it will be a whole lot easier for us if you were to post some script that actually shows your tables structure and some sample data ......also post example of the expected result based on the sample data.
as a start .......please expand on this to fully explain what columns you have and what you are requiring
CREATE TABLE [dbo].[flatfile](
[securityname] [varchar](8000) NULL
) ON [PRIMARY]
INSERT INTO [flatfile] ([securityname])VALUES('IRS: Fix/Flo: EUR FIXED 2.2795% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC22')
INSERT INTO [flatfile] ([securityname])VALUES('IRS: Fix/Flo: EUR FIXED 2.59% 30/360 VS FLOATING FRCPI Index ACT/360 17Jan23')
INSERT INTO [flatfile] ([securityname])VALUES('127869-IRS: Flo/Fix: P140000000EUR IrregularSpd 0% R14000000')
INSERT INTO [flatfile] ([securityname])VALUES('IFS: INF: EUR Fixed 1.955% VS FRCPXTOB Index ACT/365 15Nov23')
INSERT INTO [flatfile] ([securityname])VALUES('INF SWAP: Flo/Fix EUR Fixed 1.8475% 30/360 VS CPTFEMU ACT/360 21Nov25')
INSERT INTO [flatfile] ([securityname])VALUES('138761-IRS: Flo/Fix: P107000000EUR IrregularSpd 0% R107000000EUR')
INSERT INTO [flatfile] ([securityname])VALUES('139863-IRS: Fix/Flo: EUR Irregular@1.04% EUR IrregularSpd 0% (13/03/14-13/03/17)')
INSERT INTO [flatfile] ([securityname])VALUES('140384-IRS: Flo/Fix: P138639000EUR IrregularSpd 0% R138639000EUR Irregular@1.745% (18/03/14-18/03/26)')
select securityname from flatfile
________________________________________________________________
you can lead a user to data....but you cannot make them think
and remember....every day is a school day
August 5, 2014 at 9:35 am
CREATE TABLE [dbo].[BNYPortValInbound](
[PK_ID] [int] IDENTITY(1,1) NOT NULL,
[Country] [nvarchar](128) NULL,
[InvestmentType] [nvarchar](128) NULL,
[AssetType] [nvarchar](128) NULL,
[SecurityName] [nvarchar](128) NULL,
[CouponRate] [nvarchar](128) NULL,
[SecurityID] [nvarchar](128) NULL,
[MaturityDate] [datetime] NULL,
[HoldID] [nvarchar](128) NULL,
[CounterPartyRef] [nvarchar](128) NULL,
[Custodian] [nvarchar](128) NULL,
[MarketPrice] [decimal](15, 4) NULL,
[Currency] [nvarchar](128) NULL,
[CurrencyFXRate] [decimal](15, 4) NULL,
[PriorDayMarketPrice] [decimal](15, 4) NULL,
[Quantity] [decimal](15, 4) NULL,
[PriorDayFXRate] [decimal](19, 6) NULL,
[CostLocal] [decimal](15, 4) NULL,
[MarketValueLocal] [decimal](15, 4) NULL,
[CostBook] [decimal](15, 4) NULL,
[MarketValueBook] [decimal](15, 4) NULL,
[Blank] [nvarchar](128) NULL,
[UnrealisedPriceGainLoss] [decimal](15, 4) NULL,
[UnrealisedFXGainLoss] [decimal](15, 4) NULL,
[CurrencyFull] [nvarchar](128) NULL,
[InvestmentType1] [nvarchar](128) NULL,
[CountryOfIssue] [nvarchar](128) NULL,
[CountryFullName] [nvarchar](128) NULL,
[IndustrySector] [nvarchar](128) NULL,
[IndustryGroup] [nvarchar](128) NULL,
[IndustrySubGroup] [nvarchar](128) NULL,
[LongCompanyName] [nvarchar](128) NULL,
[ISIN] [nvarchar](128) NULL,
[Ticker] [nvarchar](128) NULL,
[FundLegalEntity] [nvarchar](128) NULL,
[FundStructureCode] [nvarchar](128) NULL,
[PeriodEndDate] [datetime] NULL
) ON [PRIMARY]
Sample data:
PK_ID Country InvestmentType AssetType SecurityName CouponRate SecurityID MaturityDate HoldID CounterPartyRef Custodian MarketPrice Currency CurrencyFXRate PriorDayMarketPrice Quantity PriorDayFXRate CostLocal MarketValueLocal CostBook MarketValueBook Blank UnrealisedPriceGainLoss UnrealisedFXGainLoss CurrencyFull InvestmentType1 CountryOfIssue CountryFullName IndustrySector IndustryGroup IndustrySubGroup LongCompanyName ISIN Ticker FundLegalEntity FundStructureCode PeriodEndDate
1 Australia Cash Cash Australian dollar-BNY Mellon-OnHand 0.00 AUDJun 30 2014 1-1 NULL 1 BNY Mellon 1.0000 AUD 0.5520 1.0000 31266690.0300 0.553400 31266690.0300 31266690.0300 17432864.8600 17259446.9600 0 0.0000 -173417.9000 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
2 Australia Cash Cash Australian dollar-BNY Mellon-Receivable 0.00 AUDJun 30 2014 1-2 NULL 1 BNY Mellon 1.0000 AUD 0.5520 1.0000 155.8600 0.553400 155.8600 155.8600 86.0400 86.0400 0 0.0000 0.0000 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
3 Australia Cash Cash Australian dollar-Merrill Lynch-OnHand 0.00 AUDJun 30 2014 1-3 NULL 1 Merrill Lynch 1.0000 AUD 0.5520 1.0000 27.2500 0.553400 27.2500 27.2500 -805350.3800 15.0400 0 0.0000 805365.4200 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
4 Australia IRS Swap 140876-IRS: Fix/Flo: P233350000AUD QuarterlySpd 0% R233350000AUD 4.15% 4.15 IGNIS 122840AUD NULL LTAA1276692793 BNY Mellon 100.6765 AUD 0.5520 100.6061 -245600000.0000 0.553400 -245600000.0000 -247261385.8000 -135359698.5000 -136276795.9000 0 -917097.3800 0.0000 Australian dollar Interest Rate Swap AU Australia 140876-IRS: Fix/Flo: P233350000AUD QuarterlySpd 0% R233350000AUD 4.15% IL30 IL30 2014-06-30 00:00:00.000
5 Australia IRS Swap 142296-IRS: Fix/Flo: P466800000AUD ACT/365 BBILLS 3M 4.14% 4.14 IGNIS 123434AUD NULL LTAA1129532780 BNY Mellon 100.6674 AUD 0.5520 100.5971 -491200000.0000 0.553400 -491200000.0000 -494478268.8000 -273619906.1000 -275429535.0000 0 -1809628.9100 0.0000 Australian dollar Interest Rate Swap AU Australia 142296-IRS: Fix/Flo: P466800000AUD ACT/365 BBILLS 3M 4.14% IL30 IL30 2014-06-30 00:00:00.000
6 Australia Swaption - Interest Rate Option SWAPTION AUDIRS 3M3M 3Y1Y 21MAR17 21MAR18 4.15 0.00 IGNIS SWPTSWAPTION_122855AUD NULL LTAA1276692781 BNY Mellon -0.3747 AUD 0.5520 -0.3545 -491200000.0000 0.553400 0.0000 1840282.8500 0.0000 1015849.9100 0 1015849.9100 0.0000 Australian dollar Swaption - Interest Rate AU Australia SWAPTION AUDIRS 3M3M 3Y1Y 21MAR17 21MAR18 4.15 IL30 IL30 2014-06-30 00:00:00.000
7 Australia Swaption - Interest Rate Option SWAPTION AUDIRS 3M3M 3Y1Y 28MAR17 28MAR18 4.14 0.00 IGNIS SWPTSWAPTION_123432AUD NULL LTAA1129532739 BNY Mellon -0.3687 AUD 0.5520 -0.3480 -982400000.0000 0.553400 0.0000 3622392.1000 0.0000 1999587.5600 0 1999587.5500 0.0100 Australian dollar Swaption - Interest Rate AU Australia SWAPTION AUDIRS 3M3M 3Y1Y 28MAR17 28MAR18 4.14 IL30 IL30 2014-06-30 00:00:00.000
8 Canada Cash Cash Canadian dollar-BNY Mellon-OnHand 0.00 CADJun 30 2014 1-4 NULL 1 BNY Mellon 1.0000 CAD 0.5491 1.0000 98.4500 0.550300 98.4500 98.4500 -169778.2100 54.0600 0 0.0000 169832.2700 Canadian dollar Cash and Equivalents CA Canada cad IL30 IL30 2014-06-30 00:00:00.000
9 European Union Cash Cash Euro-BNY Mellon-CapitalPayable 0.00 EURJun 30 2014 1-5 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 -8842356.9500 0.801600 -8842356.9500 -8842356.9500 -7080169.1000 -7080453.2600 0 0.0000 -284.1600 Euro Cash and Equivalents EU European Union IL30 IL30 I EUR Hedged (New) 2014-06-30 00:00:00.000
10 European Union Cash Cash Euro-BNY Mellon-CapitalReceivable 0.00 EURJun 30 2014 1-6 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 29664858.0700 0.801600 29664858.0700 29664858.0700 23768347.3600 23753920.1900 0 0.0000 -14427.1700 Euro Cash and Equivalents EU European Union IL30 IL30 A EUR DIST HEDGED 2014-06-30 00:00:00.000
11 European Union Cash Cash Euro-BNY Mellon-OnHand 0.00 EURJun 30 2014 1-7 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 20985774.8000 0.801600 20985774.8000 20985774.8000 64609574.0400 16804207.1400 0 0.0000 -47805366.9000 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
12 European Union Cash Cash Euro-BNY Mellon-Receivable 0.00 EURJun 30 2014 1-8 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 50400205.0000 0.801600 50400205.0000 50400205.0000 40399198.0300 40357599.0100 0 0.0000 -41599.0200 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
13 European Union Cash Cash Euro-Merrill Lynch-OnHand 0.00 EURJun 30 2014 1-9 NULL 1 Merrill Lynch 1.0000 EUR 0.8007 1.0000 15452344.6200 0.801600 15452344.6200 15452344.6200 12901761.4800 12373353.0300 0 0.0000 -528408.4500 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
14 European Union Corporate Bond Debt Instruments IGNIS EUR COLLATERAL Credit Suisse 0 CS COLLATERAL EUR NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 12720000.0000 0.801600 12720000.0000 12720000.0000 10192597.1500 10185447.8400 0 0.0000 -7149.3100 Euro Corporate Bond EU European Union IL30 IL30 2014-06-30 00:00:00.000
15 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 5y 5y 2.67% ANNUAL VS French CPIxt ACT/365 16Oct22 0 86295IL01IRSEUR NULL D020589216726 BNY Mellon 102.9735 EUR 0.8007 102.9343 65000000.0000 0.801600 65000000.0000 66932744.1300 52449812.9700 53997443.8300 0 1547630.8600 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 5y 5y 2.67% ANNUAL VS French CPIxt ACT/365 16Oct22 IL30 IL30 2014-06-30 00:00:00.000
16 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 1.995% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC17 0 90846IL01IRSEUR NULL LTAA1126419256 BNY Mellon 105.8656 EUR 0.8007 105.7797 -50000000.0000 0.801600 -50000000.0000 -52932821.8200 -40702930.4100 -43051366.2400 0 -2348435.8300 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 1.995% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC17 IL30 IL30 2014-06-30 00:00:00.000
17 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 2.2795% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC22 0 90847IL01IRSEUR NULL LTAA1126419291 BNY Mellon 108.4333 EUR 0.8007 108.4017 50000000.0000 0.801600 50000000.0000 54216633.4800 40702930.4100 44079369.1200 0 3376438.7100 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 2.2795% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC22 IL30 IL30 2014-06-30 00:00:00.000
18 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 2.59% 30/360 VS FLOATING FRCPI Index ACT/360 17Jan23 0 92131IL01IRSEUR NULL D030590401976 BNY Mellon 102.5619 EUR 0.8007 102.5324 100000000.0000 0.801600 100000000.0000 102561929.6000 82958359.2300 85009805.8200 0 2051446.5900 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 2.59% 30/360 VS FLOATING FRCPI Index ACT/360 17Jan23 IL30 IL30 2014-06-30 00:00:00.000
19 European Union IFS Swap 127869-IRS: Flo/Fix: P140000000EUR IrregularSpd 0% R14000000 0 IGNIS 113817 NULL LTAA1128470144 BNY Mellon 101.8765 EUR 0.8007 101.8511 140000000.0000 0.801600 140000000.0000 142627116.8000 117366396.7000 119470041.5000 0 2103644.7700 0.0000 Euro Inflation Swap EU European Union 127869-IRS: Flo/Fix: P140000000EUR IrregularSpd 0% R140000000EUR Irregular@1.8525% (15/11/13-15/11/2 IL30 IL30 2014-06-30 00:00:00.000
20 European Union IFS Swap IFS: INF: EUR Fixed 1.955% VS FRCPXTOB Index ACT/365 15Nov23 0 IGNIS 113831 NULL D130594477751 BNY Mellon 103.1409 EUR 0.8007 103.1137 46000000.0000 0.801600 46000000.0000 47444824.2900 38563244.6300 39720177.2100 0 1156932.5900 0.0000 Euro Inflation Swap EU European Union IFS: INF: EUR Fixed 1.955% VS FRCPXTOB Index ACT/365 15Nov23 IL30 IL30 2014-06-30 00:00:00.000
21 European Union IFS Swap INF SWAP: Flo/Fix EUR Fixed 1.8475% 30/360 VS CPTFEMU ACT/360 21Nov25 0 IGNIS 114230EUR NULL LTAA1128510149 BNY Mellon 101.8141 EUR 0.8007 101.7886 120000000.0000 0.801600 120000000.0000 122176929.2000 100788672.9000 102531833.2000 0 1743160.2900 0.0000 Euro Inflation Swap EU European Union INF SWAP: Flo/Fix EUR Fixed 1.8475% 30/360 VS CPTFEMU ACT/360 21Nov25 IL30 IL30 2014-06-30 00:00:00.000
22 European Union IFS Swap 138761-IRS: Flo/Fix: P107000000EUR IrregularSpd 0% R107000000EUR 0 IGNIS 121222EUR NULL LTAA1129421803 BNY Mellon 100.4573 EUR 0.8007 100.4290 107000000.0000 0.801600 107000000.0000 107489339.9000 88156991.1800 88548826.5800 0 391835.4000 0.0000 Euro Inflation Swap EU European Union 138761-IRS: Flo/Fix: P107000000EUR IrregularSpd 0% R107000000EUR Irregular@1.78375% (05/03/14-05/03/26) IL30 IL30 2014-06-30 00:00:00.000
23 European Union IFS Swap 139863-IRS: Fix/Flo: EUR Irregular@1.04% EUR IrregularSpd 0% (13/03/14-13/03/17) 0 IGNIS 122116EUR NULL LTAA1276613411 BNY Mellon 100.5435 EUR 0.8007 100.5049 -440400000.0000 0.801600 -440400000.0000 -442793753.8000 -367271484.0000 -369188265.0000 0 -1916780.9700 0.0000 Euro Inflation Swap EU European Union 139867-IRS: Fix/Flo: EUR Irregular@1.04% EUR IrregularSpd 0% (13/03/14-13/03/17) IL30 IL30 2014-06-30 00:00:00.000
24 European Union IFS Swap 140384-IRS: Flo/Fix: P138639000EUR IrregularSpd 0% R138639000EUR Irregular@1.745% (18/03/14-18/03/26) 0 IGNIS 122589EUR NULL LTAA1276651715 BNY Mellon 99.9879 EUR 0.8007 99.9581 138639000.0000 0.801600 138639000.0000 138622206.6000 116102241.7000 116088794.5000 0 -13447.1900 0.0000 Euro Inflation Swap EU European Union 140384-IRS: Flo/Fix: P138639000EUR IrregularSpd 0% R138639000EUR Irregular@1.745% (18/03/14-18/03/26) IL30 IL30 2014-06-30 00:00:00.000
25 European Union IFS Swap 142500-Infl Swap: Flo/Fix: P10000000EUR IrregularSpd 0% R10000000EUR Irregular@1.8775% (01/04/14-03/04/29) 0 IGNIS 123576EUR NULL LTAA1129551916 BNY Mellon 99.5952 EUR 0.8007 99.5521 280000000.0000 0.801600 280000000.0000 278866500.6000 231447032.3000 230539390.8000 0 -907641.4700 0.0000 Euro Inflation Swap EU European Union 142500-Infl Swap: Flo/Fix: P10000000EUR IrregularSpd 0% R10000000EUR Irregular@1.8775% (01/04/14-03/04/29) IL30 IL30 2014-06-30 00:00:00.000
26 European Union IFS Swap 144065-Infl Swap: Flo/Fix: P104400000EUR IrregularSpd 0% R104400000EUR Irregular@1.9175% (10/04/14-10/04/29) 0 IGNIS 124074EUR NULL LTAA1129654997 BNY Mellon 100.1828 EUR 0.8007 100.1481 104400000.0000 0.801600 104400000.0000 104590795.7000 85981420.3400 86134198.6000 0 152778.2600 0.0000 Euro Inflation Swap EU European Union 144065-Infl Swap: Flo/Fix: P104400000EUR IrregularSpd 0% R104400000EUR Irregular@1.9175% (10/04/14-10/04/29) IL30 IL30 2014-06-30 00:00:00.000
27 European Union IFS Swap 152172-Infl Swap: Flo/Fix: P207300000EUR IrregularSpd 0% R207300000EUR Irregular@1.65% (05/06/14-05/06/24) 0 IGNIS 127438EUR NULL LTAA1130061707 BNY Mellon 99.7450 EUR 0.8007 99.7197 207300000.0000 0.801600 207300000.0000 206771453.3000 168679709.1000 168256479.2000 0 -423229.9100 0.0000 Euro Inflation Swap EU European Union 152172-Infl Swap: Flo/Fix: P207300000EUR IrregularSpd 0% R207300000EUR Irregular@1.65% (05/06/14-05/06/24) IL30 IL30 2014-06-30 00:00:00.000
28 European Union IFS Swap 152157-Infl Swap: Flo/Fix: P138600000EUR IrregularSpd 0% R138600000EUR Irregular@1.65% (05/06/14-05/06/29) 0 IGNIS 127439EUR NULL LTAA1130061724 BNY Mellon 99.6704 EUR 0.8007 99.6285 138600000.0000 0.801600 138600000.0000 138143243.6000 112778618.8000 112412874.4000 0 -365744.3600 0.0000 Euro Inflation Swap EU European Union 152157-Infl Swap: Flo/Fix: P138600000EUR IrregularSpd 0% R138600000EUR Irregular@1.65% (05/06/14-05/06/29) IL30 IL30 2014-06-30 00:00:00.000
29 European Union IRS Swap 130994-IRS: Fix/Flo: P170000000EUR Annual@2.067% R170000000E 2.07 IGNIS 116266EUR NULL BNY Mellon 106.3097 EUR 0.8007 106.1657 -170000000.0000 0.801600 -170000000.0000 -180726538.0000 -143395073.1000 -151984270.7000 0 -8589197.6000 0.0000 Euro Interest Rate Swap EU European Union 130994-IRS: Fix/Flo: P170000000EUR Annual@2.067% R170000000EUR Semi-annualSpd 0% (17/12/13-18/12/23) IL30 IL30 2014-06-30 00:00:00.000
30 European Union IRS Swap 158177-IRS: Fix/Flo: P2770000EUR Annual@1.496% R2770000EUR Semi-annualSpd 0% (27/06/14-27/06/24) IRS 1.5 IGNIS 128813EUR NULL 6.80E+12 BNY Mellon 100.5793 EUR 0.8007 100.4310 -80230000.0000 0.801600 -80230000.0000 -80694774.8000 -64412195.9200 -64784360.9700 0 -372165.0500 0.0000 Euro Interest Rate Swap EU European Union 158177-IRS: Fix/Flo: P2770000EUR Annual@1.496% R2770000EUR Semi-annualSpd 0% (27/06/14-27/06/24) IRS IL30 IL30 2014-06-30 00:00:00.000
31 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.22 IGNIS 126840 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -24815815.5000 0.801600 -24815815.5000 -24815815.5000 -20085906.1800 -19871084.4800 -4128.77 0.0000 214821.7000 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
32 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.23 IGNIS 127126 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -21744113.5800 0.801600 -21744113.5800 -21744113.5800 -17689170.5300 -17411441.4200 -3114.71 0.0000 277729.1100 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
33 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.16 IGNIS 127458 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -230164275.2000 0.801600 -230164275.2000 -230164275.2000 -187135982.0000 -184302375.9000 -20478.04 0.0000 2833606.1300 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
34 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.09 IGNIS 127638 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -120500000.0000 0.801600 -120500000.0000 -120500000.0000 -97894362.2100 -96489502.0000 -5065.7 0.0000 1404860.2100 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
35 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.09 IGNIS 127639 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -122374980.0000 0.801600 -122374980.0000 -122374980.0000 -99417598.4900 -97990878.6500 -5144.52 0.0000 1426719.8400 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
36 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.1 IGNIS 127834 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -190672000.0000 0.801600 -190672000.0000 -190672000.0000 -154088093.3000 -152679222.6000 -8058.07 0.0000 1408870.6900 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
37 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.02 IGNIS 128716 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -3873506.6000 0.801600 -3873506.6000 -3873506.6000 -3095639.6100 -3101682.3500 -8.62 0.0000 -6042.7400 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
38 European Union Repo MoneyMarket REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 0.02 IGNIS 128717 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -300802420.0000 0.801600 -300802420.0000 -300802420.0000 -240396101.5000 -240865358.6000 -669.07 0.0000 -469257.1000 Euro Repurchase Agreements EU European Union REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
39 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.03 IGNIS 128948 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -46997925.0000 0.801600 -46997925.0000 -46997925.0000 -37674846.9700 -37633247.9500 0 0.0000 41599.0200 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
40 European Union Repo MoneyMarket REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 0.03 IGNIS 128950 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -19831900.0000 0.801600 -19831900.0000 -19831900.0000 -15897803.9500 -15880250.2500 -13.23 0.0000 17553.7000 Euro Repurchase Agreements EU European Union REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
41 European Union Swaption - Interest Rate Option EURSWN 3Y5Y RECEIVER FEB15-FEB20 2.62 0.00 68796 NULL LTAA1124315022 BNY Mellon 8.8831 EUR 0.8007 8.7803 -63000000.0000 0.801600 -1726200.0000 -5596355.0000 -1436612.5300 -4481240.7200 0 -3098998.5800 54370.3900 Euro Swaption - Interest Rate EU European Union IL30 IL30 2014-06-30 00:00:00.000
42 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 1121700000 EUR 1.1275% 14-NOV-20 PAYER 0.00 IGNIS SWPT126240EUR NULL LTAA1129892246 BNY Mellon 0.0370 EUR 0.8007 0.0457 1173200000.0000 0.801600 2064209.5500 434553.2800 1686039.1100 347965.3900 0 -1304935.4600 -33138.2600 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 1121700000 EUR 1.1275% 14-NOV-2014 EURIBOR 3MONTH 0bps GOLDMAN SACHS LON IL30 IL30 2014-06-30 00:00:00.000
43 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 359500000 EUR 2.587% 20-NOV-2014 0.00 IGNIS SWPT126592EUR NULL EM3G4 BNY Mellon 0.5381 EUR 0.8007 0.5750 375800000.0000 0.801600 3218725.0000 2022217.3800 2614360.4500 1619275.9100 0 -958094.8100 -36989.7300 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 359500000 EUR 2.587% 20-NOV-2014 EURIBOR 6MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
44 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 359750000 EUR 2.597% 20-NOV-2014 0.00 IGNIS SWPT126849EUR NULL EM3RP BNY Mellon 0.5393 EUR 0.8007 0.5759 375980000.0000 0.801600 3234850.0000 2027810.5300 2616811.7400 1623754.5900 0 -966528.1100 -26529.0400 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 359750000 EUR 2.597% 20-NOV-2014 EURIBOR 6MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
45 Finland Corporate Bond Debt Instruments Municipality Finance PLC 1.5 15/12/2014 1.5 B79NW02 NULL BNY Mellon 100.4021 GBP 1.0000 100.4062 10000000.0000 1.000000 9990000.0000 10040210.0000 9990000.0000 10040210.0000 81369.86 41814.2300 0.0000 U.K. pound Corporate Bond FI Finland Government Sovereign Agency Sovereign_si XS0742251019 IL30 IL30 2014-06-30 00:00:00.000
46 Germany Future-Bond Futures Euro-BTP Future Sep14 0.00 IKU4 NULL Merrill Lynch 126.1800 EUR 0.8007 126.3400 -1341.0000 0.801600 0.0000 -2874639.9600 0.0000 -2301847.1200 0 -2301847.1200 0.0000 Euro Future-Bond DE Germany IL30 IL30 2014-06-30 00:00:00.000
47 Germany Future-Bond Futures Euro-OAT Future Sep14 0.00 OATU4 NULL Merrill Lynch 140.5300 EUR 0.8007 140.4500 -1411.0000 0.801600 0.0000 -3047760.0000 0.0000 -2440471.7400 0 -2440471.7400 0.0000 Euro Future-Bond DE Germany IL30 IL30 2014-06-30 00:00:00.000
48 Germany Government Debt Issue Debt Instruments Bundesrepublik Deutschland 6.5 07/04/27 6.5 5286601 NULL BNY Mellon 157.8500 EUR 0.8007 157.7040 196800000.0000 0.801600 307294969.0000 310648800.0000 248720542.2000 248749776.0000 10158911.44 3013663.1500 -2656322.0800 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
49 Germany Government Debt Issue Debt Instruments Deutsche Bundesrepublik Inflation Linked Bond 1.5 15/04/2016 1.5 B10S9K3 NULL BNY Mellon 102.9345 EUR 0.8007 102.8995 461187262.5000 0.801600 477172380.2000 474720572.2000 394511902.2000 380129058.9000 1168582.67 -2085359.2900 -12419575.8700 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
50 Germany Government Debt Issue Debt Instruments Bundesrepublik Deutschland Bundesobligation Inflation Linked Bond 0.75 15/04/2018 0.75 B4JQ9S7 NULL BNY Mellon 105.3305 EUR 0.8007 105.2685 225831518.5000 0.801600 235930195.9000 237869467.6000 196365236.6000 190472252.9000 286112.41 1497130.7700 -7445841.5000 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
51 Japan Cash Cash Japanese yen-BNY Mellon-OnHand 0.00 JPYJun 30 2014 1-10 NULL 1 BNY Mellon 1.0000 JPY 0.0058 1.0000 7251153.5700 0.005800 7251153.5700 7251153.5700 -137824.5700 41861.8400 0 0.0000 179686.4100 Japanese yen Cash and Equivalents JP Japan IL30 IL30 2014-06-30 00:00:00.000
52 Japan Cash Cash Japanese yen-BNY Mellon-Receivable 0.00 JPYJun 30 2014 1-11 NULL 1 BNY Mellon 1.0000 JPY 0.0058 1.0000 111370633.0000 0.005800 111370633.0000 111370633.0000 645627.9800 642956.8000 0 0.0000 -2671.1800 Japanese yen Cash and Equivalents JP Japan IL30 IL30 2014-06-30 00:00:00.000
53 Japan IRS Swap 144528-IRS: Flo/Fix: P182000000JPY Semi-annualSpd 0% R182000000JPY Semi-annual@2.44% (15/04/24-15/04/34) 2.44 IGNIS 124390JPY NULL 7.00E+12 BNY Mellon 100.6534 JPY 0.0058 100.7715 9024000000.0000 0.005800 9024000000.0000 9082960109.0000 53095681.2100 53436065.4000 0 340384.1900 0.0000 Japanese yen Interest Rate Swap JP Japan 144528-IRS: Flo/Fix: P182000000JPY Semi-annualSpd 0% R182000000JPY Semi-annual@2.44% (15/04/24-15/04/34) IL30 IL30 2014-06-30 00:00:00.000
54 Japan IRS Swap 144832-IRS: Flo/Fix: P8604000000JPY Semi-annualSpd 0% R8604000000JPY Semi-annual@2.4375% (16/04/24-16/04/34) 2.44 IGNIS 124471JPY NULL LTAA1129686163 BNY Mellon 100.6300 JPY 0.0058 100.7480 8604000000.0000 0.005800 8604000000.0000 8658203479.0000 50480846.3400 50793769.9100 0 312923.5700 0.0000 Japanese yen Interest Rate Swap JP Japan 144832-IRS: Flo/Fix: P8604000000JPY Semi-annualSpd 0% R8604000000JPY Semi-annual@2.4375% (16/04/24-16/04/34) IL30 IL30 2014-06-30 00:00:00.000
55 Japan IRS Swap 144835-IRS: Flo/Fix: P4345000000JPY Semi-annualSpd 0% R4345000000JPY Semi-annual@2.435% (16/04/24-16/04/34) 2.44 IGNIS 124535JPY NULL LTAA1129691031 BNY Mellon 101.1613 JPY 0.0058 101.2784 4345000000.0000 0.005800 4345000000.0000 4395456747.0000 25492710.0600 25784003.2700 0 291293.2000 0.0000 Japanese yen Interest Rate Swap JP Japan 144835-IRS: Flo/Fix: P4345000000JPY Semi-annualSpd 0% R4345000000JPY Semi-annual@2.435% (16/04/24-16/04/34) IL30 IL30 2014-06-30 00:00:00.000
56 Japan IRS Swap 144922-IRS: Flo/Fix: P201000000JPY Semi-annualSpd 0% R201000000JPY Semi-annual@2.433% (17/04/24-17/04/34) 2.43 IGNIS 124556JPY NULL 89384852 BNY Mellon 101.1418 JPY 0.0058 101.2589 10141000000.0000 0.005800 10141000000.0000 10256790952.0000 59632887.9500 60301363.8100 0 668475.8700 0.0000 Japanese yen Interest Rate Swap JP Japan 144922-IRS: Flo/Fix: P201000000JPY Semi-annualSpd 0% R201000000JPY Semi-annual@2.433% (17/04/24-17/04/34) IL30 IL30 2014-06-30 00:00:00.000
57 Japan IRS Swap 149884-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.175% (23/05/24-23/05/29) 2.17 IGNIS 126651JPY NULL LTAA1129995363 BNY Mellon 100.1650 JPY 0.0058 100.2197 16838000000.0000 0.005800 16838000000.0000 16865774281.0000 98293517.0200 98453861.4700 0 160344.4500 0.0000 Japanese yen Interest Rate Swap JP Japan 149884-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.175% (23/05/24-23/05/29) IL30 IL30 2014-06-30 00:00:00.000
58 Japan IRS Swap 149869-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.1751% (23/05/24-23/05/29) 2.18 IGNIS 126653JPY NULL 7.00E+12 BNY Mellon 100.1654 JPY 0.0058 100.2202 16838000000.0000 0.005800 16838000000.0000 16865848368.0000 98293517.0200 98454289.1900 0 160772.1700 0.0000 Japanese yen Interest Rate Swap JP Japan 149869-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.1751% (23/05/24-23/05/29) IL30 IL30 2014-06-30 00:00:00.000
59 Japan IRS Swap 150969-IRS: Flo/Fix: P17919000000JPY Semi-annualSpd 0% R17919000000JPY Semi-annual@2.15375% (30/05/24-30/05/29) 2.15 IGNIS 126946JPY NULL 7.00E+12 BNY Mellon 100.0567 JPY 0.0058 100.1113 17919000000.0000 0.005800 17919000000.0000 17929158281.0000 105410903.0000 105469548.1000 0 58645.0500 0.0000 Japanese yen Interest Rate Swap JP Japan 150969-IRS: Flo/Fix: P17919000000JPY Semi-annualSpd 0% R17919000000JPY Semi-annual@2.15375% (30/05/24-30/05/29) IL30 IL30 2014-06-30 00:00:00.000
60 New Zealand Cash Cash New Zealand dollar-BNY Mellon-OnHand 0.00 NZDJun 30 2014 1-12 NULL 1 BNY Mellon 1.0000 NZD 0.5121 1.0000 1.0000 0.515300 1.0000 1.0000 0.5100 0.5100 0 0.0000 0.0000 New Zealand dollar Cash and Equivalents NZ New Zealand IL30 IL30 2014-06-30 00:00:00.000
61 Norway Cash Cash Norwegian krone-BNY Mellon-OnHand 0.00 NOKJun 30 2014 1-13 NULL 1 BNY Mellon 1.0000 NOK 0.0953 1.0000 1.5300 0.095800 1.5300 1.5300 9950.9800 0.1500 0 0.0000 -9950.8300 Norwegian krone Cash and Equivalents NO Norway IL30 IL30 2014-06-30 00:00:00.000
62 Sweden Cash Cash Swedish krona-BNY Mellon-CapitalReceivable 0.00 SEKJun 30 2014 1-14 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 160953.0000 0.087300 160953.0000 160953.0000 14061.5100 14080.4600 0 0.0000 18.9500 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 I SEK Hedged (New) 2014-06-30 00:00:00.000
63 Sweden Cash Cash Swedish krona-BNY Mellon-OnHand 0.00 SEKJun 30 2014 1-15 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 -204.8400 0.087300 -204.8400 -204.8400 2862063.5800 -17.9300 0 0.0000 -2862081.5100 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 2014-06-30 00:00:00.000
64 Sweden Cash Cash Swedish krona-BNY Mellon-Payable 0.00 SEKJun 30 2014 1-16 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 -54.9900 0.087300 -54.9900 -54.9900 -4.8100 -4.8100 0 0.0000 0.0000 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 2014-06-30 00:00:00.000
65 Switzerland Cash Cash Swiss franc-BNY Mellon-CapitalPayable 0.00 CHFJun 30 2014 1-17 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -49234.3900 0.659700 -49234.3900 -49234.3900 -32456.0000 -32470.1900 0 0.0000 -14.1900 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 I CHF Hedged (New) 2014-06-30 00:00:00.000
66 Switzerland Cash Cash Swiss franc-BNY Mellon-CapitalReceivable 0.00 CHFJun 30 2014 1-18 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 440554.6600 0.659700 440554.6600 440554.6600 290375.9800 290546.8100 0 0.0000 170.8300 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30AAACHF 2014-06-30 00:00:00.000
67 Switzerland Cash Cash Swiss franc-BNY Mellon-OnHand 0.00 CHFJun 30 2014 1-19 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -315.6400 0.659700 -315.6400 -315.6400 7585190.1900 -208.1700 0 0.0000 -7585398.3600 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 2014-06-30 00:00:00.000
68 Switzerland Cash Cash Swiss franc-BNY Mellon-Payable 0.00 CHFJun 30 2014 1-20 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -83.2400 0.659700 -83.2400 -83.2400 -54.9000 -54.9000 0 0.0000 0.0000 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 2014-06-30 00:00:00.000
69 United Kingdom Caps/Floors Option UKRPI YOY FLOOR 11JUL11 - 11JUL41 0.00 58868 NULL LTAA1120872954 BNY Mellon 5.7867 GBP 1.0000 5.8028 -10.0000 1.000000 -1000000.0000 -578669.3700 -1000000.0000 -578669.3700 0 421330.6300 0.0000 U.K. pound Caps and Floors GB United Kingdom UK RPI All Items NSA IL30 IL30 2014-06-30 00:00:00.000
70 United Kingdom Caps/Floors Option UKRPI YoY Floor 5Oct11-5Oct41 0.00 62276 NULL LTAA1122853628 BNY Mellon 5.8560 GBP 1.0000 5.8721 -5.0000 1.000000 -594000.0000 -292798.7000 -594000.0000 -292798.7000 0 301201.3000 0.0000 U.K. pound Caps and Floors GB United Kingdom Hong Kong Hang Seng Index IL30 IL30 2014-06-30 00:00:00.000
71 United Kingdom Cash Cash U.K. pound-BNY Mellon-AccruedInterestPayable 0.00 GBPJun 30 2014 1-21 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -1169073.2700 1.000000 -1169073.2700 -1169073.2700 -1169073.2700 -1169073.2700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
72 United Kingdom Cash Cash U.K. pound-BNY Mellon-AccruedInterestReceivable 0.00 GBPJun 30 2014 1-22 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 778396.4000 1.000000 778396.4000 778396.4000 778396.4000 778396.4000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
73 United Kingdom Cash Cash U.K. pound-BNY Mellon-CapitalPayable 0.00 GBPJun 30 2014 1-23 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -2382820.3900 1.000000 -2382820.3900 -2382820.3900 -2382820.3900 -2382820.3900 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 SI GBP DIST 2014-06-30 00:00:00.000
74 United Kingdom Cash Cash U.K. pound-BNY Mellon-CapitalReceivable 0.00 GBPJun 30 2014 1-24 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 2587788.9700 1.000000 2587788.9700 2587788.9700 2587788.9700 2587788.9700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 SI GBP DIST 2014-06-30 00:00:00.000
75 United Kingdom Cash Cash U.K. pound-BNY Mellon-OnHand 0.00 GBPJun 30 2014 1-25 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 2053162.0000 1.000000 2053162.0000 2053162.0000 2053162.0000 2053162.0000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
76 United Kingdom Cash Cash U.K. pound-BNY Mellon-Payable 0.00 GBPJun 30 2014 1-26 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -186893188.3000 1.000000 -186893188.3000 -186893188.3000 -186893188.3000 -186893188.3000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
77 United Kingdom Cash Cash U.K. pound-BNY Mellon-PurchasedAI 0.00 GBPJun 30 2014 1-27 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 1169073.2700 1.000000 1169073.2700 1169073.2700 1169073.2700 1169073.2700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
78 United Kingdom Cash Cash U.K. pound-BNY Mellon-Receivable 0.00 GBPJun 30 2014 1-28 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 126095188.7000 1.000000 126095188.7000 126095188.7000 126095188.7000 126095188.7000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
79 United Kingdom Cash Cash U.K. pound-BNY Mellon-SoldAI 0.00 GBPJun 30 2014 1-29 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -778396.4000 1.000000 -778396.4000 -778396.4000 -778396.4000 -778396.4000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
80 United Kingdom Cash Cash U.K. pound-Merrill Lynch-OnHand 0.00 GBPJun 30 2014 1-30 NULL 1 Merrill Lynch 1.0000 GBP 1.0000 1.0000 1898992.7700 1.000000 1898992.7700 1898992.7700 1898992.7700 1898992.7700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
81 United Kingdom Corporate Bond Cash IGNIS GBP LIQUIDITY FUND 0 B3KQMD5 NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 327798334.8000 1.000000 327081075.7000 327798334.8000 327081075.7000 327798334.8000 0 717259.0700 0.0000 U.K. pound Corporate Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
82 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL BARCLAYS 0 BARCLAYS COLLATERAL NULL RBS BNY Mellon 100.0000 GBP 1.0000 100.0000 -1633000.0000 1.000000 -1633000.0000 -1633000.0000 -1633000.0000 -1633000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL BARCLAYS IL30 IL30 2014-06-30 00:00:00.000
83 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL CITI 0 CITI COLLATERAL REPO NULL CITI BNY Mellon 100.0000 GBP 1.0000 100.0000 -1439000.0000 1.000000 -1439000.0000 -1439000.0000 -1439000.0000 -1439000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL CITI IL30 IL30 2014-06-30 00:00:00.000
84 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL GOLDMAN SACHS 0 GS COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 17891804.0000 1.000000 17891804.0000 17891804.0000 17891804.0000 17891804.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL GOLDMAN SACHS IL30 IL30 2014-06-30 00:00:00.000
85 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL HSBC 0 HSBC COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -561000.0000 1.000000 -561000.0000 -561000.0000 -561000.0000 -561000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL HSBC IL30 IL30 2014-06-30 00:00:00.000
86 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL LLOYDS 0 LLOYDS COLLATERAL REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 2238000.0000 1.000000 2238000.0000 2238000.0000 2238000.0000 2238000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL LLOYDS IL30 IL30 2014-06-30 00:00:00.000
87 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL MS 0 MS COLLATERAL REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -8980000.0000 1.000000 -8980000.0000 -8980000.0000 -8980000.0000 -8980000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL MS IL30 IL30 2014-06-30 00:00:00.000
88 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL NOMURA GBP 0 NOMURA COLLATERAL GBP NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 33000.0000 1.000000 33000.0000 33000.0000 33000.0000 33000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL NOMURA GBP IL30 IL30 2014-06-30 00:00:00.000
89 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL RBS 0 RBS COLLATERAL NULL RBS BNY Mellon 100.0000 GBP 1.0000 100.0000 10360000.4200 1.000000 10360000.4200 10360000.4200 10360000.4200 10360000.4200 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL RBS IL30 IL30 2014-06-30 00:00:00.000
90 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL UBS 0 UBS COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 5200000.0000 1.000000 5200000.0000 5200000.0000 5200000.0000 5200000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL UBS IL30 IL30 2014-06-30 00:00:00.000
91 United Kingdom Future-Bond Futures LONG GILT FUTURE Sep14 0.00 G U4 NULL Merrill Lynch 109.9200 GBP 1.0000 110.2700 -416.0000 1.000000 0.0000 131360.0000 0.0000 131360.0000 0 131360.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
92 United Kingdom Future-Bond Futures ULTRA LONG GILT FUSep14 0.00 UGLU4 NULL Merrill Lynch 109.9400 GBP 1.0000 110.5000 -237.0000 1.000000 0.0000 -74880.0000 0.0000 -74880.0000 0 -74880.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
93 United Kingdom Future-Bond Futures SHORT GILT FUTURE Sep14 0.00 WBU4 NULL Merrill Lynch 103.5000 GBP 1.0000 103.5400 106.0000 1.000000 0.0000 -1060.0000 0.0000 -1060.0000 0 -1060.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
94 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 4 29/01/49 4 216346 NULL BNY Mellon 98.3100 GBP 1.0000 99.0500 9855262.0000 1.000000 9870044.8900 9688708.0700 9870044.8900 9688708.0700 163346.88 -180464.1100 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0002163466 IL30 IL30 2014-06-30 00:00:00.000
95 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 2.5 07/26/16 2.5 907532 NULL BNY Mellon 108.5114 GBP 1.0000 108.5697 824754031.8000 1.000000 900781814.0000 894952023.1000 900781814.0000 894952023.1000 8885471.62 -2541461.0300 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0009075325 IL30 IL30 2014-06-30 00:00:00.000
96 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 3.5 29/12/49 3.5 938628 NULL BNY Mellon 84.5400 GBP 1.0000 85.1500 23000000.0000 1.000000 21632756.6000 19444200.0000 21632756.6000 19444200.0000 65983.6 -2266507.0900 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0009386284 IL30 IL30 2014-06-30 00:00:00.000
97 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 1.25 22/11/2017 1.25 B0V3WQ7 NULL BNY Mellon 108.7600 GBP 1.0000 108.8600 928225481.0000 1.000000 1014071995.0000 1009538033.0000 1014071995.0000 1009538033.0000 1261175.95 -5510864.8000 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B0V3WQ75 IL30 IL30 2014-06-30 00:00:00.000
98 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 2 22/01/2016 2 B3QCG24 NULL BNY Mellon 101.7600 GBP 1.0000 101.8000 252300000.0000 1.000000 256900382.0000 256740480.0000 256900382.0000 256740480.0000 2230276.24 -51682.9200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B3QCG246 IL30 IL30 2014-06-30 00:00:00.000
99 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 4.5 09/07/34 4.5 B52WS15 NULL BNY Mellon 117.7700 GBP 1.0000 118.2300 0.0000 1.000000 0.0000 0.0000 0.0000 0.0000 193480.43 0.0000 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B52WS153 IL30 IL30 2014-06-30 00:00:00.000
100 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 2.25 09/07/23 2.25 B7Z5365 NULL BNY Mellon 96.6000 GBP 1.0000 96.8800 459858200.0000 1.000000 443815327.7000 444223021.2000 443815327.7000 444223021.2000 2660598.54 393000.6700 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B7Z53659 IL30 IL30 2014-06-30 00:00:00.000
101 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 0.125 11/22/19 0.13 BBDR7T2 NULL BNY Mellon 105.3100 GBP 1.0000 105.4400 57152816.4300 1.000000 60572355.3200 60187630.9900 60572355.3200 60187630.9900 7765.33 -578977.0200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BBDR7T29 IL30 IL30 2014-06-30 00:00:00.000
102 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 1.75 07/22/19 1.75 BDV0F15 NULL BNY Mellon 98.6500 GBP 1.0000 98.7700 219969000.0000 1.000000 216308633.3000 216999418.5000 216308633.3000 216999418.5000 1701417.67 665307.2200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BDV0F150 IL30 IL30 2014-06-30 00:00:00.000
103 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 3.5 01/22/45 3.5 BN65R31 NULL BNY Mellon 101.2800 GBP 1.0000 101.8200 32992000.0000 1.000000 33208460.5100 33414297.6000 33208460.5100 33414297.6000 34499.17 205914.6300 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BN65R313 IL30 IL30 2014-06-30 00:00:00.000
104 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.7% ACT/365 VS UKRPI Index ACT/365 1Jun62 0 100185IL01IRSGBP NULL LTAA1127186883 BNY Mellon 105.6687 GBP 1.0000 106.4900 20000000.0000 1.000000 20000000.0000 21133730.9700 20000000.0000 21133730.9700 0 1133730.9700 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.7% ACT/365 VS UKRPI Index ACT/365 1Jun62 IL30 IL30 2014-06-30 00:00:00.000
105 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.71% ACT/365 VS UKRPI Index ACT/365 30May43 0 101876IL01IRSGBP NULL 1.80E+12 BNY Mellon 103.9522 GBP 1.0000 104.3756 24200000.0000 1.000000 24200000.0000 25156431.1600 24200000.0000 25156431.1600 0 956431.1600 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.71% ACT/365 VS UKRPI Index ACT/365 30May43 IL30 IL30 2014-06-30 00:00:00.000
106 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.6475% VS UKRPI ACT/365 1Aug33 0 106428IL01IRSGBP NULL LTAA1127767533 BNY Mellon 102.3023 GBP 1.0000 102.5560 200000000.0000 1.000000 200000000.0000 204604542.5000 200000000.0000 204604542.5000 0 4604542.5100 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.6475% VS UKRPI ACT/365 1Aug33 IL30 IL30 2014-06-30 00:00:00.000
107 United Kingdom IFS Swap INF SWAP: Fix/Flo: GBP FIXED 3.315% VS UKRPI ACT/365 1Aug23 0 106432IL01IRSGBP NULL LTAA1127767706 BNY Mellon 101.3828 GBP 1.0000 101.5485 -100000000.0000 1.000000 -100000000.0000 -101382808.0000 -100000000.0000 -101382808.0000 0 -1382808.0100 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Fix/Flo: GBP FIXED 3.315% VS UKRPI ACT/365 1Aug23 IL30 IL30 2014-06-30 00:00:00.000
108 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.35% ACT/365 VS UKRPI Index ACT/365 09Oct23 0 110399IL01IRSGBP NULL LTAA1128194132 BNY Mellon 101.6347 GBP 1.0000 101.7921 -375000000.0000 1.000000 -375000000.0000 -381130058.8000 -375000000.0000 -381130058.8000 0 -6130058.7900 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.35% ACT/365 VS UKRPI Index ACT/365 09Oct23 IL30 IL30 2014-06-30 00:00:00.000
109 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.68% ACT/365 VS UKRPI Index ACT/365 10Oct33 0 110400IL01IRSGBP NULL LTAA1128194123 BNY Mellon 103.1841 GBP 1.0000 103.4459 125000000.0000 1.000000 125000000.0000 128980098.0000 125000000.0000 128980098.0000 0 3980097.9800 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.68% ACT/365 VS UKRPI Index ACT/365 10Oct33 IL30 IL30 2014-06-30 00:00:00.000
110 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.56% ACT/365 VS UKRPI Index ACT/365 19Dec28 0 116800IL01IRSGBP NULL EKX5E BNY Mellon 102.2712 GBP 1.0000 102.3708 70000000.0000 1.000000 70000000.0000 71589870.6700 70000000.0000 71589870.6700 0 1589870.6700 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.56% ACT/365 VS UKRPI Index ACT/365 19Dec28 IL30 IL30 2014-06-30 00:00:00.000
111 United Kingdom IFS Swap IRS: GBP FIXED 3.6325% VS UKRPI 4APRIL33 0 98093IL01IRSGBP NULL LTAA1127005789 BNY Mellon 103.0223 GBP 1.0000 103.2679 17400000.0000 1.000000 17400000.0000 17925888.8400 17400000.0000 17925888.8400 0 525888.8400 0.0000 U.K. pound Inflation Swap GB United Kingdom IRS: GBP FIXED 3.6325% VS UKRPI 4APRIL33 IL30 IL30 2014-06-30 00:00:00.000
112 United Kingdom IFS Swap IFS: Flo/Fix: GBP Fixed 3.535% ACT/365 VS UKRPI ACT/365 10Nov28 0 IGNIS 113590 NULL LTAA1128434697 BNY Mellon 102.1109 GBP 1.0000 102.2119 105000000.0000 1.000000 105000000.0000 107216452.2000 105000000.0000 107216452.2000 0 2216452.1500 0.0000 U.K. pound Inflation Swap GB United Kingdom IFS: Flo/Fix: GBP Fixed 3.535% ACT/365 VS UKRPI ACT/365 10Nov28 IL30 IL30 2014-06-30 00:00:00.000
113 United Kingdom IFS Swap 131813-IFS: Flo/Fix: P135000000GBP IrregularSpd 0% R135000000GBP Irregular@3.56% (20/12/13-20/12/28) 0 IGNIS IRS116865GBP NULL EKX6R BNY Mellon 102.2710 GBP 1.0000 102.3706 135000000.0000 1.000000 135000000.0000 138065878.2000 135000000.0000 138065878.2000 0 3065878.2200 0.0000 U.K. pound Inflation Swap GB United Kingdom 131813-IFS: Flo/Fix: P135000000GBP IrregularSpd 0% R135000000GBP Irregular@3.56% (20/12/13-20/12/28) IL30 IL30 2014-06-30 00:00:00.000
114 United Kingdom IFS Swap 133593-IRS: Flo/Fix: P48500000GBP IrregularSpd 0% R48500000GBP 0 IGNIS 118391GBP NULL LTAA1128998833 BNY Mellon 101.6503 GBP 1.0000 101.7455 48500000.0000 1.000000 48500000.0000 49300392.9900 48500000.0000 49300392.9900 0 800392.9900 0.0000 U.K. pound Inflation Swap GB United Kingdom 133593-IRS: Flo/Fix: P48500000GBP IrregularSpd 0% R48500000GBP Irregular@3.53% (14/01/14-15/01/29) IL30 IL30 2014-06-30 00:00:00.000
115 United Kingdom IFS Swap 133593-IRS: Flo/Fix: P72000000GBP IrregularSpd 0% R72000000GBP 0 IGNIS 118473GBP NULL LTAA1129011943 BNY Mellon 101.6503 GBP 1.0000 101.7455 72000000.0000 1.000000 72000000.0000 73188212.2800 72000000.0000 73188212.2800 0 1188212.2800 0.0000 U.K. pound Inflation Swap GB United Kingdom 133593-IRS: Flo/Fix: P72000000GBP IrregularSpd 0% R72000000GBP IrregularSpd 0% R48500000GBP Irregular@3.53% (15/01/14-15/01/29) IL30 IL30 2014-06-30 00:00:00.000
116 United Kingdom IFS Swap 134092-IRS: Flo/Fix: P17000000GBP IrregularSpd 0% R17000000GBP 0 IGNIS 118809GBP NULL 89321295 BNY Mellon 100.3699 GBP 1.0000 101.1210 17000000.0000 1.000000 17000000.0000 17062880.8600 17000000.0000 17062880.8600 0 62880.8600 0.0000 U.K. pound Inflation Swap GB United Kingdom 134092-IRS: Flo/Fix: P17000000GBP IrregularSpd 0% R17000000GBP Irregular@3.65% (21/01/14-21/01/64) IL30 IL30 2014-06-30 00:00:00.000
117 United Kingdom IFS Swap 138998-IRS: Flo/Fix: P87400000GBP IrregularSpd 0% R87400000GBP Semi-annual@3.56% (04/03/14-04/03/34) 0 IGNIS 121287GBP NULL LTAA1129428472 BNY Mellon 100.1194 GBP 1.0000 100.3789 87400000.0000 1.000000 87400000.0000 87504335.8200 87400000.0000 87504335.8200 0 104335.8200 0.0000 U.K. pound Inflation Swap GB United Kingdom 138998-IRS: Flo/Fix: P87400000GBP IrregularSpd 0% R87400000GBP Semi-annual@3.56% (04/03/14-04/03/34) IL30 IL30 2014-06-30 00:00:00.000
118 United Kingdom IFS Swap 139194-IRS: Flo/Fix: P58029000GBP IrregularSpd 0% R58029000GBP Irregular@3.49% (05/03/14-05/03/29) 0 IGNIS 121831GBP NULL D140595928680 BNY Mellon 101.1062 GBP 1.0000 101.1955 58029000.0000 1.000000 58029000.0000 58670933.9800 58029000.0000 58670933.9800 0 641933.9800 0.0000 U.K. pound Inflation Swap GB United Kingdom 139194-IRS: Flo/Fix: P58029000GBP IrregularSpd 0% R58029000GBP Irregular@3.49% (05/03/14-05/03/29) IL30 IL30 2014-06-30 00:00:00.000
119 United Kingdom IFS Swap 140626-IRS: Flo/Fix: P81800000GBP IrregularSpd 0% R138639000GBP Irregular@3.465% (18/03/14-18/03/26) 0 IGNIS 122734GBP NULL LTAA1276674120 BNY Mellon 100.7114 GBP 1.0000 100.7990 81800000.0000 1.000000 81800000.0000 82381885.1500 81800000.0000 82381885.1500 0 581885.1500 0.0000 U.K. pound Inflation Swap GB United Kingdom 140626-IRS: Flo/Fix: P81800000GBP IrregularSpd 0% R138639000GBP Irregular@3.465% (18/03/14-18/03/26) IL30 IL30 2014-06-30 00:00:00.000
120 United Kingdom IFS Swap 141921-IRS: Fix/Flo: P82300000GBP Irregular@3.6375% R82300000GBP IrregularSpd 0% (25/03/14-25/03/54) 0 IGNIS 123340GBP NULL LTAA1129507836 BNY Mellon 101.1558 GBP 1.0000 101.7288 -82300000.0000 1.000000 -82300000.0000 -83251241.2500 -82300000.0000 -83251241.2500 0 -951241.2500 0.0000 U.K. pound Inflation Swap GB United Kingdom 141921-IRS: Fix/Flo: P82300000GBP Irregular@3.6375% R82300000GBP IrregularSpd 0% (25/03/14-25/03/54) IL30 IL30 2014-06-30 00:00:00.000
121 United Kingdom IFS Swap 141992-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.6525% (25/03/14-25/03/64) 0 IGNIS 123343GBP NULL LTAA1129507867 BNY Mellon 100.6540 GBP 1.0000 101.4082 41150000.0000 1.000000 41150000.0000 41419109.7800 41150000.0000 41419109.7800 0 269109.7800 0.0000 U.K. pound Inflation Swap GB United Kingdom 141992-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.6525% (25/03/14-25/03/64) IL30 IL30 2014-06-30 00:00:00.000
122 United Kingdom IFS Swap 142448-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6625% (28/03/14-28/03/4 0 IGNIS 123577GBP NULL LTAA1129551732 BNY Mellon 101.2157 GBP 1.0000 101.6250 41150000.0000 1.000000 41150000.0000 41650270.9000 41150000.0000 41650270.9000 0 500270.9000 0.0000 U.K. pound Inflation Swap GB United Kingdom 142448-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6625% (28/03/14-28/03/4 IL30 IL30 2014-06-30 00:00:00.000
123 United Kingdom IFS Swap 142460-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6525% (28/03/14-28/03/6 0 IGNIS 123578GBP NULL LTAA1129551748 BNY Mellon 100.6538 GBP 1.0000 101.4078 41150000.0000 1.000000 41150000.0000 41419037.9400 41150000.0000 41419037.9400 0 269037.9400 0.0000 U.K. pound Inflation Swap GB United Kingdom 142460-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6525% (28/03/14-28/03/6 IL30 IL30 2014-06-30 00:00:00.000
124 United Kingdom IFS Swap 142484-Infl Swap: Fix/Flo: P1600000GBP Irregular@3.6375% R1600000GBP Irregular 0% (28/03/14-28/03/54) 0 IGNIS 123579GBP NULL LTAA1129603773 BNY Mellon 101.1552 GBP 1.0000 101.7280 -82300000.0000 1.000000 -82300000.0000 -83250759.9100 -82300000.0000 -83250759.9100 0 -950759.9100 0.0000 U.K. pound Inflation Swap GB United Kingdom 142484-Infl Swap: Fix/Flo: P1600000GBP Irregular@3.6375% R1600000GBP Irregular 0% (28/03/14-28/03/54) IL30 IL30 2014-06-30 00:00:00.000
125 United Kingdom IFS Swap 142715-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.66% (31/03/14-31/03/44) 0 IGNIS 123637GBP NULL LTAA1129560296 BNY Mellon 101.1349 GBP 1.0000 101.5436 41150000.0000 1.000000 41150000.0000 41617025.6200 41150000.0000 41617025.6200 0 467025.6200 0.0000 U.K. pound Inflation Swap GB United Kingdom 142715-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.66% (31/03/14-31/03/44) IL30 IL30 2014-06-30 00:00:00.000
126 United Kingdom IFS Swap 142695-Infl Swap: Fix/Flo: P82300000GBP Irregular@3.64125% R82300000GBP IrregularSpd 0% (31/03/14-31/03/54) 0 IGNIS 123640GBP NULL LTAA1129560306 BNY Mellon 101.3236 GBP 1.0000 101.8979 -82300000.0000 1.000000 -82300000.0000 -83389340.8800 -82300000.0000 -83389340.8800 0 -1089340.8800 0.0000 U.K. pound Inflation Swap GB United Kingdom 142695-Infl Swap: Fix/Flo: P82300000GBP Irregular@3.64125% R82300000GBP IrregularSpd 0% (31/03/14-31/03/54) IL30 IL30 2014-06-30 00:00:00.000
127 United Kingdom IFS Swap 144289-Infl Swap: Fix/Flo: P25637500GBP Irregular@3.625% R25637500GBP IrregularSpd 0% (09/04/14-09/04/54) 0 IGNIS 124276GBP NULL LTAA1129659014 BNY Mellon 100.5952 GBP 1.0000 101.1624 -25637500.0000 1.000000 -25637500.0000 -25790097.9900 -25637500.0000 -25790097.9900 0 -152597.9900 0.0000 U.K. pound Inflation Swap GB United Kingdom 144289-Infl Swap: Fix/Flo: P25637500GBP Irregular@3.625% R25637500GBP IrregularSpd 0% (09/04/14-09/04/54) IL30 IL30 2014-06-30 00:00:00.000
128 United Kingdom IFS Swap 144292-Infl Swap: Flo/Fix: P20510000GBP IrregularSpd 0% R20510000GBP Irregular@3.6475% (09/04/14-09/04/64) 0 IGNIS 124277GBP NULL LTAA1129659015 BNY Mellon 100.3579 GBP 1.0000 101.1078 20510000.0000 1.000000 20510000.0000 20583411.1600 20510000.0000 20583411.1600 0 73411.1600 0.0000 U.K. pound Inflation Swap GB United Kingdom 144292-Infl Swap: Flo/Fix: P20510000GBP IrregularSpd 0% R20510000GBP Irregular@3.6475% (09/04/14-09/04/64) IL30 IL30 2014-06-30 00:00:00.000
129 United Kingdom IFS Swap 148387-Infl Swap: Flo/Fix: P27000000GBP IrregularSpd 0% R27000000GBP Irregular@3.6325% (16/05/14-16/05/44) 0 IGNIS 126385GBP NULL EM39N BNY Mellon 100.0749 GBP 1.0000 100.4753 27000000.0000 1.000000 27000000.0000 27020219.3100 27000000.0000 27020219.3100 0 20219.3100 0.0000 U.K. pound Inflation Swap GB United Kingdom 148387-Infl Swap: Flo/Fix: P27000000GBP IrregularSpd 0% R27000000GBP Irregular@3.6325% (16/05/14-16/05/44) IL30 IL30 2014-06-30 00:00:00.000
130 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.55% VS FLOATING UKRPI Index ACT/365 4/27/2062 0 74595IL01IRSGBP NULL LTAA1125237213 BNY Mellon 96.2373 GBP 1.0000 96.9619 5000000.0000 1.000000 5000000.0000 4811867.4900 5000000.0000 4811867.4900 0 -188132.5100 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.55% VS FLOATING UKRPI Index ACT/365 4/27/2062 IL30 IL30 2014-06-30 00:00:00.000
131 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.375% VS UKRPI ACT/365 12Jun42 0 77840IL01IRSGBP NULL D020587565900 BNY Mellon 93.4044 GBP 1.0000 93.7601 5000000.0000 1.000000 5000000.0000 4670222.0400 5000000.0000 4670222.0400 0 -329777.9600 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.375% VS UKRPI ACT/365 12Jun42 IL30 IL30 2014-06-30 00:00:00.000
132 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.3075% VS FLOATING UKRPI ACT/365 12/07/2052 0 80453IL01IRSGBP NULL 8371096-1 BNY Mellon 87.9926 GBP 1.0000 88.4531 8000000.0000 1.000000 8000000.0000 7039405.1800 8000000.0000 7039405.1800 0 -960594.8200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.3075% VS FLOATING UKRPI ACT/365 12/07/2052 IL30 IL30 2014-06-30 00:00:00.000
133 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.31% ACT/365 VS UKRPI ACT/365 05OCT62 0 85995IL01IRSGBP NULL D020589163627 BNY Mellon 82.0857 GBP 1.0000 82.6480 5325000.0000 1.000000 5325000.0000 4371065.2700 5325000.0000 4371065.2700 0 -953934.7300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.31% ACT/365 VS UKRPI ACT/365 05OCT62 IL30 IL30 2014-06-30 00:00:00.000
134 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 3.33% ACT/365 VS LIBOR 6MONTH ACT/365 27Jun63 3.33 104307IL01IRSGBP NULL D030592640492 BNY Mellon 102.7254 GBP 1.0000 103.4353 -25000000.0000 1.000000 -25000000.0000 -25681348.0000 -25000000.0000 -25681348.0000 0 -681348.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.33% ACT/365 VS LIBOR 6MONTH ACT/365 27Jun63 IL30 IL30 2014-06-30 00:00:00.000
135 United Kingdom IRS Swap IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 3.75 107516AIL01IRSGBP NULL D030593353288 BNY Mellon 101.1154 GBP 1.0000 101.2949 -75000000.0000 1.000000 -75000000.0000 -75836516.0000 -75000000.0000 -75836516.0000 0 -836516.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 IL30 IL30 2014-06-30 00:00:00.000
136 United Kingdom IRS Swap IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 3.75 107516BIL01IRSGBP NULL D030593353295 BNY Mellon 101.1154 GBP 1.0000 101.2949 -75000000.0000 1.000000 -75000000.0000 -75836516.0000 -75000000.0000 -75836516.0000 0 -836516.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 IL30 IL30 2014-06-30 00:00:00.000
137 United Kingdom IRS Swap IRS: Flo/Flo: GBP Float Libor Basis -19bps VS GBP 30y Sonia ACT/365 12Jul42 0.33 80481IL01IRSGBP NULL D020587985986 BNY Mellon 99.5528 GBP 1.0000 99.5481 30000000.0000 1.000000 30000000.0000 29865852.0000 30000000.0000 29865852.0000 0 -134148.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Flo: GBP Float Libor Basis -19bps VS GBP 30y Sonia ACT/365 12Jul42 IL30 IL30 2014-06-30 00:00:00.000
138 United Kingdom IRS Swap IRS: Flo/Fix: GBP Fixed 2.2475% VS SONIO/N O/N ACT/365 1Nov23 2.25 IGNIS 113036 NULL 5456738LS BNY Mellon 99.0231 GBP 1.0000 99.3044 -50000000.0000 1.000000 -50000000.0000 -49511570.0000 -50000000.0000 -49511570.0000 0 488430.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP Fixed 2.2475% VS SONIO/N O/N ACT/365 1Nov23 IL30 IL30 2014-06-30 00:00:00.000
139 United Kingdom IRS Swap IRS: Flo/Fix: GBP Fixed 2.3238% ACT/365 VS SONIO/N ACT/365 13Nov23 2.32 IGNIS 113579 NULL D130594418729 BNY Mellon 99.6527 GBP 1.0000 99.9361 -95000000.0000 1.000000 -95000000.0000 -94670093.5000 -95000000.0000 -94670093.5000 0 329906.5000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP Fixed 2.3238% ACT/365 VS SONIO/N ACT/365 13Nov23 IL30 IL30 2014-06-30 00:00:00.000
140 United Kingdom IRS Swap 127843-IRS: Fix/Flo: P75000000GBP Annual@2.39% R75000000GBP 2.39 IGNIS 113815 NULL 5542581LS BNY Mellon 100.2035 GBP 1.0000 100.4886 -75000000.0000 1.000000 -75000000.0000 -75152632.5000 -75000000.0000 -75152632.5000 0 -152632.5000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 127843-IRS: Fix/Flo: P75000000GBP Annual@2.39% R75000000GBP AnnualSpd 0% (13/11/13-13/11/23) IL30 IL30 2014-06-30 00:00:00.000
141 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 2.468% VS SONIO/N ACT/365 05Dec23 2.47 IGNIS 115553GBP NULL BNY Mellon 100.8269 GBP 1.0000 101.1154 -100000000.0000 1.000000 -100000000.0000 -100826917.0000 -100000000.0000 -100826917.0000 0 -826917.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 2.468% VS SONIO/N ACT/365 05Dec23 IL30 IL30 2014-06-30 00:00:00.000
142 United Kingdom IRS Swap 131809-IRS: Fix/Flo: P100000000GBP Annual@2.5775% R100000000GBP AnnualSpd 0% (20/12/13-20/12/23) 2.58 IGNIS IRS116877GBP NULL BNY Mellon 101.7373 GBP 1.0000 102.0291 -100000000.0000 1.000000 -100000000.0000 -101737266.0000 -100000000.0000 -101737266.0000 0 -1737266.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 131809-IRS: Fix/Flo: P100000000GBP Annual@2.5775% R100000000GBP AnnualSpd 0% (20/12/13-20/12/23) IRS IL30 IL30 2014-06-30 00:00:00.000
143 United Kingdom IRS Swap 133452-IRS: Fix/Flo: P112000000GBP Annual@2.4775% R112000000GBP 2.48 IGNIS 118344GBP NULL 5859303LS BNY Mellon 100.8413 GBP 1.0000 101.1331 -112000000.0000 1.000000 -112000000.0000 -112942273.0000 -112000000.0000 -112942273.0000 0 -942273.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 133452-IRS: Fix/Flo: P112000000GBP Annual@2.4775% R112000000GBP AnnualSpd 0% (14/01/14-14/01/24) IL30 IL30 2014-06-30 00:00:00.000
144 United Kingdom IRS Swap 141059-IRS: Fix/Flo: P53200000GBP Semi-annual@3.55% R53200000GBP Semi-annualSpd 0% (19/03/29-19/03/44) 3.55 IGNIS 122932GBP NULL D140596160611 BNY Mellon 99.8168 GBP 1.0000 99.9894 -53200000.0000 1.000000 -53200000.0000 -53102521.6400 -53200000.0000 -53102521.6400 0 97478.3600 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141059-IRS: Fix/Flo: P53200000GBP Semi-annual@3.55% R53200000GBP Semi-annualSpd 0% (19/03/29-19/03/44) IL30 IL30 2014-06-30 00:00:00.000
145 United Kingdom IRS Swap 141066-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.77% (19/03/14-19/03/24) 2.77 IGNIS 122933GBP NULL D140596163456 BNY Mellon 100.1849 GBP 1.0000 100.4579 122700000.0000 1.000000 122700000.0000 122926921.4000 122700000.0000 122926921.4000 0 226921.3800 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141066-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.77% (19/03/14-19/03/24) IL30 IL30 2014-06-30 00:00:00.000
146 United Kingdom IRS Swap 141072-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.7775% (19/03/14-19/03/24) 2.78 IGNIS 122934GBP NULL D140596173392 BNY Mellon 100.2498 GBP 1.0000 100.5229 122700000.0000 1.000000 122700000.0000 123006516.9000 122700000.0000 123006516.9000 0 306516.8700 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141072-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.7775% (19/03/14-19/03/24) IL30 IL30 2014-06-30 00:00:00.000
147 United Kingdom IRS Swap 141236-IRS: Fix/Flo: P2900000GBP Semi-annual@3.59875% R2900000GBP Semi-annualSpd 0% (20/03/29-20/03/44) 3.6 IGNIS 123023GBP NULL SW28366456 BNY Mellon 100.1706 GBP 1.0000 100.3454 -147100000.0000 1.000000 -147100000.0000 -147350996.7000 -147100000.0000 -147350996.7000 0 -250996.7300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141236-IRS: Fix/Flo: P2900000GBP Semi-annual@3.59875% R2900000GBP Semi-annualSpd 0% (20/03/29-20/03/44) IL30 IL30 2014-06-30 00:00:00.000
148 United Kingdom IRS Swap 141634-IRS: Flo/Fix: P2340000GBP Semi-annualSpd 0% R2340000GBP Semi-annual@2.7965% (24/03/14-24/03/24) 2.8 IGNIS 123280GBP NULL D140596229000.2 BNY Mellon 100.4049 GBP 1.0000 100.6789 123480000.0000 1.000000 123480000.0000 123980019.9000 123480000.0000 123980019.9000 0 500019.9100 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141634-IRS: Flo/Fix: P2340000GBP Semi-annualSpd 0% R2340000GBP Semi-annual@2.7965% (24/03/14-24/03/24) IL30 IL30 2014-06-30 00:00:00.000
149 United Kingdom IRS Swap 141765-IRS: Fix/Flo: P164700000GBP Semi-annual@3.5625% R164700000GBP Semi-annualSpd 0% (26/03/29-26/03/44) 3.56 IGNIS 123320GBP NULL LTAA1129498837 BNY Mellon 99.9126 GBP 1.0000 100.0859 -247050000.0000 1.000000 -247050000.0000 -246833954.8000 -247050000.0000 -246833954.8000 0 216045.2200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141765-IRS: Fix/Flo: P164700000GBP Semi-annual@3.5625% R164700000GBP Semi-annualSpd 0% (26/03/29-26/03/44) IL30 IL30 2014-06-30 00:00:00.000
150 United Kingdom IRS Swap 142381-IRS: Flo/Fix: P28000000GBP 10Y @2.79% Semi Annual Act/365 vs 6M GBP 2.79 IGNIS 123571GBP NULL D140596324044 BNY Mellon 100.3421 GBP 1.0000 100.6164 28000000.0000 1.000000 28000000.0000 28095799.2000 28000000.0000 28095799.2000 0 95799.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 142381-IRS: Flo/Fix: P28000000GBP 10Y @2.79% Semi Annual Act/365 vs 6M GBP IL30 IL30 2014-06-30 00:00:00.000
151 United Kingdom IRS Swap 142867-IRS: Flo/Fix: P58400000GBP IrregularSpd 0% R5840000 Irregular@2.784% (01/04/14-01/04/24) 2.78 IGNIS 123727GBP NULL D140596368421 BNY Mellon 100.2828 GBP 1.0000 100.5573 58400000.0000 1.000000 58400000.0000 58565155.2000 58400000.0000 58565155.2000 0 165155.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 142867-IRS: Flo/Fix: P58400000GBP IrregularSpd 0% R5840000 Irregular@2.784% (01/04/14-01/04/24) IL30 IL30 2014-06-30 00:00:00.000
152 United Kingdom IRS Swap 146578-IRS: Flo/Fix: P150000000GBP Semi-annualSpd 0% R150000000GBP Semi-annual@2.7575% (30/04/14-30/04/24) 2.76 IGNIS 125327GBP NULL SW28950253 BNY Mellon 99.9987 GBP 1.0000 100.2754 150000000.0000 1.000000 150000000.0000 149998110.0000 150000000.0000 149998110.0000 0 -1890.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 146578-IRS: Flo/Fix: P150000000GBP Semi-annualSpd 0% R150000000GBP Semi-annual@2.7575% (30/04/14-30/04/24) IL30 IL30 2014-06-30 00:00:00.000
153 United Kingdom IRS Swap 147352-IRS: Fix/Flo: P2300000GBP Semi-annual@3.56% R2300000GBP Semi-annualSpd 0% (08/05/29-08/05/44) 3.56 IGNIS 125816GBP NULL 6.80E+12 BNY Mellon 99.9267 GBP 1.0000 100.1008 -44800000.0000 1.000000 -44800000.0000 -44767143.6800 -44800000.0000 -44767143.6800 0 32856.3200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 147352-IRS: Fix/Flo: P2300000GBP Semi-annual@3.56% R2300000GBP Semi-annualSpd 0% (08/05/29-08/05/44) IL30 IL30 2014-06-30 00:00:00.000
154 United Kingdom IRS Swap 151090-IRS: Fix/Flo: P12800000GBP Semi-annual@3.1925% R12800000GBP Semi-annualSpd 0% (28/05/14-28/05/64) 3.19 IGNIS 127034GBP NULL YM01A BNY Mellon 99.3417 GBP 1.0000 100.0391 -12800000.0000 1.000000 -12800000.0000 -12715733.7600 -12800000.0000 -12715733.7600 0 84266.2400 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 151090-IRS: Fix/Flo: P12800000GBP Semi-annual@3.1925% R12800000GBP Semi-annualSpd 0% (28/05/14-28/05/64) IL30 IL30 2014-06-30 00:00:00.000
155 United Kingdom IRS Swap 152612-IRS: Fix/Flo: P73000000GBP Semi-annual@3.594% R73000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.59 IGNIS 127591GBP NULL 6584048LS BNY Mellon 100.1921 GBP 1.0000 100.3683 -73000000.0000 1.000000 -73000000.0000 -73140247.6000 -73000000.0000 -73140247.6000 0 -140247.6000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152612-IRS: Fix/Flo: P73000000GBP Semi-annual@3.594% R73000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
156 United Kingdom IRS Swap 152621-IRS: Fix/Flo: P46000000GBP Semi-annual@3.59875% R46000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.6 IGNIS 127592GBP NULL D140597243647.1 BNY Mellon 100.2263 GBP 1.0000 100.4027 -46000000.0000 1.000000 -46000000.0000 -46104084.2000 -46000000.0000 -46104084.2000 0 -104084.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152621-IRS: Fix/Flo: P46000000GBP Semi-annual@3.59875% R46000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
157 United Kingdom IRS Swap 152705-IRS: Fix/Flo: P54000000GBP Semi-annual@3.6% R54000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.6 IGNIS 127604GBP NULL 6.80E+12 BNY Mellon 100.2353 GBP 1.0000 100.4117 -54000000.0000 1.000000 -54000000.0000 -54127040.4000 -54000000.0000 -54127040.4000 0 -127040.4000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152705-IRS: Fix/Flo: P54000000GBP Semi-annual@3.6% R54000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
158 United Kingdom IRS Swap 154739-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) 3.6 IGNIS 128011GBP NULL 20657556B BNY Mellon 100.2403 GBP 1.0000 100.4169 -53300000.0000 1.000000 -53300000.0000 -53428085.2300 -53300000.0000 -53428085.2300 0 -128085.2300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154739-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) IL30 IL30 2014-06-30 00:00:00.000
159 United Kingdom IRS Swap 154764-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) 3.6 IGNIS 128011RBSGBP NULL IRS1124666_B001 BNY Mellon 100.2403 GBP 1.0000 100.4169 -53300000.0000 1.000000 -53300000.0000 -53428085.2300 -53300000.0000 -53428085.2300 0 -128085.2300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154764-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) IL30 IL30 2014-06-30 00:00:00.000
160 United Kingdom IRS Swap 154778-IRS: Fix/Flo: P50900000GBP Semi-annual@3.59% R50900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) 3.59 IGNIS 128114GBP NULL 20657909B BNY Mellon 100.1692 GBP 1.0000 100.3454 -50900000.0000 1.000000 -50900000.0000 -50986102.4400 -50900000.0000 -50986102.4400 0 -86102.4400 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154778-IRS: Fix/Flo: P50900000GBP Semi-annual@3.59% R50900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) IL30 IL30 2014-06-30 00:00:00.000
161 United Kingdom IRS Swap 154787-IRS: Fix/Flo: P31900000GBP Semi-annual@3.5925% R31900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) 3.59 IGNIS 128139GBP NULL 20658615B BNY Mellon 100.1871 GBP 1.0000 100.3634 -31900000.0000 1.000000 -31900000.0000 -31959691.2800 -31900000.0000 -31959691.2800 0 -59691.2800 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154787-IRS: Fix/Flo: P31900000GBP Semi-annual@3.5925% R31900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) IL30 IL30 2014-06-30 00:00:00.000
162 United Kingdom IRS Swap 155417-IRS: Fix/Flo: P64900000GBP Semi-annual@3.546% R64900000GBP Semi-annualSpd 0% (16/06/29-16/06/44) 3.55 IGNIS 128283GBP NULL 6628554LS BNY Mellon 99.8553 GBP 1.0000 100.0297 -64900000.0000 1.000000 -64900000.0000 -64806102.6800 -64900000.0000 -64806102.6800 0 93897.3200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 155417-IRS: Fix/Flo: P64900000GBP Semi-annual@3.546% R64900000GBP Semi-annualSpd 0% (16/06/29-16/06/44) IL30 IL30 2014-06-30 00:00:00.000
163 United Kingdom IRS Swap 157598-IRS: Fix/Flo: P186700000GBP Semi-annual@3.543% R186700000GBP Semi-annualSpd 0% (25/06/29-25/06/44) 3.54 IGNIS 128790GBP NULL D140596324044 BNY Mellon 99.8406 GBP 1.0000 100.0150 -196500000.0000 1.000000 -196500000.0000 -196186700.4000 -196500000.0000 -196186700.4000 0 313299.6000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 157598-IRS: Fix/Flo: P186700000GBP Semi-annual@3.543% R186700000GBP Semi-annualSpd 0% (25/06/29-25/06/44) IL30 IL30 2014-06-30 00:00:00.000
164 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 2.359% VS SONIO/N O/N /365 06Nov23 2.36 IGNIS IRS113372 NULL 5482289LS BNY Mellon 99.9544 GBP 1.0000 100.2383 -70000000.0000 1.000000 -70000000.0000 -69968101.0000 -70000000.0000 -69968101.0000 0 31899.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 2.359% VS SONIO/N O/N /365 06Nov23 IL30 IL30 2014-06-30 00:00:00.000
165 United Kingdom OTC FX Options Option FXOPTION GBP CALL JPY PUT 175 10OCT14 0.00 FXOPT_126866 NULL 41305579 BNY Mellon 0.8929 GBP 1.0000 0.7792 189609000.0000 1.000000 2063350.9900 1693018.7600 2063350.9900 1693018.7600 0 -370332.2300 0.0000 U.K. pound OTC FX Options GB United Kingdom FXOPTION GBP CALL JPY PUT 175 10OCT14 IL30 IL30 2014-06-30 00:00:00.000
166 United Kingdom Repo MoneyMarket REPO UKT 1 3/4 07/22/19 (LN*) GB00BDV0F150 0.49 IGNIS 128320 REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -11886000.0000 1.000000 -11886000.0000 -11886000.0000 -11886000.0000 -11886000.0000 -2233.92 0.0000 0.0000 U.K. pound Repurchase Agreements GB United Kingdom REPO UKT 1 3/4 07/22/19 (LN*) GB00BDV0F150 IL30 IL30 2014-06-30 00:00:00.000
167 United Kingdom Repo MoneyMarket REPO UKTI 1 1/4 11/22/17 3MO (LN*) GB00B0V3WQ75 0.48 IGNIS 128372 REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -205576800.0000 1.000000 -205576800.0000 -205576800.0000 -205576800.0000 -205576800.0000 -35145.18 0.0000 0.0000 U.K. pound Repurchase Agreements GB United Kingdom REPO UKTI 1 1/4 11/22/17 3MO (LN*) GB00B0V3WQ75 IL30 IL30 2014-06-30 00:00:00.000
168 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 0.4 IGNIS 126831 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 120000000.0000 1.000000 120000000.0000 120000000.0000 120000000.0000 120000000.0000 46027.4 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 IL30 IL30 2014-06-30 00:00:00.000
169 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 0.4 IGNIS 126832 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 120000000.0000 1.000000 120000000.0000 120000000.0000 120000000.0000 120000000.0000 46027.4 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 IL30 IL30 2014-06-30 00:00:00.000
170 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/40 GB00B6460505 0.42 IGNIS 127357 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 52999999.8600 1.000000 52999999.8600 52999999.8600 52999999.8600 52999999.8600 17686.03 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/40 GB00B6460505 IL30 IL30 2014-06-30 00:00:00.000
171 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 1 1/4 07/22/18 GB00B8KP6M44 0.42 IGNIS 127378 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 110000000.0000 1.000000 110000000.0000 110000000.0000 110000000.0000 110000000.0000 35441.1 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 1 1/4 07/22/18 GB00B8KP6M44 IL30 IL30 2014-06-30 00:00:00.000
172 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 3 1/2 07/22/68 GB00BBJNQY21 0.27 IGNIS 129219 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 136999999.5000 1.000000 136999999.5000 136999999.5000 136999999.5000 136999999.5000 1013.42 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 3 1/2 07/22/68 GB00BBJNQY21 IL30 IL30 2014-06-30 00:00:00.000
173 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y30Y 9MAY16-9MAY46 3.395 0.00 100648 NULL LTAA1127242261 BNY Mellon 5.1416 GBP 1.0000 5.3997 -75000000.0000 1.000000 -6390000.0000 -3856169.0000 -6390000.0000 -3856169.0000 0 2533831.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y30Y 9MAY16-9MAY46 3.395 IL30 IL30 2014-06-30 00:00:00.000
174 United Kingdom Swaption - Interest Rate Option GBPSWN 1Y30Y 29Aug44 30y 3.49375 0.00 107818 NULL LTAA1127929207 BNY Mellon 0.1005 GBP 1.0000 0.0732 200000000.0000 1.000000 10040000.0000 201057.0000 10040000.0000 201057.0000 0 -9838943.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 1Y30Y 29Aug44 30y 3.49375 IL30 IL30 2014-06-30 00:00:00.000
175 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y30Y 5SEP16-5SEP46 3.732 0.00 108103 NULL LTAA1127952808 BNY Mellon 8.8130 GBP 1.0000 9.1800 75000000.0000 1.000000 6350000.0000 6609737.0000 6350000.0000 6609737.0000 0 259737.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom Funds Index Fund Equity Fund_si FIA Antares IL30 IL30 2014-06-30 00:00:00.000
176 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185a NULL LTAA1128166975 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
177 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185b NULL LTAA1128166980 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
178 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185c NULL LTAA1128166982 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
179 United Kingdom Swaption - Interest Rate Option GBPSWN 10Y20Y 4.9 15Mar2042 0.00 71848 NULL SPN1079856 BNY Mellon 3.3000 GBP 1.0000 3.3146 -50000000.0000 1.000000 -2450000.0000 -1650000.0000 -2450000.0000 -1650000.0000 0 800000.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
180 United Kingdom Swaption - Interest Rate Option GPBSWN 10Y20Y 3.68 5JUL2022 20220705 Payer 0.00 72560 NULL LTAA1125571424 BNY Mellon 8.0576 GBP 1.0000 8.0930 40000000.0000 1.000000 3160000.0000 3223030.0000 3160000.0000 3223030.0000 0 63030.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GPBSWN 10Y20Y 3.68 5JUL2022 20220705 Payer IL30 IL30 2014-06-30 00:00:00.000
181 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y2Y3Y PAYER 19JAN17-19JAN20 2.283 0.00 92463 NULL LTAA1126553492 BNY Mellon 1.9019 GBP 1.0000 1.8147 800000000.0000 1.000000 10840000.0000 15215367.0000 10840000.0000 15215367.0000 0 4375367.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
182 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y20Y 22FEB16-22FEB36 3.609 0.00 94989 NULL LTAA1126763163 BNY Mellon 5.7722 GBP 1.0000 6.0340 -75000000.0000 1.000000 -5550000.0000 -4329178.0000 -5550000.0000 -4329178.0000 0 1220822.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y20Y 22FEB16-22FEB36 3.609 IL30 IL30 2014-06-30 00:00:00.000
183 United Kingdom Swaption - Interest Rate Option GBPSWN 4Y2Y 21FEB17-21FEB19 2.215 0.00 94992 NULL LTAA1126766944 BNY Mellon 0.5203 GBP 1.0000 0.5266 -430000000.0000 1.000000 -5126923.1100 -2237076.0000 -5126923.1100 -2237076.0000 0 2889847.1100 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 4Y2Y 21FEB17-21FEB19 2.215 IL30 IL30 2014-06-30 00:00:00.000
184 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y20Y 29FEB16-29FEB36 3.4575 0.00 95528 NULL LTAA1126822282 BNY Mellon 4.5725 GBP 1.0000 4.7934 -50000000.0000 1.000000 -3765000.0000 -2286252.0000 -3765000.0000 -2286252.0000 0 1478748.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y20Y 29FEB16-29FEB36 3.4575 IL30 IL30 2014-06-30 00:00:00.000
185 United Kingdom Swaption - Interest Rate Option Swaption: European GBP 4% 11-APR-2016 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON 0.00 IGNIS SWPT124373GBP NULL LTAA1129666957 BNY Mellon 1.7489 GBP 1.0000 1.6246 245000000.0000 1.000000 6294117.5200 4284682.5000 6294117.5200 4284682.5000 0 -2009435.0200 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom Swaption: European GBP 4% 11-APR-2016 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
186 United Kingdom Swaption - Interest Rate Option SWAPTION Swaption: European 179600000 GBP 3.25625% 15-MAY-20 0.00 IGNIS SWPT126271GBP NULL LTAA1129906466 BNY Mellon 6.3456 GBP 1.0000 6.6324 187800000.0000 1.000000 12164101.9200 11917074.3600 12164101.9200 11917074.3600 0 -247027.5600 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION Swaption: European 179600000 GBP 3.25625% 15-MAY-2034 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDO IL30 IL30 2014-06-30 00:00:00.000
187 United Kingdom Swaption - Interest Rate Option SWAPTION Swaption: European 449700000 GBP 1.4% 28-MAY-2015 L 0.00 IGNIS SWPT127037GBP NULL 1.80E+12 BNY Mellon 0.3554 GBP 1.0000 0.3440 470000000.0000 1.000000 1207480.0000 1670380.0000 1207480.0000 1670380.0000 0 462900.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION Swaption: European 449700000 GBP 1.4% 28-MAY-2015 LIBOR 3MONTH 0bps JPM SECURITIES PLC IL30 IL30 2014-06-30 00:00:00.000
188 United Kingdom Swaption - Interest Rate Option SWAPTION GBP/PIRS/LIBO/PD/151030/30Y/2.50 0.00 IGNIS SWPTSWAPTION_112960GBP NULL SPN1111827 BNY Mellon -1.2504 GBP 1.0000 -1.2309 -150000000.0000 1.000000 0.0000 1875541.4200 0.0000 1875541.4200 0 1875541.4200 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBP/PIRS/LIBO/PD/151030/30Y/2.50 IL30 IL30 2014-06-30 00:00:00.000
189 United Kingdom Swaption - Interest Rate Option SWAPTION GBP/PIRS/LIBO/PD/160205/1Y/1.475 0.00 IGNIS SWPTSWAPTION_119823GBP NULL LTAA1129200897 BNY Mellon 0.1175 GBP 1.0000 0.1152 -5873000000.0000 1.000000 -13491213.0100 -6899600.4000 -13491213.0100 -6899600.4000 0 6591612.6100 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBP/PIRS/LIBO/PD/160205/1Y/1.475 IL30 IL30 2014-06-30 00:00:00.000
190 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 10Y30Y 3.6025 0.00 IGNIS SWPTSWAPTION_120322GBP NULL LTAA1129266691 BNY Mellon -0.8360 GBP 1.0000 -0.7216 98040000.0000 1.000000 0.0000 -819597.3500 0.0000 -819597.3500 0 -819597.3500 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 10Y30Y 3.6025 IL30 IL30 2014-06-30 00:00:00.000
191 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 20Y20Y 13FEB34-54 3.3325 0.00 IGNIS SWPTSWAPTION_120328GBP NULL SPN1117903 BNY Mellon 0.0596 GBP 1.0000 0.3168 98040000.0000 1.000000 0.0000 58413.3900 0.0000 58413.3900 0 58413.3900 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 20Y20Y 13FEB34-54 3.3325 IL30 IL30 2014-06-30 00:00:00.000
192 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 15Y15Y 21MAR29-44 3.5925 0.00 IGNIS SWPTSWAPTION_123063GBP NULL 1.80E+12 BNY Mellon 0.0296 GBP 1.0000 0.2361 127500000.0000 1.000000 0.0000 37752.6500 0.0000 37752.6500 0 37752.6500 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 15Y15Y 21MAR29-44 3.5925 IL30 IL30 2014-06-30 00:00:00.000
193 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 2Y30Y 01APR16-01APR46 4.00 0.00 IGNIS SWPTSWAPTION_123726GBP NULL LTAA1129579118 BNY Mellon 1.7022 GBP 1.0000 1.5794 245600000.0000 1.000000 7133538.0000 4180701.4400 7133538.0000 4180701.4400 0 -2952836.5600 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 2Y30Y 01APR16-01APR46 4.00 IL30 IL30 2014-06-30 00:00:00.000
194 United Kingdom Swaption - Interest Rate Option OTC Swaption: European 197300000 GBP 2.13% 21-MAY-2015 LIBO 0.00 IGNIS-SWAPTION-128380 NULL LTAA1130183802 BNY Mellon 0.4381 GBP 1.0000 0.4170 4229500000.0000 1.000000 24414553.5900 18529016.5500 24414553.5900 18529016.5500 0 -5885537.0400 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom OTC Swaption: European 197300000 GBP 2.13% 21-MAY-2015 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
195 United States of America Caps/Floors Option CAPFLOOR USDICAP 3% 5X10 CAP 14APR19-24 0.00 IL CAP_124379 14-Apr-24 NULL D140596523576.CAPA BNY Mellon 2.9899 USD 0.5848 3.0061 -196.0000 0.587700 -6290750.0100 -5860298.5600 -3748046.5500 -3427375.8300 0 251748.0800 68922.6400 U.S. Dollars Caps and Floors US United States of America CAPFLOOR USDICAP 3% 5X10 CAP 14APR19-24 IL30 IL30 2014-06-30 00:00:00.000
196 United States of America Cash Cash U.S. Dollars-BNY Mellon-CapitalPayable 0.00 USDJun 30 2014 1-31 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 -1569764.4300 0.587700 -1569764.4300 -1569764.4300 -922155.9900 -918071.4400 0 0.0000 4084.5500 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30AAAAUSD Hedged 2014-06-30 00:00:00.000
197 United States of America Cash Cash U.S. Dollars-BNY Mellon-CapitalReceivable 0.00 USDJun 30 2014 1-32 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 3230933.0500 0.587700 3230933.0500 3230933.0500 1895787.9400 1889600.2900 0 0.0000 -6187.6500 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 SI USD Hedged (New) 2014-06-30 00:00:00.000
198 United States of America Cash Cash U.S. Dollars-BNY Mellon-OnHand 0.00 USDJun 30 2014 1-33 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 29698823.5700 0.587700 29698823.5700 29698823.5700 14846942.2300 17369256.7000 0 0.0000 2522314.4700 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 2014-06-30 00:00:00.000
199 United States of America Cash Cash U.S. Dollars-Merrill Lynch-OnHand 0.00 USDJun 30 2014 1-34 NULL 1 Merrill Lynch 1.0000 USD 0.5848 1.0000 12979339.4300 0.587700 12979339.4300 12979339.4300 8878398.2300 7590922.8300 0 0.0000 -1287475.4000 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 2014-06-30 00:00:00.000
200 United States of America Future-Bond Futures US 5YR NOTE (CBT) Sep14 0.00 FVU4 NULL Merrill Lynch 119.4609 USD 0.5848 119.3906 -4508.0000 0.587700 0.0000 -1357641.9300 0.0000 -794012.3100 0 -794012.3100 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
201 United States of America Future-Bond Futures US 2YR NOTE (CBT) Sep14 0.00 TUU4 NULL Merrill Lynch 109.7969 USD 0.5848 109.7813 -6691.0000 0.587700 0.0000 627281.2500 0.0000 366863.3200 0 366863.3200 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
202 United States of America Future-Bond Futures US 10YR NOTE (CBT)Sep14 0.00 TYU4 NULL Merrill Lynch 125.1719 USD 0.5848 125.0938 -5630.0000 0.587700 0.0000 1687.4800 0.0000 986.9200 0 986.9200 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
203 United States of America IFS Swap 142750-Infl Swap: Flo/Fix: P41200000USD IrregularSpd 0% R41200000USD Irregular@2.455% (02/04/14-02/04/24) 0 IGNIS 123659USD NULL 1.80E+12 BNY Mellon 98.6263 USD 0.5848 98.6159 41200000.0000 0.587700 41200000.0000 40634041.8700 24712833.2800 24381834.5800 0 -330998.7000 0.0000 U.S. Dollars Inflation Swap US United States of America 142750-Infl Swap: Flo/Fix: P41200000USD IrregularSpd 0% R41200000USD Irregular@2.455% (02/04/14-02/04/24) IL30 IL30 2014-06-30 00:00:00.000
204 United States of America IFS Swap 143262-Infl Swap: Flo/Fix: P68300000USD Irregular@0% R68300000USD Irregular 2.455% (03/04/14-07/04/24) 0 IGNIS 123851USD NULL 1.80E+12 BNY Mellon 98.6036 USD 0.5848 98.5925 68300000.0000 0.587700 68300000.0000 67346243.9800 41176825.2200 40619024.2300 0 -557800.9900 0.0000 U.S. Dollars Inflation Swap US United States of America 143262-Infl Swap: Flo/Fix: P68300000USD Irregular@0% R68300000USD Irregular 2.455% (03/04/14-07/04/24) IL30 IL30 2014-06-30 00:00:00.000
205 United States of America IFS Swap 145276-Infl Swap: Fix/Flo: P4000000USD Irregular@2.1025% R4000000USD IrregularSpd 0% (23/04/14-23/04/19) 0 IGNIS 124719USD NULL 1.80E+12 BNY Mellon 98.6963 USD 0.5848 98.7262 -82000000.0000 0.587700 -82000000.0000 -80930942.2200 -48783389.8500 -48158155.0100 0 625234.8300 0.0000 U.S. Dollars Inflation Swap US United States of America 145276-Infl Swap: Fix/Flo: P4000000USD Irregular@2.1025% R4000000USD IrregularSpd 0% (23/04/14-23/04/19) IL30 IL30 2014-06-30 00:00:00.000
206 United States of America IFS Swap 145637-Infl Swap: Flo/Fix: P84390000USD IrregularSpd 0% R84390000USD Irregular@2.8025% (25/04/19-25/04/24) 0 IGNIS 124914USD NULL LD141693583519 BNY Mellon 99.8283 USD 0.5848 99.7906 84390000.0000 0.587700 84390000.0000 84245115.2100 50298009.3000 50213273.9200 0 -84735.3800 0.0000 U.S. Dollars Inflation Swap US United States of America 145637-Infl Swap: Flo/Fix: P84390000USD IrregularSpd 0% R84390000USD Irregular@2.8025% (25/04/19-25/04/24) IL30 IL30 2014-06-30 00:00:00.000
207 United States of America IFS Swap 148470-Infl Swap: Flo/Fix: P179800000USD IrregularSpd 0% R179800000USD Irregular@2.4825% (20/05/14-20/05/24) 0 IGNIS 126438USD NULL ER56K BNY Mellon 98.8865 USD 0.5848 98.8703 179800000.0000 0.587700 179800000.0000 177798005.0000 106836210.2000 105665350.2000 0 -1170859.9900 0.0000 U.S. Dollars Inflation Swap US United States of America 148470-Infl Swap: Flo/Fix: P179800000USD IrregularSpd 0% R179800000USD Irregular@2.4825% (20/05/14-20/05/24) IL30 IL30 2014-06-30 00:00:00.000
208 United States of America IFS Swap 149774-Infl Swap: Flo/Fix: P80200000USD IrregularSpd 0% R80200000USD Irregular@2.445% (22/05/14-22/05/24) 0 IGNIS 126629USD NULL LTAA1129958013 BNY Mellon 98.5329 USD 0.5848 98.5168 80200000.0000 0.587700 80200000.0000 79023353.5200 47600676.6200 46912518.9000 0 -688157.7300 0.0000 U.S. Dollars Inflation Swap US United States of America 149774-Infl Swap: Flo/Fix: P80200000USD IrregularSpd 0% R80200000USD Irregular@2.445% (22/05/14-22/05/24) IL30 IL30 2014-06-30 00:00:00.000
209 United States of America IFS Swap 149927-Infl Swap: Flo/Fix: P160440000USD IrregularSpd 0% R160440000USD Irregular@2.46% (23/05/14-23/05/24) 0 IGNIS 126703USD NULL LTAA1129968502 BNY Mellon 98.6786 USD 0.5848 98.6623 160400000.0000 0.587700 160400000.0000 158280550.1000 95034956.7500 93795403.6400 0 -1239553.1000 0.0000 U.S. Dollars Inflation Swap US United States of America 149927-Infl Swap: Flo/Fix: P160440000USD IrregularSpd 0% R160440000USD Irregular@2.46% (23/05/14-23/05/24) IL30 IL30 2014-06-30 00:00:00.000
210 United States of America IFS Swap 150313-Infl Swap: Flo/Fix: P89900000USD IrregularSpd 0% R89900000USD Irregular@2.465% (27/05/14-27/05/24) 0 IGNIS 126782USDMaster NULL ER58U BNY Mellon 98.7184 USD 0.5848 98.7014 89900000.0000 0.587700 89900000.0000 88747803.4600 53319889.6800 52646031.4200 0 -673858.2600 0.0000 U.S. Dollars Inflation Swap US United States of America 150313-Infl Swap: Flo/Fix: P89900000USD IrregularSpd 0% R89900000USD Irregular@2.465% (27/05/14-27/05/24) IL30 IL30 2014-06-30 00:00:00.000
211 United States of America IFS Swap 152717-Infl Swap: Fix/Flo: P121000000USD Irregular@2.195% R121000000USD IrregularSpd 0% (09/06/14-09/06/19) 0 IGNIS 127602USD NULL LTAA1130084362 BNY Mellon 99.2263 USD 0.5848 99.2549 -121000000.0000 0.587700 -121000000.0000 -120063865.0000 -72062414.3900 -71514918.9800 0 547495.4200 0.0000 U.S. Dollars Inflation Swap US United States of America 152717-Infl Swap: Fix/Flo: P121000000USD Irregular@2.195% R121000000USD IrregularSpd 0% (09/06/14-09/06/19) IL30 IL30 2014-06-30 00:00:00.000
212 United States of America IFS Swap 152739-Infl Swap: Flo/Fix: P121000000USD IrregularSpd 0% R121000000USD Irregular@2.48% (09/06/14-09/06/24) 0 IGNIS 127603USD NULL LTAA1130084313 BNY Mellon 98.8533 USD 0.5848 98.8348 121000000.0000 0.587700 121000000.0000 119612539.8000 72062414.3900 71250962.9500 0 -811451.4400 0.0000 U.S. Dollars Inflation Swap US United States of America 152739-Infl Swap: Flo/Fix: P121000000USD IrregularSpd 0% R121000000USD Irregular@2.48% (09/06/14-09/06/24) IL30 IL30 2014-06-30 00:00:00.000
213 United States of America IFS Swap 153033-Infl Swap: Flo/Fix: P160970000USD IrregularSpd 0% R160970000USD Irregular@2.505% (10/06/14-10/06/24) 0 IGNIS 127705USD NULL LTAA1130108411 BNY Mellon 99.1034 USD 0.5848 99.0846 160970000.0000 0.587700 160970000.0000 159526779.6000 95881109.0900 95037046.5400 0 -844062.5600 0.0000 U.S. Dollars Inflation Swap US United States of America 153033-Infl Swap: Flo/Fix: P160970000USD IrregularSpd 0% R160970000USD Irregular@2.505% (10/06/14-10/06/24) IL30 IL30 2014-06-30 00:00:00.000
214 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 2.895% VS USCPI ACT/365 03/16/22 0 70507IL01IRSUSD NULL D021600092615 BNY Mellon 101.3742 USD 0.5848 101.3235 70000000.0000 0.587700 70000000.0000 70961973.0100 43862385.0000 44424991.6700 0 562606.6700 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.895% VS USCPI ACT/365 03/16/22 IL30 IL30 2014-06-30 00:00:00.000
215 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 2.92% VS USCPI ACT/365 03/16/22 2.92 71688IL01IRSUSD NULL D021600120525 BNY Mellon 101.4876 USD 0.5848 101.4349 75000000.0000 0.587700 75000000.0000 76115724.2200 47816362.5000 48468890.0400 0 652527.5400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.92% VS USCPI ACT/365 03/16/22 IL30 IL30 2014-06-30 00:00:00.000
216 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 3.0175% VS 3MONTH CPURNSA INDEX ACT/365 03/23/22 0 72183IL01IRSUSD NULL D021600133190 BNY Mellon 101.7049 USD 0.5848 101.6449 50000000.0000 0.587700 50000000.0000 50852473.6700 31551675.0000 32050241.3500 0 498566.3400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 3.0175% VS 3MONTH CPURNSA INDEX ACT/365 03/23/22 IL30 IL30 2014-06-30 00:00:00.000
217 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 4.676% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 20Aug33 4.68 107171IL01IRSUSD NULL LD031692973807 BNY Mellon 104.1815 USD 0.5848 103.9800 250000000.0000 0.587700 250000000.0000 260453845.0000 160117846.7000 166231742.7000 0 6113895.9600 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 4.676% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 20Aug33 IL30 IL30 2014-06-30 00:00:00.000
218 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 4.595% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 30Aug33 4.6 107741IL01IRSUSD NULL 6.80E+12 BNY Mellon 103.6719 USD 0.5848 103.4705 160000000.0000 0.587700 160000000.0000 165875044.0000 102986611.7000 106422611.4000 0 3435999.6500 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 4.595% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 30Aug33 IL30 IL30 2014-06-30 00:00:00.000
219 United States of America IRS Swap IRS: Fix/Flo: USD FIXED 2.4525% SEMI-ANNUAL VS 3MONTH BBILLS ACT/365 03/22/22 2.45 72114IL01IRSUSD NULL 174017914 BNY Mellon 101.0984 USD 0.5848 101.0406 -47000000.0000 0.587700 -47000000.0000 -47516239.0000 -29731777.0000 -30033697.6300 0 -301920.6400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.4525% SEMI-ANNUAL VS 3MONTH BBILLS ACT/365 03/22/22 IL30 IL30 2014-06-30 00:00:00.000
220 United States of America IRS Swap IRS: Fix/Flo: USD FIXED 3.70875% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 21Mar43 3.71 97031IL01IRSUSD NULL LTAA1126896228 BNY Mellon 98.8131 USD 0.5848 98.5740 75000000.0000 0.587700 75000000.0000 74109799.0000 49614659.4800 49094028.4300 0 -520631.0500 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 3.70875% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 21Mar43 IL30 IL30 2014-06-30 00:00:00.000
221 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 3.7325% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 22Mar43 3.73 97125IL01IRSUSD NULL LTAA1126905289 BNY Mellon 98.9859 USD 0.5848 98.7461 50000000.0000 0.587700 50000000.0000 49492965.0000 33041467.0400 32744929.3300 0 -296537.7000 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 3.7325% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 22Mar43 IL30 IL30 2014-06-30 00:00:00.000
222 United States of America IRS Swap IRS: Flo/Fix: USD Fixed 2.76% 30/360 VS 3M US LIBOR ACT/360 12Nov23 2.76 IGNIS 113482 NULL LD131693152077 BNY Mellon 101.8589 USD 0.5848 101.7868 -300000000.0000 0.587700 -300000000.0000 -305576760.0000 -186968308.9000 -190229858.1000 0 -3261549.2600 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD Fixed 2.76% 30/360 VS 3M US LIBOR ACT/360 12Nov23 IL30 IL30 2014-06-30 00:00:00.000
223 United States of America IRS Swap IRS: Flo/Fix: USD Fixed 2.7375% 30/360 VS 3M US LIBOR ACT/360 12Nov23 2.74 IGNIS 113483 NULL LD131693152213 BNY Mellon 101.6671 USD 0.5848 101.5949 -300000000.0000 0.587700 -300000000.0000 -305001360.0000 -186968308.9000 -189893337.4000 0 -2925028.5100 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD Fixed 2.7375% 30/360 VS 3M US LIBOR ACT/360 12Nov23 IL30 IL30 2014-06-30 00:00:00.000
224 United States of America IRS Swap IRS: Fix/Flo: USD Fixed 2.0559% 30/360 VS LIBOR 3MONTH ACT/360 31Aug20 2.06 IGNIS 114206USD NULL LD131693167129 BNY Mellon 100.3634 USD 0.5848 100.3174 -557150000.0000 0.587700 -557150000.0000 -559174460.2000 -345991430.2000 -347175428.9000 0 -1183998.7400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD Fixed 2.0559% 30/360 VS LIBOR 3MONTH ACT/360 31Aug20 IL30 IL30 2014-06-30 00:00:00.000
225 United States of America IRS Swap 148209-IRS: Fix/Flo: P160100000USD Semi-annual@1.65625% R160100000USD QuarterlySpd 0% (19/05/14-19/05/19) 1.66 IGNIS 126272USD NULL 6.80E+12 BNY Mellon 99.9997 USD 0.5848 99.9396 -160100000.0000 0.587700 -160100000.0000 -160099471.7000 -95320314.3600 -95320005.3700 0 308.9900 0.0000 U.S. Dollars Interest Rate Swap US United States of America 148209-IRS: Fix/Flo: P160100000USD Semi-annual@1.65625% R160100000USD QuarterlySpd 0% (19/05/14-19/05/19) IL30 IL30 2014-06-30 00:00:00.000
226 United States of America IRS Swap 152769-IRS: Fix/Flo: P200000000USD Semi-annual@3.7525% R200000000USD QuarterlySpd 0% (10/06/19-10/06/24) 3.75 IGNIS 127611USD NULL LTAA1127385867 BNY Mellon 100.2628 USD 0.5848 100.2522 -200000000.0000 0.587700 -200000000.0000 -200525640.0000 -119111428.7000 -119418847.5000 0 -307418.7800 0.0000 U.S. Dollars Interest Rate Swap US United States of America 152769-IRS: Fix/Flo: P200000000USD Semi-annual@3.7525% R200000000USD QuarterlySpd 0% (10/06/19-10/06/24) IL30 IL30 2014-06-30 00:00:00.000
227 United States of America IRS Swap 153535-IRS: Flo/Fix: P56400000USD QuarterlySpd 0% R56400000USD Semi-annual@3.94125% (11/06/29-11/06/44) 3.94 IGNIS 127787USD NULL LTAA1130110946 BNY Mellon 100.8166 USD 0.5848 100.5522 56400000.0000 0.587700 56400000.0000 56860562.4000 33583422.6500 33852781.0200 0 269358.3700 0.0000 U.S. Dollars Interest Rate Swap US United States of America 153535-IRS: Flo/Fix: P56400000USD QuarterlySpd 0% R56400000USD Semi-annual@3.94125% (11/06/29-11/06/44) IL30 IL30 2014-06-30 00:00:00.000
228 United States of America IRS Swap 154749-IRS: Fix/Flo: P904240000USD Semi-annual@1.0275% R904240000USD QuarterlySpd 0% (16/06/14-16/06/17) 1.03 IGNIS 128089USD NULL IRS1001388_B000 BNY Mellon 100.1790 USD 0.5848 100.1298 -904240000.0000 0.587700 -904240000.0000 -905858227.9000 -533144659.7000 -534091074.8000 0 -946415.1200 0.0000 U.S. Dollars Interest Rate Swap US United States of America 154749-IRS: Fix/Flo: P904240000USD Semi-annual@1.0275% R904240000USD QuarterlySpd 0% (16/06/14-16/06/17) IL30 IL30 2014-06-30 00:00:00.000
229 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.15 IGNIS 127570 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -17164221.5700 0.587700 -17164221.5700 -17164221.5700 -10222274.7700 -10038437.0400 -920.19 0.0000 183837.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
230 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127571 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53836764.7100 0.587700 -53836764.7100 -53836764.7100 -32062869.8200 -31486250.0900 -2886.24 0.0000 576619.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
231 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127572 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -7537147.0600 0.587700 -7537147.0600 -7537147.0600 -4488801.7700 -4408075.0100 -404.07 0.0000 80726.7600 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
232 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127761 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
233 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127762 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
234 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127763 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
235 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127764 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
236 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127765 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
237 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127766 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
238 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127767 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
239 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127768 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -27331627.4700 0.587700 -27331627.4700 -27331627.4700 -16274638.2500 -15984810.0500 -2051.38 0.0000 289828.2000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
240 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.22 IGNIS 127770 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -51527183.8200 0.587700 -51527183.8200 -51527183.8200 -30681900.5700 -30135499.5000 -3867.39 0.0000 546401.0700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
241 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.22 IGNIS 127771 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -35038485.0000 0.587700 -35038485.0000 -35038485.0000 -20863692.3900 -20492139.6600 -2629.82 0.0000 371552.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
242 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.22 IGNIS 127772 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -58711680.3900 0.587700 -58711680.3900 -58711680.3900 -34959914.4900 -34337328.0600 -4406.62 0.0000 622586.4300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
243 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.22 IGNIS 127773 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -39923942.6700 0.587700 -39923942.6700 -39923942.6700 -23772741.8500 -23349383.0900 -2996.5 0.0000 423358.7600 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
244 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127802 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54915000.0000 0.587700 -54915000.0000 -54915000.0000 -32699178.2800 -32116852.3600 -2810.22 0.0000 582325.9200 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
245 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127803 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -8786400.0000 0.587700 -8786400.0000 -8786400.0000 -5231868.5200 -5138696.3800 -449.64 0.0000 93172.1400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
246 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.15 IGNIS 127835 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -10546800.0000 0.587700 -10546800.0000 -10546800.0000 -6292276.9400 -6168260.3700 -488.32 0.0000 124016.5700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
247 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.15 IGNIS 127836 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -9254080.0000 0.587700 -9254080.0000 -9254080.0000 -5521033.3200 -5412217.4500 -428.47 0.0000 108815.8700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
248 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128069 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54376960.7800 0.587700 -54376960.7800 -54376960.7800 -32285563.7700 -31802181.9300 -2915.2 0.0000 483381.8400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
249 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128070 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54376960.7800 0.587700 -54376960.7800 -54376960.7800 -32285563.7700 -31802181.9300 -2915.2 0.0000 483381.8400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
250 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128071 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -5437696.0800 0.587700 -5437696.0800 -5437696.0800 -3228556.3800 -3180218.1900 -291.52 0.0000 48338.1900 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
251 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128072 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
252 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128073 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
253 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128074 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
254 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128075 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
255 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128076 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
256 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128077 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
257 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128078 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -39784898.8200 0.587700 -39784898.8200 -39784898.8200 -23621730.0400 -23268063.7600 -2132.91 0.0000 353666.2800 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
258 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 9SEP19-9SEP24 4.665 0.00 108158 NULL SWOPT031693018655 BNY Mellon 0.0002 USD 0.5848 0.0001 -500000000.0000 0.587700 -9025000.0000 -1096.0000 -5789152.9600 -640.9900 0 5277599.7900 510912.1800 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 1Y5Y5Y 9SEP19-9SEP24 4.665 IL30 IL30 2014-06-30 00:00:00.000
259 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 10SEP19-10SEP24 4.643 0.00 108237 NULL LTAA1127973878 BNY Mellon 0.0002 USD 0.5848 0.0001 -750000000.0000 0.587700 -13350000.0000 -1865.0000 -8541813.3000 -1090.7400 0 7806611.6900 734110.8700 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 1Y5Y5Y 10SEP19-10SEP24 4.643 IL30 IL30 2014-06-30 00:00:00.000
260 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 17SEP19-17SEP24 4.615 0.00 108720 NULL LTAA1128022942 BNY Mellon 0.0006 USD 0.5848 0.0005 -250000000.0000 0.587700 -4500000.0000 -1606.0000 -2836253.6200 -939.2600 0 2630870.5400 204443.8200 U.S. Dollars Swaption - Interest Rate US United States of America IL30 IL30 2014-06-30 00:00:00.000
261 United States of America Swaption - Interest Rate Option USDSWN 18M5Y5Y 26MAR20-26MAR25 4.49 0.00 109453 NULL LTAA1128095736 BNY Mellon 0.2072 USD 0.5848 0.2192 -750000000.0000 0.587700 -16162500.0000 -1553734.0000 -10111357.8800 -908696.0800 0 8543887.4800 658774.3200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 18M5Y5Y 26MAR20-26MAR25 4.49 IL30 IL30 2014-06-30 00:00:00.000
262 United States of America Swaption - Interest Rate Option USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 0.00 110105 NULL SWOPT031693081560 BNY Mellon 1.5758 USD 0.5848 1.5577 -750000000.0000 0.587700 -11737500.0000 -11818492.0000 -7258588.1700 -6912005.1500 0 -47367.9000 393950.9200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 IL30 IL30 2014-06-30 00:00:00.000
263 United States of America Swaption - Interest Rate Option USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 2 0.00 110106 NULL SWOPT031693081564 BNY Mellon 1.5758 USD 0.5848 1.5577 -750000000.0000 0.587700 -11737500.0000 -11818492.0000 -7258588.1700 -6912005.1500 0 -47367.9000 393950.9200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 2 IL30 IL30 2014-06-30 00:00:00.000
264 United States of America Swaption - Interest Rate Option USDSWN 3Y4Y PAYER 09FEB15-09FEB19 2.392 0.00 69255 NULL 469847063 BNY Mellon 0.2353 USD 0.5848 0.2545 253500000.0000 0.587700 5741775.0000 596362.0000 3624265.3500 348780.3000 0 -3009277.4200 -266207.6300 U.S. Dollars Swaption - Interest Rate US United States of America IL30 IL30 2014-06-30 00:00:00.000
265 United States of America Swaption - Interest Rate Option Swaption: European USD .73% 10-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON 0.00 IGNIS SWPT124371USD NULL LTAA1129666909 BNY Mellon 0.1391 USD 0.5848 0.1438 9811000000.0000 0.587700 20508099.9800 13648082.1000 12218456.5300 7982034.7400 0 -4012058.3000 -224363.4900 U.S. Dollars Swaption - Interest Rate US United States of America Swaption: European USD .73% 10-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
266 United States of America Swaption - Interest Rate Option Swaption: European USD .735% 10-APR-2015 LIBOR 3MONTH 0bps ROYAL BANK OF SCOTLAND 0.00 IGNIS SWPT124374USD NULL SWOPT141693563869 BNY Mellon 0.1374 USD 0.5848 0.1419 4905000000.0000 0.587700 9996500.0000 6737998.5000 5955870.3100 3940695.6700 0 -1905723.6000 -109451.0400 U.S. Dollars Swaption - Interest Rate US United States of America Swaption: European USD .735% 10-APR-2015 LIBOR 3MONTH 0bps ROYAL BANK OF SCOTLAND IL30 IL30 2014-06-30 00:00:00.000
267 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 187000000 USD .82% 23-APR-2015 L 0.00 IGNIS SWPT124877USD NULL LTAA1129742134 BNY Mellon 0.1286 USD 0.5848 0.1325 9813000000.0000 0.587700 21620974.9700 12618536.7000 12880569.0100 7379908.5800 0 -5265045.6300 -235614.8000 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 187000000 USD .82% 23-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
268 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 4689000000 USD .82875% 28-APR-20 0.00 IGNIS SWPT125167USD NULL SA82K BNY Mellon 0.1329 USD 0.5848 0.1369 4910000000.0000 0.587700 10825024.9900 6526372.0000 6437963.2100 3816926.6300 0 -2514052.6900 -106983.8900 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 4689000000 USD .82875% 28-APR-2015 LIBOR 3MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
269 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 300000000 USD 2.613% 03-JUN-2016 0.00 IGNIS SWPT127455USD NULL LTAA1130061659 BNY Mellon 0.5352 USD 0.5848 0.5446 -7057000000.0000 0.587700 -39348200.0000 -37769769.7000 -23493817.3300 -22089522.2900 0 923139.6300 481155.4100 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 300000000 USD 2.613% 03-JUN-2016 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
270 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 2Y2Y 10FEB16-10FEB18 1.44 0.00 IGNIS SWPTSWAPTION_119994USD NULL LTAA1129224967 BNY Mellon 0.3747 USD 0.5848 0.3691 -5877900000.0000 0.587700 -28159462.5000 -22024317.7600 -17150091.5500 -12880847.8900 0 3588118.6900 681124.9700 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 2Y2Y 10FEB16-10FEB18 1.44 IL30 IL30 2014-06-30 00:00:00.000
271 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y2Y1Y 20FEB15 24FEB17-18 2.325 0.00 IGNIS SWPTSWAPTION_120731USD NULL LTAA1129338671 BNY Mellon 0.2810 USD 0.5848 0.2817 -9812700000.0000 0.587700 -28879537.5000 -27570743.1900 -17320476.2700 -16124656.0800 0 765443.9300 430376.2600 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y2Y1Y 20FEB15 24FEB17-18 2.325 IL30 IL30 2014-06-30 00:00:00.000
272 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 0.00 IGNIS SWPTSWAPTION_123409USD NULL 7.06E+11 BNY Mellon 2.2256 USD 0.5848 2.2215 245600000.0000 0.587700 3328225.0000 5465975.3600 2006860.2900 3196757.2300 0 1250256.0900 -60359.1500 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 IL30 IL30 2014-06-30 00:00:00.000
273 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 P 0.00 IGNIS SWPTSWAPTION_123413USD NULL 7.06E+11 BNY Mellon 0.4748 USD 0.5848 0.5022 245600000.0000 0.587700 3328225.0000 1166084.2400 2006860.2900 681980.4300 0 -1264520.7200 -60359.1400 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 P IL30 IL30 2014-06-30 00:00:00.000
274 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 1.375 15/07/2018 1.38 912828JE1 NULL BNY Mellon 109.3281 USD 0.5848 109.3125 102012256.0000 0.587700 110819806.4000 111528061.3000 65998410.3500 65226810.1100 378446.88 358290.3400 -1185820.7300 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
275 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.5 15/04/2015 0.5 912828MY3 NULL BNY Mellon 101.4961 USD 0.5848 101.5117 132134664.0000 0.587700 133133656.4000 134111530.7000 82417900.6100 78434675.9700 81290.23 204281.8900 -4555131.1600 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
276 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2016 0.13 912828QD5 NULL BNY Mellon 102.6836 USD 0.5848 102.7109 485272230.4000 0.587700 493286479.1000 498294996.0000 302626179.9000 291426146.1000 74635.75 110484.4800 -14129247.9600 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
277 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2017 0.13 912828SQ4 NULL BNY Mellon 103.4961 USD 0.5848 103.4961 392412400.0000 0.587700 403669986.9000 406131529.9000 240408544.4000 237524654.1000 60353.79 1081630.3800 -4323515.4900 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
278 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2018 0.13 912828UX6 NULL BNY Mellon 103.3516 USD 0.5848 103.3398 95162688.0000 0.587700 97654842.8200 98352113.0800 58158054.4600 57520901.2900 14636.2 310785.4900 -1044949.3100 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
279 Australia Cash Cash Australian dollar-BNY Mellon-OnHand 0.00 AUDJun 30 2014 1-35 NULL 1 BNY Mellon 1.0000 AUD 0.5520 1.0000 31266690.0300 0.553400 31266690.0300 31266690.0300 17432864.8600 17259446.9600 0 0.0000 -173417.9000 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
280 Australia Cash Cash Australian dollar-BNY Mellon-Receivable 0.00 AUDJun 30 2014 1-36 NULL 1 BNY Mellon 1.0000 AUD 0.5520 1.0000 155.8600 0.553400 155.8600 155.8600 86.0400 86.0400 0 0.0000 0.0000 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
281 Australia Cash Cash Australian dollar-Merrill Lynch-OnHand 0.00 AUDJun 30 2014 1-37 NULL 1 Merrill Lynch 1.0000 AUD 0.5520 1.0000 27.2500 0.553400 27.2500 27.2500 -805350.3800 15.0400 0 0.0000 805365.4200 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
282 Australia IRS Swap 140876-IRS: Fix/Flo: P233350000AUD QuarterlySpd 0% R233350000AUD 4.15% 4.15 IGNIS 122840AUD NULL LTAA1276692793 BNY Mellon 100.6765 AUD 0.5520 100.6061 -245600000.0000 0.553400 -245600000.0000 -247261385.8000 -135359698.5000 -136276795.9000 0 -917097.3800 0.0000 Australian dollar Interest Rate Swap AU Australia 140876-IRS: Fix/Flo: P233350000AUD QuarterlySpd 0% R233350000AUD 4.15% IL30 IL30 2014-06-30 00:00:00.000
283 Australia IRS Swap 142296-IRS: Fix/Flo: P466800000AUD ACT/365 BBILLS 3M 4.14% 4.14 IGNIS 123434AUD NULL LTAA1129532780 BNY Mellon 100.6674 AUD 0.5520 100.5971 -491200000.0000 0.553400 -491200000.0000 -494478268.8000 -273619906.1000 -275429535.0000 0 -1809628.9100 0.0000 Australian dollar Interest Rate Swap AU Australia 142296-IRS: Fix/Flo: P466800000AUD ACT/365 BBILLS 3M 4.14% IL30 IL30 2014-06-30 00:00:00.000
284 Australia Swaption - Interest Rate Option SWAPTION AUDIRS 3M3M 3Y1Y 21MAR17 21MAR18 4.15 0.00 IGNIS SWPTSWAPTION_122855AUD NULL LTAA1276692781 BNY Mellon -0.3747 AUD 0.5520 -0.3545 -491200000.0000 0.553400 0.0000 1840282.8500 0.0000 1015849.9100 0 1015849.9100 0.0000 Australian dollar Swaption - Interest Rate AU Australia SWAPTION AUDIRS 3M3M 3Y1Y 21MAR17 21MAR18 4.15 IL30 IL30 2014-06-30 00:00:00.000
285 Australia Swaption - Interest Rate Option SWAPTION AUDIRS 3M3M 3Y1Y 28MAR17 28MAR18 4.14 0.00 IGNIS SWPTSWAPTION_123432AUD NULL LTAA1129532739 BNY Mellon -0.3687 AUD 0.5520 -0.3480 -982400000.0000 0.553400 0.0000 3622392.1000 0.0000 1999587.5600 0 1999587.5500 0.0100 Australian dollar Swaption - Interest Rate AU Australia SWAPTION AUDIRS 3M3M 3Y1Y 28MAR17 28MAR18 4.14 IL30 IL30 2014-06-30 00:00:00.000
286 Canada Cash Cash Canadian dollar-BNY Mellon-OnHand 0.00 CADJun 30 2014 1-38 NULL 1 BNY Mellon 1.0000 CAD 0.5491 1.0000 98.4500 0.550300 98.4500 98.4500 -169778.2100 54.0600 0 0.0000 169832.2700 Canadian dollar Cash and Equivalents CA Canada cad IL30 IL30 2014-06-30 00:00:00.000
287 European Union Cash Cash Euro-BNY Mellon-CapitalPayable 0.00 EURJun 30 2014 1-39 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 -8842356.9500 0.801600 -8842356.9500 -8842356.9500 -7080169.1000 -7080453.2600 0 0.0000 -284.1600 Euro Cash and Equivalents EU European Union IL30 IL30 I EUR Hedged (New) 2014-06-30 00:00:00.000
288 European Union Cash Cash Euro-BNY Mellon-CapitalReceivable 0.00 EURJun 30 2014 1-40 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 29664858.0700 0.801600 29664858.0700 29664858.0700 23768347.3600 23753920.1900 0 0.0000 -14427.1700 Euro Cash and Equivalents EU European Union IL30 IL30 A EUR DIST HEDGED 2014-06-30 00:00:00.000
289 European Union Cash Cash Euro-BNY Mellon-OnHand 0.00 EURJun 30 2014 1-41 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 20985774.8000 0.801600 20985774.8000 20985774.8000 64609574.0400 16804207.1400 0 0.0000 -47805366.9000 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
290 European Union Cash Cash Euro-BNY Mellon-Receivable 0.00 EURJun 30 2014 1-42 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 50400205.0000 0.801600 50400205.0000 50400205.0000 40399198.0300 40357599.0100 0 0.0000 -41599.0200 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
291 European Union Cash Cash Euro-Merrill Lynch-OnHand 0.00 EURJun 30 2014 1-43 NULL 1 Merrill Lynch 1.0000 EUR 0.8007 1.0000 15452344.6200 0.801600 15452344.6200 15452344.6200 12901761.4800 12373353.0300 0 0.0000 -528408.4500 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
292 European Union Corporate Bond Debt Instruments IGNIS EUR COLLATERAL Credit Suisse 0 CS COLLATERAL EUR NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 12720000.0000 0.801600 12720000.0000 12720000.0000 10192597.1500 10185447.8400 0 0.0000 -7149.3100 Euro Corporate Bond EU European Union IL30 IL30 2014-06-30 00:00:00.000
293 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 5y 5y 2.67% ANNUAL VS French CPIxt ACT/365 16Oct22 0 86295IL01IRSEUR NULL D020589216726 BNY Mellon 102.9735 EUR 0.8007 102.9343 65000000.0000 0.801600 65000000.0000 66932744.1300 52449812.9700 53997443.8300 0 1547630.8600 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 5y 5y 2.67% ANNUAL VS French CPIxt ACT/365 16Oct22 IL30 IL30 2014-06-30 00:00:00.000
294 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 1.995% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC17 0 90846IL01IRSEUR NULL LTAA1126419256 BNY Mellon 105.8656 EUR 0.8007 105.7797 -50000000.0000 0.801600 -50000000.0000 -52932821.8200 -40702930.4100 -43051366.2400 0 -2348435.8300 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 1.995% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC17 IL30 IL30 2014-06-30 00:00:00.000
295 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 2.2795% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC22 0 90847IL01IRSEUR NULL LTAA1126419291 BNY Mellon 108.4333 EUR 0.8007 108.4017 50000000.0000 0.801600 50000000.0000 54216633.4800 40702930.4100 44079369.1200 0 3376438.7100 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 2.2795% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC22 IL30 IL30 2014-06-30 00:00:00.000
296 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 2.59% 30/360 VS FLOATING FRCPI Index ACT/360 17Jan23 0 92131IL01IRSEUR NULL D030590401976 BNY Mellon 102.5619 EUR 0.8007 102.5324 100000000.0000 0.801600 100000000.0000 102561929.6000 82958359.2300 85009805.8200 0 2051446.5900 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 2.59% 30/360 VS FLOATING FRCPI Index ACT/360 17Jan23 IL30 IL30 2014-06-30 00:00:00.000
297 European Union IFS Swap 127869-IRS: Flo/Fix: P140000000EUR IrregularSpd 0% R14000000 0 IGNIS 113817 NULL LTAA1128470144 BNY Mellon 101.8765 EUR 0.8007 101.8511 140000000.0000 0.801600 140000000.0000 142627116.8000 117366396.7000 119470041.5000 0 2103644.7700 0.0000 Euro Inflation Swap EU European Union 127869-IRS: Flo/Fix: P140000000EUR IrregularSpd 0% R140000000EUR Irregular@1.8525% (15/11/13-15/11/2 IL30 IL30 2014-06-30 00:00:00.000
298 European Union IFS Swap IFS: INF: EUR Fixed 1.955% VS FRCPXTOB Index ACT/365 15Nov23 0 IGNIS 113831 NULL D130594477751 BNY Mellon 103.1409 EUR 0.8007 103.1137 46000000.0000 0.801600 46000000.0000 47444824.2900 38563244.6300 39720177.2100 0 1156932.5900 0.0000 Euro Inflation Swap EU European Union IFS: INF: EUR Fixed 1.955% VS FRCPXTOB Index ACT/365 15Nov23 IL30 IL30 2014-06-30 00:00:00.000
299 European Union IFS Swap INF SWAP: Flo/Fix EUR Fixed 1.8475% 30/360 VS CPTFEMU ACT/360 21Nov25 0 IGNIS 114230EUR NULL LTAA1128510149 BNY Mellon 101.8141 EUR 0.8007 101.7886 120000000.0000 0.801600 120000000.0000 122176929.2000 100788672.9000 102531833.2000 0 1743160.2900 0.0000 Euro Inflation Swap EU European Union INF SWAP: Flo/Fix EUR Fixed 1.8475% 30/360 VS CPTFEMU ACT/360 21Nov25 IL30 IL30 2014-06-30 00:00:00.000
300 European Union IFS Swap 138761-IRS: Flo/Fix: P107000000EUR IrregularSpd 0% R107000000EUR 0 IGNIS 121222EUR NULL LTAA1129421803 BNY Mellon 100.4573 EUR 0.8007 100.4290 107000000.0000 0.801600 107000000.0000 107489339.9000 88156991.1800 88548826.5800 0 391835.4000 0.0000 Euro Inflation Swap EU European Union 138761-IRS: Flo/Fix: P107000000EUR IrregularSpd 0% R107000000EUR Irregular@1.78375% (05/03/14-05/03/26) IL30 IL30 2014-06-30 00:00:00.000
301 European Union IFS Swap 139863-IRS: Fix/Flo: EUR Irregular@1.04% EUR IrregularSpd 0% (13/03/14-13/03/17) 0 IGNIS 122116EUR NULL LTAA1276613411 BNY Mellon 100.5435 EUR 0.8007 100.5049 -440400000.0000 0.801600 -440400000.0000 -442793753.8000 -367271484.0000 -369188265.0000 0 -1916780.9700 0.0000 Euro Inflation Swap EU European Union 139867-IRS: Fix/Flo: EUR Irregular@1.04% EUR IrregularSpd 0% (13/03/14-13/03/17) IL30 IL30 2014-06-30 00:00:00.000
302 European Union IFS Swap 140384-IRS: Flo/Fix: P138639000EUR IrregularSpd 0% R138639000EUR Irregular@1.745% (18/03/14-18/03/26) 0 IGNIS 122589EUR NULL LTAA1276651715 BNY Mellon 99.9879 EUR 0.8007 99.9581 138639000.0000 0.801600 138639000.0000 138622206.6000 116102241.7000 116088794.5000 0 -13447.1900 0.0000 Euro Inflation Swap EU European Union 140384-IRS: Flo/Fix: P138639000EUR IrregularSpd 0% R138639000EUR Irregular@1.745% (18/03/14-18/03/26) IL30 IL30 2014-06-30 00:00:00.000
303 European Union IFS Swap 142500-Infl Swap: Flo/Fix: P10000000EUR IrregularSpd 0% R10000000EUR Irregular@1.8775% (01/04/14-03/04/29) 0 IGNIS 123576EUR NULL LTAA1129551916 BNY Mellon 99.5952 EUR 0.8007 99.5521 280000000.0000 0.801600 280000000.0000 278866500.6000 231447032.3000 230539390.8000 0 -907641.4700 0.0000 Euro Inflation Swap EU European Union 142500-Infl Swap: Flo/Fix: P10000000EUR IrregularSpd 0% R10000000EUR Irregular@1.8775% (01/04/14-03/04/29) IL30 IL30 2014-06-30 00:00:00.000
304 European Union IFS Swap 144065-Infl Swap: Flo/Fix: P104400000EUR IrregularSpd 0% R104400000EUR Irregular@1.9175% (10/04/14-10/04/29) 0 IGNIS 124074EUR NULL LTAA1129654997 BNY Mellon 100.1828 EUR 0.8007 100.1481 104400000.0000 0.801600 104400000.0000 104590795.7000 85981420.3400 86134198.6000 0 152778.2600 0.0000 Euro Inflation Swap EU European Union 144065-Infl Swap: Flo/Fix: P104400000EUR IrregularSpd 0% R104400000EUR Irregular@1.9175% (10/04/14-10/04/29) IL30 IL30 2014-06-30 00:00:00.000
305 European Union IFS Swap 152172-Infl Swap: Flo/Fix: P207300000EUR IrregularSpd 0% R207300000EUR Irregular@1.65% (05/06/14-05/06/24) 0 IGNIS 127438EUR NULL LTAA1130061707 BNY Mellon 99.7450 EUR 0.8007 99.7197 207300000.0000 0.801600 207300000.0000 206771453.3000 168679709.1000 168256479.2000 0 -423229.9100 0.0000 Euro Inflation Swap EU European Union 152172-Infl Swap: Flo/Fix: P207300000EUR IrregularSpd 0% R207300000EUR Irregular@1.65% (05/06/14-05/06/24) IL30 IL30 2014-06-30 00:00:00.000
306 European Union IFS Swap 152157-Infl Swap: Flo/Fix: P138600000EUR IrregularSpd 0% R138600000EUR Irregular@1.65% (05/06/14-05/06/29) 0 IGNIS 127439EUR NULL LTAA1130061724 BNY Mellon 99.6704 EUR 0.8007 99.6285 138600000.0000 0.801600 138600000.0000 138143243.6000 112778618.8000 112412874.4000 0 -365744.3600 0.0000 Euro Inflation Swap EU European Union 152157-Infl Swap: Flo/Fix: P138600000EUR IrregularSpd 0% R138600000EUR Irregular@1.65% (05/06/14-05/06/29) IL30 IL30 2014-06-30 00:00:00.000
307 European Union IRS Swap 130994-IRS: Fix/Flo: P170000000EUR Annual@2.067% R170000000E 2.07 IGNIS 116266EUR NULL BNY Mellon 106.3097 EUR 0.8007 106.1657 -170000000.0000 0.801600 -170000000.0000 -180726538.0000 -143395073.1000 -151984270.7000 0 -8589197.6000 0.0000 Euro Interest Rate Swap EU European Union 130994-IRS: Fix/Flo: P170000000EUR Annual@2.067% R170000000EUR Semi-annualSpd 0% (17/12/13-18/12/23) IL30 IL30 2014-06-30 00:00:00.000
308 European Union IRS Swap 158177-IRS: Fix/Flo: P2770000EUR Annual@1.496% R2770000EUR Semi-annualSpd 0% (27/06/14-27/06/24) IRS 1.5 IGNIS 128813EUR NULL 6.80E+12 BNY Mellon 100.5793 EUR 0.8007 100.4310 -80230000.0000 0.801600 -80230000.0000 -80694774.8000 -64412195.9200 -64784360.9700 0 -372165.0500 0.0000 Euro Interest Rate Swap EU European Union 158177-IRS: Fix/Flo: P2770000EUR Annual@1.496% R2770000EUR Semi-annualSpd 0% (27/06/14-27/06/24) IRS IL30 IL30 2014-06-30 00:00:00.000
309 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.22 IGNIS 126840 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -24815815.5000 0.801600 -24815815.5000 -24815815.5000 -20085906.1800 -19871084.4800 -4128.77 0.0000 214821.7000 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
310 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.23 IGNIS 127126 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -21744113.5800 0.801600 -21744113.5800 -21744113.5800 -17689170.5300 -17411441.4200 -3114.71 0.0000 277729.1100 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
311 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.16 IGNIS 127458 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -230164275.2000 0.801600 -230164275.2000 -230164275.2000 -187135982.0000 -184302375.9000 -20478.04 0.0000 2833606.1300 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
312 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.09 IGNIS 127638 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -120500000.0000 0.801600 -120500000.0000 -120500000.0000 -97894362.2100 -96489502.0000 -5065.7 0.0000 1404860.2100 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
313 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.09 IGNIS 127639 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -122374980.0000 0.801600 -122374980.0000 -122374980.0000 -99417598.4900 -97990878.6500 -5144.52 0.0000 1426719.8400 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
314 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.1 IGNIS 127834 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -190672000.0000 0.801600 -190672000.0000 -190672000.0000 -154088093.3000 -152679222.6000 -8058.07 0.0000 1408870.6900 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
315 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.02 IGNIS 128716 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -3873506.6000 0.801600 -3873506.6000 -3873506.6000 -3095639.6100 -3101682.3500 -8.62 0.0000 -6042.7400 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
316 European Union Repo MoneyMarket REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 0.02 IGNIS 128717 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -300802420.0000 0.801600 -300802420.0000 -300802420.0000 -240396101.5000 -240865358.6000 -669.07 0.0000 -469257.1000 Euro Repurchase Agreements EU European Union REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
317 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.03 IGNIS 128948 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -46997925.0000 0.801600 -46997925.0000 -46997925.0000 -37674846.9700 -37633247.9500 0 0.0000 41599.0200 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
318 European Union Repo MoneyMarket REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 0.03 IGNIS 128950 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -19831900.0000 0.801600 -19831900.0000 -19831900.0000 -15897803.9500 -15880250.2500 -13.23 0.0000 17553.7000 Euro Repurchase Agreements EU European Union REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
319 European Union Swaption - Interest Rate Option EURSWN 3Y5Y RECEIVER FEB15-FEB20 2.62 0.00 68796 NULL LTAA1124315022 BNY Mellon 8.8831 EUR 0.8007 8.7803 -63000000.0000 0.801600 -1726200.0000 -5596355.0000 -1436612.5300 -4481240.7200 0 -3098998.5800 54370.3900 Euro Swaption - Interest Rate EU European Union IL30 IL30 2014-06-30 00:00:00.000
320 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 1121700000 EUR 1.1275% 14-NOV-20 PAYER 0.00 IGNIS SWPT126240EUR NULL LTAA1129892246 BNY Mellon 0.0370 EUR 0.8007 0.0457 1173200000.0000 0.801600 2064209.5500 434553.2800 1686039.1100 347965.3900 0 -1304935.4600 -33138.2600 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 1121700000 EUR 1.1275% 14-NOV-2014 EURIBOR 3MONTH 0bps GOLDMAN SACHS LON IL30 IL30 2014-06-30 00:00:00.000
321 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 359500000 EUR 2.587% 20-NOV-2014 0.00 IGNIS SWPT126592EUR NULL EM3G4 BNY Mellon 0.5381 EUR 0.8007 0.5750 375800000.0000 0.801600 3218725.0000 2022217.3800 2614360.4500 1619275.9100 0 -958094.8100 -36989.7300 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 359500000 EUR 2.587% 20-NOV-2014 EURIBOR 6MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
322 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 359750000 EUR 2.597% 20-NOV-2014 0.00 IGNIS SWPT126849EUR NULL EM3RP BNY Mellon 0.5393 EUR 0.8007 0.5759 375980000.0000 0.801600 3234850.0000 2027810.5300 2616811.7400 1623754.5900 0 -966528.1100 -26529.0400 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 359750000 EUR 2.597% 20-NOV-2014 EURIBOR 6MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
323 Finland Corporate Bond Debt Instruments Municipality Finance PLC 1.5 15/12/2014 1.5 B79NW02 NULL BNY Mellon 100.4021 GBP 1.0000 100.4062 10000000.0000 1.000000 9990000.0000 10040210.0000 9990000.0000 10040210.0000 81369.86 41814.2300 0.0000 U.K. pound Corporate Bond FI Finland Government Sovereign Agency Sovereign_si XS0742251019 IL30 IL30 2014-06-30 00:00:00.000
324 Germany Future-Bond Futures Euro-BTP Future Sep14 0.00 IKU4 NULL Merrill Lynch 126.1800 EUR 0.8007 126.3400 -1341.0000 0.801600 0.0000 -2874639.9600 0.0000 -2301847.1200 0 -2301847.1200 0.0000 Euro Future-Bond DE Germany IL30 IL30 2014-06-30 00:00:00.000
325 Germany Future-Bond Futures Euro-OAT Future Sep14 0.00 OATU4 NULL Merrill Lynch 140.5300 EUR 0.8007 140.4500 -1411.0000 0.801600 0.0000 -3047760.0000 0.0000 -2440471.7400 0 -2440471.7400 0.0000 Euro Future-Bond DE Germany IL30 IL30 2014-06-30 00:00:00.000
326 Germany Government Debt Issue Debt Instruments Bundesrepublik Deutschland 6.5 07/04/27 6.5 5286601 NULL BNY Mellon 157.8500 EUR 0.8007 157.7040 196800000.0000 0.801600 307294969.0000 310648800.0000 248720542.2000 248749776.0000 10158911.44 3013663.1500 -2656322.0800 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
327 Germany Government Debt Issue Debt Instruments Deutsche Bundesrepublik Inflation Linked Bond 1.5 15/04/2016 1.5 B10S9K3 NULL BNY Mellon 102.9345 EUR 0.8007 102.8995 461187262.5000 0.801600 477172380.2000 474720572.2000 394511902.2000 380129058.9000 1168582.67 -2085359.2900 -12419575.8700 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
328 Germany Government Debt Issue Debt Instruments Bundesrepublik Deutschland Bundesobligation Inflation Linked Bond 0.75 15/04/2018 0.75 B4JQ9S7 NULL BNY Mellon 105.3305 EUR 0.8007 105.2685 225831518.5000 0.801600 235930195.9000 237869467.6000 196365236.6000 190472252.9000 286112.41 1497130.7700 -7445841.5000 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
329 Japan Cash Cash Japanese yen-BNY Mellon-OnHand 0.00 JPYJun 30 2014 1-44 NULL 1 BNY Mellon 1.0000 JPY 0.0058 1.0000 7251153.5700 0.005800 7251153.5700 7251153.5700 -137824.5700 41861.8400 0 0.0000 179686.4100 Japanese yen Cash and Equivalents JP Japan IL30 IL30 2014-06-30 00:00:00.000
330 Japan Cash Cash Japanese yen-BNY Mellon-Receivable 0.00 JPYJun 30 2014 1-45 NULL 1 BNY Mellon 1.0000 JPY 0.0058 1.0000 111370633.0000 0.005800 111370633.0000 111370633.0000 645627.9800 642956.8000 0 0.0000 -2671.1800 Japanese yen Cash and Equivalents JP Japan IL30 IL30 2014-06-30 00:00:00.000
331 Japan IRS Swap 144528-IRS: Flo/Fix: P182000000JPY Semi-annualSpd 0% R182000000JPY Semi-annual@2.44% (15/04/24-15/04/34) 2.44 IGNIS 124390JPY NULL 7.00E+12 BNY Mellon 100.6534 JPY 0.0058 100.7715 9024000000.0000 0.005800 9024000000.0000 9082960109.0000 53095681.2100 53436065.4000 0 340384.1900 0.0000 Japanese yen Interest Rate Swap JP Japan 144528-IRS: Flo/Fix: P182000000JPY Semi-annualSpd 0% R182000000JPY Semi-annual@2.44% (15/04/24-15/04/34) IL30 IL30 2014-06-30 00:00:00.000
332 Japan IRS Swap 144832-IRS: Flo/Fix: P8604000000JPY Semi-annualSpd 0% R8604000000JPY Semi-annual@2.4375% (16/04/24-16/04/34) 2.44 IGNIS 124471JPY NULL LTAA1129686163 BNY Mellon 100.6300 JPY 0.0058 100.7480 8604000000.0000 0.005800 8604000000.0000 8658203479.0000 50480846.3400 50793769.9100 0 312923.5700 0.0000 Japanese yen Interest Rate Swap JP Japan 144832-IRS: Flo/Fix: P8604000000JPY Semi-annualSpd 0% R8604000000JPY Semi-annual@2.4375% (16/04/24-16/04/34) IL30 IL30 2014-06-30 00:00:00.000
333 Japan IRS Swap 144835-IRS: Flo/Fix: P4345000000JPY Semi-annualSpd 0% R4345000000JPY Semi-annual@2.435% (16/04/24-16/04/34) 2.44 IGNIS 124535JPY NULL LTAA1129691031 BNY Mellon 101.1613 JPY 0.0058 101.2784 4345000000.0000 0.005800 4345000000.0000 4395456747.0000 25492710.0600 25784003.2700 0 291293.2000 0.0000 Japanese yen Interest Rate Swap JP Japan 144835-IRS: Flo/Fix: P4345000000JPY Semi-annualSpd 0% R4345000000JPY Semi-annual@2.435% (16/04/24-16/04/34) IL30 IL30 2014-06-30 00:00:00.000
334 Japan IRS Swap 144922-IRS: Flo/Fix: P201000000JPY Semi-annualSpd 0% R201000000JPY Semi-annual@2.433% (17/04/24-17/04/34) 2.43 IGNIS 124556JPY NULL 89384852 BNY Mellon 101.1418 JPY 0.0058 101.2589 10141000000.0000 0.005800 10141000000.0000 10256790952.0000 59632887.9500 60301363.8100 0 668475.8700 0.0000 Japanese yen Interest Rate Swap JP Japan 144922-IRS: Flo/Fix: P201000000JPY Semi-annualSpd 0% R201000000JPY Semi-annual@2.433% (17/04/24-17/04/34) IL30 IL30 2014-06-30 00:00:00.000
335 Japan IRS Swap 149884-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.175% (23/05/24-23/05/29) 2.17 IGNIS 126651JPY NULL LTAA1129995363 BNY Mellon 100.1650 JPY 0.0058 100.2197 16838000000.0000 0.005800 16838000000.0000 16865774281.0000 98293517.0200 98453861.4700 0 160344.4500 0.0000 Japanese yen Interest Rate Swap JP Japan 149884-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.175% (23/05/24-23/05/29) IL30 IL30 2014-06-30 00:00:00.000
336 Japan IRS Swap 149869-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.1751% (23/05/24-23/05/29) 2.18 IGNIS 126653JPY NULL 7.00E+12 BNY Mellon 100.1654 JPY 0.0058 100.2202 16838000000.0000 0.005800 16838000000.0000 16865848368.0000 98293517.0200 98454289.1900 0 160772.1700 0.0000 Japanese yen Interest Rate Swap JP Japan 149869-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.1751% (23/05/24-23/05/29) IL30 IL30 2014-06-30 00:00:00.000
337 Japan IRS Swap 150969-IRS: Flo/Fix: P17919000000JPY Semi-annualSpd 0% R17919000000JPY Semi-annual@2.15375% (30/05/24-30/05/29) 2.15 IGNIS 126946JPY NULL 7.00E+12 BNY Mellon 100.0567 JPY 0.0058 100.1113 17919000000.0000 0.005800 17919000000.0000 17929158281.0000 105410903.0000 105469548.1000 0 58645.0500 0.0000 Japanese yen Interest Rate Swap JP Japan 150969-IRS: Flo/Fix: P17919000000JPY Semi-annualSpd 0% R17919000000JPY Semi-annual@2.15375% (30/05/24-30/05/29) IL30 IL30 2014-06-30 00:00:00.000
338 New Zealand Cash Cash New Zealand dollar-BNY Mellon-OnHand 0.00 NZDJun 30 2014 1-46 NULL 1 BNY Mellon 1.0000 NZD 0.5121 1.0000 1.0000 0.515300 1.0000 1.0000 0.5100 0.5100 0 0.0000 0.0000 New Zealand dollar Cash and Equivalents NZ New Zealand IL30 IL30 2014-06-30 00:00:00.000
339 Norway Cash Cash Norwegian krone-BNY Mellon-OnHand 0.00 NOKJun 30 2014 1-47 NULL 1 BNY Mellon 1.0000 NOK 0.0953 1.0000 1.5300 0.095800 1.5300 1.5300 9950.9800 0.1500 0 0.0000 -9950.8300 Norwegian krone Cash and Equivalents NO Norway IL30 IL30 2014-06-30 00:00:00.000
340 Sweden Cash Cash Swedish krona-BNY Mellon-CapitalReceivable 0.00 SEKJun 30 2014 1-48 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 160953.0000 0.087300 160953.0000 160953.0000 14061.5100 14080.4600 0 0.0000 18.9500 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 I SEK Hedged (New) 2014-06-30 00:00:00.000
341 Sweden Cash Cash Swedish krona-BNY Mellon-OnHand 0.00 SEKJun 30 2014 1-49 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 -204.8400 0.087300 -204.8400 -204.8400 2862063.5800 -17.9300 0 0.0000 -2862081.5100 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 2014-06-30 00:00:00.000
342 Sweden Cash Cash Swedish krona-BNY Mellon-Payable 0.00 SEKJun 30 2014 1-50 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 -54.9900 0.087300 -54.9900 -54.9900 -4.8100 -4.8100 0 0.0000 0.0000 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 2014-06-30 00:00:00.000
343 Switzerland Cash Cash Swiss franc-BNY Mellon-CapitalPayable 0.00 CHFJun 30 2014 1-51 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -49234.3900 0.659700 -49234.3900 -49234.3900 -32456.0000 -32470.1900 0 0.0000 -14.1900 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 I CHF Hedged (New) 2014-06-30 00:00:00.000
344 Switzerland Cash Cash Swiss franc-BNY Mellon-CapitalReceivable 0.00 CHFJun 30 2014 1-52 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 440554.6600 0.659700 440554.6600 440554.6600 290375.9800 290546.8100 0 0.0000 170.8300 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30AAACHF 2014-06-30 00:00:00.000
345 Switzerland Cash Cash Swiss franc-BNY Mellon-OnHand 0.00 CHFJun 30 2014 1-53 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -315.6400 0.659700 -315.6400 -315.6400 7585190.1900 -208.1700 0 0.0000 -7585398.3600 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 2014-06-30 00:00:00.000
346 Switzerland Cash Cash Swiss franc-BNY Mellon-Payable 0.00 CHFJun 30 2014 1-54 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -83.2400 0.659700 -83.2400 -83.2400 -54.9000 -54.9000 0 0.0000 0.0000 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 2014-06-30 00:00:00.000
347 United Kingdom Caps/Floors Option UKRPI YOY FLOOR 11JUL11 - 11JUL41 0.00 58868 NULL LTAA1120872954 BNY Mellon 5.7867 GBP 1.0000 5.8028 -10.0000 1.000000 -1000000.0000 -578669.3700 -1000000.0000 -578669.3700 0 421330.6300 0.0000 U.K. pound Caps and Floors GB United Kingdom UK RPI All Items NSA IL30 IL30 2014-06-30 00:00:00.000
348 United Kingdom Caps/Floors Option UKRPI YoY Floor 5Oct11-5Oct41 0.00 62276 NULL LTAA1122853628 BNY Mellon 5.8560 GBP 1.0000 5.8721 -5.0000 1.000000 -594000.0000 -292798.7000 -594000.0000 -292798.7000 0 301201.3000 0.0000 U.K. pound Caps and Floors GB United Kingdom Hong Kong Hang Seng Index IL30 IL30 2014-06-30 00:00:00.000
349 United Kingdom Cash Cash U.K. pound-BNY Mellon-AccruedInterestPayable 0.00 GBPJun 30 2014 1-55 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -1169073.2700 1.000000 -1169073.2700 -1169073.2700 -1169073.2700 -1169073.2700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
350 United Kingdom Cash Cash U.K. pound-BNY Mellon-AccruedInterestReceivable 0.00 GBPJun 30 2014 1-56 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 778396.4000 1.000000 778396.4000 778396.4000 778396.4000 778396.4000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
351 United Kingdom Cash Cash U.K. pound-BNY Mellon-CapitalPayable 0.00 GBPJun 30 2014 1-57 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -2382820.3900 1.000000 -2382820.3900 -2382820.3900 -2382820.3900 -2382820.3900 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 SI GBP DIST 2014-06-30 00:00:00.000
352 United Kingdom Cash Cash U.K. pound-BNY Mellon-CapitalReceivable 0.00 GBPJun 30 2014 1-58 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 2587788.9700 1.000000 2587788.9700 2587788.9700 2587788.9700 2587788.9700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 SI GBP DIST 2014-06-30 00:00:00.000
353 United Kingdom Cash Cash U.K. pound-BNY Mellon-OnHand 0.00 GBPJun 30 2014 1-59 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 2053162.0000 1.000000 2053162.0000 2053162.0000 2053162.0000 2053162.0000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
354 United Kingdom Cash Cash U.K. pound-BNY Mellon-Payable 0.00 GBPJun 30 2014 1-60 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -186893188.3000 1.000000 -186893188.3000 -186893188.3000 -186893188.3000 -186893188.3000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
355 United Kingdom Cash Cash U.K. pound-BNY Mellon-PurchasedAI 0.00 GBPJun 30 2014 1-61 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 1169073.2700 1.000000 1169073.2700 1169073.2700 1169073.2700 1169073.2700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
356 United Kingdom Cash Cash U.K. pound-BNY Mellon-Receivable 0.00 GBPJun 30 2014 1-62 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 126095188.7000 1.000000 126095188.7000 126095188.7000 126095188.7000 126095188.7000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
357 United Kingdom Cash Cash U.K. pound-BNY Mellon-SoldAI 0.00 GBPJun 30 2014 1-63 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -778396.4000 1.000000 -778396.4000 -778396.4000 -778396.4000 -778396.4000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
358 United Kingdom Cash Cash U.K. pound-Merrill Lynch-OnHand 0.00 GBPJun 30 2014 1-64 NULL 1 Merrill Lynch 1.0000 GBP 1.0000 1.0000 1898992.7700 1.000000 1898992.7700 1898992.7700 1898992.7700 1898992.7700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
359 United Kingdom Corporate Bond Cash IGNIS GBP LIQUIDITY FUND 0 B3KQMD5 NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 327798334.8000 1.000000 327081075.7000 327798334.8000 327081075.7000 327798334.8000 0 717259.0700 0.0000 U.K. pound Corporate Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
360 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL BARCLAYS 0 BARCLAYS COLLATERAL NULL RBS BNY Mellon 100.0000 GBP 1.0000 100.0000 -1633000.0000 1.000000 -1633000.0000 -1633000.0000 -1633000.0000 -1633000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL BARCLAYS IL30 IL30 2014-06-30 00:00:00.000
361 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL CITI 0 CITI COLLATERAL REPO NULL CITI BNY Mellon 100.0000 GBP 1.0000 100.0000 -1439000.0000 1.000000 -1439000.0000 -1439000.0000 -1439000.0000 -1439000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL CITI IL30 IL30 2014-06-30 00:00:00.000
362 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL GOLDMAN SACHS 0 GS COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 17891804.0000 1.000000 17891804.0000 17891804.0000 17891804.0000 17891804.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL GOLDMAN SACHS IL30 IL30 2014-06-30 00:00:00.000
363 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL HSBC 0 HSBC COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -561000.0000 1.000000 -561000.0000 -561000.0000 -561000.0000 -561000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL HSBC IL30 IL30 2014-06-30 00:00:00.000
364 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL LLOYDS 0 LLOYDS COLLATERAL REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 2238000.0000 1.000000 2238000.0000 2238000.0000 2238000.0000 2238000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL LLOYDS IL30 IL30 2014-06-30 00:00:00.000
365 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL MS 0 MS COLLATERAL REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -8980000.0000 1.000000 -8980000.0000 -8980000.0000 -8980000.0000 -8980000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL MS IL30 IL30 2014-06-30 00:00:00.000
366 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL NOMURA GBP 0 NOMURA COLLATERAL GBP NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 33000.0000 1.000000 33000.0000 33000.0000 33000.0000 33000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL NOMURA GBP IL30 IL30 2014-06-30 00:00:00.000
367 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL RBS 0 RBS COLLATERAL NULL RBS BNY Mellon 100.0000 GBP 1.0000 100.0000 10360000.4200 1.000000 10360000.4200 10360000.4200 10360000.4200 10360000.4200 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL RBS IL30 IL30 2014-06-30 00:00:00.000
368 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL UBS 0 UBS COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 5200000.0000 1.000000 5200000.0000 5200000.0000 5200000.0000 5200000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL UBS IL30 IL30 2014-06-30 00:00:00.000
369 United Kingdom Future-Bond Futures LONG GILT FUTURE Sep14 0.00 G U4 NULL Merrill Lynch 109.9200 GBP 1.0000 110.2700 -416.0000 1.000000 0.0000 131360.0000 0.0000 131360.0000 0 131360.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
370 United Kingdom Future-Bond Futures ULTRA LONG GILT FUSep14 0.00 UGLU4 NULL Merrill Lynch 109.9400 GBP 1.0000 110.5000 -237.0000 1.000000 0.0000 -74880.0000 0.0000 -74880.0000 0 -74880.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
371 United Kingdom Future-Bond Futures SHORT GILT FUTURE Sep14 0.00 WBU4 NULL Merrill Lynch 103.5000 GBP 1.0000 103.5400 106.0000 1.000000 0.0000 -1060.0000 0.0000 -1060.0000 0 -1060.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
372 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 4 29/01/49 4 216346 NULL BNY Mellon 98.3100 GBP 1.0000 99.0500 9855262.0000 1.000000 9870044.8900 9688708.0700 9870044.8900 9688708.0700 163346.88 -180464.1100 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0002163466 IL30 IL30 2014-06-30 00:00:00.000
373 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 2.5 07/26/16 2.5 907532 NULL BNY Mellon 108.5114 GBP 1.0000 108.5697 824754031.8000 1.000000 900781814.0000 894952023.1000 900781814.0000 894952023.1000 8885471.62 -2541461.0300 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0009075325 IL30 IL30 2014-06-30 00:00:00.000
374 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 3.5 29/12/49 3.5 938628 NULL BNY Mellon 84.5400 GBP 1.0000 85.1500 23000000.0000 1.000000 21632756.6000 19444200.0000 21632756.6000 19444200.0000 65983.6 -2266507.0900 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0009386284 IL30 IL30 2014-06-30 00:00:00.000
375 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 1.25 22/11/2017 1.25 B0V3WQ7 NULL BNY Mellon 108.7600 GBP 1.0000 108.8600 928225481.0000 1.000000 1014071995.0000 1009538033.0000 1014071995.0000 1009538033.0000 1261175.95 -5510864.8000 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B0V3WQ75 IL30 IL30 2014-06-30 00:00:00.000
376 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 2 22/01/2016 2 B3QCG24 NULL BNY Mellon 101.7600 GBP 1.0000 101.8000 252300000.0000 1.000000 256900382.0000 256740480.0000 256900382.0000 256740480.0000 2230276.24 -51682.9200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B3QCG246 IL30 IL30 2014-06-30 00:00:00.000
377 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 4.5 09/07/34 4.5 B52WS15 NULL BNY Mellon 117.7700 GBP 1.0000 118.2300 0.0000 1.000000 0.0000 0.0000 0.0000 0.0000 193480.43 0.0000 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B52WS153 IL30 IL30 2014-06-30 00:00:00.000
378 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 2.25 09/07/23 2.25 B7Z5365 NULL BNY Mellon 96.6000 GBP 1.0000 96.8800 459858200.0000 1.000000 443815327.7000 444223021.2000 443815327.7000 444223021.2000 2660598.54 393000.6700 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B7Z53659 IL30 IL30 2014-06-30 00:00:00.000
379 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 0.125 11/22/19 0.13 BBDR7T2 NULL BNY Mellon 105.3100 GBP 1.0000 105.4400 57152816.4300 1.000000 60572355.3200 60187630.9900 60572355.3200 60187630.9900 7765.33 -578977.0200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BBDR7T29 IL30 IL30 2014-06-30 00:00:00.000
380 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 1.75 07/22/19 1.75 BDV0F15 NULL BNY Mellon 98.6500 GBP 1.0000 98.7700 219969000.0000 1.000000 216308633.3000 216999418.5000 216308633.3000 216999418.5000 1701417.67 665307.2200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BDV0F150 IL30 IL30 2014-06-30 00:00:00.000
381 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 3.5 01/22/45 3.5 BN65R31 NULL BNY Mellon 101.2800 GBP 1.0000 101.8200 32992000.0000 1.000000 33208460.5100 33414297.6000 33208460.5100 33414297.6000 34499.17 205914.6300 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BN65R313 IL30 IL30 2014-06-30 00:00:00.000
382 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.7% ACT/365 VS UKRPI Index ACT/365 1Jun62 0 100185IL01IRSGBP NULL LTAA1127186883 BNY Mellon 105.6687 GBP 1.0000 106.4900 20000000.0000 1.000000 20000000.0000 21133730.9700 20000000.0000 21133730.9700 0 1133730.9700 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.7% ACT/365 VS UKRPI Index ACT/365 1Jun62 IL30 IL30 2014-06-30 00:00:00.000
383 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.71% ACT/365 VS UKRPI Index ACT/365 30May43 0 101876IL01IRSGBP NULL 1.80E+12 BNY Mellon 103.9522 GBP 1.0000 104.3756 24200000.0000 1.000000 24200000.0000 25156431.1600 24200000.0000 25156431.1600 0 956431.1600 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.71% ACT/365 VS UKRPI Index ACT/365 30May43 IL30 IL30 2014-06-30 00:00:00.000
384 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.6475% VS UKRPI ACT/365 1Aug33 0 106428IL01IRSGBP NULL LTAA1127767533 BNY Mellon 102.3023 GBP 1.0000 102.5560 200000000.0000 1.000000 200000000.0000 204604542.5000 200000000.0000 204604542.5000 0 4604542.5100 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.6475% VS UKRPI ACT/365 1Aug33 IL30 IL30 2014-06-30 00:00:00.000
385 United Kingdom IFS Swap INF SWAP: Fix/Flo: GBP FIXED 3.315% VS UKRPI ACT/365 1Aug23 0 106432IL01IRSGBP NULL LTAA1127767706 BNY Mellon 101.3828 GBP 1.0000 101.5485 -100000000.0000 1.000000 -100000000.0000 -101382808.0000 -100000000.0000 -101382808.0000 0 -1382808.0100 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Fix/Flo: GBP FIXED 3.315% VS UKRPI ACT/365 1Aug23 IL30 IL30 2014-06-30 00:00:00.000
386 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.35% ACT/365 VS UKRPI Index ACT/365 09Oct23 0 110399IL01IRSGBP NULL LTAA1128194132 BNY Mellon 101.6347 GBP 1.0000 101.7921 -375000000.0000 1.000000 -375000000.0000 -381130058.8000 -375000000.0000 -381130058.8000 0 -6130058.7900 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.35% ACT/365 VS UKRPI Index ACT/365 09Oct23 IL30 IL30 2014-06-30 00:00:00.000
387 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.68% ACT/365 VS UKRPI Index ACT/365 10Oct33 0 110400IL01IRSGBP NULL LTAA1128194123 BNY Mellon 103.1841 GBP 1.0000 103.4459 125000000.0000 1.000000 125000000.0000 128980098.0000 125000000.0000 128980098.0000 0 3980097.9800 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.68% ACT/365 VS UKRPI Index ACT/365 10Oct33 IL30 IL30 2014-06-30 00:00:00.000
388 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.56% ACT/365 VS UKRPI Index ACT/365 19Dec28 0 116800IL01IRSGBP NULL EKX5E BNY Mellon 102.2712 GBP 1.0000 102.3708 70000000.0000 1.000000 70000000.0000 71589870.6700 70000000.0000 71589870.6700 0 1589870.6700 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.56% ACT/365 VS UKRPI Index ACT/365 19Dec28 IL30 IL30 2014-06-30 00:00:00.000
389 United Kingdom IFS Swap IRS: GBP FIXED 3.6325% VS UKRPI 4APRIL33 0 98093IL01IRSGBP NULL LTAA1127005789 BNY Mellon 103.0223 GBP 1.0000 103.2679 17400000.0000 1.000000 17400000.0000 17925888.8400 17400000.0000 17925888.8400 0 525888.8400 0.0000 U.K. pound Inflation Swap GB United Kingdom IRS: GBP FIXED 3.6325% VS UKRPI 4APRIL33 IL30 IL30 2014-06-30 00:00:00.000
390 United Kingdom IFS Swap IFS: Flo/Fix: GBP Fixed 3.535% ACT/365 VS UKRPI ACT/365 10Nov28 0 IGNIS 113590 NULL LTAA1128434697 BNY Mellon 102.1109 GBP 1.0000 102.2119 105000000.0000 1.000000 105000000.0000 107216452.2000 105000000.0000 107216452.2000 0 2216452.1500 0.0000 U.K. pound Inflation Swap GB United Kingdom IFS: Flo/Fix: GBP Fixed 3.535% ACT/365 VS UKRPI ACT/365 10Nov28 IL30 IL30 2014-06-30 00:00:00.000
391 United Kingdom IFS Swap 131813-IFS: Flo/Fix: P135000000GBP IrregularSpd 0% R135000000GBP Irregular@3.56% (20/12/13-20/12/28) 0 IGNIS IRS116865GBP NULL EKX6R BNY Mellon 102.2710 GBP 1.0000 102.3706 135000000.0000 1.000000 135000000.0000 138065878.2000 135000000.0000 138065878.2000 0 3065878.2200 0.0000 U.K. pound Inflation Swap GB United Kingdom 131813-IFS: Flo/Fix: P135000000GBP IrregularSpd 0% R135000000GBP Irregular@3.56% (20/12/13-20/12/28) IL30 IL30 2014-06-30 00:00:00.000
392 United Kingdom IFS Swap 133593-IRS: Flo/Fix: P48500000GBP IrregularSpd 0% R48500000GBP 0 IGNIS 118391GBP NULL LTAA1128998833 BNY Mellon 101.6503 GBP 1.0000 101.7455 48500000.0000 1.000000 48500000.0000 49300392.9900 48500000.0000 49300392.9900 0 800392.9900 0.0000 U.K. pound Inflation Swap GB United Kingdom 133593-IRS: Flo/Fix: P48500000GBP IrregularSpd 0% R48500000GBP Irregular@3.53% (14/01/14-15/01/29) IL30 IL30 2014-06-30 00:00:00.000
393 United Kingdom IFS Swap 133593-IRS: Flo/Fix: P72000000GBP IrregularSpd 0% R72000000GBP 0 IGNIS 118473GBP NULL LTAA1129011943 BNY Mellon 101.6503 GBP 1.0000 101.7455 72000000.0000 1.000000 72000000.0000 73188212.2800 72000000.0000 73188212.2800 0 1188212.2800 0.0000 U.K. pound Inflation Swap GB United Kingdom 133593-IRS: Flo/Fix: P72000000GBP IrregularSpd 0% R72000000GBP IrregularSpd 0% R48500000GBP Irregular@3.53% (15/01/14-15/01/29) IL30 IL30 2014-06-30 00:00:00.000
394 United Kingdom IFS Swap 134092-IRS: Flo/Fix: P17000000GBP IrregularSpd 0% R17000000GBP 0 IGNIS 118809GBP NULL 89321295 BNY Mellon 100.3699 GBP 1.0000 101.1210 17000000.0000 1.000000 17000000.0000 17062880.8600 17000000.0000 17062880.8600 0 62880.8600 0.0000 U.K. pound Inflation Swap GB United Kingdom 134092-IRS: Flo/Fix: P17000000GBP IrregularSpd 0% R17000000GBP Irregular@3.65% (21/01/14-21/01/64) IL30 IL30 2014-06-30 00:00:00.000
395 United Kingdom IFS Swap 138998-IRS: Flo/Fix: P87400000GBP IrregularSpd 0% R87400000GBP Semi-annual@3.56% (04/03/14-04/03/34) 0 IGNIS 121287GBP NULL LTAA1129428472 BNY Mellon 100.1194 GBP 1.0000 100.3789 87400000.0000 1.000000 87400000.0000 87504335.8200 87400000.0000 87504335.8200 0 104335.8200 0.0000 U.K. pound Inflation Swap GB United Kingdom 138998-IRS: Flo/Fix: P87400000GBP IrregularSpd 0% R87400000GBP Semi-annual@3.56% (04/03/14-04/03/34) IL30 IL30 2014-06-30 00:00:00.000
396 United Kingdom IFS Swap 139194-IRS: Flo/Fix: P58029000GBP IrregularSpd 0% R58029000GBP Irregular@3.49% (05/03/14-05/03/29) 0 IGNIS 121831GBP NULL D140595928680 BNY Mellon 101.1062 GBP 1.0000 101.1955 58029000.0000 1.000000 58029000.0000 58670933.9800 58029000.0000 58670933.9800 0 641933.9800 0.0000 U.K. pound Inflation Swap GB United Kingdom 139194-IRS: Flo/Fix: P58029000GBP IrregularSpd 0% R58029000GBP Irregular@3.49% (05/03/14-05/03/29) IL30 IL30 2014-06-30 00:00:00.000
397 United Kingdom IFS Swap 140626-IRS: Flo/Fix: P81800000GBP IrregularSpd 0% R138639000GBP Irregular@3.465% (18/03/14-18/03/26) 0 IGNIS 122734GBP NULL LTAA1276674120 BNY Mellon 100.7114 GBP 1.0000 100.7990 81800000.0000 1.000000 81800000.0000 82381885.1500 81800000.0000 82381885.1500 0 581885.1500 0.0000 U.K. pound Inflation Swap GB United Kingdom 140626-IRS: Flo/Fix: P81800000GBP IrregularSpd 0% R138639000GBP Irregular@3.465% (18/03/14-18/03/26) IL30 IL30 2014-06-30 00:00:00.000
398 United Kingdom IFS Swap 141921-IRS: Fix/Flo: P82300000GBP Irregular@3.6375% R82300000GBP IrregularSpd 0% (25/03/14-25/03/54) 0 IGNIS 123340GBP NULL LTAA1129507836 BNY Mellon 101.1558 GBP 1.0000 101.7288 -82300000.0000 1.000000 -82300000.0000 -83251241.2500 -82300000.0000 -83251241.2500 0 -951241.2500 0.0000 U.K. pound Inflation Swap GB United Kingdom 141921-IRS: Fix/Flo: P82300000GBP Irregular@3.6375% R82300000GBP IrregularSpd 0% (25/03/14-25/03/54) IL30 IL30 2014-06-30 00:00:00.000
399 United Kingdom IFS Swap 141992-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.6525% (25/03/14-25/03/64) 0 IGNIS 123343GBP NULL LTAA1129507867 BNY Mellon 100.6540 GBP 1.0000 101.4082 41150000.0000 1.000000 41150000.0000 41419109.7800 41150000.0000 41419109.7800 0 269109.7800 0.0000 U.K. pound Inflation Swap GB United Kingdom 141992-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.6525% (25/03/14-25/03/64) IL30 IL30 2014-06-30 00:00:00.000
400 United Kingdom IFS Swap 142448-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6625% (28/03/14-28/03/4 0 IGNIS 123577GBP NULL LTAA1129551732 BNY Mellon 101.2157 GBP 1.0000 101.6250 41150000.0000 1.000000 41150000.0000 41650270.9000 41150000.0000 41650270.9000 0 500270.9000 0.0000 U.K. pound Inflation Swap GB United Kingdom 142448-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6625% (28/03/14-28/03/4 IL30 IL30 2014-06-30 00:00:00.000
401 United Kingdom IFS Swap 142460-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6525% (28/03/14-28/03/6 0 IGNIS 123578GBP NULL LTAA1129551748 BNY Mellon 100.6538 GBP 1.0000 101.4078 41150000.0000 1.000000 41150000.0000 41419037.9400 41150000.0000 41419037.9400 0 269037.9400 0.0000 U.K. pound Inflation Swap GB United Kingdom 142460-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6525% (28/03/14-28/03/6 IL30 IL30 2014-06-30 00:00:00.000
402 United Kingdom IFS Swap 142484-Infl Swap: Fix/Flo: P1600000GBP Irregular@3.6375% R1600000GBP Irregular 0% (28/03/14-28/03/54) 0 IGNIS 123579GBP NULL LTAA1129603773 BNY Mellon 101.1552 GBP 1.0000 101.7280 -82300000.0000 1.000000 -82300000.0000 -83250759.9100 -82300000.0000 -83250759.9100 0 -950759.9100 0.0000 U.K. pound Inflation Swap GB United Kingdom 142484-Infl Swap: Fix/Flo: P1600000GBP Irregular@3.6375% R1600000GBP Irregular 0% (28/03/14-28/03/54) IL30 IL30 2014-06-30 00:00:00.000
403 United Kingdom IFS Swap 142715-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.66% (31/03/14-31/03/44) 0 IGNIS 123637GBP NULL LTAA1129560296 BNY Mellon 101.1349 GBP 1.0000 101.5436 41150000.0000 1.000000 41150000.0000 41617025.6200 41150000.0000 41617025.6200 0 467025.6200 0.0000 U.K. pound Inflation Swap GB United Kingdom 142715-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.66% (31/03/14-31/03/44) IL30 IL30 2014-06-30 00:00:00.000
404 United Kingdom IFS Swap 142695-Infl Swap: Fix/Flo: P82300000GBP Irregular@3.64125% R82300000GBP IrregularSpd 0% (31/03/14-31/03/54) 0 IGNIS 123640GBP NULL LTAA1129560306 BNY Mellon 101.3236 GBP 1.0000 101.8979 -82300000.0000 1.000000 -82300000.0000 -83389340.8800 -82300000.0000 -83389340.8800 0 -1089340.8800 0.0000 U.K. pound Inflation Swap GB United Kingdom 142695-Infl Swap: Fix/Flo: P82300000GBP Irregular@3.64125% R82300000GBP IrregularSpd 0% (31/03/14-31/03/54) IL30 IL30 2014-06-30 00:00:00.000
405 United Kingdom IFS Swap 144289-Infl Swap: Fix/Flo: P25637500GBP Irregular@3.625% R25637500GBP IrregularSpd 0% (09/04/14-09/04/54) 0 IGNIS 124276GBP NULL LTAA1129659014 BNY Mellon 100.5952 GBP 1.0000 101.1624 -25637500.0000 1.000000 -25637500.0000 -25790097.9900 -25637500.0000 -25790097.9900 0 -152597.9900 0.0000 U.K. pound Inflation Swap GB United Kingdom 144289-Infl Swap: Fix/Flo: P25637500GBP Irregular@3.625% R25637500GBP IrregularSpd 0% (09/04/14-09/04/54) IL30 IL30 2014-06-30 00:00:00.000
406 United Kingdom IFS Swap 144292-Infl Swap: Flo/Fix: P20510000GBP IrregularSpd 0% R20510000GBP Irregular@3.6475% (09/04/14-09/04/64) 0 IGNIS 124277GBP NULL LTAA1129659015 BNY Mellon 100.3579 GBP 1.0000 101.1078 20510000.0000 1.000000 20510000.0000 20583411.1600 20510000.0000 20583411.1600 0 73411.1600 0.0000 U.K. pound Inflation Swap GB United Kingdom 144292-Infl Swap: Flo/Fix: P20510000GBP IrregularSpd 0% R20510000GBP Irregular@3.6475% (09/04/14-09/04/64) IL30 IL30 2014-06-30 00:00:00.000
407 United Kingdom IFS Swap 148387-Infl Swap: Flo/Fix: P27000000GBP IrregularSpd 0% R27000000GBP Irregular@3.6325% (16/05/14-16/05/44) 0 IGNIS 126385GBP NULL EM39N BNY Mellon 100.0749 GBP 1.0000 100.4753 27000000.0000 1.000000 27000000.0000 27020219.3100 27000000.0000 27020219.3100 0 20219.3100 0.0000 U.K. pound Inflation Swap GB United Kingdom 148387-Infl Swap: Flo/Fix: P27000000GBP IrregularSpd 0% R27000000GBP Irregular@3.6325% (16/05/14-16/05/44) IL30 IL30 2014-06-30 00:00:00.000
408 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.55% VS FLOATING UKRPI Index ACT/365 4/27/2062 0 74595IL01IRSGBP NULL LTAA1125237213 BNY Mellon 96.2373 GBP 1.0000 96.9619 5000000.0000 1.000000 5000000.0000 4811867.4900 5000000.0000 4811867.4900 0 -188132.5100 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.55% VS FLOATING UKRPI Index ACT/365 4/27/2062 IL30 IL30 2014-06-30 00:00:00.000
409 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.375% VS UKRPI ACT/365 12Jun42 0 77840IL01IRSGBP NULL D020587565900 BNY Mellon 93.4044 GBP 1.0000 93.7601 5000000.0000 1.000000 5000000.0000 4670222.0400 5000000.0000 4670222.0400 0 -329777.9600 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.375% VS UKRPI ACT/365 12Jun42 IL30 IL30 2014-06-30 00:00:00.000
410 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.3075% VS FLOATING UKRPI ACT/365 12/07/2052 0 80453IL01IRSGBP NULL 8371096-1 BNY Mellon 87.9926 GBP 1.0000 88.4531 8000000.0000 1.000000 8000000.0000 7039405.1800 8000000.0000 7039405.1800 0 -960594.8200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.3075% VS FLOATING UKRPI ACT/365 12/07/2052 IL30 IL30 2014-06-30 00:00:00.000
411 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.31% ACT/365 VS UKRPI ACT/365 05OCT62 0 85995IL01IRSGBP NULL D020589163627 BNY Mellon 82.0857 GBP 1.0000 82.6480 5325000.0000 1.000000 5325000.0000 4371065.2700 5325000.0000 4371065.2700 0 -953934.7300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.31% ACT/365 VS UKRPI ACT/365 05OCT62 IL30 IL30 2014-06-30 00:00:00.000
412 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 3.33% ACT/365 VS LIBOR 6MONTH ACT/365 27Jun63 3.33 104307IL01IRSGBP NULL D030592640492 BNY Mellon 102.7254 GBP 1.0000 103.4353 -25000000.0000 1.000000 -25000000.0000 -25681348.0000 -25000000.0000 -25681348.0000 0 -681348.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.33% ACT/365 VS LIBOR 6MONTH ACT/365 27Jun63 IL30 IL30 2014-06-30 00:00:00.000
413 United Kingdom IRS Swap IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 3.75 107516AIL01IRSGBP NULL D030593353288 BNY Mellon 101.1154 GBP 1.0000 101.2949 -75000000.0000 1.000000 -75000000.0000 -75836516.0000 -75000000.0000 -75836516.0000 0 -836516.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 IL30 IL30 2014-06-30 00:00:00.000
414 United Kingdom IRS Swap IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 3.75 107516BIL01IRSGBP NULL D030593353295 BNY Mellon 101.1154 GBP 1.0000 101.2949 -75000000.0000 1.000000 -75000000.0000 -75836516.0000 -75000000.0000 -75836516.0000 0 -836516.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 IL30 IL30 2014-06-30 00:00:00.000
415 United Kingdom IRS Swap IRS: Flo/Flo: GBP Float Libor Basis -19bps VS GBP 30y Sonia ACT/365 12Jul42 0.33 80481IL01IRSGBP NULL D020587985986 BNY Mellon 99.5528 GBP 1.0000 99.5481 30000000.0000 1.000000 30000000.0000 29865852.0000 30000000.0000 29865852.0000 0 -134148.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Flo: GBP Float Libor Basis -19bps VS GBP 30y Sonia ACT/365 12Jul42 IL30 IL30 2014-06-30 00:00:00.000
416 United Kingdom IRS Swap IRS: Flo/Fix: GBP Fixed 2.2475% VS SONIO/N O/N ACT/365 1Nov23 2.25 IGNIS 113036 NULL 5456738LS BNY Mellon 99.0231 GBP 1.0000 99.3044 -50000000.0000 1.000000 -50000000.0000 -49511570.0000 -50000000.0000 -49511570.0000 0 488430.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP Fixed 2.2475% VS SONIO/N O/N ACT/365 1Nov23 IL30 IL30 2014-06-30 00:00:00.000
417 United Kingdom IRS Swap IRS: Flo/Fix: GBP Fixed 2.3238% ACT/365 VS SONIO/N ACT/365 13Nov23 2.32 IGNIS 113579 NULL D130594418729 BNY Mellon 99.6527 GBP 1.0000 99.9361 -95000000.0000 1.000000 -95000000.0000 -94670093.5000 -95000000.0000 -94670093.5000 0 329906.5000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP Fixed 2.3238% ACT/365 VS SONIO/N ACT/365 13Nov23 IL30 IL30 2014-06-30 00:00:00.000
418 United Kingdom IRS Swap 127843-IRS: Fix/Flo: P75000000GBP Annual@2.39% R75000000GBP 2.39 IGNIS 113815 NULL 5542581LS BNY Mellon 100.2035 GBP 1.0000 100.4886 -75000000.0000 1.000000 -75000000.0000 -75152632.5000 -75000000.0000 -75152632.5000 0 -152632.5000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 127843-IRS: Fix/Flo: P75000000GBP Annual@2.39% R75000000GBP AnnualSpd 0% (13/11/13-13/11/23) IL30 IL30 2014-06-30 00:00:00.000
419 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 2.468% VS SONIO/N ACT/365 05Dec23 2.47 IGNIS 115553GBP NULL BNY Mellon 100.8269 GBP 1.0000 101.1154 -100000000.0000 1.000000 -100000000.0000 -100826917.0000 -100000000.0000 -100826917.0000 0 -826917.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 2.468% VS SONIO/N ACT/365 05Dec23 IL30 IL30 2014-06-30 00:00:00.000
420 United Kingdom IRS Swap 131809-IRS: Fix/Flo: P100000000GBP Annual@2.5775% R100000000GBP AnnualSpd 0% (20/12/13-20/12/23) 2.58 IGNIS IRS116877GBP NULL BNY Mellon 101.7373 GBP 1.0000 102.0291 -100000000.0000 1.000000 -100000000.0000 -101737266.0000 -100000000.0000 -101737266.0000 0 -1737266.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 131809-IRS: Fix/Flo: P100000000GBP Annual@2.5775% R100000000GBP AnnualSpd 0% (20/12/13-20/12/23) IRS IL30 IL30 2014-06-30 00:00:00.000
421 United Kingdom IRS Swap 133452-IRS: Fix/Flo: P112000000GBP Annual@2.4775% R112000000GBP 2.48 IGNIS 118344GBP NULL 5859303LS BNY Mellon 100.8413 GBP 1.0000 101.1331 -112000000.0000 1.000000 -112000000.0000 -112942273.0000 -112000000.0000 -112942273.0000 0 -942273.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 133452-IRS: Fix/Flo: P112000000GBP Annual@2.4775% R112000000GBP AnnualSpd 0% (14/01/14-14/01/24) IL30 IL30 2014-06-30 00:00:00.000
422 United Kingdom IRS Swap 141059-IRS: Fix/Flo: P53200000GBP Semi-annual@3.55% R53200000GBP Semi-annualSpd 0% (19/03/29-19/03/44) 3.55 IGNIS 122932GBP NULL D140596160611 BNY Mellon 99.8168 GBP 1.0000 99.9894 -53200000.0000 1.000000 -53200000.0000 -53102521.6400 -53200000.0000 -53102521.6400 0 97478.3600 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141059-IRS: Fix/Flo: P53200000GBP Semi-annual@3.55% R53200000GBP Semi-annualSpd 0% (19/03/29-19/03/44) IL30 IL30 2014-06-30 00:00:00.000
423 United Kingdom IRS Swap 141066-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.77% (19/03/14-19/03/24) 2.77 IGNIS 122933GBP NULL D140596163456 BNY Mellon 100.1849 GBP 1.0000 100.4579 122700000.0000 1.000000 122700000.0000 122926921.4000 122700000.0000 122926921.4000 0 226921.3800 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141066-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.77% (19/03/14-19/03/24) IL30 IL30 2014-06-30 00:00:00.000
424 United Kingdom IRS Swap 141072-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.7775% (19/03/14-19/03/24) 2.78 IGNIS 122934GBP NULL D140596173392 BNY Mellon 100.2498 GBP 1.0000 100.5229 122700000.0000 1.000000 122700000.0000 123006516.9000 122700000.0000 123006516.9000 0 306516.8700 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141072-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.7775% (19/03/14-19/03/24) IL30 IL30 2014-06-30 00:00:00.000
425 United Kingdom IRS Swap 141236-IRS: Fix/Flo: P2900000GBP Semi-annual@3.59875% R2900000GBP Semi-annualSpd 0% (20/03/29-20/03/44) 3.6 IGNIS 123023GBP NULL SW28366456 BNY Mellon 100.1706 GBP 1.0000 100.3454 -147100000.0000 1.000000 -147100000.0000 -147350996.7000 -147100000.0000 -147350996.7000 0 -250996.7300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141236-IRS: Fix/Flo: P2900000GBP Semi-annual@3.59875% R2900000GBP Semi-annualSpd 0% (20/03/29-20/03/44) IL30 IL30 2014-06-30 00:00:00.000
426 United Kingdom IRS Swap 141634-IRS: Flo/Fix: P2340000GBP Semi-annualSpd 0% R2340000GBP Semi-annual@2.7965% (24/03/14-24/03/24) 2.8 IGNIS 123280GBP NULL D140596229000.2 BNY Mellon 100.4049 GBP 1.0000 100.6789 123480000.0000 1.000000 123480000.0000 123980019.9000 123480000.0000 123980019.9000 0 500019.9100 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141634-IRS: Flo/Fix: P2340000GBP Semi-annualSpd 0% R2340000GBP Semi-annual@2.7965% (24/03/14-24/03/24) IL30 IL30 2014-06-30 00:00:00.000
427 United Kingdom IRS Swap 141765-IRS: Fix/Flo: P164700000GBP Semi-annual@3.5625% R164700000GBP Semi-annualSpd 0% (26/03/29-26/03/44) 3.56 IGNIS 123320GBP NULL LTAA1129498837 BNY Mellon 99.9126 GBP 1.0000 100.0859 -247050000.0000 1.000000 -247050000.0000 -246833954.8000 -247050000.0000 -246833954.8000 0 216045.2200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141765-IRS: Fix/Flo: P164700000GBP Semi-annual@3.5625% R164700000GBP Semi-annualSpd 0% (26/03/29-26/03/44) IL30 IL30 2014-06-30 00:00:00.000
428 United Kingdom IRS Swap 142381-IRS: Flo/Fix: P28000000GBP 10Y @2.79% Semi Annual Act/365 vs 6M GBP 2.79 IGNIS 123571GBP NULL D140596324044 BNY Mellon 100.3421 GBP 1.0000 100.6164 28000000.0000 1.000000 28000000.0000 28095799.2000 28000000.0000 28095799.2000 0 95799.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 142381-IRS: Flo/Fix: P28000000GBP 10Y @2.79% Semi Annual Act/365 vs 6M GBP IL30 IL30 2014-06-30 00:00:00.000
429 United Kingdom IRS Swap 142867-IRS: Flo/Fix: P58400000GBP IrregularSpd 0% R5840000 Irregular@2.784% (01/04/14-01/04/24) 2.78 IGNIS 123727GBP NULL D140596368421 BNY Mellon 100.2828 GBP 1.0000 100.5573 58400000.0000 1.000000 58400000.0000 58565155.2000 58400000.0000 58565155.2000 0 165155.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 142867-IRS: Flo/Fix: P58400000GBP IrregularSpd 0% R5840000 Irregular@2.784% (01/04/14-01/04/24) IL30 IL30 2014-06-30 00:00:00.000
430 United Kingdom IRS Swap 146578-IRS: Flo/Fix: P150000000GBP Semi-annualSpd 0% R150000000GBP Semi-annual@2.7575% (30/04/14-30/04/24) 2.76 IGNIS 125327GBP NULL SW28950253 BNY Mellon 99.9987 GBP 1.0000 100.2754 150000000.0000 1.000000 150000000.0000 149998110.0000 150000000.0000 149998110.0000 0 -1890.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 146578-IRS: Flo/Fix: P150000000GBP Semi-annualSpd 0% R150000000GBP Semi-annual@2.7575% (30/04/14-30/04/24) IL30 IL30 2014-06-30 00:00:00.000
431 United Kingdom IRS Swap 147352-IRS: Fix/Flo: P2300000GBP Semi-annual@3.56% R2300000GBP Semi-annualSpd 0% (08/05/29-08/05/44) 3.56 IGNIS 125816GBP NULL 6.80E+12 BNY Mellon 99.9267 GBP 1.0000 100.1008 -44800000.0000 1.000000 -44800000.0000 -44767143.6800 -44800000.0000 -44767143.6800 0 32856.3200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 147352-IRS: Fix/Flo: P2300000GBP Semi-annual@3.56% R2300000GBP Semi-annualSpd 0% (08/05/29-08/05/44) IL30 IL30 2014-06-30 00:00:00.000
432 United Kingdom IRS Swap 151090-IRS: Fix/Flo: P12800000GBP Semi-annual@3.1925% R12800000GBP Semi-annualSpd 0% (28/05/14-28/05/64) 3.19 IGNIS 127034GBP NULL YM01A BNY Mellon 99.3417 GBP 1.0000 100.0391 -12800000.0000 1.000000 -12800000.0000 -12715733.7600 -12800000.0000 -12715733.7600 0 84266.2400 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 151090-IRS: Fix/Flo: P12800000GBP Semi-annual@3.1925% R12800000GBP Semi-annualSpd 0% (28/05/14-28/05/64) IL30 IL30 2014-06-30 00:00:00.000
433 United Kingdom IRS Swap 152612-IRS: Fix/Flo: P73000000GBP Semi-annual@3.594% R73000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.59 IGNIS 127591GBP NULL 6584048LS BNY Mellon 100.1921 GBP 1.0000 100.3683 -73000000.0000 1.000000 -73000000.0000 -73140247.6000 -73000000.0000 -73140247.6000 0 -140247.6000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152612-IRS: Fix/Flo: P73000000GBP Semi-annual@3.594% R73000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
434 United Kingdom IRS Swap 152621-IRS: Fix/Flo: P46000000GBP Semi-annual@3.59875% R46000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.6 IGNIS 127592GBP NULL D140597243647.1 BNY Mellon 100.2263 GBP 1.0000 100.4027 -46000000.0000 1.000000 -46000000.0000 -46104084.2000 -46000000.0000 -46104084.2000 0 -104084.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152621-IRS: Fix/Flo: P46000000GBP Semi-annual@3.59875% R46000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
435 United Kingdom IRS Swap 152705-IRS: Fix/Flo: P54000000GBP Semi-annual@3.6% R54000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.6 IGNIS 127604GBP NULL 6.80E+12 BNY Mellon 100.2353 GBP 1.0000 100.4117 -54000000.0000 1.000000 -54000000.0000 -54127040.4000 -54000000.0000 -54127040.4000 0 -127040.4000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152705-IRS: Fix/Flo: P54000000GBP Semi-annual@3.6% R54000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
436 United Kingdom IRS Swap 154739-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) 3.6 IGNIS 128011GBP NULL 20657556B BNY Mellon 100.2403 GBP 1.0000 100.4169 -53300000.0000 1.000000 -53300000.0000 -53428085.2300 -53300000.0000 -53428085.2300 0 -128085.2300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154739-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) IL30 IL30 2014-06-30 00:00:00.000
437 United Kingdom IRS Swap 154764-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) 3.6 IGNIS 128011RBSGBP NULL IRS1124666_B001 BNY Mellon 100.2403 GBP 1.0000 100.4169 -53300000.0000 1.000000 -53300000.0000 -53428085.2300 -53300000.0000 -53428085.2300 0 -128085.2300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154764-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) IL30 IL30 2014-06-30 00:00:00.000
438 United Kingdom IRS Swap 154778-IRS: Fix/Flo: P50900000GBP Semi-annual@3.59% R50900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) 3.59 IGNIS 128114GBP NULL 20657909B BNY Mellon 100.1692 GBP 1.0000 100.3454 -50900000.0000 1.000000 -50900000.0000 -50986102.4400 -50900000.0000 -50986102.4400 0 -86102.4400 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154778-IRS: Fix/Flo: P50900000GBP Semi-annual@3.59% R50900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) IL30 IL30 2014-06-30 00:00:00.000
439 United Kingdom IRS Swap 154787-IRS: Fix/Flo: P31900000GBP Semi-annual@3.5925% R31900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) 3.59 IGNIS 128139GBP NULL 20658615B BNY Mellon 100.1871 GBP 1.0000 100.3634 -31900000.0000 1.000000 -31900000.0000 -31959691.2800 -31900000.0000 -31959691.2800 0 -59691.2800 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154787-IRS: Fix/Flo: P31900000GBP Semi-annual@3.5925% R31900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) IL30 IL30 2014-06-30 00:00:00.000
440 United Kingdom IRS Swap 155417-IRS: Fix/Flo: P64900000GBP Semi-annual@3.546% R64900000GBP Semi-annualSpd 0% (16/06/29-16/06/44) 3.55 IGNIS 128283GBP NULL 6628554LS BNY Mellon 99.8553 GBP 1.0000 100.0297 -64900000.0000 1.000000 -64900000.0000 -64806102.6800 -64900000.0000 -64806102.6800 0 93897.3200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 155417-IRS: Fix/Flo: P64900000GBP Semi-annual@3.546% R64900000GBP Semi-annualSpd 0% (16/06/29-16/06/44) IL30 IL30 2014-06-30 00:00:00.000
441 United Kingdom IRS Swap 157598-IRS: Fix/Flo: P186700000GBP Semi-annual@3.543% R186700000GBP Semi-annualSpd 0% (25/06/29-25/06/44) 3.54 IGNIS 128790GBP NULL D140596324044 BNY Mellon 99.8406 GBP 1.0000 100.0150 -196500000.0000 1.000000 -196500000.0000 -196186700.4000 -196500000.0000 -196186700.4000 0 313299.6000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 157598-IRS: Fix/Flo: P186700000GBP Semi-annual@3.543% R186700000GBP Semi-annualSpd 0% (25/06/29-25/06/44) IL30 IL30 2014-06-30 00:00:00.000
442 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 2.359% VS SONIO/N O/N /365 06Nov23 2.36 IGNIS IRS113372 NULL 5482289LS BNY Mellon 99.9544 GBP 1.0000 100.2383 -70000000.0000 1.000000 -70000000.0000 -69968101.0000 -70000000.0000 -69968101.0000 0 31899.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 2.359% VS SONIO/N O/N /365 06Nov23 IL30 IL30 2014-06-30 00:00:00.000
443 United Kingdom OTC FX Options Option FXOPTION GBP CALL JPY PUT 175 10OCT14 0.00 FXOPT_126866 NULL 41305579 BNY Mellon 0.8929 GBP 1.0000 0.7792 189609000.0000 1.000000 2063350.9900 1693018.7600 2063350.9900 1693018.7600 0 -370332.2300 0.0000 U.K. pound OTC FX Options GB United Kingdom FXOPTION GBP CALL JPY PUT 175 10OCT14 IL30 IL30 2014-06-30 00:00:00.000
444 United Kingdom Repo MoneyMarket REPO UKT 1 3/4 07/22/19 (LN*) GB00BDV0F150 0.49 IGNIS 128320 REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -11886000.0000 1.000000 -11886000.0000 -11886000.0000 -11886000.0000 -11886000.0000 -2233.92 0.0000 0.0000 U.K. pound Repurchase Agreements GB United Kingdom REPO UKT 1 3/4 07/22/19 (LN*) GB00BDV0F150 IL30 IL30 2014-06-30 00:00:00.000
445 United Kingdom Repo MoneyMarket REPO UKTI 1 1/4 11/22/17 3MO (LN*) GB00B0V3WQ75 0.48 IGNIS 128372 REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -205576800.0000 1.000000 -205576800.0000 -205576800.0000 -205576800.0000 -205576800.0000 -35145.18 0.0000 0.0000 U.K. pound Repurchase Agreements GB United Kingdom REPO UKTI 1 1/4 11/22/17 3MO (LN*) GB00B0V3WQ75 IL30 IL30 2014-06-30 00:00:00.000
446 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 0.4 IGNIS 126831 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 120000000.0000 1.000000 120000000.0000 120000000.0000 120000000.0000 120000000.0000 46027.4 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 IL30 IL30 2014-06-30 00:00:00.000
447 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 0.4 IGNIS 126832 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 120000000.0000 1.000000 120000000.0000 120000000.0000 120000000.0000 120000000.0000 46027.4 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 IL30 IL30 2014-06-30 00:00:00.000
448 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/40 GB00B6460505 0.42 IGNIS 127357 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 52999999.8600 1.000000 52999999.8600 52999999.8600 52999999.8600 52999999.8600 17686.03 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/40 GB00B6460505 IL30 IL30 2014-06-30 00:00:00.000
449 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 1 1/4 07/22/18 GB00B8KP6M44 0.42 IGNIS 127378 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 110000000.0000 1.000000 110000000.0000 110000000.0000 110000000.0000 110000000.0000 35441.1 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 1 1/4 07/22/18 GB00B8KP6M44 IL30 IL30 2014-06-30 00:00:00.000
450 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 3 1/2 07/22/68 GB00BBJNQY21 0.27 IGNIS 129219 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 136999999.5000 1.000000 136999999.5000 136999999.5000 136999999.5000 136999999.5000 1013.42 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 3 1/2 07/22/68 GB00BBJNQY21 IL30 IL30 2014-06-30 00:00:00.000
451 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y30Y 9MAY16-9MAY46 3.395 0.00 100648 NULL LTAA1127242261 BNY Mellon 5.1416 GBP 1.0000 5.3997 -75000000.0000 1.000000 -6390000.0000 -3856169.0000 -6390000.0000 -3856169.0000 0 2533831.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y30Y 9MAY16-9MAY46 3.395 IL30 IL30 2014-06-30 00:00:00.000
452 United Kingdom Swaption - Interest Rate Option GBPSWN 1Y30Y 29Aug44 30y 3.49375 0.00 107818 NULL LTAA1127929207 BNY Mellon 0.1005 GBP 1.0000 0.0732 200000000.0000 1.000000 10040000.0000 201057.0000 10040000.0000 201057.0000 0 -9838943.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 1Y30Y 29Aug44 30y 3.49375 IL30 IL30 2014-06-30 00:00:00.000
453 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y30Y 5SEP16-5SEP46 3.732 0.00 108103 NULL LTAA1127952808 BNY Mellon 8.8130 GBP 1.0000 9.1800 75000000.0000 1.000000 6350000.0000 6609737.0000 6350000.0000 6609737.0000 0 259737.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom Funds Index Fund Equity Fund_si FIA Antares IL30 IL30 2014-06-30 00:00:00.000
454 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185a NULL LTAA1128166975 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
455 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185b NULL LTAA1128166980 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
456 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185c NULL LTAA1128166982 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
457 United Kingdom Swaption - Interest Rate Option GBPSWN 10Y20Y 4.9 15Mar2042 0.00 71848 NULL SPN1079856 BNY Mellon 3.3000 GBP 1.0000 3.3146 -50000000.0000 1.000000 -2450000.0000 -1650000.0000 -2450000.0000 -1650000.0000 0 800000.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
458 United Kingdom Swaption - Interest Rate Option GPBSWN 10Y20Y 3.68 5JUL2022 20220705 Payer 0.00 72560 NULL LTAA1125571424 BNY Mellon 8.0576 GBP 1.0000 8.0930 40000000.0000 1.000000 3160000.0000 3223030.0000 3160000.0000 3223030.0000 0 63030.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GPBSWN 10Y20Y 3.68 5JUL2022 20220705 Payer IL30 IL30 2014-06-30 00:00:00.000
459 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y2Y3Y PAYER 19JAN17-19JAN20 2.283 0.00 92463 NULL LTAA1126553492 BNY Mellon 1.9019 GBP 1.0000 1.8147 800000000.0000 1.000000 10840000.0000 15215367.0000 10840000.0000 15215367.0000 0 4375367.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
460 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y20Y 22FEB16-22FEB36 3.609 0.00 94989 NULL LTAA1126763163 BNY Mellon 5.7722 GBP 1.0000 6.0340 -75000000.0000 1.000000 -5550000.0000 -4329178.0000 -5550000.0000 -4329178.0000 0 1220822.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y20Y 22FEB16-22FEB36 3.609 IL30 IL30 2014-06-30 00:00:00.000
461 United Kingdom Swaption - Interest Rate Option GBPSWN 4Y2Y 21FEB17-21FEB19 2.215 0.00 94992 NULL LTAA1126766944 BNY Mellon 0.5203 GBP 1.0000 0.5266 -430000000.0000 1.000000 -5126923.1100 -2237076.0000 -5126923.1100 -2237076.0000 0 2889847.1100 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 4Y2Y 21FEB17-21FEB19 2.215 IL30 IL30 2014-06-30 00:00:00.000
462 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y20Y 29FEB16-29FEB36 3.4575 0.00 95528 NULL LTAA1126822282 BNY Mellon 4.5725 GBP 1.0000 4.7934 -50000000.0000 1.000000 -3765000.0000 -2286252.0000 -3765000.0000 -2286252.0000 0 1478748.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y20Y 29FEB16-29FEB36 3.4575 IL30 IL30 2014-06-30 00:00:00.000
463 United Kingdom Swaption - Interest Rate Option Swaption: European GBP 4% 11-APR-2016 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON 0.00 IGNIS SWPT124373GBP NULL LTAA1129666957 BNY Mellon 1.7489 GBP 1.0000 1.6246 245000000.0000 1.000000 6294117.5200 4284682.5000 6294117.5200 4284682.5000 0 -2009435.0200 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom Swaption: European GBP 4% 11-APR-2016 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
464 United Kingdom Swaption - Interest Rate Option SWAPTION Swaption: European 179600000 GBP 3.25625% 15-MAY-20 0.00 IGNIS SWPT126271GBP NULL LTAA1129906466 BNY Mellon 6.3456 GBP 1.0000 6.6324 187800000.0000 1.000000 12164101.9200 11917074.3600 12164101.9200 11917074.3600 0 -247027.5600 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION Swaption: European 179600000 GBP 3.25625% 15-MAY-2034 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDO IL30 IL30 2014-06-30 00:00:00.000
465 United Kingdom Swaption - Interest Rate Option SWAPTION Swaption: European 449700000 GBP 1.4% 28-MAY-2015 L 0.00 IGNIS SWPT127037GBP NULL 1.80E+12 BNY Mellon 0.3554 GBP 1.0000 0.3440 470000000.0000 1.000000 1207480.0000 1670380.0000 1207480.0000 1670380.0000 0 462900.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION Swaption: European 449700000 GBP 1.4% 28-MAY-2015 LIBOR 3MONTH 0bps JPM SECURITIES PLC IL30 IL30 2014-06-30 00:00:00.000
466 United Kingdom Swaption - Interest Rate Option SWAPTION GBP/PIRS/LIBO/PD/151030/30Y/2.50 0.00 IGNIS SWPTSWAPTION_112960GBP NULL SPN1111827 BNY Mellon -1.2504 GBP 1.0000 -1.2309 -150000000.0000 1.000000 0.0000 1875541.4200 0.0000 1875541.4200 0 1875541.4200 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBP/PIRS/LIBO/PD/151030/30Y/2.50 IL30 IL30 2014-06-30 00:00:00.000
467 United Kingdom Swaption - Interest Rate Option SWAPTION GBP/PIRS/LIBO/PD/160205/1Y/1.475 0.00 IGNIS SWPTSWAPTION_119823GBP NULL LTAA1129200897 BNY Mellon 0.1175 GBP 1.0000 0.1152 -5873000000.0000 1.000000 -13491213.0100 -6899600.4000 -13491213.0100 -6899600.4000 0 6591612.6100 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBP/PIRS/LIBO/PD/160205/1Y/1.475 IL30 IL30 2014-06-30 00:00:00.000
468 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 10Y30Y 3.6025 0.00 IGNIS SWPTSWAPTION_120322GBP NULL LTAA1129266691 BNY Mellon -0.8360 GBP 1.0000 -0.7216 98040000.0000 1.000000 0.0000 -819597.3500 0.0000 -819597.3500 0 -819597.3500 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 10Y30Y 3.6025 IL30 IL30 2014-06-30 00:00:00.000
469 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 20Y20Y 13FEB34-54 3.3325 0.00 IGNIS SWPTSWAPTION_120328GBP NULL SPN1117903 BNY Mellon 0.0596 GBP 1.0000 0.3168 98040000.0000 1.000000 0.0000 58413.3900 0.0000 58413.3900 0 58413.3900 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 20Y20Y 13FEB34-54 3.3325 IL30 IL30 2014-06-30 00:00:00.000
470 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 15Y15Y 21MAR29-44 3.5925 0.00 IGNIS SWPTSWAPTION_123063GBP NULL 1.80E+12 BNY Mellon 0.0296 GBP 1.0000 0.2361 127500000.0000 1.000000 0.0000 37752.6500 0.0000 37752.6500 0 37752.6500 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 15Y15Y 21MAR29-44 3.5925 IL30 IL30 2014-06-30 00:00:00.000
471 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 2Y30Y 01APR16-01APR46 4.00 0.00 IGNIS SWPTSWAPTION_123726GBP NULL LTAA1129579118 BNY Mellon 1.7022 GBP 1.0000 1.5794 245600000.0000 1.000000 7133538.0000 4180701.4400 7133538.0000 4180701.4400 0 -2952836.5600 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 2Y30Y 01APR16-01APR46 4.00 IL30 IL30 2014-06-30 00:00:00.000
472 United Kingdom Swaption - Interest Rate Option OTC Swaption: European 197300000 GBP 2.13% 21-MAY-2015 LIBO 0.00 IGNIS-SWAPTION-128380 NULL LTAA1130183802 BNY Mellon 0.4381 GBP 1.0000 0.4170 4229500000.0000 1.000000 24414553.5900 18529016.5500 24414553.5900 18529016.5500 0 -5885537.0400 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom OTC Swaption: European 197300000 GBP 2.13% 21-MAY-2015 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
473 United States of America Caps/Floors Option CAPFLOOR USDICAP 3% 5X10 CAP 14APR19-24 0.00 IL CAP_124379 14-Apr-24 NULL D140596523576.CAPA BNY Mellon 2.9899 USD 0.5848 3.0061 -196.0000 0.587700 -6290750.0100 -5860298.5600 -3748046.5500 -3427375.8300 0 251748.0800 68922.6400 U.S. Dollars Caps and Floors US United States of America CAPFLOOR USDICAP 3% 5X10 CAP 14APR19-24 IL30 IL30 2014-06-30 00:00:00.000
474 United States of America Cash Cash U.S. Dollars-BNY Mellon-CapitalPayable 0.00 USDJun 30 2014 1-65 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 -1569764.4300 0.587700 -1569764.4300 -1569764.4300 -922155.9900 -918071.4400 0 0.0000 4084.5500 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30AAAAUSD Hedged 2014-06-30 00:00:00.000
475 United States of America Cash Cash U.S. Dollars-BNY Mellon-CapitalReceivable 0.00 USDJun 30 2014 1-66 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 3230933.0500 0.587700 3230933.0500 3230933.0500 1895787.9400 1889600.2900 0 0.0000 -6187.6500 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 SI USD Hedged (New) 2014-06-30 00:00:00.000
476 United States of America Cash Cash U.S. Dollars-BNY Mellon-OnHand 0.00 USDJun 30 2014 1-67 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 29698823.5700 0.587700 29698823.5700 29698823.5700 14846942.2300 17369256.7000 0 0.0000 2522314.4700 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 2014-06-30 00:00:00.000
477 United States of America Cash Cash U.S. Dollars-Merrill Lynch-OnHand 0.00 USDJun 30 2014 1-68 NULL 1 Merrill Lynch 1.0000 USD 0.5848 1.0000 12979339.4300 0.587700 12979339.4300 12979339.4300 8878398.2300 7590922.8300 0 0.0000 -1287475.4000 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 2014-06-30 00:00:00.000
478 United States of America Future-Bond Futures US 5YR NOTE (CBT) Sep14 0.00 FVU4 NULL Merrill Lynch 119.4609 USD 0.5848 119.3906 -4508.0000 0.587700 0.0000 -1357641.9300 0.0000 -794012.3100 0 -794012.3100 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
479 United States of America Future-Bond Futures US 2YR NOTE (CBT) Sep14 0.00 TUU4 NULL Merrill Lynch 109.7969 USD 0.5848 109.7813 -6691.0000 0.587700 0.0000 627281.2500 0.0000 366863.3200 0 366863.3200 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
480 United States of America Future-Bond Futures US 10YR NOTE (CBT)Sep14 0.00 TYU4 NULL Merrill Lynch 125.1719 USD 0.5848 125.0938 -5630.0000 0.587700 0.0000 1687.4800 0.0000 986.9200 0 986.9200 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
481 United States of America IFS Swap 142750-Infl Swap: Flo/Fix: P41200000USD IrregularSpd 0% R41200000USD Irregular@2.455% (02/04/14-02/04/24) 0 IGNIS 123659USD NULL 1.80E+12 BNY Mellon 98.6263 USD 0.5848 98.6159 41200000.0000 0.587700 41200000.0000 40634041.8700 24712833.2800 24381834.5800 0 -330998.7000 0.0000 U.S. Dollars Inflation Swap US United States of America 142750-Infl Swap: Flo/Fix: P41200000USD IrregularSpd 0% R41200000USD Irregular@2.455% (02/04/14-02/04/24) IL30 IL30 2014-06-30 00:00:00.000
482 United States of America IFS Swap 143262-Infl Swap: Flo/Fix: P68300000USD Irregular@0% R68300000USD Irregular 2.455% (03/04/14-07/04/24) 0 IGNIS 123851USD NULL 1.80E+12 BNY Mellon 98.6036 USD 0.5848 98.5925 68300000.0000 0.587700 68300000.0000 67346243.9800 41176825.2200 40619024.2300 0 -557800.9900 0.0000 U.S. Dollars Inflation Swap US United States of America 143262-Infl Swap: Flo/Fix: P68300000USD Irregular@0% R68300000USD Irregular 2.455% (03/04/14-07/04/24) IL30 IL30 2014-06-30 00:00:00.000
483 United States of America IFS Swap 145276-Infl Swap: Fix/Flo: P4000000USD Irregular@2.1025% R4000000USD IrregularSpd 0% (23/04/14-23/04/19) 0 IGNIS 124719USD NULL 1.80E+12 BNY Mellon 98.6963 USD 0.5848 98.7262 -82000000.0000 0.587700 -82000000.0000 -80930942.2200 -48783389.8500 -48158155.0100 0 625234.8300 0.0000 U.S. Dollars Inflation Swap US United States of America 145276-Infl Swap: Fix/Flo: P4000000USD Irregular@2.1025% R4000000USD IrregularSpd 0% (23/04/14-23/04/19) IL30 IL30 2014-06-30 00:00:00.000
484 United States of America IFS Swap 145637-Infl Swap: Flo/Fix: P84390000USD IrregularSpd 0% R84390000USD Irregular@2.8025% (25/04/19-25/04/24) 0 IGNIS 124914USD NULL LD141693583519 BNY Mellon 99.8283 USD 0.5848 99.7906 84390000.0000 0.587700 84390000.0000 84245115.2100 50298009.3000 50213273.9200 0 -84735.3800 0.0000 U.S. Dollars Inflation Swap US United States of America 145637-Infl Swap: Flo/Fix: P84390000USD IrregularSpd 0% R84390000USD Irregular@2.8025% (25/04/19-25/04/24) IL30 IL30 2014-06-30 00:00:00.000
485 United States of America IFS Swap 148470-Infl Swap: Flo/Fix: P179800000USD IrregularSpd 0% R179800000USD Irregular@2.4825% (20/05/14-20/05/24) 0 IGNIS 126438USD NULL ER56K BNY Mellon 98.8865 USD 0.5848 98.8703 179800000.0000 0.587700 179800000.0000 177798005.0000 106836210.2000 105665350.2000 0 -1170859.9900 0.0000 U.S. Dollars Inflation Swap US United States of America 148470-Infl Swap: Flo/Fix: P179800000USD IrregularSpd 0% R179800000USD Irregular@2.4825% (20/05/14-20/05/24) IL30 IL30 2014-06-30 00:00:00.000
486 United States of America IFS Swap 149774-Infl Swap: Flo/Fix: P80200000USD IrregularSpd 0% R80200000USD Irregular@2.445% (22/05/14-22/05/24) 0 IGNIS 126629USD NULL LTAA1129958013 BNY Mellon 98.5329 USD 0.5848 98.5168 80200000.0000 0.587700 80200000.0000 79023353.5200 47600676.6200 46912518.9000 0 -688157.7300 0.0000 U.S. Dollars Inflation Swap US United States of America 149774-Infl Swap: Flo/Fix: P80200000USD IrregularSpd 0% R80200000USD Irregular@2.445% (22/05/14-22/05/24) IL30 IL30 2014-06-30 00:00:00.000
487 United States of America IFS Swap 149927-Infl Swap: Flo/Fix: P160440000USD IrregularSpd 0% R160440000USD Irregular@2.46% (23/05/14-23/05/24) 0 IGNIS 126703USD NULL LTAA1129968502 BNY Mellon 98.6786 USD 0.5848 98.6623 160400000.0000 0.587700 160400000.0000 158280550.1000 95034956.7500 93795403.6400 0 -1239553.1000 0.0000 U.S. Dollars Inflation Swap US United States of America 149927-Infl Swap: Flo/Fix: P160440000USD IrregularSpd 0% R160440000USD Irregular@2.46% (23/05/14-23/05/24) IL30 IL30 2014-06-30 00:00:00.000
488 United States of America IFS Swap 150313-Infl Swap: Flo/Fix: P89900000USD IrregularSpd 0% R89900000USD Irregular@2.465% (27/05/14-27/05/24) 0 IGNIS 126782USDMaster NULL ER58U BNY Mellon 98.7184 USD 0.5848 98.7014 89900000.0000 0.587700 89900000.0000 88747803.4600 53319889.6800 52646031.4200 0 -673858.2600 0.0000 U.S. Dollars Inflation Swap US United States of America 150313-Infl Swap: Flo/Fix: P89900000USD IrregularSpd 0% R89900000USD Irregular@2.465% (27/05/14-27/05/24) IL30 IL30 2014-06-30 00:00:00.000
489 United States of America IFS Swap 152717-Infl Swap: Fix/Flo: P121000000USD Irregular@2.195% R121000000USD IrregularSpd 0% (09/06/14-09/06/19) 0 IGNIS 127602USD NULL LTAA1130084362 BNY Mellon 99.2263 USD 0.5848 99.2549 -121000000.0000 0.587700 -121000000.0000 -120063865.0000 -72062414.3900 -71514918.9800 0 547495.4200 0.0000 U.S. Dollars Inflation Swap US United States of America 152717-Infl Swap: Fix/Flo: P121000000USD Irregular@2.195% R121000000USD IrregularSpd 0% (09/06/14-09/06/19) IL30 IL30 2014-06-30 00:00:00.000
490 United States of America IFS Swap 152739-Infl Swap: Flo/Fix: P121000000USD IrregularSpd 0% R121000000USD Irregular@2.48% (09/06/14-09/06/24) 0 IGNIS 127603USD NULL LTAA1130084313 BNY Mellon 98.8533 USD 0.5848 98.8348 121000000.0000 0.587700 121000000.0000 119612539.8000 72062414.3900 71250962.9500 0 -811451.4400 0.0000 U.S. Dollars Inflation Swap US United States of America 152739-Infl Swap: Flo/Fix: P121000000USD IrregularSpd 0% R121000000USD Irregular@2.48% (09/06/14-09/06/24) IL30 IL30 2014-06-30 00:00:00.000
491 United States of America IFS Swap 153033-Infl Swap: Flo/Fix: P160970000USD IrregularSpd 0% R160970000USD Irregular@2.505% (10/06/14-10/06/24) 0 IGNIS 127705USD NULL LTAA1130108411 BNY Mellon 99.1034 USD 0.5848 99.0846 160970000.0000 0.587700 160970000.0000 159526779.6000 95881109.0900 95037046.5400 0 -844062.5600 0.0000 U.S. Dollars Inflation Swap US United States of America 153033-Infl Swap: Flo/Fix: P160970000USD IrregularSpd 0% R160970000USD Irregular@2.505% (10/06/14-10/06/24) IL30 IL30 2014-06-30 00:00:00.000
492 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 2.895% VS USCPI ACT/365 03/16/22 0 70507IL01IRSUSD NULL D021600092615 BNY Mellon 101.3742 USD 0.5848 101.3235 70000000.0000 0.587700 70000000.0000 70961973.0100 43862385.0000 44424991.6700 0 562606.6700 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.895% VS USCPI ACT/365 03/16/22 IL30 IL30 2014-06-30 00:00:00.000
493 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 2.92% VS USCPI ACT/365 03/16/22 2.92 71688IL01IRSUSD NULL D021600120525 BNY Mellon 101.4876 USD 0.5848 101.4349 75000000.0000 0.587700 75000000.0000 76115724.2200 47816362.5000 48468890.0400 0 652527.5400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.92% VS USCPI ACT/365 03/16/22 IL30 IL30 2014-06-30 00:00:00.000
494 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 3.0175% VS 3MONTH CPURNSA INDEX ACT/365 03/23/22 0 72183IL01IRSUSD NULL D021600133190 BNY Mellon 101.7049 USD 0.5848 101.6449 50000000.0000 0.587700 50000000.0000 50852473.6700 31551675.0000 32050241.3500 0 498566.3400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 3.0175% VS 3MONTH CPURNSA INDEX ACT/365 03/23/22 IL30 IL30 2014-06-30 00:00:00.000
495 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 4.676% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 20Aug33 4.68 107171IL01IRSUSD NULL LD031692973807 BNY Mellon 104.1815 USD 0.5848 103.9800 250000000.0000 0.587700 250000000.0000 260453845.0000 160117846.7000 166231742.7000 0 6113895.9600 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 4.676% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 20Aug33 IL30 IL30 2014-06-30 00:00:00.000
496 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 4.595% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 30Aug33 4.6 107741IL01IRSUSD NULL 6.80E+12 BNY Mellon 103.6719 USD 0.5848 103.4705 160000000.0000 0.587700 160000000.0000 165875044.0000 102986611.7000 106422611.4000 0 3435999.6500 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 4.595% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 30Aug33 IL30 IL30 2014-06-30 00:00:00.000
497 United States of America IRS Swap IRS: Fix/Flo: USD FIXED 2.4525% SEMI-ANNUAL VS 3MONTH BBILLS ACT/365 03/22/22 2.45 72114IL01IRSUSD NULL 174017914 BNY Mellon 101.0984 USD 0.5848 101.0406 -47000000.0000 0.587700 -47000000.0000 -47516239.0000 -29731777.0000 -30033697.6300 0 -301920.6400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.4525% SEMI-ANNUAL VS 3MONTH BBILLS ACT/365 03/22/22 IL30 IL30 2014-06-30 00:00:00.000
498 United States of America IRS Swap IRS: Fix/Flo: USD FIXED 3.70875% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 21Mar43 3.71 97031IL01IRSUSD NULL LTAA1126896228 BNY Mellon 98.8131 USD 0.5848 98.5740 75000000.0000 0.587700 75000000.0000 74109799.0000 49614659.4800 49094028.4300 0 -520631.0500 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 3.70875% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 21Mar43 IL30 IL30 2014-06-30 00:00:00.000
499 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 3.7325% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 22Mar43 3.73 97125IL01IRSUSD NULL LTAA1126905289 BNY Mellon 98.9859 USD 0.5848 98.7461 50000000.0000 0.587700 50000000.0000 49492965.0000 33041467.0400 32744929.3300 0 -296537.7000 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 3.7325% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 22Mar43 IL30 IL30 2014-06-30 00:00:00.000
500 United States of America IRS Swap IRS: Flo/Fix: USD Fixed 2.76% 30/360 VS 3M US LIBOR ACT/360 12Nov23 2.76 IGNIS 113482 NULL LD131693152077 BNY Mellon 101.8589 USD 0.5848 101.7868 -300000000.0000 0.587700 -300000000.0000 -305576760.0000 -186968308.9000 -190229858.1000 0 -3261549.2600 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD Fixed 2.76% 30/360 VS 3M US LIBOR ACT/360 12Nov23 IL30 IL30 2014-06-30 00:00:00.000
501 United States of America IRS Swap IRS: Flo/Fix: USD Fixed 2.7375% 30/360 VS 3M US LIBOR ACT/360 12Nov23 2.74 IGNIS 113483 NULL LD131693152213 BNY Mellon 101.6671 USD 0.5848 101.5949 -300000000.0000 0.587700 -300000000.0000 -305001360.0000 -186968308.9000 -189893337.4000 0 -2925028.5100 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD Fixed 2.7375% 30/360 VS 3M US LIBOR ACT/360 12Nov23 IL30 IL30 2014-06-30 00:00:00.000
502 United States of America IRS Swap IRS: Fix/Flo: USD Fixed 2.0559% 30/360 VS LIBOR 3MONTH ACT/360 31Aug20 2.06 IGNIS 114206USD NULL LD131693167129 BNY Mellon 100.3634 USD 0.5848 100.3174 -557150000.0000 0.587700 -557150000.0000 -559174460.2000 -345991430.2000 -347175428.9000 0 -1183998.7400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD Fixed 2.0559% 30/360 VS LIBOR 3MONTH ACT/360 31Aug20 IL30 IL30 2014-06-30 00:00:00.000
503 United States of America IRS Swap 148209-IRS: Fix/Flo: P160100000USD Semi-annual@1.65625% R160100000USD QuarterlySpd 0% (19/05/14-19/05/19) 1.66 IGNIS 126272USD NULL 6.80E+12 BNY Mellon 99.9997 USD 0.5848 99.9396 -160100000.0000 0.587700 -160100000.0000 -160099471.7000 -95320314.3600 -95320005.3700 0 308.9900 0.0000 U.S. Dollars Interest Rate Swap US United States of America 148209-IRS: Fix/Flo: P160100000USD Semi-annual@1.65625% R160100000USD QuarterlySpd 0% (19/05/14-19/05/19) IL30 IL30 2014-06-30 00:00:00.000
504 United States of America IRS Swap 152769-IRS: Fix/Flo: P200000000USD Semi-annual@3.7525% R200000000USD QuarterlySpd 0% (10/06/19-10/06/24) 3.75 IGNIS 127611USD NULL LTAA1127385867 BNY Mellon 100.2628 USD 0.5848 100.2522 -200000000.0000 0.587700 -200000000.0000 -200525640.0000 -119111428.7000 -119418847.5000 0 -307418.7800 0.0000 U.S. Dollars Interest Rate Swap US United States of America 152769-IRS: Fix/Flo: P200000000USD Semi-annual@3.7525% R200000000USD QuarterlySpd 0% (10/06/19-10/06/24) IL30 IL30 2014-06-30 00:00:00.000
505 United States of America IRS Swap 153535-IRS: Flo/Fix: P56400000USD QuarterlySpd 0% R56400000USD Semi-annual@3.94125% (11/06/29-11/06/44) 3.94 IGNIS 127787USD NULL LTAA1130110946 BNY Mellon 100.8166 USD 0.5848 100.5522 56400000.0000 0.587700 56400000.0000 56860562.4000 33583422.6500 33852781.0200 0 269358.3700 0.0000 U.S. Dollars Interest Rate Swap US United States of America 153535-IRS: Flo/Fix: P56400000USD QuarterlySpd 0% R56400000USD Semi-annual@3.94125% (11/06/29-11/06/44) IL30 IL30 2014-06-30 00:00:00.000
506 United States of America IRS Swap 154749-IRS: Fix/Flo: P904240000USD Semi-annual@1.0275% R904240000USD QuarterlySpd 0% (16/06/14-16/06/17) 1.03 IGNIS 128089USD NULL IRS1001388_B000 BNY Mellon 100.1790 USD 0.5848 100.1298 -904240000.0000 0.587700 -904240000.0000 -905858227.9000 -533144659.7000 -534091074.8000 0 -946415.1200 0.0000 U.S. Dollars Interest Rate Swap US United States of America 154749-IRS: Fix/Flo: P904240000USD Semi-annual@1.0275% R904240000USD QuarterlySpd 0% (16/06/14-16/06/17) IL30 IL30 2014-06-30 00:00:00.000
507 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.15 IGNIS 127570 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -17164221.5700 0.587700 -17164221.5700 -17164221.5700 -10222274.7700 -10038437.0400 -920.19 0.0000 183837.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
508 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127571 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53836764.7100 0.587700 -53836764.7100 -53836764.7100 -32062869.8200 -31486250.0900 -2886.24 0.0000 576619.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
509 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127572 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -7537147.0600 0.587700 -7537147.0600 -7537147.0600 -4488801.7700 -4408075.0100 -404.07 0.0000 80726.7600 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
510 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127761 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
511 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127762 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
512 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127763 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
513 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127764 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
514 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127765 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
515 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127766 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
516 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127767 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
517 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127768 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -27331627.4700 0.587700 -27331627.4700 -27331627.4700 -16274638.2500 -15984810.0500 -2051.38 0.0000 289828.2000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
518 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.22 IGNIS 127770 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -51527183.8200 0.587700 -51527183.8200 -51527183.8200 -30681900.5700 -30135499.5000 -3867.39 0.0000 546401.0700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
519 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.22 IGNIS 127771 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -35038485.0000 0.587700 -35038485.0000 -35038485.0000 -20863692.3900 -20492139.6600 -2629.82 0.0000 371552.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
520 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.22 IGNIS 127772 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -58711680.3900 0.587700 -58711680.3900 -58711680.3900 -34959914.4900 -34337328.0600 -4406.62 0.0000 622586.4300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
521 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.22 IGNIS 127773 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -39923942.6700 0.587700 -39923942.6700 -39923942.6700 -23772741.8500 -23349383.0900 -2996.5 0.0000 423358.7600 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
522 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127802 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54915000.0000 0.587700 -54915000.0000 -54915000.0000 -32699178.2800 -32116852.3600 -2810.22 0.0000 582325.9200 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
523 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127803 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -8786400.0000 0.587700 -8786400.0000 -8786400.0000 -5231868.5200 -5138696.3800 -449.64 0.0000 93172.1400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
524 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.15 IGNIS 127835 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -10546800.0000 0.587700 -10546800.0000 -10546800.0000 -6292276.9400 -6168260.3700 -488.32 0.0000 124016.5700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
525 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.15 IGNIS 127836 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -9254080.0000 0.587700 -9254080.0000 -9254080.0000 -5521033.3200 -5412217.4500 -428.47 0.0000 108815.8700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
526 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128069 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54376960.7800 0.587700 -54376960.7800 -54376960.7800 -32285563.7700 -31802181.9300 -2915.2 0.0000 483381.8400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
527 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128070 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54376960.7800 0.587700 -54376960.7800 -54376960.7800 -32285563.7700 -31802181.9300 -2915.2 0.0000 483381.8400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
528 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128071 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -5437696.0800 0.587700 -5437696.0800 -5437696.0800 -3228556.3800 -3180218.1900 -291.52 0.0000 48338.1900 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
529 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128072 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
530 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128073 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
531 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128074 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
532 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128075 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
533 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128076 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
534 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128077 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
535 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128078 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -39784898.8200 0.587700 -39784898.8200 -39784898.8200 -23621730.0400 -23268063.7600 -2132.91 0.0000 353666.2800 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
536 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 9SEP19-9SEP24 4.665 0.00 108158 NULL SWOPT031693018655 BNY Mellon 0.0002 USD 0.5848 0.0001 -500000000.0000 0.587700 -9025000.0000 -1096.0000 -5789152.9600 -640.9900 0 5277599.7900 510912.1800 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 1Y5Y5Y 9SEP19-9SEP24 4.665 IL30 IL30 2014-06-30 00:00:00.000
537 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 10SEP19-10SEP24 4.643 0.00 108237 NULL LTAA1127973878 BNY Mellon 0.0002 USD 0.5848 0.0001 -750000000.0000 0.587700 -13350000.0000 -1865.0000 -8541813.3000 -1090.7400 0 7806611.6900 734110.8700 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 1Y5Y5Y 10SEP19-10SEP24 4.643 IL30 IL30 2014-06-30 00:00:00.000
538 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 17SEP19-17SEP24 4.615 0.00 108720 NULL LTAA1128022942 BNY Mellon 0.0006 USD 0.5848 0.0005 -250000000.0000 0.587700 -4500000.0000 -1606.0000 -2836253.6200 -939.2600 0 2630870.5400 204443.8200 U.S. Dollars Swaption - Interest Rate US United States of America IL30 IL30 2014-06-30 00:00:00.000
539 United States of America Swaption - Interest Rate Option USDSWN 18M5Y5Y 26MAR20-26MAR25 4.49 0.00 109453 NULL LTAA1128095736 BNY Mellon 0.2072 USD 0.5848 0.2192 -750000000.0000 0.587700 -16162500.0000 -1553734.0000 -10111357.8800 -908696.0800 0 8543887.4800 658774.3200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 18M5Y5Y 26MAR20-26MAR25 4.49 IL30 IL30 2014-06-30 00:00:00.000
540 United States of America Swaption - Interest Rate Option USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 0.00 110105 NULL SWOPT031693081560 BNY Mellon 1.5758 USD 0.5848 1.5577 -750000000.0000 0.587700 -11737500.0000 -11818492.0000 -7258588.1700 -6912005.1500 0 -47367.9000 393950.9200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 IL30 IL30 2014-06-30 00:00:00.000
541 United States of America Swaption - Interest Rate Option USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 2 0.00 110106 NULL SWOPT031693081564 BNY Mellon 1.5758 USD 0.5848 1.5577 -750000000.0000 0.587700 -11737500.0000 -11818492.0000 -7258588.1700 -6912005.1500 0 -47367.9000 393950.9200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 2 IL30 IL30 2014-06-30 00:00:00.000
542 United States of America Swaption - Interest Rate Option USDSWN 3Y4Y PAYER 09FEB15-09FEB19 2.392 0.00 69255 NULL 469847063 BNY Mellon 0.2353 USD 0.5848 0.2545 253500000.0000 0.587700 5741775.0000 596362.0000 3624265.3500 348780.3000 0 -3009277.4200 -266207.6300 U.S. Dollars Swaption - Interest Rate US United States of America IL30 IL30 2014-06-30 00:00:00.000
543 United States of America Swaption - Interest Rate Option Swaption: European USD .73% 10-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON 0.00 IGNIS SWPT124371USD NULL LTAA1129666909 BNY Mellon 0.1391 USD 0.5848 0.1438 9811000000.0000 0.587700 20508099.9800 13648082.1000 12218456.5300 7982034.7400 0 -4012058.3000 -224363.4900 U.S. Dollars Swaption - Interest Rate US United States of America Swaption: European USD .73% 10-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
544 United States of America Swaption - Interest Rate Option Swaption: European USD .735% 10-APR-2015 LIBOR 3MONTH 0bps ROYAL BANK OF SCOTLAND 0.00 IGNIS SWPT124374USD NULL SWOPT141693563869 BNY Mellon 0.1374 USD 0.5848 0.1419 4905000000.0000 0.587700 9996500.0000 6737998.5000 5955870.3100 3940695.6700 0 -1905723.6000 -109451.0400 U.S. Dollars Swaption - Interest Rate US United States of America Swaption: European USD .735% 10-APR-2015 LIBOR 3MONTH 0bps ROYAL BANK OF SCOTLAND IL30 IL30 2014-06-30 00:00:00.000
545 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 187000000 USD .82% 23-APR-2015 L 0.00 IGNIS SWPT124877USD NULL LTAA1129742134 BNY Mellon 0.1286 USD 0.5848 0.1325 9813000000.0000 0.587700 21620974.9700 12618536.7000 12880569.0100 7379908.5800 0 -5265045.6300 -235614.8000 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 187000000 USD .82% 23-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
546 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 4689000000 USD .82875% 28-APR-20 0.00 IGNIS SWPT125167USD NULL SA82K BNY Mellon 0.1329 USD 0.5848 0.1369 4910000000.0000 0.587700 10825024.9900 6526372.0000 6437963.2100 3816926.6300 0 -2514052.6900 -106983.8900 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 4689000000 USD .82875% 28-APR-2015 LIBOR 3MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
547 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 300000000 USD 2.613% 03-JUN-2016 0.00 IGNIS SWPT127455USD NULL LTAA1130061659 BNY Mellon 0.5352 USD 0.5848 0.5446 -7057000000.0000 0.587700 -39348200.0000 -37769769.7000 -23493817.3300 -22089522.2900 0 923139.6300 481155.4100 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 300000000 USD 2.613% 03-JUN-2016 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
548 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 2Y2Y 10FEB16-10FEB18 1.44 0.00 IGNIS SWPTSWAPTION_119994USD NULL LTAA1129224967 BNY Mellon 0.3747 USD 0.5848 0.3691 -5877900000.0000 0.587700 -28159462.5000 -22024317.7600 -17150091.5500 -12880847.8900 0 3588118.6900 681124.9700 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 2Y2Y 10FEB16-10FEB18 1.44 IL30 IL30 2014-06-30 00:00:00.000
549 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y2Y1Y 20FEB15 24FEB17-18 2.325 0.00 IGNIS SWPTSWAPTION_120731USD NULL LTAA1129338671 BNY Mellon 0.2810 USD 0.5848 0.2817 -9812700000.0000 0.587700 -28879537.5000 -27570743.1900 -17320476.2700 -16124656.0800 0 765443.9300 430376.2600 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y2Y1Y 20FEB15 24FEB17-18 2.325 IL30 IL30 2014-06-30 00:00:00.000
550 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 0.00 IGNIS SWPTSWAPTION_123409USD NULL 7.06E+11 BNY Mellon 2.2256 USD 0.5848 2.2215 245600000.0000 0.587700 3328225.0000 5465975.3600 2006860.2900 3196757.2300 0 1250256.0900 -60359.1500 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 IL30 IL30 2014-06-30 00:00:00.000
551 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 P 0.00 IGNIS SWPTSWAPTION_123413USD NULL 7.06E+11 BNY Mellon 0.4748 USD 0.5848 0.5022 245600000.0000 0.587700 3328225.0000 1166084.2400 2006860.2900 681980.4300 0 -1264520.7200 -60359.1400 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 P IL30 IL30 2014-06-30 00:00:00.000
552 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 1.375 15/07/2018 1.38 912828JE1 NULL BNY Mellon 109.3281 USD 0.5848 109.3125 102012256.0000 0.587700 110819806.4000 111528061.3000 65998410.3500 65226810.1100 378446.88 358290.3400 -1185820.7300 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
553 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.5 15/04/2015 0.5 912828MY3 NULL BNY Mellon 101.4961 USD 0.5848 101.5117 132134664.0000 0.587700 133133656.4000 134111530.7000 82417900.6100 78434675.9700 81290.23 204281.8900 -4555131.1600 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
554 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2016 0.13 912828QD5 NULL BNY Mellon 102.6836 USD 0.5848 102.7109 485272230.4000 0.587700 493286479.1000 498294996.0000 302626179.9000 291426146.1000 74635.75 110484.4800 -14129247.9600 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
555 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2017 0.13 912828SQ4 NULL BNY Mellon 103.4961 USD 0.5848 103.4961 392412400.0000 0.587700 403669986.9000 406131529.9000 240408544.4000 237524654.1000 60353.79 1081630.3800 -4323515.4900 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
556 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2018 0.13 912828UX6 NULL BNY Mellon 103.3516 USD 0.5848 103.3398 95162688.0000 0.587700 97654842.8200 98352113.0800 58158054.4600 57520901.2900 14636.2 310785.4900 -1044949.3100 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
557 Australia Cash Cash Australian dollar-BNY Mellon-OnHand 0.00 AUDJun 30 2014 1-69 NULL 1 BNY Mellon 1.0000 AUD 0.5520 1.0000 31266690.0300 0.553400 31266690.0300 31266690.0300 17432864.8600 17259446.9600 0 0.0000 -173417.9000 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
558 Australia Cash Cash Australian dollar-BNY Mellon-Receivable 0.00 AUDJun 30 2014 1-70 NULL 1 BNY Mellon 1.0000 AUD 0.5520 1.0000 155.8600 0.553400 155.8600 155.8600 86.0400 86.0400 0 0.0000 0.0000 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
559 Australia Cash Cash Australian dollar-Merrill Lynch-OnHand 0.00 AUDJun 30 2014 1-71 NULL 1 Merrill Lynch 1.0000 AUD 0.5520 1.0000 27.2500 0.553400 27.2500 27.2500 -805350.3800 15.0400 0 0.0000 805365.4200 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
560 Australia IRS Swap 140876-IRS: Fix/Flo: P233350000AUD QuarterlySpd 0% R233350000AUD 4.15% 4.15 IGNIS 122840AUD NULL LTAA1276692793 BNY Mellon 100.6765 AUD 0.5520 100.6061 -245600000.0000 0.553400 -245600000.0000 -247261385.8000 -135359698.5000 -136276795.9000 0 -917097.3800 0.0000 Australian dollar Interest Rate Swap AU Australia 140876-IRS: Fix/Flo: P233350000AUD QuarterlySpd 0% R233350000AUD 4.15% IL30 IL30 2014-06-30 00:00:00.000
561 Australia IRS Swap 142296-IRS: Fix/Flo: P466800000AUD ACT/365 BBILLS 3M 4.14% 4.14 IGNIS 123434AUD NULL LTAA1129532780 BNY Mellon 100.6674 AUD 0.5520 100.5971 -491200000.0000 0.553400 -491200000.0000 -494478268.8000 -273619906.1000 -275429535.0000 0 -1809628.9100 0.0000 Australian dollar Interest Rate Swap AU Australia 142296-IRS: Fix/Flo: P466800000AUD ACT/365 BBILLS 3M 4.14% IL30 IL30 2014-06-30 00:00:00.000
562 Australia Swaption - Interest Rate Option SWAPTION AUDIRS 3M3M 3Y1Y 21MAR17 21MAR18 4.15 0.00 IGNIS SWPTSWAPTION_122855AUD NULL LTAA1276692781 BNY Mellon -0.3747 AUD 0.5520 -0.3545 -491200000.0000 0.553400 0.0000 1840282.8500 0.0000 1015849.9100 0 1015849.9100 0.0000 Australian dollar Swaption - Interest Rate AU Australia SWAPTION AUDIRS 3M3M 3Y1Y 21MAR17 21MAR18 4.15 IL30 IL30 2014-06-30 00:00:00.000
563 Australia Swaption - Interest Rate Option SWAPTION AUDIRS 3M3M 3Y1Y 28MAR17 28MAR18 4.14 0.00 IGNIS SWPTSWAPTION_123432AUD NULL LTAA1129532739 BNY Mellon -0.3687 AUD 0.5520 -0.3480 -982400000.0000 0.553400 0.0000 3622392.1000 0.0000 1999587.5600 0 1999587.5500 0.0100 Australian dollar Swaption - Interest Rate AU Australia SWAPTION AUDIRS 3M3M 3Y1Y 28MAR17 28MAR18 4.14 IL30 IL30 2014-06-30 00:00:00.000
564 Canada Cash Cash Canadian dollar-BNY Mellon-OnHand 0.00 CADJun 30 2014 1-72 NULL 1 BNY Mellon 1.0000 CAD 0.5491 1.0000 98.4500 0.550300 98.4500 98.4500 -169778.2100 54.0600 0 0.0000 169832.2700 Canadian dollar Cash and Equivalents CA Canada cad IL30 IL30 2014-06-30 00:00:00.000
565 European Union Cash Cash Euro-BNY Mellon-CapitalPayable 0.00 EURJun 30 2014 1-73 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 -8842356.9500 0.801600 -8842356.9500 -8842356.9500 -7080169.1000 -7080453.2600 0 0.0000 -284.1600 Euro Cash and Equivalents EU European Union IL30 IL30 I EUR Hedged (New) 2014-06-30 00:00:00.000
566 European Union Cash Cash Euro-BNY Mellon-CapitalReceivable 0.00 EURJun 30 2014 1-74 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 29664858.0700 0.801600 29664858.0700 29664858.0700 23768347.3600 23753920.1900 0 0.0000 -14427.1700 Euro Cash and Equivalents EU European Union IL30 IL30 A EUR DIST HEDGED 2014-06-30 00:00:00.000
567 European Union Cash Cash Euro-BNY Mellon-OnHand 0.00 EURJun 30 2014 1-75 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 20985774.8000 0.801600 20985774.8000 20985774.8000 64609574.0400 16804207.1400 0 0.0000 -47805366.9000 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
568 European Union Cash Cash Euro-BNY Mellon-Receivable 0.00 EURJun 30 2014 1-76 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 50400205.0000 0.801600 50400205.0000 50400205.0000 40399198.0300 40357599.0100 0 0.0000 -41599.0200 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
569 European Union Cash Cash Euro-Merrill Lynch-OnHand 0.00 EURJun 30 2014 1-77 NULL 1 Merrill Lynch 1.0000 EUR 0.8007 1.0000 15452344.6200 0.801600 15452344.6200 15452344.6200 12901761.4800 12373353.0300 0 0.0000 -528408.4500 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
570 European Union Corporate Bond Debt Instruments IGNIS EUR COLLATERAL Credit Suisse 0 CS COLLATERAL EUR NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 12720000.0000 0.801600 12720000.0000 12720000.0000 10192597.1500 10185447.8400 0 0.0000 -7149.3100 Euro Corporate Bond EU European Union IL30 IL30 2014-06-30 00:00:00.000
571 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 5y 5y 2.67% ANNUAL VS French CPIxt ACT/365 16Oct22 0 86295IL01IRSEUR NULL D020589216726 BNY Mellon 102.9735 EUR 0.8007 102.9343 65000000.0000 0.801600 65000000.0000 66932744.1300 52449812.9700 53997443.8300 0 1547630.8600 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 5y 5y 2.67% ANNUAL VS French CPIxt ACT/365 16Oct22 IL30 IL30 2014-06-30 00:00:00.000
572 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 1.995% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC17 0 90846IL01IRSEUR NULL LTAA1126419256 BNY Mellon 105.8656 EUR 0.8007 105.7797 -50000000.0000 0.801600 -50000000.0000 -52932821.8200 -40702930.4100 -43051366.2400 0 -2348435.8300 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 1.995% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC17 IL30 IL30 2014-06-30 00:00:00.000
573 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 2.2795% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC22 0 90847IL01IRSEUR NULL LTAA1126419291 BNY Mellon 108.4333 EUR 0.8007 108.4017 50000000.0000 0.801600 50000000.0000 54216633.4800 40702930.4100 44079369.1200 0 3376438.7100 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 2.2795% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC22 IL30 IL30 2014-06-30 00:00:00.000
574 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 2.59% 30/360 VS FLOATING FRCPI Index ACT/360 17Jan23 0 92131IL01IRSEUR NULL D030590401976 BNY Mellon 102.5619 EUR 0.8007 102.5324 100000000.0000 0.801600 100000000.0000 102561929.6000 82958359.2300 85009805.8200 0 2051446.5900 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 2.59% 30/360 VS FLOATING FRCPI Index ACT/360 17Jan23 IL30 IL30 2014-06-30 00:00:00.000
575 European Union IFS Swap 127869-IRS: Flo/Fix: P140000000EUR IrregularSpd 0% R14000000 0 IGNIS 113817 NULL LTAA1128470144 BNY Mellon 101.8765 EUR 0.8007 101.8511 140000000.0000 0.801600 140000000.0000 142627116.8000 117366396.7000 119470041.5000 0 2103644.7700 0.0000 Euro Inflation Swap EU European Union 127869-IRS: Flo/Fix: P140000000EUR IrregularSpd 0% R140000000EUR Irregular@1.8525% (15/11/13-15/11/2 IL30 IL30 2014-06-30 00:00:00.000
576 European Union IFS Swap IFS: INF: EUR Fixed 1.955% VS FRCPXTOB Index ACT/365 15Nov23 0 IGNIS 113831 NULL D130594477751 BNY Mellon 103.1409 EUR 0.8007 103.1137 46000000.0000 0.801600 46000000.0000 47444824.2900 38563244.6300 39720177.2100 0 1156932.5900 0.0000 Euro Inflation Swap EU European Union IFS: INF: EUR Fixed 1.955% VS FRCPXTOB Index ACT/365 15Nov23 IL30 IL30 2014-06-30 00:00:00.000
577 European Union IFS Swap INF SWAP: Flo/Fix EUR Fixed 1.8475% 30/360 VS CPTFEMU ACT/360 21Nov25 0 IGNIS 114230EUR NULL LTAA1128510149 BNY Mellon 101.8141 EUR 0.8007 101.7886 120000000.0000 0.801600 120000000.0000 122176929.2000 100788672.9000 102531833.2000 0 1743160.2900 0.0000 Euro Inflation Swap EU European Union INF SWAP: Flo/Fix EUR Fixed 1.8475% 30/360 VS CPTFEMU ACT/360 21Nov25 IL30 IL30 2014-06-30 00:00:00.000
578 European Union IFS Swap 138761-IRS: Flo/Fix: P107000000EUR IrregularSpd 0% R107000000EUR 0 IGNIS 121222EUR NULL LTAA1129421803 BNY Mellon 100.4573 EUR 0.8007 100.4290 107000000.0000 0.801600 107000000.0000 107489339.9000 88156991.1800 88548826.5800 0 391835.4000 0.0000 Euro Inflation Swap EU European Union 138761-IRS: Flo/Fix: P107000000EUR IrregularSpd 0% R107000000EUR Irregular@1.78375% (05/03/14-05/03/26) IL30 IL30 2014-06-30 00:00:00.000
579 European Union IFS Swap 139863-IRS: Fix/Flo: EUR Irregular@1.04% EUR IrregularSpd 0% (13/03/14-13/03/17) 0 IGNIS 122116EUR NULL LTAA1276613411 BNY Mellon 100.5435 EUR 0.8007 100.5049 -440400000.0000 0.801600 -440400000.0000 -442793753.8000 -367271484.0000 -369188265.0000 0 -1916780.9700 0.0000 Euro Inflation Swap EU European Union 139867-IRS: Fix/Flo: EUR Irregular@1.04% EUR IrregularSpd 0% (13/03/14-13/03/17) IL30 IL30 2014-06-30 00:00:00.000
580 European Union IFS Swap 140384-IRS: Flo/Fix: P138639000EUR IrregularSpd 0% R138639000EUR Irregular@1.745% (18/03/14-18/03/26) 0 IGNIS 122589EUR NULL LTAA1276651715 BNY Mellon 99.9879 EUR 0.8007 99.9581 138639000.0000 0.801600 138639000.0000 138622206.6000 116102241.7000 116088794.5000 0 -13447.1900 0.0000 Euro Inflation Swap EU European Union 140384-IRS: Flo/Fix: P138639000EUR IrregularSpd 0% R138639000EUR Irregular@1.745% (18/03/14-18/03/26) IL30 IL30 2014-06-30 00:00:00.000
581 European Union IFS Swap 142500-Infl Swap: Flo/Fix: P10000000EUR IrregularSpd 0% R10000000EUR Irregular@1.8775% (01/04/14-03/04/29) 0 IGNIS 123576EUR NULL LTAA1129551916 BNY Mellon 99.5952 EUR 0.8007 99.5521 280000000.0000 0.801600 280000000.0000 278866500.6000 231447032.3000 230539390.8000 0 -907641.4700 0.0000 Euro Inflation Swap EU European Union 142500-Infl Swap: Flo/Fix: P10000000EUR IrregularSpd 0% R10000000EUR Irregular@1.8775% (01/04/14-03/04/29) IL30 IL30 2014-06-30 00:00:00.000
582 European Union IFS Swap 144065-Infl Swap: Flo/Fix: P104400000EUR IrregularSpd 0% R104400000EUR Irregular@1.9175% (10/04/14-10/04/29) 0 IGNIS 124074EUR NULL LTAA1129654997 BNY Mellon 100.1828 EUR 0.8007 100.1481 104400000.0000 0.801600 104400000.0000 104590795.7000 85981420.3400 86134198.6000 0 152778.2600 0.0000 Euro Inflation Swap EU European Union 144065-Infl Swap: Flo/Fix: P104400000EUR IrregularSpd 0% R104400000EUR Irregular@1.9175% (10/04/14-10/04/29) IL30 IL30 2014-06-30 00:00:00.000
583 European Union IFS Swap 152172-Infl Swap: Flo/Fix: P207300000EUR IrregularSpd 0% R207300000EUR Irregular@1.65% (05/06/14-05/06/24) 0 IGNIS 127438EUR NULL LTAA1130061707 BNY Mellon 99.7450 EUR 0.8007 99.7197 207300000.0000 0.801600 207300000.0000 206771453.3000 168679709.1000 168256479.2000 0 -423229.9100 0.0000 Euro Inflation Swap EU European Union 152172-Infl Swap: Flo/Fix: P207300000EUR IrregularSpd 0% R207300000EUR Irregular@1.65% (05/06/14-05/06/24) IL30 IL30 2014-06-30 00:00:00.000
584 European Union IFS Swap 152157-Infl Swap: Flo/Fix: P138600000EUR IrregularSpd 0% R138600000EUR Irregular@1.65% (05/06/14-05/06/29) 0 IGNIS 127439EUR NULL LTAA1130061724 BNY Mellon 99.6704 EUR 0.8007 99.6285 138600000.0000 0.801600 138600000.0000 138143243.6000 112778618.8000 112412874.4000 0 -365744.3600 0.0000 Euro Inflation Swap EU European Union 152157-Infl Swap: Flo/Fix: P138600000EUR IrregularSpd 0% R138600000EUR Irregular@1.65% (05/06/14-05/06/29) IL30 IL30 2014-06-30 00:00:00.000
585 European Union IRS Swap 130994-IRS: Fix/Flo: P170000000EUR Annual@2.067% R170000000E 2.07 IGNIS 116266EUR NULL BNY Mellon 106.3097 EUR 0.8007 106.1657 -170000000.0000 0.801600 -170000000.0000 -180726538.0000 -143395073.1000 -151984270.7000 0 -8589197.6000 0.0000 Euro Interest Rate Swap EU European Union 130994-IRS: Fix/Flo: P170000000EUR Annual@2.067% R170000000EUR Semi-annualSpd 0% (17/12/13-18/12/23) IL30 IL30 2014-06-30 00:00:00.000
586 European Union IRS Swap 158177-IRS: Fix/Flo: P2770000EUR Annual@1.496% R2770000EUR Semi-annualSpd 0% (27/06/14-27/06/24) IRS 1.5 IGNIS 128813EUR NULL 6.80E+12 BNY Mellon 100.5793 EUR 0.8007 100.4310 -80230000.0000 0.801600 -80230000.0000 -80694774.8000 -64412195.9200 -64784360.9700 0 -372165.0500 0.0000 Euro Interest Rate Swap EU European Union 158177-IRS: Fix/Flo: P2770000EUR Annual@1.496% R2770000EUR Semi-annualSpd 0% (27/06/14-27/06/24) IRS IL30 IL30 2014-06-30 00:00:00.000
587 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.22 IGNIS 126840 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -24815815.5000 0.801600 -24815815.5000 -24815815.5000 -20085906.1800 -19871084.4800 -4128.77 0.0000 214821.7000 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
588 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.23 IGNIS 127126 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -21744113.5800 0.801600 -21744113.5800 -21744113.5800 -17689170.5300 -17411441.4200 -3114.71 0.0000 277729.1100 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
589 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.16 IGNIS 127458 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -230164275.2000 0.801600 -230164275.2000 -230164275.2000 -187135982.0000 -184302375.9000 -20478.04 0.0000 2833606.1300 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
590 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.09 IGNIS 127638 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -120500000.0000 0.801600 -120500000.0000 -120500000.0000 -97894362.2100 -96489502.0000 -5065.7 0.0000 1404860.2100 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
591 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.09 IGNIS 127639 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -122374980.0000 0.801600 -122374980.0000 -122374980.0000 -99417598.4900 -97990878.6500 -5144.52 0.0000 1426719.8400 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
592 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.1 IGNIS 127834 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -190672000.0000 0.801600 -190672000.0000 -190672000.0000 -154088093.3000 -152679222.6000 -8058.07 0.0000 1408870.6900 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
593 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.02 IGNIS 128716 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -3873506.6000 0.801600 -3873506.6000 -3873506.6000 -3095639.6100 -3101682.3500 -8.62 0.0000 -6042.7400 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
594 European Union Repo MoneyMarket REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 0.02 IGNIS 128717 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -300802420.0000 0.801600 -300802420.0000 -300802420.0000 -240396101.5000 -240865358.6000 -669.07 0.0000 -469257.1000 Euro Repurchase Agreements EU European Union REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
595 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.03 IGNIS 128948 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -46997925.0000 0.801600 -46997925.0000 -46997925.0000 -37674846.9700 -37633247.9500 0 0.0000 41599.0200 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
596 European Union Repo MoneyMarket REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 0.03 IGNIS 128950 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -19831900.0000 0.801600 -19831900.0000 -19831900.0000 -15897803.9500 -15880250.2500 -13.23 0.0000 17553.7000 Euro Repurchase Agreements EU European Union REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
597 European Union Swaption - Interest Rate Option EURSWN 3Y5Y RECEIVER FEB15-FEB20 2.62 0.00 68796 NULL LTAA1124315022 BNY Mellon 8.8831 EUR 0.8007 8.7803 -63000000.0000 0.801600 -1726200.0000 -5596355.0000 -1436612.5300 -4481240.7200 0 -3098998.5800 54370.3900 Euro Swaption - Interest Rate EU European Union IL30 IL30 2014-06-30 00:00:00.000
598 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 1121700000 EUR 1.1275% 14-NOV-20 PAYER 0.00 IGNIS SWPT126240EUR NULL LTAA1129892246 BNY Mellon 0.0370 EUR 0.8007 0.0457 1173200000.0000 0.801600 2064209.5500 434553.2800 1686039.1100 347965.3900 0 -1304935.4600 -33138.2600 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 1121700000 EUR 1.1275% 14-NOV-2014 EURIBOR 3MONTH 0bps GOLDMAN SACHS LON IL30 IL30 2014-06-30 00:00:00.000
599 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 359500000 EUR 2.587% 20-NOV-2014 0.00 IGNIS SWPT126592EUR NULL EM3G4 BNY Mellon 0.5381 EUR 0.8007 0.5750 375800000.0000 0.801600 3218725.0000 2022217.3800 2614360.4500 1619275.9100 0 -958094.8100 -36989.7300 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 359500000 EUR 2.587% 20-NOV-2014 EURIBOR 6MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
600 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 359750000 EUR 2.597% 20-NOV-2014 0.00 IGNIS SWPT126849EUR NULL EM3RP BNY Mellon 0.5393 EUR 0.8007 0.5759 375980000.0000 0.801600 3234850.0000 2027810.5300 2616811.7400 1623754.5900 0 -966528.1100 -26529.0400 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 359750000 EUR 2.597% 20-NOV-2014 EURIBOR 6MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
601 Finland Corporate Bond Debt Instruments Municipality Finance PLC 1.5 15/12/2014 1.5 B79NW02 NULL BNY Mellon 100.4021 GBP 1.0000 100.4062 10000000.0000 1.000000 9990000.0000 10040210.0000 9990000.0000 10040210.0000 81369.86 41814.2300 0.0000 U.K. pound Corporate Bond FI Finland Government Sovereign Agency Sovereign_si XS0742251019 IL30 IL30 2014-06-30 00:00:00.000
602 Germany Future-Bond Futures Euro-BTP Future Sep14 0.00 IKU4 NULL Merrill Lynch 126.1800 EUR 0.8007 126.3400 -1341.0000 0.801600 0.0000 -2874639.9600 0.0000 -2301847.1200 0 -2301847.1200 0.0000 Euro Future-Bond DE Germany IL30 IL30 2014-06-30 00:00:00.000
603 Germany Future-Bond Futures Euro-OAT Future Sep14 0.00 OATU4 NULL Merrill Lynch 140.5300 EUR 0.8007 140.4500 -1411.0000 0.801600 0.0000 -3047760.0000 0.0000 -2440471.7400 0 -2440471.7400 0.0000 Euro Future-Bond DE Germany IL30 IL30 2014-06-30 00:00:00.000
604 Germany Government Debt Issue Debt Instruments Bundesrepublik Deutschland 6.5 07/04/27 6.5 5286601 NULL BNY Mellon 157.8500 EUR 0.8007 157.7040 196800000.0000 0.801600 307294969.0000 310648800.0000 248720542.2000 248749776.0000 10158911.44 3013663.1500 -2656322.0800 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
605 Germany Government Debt Issue Debt Instruments Deutsche Bundesrepublik Inflation Linked Bond 1.5 15/04/2016 1.5 B10S9K3 NULL BNY Mellon 102.9345 EUR 0.8007 102.8995 461187262.5000 0.801600 477172380.2000 474720572.2000 394511902.2000 380129058.9000 1168582.67 -2085359.2900 -12419575.8700 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
606 Germany Government Debt Issue Debt Instruments Bundesrepublik Deutschland Bundesobligation Inflation Linked Bond 0.75 15/04/2018 0.75 B4JQ9S7 NULL BNY Mellon 105.3305 EUR 0.8007 105.2685 225831518.5000 0.801600 235930195.9000 237869467.6000 196365236.6000 190472252.9000 286112.41 1497130.7700 -7445841.5000 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
607 Japan Cash Cash Japanese yen-BNY Mellon-OnHand 0.00 JPYJun 30 2014 1-78 NULL 1 BNY Mellon 1.0000 JPY 0.0058 1.0000 7251153.5700 0.005800 7251153.5700 7251153.5700 -137824.5700 41861.8400 0 0.0000 179686.4100 Japanese yen Cash and Equivalents JP Japan IL30 IL30 2014-06-30 00:00:00.000
608 Japan Cash Cash Japanese yen-BNY Mellon-Receivable 0.00 JPYJun 30 2014 1-79 NULL 1 BNY Mellon 1.0000 JPY 0.0058 1.0000 111370633.0000 0.005800 111370633.0000 111370633.0000 645627.9800 642956.8000 0 0.0000 -2671.1800 Japanese yen Cash and Equivalents JP Japan IL30 IL30 2014-06-30 00:00:00.000
609 Japan IRS Swap 144528-IRS: Flo/Fix: P182000000JPY Semi-annualSpd 0% R182000000JPY Semi-annual@2.44% (15/04/24-15/04/34) 2.44 IGNIS 124390JPY NULL 7.00E+12 BNY Mellon 100.6534 JPY 0.0058 100.7715 9024000000.0000 0.005800 9024000000.0000 9082960109.0000 53095681.2100 53436065.4000 0 340384.1900 0.0000 Japanese yen Interest Rate Swap JP Japan 144528-IRS: Flo/Fix: P182000000JPY Semi-annualSpd 0% R182000000JPY Semi-annual@2.44% (15/04/24-15/04/34) IL30 IL30 2014-06-30 00:00:00.000
610 Japan IRS Swap 144832-IRS: Flo/Fix: P8604000000JPY Semi-annualSpd 0% R8604000000JPY Semi-annual@2.4375% (16/04/24-16/04/34) 2.44 IGNIS 124471JPY NULL LTAA1129686163 BNY Mellon 100.6300 JPY 0.0058 100.7480 8604000000.0000 0.005800 8604000000.0000 8658203479.0000 50480846.3400 50793769.9100 0 312923.5700 0.0000 Japanese yen Interest Rate Swap JP Japan 144832-IRS: Flo/Fix: P8604000000JPY Semi-annualSpd 0% R8604000000JPY Semi-annual@2.4375% (16/04/24-16/04/34) IL30 IL30 2014-06-30 00:00:00.000
611 Japan IRS Swap 144835-IRS: Flo/Fix: P4345000000JPY Semi-annualSpd 0% R4345000000JPY Semi-annual@2.435% (16/04/24-16/04/34) 2.44 IGNIS 124535JPY NULL LTAA1129691031 BNY Mellon 101.1613 JPY 0.0058 101.2784 4345000000.0000 0.005800 4345000000.0000 4395456747.0000 25492710.0600 25784003.2700 0 291293.2000 0.0000 Japanese yen Interest Rate Swap JP Japan 144835-IRS: Flo/Fix: P4345000000JPY Semi-annualSpd 0% R4345000000JPY Semi-annual@2.435% (16/04/24-16/04/34) IL30 IL30 2014-06-30 00:00:00.000
612 Japan IRS Swap 144922-IRS: Flo/Fix: P201000000JPY Semi-annualSpd 0% R201000000JPY Semi-annual@2.433% (17/04/24-17/04/34) 2.43 IGNIS 124556JPY NULL 89384852 BNY Mellon 101.1418 JPY 0.0058 101.2589 10141000000.0000 0.005800 10141000000.0000 10256790952.0000 59632887.9500 60301363.8100 0 668475.8700 0.0000 Japanese yen Interest Rate Swap JP Japan 144922-IRS: Flo/Fix: P201000000JPY Semi-annualSpd 0% R201000000JPY Semi-annual@2.433% (17/04/24-17/04/34) IL30 IL30 2014-06-30 00:00:00.000
613 Japan IRS Swap 149884-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.175% (23/05/24-23/05/29) 2.17 IGNIS 126651JPY NULL LTAA1129995363 BNY Mellon 100.1650 JPY 0.0058 100.2197 16838000000.0000 0.005800 16838000000.0000 16865774281.0000 98293517.0200 98453861.4700 0 160344.4500 0.0000 Japanese yen Interest Rate Swap JP Japan 149884-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.175% (23/05/24-23/05/29) IL30 IL30 2014-06-30 00:00:00.000
614 Japan IRS Swap 149869-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.1751% (23/05/24-23/05/29) 2.18 IGNIS 126653JPY NULL 7.00E+12 BNY Mellon 100.1654 JPY 0.0058 100.2202 16838000000.0000 0.005800 16838000000.0000 16865848368.0000 98293517.0200 98454289.1900 0 160772.1700 0.0000 Japanese yen Interest Rate Swap JP Japan 149869-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.1751% (23/05/24-23/05/29) IL30 IL30 2014-06-30 00:00:00.000
615 Japan IRS Swap 150969-IRS: Flo/Fix: P17919000000JPY Semi-annualSpd 0% R17919000000JPY Semi-annual@2.15375% (30/05/24-30/05/29) 2.15 IGNIS 126946JPY NULL 7.00E+12 BNY Mellon 100.0567 JPY 0.0058 100.1113 17919000000.0000 0.005800 17919000000.0000 17929158281.0000 105410903.0000 105469548.1000 0 58645.0500 0.0000 Japanese yen Interest Rate Swap JP Japan 150969-IRS: Flo/Fix: P17919000000JPY Semi-annualSpd 0% R17919000000JPY Semi-annual@2.15375% (30/05/24-30/05/29) IL30 IL30 2014-06-30 00:00:00.000
616 New Zealand Cash Cash New Zealand dollar-BNY Mellon-OnHand 0.00 NZDJun 30 2014 1-80 NULL 1 BNY Mellon 1.0000 NZD 0.5121 1.0000 1.0000 0.515300 1.0000 1.0000 0.5100 0.5100 0 0.0000 0.0000 New Zealand dollar Cash and Equivalents NZ New Zealand IL30 IL30 2014-06-30 00:00:00.000
617 Norway Cash Cash Norwegian krone-BNY Mellon-OnHand 0.00 NOKJun 30 2014 1-81 NULL 1 BNY Mellon 1.0000 NOK 0.0953 1.0000 1.5300 0.095800 1.5300 1.5300 9950.9800 0.1500 0 0.0000 -9950.8300 Norwegian krone Cash and Equivalents NO Norway IL30 IL30 2014-06-30 00:00:00.000
618 Sweden Cash Cash Swedish krona-BNY Mellon-CapitalReceivable 0.00 SEKJun 30 2014 1-82 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 160953.0000 0.087300 160953.0000 160953.0000 14061.5100 14080.4600 0 0.0000 18.9500 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 I SEK Hedged (New) 2014-06-30 00:00:00.000
619 Sweden Cash Cash Swedish krona-BNY Mellon-OnHand 0.00 SEKJun 30 2014 1-83 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 -204.8400 0.087300 -204.8400 -204.8400 2862063.5800 -17.9300 0 0.0000 -2862081.5100 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 2014-06-30 00:00:00.000
620 Sweden Cash Cash Swedish krona-BNY Mellon-Payable 0.00 SEKJun 30 2014 1-84 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 -54.9900 0.087300 -54.9900 -54.9900 -4.8100 -4.8100 0 0.0000 0.0000 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 2014-06-30 00:00:00.000
621 Switzerland Cash Cash Swiss franc-BNY Mellon-CapitalPayable 0.00 CHFJun 30 2014 1-85 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -49234.3900 0.659700 -49234.3900 -49234.3900 -32456.0000 -32470.1900 0 0.0000 -14.1900 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 I CHF Hedged (New) 2014-06-30 00:00:00.000
622 Switzerland Cash Cash Swiss franc-BNY Mellon-CapitalReceivable 0.00 CHFJun 30 2014 1-86 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 440554.6600 0.659700 440554.6600 440554.6600 290375.9800 290546.8100 0 0.0000 170.8300 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30AAACHF 2014-06-30 00:00:00.000
623 Switzerland Cash Cash Swiss franc-BNY Mellon-OnHand 0.00 CHFJun 30 2014 1-87 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -315.6400 0.659700 -315.6400 -315.6400 7585190.1900 -208.1700 0 0.0000 -7585398.3600 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 2014-06-30 00:00:00.000
624 Switzerland Cash Cash Swiss franc-BNY Mellon-Payable 0.00 CHFJun 30 2014 1-88 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -83.2400 0.659700 -83.2400 -83.2400 -54.9000 -54.9000 0 0.0000 0.0000 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 2014-06-30 00:00:00.000
625 United Kingdom Caps/Floors Option UKRPI YOY FLOOR 11JUL11 - 11JUL41 0.00 58868 NULL LTAA1120872954 BNY Mellon 5.7867 GBP 1.0000 5.8028 -10.0000 1.000000 -1000000.0000 -578669.3700 -1000000.0000 -578669.3700 0 421330.6300 0.0000 U.K. pound Caps and Floors GB United Kingdom UK RPI All Items NSA IL30 IL30 2014-06-30 00:00:00.000
626 United Kingdom Caps/Floors Option UKRPI YoY Floor 5Oct11-5Oct41 0.00 62276 NULL LTAA1122853628 BNY Mellon 5.8560 GBP 1.0000 5.8721 -5.0000 1.000000 -594000.0000 -292798.7000 -594000.0000 -292798.7000 0 301201.3000 0.0000 U.K. pound Caps and Floors GB United Kingdom Hong Kong Hang Seng Index IL30 IL30 2014-06-30 00:00:00.000
627 United Kingdom Cash Cash U.K. pound-BNY Mellon-AccruedInterestPayable 0.00 GBPJun 30 2014 1-89 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -1169073.2700 1.000000 -1169073.2700 -1169073.2700 -1169073.2700 -1169073.2700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
628 United Kingdom Cash Cash U.K. pound-BNY Mellon-AccruedInterestReceivable 0.00 GBPJun 30 2014 1-90 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 778396.4000 1.000000 778396.4000 778396.4000 778396.4000 778396.4000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
629 United Kingdom Cash Cash U.K. pound-BNY Mellon-CapitalPayable 0.00 GBPJun 30 2014 1-91 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -2382820.3900 1.000000 -2382820.3900 -2382820.3900 -2382820.3900 -2382820.3900 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 SI GBP DIST 2014-06-30 00:00:00.000
630 United Kingdom Cash Cash U.K. pound-BNY Mellon-CapitalReceivable 0.00 GBPJun 30 2014 1-92 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 2587788.9700 1.000000 2587788.9700 2587788.9700 2587788.9700 2587788.9700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 SI GBP DIST 2014-06-30 00:00:00.000
631 United Kingdom Cash Cash U.K. pound-BNY Mellon-OnHand 0.00 GBPJun 30 2014 1-93 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 2053162.0000 1.000000 2053162.0000 2053162.0000 2053162.0000 2053162.0000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
632 United Kingdom Cash Cash U.K. pound-BNY Mellon-Payable 0.00 GBPJun 30 2014 1-94 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -186893188.3000 1.000000 -186893188.3000 -186893188.3000 -186893188.3000 -186893188.3000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
633 United Kingdom Cash Cash U.K. pound-BNY Mellon-PurchasedAI 0.00 GBPJun 30 2014 1-95 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 1169073.2700 1.000000 1169073.2700 1169073.2700 1169073.2700 1169073.2700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
634 United Kingdom Cash Cash U.K. pound-BNY Mellon-Receivable 0.00 GBPJun 30 2014 1-96 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 126095188.7000 1.000000 126095188.7000 126095188.7000 126095188.7000 126095188.7000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
635 United Kingdom Cash Cash U.K. pound-BNY Mellon-SoldAI 0.00 GBPJun 30 2014 1-97 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -778396.4000 1.000000 -778396.4000 -778396.4000 -778396.4000 -778396.4000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
636 United Kingdom Cash Cash U.K. pound-Merrill Lynch-OnHand 0.00 GBPJun 30 2014 1-98 NULL 1 Merrill Lynch 1.0000 GBP 1.0000 1.0000 1898992.7700 1.000000 1898992.7700 1898992.7700 1898992.7700 1898992.7700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
637 United Kingdom Corporate Bond Cash IGNIS GBP LIQUIDITY FUND 0 B3KQMD5 NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 327798334.8000 1.000000 327081075.7000 327798334.8000 327081075.7000 327798334.8000 0 717259.0700 0.0000 U.K. pound Corporate Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
638 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL BARCLAYS 0 BARCLAYS COLLATERAL NULL RBS BNY Mellon 100.0000 GBP 1.0000 100.0000 -1633000.0000 1.000000 -1633000.0000 -1633000.0000 -1633000.0000 -1633000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL BARCLAYS IL30 IL30 2014-06-30 00:00:00.000
639 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL CITI 0 CITI COLLATERAL REPO NULL CITI BNY Mellon 100.0000 GBP 1.0000 100.0000 -1439000.0000 1.000000 -1439000.0000 -1439000.0000 -1439000.0000 -1439000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL CITI IL30 IL30 2014-06-30 00:00:00.000
640 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL GOLDMAN SACHS 0 GS COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 17891804.0000 1.000000 17891804.0000 17891804.0000 17891804.0000 17891804.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL GOLDMAN SACHS IL30 IL30 2014-06-30 00:00:00.000
641 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL HSBC 0 HSBC COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -561000.0000 1.000000 -561000.0000 -561000.0000 -561000.0000 -561000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL HSBC IL30 IL30 2014-06-30 00:00:00.000
642 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL LLOYDS 0 LLOYDS COLLATERAL REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 2238000.0000 1.000000 2238000.0000 2238000.0000 2238000.0000 2238000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL LLOYDS IL30 IL30 2014-06-30 00:00:00.000
643 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL MS 0 MS COLLATERAL REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -8980000.0000 1.000000 -8980000.0000 -8980000.0000 -8980000.0000 -8980000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL MS IL30 IL30 2014-06-30 00:00:00.000
644 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL NOMURA GBP 0 NOMURA COLLATERAL GBP NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 33000.0000 1.000000 33000.0000 33000.0000 33000.0000 33000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL NOMURA GBP IL30 IL30 2014-06-30 00:00:00.000
645 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL RBS 0 RBS COLLATERAL NULL RBS BNY Mellon 100.0000 GBP 1.0000 100.0000 10360000.4200 1.000000 10360000.4200 10360000.4200 10360000.4200 10360000.4200 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL RBS IL30 IL30 2014-06-30 00:00:00.000
646 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL UBS 0 UBS COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 5200000.0000 1.000000 5200000.0000 5200000.0000 5200000.0000 5200000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL UBS IL30 IL30 2014-06-30 00:00:00.000
647 United Kingdom Future-Bond Futures LONG GILT FUTURE Sep14 0.00 G U4 NULL Merrill Lynch 109.9200 GBP 1.0000 110.2700 -416.0000 1.000000 0.0000 131360.0000 0.0000 131360.0000 0 131360.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
648 United Kingdom Future-Bond Futures ULTRA LONG GILT FUSep14 0.00 UGLU4 NULL Merrill Lynch 109.9400 GBP 1.0000 110.5000 -237.0000 1.000000 0.0000 -74880.0000 0.0000 -74880.0000 0 -74880.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
649 United Kingdom Future-Bond Futures SHORT GILT FUTURE Sep14 0.00 WBU4 NULL Merrill Lynch 103.5000 GBP 1.0000 103.5400 106.0000 1.000000 0.0000 -1060.0000 0.0000 -1060.0000 0 -1060.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
650 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 4 29/01/49 4 216346 NULL BNY Mellon 98.3100 GBP 1.0000 99.0500 9855262.0000 1.000000 9870044.8900 9688708.0700 9870044.8900 9688708.0700 163346.88 -180464.1100 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0002163466 IL30 IL30 2014-06-30 00:00:00.000
651 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 2.5 07/26/16 2.5 907532 NULL BNY Mellon 108.5114 GBP 1.0000 108.5697 824754031.8000 1.000000 900781814.0000 894952023.1000 900781814.0000 894952023.1000 8885471.62 -2541461.0300 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0009075325 IL30 IL30 2014-06-30 00:00:00.000
652 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 3.5 29/12/49 3.5 938628 NULL BNY Mellon 84.5400 GBP 1.0000 85.1500 23000000.0000 1.000000 21632756.6000 19444200.0000 21632756.6000 19444200.0000 65983.6 -2266507.0900 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0009386284 IL30 IL30 2014-06-30 00:00:00.000
653 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 1.25 22/11/2017 1.25 B0V3WQ7 NULL BNY Mellon 108.7600 GBP 1.0000 108.8600 928225481.0000 1.000000 1014071995.0000 1009538033.0000 1014071995.0000 1009538033.0000 1261175.95 -5510864.8000 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B0V3WQ75 IL30 IL30 2014-06-30 00:00:00.000
654 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 2 22/01/2016 2 B3QCG24 NULL BNY Mellon 101.7600 GBP 1.0000 101.8000 252300000.0000 1.000000 256900382.0000 256740480.0000 256900382.0000 256740480.0000 2230276.24 -51682.9200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B3QCG246 IL30 IL30 2014-06-30 00:00:00.000
655 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 4.5 09/07/34 4.5 B52WS15 NULL BNY Mellon 117.7700 GBP 1.0000 118.2300 0.0000 1.000000 0.0000 0.0000 0.0000 0.0000 193480.43 0.0000 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B52WS153 IL30 IL30 2014-06-30 00:00:00.000
656 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 2.25 09/07/23 2.25 B7Z5365 NULL BNY Mellon 96.6000 GBP 1.0000 96.8800 459858200.0000 1.000000 443815327.7000 444223021.2000 443815327.7000 444223021.2000 2660598.54 393000.6700 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B7Z53659 IL30 IL30 2014-06-30 00:00:00.000
657 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 0.125 11/22/19 0.13 BBDR7T2 NULL BNY Mellon 105.3100 GBP 1.0000 105.4400 57152816.4300 1.000000 60572355.3200 60187630.9900 60572355.3200 60187630.9900 7765.33 -578977.0200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BBDR7T29 IL30 IL30 2014-06-30 00:00:00.000
658 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 1.75 07/22/19 1.75 BDV0F15 NULL BNY Mellon 98.6500 GBP 1.0000 98.7700 219969000.0000 1.000000 216308633.3000 216999418.5000 216308633.3000 216999418.5000 1701417.67 665307.2200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BDV0F150 IL30 IL30 2014-06-30 00:00:00.000
659 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 3.5 01/22/45 3.5 BN65R31 NULL BNY Mellon 101.2800 GBP 1.0000 101.8200 32992000.0000 1.000000 33208460.5100 33414297.6000 33208460.5100 33414297.6000 34499.17 205914.6300 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BN65R313 IL30 IL30 2014-06-30 00:00:00.000
660 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.7% ACT/365 VS UKRPI Index ACT/365 1Jun62 0 100185IL01IRSGBP NULL LTAA1127186883 BNY Mellon 105.6687 GBP 1.0000 106.4900 20000000.0000 1.000000 20000000.0000 21133730.9700 20000000.0000 21133730.9700 0 1133730.9700 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.7% ACT/365 VS UKRPI Index ACT/365 1Jun62 IL30 IL30 2014-06-30 00:00:00.000
661 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.71% ACT/365 VS UKRPI Index ACT/365 30May43 0 101876IL01IRSGBP NULL 1.80E+12 BNY Mellon 103.9522 GBP 1.0000 104.3756 24200000.0000 1.000000 24200000.0000 25156431.1600 24200000.0000 25156431.1600 0 956431.1600 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.71% ACT/365 VS UKRPI Index ACT/365 30May43 IL30 IL30 2014-06-30 00:00:00.000
662 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.6475% VS UKRPI ACT/365 1Aug33 0 106428IL01IRSGBP NULL LTAA1127767533 BNY Mellon 102.3023 GBP 1.0000 102.5560 200000000.0000 1.000000 200000000.0000 204604542.5000 200000000.0000 204604542.5000 0 4604542.5100 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.6475% VS UKRPI ACT/365 1Aug33 IL30 IL30 2014-06-30 00:00:00.000
663 United Kingdom IFS Swap INF SWAP: Fix/Flo: GBP FIXED 3.315% VS UKRPI ACT/365 1Aug23 0 106432IL01IRSGBP NULL LTAA1127767706 BNY Mellon 101.3828 GBP 1.0000 101.5485 -100000000.0000 1.000000 -100000000.0000 -101382808.0000 -100000000.0000 -101382808.0000 0 -1382808.0100 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Fix/Flo: GBP FIXED 3.315% VS UKRPI ACT/365 1Aug23 IL30 IL30 2014-06-30 00:00:00.000
664 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.35% ACT/365 VS UKRPI Index ACT/365 09Oct23 0 110399IL01IRSGBP NULL LTAA1128194132 BNY Mellon 101.6347 GBP 1.0000 101.7921 -375000000.0000 1.000000 -375000000.0000 -381130058.8000 -375000000.0000 -381130058.8000 0 -6130058.7900 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.35% ACT/365 VS UKRPI Index ACT/365 09Oct23 IL30 IL30 2014-06-30 00:00:00.000
665 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.68% ACT/365 VS UKRPI Index ACT/365 10Oct33 0 110400IL01IRSGBP NULL LTAA1128194123 BNY Mellon 103.1841 GBP 1.0000 103.4459 125000000.0000 1.000000 125000000.0000 128980098.0000 125000000.0000 128980098.0000 0 3980097.9800 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.68% ACT/365 VS UKRPI Index ACT/365 10Oct33 IL30 IL30 2014-06-30 00:00:00.000
666 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.56% ACT/365 VS UKRPI Index ACT/365 19Dec28 0 116800IL01IRSGBP NULL EKX5E BNY Mellon 102.2712 GBP 1.0000 102.3708 70000000.0000 1.000000 70000000.0000 71589870.6700 70000000.0000 71589870.6700 0 1589870.6700 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.56% ACT/365 VS UKRPI Index ACT/365 19Dec28 IL30 IL30 2014-06-30 00:00:00.000
667 United Kingdom IFS Swap IRS: GBP FIXED 3.6325% VS UKRPI 4APRIL33 0 98093IL01IRSGBP NULL LTAA1127005789 BNY Mellon 103.0223 GBP 1.0000 103.2679 17400000.0000 1.000000 17400000.0000 17925888.8400 17400000.0000 17925888.8400 0 525888.8400 0.0000 U.K. pound Inflation Swap GB United Kingdom IRS: GBP FIXED 3.6325% VS UKRPI 4APRIL33 IL30 IL30 2014-06-30 00:00:00.000
668 United Kingdom IFS Swap IFS: Flo/Fix: GBP Fixed 3.535% ACT/365 VS UKRPI ACT/365 10Nov28 0 IGNIS 113590 NULL LTAA1128434697 BNY Mellon 102.1109 GBP 1.0000 102.2119 105000000.0000 1.000000 105000000.0000 107216452.2000 105000000.0000 107216452.2000 0 2216452.1500 0.0000 U.K. pound Inflation Swap GB United Kingdom IFS: Flo/Fix: GBP Fixed 3.535% ACT/365 VS UKRPI ACT/365 10Nov28 IL30 IL30 2014-06-30 00:00:00.000
669 United Kingdom IFS Swap 131813-IFS: Flo/Fix: P135000000GBP IrregularSpd 0% R135000000GBP Irregular@3.56% (20/12/13-20/12/28) 0 IGNIS IRS116865GBP NULL EKX6R BNY Mellon 102.2710 GBP 1.0000 102.3706 135000000.0000 1.000000 135000000.0000 138065878.2000 135000000.0000 138065878.2000 0 3065878.2200 0.0000 U.K. pound Inflation Swap GB United Kingdom 131813-IFS: Flo/Fix: P135000000GBP IrregularSpd 0% R135000000GBP Irregular@3.56% (20/12/13-20/12/28) IL30 IL30 2014-06-30 00:00:00.000
670 United Kingdom IFS Swap 133593-IRS: Flo/Fix: P48500000GBP IrregularSpd 0% R48500000GBP 0 IGNIS 118391GBP NULL LTAA1128998833 BNY Mellon 101.6503 GBP 1.0000 101.7455 48500000.0000 1.000000 48500000.0000 49300392.9900 48500000.0000 49300392.9900 0 800392.9900 0.0000 U.K. pound Inflation Swap GB United Kingdom 133593-IRS: Flo/Fix: P48500000GBP IrregularSpd 0% R48500000GBP Irregular@3.53% (14/01/14-15/01/29) IL30 IL30 2014-06-30 00:00:00.000
671 United Kingdom IFS Swap 133593-IRS: Flo/Fix: P72000000GBP IrregularSpd 0% R72000000GBP 0 IGNIS 118473GBP NULL LTAA1129011943 BNY Mellon 101.6503 GBP 1.0000 101.7455 72000000.0000 1.000000 72000000.0000 73188212.2800 72000000.0000 73188212.2800 0 1188212.2800 0.0000 U.K. pound Inflation Swap GB United Kingdom 133593-IRS: Flo/Fix: P72000000GBP IrregularSpd 0% R72000000GBP IrregularSpd 0% R48500000GBP Irregular@3.53% (15/01/14-15/01/29) IL30 IL30 2014-06-30 00:00:00.000
672 United Kingdom IFS Swap 134092-IRS: Flo/Fix: P17000000GBP IrregularSpd 0% R17000000GBP 0 IGNIS 118809GBP NULL 89321295 BNY Mellon 100.3699 GBP 1.0000 101.1210 17000000.0000 1.000000 17000000.0000 17062880.8600 17000000.0000 17062880.8600 0 62880.8600 0.0000 U.K. pound Inflation Swap GB United Kingdom 134092-IRS: Flo/Fix: P17000000GBP IrregularSpd 0% R17000000GBP Irregular@3.65% (21/01/14-21/01/64) IL30 IL30 2014-06-30 00:00:00.000
673 United Kingdom IFS Swap 138998-IRS: Flo/Fix: P87400000GBP IrregularSpd 0% R87400000GBP Semi-annual@3.56% (04/03/14-04/03/34) 0 IGNIS 121287GBP NULL LTAA1129428472 BNY Mellon 100.1194 GBP 1.0000 100.3789 87400000.0000 1.000000 87400000.0000 87504335.8200 87400000.0000 87504335.8200 0 104335.8200 0.0000 U.K. pound Inflation Swap GB United Kingdom 138998-IRS: Flo/Fix: P87400000GBP IrregularSpd 0% R87400000GBP Semi-annual@3.56% (04/03/14-04/03/34) IL30 IL30 2014-06-30 00:00:00.000
674 United Kingdom IFS Swap 139194-IRS: Flo/Fix: P58029000GBP IrregularSpd 0% R58029000GBP Irregular@3.49% (05/03/14-05/03/29) 0 IGNIS 121831GBP NULL D140595928680 BNY Mellon 101.1062 GBP 1.0000 101.1955 58029000.0000 1.000000 58029000.0000 58670933.9800 58029000.0000 58670933.9800 0 641933.9800 0.0000 U.K. pound Inflation Swap GB United Kingdom 139194-IRS: Flo/Fix: P58029000GBP IrregularSpd 0% R58029000GBP Irregular@3.49% (05/03/14-05/03/29) IL30 IL30 2014-06-30 00:00:00.000
675 United Kingdom IFS Swap 140626-IRS: Flo/Fix: P81800000GBP IrregularSpd 0% R138639000GBP Irregular@3.465% (18/03/14-18/03/26) 0 IGNIS 122734GBP NULL LTAA1276674120 BNY Mellon 100.7114 GBP 1.0000 100.7990 81800000.0000 1.000000 81800000.0000 82381885.1500 81800000.0000 82381885.1500 0 581885.1500 0.0000 U.K. pound Inflation Swap GB United Kingdom 140626-IRS: Flo/Fix: P81800000GBP IrregularSpd 0% R138639000GBP Irregular@3.465% (18/03/14-18/03/26) IL30 IL30 2014-06-30 00:00:00.000
676 United Kingdom IFS Swap 141921-IRS: Fix/Flo: P82300000GBP Irregular@3.6375% R82300000GBP IrregularSpd 0% (25/03/14-25/03/54) 0 IGNIS 123340GBP NULL LTAA1129507836 BNY Mellon 101.1558 GBP 1.0000 101.7288 -82300000.0000 1.000000 -82300000.0000 -83251241.2500 -82300000.0000 -83251241.2500 0 -951241.2500 0.0000 U.K. pound Inflation Swap GB United Kingdom 141921-IRS: Fix/Flo: P82300000GBP Irregular@3.6375% R82300000GBP IrregularSpd 0% (25/03/14-25/03/54) IL30 IL30 2014-06-30 00:00:00.000
677 United Kingdom IFS Swap 141992-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.6525% (25/03/14-25/03/64) 0 IGNIS 123343GBP NULL LTAA1129507867 BNY Mellon 100.6540 GBP 1.0000 101.4082 41150000.0000 1.000000 41150000.0000 41419109.7800 41150000.0000 41419109.7800 0 269109.7800 0.0000 U.K. pound Inflation Swap GB United Kingdom 141992-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.6525% (25/03/14-25/03/64) IL30 IL30 2014-06-30 00:00:00.000
678 United Kingdom IFS Swap 142448-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6625% (28/03/14-28/03/4 0 IGNIS 123577GBP NULL LTAA1129551732 BNY Mellon 101.2157 GBP 1.0000 101.6250 41150000.0000 1.000000 41150000.0000 41650270.9000 41150000.0000 41650270.9000 0 500270.9000 0.0000 U.K. pound Inflation Swap GB United Kingdom 142448-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6625% (28/03/14-28/03/4 IL30 IL30 2014-06-30 00:00:00.000
679 United Kingdom IFS Swap 142460-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6525% (28/03/14-28/03/6 0 IGNIS 123578GBP NULL LTAA1129551748 BNY Mellon 100.6538 GBP 1.0000 101.4078 41150000.0000 1.000000 41150000.0000 41419037.9400 41150000.0000 41419037.9400 0 269037.9400 0.0000 U.K. pound Inflation Swap GB United Kingdom 142460-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6525% (28/03/14-28/03/6 IL30 IL30 2014-06-30 00:00:00.000
680 United Kingdom IFS Swap 142484-Infl Swap: Fix/Flo: P1600000GBP Irregular@3.6375% R1600000GBP Irregular 0% (28/03/14-28/03/54) 0 IGNIS 123579GBP NULL LTAA1129603773 BNY Mellon 101.1552 GBP 1.0000 101.7280 -82300000.0000 1.000000 -82300000.0000 -83250759.9100 -82300000.0000 -83250759.9100 0 -950759.9100 0.0000 U.K. pound Inflation Swap GB United Kingdom 142484-Infl Swap: Fix/Flo: P1600000GBP Irregular@3.6375% R1600000GBP Irregular 0% (28/03/14-28/03/54) IL30 IL30 2014-06-30 00:00:00.000
681 United Kingdom IFS Swap 142715-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.66% (31/03/14-31/03/44) 0 IGNIS 123637GBP NULL LTAA1129560296 BNY Mellon 101.1349 GBP 1.0000 101.5436 41150000.0000 1.000000 41150000.0000 41617025.6200 41150000.0000 41617025.6200 0 467025.6200 0.0000 U.K. pound Inflation Swap GB United Kingdom 142715-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.66% (31/03/14-31/03/44) IL30 IL30 2014-06-30 00:00:00.000
682 United Kingdom IFS Swap 142695-Infl Swap: Fix/Flo: P82300000GBP Irregular@3.64125% R82300000GBP IrregularSpd 0% (31/03/14-31/03/54) 0 IGNIS 123640GBP NULL LTAA1129560306 BNY Mellon 101.3236 GBP 1.0000 101.8979 -82300000.0000 1.000000 -82300000.0000 -83389340.8800 -82300000.0000 -83389340.8800 0 -1089340.8800 0.0000 U.K. pound Inflation Swap GB United Kingdom 142695-Infl Swap: Fix/Flo: P82300000GBP Irregular@3.64125% R82300000GBP IrregularSpd 0% (31/03/14-31/03/54) IL30 IL30 2014-06-30 00:00:00.000
683 United Kingdom IFS Swap 144289-Infl Swap: Fix/Flo: P25637500GBP Irregular@3.625% R25637500GBP IrregularSpd 0% (09/04/14-09/04/54) 0 IGNIS 124276GBP NULL LTAA1129659014 BNY Mellon 100.5952 GBP 1.0000 101.1624 -25637500.0000 1.000000 -25637500.0000 -25790097.9900 -25637500.0000 -25790097.9900 0 -152597.9900 0.0000 U.K. pound Inflation Swap GB United Kingdom 144289-Infl Swap: Fix/Flo: P25637500GBP Irregular@3.625% R25637500GBP IrregularSpd 0% (09/04/14-09/04/54) IL30 IL30 2014-06-30 00:00:00.000
684 United Kingdom IFS Swap 144292-Infl Swap: Flo/Fix: P20510000GBP IrregularSpd 0% R20510000GBP Irregular@3.6475% (09/04/14-09/04/64) 0 IGNIS 124277GBP NULL LTAA1129659015 BNY Mellon 100.3579 GBP 1.0000 101.1078 20510000.0000 1.000000 20510000.0000 20583411.1600 20510000.0000 20583411.1600 0 73411.1600 0.0000 U.K. pound Inflation Swap GB United Kingdom 144292-Infl Swap: Flo/Fix: P20510000GBP IrregularSpd 0% R20510000GBP Irregular@3.6475% (09/04/14-09/04/64) IL30 IL30 2014-06-30 00:00:00.000
685 United Kingdom IFS Swap 148387-Infl Swap: Flo/Fix: P27000000GBP IrregularSpd 0% R27000000GBP Irregular@3.6325% (16/05/14-16/05/44) 0 IGNIS 126385GBP NULL EM39N BNY Mellon 100.0749 GBP 1.0000 100.4753 27000000.0000 1.000000 27000000.0000 27020219.3100 27000000.0000 27020219.3100 0 20219.3100 0.0000 U.K. pound Inflation Swap GB United Kingdom 148387-Infl Swap: Flo/Fix: P27000000GBP IrregularSpd 0% R27000000GBP Irregular@3.6325% (16/05/14-16/05/44) IL30 IL30 2014-06-30 00:00:00.000
686 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.55% VS FLOATING UKRPI Index ACT/365 4/27/2062 0 74595IL01IRSGBP NULL LTAA1125237213 BNY Mellon 96.2373 GBP 1.0000 96.9619 5000000.0000 1.000000 5000000.0000 4811867.4900 5000000.0000 4811867.4900 0 -188132.5100 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.55% VS FLOATING UKRPI Index ACT/365 4/27/2062 IL30 IL30 2014-06-30 00:00:00.000
687 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.375% VS UKRPI ACT/365 12Jun42 0 77840IL01IRSGBP NULL D020587565900 BNY Mellon 93.4044 GBP 1.0000 93.7601 5000000.0000 1.000000 5000000.0000 4670222.0400 5000000.0000 4670222.0400 0 -329777.9600 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.375% VS UKRPI ACT/365 12Jun42 IL30 IL30 2014-06-30 00:00:00.000
688 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.3075% VS FLOATING UKRPI ACT/365 12/07/2052 0 80453IL01IRSGBP NULL 8371096-1 BNY Mellon 87.9926 GBP 1.0000 88.4531 8000000.0000 1.000000 8000000.0000 7039405.1800 8000000.0000 7039405.1800 0 -960594.8200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.3075% VS FLOATING UKRPI ACT/365 12/07/2052 IL30 IL30 2014-06-30 00:00:00.000
689 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.31% ACT/365 VS UKRPI ACT/365 05OCT62 0 85995IL01IRSGBP NULL D020589163627 BNY Mellon 82.0857 GBP 1.0000 82.6480 5325000.0000 1.000000 5325000.0000 4371065.2700 5325000.0000 4371065.2700 0 -953934.7300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.31% ACT/365 VS UKRPI ACT/365 05OCT62 IL30 IL30 2014-06-30 00:00:00.000
690 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 3.33% ACT/365 VS LIBOR 6MONTH ACT/365 27Jun63 3.33 104307IL01IRSGBP NULL D030592640492 BNY Mellon 102.7254 GBP 1.0000 103.4353 -25000000.0000 1.000000 -25000000.0000 -25681348.0000 -25000000.0000 -25681348.0000 0 -681348.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.33% ACT/365 VS LIBOR 6MONTH ACT/365 27Jun63 IL30 IL30 2014-06-30 00:00:00.000
691 United Kingdom IRS Swap IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 3.75 107516AIL01IRSGBP NULL D030593353288 BNY Mellon 101.1154 GBP 1.0000 101.2949 -75000000.0000 1.000000 -75000000.0000 -75836516.0000 -75000000.0000 -75836516.0000 0 -836516.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 IL30 IL30 2014-06-30 00:00:00.000
692 United Kingdom IRS Swap IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 3.75 107516BIL01IRSGBP NULL D030593353295 BNY Mellon 101.1154 GBP 1.0000 101.2949 -75000000.0000 1.000000 -75000000.0000 -75836516.0000 -75000000.0000 -75836516.0000 0 -836516.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 IL30 IL30 2014-06-30 00:00:00.000
693 United Kingdom IRS Swap IRS: Flo/Flo: GBP Float Libor Basis -19bps VS GBP 30y Sonia ACT/365 12Jul42 0.33 80481IL01IRSGBP NULL D020587985986 BNY Mellon 99.5528 GBP 1.0000 99.5481 30000000.0000 1.000000 30000000.0000 29865852.0000 30000000.0000 29865852.0000 0 -134148.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Flo: GBP Float Libor Basis -19bps VS GBP 30y Sonia ACT/365 12Jul42 IL30 IL30 2014-06-30 00:00:00.000
694 United Kingdom IRS Swap IRS: Flo/Fix: GBP Fixed 2.2475% VS SONIO/N O/N ACT/365 1Nov23 2.25 IGNIS 113036 NULL 5456738LS BNY Mellon 99.0231 GBP 1.0000 99.3044 -50000000.0000 1.000000 -50000000.0000 -49511570.0000 -50000000.0000 -49511570.0000 0 488430.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP Fixed 2.2475% VS SONIO/N O/N ACT/365 1Nov23 IL30 IL30 2014-06-30 00:00:00.000
695 United Kingdom IRS Swap IRS: Flo/Fix: GBP Fixed 2.3238% ACT/365 VS SONIO/N ACT/365 13Nov23 2.32 IGNIS 113579 NULL D130594418729 BNY Mellon 99.6527 GBP 1.0000 99.9361 -95000000.0000 1.000000 -95000000.0000 -94670093.5000 -95000000.0000 -94670093.5000 0 329906.5000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP Fixed 2.3238% ACT/365 VS SONIO/N ACT/365 13Nov23 IL30 IL30 2014-06-30 00:00:00.000
696 United Kingdom IRS Swap 127843-IRS: Fix/Flo: P75000000GBP Annual@2.39% R75000000GBP 2.39 IGNIS 113815 NULL 5542581LS BNY Mellon 100.2035 GBP 1.0000 100.4886 -75000000.0000 1.000000 -75000000.0000 -75152632.5000 -75000000.0000 -75152632.5000 0 -152632.5000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 127843-IRS: Fix/Flo: P75000000GBP Annual@2.39% R75000000GBP AnnualSpd 0% (13/11/13-13/11/23) IL30 IL30 2014-06-30 00:00:00.000
697 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 2.468% VS SONIO/N ACT/365 05Dec23 2.47 IGNIS 115553GBP NULL BNY Mellon 100.8269 GBP 1.0000 101.1154 -100000000.0000 1.000000 -100000000.0000 -100826917.0000 -100000000.0000 -100826917.0000 0 -826917.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 2.468% VS SONIO/N ACT/365 05Dec23 IL30 IL30 2014-06-30 00:00:00.000
698 United Kingdom IRS Swap 131809-IRS: Fix/Flo: P100000000GBP Annual@2.5775% R100000000GBP AnnualSpd 0% (20/12/13-20/12/23) 2.58 IGNIS IRS116877GBP NULL BNY Mellon 101.7373 GBP 1.0000 102.0291 -100000000.0000 1.000000 -100000000.0000 -101737266.0000 -100000000.0000 -101737266.0000 0 -1737266.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 131809-IRS: Fix/Flo: P100000000GBP Annual@2.5775% R100000000GBP AnnualSpd 0% (20/12/13-20/12/23) IRS IL30 IL30 2014-06-30 00:00:00.000
699 United Kingdom IRS Swap 133452-IRS: Fix/Flo: P112000000GBP Annual@2.4775% R112000000GBP 2.48 IGNIS 118344GBP NULL 5859303LS BNY Mellon 100.8413 GBP 1.0000 101.1331 -112000000.0000 1.000000 -112000000.0000 -112942273.0000 -112000000.0000 -112942273.0000 0 -942273.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 133452-IRS: Fix/Flo: P112000000GBP Annual@2.4775% R112000000GBP AnnualSpd 0% (14/01/14-14/01/24) IL30 IL30 2014-06-30 00:00:00.000
700 United Kingdom IRS Swap 141059-IRS: Fix/Flo: P53200000GBP Semi-annual@3.55% R53200000GBP Semi-annualSpd 0% (19/03/29-19/03/44) 3.55 IGNIS 122932GBP NULL D140596160611 BNY Mellon 99.8168 GBP 1.0000 99.9894 -53200000.0000 1.000000 -53200000.0000 -53102521.6400 -53200000.0000 -53102521.6400 0 97478.3600 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141059-IRS: Fix/Flo: P53200000GBP Semi-annual@3.55% R53200000GBP Semi-annualSpd 0% (19/03/29-19/03/44) IL30 IL30 2014-06-30 00:00:00.000
701 United Kingdom IRS Swap 141066-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.77% (19/03/14-19/03/24) 2.77 IGNIS 122933GBP NULL D140596163456 BNY Mellon 100.1849 GBP 1.0000 100.4579 122700000.0000 1.000000 122700000.0000 122926921.4000 122700000.0000 122926921.4000 0 226921.3800 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141066-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.77% (19/03/14-19/03/24) IL30 IL30 2014-06-30 00:00:00.000
702 United Kingdom IRS Swap 141072-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.7775% (19/03/14-19/03/24) 2.78 IGNIS 122934GBP NULL D140596173392 BNY Mellon 100.2498 GBP 1.0000 100.5229 122700000.0000 1.000000 122700000.0000 123006516.9000 122700000.0000 123006516.9000 0 306516.8700 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141072-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.7775% (19/03/14-19/03/24) IL30 IL30 2014-06-30 00:00:00.000
703 United Kingdom IRS Swap 141236-IRS: Fix/Flo: P2900000GBP Semi-annual@3.59875% R2900000GBP Semi-annualSpd 0% (20/03/29-20/03/44) 3.6 IGNIS 123023GBP NULL SW28366456 BNY Mellon 100.1706 GBP 1.0000 100.3454 -147100000.0000 1.000000 -147100000.0000 -147350996.7000 -147100000.0000 -147350996.7000 0 -250996.7300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141236-IRS: Fix/Flo: P2900000GBP Semi-annual@3.59875% R2900000GBP Semi-annualSpd 0% (20/03/29-20/03/44) IL30 IL30 2014-06-30 00:00:00.000
704 United Kingdom IRS Swap 141634-IRS: Flo/Fix: P2340000GBP Semi-annualSpd 0% R2340000GBP Semi-annual@2.7965% (24/03/14-24/03/24) 2.8 IGNIS 123280GBP NULL D140596229000.2 BNY Mellon 100.4049 GBP 1.0000 100.6789 123480000.0000 1.000000 123480000.0000 123980019.9000 123480000.0000 123980019.9000 0 500019.9100 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141634-IRS: Flo/Fix: P2340000GBP Semi-annualSpd 0% R2340000GBP Semi-annual@2.7965% (24/03/14-24/03/24) IL30 IL30 2014-06-30 00:00:00.000
705 United Kingdom IRS Swap 141765-IRS: Fix/Flo: P164700000GBP Semi-annual@3.5625% R164700000GBP Semi-annualSpd 0% (26/03/29-26/03/44) 3.56 IGNIS 123320GBP NULL LTAA1129498837 BNY Mellon 99.9126 GBP 1.0000 100.0859 -247050000.0000 1.000000 -247050000.0000 -246833954.8000 -247050000.0000 -246833954.8000 0 216045.2200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141765-IRS: Fix/Flo: P164700000GBP Semi-annual@3.5625% R164700000GBP Semi-annualSpd 0% (26/03/29-26/03/44) IL30 IL30 2014-06-30 00:00:00.000
706 United Kingdom IRS Swap 142381-IRS: Flo/Fix: P28000000GBP 10Y @2.79% Semi Annual Act/365 vs 6M GBP 2.79 IGNIS 123571GBP NULL D140596324044 BNY Mellon 100.3421 GBP 1.0000 100.6164 28000000.0000 1.000000 28000000.0000 28095799.2000 28000000.0000 28095799.2000 0 95799.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 142381-IRS: Flo/Fix: P28000000GBP 10Y @2.79% Semi Annual Act/365 vs 6M GBP IL30 IL30 2014-06-30 00:00:00.000
707 United Kingdom IRS Swap 142867-IRS: Flo/Fix: P58400000GBP IrregularSpd 0% R5840000 Irregular@2.784% (01/04/14-01/04/24) 2.78 IGNIS 123727GBP NULL D140596368421 BNY Mellon 100.2828 GBP 1.0000 100.5573 58400000.0000 1.000000 58400000.0000 58565155.2000 58400000.0000 58565155.2000 0 165155.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 142867-IRS: Flo/Fix: P58400000GBP IrregularSpd 0% R5840000 Irregular@2.784% (01/04/14-01/04/24) IL30 IL30 2014-06-30 00:00:00.000
708 United Kingdom IRS Swap 146578-IRS: Flo/Fix: P150000000GBP Semi-annualSpd 0% R150000000GBP Semi-annual@2.7575% (30/04/14-30/04/24) 2.76 IGNIS 125327GBP NULL SW28950253 BNY Mellon 99.9987 GBP 1.0000 100.2754 150000000.0000 1.000000 150000000.0000 149998110.0000 150000000.0000 149998110.0000 0 -1890.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 146578-IRS: Flo/Fix: P150000000GBP Semi-annualSpd 0% R150000000GBP Semi-annual@2.7575% (30/04/14-30/04/24) IL30 IL30 2014-06-30 00:00:00.000
709 United Kingdom IRS Swap 147352-IRS: Fix/Flo: P2300000GBP Semi-annual@3.56% R2300000GBP Semi-annualSpd 0% (08/05/29-08/05/44) 3.56 IGNIS 125816GBP NULL 6.80E+12 BNY Mellon 99.9267 GBP 1.0000 100.1008 -44800000.0000 1.000000 -44800000.0000 -44767143.6800 -44800000.0000 -44767143.6800 0 32856.3200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 147352-IRS: Fix/Flo: P2300000GBP Semi-annual@3.56% R2300000GBP Semi-annualSpd 0% (08/05/29-08/05/44) IL30 IL30 2014-06-30 00:00:00.000
710 United Kingdom IRS Swap 151090-IRS: Fix/Flo: P12800000GBP Semi-annual@3.1925% R12800000GBP Semi-annualSpd 0% (28/05/14-28/05/64) 3.19 IGNIS 127034GBP NULL YM01A BNY Mellon 99.3417 GBP 1.0000 100.0391 -12800000.0000 1.000000 -12800000.0000 -12715733.7600 -12800000.0000 -12715733.7600 0 84266.2400 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 151090-IRS: Fix/Flo: P12800000GBP Semi-annual@3.1925% R12800000GBP Semi-annualSpd 0% (28/05/14-28/05/64) IL30 IL30 2014-06-30 00:00:00.000
711 United Kingdom IRS Swap 152612-IRS: Fix/Flo: P73000000GBP Semi-annual@3.594% R73000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.59 IGNIS 127591GBP NULL 6584048LS BNY Mellon 100.1921 GBP 1.0000 100.3683 -73000000.0000 1.000000 -73000000.0000 -73140247.6000 -73000000.0000 -73140247.6000 0 -140247.6000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152612-IRS: Fix/Flo: P73000000GBP Semi-annual@3.594% R73000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
712 United Kingdom IRS Swap 152621-IRS: Fix/Flo: P46000000GBP Semi-annual@3.59875% R46000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.6 IGNIS 127592GBP NULL D140597243647.1 BNY Mellon 100.2263 GBP 1.0000 100.4027 -46000000.0000 1.000000 -46000000.0000 -46104084.2000 -46000000.0000 -46104084.2000 0 -104084.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152621-IRS: Fix/Flo: P46000000GBP Semi-annual@3.59875% R46000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
713 United Kingdom IRS Swap 152705-IRS: Fix/Flo: P54000000GBP Semi-annual@3.6% R54000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.6 IGNIS 127604GBP NULL 6.80E+12 BNY Mellon 100.2353 GBP 1.0000 100.4117 -54000000.0000 1.000000 -54000000.0000 -54127040.4000 -54000000.0000 -54127040.4000 0 -127040.4000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152705-IRS: Fix/Flo: P54000000GBP Semi-annual@3.6% R54000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
714 United Kingdom IRS Swap 154739-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) 3.6 IGNIS 128011GBP NULL 20657556B BNY Mellon 100.2403 GBP 1.0000 100.4169 -53300000.0000 1.000000 -53300000.0000 -53428085.2300 -53300000.0000 -53428085.2300 0 -128085.2300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154739-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) IL30 IL30 2014-06-30 00:00:00.000
715 United Kingdom IRS Swap 154764-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) 3.6 IGNIS 128011RBSGBP NULL IRS1124666_B001 BNY Mellon 100.2403 GBP 1.0000 100.4169 -53300000.0000 1.000000 -53300000.0000 -53428085.2300 -53300000.0000 -53428085.2300 0 -128085.2300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154764-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) IL30 IL30 2014-06-30 00:00:00.000
716 United Kingdom IRS Swap 154778-IRS: Fix/Flo: P50900000GBP Semi-annual@3.59% R50900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) 3.59 IGNIS 128114GBP NULL 20657909B BNY Mellon 100.1692 GBP 1.0000 100.3454 -50900000.0000 1.000000 -50900000.0000 -50986102.4400 -50900000.0000 -50986102.4400 0 -86102.4400 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154778-IRS: Fix/Flo: P50900000GBP Semi-annual@3.59% R50900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) IL30 IL30 2014-06-30 00:00:00.000
717 United Kingdom IRS Swap 154787-IRS: Fix/Flo: P31900000GBP Semi-annual@3.5925% R31900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) 3.59 IGNIS 128139GBP NULL 20658615B BNY Mellon 100.1871 GBP 1.0000 100.3634 -31900000.0000 1.000000 -31900000.0000 -31959691.2800 -31900000.0000 -31959691.2800 0 -59691.2800 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154787-IRS: Fix/Flo: P31900000GBP Semi-annual@3.5925% R31900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) IL30 IL30 2014-06-30 00:00:00.000
718 United Kingdom IRS Swap 155417-IRS: Fix/Flo: P64900000GBP Semi-annual@3.546% R64900000GBP Semi-annualSpd 0% (16/06/29-16/06/44) 3.55 IGNIS 128283GBP NULL 6628554LS BNY Mellon 99.8553 GBP 1.0000 100.0297 -64900000.0000 1.000000 -64900000.0000 -64806102.6800 -64900000.0000 -64806102.6800 0 93897.3200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 155417-IRS: Fix/Flo: P64900000GBP Semi-annual@3.546% R64900000GBP Semi-annualSpd 0% (16/06/29-16/06/44) IL30 IL30 2014-06-30 00:00:00.000
719 United Kingdom IRS Swap 157598-IRS: Fix/Flo: P186700000GBP Semi-annual@3.543% R186700000GBP Semi-annualSpd 0% (25/06/29-25/06/44) 3.54 IGNIS 128790GBP NULL D140596324044 BNY Mellon 99.8406 GBP 1.0000 100.0150 -196500000.0000 1.000000 -196500000.0000 -196186700.4000 -196500000.0000 -196186700.4000 0 313299.6000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 157598-IRS: Fix/Flo: P186700000GBP Semi-annual@3.543% R186700000GBP Semi-annualSpd 0% (25/06/29-25/06/44) IL30 IL30 2014-06-30 00:00:00.000
720 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 2.359% VS SONIO/N O/N /365 06Nov23 2.36 IGNIS IRS113372 NULL 5482289LS BNY Mellon 99.9544 GBP 1.0000 100.2383 -70000000.0000 1.000000 -70000000.0000 -69968101.0000 -70000000.0000 -69968101.0000 0 31899.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 2.359% VS SONIO/N O/N /365 06Nov23 IL30 IL30 2014-06-30 00:00:00.000
721 United Kingdom OTC FX Options Option FXOPTION GBP CALL JPY PUT 175 10OCT14 0.00 FXOPT_126866 NULL 41305579 BNY Mellon 0.8929 GBP 1.0000 0.7792 189609000.0000 1.000000 2063350.9900 1693018.7600 2063350.9900 1693018.7600 0 -370332.2300 0.0000 U.K. pound OTC FX Options GB United Kingdom FXOPTION GBP CALL JPY PUT 175 10OCT14 IL30 IL30 2014-06-30 00:00:00.000
722 United Kingdom OTC FX Options Option FXOPTION GBP CALL JPY PUT 175 10OCT14 0.00 FXOPT_126866 GS NULL "EDQE400002220040S0" BNY Mellon 0.8929 GBP 1.0000 0.7792 181481000.0000 1.000000 1980865.1100 1620443.8500 1980865.1100 1620443.8500 0 -360421.2600 0.0000 U.K. pound OTC FX Options GB United Kingdom FXOPTION GBP CALL JPY PUT 175 10OCT14 IL30 IL30 2014-06-30 00:00:00.000
723 United Kingdom OTC FX Options Option FXOPTION GBP CALL JPY PUT 175 10OCT14 0.00 FXOPT_126866 GS NULL "EDQE400002220040S0" BNY Mellon 0.8929 GBP 1.0000 0.7792 8128000.0000 1.000000 89193.9900 72574.9100 89193.9900 72574.9100 0 -16619.0800 0.0000 U.K. pound OTC FX Options GB United Kingdom FXOPTION GBP CALL JPY PUT 175 10OCT14 IL30 IL30 2014-06-30 00:00:00.000
724 United Kingdom Repo MoneyMarket REPO UKT 1 3/4 07/22/19 (LN*) GB00BDV0F150 0.49 IGNIS 128320 REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -11886000.0000 1.000000 -11886000.0000 -11886000.0000 -11886000.0000 -11886000.0000 -2233.92 0.0000 0.0000 U.K. pound Repurchase Agreements GB United Kingdom REPO UKT 1 3/4 07/22/19 (LN*) GB00BDV0F150 IL30 IL30 2014-06-30 00:00:00.000
725 United Kingdom Repo MoneyMarket REPO UKTI 1 1/4 11/22/17 3MO (LN*) GB00B0V3WQ75 0.48 IGNIS 128372 REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -205576800.0000 1.000000 -205576800.0000 -205576800.0000 -205576800.0000 -205576800.0000 -35145.18 0.0000 0.0000 U.K. pound Repurchase Agreements GB United Kingdom REPO UKTI 1 1/4 11/22/17 3MO (LN*) GB00B0V3WQ75 IL30 IL30 2014-06-30 00:00:00.000
726 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 0.4 IGNIS 126831 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 120000000.0000 1.000000 120000000.0000 120000000.0000 120000000.0000 120000000.0000 46027.4 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 IL30 IL30 2014-06-30 00:00:00.000
727 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 0.4 IGNIS 126832 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 120000000.0000 1.000000 120000000.0000 120000000.0000 120000000.0000 120000000.0000 46027.4 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 IL30 IL30 2014-06-30 00:00:00.000
728 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/40 GB00B6460505 0.42 IGNIS 127357 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 52999999.8600 1.000000 52999999.8600 52999999.8600 52999999.8600 52999999.8600 17686.03 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/40 GB00B6460505 IL30 IL30 2014-06-30 00:00:00.000
729 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 1 1/4 07/22/18 GB00B8KP6M44 0.42 IGNIS 127378 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 110000000.0000 1.000000 110000000.0000 110000000.0000 110000000.0000 110000000.0000 35441.1 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 1 1/4 07/22/18 GB00B8KP6M44 IL30 IL30 2014-06-30 00:00:00.000
730 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 3 1/2 07/22/68 GB00BBJNQY21 0.27 IGNIS 129219 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 136999999.5000 1.000000 136999999.5000 136999999.5000 136999999.5000 136999999.5000 1013.42 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 3 1/2 07/22/68 GB00BBJNQY21 IL30 IL30 2014-06-30 00:00:00.000
731 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y30Y 9MAY16-9MAY46 3.395 0.00 100648 NULL LTAA1127242261 BNY Mellon 5.1416 GBP 1.0000 5.3997 -75000000.0000 1.000000 -6390000.0000 -3856169.0000 -6390000.0000 -3856169.0000 0 2533831.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y30Y 9MAY16-9MAY46 3.395 IL30 IL30 2014-06-30 00:00:00.000
732 United Kingdom Swaption - Interest Rate Option GBPSWN 1Y30Y 29Aug44 30y 3.49375 0.00 107818 NULL LTAA1127929207 BNY Mellon 0.1005 GBP 1.0000 0.0732 200000000.0000 1.000000 10040000.0000 201057.0000 10040000.0000 201057.0000 0 -9838943.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 1Y30Y 29Aug44 30y 3.49375 IL30 IL30 2014-06-30 00:00:00.000
733 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y30Y 5SEP16-5SEP46 3.732 0.00 108103 NULL LTAA1127952808 BNY Mellon 8.8130 GBP 1.0000 9.1800 75000000.0000 1.000000 6350000.0000 6609737.0000 6350000.0000 6609737.0000 0 259737.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom Funds Index Fund Equity Fund_si FIA Antares IL30 IL30 2014-06-30 00:00:00.000
734 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185a NULL LTAA1128166975 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
735 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185b NULL LTAA1128166980 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
736 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185c NULL LTAA1128166982 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
737 United Kingdom Swaption - Interest Rate Option GBPSWN 10Y20Y 4.9 15Mar2042 0.00 71848 NULL SPN1079856 BNY Mellon 3.3000 GBP 1.0000 3.3146 -50000000.0000 1.000000 -2450000.0000 -1650000.0000 -2450000.0000 -1650000.0000 0 800000.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
738 United Kingdom Swaption - Interest Rate Option GPBSWN 10Y20Y 3.68 5JUL2022 20220705 Payer 0.00 72560 NULL LTAA1125571424 BNY Mellon 8.0576 GBP 1.0000 8.0930 40000000.0000 1.000000 3160000.0000 3223030.0000 3160000.0000 3223030.0000 0 63030.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GPBSWN 10Y20Y 3.68 5JUL2022 20220705 Payer IL30 IL30 2014-06-30 00:00:00.000
739 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y2Y3Y PAYER 19JAN17-19JAN20 2.283 0.00 92463 NULL LTAA1126553492 BNY Mellon 1.9019 GBP 1.0000 1.8147 800000000.0000 1.000000 10840000.0000 15215367.0000 10840000.0000 15215367.0000 0 4375367.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
740 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y20Y 22FEB16-22FEB36 3.609 0.00 94989 NULL LTAA1126763163 BNY Mellon 5.7722 GBP 1.0000 6.0340 -75000000.0000 1.000000 -5550000.0000 -4329178.0000 -5550000.0000 -4329178.0000 0 1220822.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y20Y 22FEB16-22FEB36 3.609 IL30 IL30 2014-06-30 00:00:00.000
741 United Kingdom Swaption - Interest Rate Option GBPSWN 4Y2Y 21FEB17-21FEB19 2.215 0.00 94992 NULL LTAA1126766944 BNY Mellon 0.5203 GBP 1.0000 0.5266 -430000000.0000 1.000000 -5126923.1100 -2237076.0000 -5126923.1100 -2237076.0000 0 2889847.1100 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 4Y2Y 21FEB17-21FEB19 2.215 IL30 IL30 2014-06-30 00:00:00.000
742 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y20Y 29FEB16-29FEB36 3.4575 0.00 95528 NULL LTAA1126822282 BNY Mellon 4.5725 GBP 1.0000 4.7934 -50000000.0000 1.000000 -3765000.0000 -2286252.0000 -3765000.0000 -2286252.0000 0 1478748.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y20Y 29FEB16-29FEB36 3.4575 IL30 IL30 2014-06-30 00:00:00.000
743 United Kingdom Swaption - Interest Rate Option Swaption: European GBP 4% 11-APR-2016 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON 0.00 IGNIS SWPT124373GBP NULL LTAA1129666957 BNY Mellon 1.7489 GBP 1.0000 1.6246 245000000.0000 1.000000 6294117.5200 4284682.5000 6294117.5200 4284682.5000 0 -2009435.0200 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom Swaption: European GBP 4% 11-APR-2016 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
744 United Kingdom Swaption - Interest Rate Option SWAPTION Swaption: European 179600000 GBP 3.25625% 15-MAY-20 0.00 IGNIS SWPT126271GBP NULL LTAA1129906466 BNY Mellon 6.3456 GBP 1.0000 6.6324 187800000.0000 1.000000 12164101.9200 11917074.3600 12164101.9200 11917074.3600 0 -247027.5600 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION Swaption: European 179600000 GBP 3.25625% 15-MAY-2034 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDO IL30 IL30 2014-06-30 00:00:00.000
745 United Kingdom Swaption - Interest Rate Option SWAPTION Swaption: European 449700000 GBP 1.4% 28-MAY-2015 L 0.00 IGNIS SWPT127037GBP NULL 1.80E+12 BNY Mellon 0.3554 GBP 1.0000 0.3440 470000000.0000 1.000000 1207480.0000 1670380.0000 1207480.0000 1670380.0000 0 462900.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION Swaption: European 449700000 GBP 1.4% 28-MAY-2015 LIBOR 3MONTH 0bps JPM SECURITIES PLC IL30 IL30 2014-06-30 00:00:00.000
746 United Kingdom Swaption - Interest Rate Option SWAPTION GBP/PIRS/LIBO/PD/151030/30Y/2.50 0.00 IGNIS SWPTSWAPTION_112960GBP NULL SPN1111827 BNY Mellon -1.2504 GBP 1.0000 -1.2309 -150000000.0000 1.000000 0.0000 1875541.4200 0.0000 1875541.4200 0 1875541.4200 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBP/PIRS/LIBO/PD/151030/30Y/2.50 IL30 IL30 2014-06-30 00:00:00.000
747 United Kingdom Swaption - Interest Rate Option SWAPTION GBP/PIRS/LIBO/PD/160205/1Y/1.475 0.00 IGNIS SWPTSWAPTION_119823GBP NULL LTAA1129200897 BNY Mellon 0.1175 GBP 1.0000 0.1152 -5873000000.0000 1.000000 -13491213.0100 -6899600.4000 -13491213.0100 -6899600.4000 0 6591612.6100 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBP/PIRS/LIBO/PD/160205/1Y/1.475 IL30 IL30 2014-06-30 00:00:00.000
748 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 10Y30Y 3.6025 0.00 IGNIS SWPTSWAPTION_120322GBP NULL LTAA1129266691 BNY Mellon -0.8360 GBP 1.0000 -0.7216 98040000.0000 1.000000 0.0000 -819597.3500 0.0000 -819597.3500 0 -819597.3500 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 10Y30Y 3.6025 IL30 IL30 2014-06-30 00:00:00.000
749 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 20Y20Y 13FEB34-54 3.3325 0.00 IGNIS SWPTSWAPTION_120328GBP NULL SPN1117903 BNY Mellon 0.0596 GBP 1.0000 0.3168 98040000.0000 1.000000 0.0000 58413.3900 0.0000 58413.3900 0 58413.3900 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 20Y20Y 13FEB34-54 3.3325 IL30 IL30 2014-06-30 00:00:00.000
750 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 15Y15Y 21MAR29-44 3.5925 0.00 IGNIS SWPTSWAPTION_123063GBP NULL 1.80E+12 BNY Mellon 0.0296 GBP 1.0000 0.2361 127500000.0000 1.000000 0.0000 37752.6500 0.0000 37752.6500 0 37752.6500 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 15Y15Y 21MAR29-44 3.5925 IL30 IL30 2014-06-30 00:00:00.000
751 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 2Y30Y 01APR16-01APR46 4.00 0.00 IGNIS SWPTSWAPTION_123726GBP NULL LTAA1129579118 BNY Mellon 1.7022 GBP 1.0000 1.5794 245600000.0000 1.000000 7133538.0000 4180701.4400 7133538.0000 4180701.4400 0 -2952836.5600 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 2Y30Y 01APR16-01APR46 4.00 IL30 IL30 2014-06-30 00:00:00.000
752 United Kingdom Swaption - Interest Rate Option OTC Swaption: European 197300000 GBP 2.13% 21-MAY-2015 LIBO 0.00 IGNIS-SWAPTION-128380 NULL LTAA1130183802 BNY Mellon 0.4381 GBP 1.0000 0.4170 4229500000.0000 1.000000 24414553.5900 18529016.5500 24414553.5900 18529016.5500 0 -5885537.0400 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom OTC Swaption: European 197300000 GBP 2.13% 21-MAY-2015 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
753 United States of America Caps/Floors Option CAPFLOOR USDICAP 3% 5X10 CAP 14APR19-24 0.00 IL CAP_124379 14-Apr-24 NULL D140596523576.CAPA BNY Mellon 2.9899 USD 0.5848 3.0061 -196.0000 0.587700 -6290750.0100 -5860298.5600 -3748046.5500 -3427375.8300 0 251748.0800 68922.6400 U.S. Dollars Caps and Floors US United States of America CAPFLOOR USDICAP 3% 5X10 CAP 14APR19-24 IL30 IL30 2014-06-30 00:00:00.000
754 United States of America Cash Cash U.S. Dollars-BNY Mellon-CapitalPayable 0.00 USDJun 30 2014 1-99 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 -1569764.4300 0.587700 -1569764.4300 -1569764.4300 -922155.9900 -918071.4400 0 0.0000 4084.5500 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30AAAAUSD Hedged 2014-06-30 00:00:00.000
755 United States of America Cash Cash U.S. Dollars-BNY Mellon-CapitalReceivable 0.00 USDJun 30 2014 1-100 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 3230933.0500 0.587700 3230933.0500 3230933.0500 1895787.9400 1889600.2900 0 0.0000 -6187.6500 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 SI USD Hedged (New) 2014-06-30 00:00:00.000
756 United States of America Cash Cash U.S. Dollars-BNY Mellon-OnHand 0.00 USDJun 30 2014 1-101 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 29698823.5700 0.587700 29698823.5700 29698823.5700 14846942.2300 17369256.7000 0 0.0000 2522314.4700 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 2014-06-30 00:00:00.000
757 United States of America Cash Cash U.S. Dollars-Merrill Lynch-OnHand 0.00 USDJun 30 2014 1-102 NULL 1 Merrill Lynch 1.0000 USD 0.5848 1.0000 12979339.4300 0.587700 12979339.4300 12979339.4300 8878398.2300 7590922.8300 0 0.0000 -1287475.4000 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 2014-06-30 00:00:00.000
758 United States of America Future-Bond Futures US 5YR NOTE (CBT) Sep14 0.00 FVU4 NULL Merrill Lynch 119.4609 USD 0.5848 119.3906 -4508.0000 0.587700 0.0000 -1357641.9300 0.0000 -794012.3100 0 -794012.3100 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
759 United States of America Future-Bond Futures US 2YR NOTE (CBT) Sep14 0.00 TUU4 NULL Merrill Lynch 109.7969 USD 0.5848 109.7813 -6691.0000 0.587700 0.0000 627281.2500 0.0000 366863.3200 0 366863.3200 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
760 United States of America Future-Bond Futures US 10YR NOTE (CBT)Sep14 0.00 TYU4 NULL Merrill Lynch 125.1719 USD 0.5848 125.0938 -5630.0000 0.587700 0.0000 1687.4800 0.0000 986.9200 0 986.9200 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
761 United States of America IFS Swap 142750-Infl Swap: Flo/Fix: P41200000USD IrregularSpd 0% R41200000USD Irregular@2.455% (02/04/14-02/04/24) 0 IGNIS 123659USD NULL 1.80E+12 BNY Mellon 98.6263 USD 0.5848 98.6159 41200000.0000 0.587700 41200000.0000 40634041.8700 24712833.2800 24381834.5800 0 -330998.7000 0.0000 U.S. Dollars Inflation Swap US United States of America 142750-Infl Swap: Flo/Fix: P41200000USD IrregularSpd 0% R41200000USD Irregular@2.455% (02/04/14-02/04/24) IL30 IL30 2014-06-30 00:00:00.000
762 United States of America IFS Swap 143262-Infl Swap: Flo/Fix: P68300000USD Irregular@0% R68300000USD Irregular 2.455% (03/04/14-07/04/24) 0 IGNIS 123851USD NULL 1.80E+12 BNY Mellon 98.6036 USD 0.5848 98.5925 68300000.0000 0.587700 68300000.0000 67346243.9800 41176825.2200 40619024.2300 0 -557800.9900 0.0000 U.S. Dollars Inflation Swap US United States of America 143262-Infl Swap: Flo/Fix: P68300000USD Irregular@0% R68300000USD Irregular 2.455% (03/04/14-07/04/24) IL30 IL30 2014-06-30 00:00:00.000
763 United States of America IFS Swap 145276-Infl Swap: Fix/Flo: P4000000USD Irregular@2.1025% R4000000USD IrregularSpd 0% (23/04/14-23/04/19) 0 IGNIS 124719USD NULL 1.80E+12 BNY Mellon 98.6963 USD 0.5848 98.7262 -82000000.0000 0.587700 -82000000.0000 -80930942.2200 -48783389.8500 -48158155.0100 0 625234.8300 0.0000 U.S. Dollars Inflation Swap US United States of America 145276-Infl Swap: Fix/Flo: P4000000USD Irregular@2.1025% R4000000USD IrregularSpd 0% (23/04/14-23/04/19) IL30 IL30 2014-06-30 00:00:00.000
764 United States of America IFS Swap 145637-Infl Swap: Flo/Fix: P84390000USD IrregularSpd 0% R84390000USD Irregular@2.8025% (25/04/19-25/04/24) 0 IGNIS 124914USD NULL LD141693583519 BNY Mellon 99.8283 USD 0.5848 99.7906 84390000.0000 0.587700 84390000.0000 84245115.2100 50298009.3000 50213273.9200 0 -84735.3800 0.0000 U.S. Dollars Inflation Swap US United States of America 145637-Infl Swap: Flo/Fix: P84390000USD IrregularSpd 0% R84390000USD Irregular@2.8025% (25/04/19-25/04/24) IL30 IL30 2014-06-30 00:00:00.000
765 United States of America IFS Swap 148470-Infl Swap: Flo/Fix: P179800000USD IrregularSpd 0% R179800000USD Irregular@2.4825% (20/05/14-20/05/24) 0 IGNIS 126438USD NULL ER56K BNY Mellon 98.8865 USD 0.5848 98.8703 179800000.0000 0.587700 179800000.0000 177798005.0000 106836210.2000 105665350.2000 0 -1170859.9900 0.0000 U.S. Dollars Inflation Swap US United States of America 148470-Infl Swap: Flo/Fix: P179800000USD IrregularSpd 0% R179800000USD Irregular@2.4825% (20/05/14-20/05/24) IL30 IL30 2014-06-30 00:00:00.000
766 United States of America IFS Swap 149774-Infl Swap: Flo/Fix: P80200000USD IrregularSpd 0% R80200000USD Irregular@2.445% (22/05/14-22/05/24) 0 IGNIS 126629USD NULL LTAA1129958013 BNY Mellon 98.5329 USD 0.5848 98.5168 80200000.0000 0.587700 80200000.0000 79023353.5200 47600676.6200 46912518.9000 0 -688157.7300 0.0000 U.S. Dollars Inflation Swap US United States of America 149774-Infl Swap: Flo/Fix: P80200000USD IrregularSpd 0% R80200000USD Irregular@2.445% (22/05/14-22/05/24) IL30 IL30 2014-06-30 00:00:00.000
767 United States of America IFS Swap 149927-Infl Swap: Flo/Fix: P160440000USD IrregularSpd 0% R160440000USD Irregular@2.46% (23/05/14-23/05/24) 0 IGNIS 126703USD NULL LTAA1129968502 BNY Mellon 98.6786 USD 0.5848 98.6623 160400000.0000 0.587700 160400000.0000 158280550.1000 95034956.7500 93795403.6400 0 -1239553.1000 0.0000 U.S. Dollars Inflation Swap US United States of America 149927-Infl Swap: Flo/Fix: P160440000USD IrregularSpd 0% R160440000USD Irregular@2.46% (23/05/14-23/05/24) IL30 IL30 2014-06-30 00:00:00.000
768 United States of America IFS Swap 150313-Infl Swap: Flo/Fix: P89900000USD IrregularSpd 0% R89900000USD Irregular@2.465% (27/05/14-27/05/24) 0 IGNIS 126782USDMaster NULL ER58U BNY Mellon 98.7184 USD 0.5848 98.7014 89900000.0000 0.587700 89900000.0000 88747803.4600 53319889.6800 52646031.4200 0 -673858.2600 0.0000 U.S. Dollars Inflation Swap US United States of America 150313-Infl Swap: Flo/Fix: P89900000USD IrregularSpd 0% R89900000USD Irregular@2.465% (27/05/14-27/05/24) IL30 IL30 2014-06-30 00:00:00.000
769 United States of America IFS Swap 152717-Infl Swap: Fix/Flo: P121000000USD Irregular@2.195% R121000000USD IrregularSpd 0% (09/06/14-09/06/19) 0 IGNIS 127602USD NULL LTAA1130084362 BNY Mellon 99.2263 USD 0.5848 99.2549 -121000000.0000 0.587700 -121000000.0000 -120063865.0000 -72062414.3900 -71514918.9800 0 547495.4200 0.0000 U.S. Dollars Inflation Swap US United States of America 152717-Infl Swap: Fix/Flo: P121000000USD Irregular@2.195% R121000000USD IrregularSpd 0% (09/06/14-09/06/19) IL30 IL30 2014-06-30 00:00:00.000
770 United States of America IFS Swap 152739-Infl Swap: Flo/Fix: P121000000USD IrregularSpd 0% R121000000USD Irregular@2.48% (09/06/14-09/06/24) 0 IGNIS 127603USD NULL LTAA1130084313 BNY Mellon 98.8533 USD 0.5848 98.8348 121000000.0000 0.587700 121000000.0000 119612539.8000 72062414.3900 71250962.9500 0 -811451.4400 0.0000 U.S. Dollars Inflation Swap US United States of America 152739-Infl Swap: Flo/Fix: P121000000USD IrregularSpd 0% R121000000USD Irregular@2.48% (09/06/14-09/06/24) IL30 IL30 2014-06-30 00:00:00.000
771 United States of America IFS Swap 153033-Infl Swap: Flo/Fix: P160970000USD IrregularSpd 0% R160970000USD Irregular@2.505% (10/06/14-10/06/24) 0 IGNIS 127705USD NULL LTAA1130108411 BNY Mellon 99.1034 USD 0.5848 99.0846 160970000.0000 0.587700 160970000.0000 159526779.6000 95881109.0900 95037046.5400 0 -844062.5600 0.0000 U.S. Dollars Inflation Swap US United States of America 153033-Infl Swap: Flo/Fix: P160970000USD IrregularSpd 0% R160970000USD Irregular@2.505% (10/06/14-10/06/24) IL30 IL30 2014-06-30 00:00:00.000
772 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 2.895% VS USCPI ACT/365 03/16/22 0 70507IL01IRSUSD NULL D021600092615 BNY Mellon 101.3742 USD 0.5848 101.3235 70000000.0000 0.587700 70000000.0000 70961973.0100 43862385.0000 44424991.6700 0 562606.6700 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.895% VS USCPI ACT/365 03/16/22 IL30 IL30 2014-06-30 00:00:00.000
773 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 2.92% VS USCPI ACT/365 03/16/22 2.92 71688IL01IRSUSD NULL D021600120525 BNY Mellon 101.4876 USD 0.5848 101.4349 75000000.0000 0.587700 75000000.0000 76115724.2200 47816362.5000 48468890.0400 0 652527.5400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.92% VS USCPI ACT/365 03/16/22 IL30 IL30 2014-06-30 00:00:00.000
774 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 3.0175% VS 3MONTH CPURNSA INDEX ACT/365 03/23/22 0 72183IL01IRSUSD NULL D021600133190 BNY Mellon 101.7049 USD 0.5848 101.6449 50000000.0000 0.587700 50000000.0000 50852473.6700 31551675.0000 32050241.3500 0 498566.3400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 3.0175% VS 3MONTH CPURNSA INDEX ACT/365 03/23/22 IL30 IL30 2014-06-30 00:00:00.000
775 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 4.676% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 20Aug33 4.68 107171IL01IRSUSD NULL LD031692973807 BNY Mellon 104.1815 USD 0.5848 103.9800 250000000.0000 0.587700 250000000.0000 260453845.0000 160117846.7000 166231742.7000 0 6113895.9600 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 4.676% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 20Aug33 IL30 IL30 2014-06-30 00:00:00.000
776 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 4.595% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 30Aug33 4.6 107741IL01IRSUSD NULL 6.80E+12 BNY Mellon 103.6719 USD 0.5848 103.4705 160000000.0000 0.587700 160000000.0000 165875044.0000 102986611.7000 106422611.4000 0 3435999.6500 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 4.595% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 30Aug33 IL30 IL30 2014-06-30 00:00:00.000
777 United States of America IRS Swap IRS: Fix/Flo: USD FIXED 2.4525% SEMI-ANNUAL VS 3MONTH BBILLS ACT/365 03/22/22 2.45 72114IL01IRSUSD NULL 174017914 BNY Mellon 101.0984 USD 0.5848 101.0406 -47000000.0000 0.587700 -47000000.0000 -47516239.0000 -29731777.0000 -30033697.6300 0 -301920.6400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.4525% SEMI-ANNUAL VS 3MONTH BBILLS ACT/365 03/22/22 IL30 IL30 2014-06-30 00:00:00.000
778 United States of America IRS Swap IRS: Fix/Flo: USD FIXED 3.70875% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 21Mar43 3.71 97031IL01IRSUSD NULL LTAA1126896228 BNY Mellon 98.8131 USD 0.5848 98.5740 75000000.0000 0.587700 75000000.0000 74109799.0000 49614659.4800 49094028.4300 0 -520631.0500 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 3.70875% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 21Mar43 IL30 IL30 2014-06-30 00:00:00.000
779 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 3.7325% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 22Mar43 3.73 97125IL01IRSUSD NULL LTAA1126905289 BNY Mellon 98.9859 USD 0.5848 98.7461 50000000.0000 0.587700 50000000.0000 49492965.0000 33041467.0400 32744929.3300 0 -296537.7000 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 3.7325% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 22Mar43 IL30 IL30 2014-06-30 00:00:00.000
780 United States of America IRS Swap IRS: Flo/Fix: USD Fixed 2.76% 30/360 VS 3M US LIBOR ACT/360 12Nov23 2.76 IGNIS 113482 NULL LD131693152077 BNY Mellon 101.8589 USD 0.5848 101.7868 -300000000.0000 0.587700 -300000000.0000 -305576760.0000 -186968308.9000 -190229858.1000 0 -3261549.2600 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD Fixed 2.76% 30/360 VS 3M US LIBOR ACT/360 12Nov23 IL30 IL30 2014-06-30 00:00:00.000
781 United States of America IRS Swap IRS: Flo/Fix: USD Fixed 2.7375% 30/360 VS 3M US LIBOR ACT/360 12Nov23 2.74 IGNIS 113483 NULL LD131693152213 BNY Mellon 101.6671 USD 0.5848 101.5949 -300000000.0000 0.587700 -300000000.0000 -305001360.0000 -186968308.9000 -189893337.4000 0 -2925028.5100 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD Fixed 2.7375% 30/360 VS 3M US LIBOR ACT/360 12Nov23 IL30 IL30 2014-06-30 00:00:00.000
782 United States of America IRS Swap IRS: Fix/Flo: USD Fixed 2.0559% 30/360 VS LIBOR 3MONTH ACT/360 31Aug20 2.06 IGNIS 114206USD NULL LD131693167129 BNY Mellon 100.3634 USD 0.5848 100.3174 -557150000.0000 0.587700 -557150000.0000 -559174460.2000 -345991430.2000 -347175428.9000 0 -1183998.7400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD Fixed 2.0559% 30/360 VS LIBOR 3MONTH ACT/360 31Aug20 IL30 IL30 2014-06-30 00:00:00.000
783 United States of America IRS Swap 148209-IRS: Fix/Flo: P160100000USD Semi-annual@1.65625% R160100000USD QuarterlySpd 0% (19/05/14-19/05/19) 1.66 IGNIS 126272USD NULL 6.80E+12 BNY Mellon 99.9997 USD 0.5848 99.9396 -160100000.0000 0.587700 -160100000.0000 -160099471.7000 -95320314.3600 -95320005.3700 0 308.9900 0.0000 U.S. Dollars Interest Rate Swap US United States of America 148209-IRS: Fix/Flo: P160100000USD Semi-annual@1.65625% R160100000USD QuarterlySpd 0% (19/05/14-19/05/19) IL30 IL30 2014-06-30 00:00:00.000
784 United States of America IRS Swap 152769-IRS: Fix/Flo: P200000000USD Semi-annual@3.7525% R200000000USD QuarterlySpd 0% (10/06/19-10/06/24) 3.75 IGNIS 127611USD NULL LTAA1127385867 BNY Mellon 100.2628 USD 0.5848 100.2522 -200000000.0000 0.587700 -200000000.0000 -200525640.0000 -119111428.7000 -119418847.5000 0 -307418.7800 0.0000 U.S. Dollars Interest Rate Swap US United States of America 152769-IRS: Fix/Flo: P200000000USD Semi-annual@3.7525% R200000000USD QuarterlySpd 0% (10/06/19-10/06/24) IL30 IL30 2014-06-30 00:00:00.000
785 United States of America IRS Swap 153535-IRS: Flo/Fix: P56400000USD QuarterlySpd 0% R56400000USD Semi-annual@3.94125% (11/06/29-11/06/44) 3.94 IGNIS 127787USD NULL LTAA1130110946 BNY Mellon 100.8166 USD 0.5848 100.5522 56400000.0000 0.587700 56400000.0000 56860562.4000 33583422.6500 33852781.0200 0 269358.3700 0.0000 U.S. Dollars Interest Rate Swap US United States of America 153535-IRS: Flo/Fix: P56400000USD QuarterlySpd 0% R56400000USD Semi-annual@3.94125% (11/06/29-11/06/44) IL30 IL30 2014-06-30 00:00:00.000
786 United States of America IRS Swap 154749-IRS: Fix/Flo: P904240000USD Semi-annual@1.0275% R904240000USD QuarterlySpd 0% (16/06/14-16/06/17) 1.03 IGNIS 128089USD NULL IRS1001388_B000 BNY Mellon 100.1790 USD 0.5848 100.1298 -904240000.0000 0.587700 -904240000.0000 -905858227.9000 -533144659.7000 -534091074.8000 0 -946415.1200 0.0000 U.S. Dollars Interest Rate Swap US United States of America 154749-IRS: Fix/Flo: P904240000USD Semi-annual@1.0275% R904240000USD QuarterlySpd 0% (16/06/14-16/06/17) IL30 IL30 2014-06-30 00:00:00.000
787 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.15 IGNIS 127570 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -17164221.5700 0.587700 -17164221.5700 -17164221.5700 -10222274.7700 -10038437.0400 -920.19 0.0000 183837.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
788 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127571 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53836764.7100 0.587700 -53836764.7100 -53836764.7100 -32062869.8200 -31486250.0900 -2886.24 0.0000 576619.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
789 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127572 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -7537147.0600 0.587700 -7537147.0600 -7537147.0600 -4488801.7700 -4408075.0100 -404.07 0.0000 80726.7600 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
790 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127761 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
791 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127762 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
792 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127763 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
793 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127764 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
794 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127765 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
795 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127766 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
796 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127767 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
797 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127768 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -27331627.4700 0.587700 -27331627.4700 -27331627.4700 -16274638.2500 -15984810.0500 -2051.38 0.0000 289828.2000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
798 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.22 IGNIS 127770 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -51527183.8200 0.587700 -51527183.8200 -51527183.8200 -30681900.5700 -30135499.5000 -3867.39 0.0000 546401.0700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
799 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.22 IGNIS 127771 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -35038485.0000 0.587700 -35038485.0000 -35038485.0000 -20863692.3900 -20492139.6600 -2629.82 0.0000 371552.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
800 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.22 IGNIS 127772 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -58711680.3900 0.587700 -58711680.3900 -58711680.3900 -34959914.4900 -34337328.0600 -4406.62 0.0000 622586.4300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
801 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.22 IGNIS 127773 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -39923942.6700 0.587700 -39923942.6700 -39923942.6700 -23772741.8500 -23349383.0900 -2996.5 0.0000 423358.7600 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
802 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127802 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54915000.0000 0.587700 -54915000.0000 -54915000.0000 -32699178.2800 -32116852.3600 -2810.22 0.0000 582325.9200 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
803 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127803 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -8786400.0000 0.587700 -8786400.0000 -8786400.0000 -5231868.5200 -5138696.3800 -449.64 0.0000 93172.1400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
804 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.15 IGNIS 127835 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -10546800.0000 0.587700 -10546800.0000 -10546800.0000 -6292276.9400 -6168260.3700 -488.32 0.0000 124016.5700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
805 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.15 IGNIS 127836 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -9254080.0000 0.587700 -9254080.0000 -9254080.0000 -5521033.3200 -5412217.4500 -428.47 0.0000 108815.8700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
806 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128069 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54376960.7800 0.587700 -54376960.7800 -54376960.7800 -32285563.7700 -31802181.9300 -2915.2 0.0000 483381.8400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
807 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128070 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54376960.7800 0.587700 -54376960.7800 -54376960.7800 -32285563.7700 -31802181.9300 -2915.2 0.0000 483381.8400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
808 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128071 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -5437696.0800 0.587700 -5437696.0800 -5437696.0800 -3228556.3800 -3180218.1900 -291.52 0.0000 48338.1900 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
809 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128072 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
810 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128073 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
811 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128074 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
812 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128075 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
813 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128076 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
814 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128077 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
815 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128078 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -39784898.8200 0.587700 -39784898.8200 -39784898.8200 -23621730.0400 -23268063.7600 -2132.91 0.0000 353666.2800 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
816 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 9SEP19-9SEP24 4.665 0.00 108158 NULL SWOPT031693018655 BNY Mellon 0.0002 USD 0.5848 0.0001 -500000000.0000 0.587700 -9025000.0000 -1096.0000 -5789152.9600 -640.9900 0 5277599.7900 510912.1800 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 1Y5Y5Y 9SEP19-9SEP24 4.665 IL30 IL30 2014-06-30 00:00:00.000
817 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 10SEP19-10SEP24 4.643 0.00 108237 NULL LTAA1127973878 BNY Mellon 0.0002 USD 0.5848 0.0001 -750000000.0000 0.587700 -13350000.0000 -1865.0000 -8541813.3000 -1090.7400 0 7806611.6900 734110.8700 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 1Y5Y5Y 10SEP19-10SEP24 4.643 IL30 IL30 2014-06-30 00:00:00.000
818 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 17SEP19-17SEP24 4.615 0.00 108720 NULL LTAA1128022942 BNY Mellon 0.0006 USD 0.5848 0.0005 -250000000.0000 0.587700 -4500000.0000 -1606.0000 -2836253.6200 -939.2600 0 2630870.5400 204443.8200 U.S. Dollars Swaption - Interest Rate US United States of America IL30 IL30 2014-06-30 00:00:00.000
819 United States of America Swaption - Interest Rate Option USDSWN 18M5Y5Y 26MAR20-26MAR25 4.49 0.00 109453 NULL LTAA1128095736 BNY Mellon 0.2072 USD 0.5848 0.2192 -750000000.0000 0.587700 -16162500.0000 -1553734.0000 -10111357.8800 -908696.0800 0 8543887.4800 658774.3200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 18M5Y5Y 26MAR20-26MAR25 4.49 IL30 IL30 2014-06-30 00:00:00.000
820 United States of America Swaption - Interest Rate Option USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 0.00 110105 NULL SWOPT031693081560 BNY Mellon 1.5758 USD 0.5848 1.5577 -750000000.0000 0.587700 -11737500.0000 -11818492.0000 -7258588.1700 -6912005.1500 0 -47367.9000 393950.9200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 IL30 IL30 2014-06-30 00:00:00.000
821 United States of America Swaption - Interest Rate Option USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 2 0.00 110106 NULL SWOPT031693081564 BNY Mellon 1.5758 USD 0.5848 1.5577 -750000000.0000 0.587700 -11737500.0000 -11818492.0000 -7258588.1700 -6912005.1500 0 -47367.9000 393950.9200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 2 IL30 IL30 2014-06-30 00:00:00.000
822 United States of America Swaption - Interest Rate Option USDSWN 3Y4Y PAYER 09FEB15-09FEB19 2.392 0.00 69255 NULL 469847063 BNY Mellon 0.2353 USD 0.5848 0.2545 253500000.0000 0.587700 5741775.0000 596362.0000 3624265.3500 348780.3000 0 -3009277.4200 -266207.6300 U.S. Dollars Swaption - Interest Rate US United States of America IL30 IL30 2014-06-30 00:00:00.000
823 United States of America Swaption - Interest Rate Option Swaption: European USD .73% 10-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON 0.00 IGNIS SWPT124371USD NULL LTAA1129666909 BNY Mellon 0.1391 USD 0.5848 0.1438 9811000000.0000 0.587700 20508099.9800 13648082.1000 12218456.5300 7982034.7400 0 -4012058.3000 -224363.4900 U.S. Dollars Swaption - Interest Rate US United States of America Swaption: European USD .73% 10-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
824 United States of America Swaption - Interest Rate Option Swaption: European USD .735% 10-APR-2015 LIBOR 3MONTH 0bps ROYAL BANK OF SCOTLAND 0.00 IGNIS SWPT124374USD NULL SWOPT141693563869 BNY Mellon 0.1374 USD 0.5848 0.1419 4905000000.0000 0.587700 9996500.0000 6737998.5000 5955870.3100 3940695.6700 0 -1905723.6000 -109451.0400 U.S. Dollars Swaption - Interest Rate US United States of America Swaption: European USD .735% 10-APR-2015 LIBOR 3MONTH 0bps ROYAL BANK OF SCOTLAND IL30 IL30 2014-06-30 00:00:00.000
825 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 187000000 USD .82% 23-APR-2015 L 0.00 IGNIS SWPT124877USD NULL LTAA1129742134 BNY Mellon 0.1286 USD 0.5848 0.1325 9813000000.0000 0.587700 21620974.9700 12618536.7000 12880569.0100 7379908.5800 0 -5265045.6300 -235614.8000 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 187000000 USD .82% 23-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
826 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 4689000000 USD .82875% 28-APR-20 0.00 IGNIS SWPT125167USD NULL SA82K BNY Mellon 0.1329 USD 0.5848 0.1369 4910000000.0000 0.587700 10825024.9900 6526372.0000 6437963.2100 3816926.6300 0 -2514052.6900 -106983.8900 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 4689000000 USD .82875% 28-APR-2015 LIBOR 3MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
827 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 300000000 USD 2.613% 03-JUN-2016 0.00 IGNIS SWPT127455USD NULL LTAA1130061659 BNY Mellon 0.5352 USD 0.5848 0.5446 -7057000000.0000 0.587700 -39348200.0000 -37769769.7000 -23493817.3300 -22089522.2900 0 923139.6300 481155.4100 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 300000000 USD 2.613% 03-JUN-2016 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
828 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 2Y2Y 10FEB16-10FEB18 1.44 0.00 IGNIS SWPTSWAPTION_119994USD NULL LTAA1129224967 BNY Mellon 0.3747 USD 0.5848 0.3691 -5877900000.0000 0.587700 -28159462.5000 -22024317.7600 -17150091.5500 -12880847.8900 0 3588118.6900 681124.9700 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 2Y2Y 10FEB16-10FEB18 1.44 IL30 IL30 2014-06-30 00:00:00.000
829 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y2Y1Y 20FEB15 24FEB17-18 2.325 0.00 IGNIS SWPTSWAPTION_120731USD NULL LTAA1129338671 BNY Mellon 0.2810 USD 0.5848 0.2817 -9812700000.0000 0.587700 -28879537.5000 -27570743.1900 -17320476.2700 -16124656.0800 0 765443.9300 430376.2600 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y2Y1Y 20FEB15 24FEB17-18 2.325 IL30 IL30 2014-06-30 00:00:00.000
830 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 0.00 IGNIS SWPTSWAPTION_123409USD NULL 7.06E+11 BNY Mellon 2.2256 USD 0.5848 2.2215 245600000.0000 0.587700 3328225.0000 5465975.3600 2006860.2900 3196757.2300 0 1250256.0900 -60359.1500 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 IL30 IL30 2014-06-30 00:00:00.000
831 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 P 0.00 IGNIS SWPTSWAPTION_123413USD NULL 7.06E+11 BNY Mellon 0.4748 USD 0.5848 0.5022 245600000.0000 0.587700 3328225.0000 1166084.2400 2006860.2900 681980.4300 0 -1264520.7200 -60359.1400 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 P IL30 IL30 2014-06-30 00:00:00.000
832 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 1.375 15/07/2018 1.38 912828JE1 NULL BNY Mellon 109.3281 USD 0.5848 109.3125 102012256.0000 0.587700 110819806.4000 111528061.3000 65998410.3500 65226810.1100 378446.88 358290.3400 -1185820.7300 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
833 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.5 15/04/2015 0.5 912828MY3 NULL BNY Mellon 101.4961 USD 0.5848 101.5117 132134664.0000 0.587700 133133656.4000 134111530.7000 82417900.6100 78434675.9700 81290.23 204281.8900 -4555131.1600 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
834 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2016 0.13 912828QD5 NULL BNY Mellon 102.6836 USD 0.5848 102.7109 485272230.4000 0.587700 493286479.1000 498294996.0000 302626179.9000 291426146.1000 74635.75 110484.4800 -14129247.9600 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
835 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2017 0.13 912828SQ4 NULL BNY Mellon 103.4961 USD 0.5848 103.4961 392412400.0000 0.587700 403669986.9000 406131529.9000 240408544.4000 237524654.1000 60353.79 1081630.3800 -4323515.4900 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
836 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2018 0.13 912828UX6 NULL BNY Mellon 103.3516 USD 0.5848 103.3398 95162688.0000 0.587700 97654842.8200 98352113.0800 58158054.4600 57520901.2900 14636.2 310785.4900 -1044949.3100 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
August 5, 2014 at 11:09 am
ronan.healy (8/5/2014)
CREATE TABLE [dbo].[BNYPortValInbound](
[PK_ID] [int] IDENTITY(1,1) NOT NULL,
[Country] [nvarchar](128) NULL,
[InvestmentType] [nvarchar](128) NULL,
[AssetType] [nvarchar](128) NULL,
[SecurityName] [nvarchar](128) NULL,
[CouponRate] [nvarchar](128) NULL,
[SecurityID] [nvarchar](128) NULL,
[MaturityDate] [datetime] NULL,
[HoldID] [nvarchar](128) NULL,
[CounterPartyRef] [nvarchar](128) NULL,
[Custodian] [nvarchar](128) NULL,
[MarketPrice] [decimal](15, 4) NULL,
[Currency] [nvarchar](128) NULL,
[CurrencyFXRate] [decimal](15, 4) NULL,
[PriorDayMarketPrice] [decimal](15, 4) NULL,
[Quantity] [decimal](15, 4) NULL,
[PriorDayFXRate] [decimal](19, 6) NULL,
[CostLocal] [decimal](15, 4) NULL,
[MarketValueLocal] [decimal](15, 4) NULL,
[CostBook] [decimal](15, 4) NULL,
[MarketValueBook] [decimal](15, 4) NULL,
[Blank] [nvarchar](128) NULL,
[UnrealisedPriceGainLoss] [decimal](15, 4) NULL,
[UnrealisedFXGainLoss] [decimal](15, 4) NULL,
[CurrencyFull] [nvarchar](128) NULL,
[InvestmentType1] [nvarchar](128) NULL,
[CountryOfIssue] [nvarchar](128) NULL,
[CountryFullName] [nvarchar](128) NULL,
[IndustrySector] [nvarchar](128) NULL,
[IndustryGroup] [nvarchar](128) NULL,
[IndustrySubGroup] [nvarchar](128) NULL,
[LongCompanyName] [nvarchar](128) NULL,
[ISIN] [nvarchar](128) NULL,
[Ticker] [nvarchar](128) NULL,
[FundLegalEntity] [nvarchar](128) NULL,
[FundStructureCode] [nvarchar](128) NULL,
[PeriodEndDate] [datetime] NULL
) ON [PRIMARY]
Sample data:
PK_ID Country InvestmentType AssetType SecurityName CouponRate SecurityID MaturityDate HoldID CounterPartyRef Custodian MarketPrice Currency CurrencyFXRate PriorDayMarketPrice Quantity PriorDayFXRate CostLocal MarketValueLocal CostBook MarketValueBook Blank UnrealisedPriceGainLoss UnrealisedFXGainLoss CurrencyFull InvestmentType1 CountryOfIssue CountryFullName IndustrySector IndustryGroup IndustrySubGroup LongCompanyName ISIN Ticker FundLegalEntity FundStructureCode PeriodEndDate
1 Australia Cash Cash Australian dollar-BNY Mellon-OnHand 0.00 AUDJun 30 2014 1-1 NULL 1 BNY Mellon 1.0000 AUD 0.5520 1.0000 31266690.0300 0.553400 31266690.0300 31266690.0300 17432864.8600 17259446.9600 0 0.0000 -173417.9000 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
2 Australia Cash Cash Australian dollar-BNY Mellon-Receivable 0.00 AUDJun 30 2014 1-2 NULL 1 BNY Mellon 1.0000 AUD 0.5520 1.0000 155.8600 0.553400 155.8600 155.8600 86.0400 86.0400 0 0.0000 0.0000 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
3 Australia Cash Cash Australian dollar-Merrill Lynch-OnHand 0.00 AUDJun 30 2014 1-3 NULL 1 Merrill Lynch 1.0000 AUD 0.5520 1.0000 27.2500 0.553400 27.2500 27.2500 -805350.3800 15.0400 0 0.0000 805365.4200 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
4 Australia IRS Swap 140876-IRS: Fix/Flo: P233350000AUD QuarterlySpd 0% R233350000AUD 4.15% 4.15 IGNIS 122840AUD NULL LTAA1276692793 BNY Mellon 100.6765 AUD 0.5520 100.6061 -245600000.0000 0.553400 -245600000.0000 -247261385.8000 -135359698.5000 -136276795.9000 0 -917097.3800 0.0000 Australian dollar Interest Rate Swap AU Australia 140876-IRS: Fix/Flo: P233350000AUD QuarterlySpd 0% R233350000AUD 4.15% IL30 IL30 2014-06-30 00:00:00.000
5 Australia IRS Swap 142296-IRS: Fix/Flo: P466800000AUD ACT/365 BBILLS 3M 4.14% 4.14 IGNIS 123434AUD NULL LTAA1129532780 BNY Mellon 100.6674 AUD 0.5520 100.5971 -491200000.0000 0.553400 -491200000.0000 -494478268.8000 -273619906.1000 -275429535.0000 0 -1809628.9100 0.0000 Australian dollar Interest Rate Swap AU Australia 142296-IRS: Fix/Flo: P466800000AUD ACT/365 BBILLS 3M 4.14% IL30 IL30 2014-06-30 00:00:00.000
6 Australia Swaption - Interest Rate Option SWAPTION AUDIRS 3M3M 3Y1Y 21MAR17 21MAR18 4.15 0.00 IGNIS SWPTSWAPTION_122855AUD NULL LTAA1276692781 BNY Mellon -0.3747 AUD 0.5520 -0.3545 -491200000.0000 0.553400 0.0000 1840282.8500 0.0000 1015849.9100 0 1015849.9100 0.0000 Australian dollar Swaption - Interest Rate AU Australia SWAPTION AUDIRS 3M3M 3Y1Y 21MAR17 21MAR18 4.15 IL30 IL30 2014-06-30 00:00:00.000
7 Australia Swaption - Interest Rate Option SWAPTION AUDIRS 3M3M 3Y1Y 28MAR17 28MAR18 4.14 0.00 IGNIS SWPTSWAPTION_123432AUD NULL LTAA1129532739 BNY Mellon -0.3687 AUD 0.5520 -0.3480 -982400000.0000 0.553400 0.0000 3622392.1000 0.0000 1999587.5600 0 1999587.5500 0.0100 Australian dollar Swaption - Interest Rate AU Australia SWAPTION AUDIRS 3M3M 3Y1Y 28MAR17 28MAR18 4.14 IL30 IL30 2014-06-30 00:00:00.000
8 Canada Cash Cash Canadian dollar-BNY Mellon-OnHand 0.00 CADJun 30 2014 1-4 NULL 1 BNY Mellon 1.0000 CAD 0.5491 1.0000 98.4500 0.550300 98.4500 98.4500 -169778.2100 54.0600 0 0.0000 169832.2700 Canadian dollar Cash and Equivalents CA Canada cad IL30 IL30 2014-06-30 00:00:00.000
9 European Union Cash Cash Euro-BNY Mellon-CapitalPayable 0.00 EURJun 30 2014 1-5 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 -8842356.9500 0.801600 -8842356.9500 -8842356.9500 -7080169.1000 -7080453.2600 0 0.0000 -284.1600 Euro Cash and Equivalents EU European Union IL30 IL30 I EUR Hedged (New) 2014-06-30 00:00:00.000
10 European Union Cash Cash Euro-BNY Mellon-CapitalReceivable 0.00 EURJun 30 2014 1-6 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 29664858.0700 0.801600 29664858.0700 29664858.0700 23768347.3600 23753920.1900 0 0.0000 -14427.1700 Euro Cash and Equivalents EU European Union IL30 IL30 A EUR DIST HEDGED 2014-06-30 00:00:00.000
11 European Union Cash Cash Euro-BNY Mellon-OnHand 0.00 EURJun 30 2014 1-7 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 20985774.8000 0.801600 20985774.8000 20985774.8000 64609574.0400 16804207.1400 0 0.0000 -47805366.9000 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
12 European Union Cash Cash Euro-BNY Mellon-Receivable 0.00 EURJun 30 2014 1-8 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 50400205.0000 0.801600 50400205.0000 50400205.0000 40399198.0300 40357599.0100 0 0.0000 -41599.0200 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
13 European Union Cash Cash Euro-Merrill Lynch-OnHand 0.00 EURJun 30 2014 1-9 NULL 1 Merrill Lynch 1.0000 EUR 0.8007 1.0000 15452344.6200 0.801600 15452344.6200 15452344.6200 12901761.4800 12373353.0300 0 0.0000 -528408.4500 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
14 European Union Corporate Bond Debt Instruments IGNIS EUR COLLATERAL Credit Suisse 0 CS COLLATERAL EUR NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 12720000.0000 0.801600 12720000.0000 12720000.0000 10192597.1500 10185447.8400 0 0.0000 -7149.3100 Euro Corporate Bond EU European Union IL30 IL30 2014-06-30 00:00:00.000
15 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 5y 5y 2.67% ANNUAL VS French CPIxt ACT/365 16Oct22 0 86295IL01IRSEUR NULL D020589216726 BNY Mellon 102.9735 EUR 0.8007 102.9343 65000000.0000 0.801600 65000000.0000 66932744.1300 52449812.9700 53997443.8300 0 1547630.8600 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 5y 5y 2.67% ANNUAL VS French CPIxt ACT/365 16Oct22 IL30 IL30 2014-06-30 00:00:00.000
16 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 1.995% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC17 0 90846IL01IRSEUR NULL LTAA1126419256 BNY Mellon 105.8656 EUR 0.8007 105.7797 -50000000.0000 0.801600 -50000000.0000 -52932821.8200 -40702930.4100 -43051366.2400 0 -2348435.8300 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 1.995% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC17 IL30 IL30 2014-06-30 00:00:00.000
17 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 2.2795% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC22 0 90847IL01IRSEUR NULL LTAA1126419291 BNY Mellon 108.4333 EUR 0.8007 108.4017 50000000.0000 0.801600 50000000.0000 54216633.4800 40702930.4100 44079369.1200 0 3376438.7100 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 2.2795% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC22 IL30 IL30 2014-06-30 00:00:00.000
18 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 2.59% 30/360 VS FLOATING FRCPI Index ACT/360 17Jan23 0 92131IL01IRSEUR NULL D030590401976 BNY Mellon 102.5619 EUR 0.8007 102.5324 100000000.0000 0.801600 100000000.0000 102561929.6000 82958359.2300 85009805.8200 0 2051446.5900 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 2.59% 30/360 VS FLOATING FRCPI Index ACT/360 17Jan23 IL30 IL30 2014-06-30 00:00:00.000
19 European Union IFS Swap 127869-IRS: Flo/Fix: P140000000EUR IrregularSpd 0% R14000000 0 IGNIS 113817 NULL LTAA1128470144 BNY Mellon 101.8765 EUR 0.8007 101.8511 140000000.0000 0.801600 140000000.0000 142627116.8000 117366396.7000 119470041.5000 0 2103644.7700 0.0000 Euro Inflation Swap EU European Union 127869-IRS: Flo/Fix: P140000000EUR IrregularSpd 0% R140000000EUR Irregular@1.8525% (15/11/13-15/11/2 IL30 IL30 2014-06-30 00:00:00.000
20 European Union IFS Swap IFS: INF: EUR Fixed 1.955% VS FRCPXTOB Index ACT/365 15Nov23 0 IGNIS 113831 NULL D130594477751 BNY Mellon 103.1409 EUR 0.8007 103.1137 46000000.0000 0.801600 46000000.0000 47444824.2900 38563244.6300 39720177.2100 0 1156932.5900 0.0000 Euro Inflation Swap EU European Union IFS: INF: EUR Fixed 1.955% VS FRCPXTOB Index ACT/365 15Nov23 IL30 IL30 2014-06-30 00:00:00.000
21 European Union IFS Swap INF SWAP: Flo/Fix EUR Fixed 1.8475% 30/360 VS CPTFEMU ACT/360 21Nov25 0 IGNIS 114230EUR NULL LTAA1128510149 BNY Mellon 101.8141 EUR 0.8007 101.7886 120000000.0000 0.801600 120000000.0000 122176929.2000 100788672.9000 102531833.2000 0 1743160.2900 0.0000 Euro Inflation Swap EU European Union INF SWAP: Flo/Fix EUR Fixed 1.8475% 30/360 VS CPTFEMU ACT/360 21Nov25 IL30 IL30 2014-06-30 00:00:00.000
22 European Union IFS Swap 138761-IRS: Flo/Fix: P107000000EUR IrregularSpd 0% R107000000EUR 0 IGNIS 121222EUR NULL LTAA1129421803 BNY Mellon 100.4573 EUR 0.8007 100.4290 107000000.0000 0.801600 107000000.0000 107489339.9000 88156991.1800 88548826.5800 0 391835.4000 0.0000 Euro Inflation Swap EU European Union 138761-IRS: Flo/Fix: P107000000EUR IrregularSpd 0% R107000000EUR Irregular@1.78375% (05/03/14-05/03/26) IL30 IL30 2014-06-30 00:00:00.000
23 European Union IFS Swap 139863-IRS: Fix/Flo: EUR Irregular@1.04% EUR IrregularSpd 0% (13/03/14-13/03/17) 0 IGNIS 122116EUR NULL LTAA1276613411 BNY Mellon 100.5435 EUR 0.8007 100.5049 -440400000.0000 0.801600 -440400000.0000 -442793753.8000 -367271484.0000 -369188265.0000 0 -1916780.9700 0.0000 Euro Inflation Swap EU European Union 139867-IRS: Fix/Flo: EUR Irregular@1.04% EUR IrregularSpd 0% (13/03/14-13/03/17) IL30 IL30 2014-06-30 00:00:00.000
24 European Union IFS Swap 140384-IRS: Flo/Fix: P138639000EUR IrregularSpd 0% R138639000EUR Irregular@1.745% (18/03/14-18/03/26) 0 IGNIS 122589EUR NULL LTAA1276651715 BNY Mellon 99.9879 EUR 0.8007 99.9581 138639000.0000 0.801600 138639000.0000 138622206.6000 116102241.7000 116088794.5000 0 -13447.1900 0.0000 Euro Inflation Swap EU European Union 140384-IRS: Flo/Fix: P138639000EUR IrregularSpd 0% R138639000EUR Irregular@1.745% (18/03/14-18/03/26) IL30 IL30 2014-06-30 00:00:00.000
25 European Union IFS Swap 142500-Infl Swap: Flo/Fix: P10000000EUR IrregularSpd 0% R10000000EUR Irregular@1.8775% (01/04/14-03/04/29) 0 IGNIS 123576EUR NULL LTAA1129551916 BNY Mellon 99.5952 EUR 0.8007 99.5521 280000000.0000 0.801600 280000000.0000 278866500.6000 231447032.3000 230539390.8000 0 -907641.4700 0.0000 Euro Inflation Swap EU European Union 142500-Infl Swap: Flo/Fix: P10000000EUR IrregularSpd 0% R10000000EUR Irregular@1.8775% (01/04/14-03/04/29) IL30 IL30 2014-06-30 00:00:00.000
26 European Union IFS Swap 144065-Infl Swap: Flo/Fix: P104400000EUR IrregularSpd 0% R104400000EUR Irregular@1.9175% (10/04/14-10/04/29) 0 IGNIS 124074EUR NULL LTAA1129654997 BNY Mellon 100.1828 EUR 0.8007 100.1481 104400000.0000 0.801600 104400000.0000 104590795.7000 85981420.3400 86134198.6000 0 152778.2600 0.0000 Euro Inflation Swap EU European Union 144065-Infl Swap: Flo/Fix: P104400000EUR IrregularSpd 0% R104400000EUR Irregular@1.9175% (10/04/14-10/04/29) IL30 IL30 2014-06-30 00:00:00.000
27 European Union IFS Swap 152172-Infl Swap: Flo/Fix: P207300000EUR IrregularSpd 0% R207300000EUR Irregular@1.65% (05/06/14-05/06/24) 0 IGNIS 127438EUR NULL LTAA1130061707 BNY Mellon 99.7450 EUR 0.8007 99.7197 207300000.0000 0.801600 207300000.0000 206771453.3000 168679709.1000 168256479.2000 0 -423229.9100 0.0000 Euro Inflation Swap EU European Union 152172-Infl Swap: Flo/Fix: P207300000EUR IrregularSpd 0% R207300000EUR Irregular@1.65% (05/06/14-05/06/24) IL30 IL30 2014-06-30 00:00:00.000
28 European Union IFS Swap 152157-Infl Swap: Flo/Fix: P138600000EUR IrregularSpd 0% R138600000EUR Irregular@1.65% (05/06/14-05/06/29) 0 IGNIS 127439EUR NULL LTAA1130061724 BNY Mellon 99.6704 EUR 0.8007 99.6285 138600000.0000 0.801600 138600000.0000 138143243.6000 112778618.8000 112412874.4000 0 -365744.3600 0.0000 Euro Inflation Swap EU European Union 152157-Infl Swap: Flo/Fix: P138600000EUR IrregularSpd 0% R138600000EUR Irregular@1.65% (05/06/14-05/06/29) IL30 IL30 2014-06-30 00:00:00.000
29 European Union IRS Swap 130994-IRS: Fix/Flo: P170000000EUR Annual@2.067% R170000000E 2.07 IGNIS 116266EUR NULL BNY Mellon 106.3097 EUR 0.8007 106.1657 -170000000.0000 0.801600 -170000000.0000 -180726538.0000 -143395073.1000 -151984270.7000 0 -8589197.6000 0.0000 Euro Interest Rate Swap EU European Union 130994-IRS: Fix/Flo: P170000000EUR Annual@2.067% R170000000EUR Semi-annualSpd 0% (17/12/13-18/12/23) IL30 IL30 2014-06-30 00:00:00.000
30 European Union IRS Swap 158177-IRS: Fix/Flo: P2770000EUR Annual@1.496% R2770000EUR Semi-annualSpd 0% (27/06/14-27/06/24) IRS 1.5 IGNIS 128813EUR NULL 6.80E+12 BNY Mellon 100.5793 EUR 0.8007 100.4310 -80230000.0000 0.801600 -80230000.0000 -80694774.8000 -64412195.9200 -64784360.9700 0 -372165.0500 0.0000 Euro Interest Rate Swap EU European Union 158177-IRS: Fix/Flo: P2770000EUR Annual@1.496% R2770000EUR Semi-annualSpd 0% (27/06/14-27/06/24) IRS IL30 IL30 2014-06-30 00:00:00.000
31 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.22 IGNIS 126840 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -24815815.5000 0.801600 -24815815.5000 -24815815.5000 -20085906.1800 -19871084.4800 -4128.77 0.0000 214821.7000 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
32 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.23 IGNIS 127126 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -21744113.5800 0.801600 -21744113.5800 -21744113.5800 -17689170.5300 -17411441.4200 -3114.71 0.0000 277729.1100 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
33 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.16 IGNIS 127458 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -230164275.2000 0.801600 -230164275.2000 -230164275.2000 -187135982.0000 -184302375.9000 -20478.04 0.0000 2833606.1300 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
34 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.09 IGNIS 127638 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -120500000.0000 0.801600 -120500000.0000 -120500000.0000 -97894362.2100 -96489502.0000 -5065.7 0.0000 1404860.2100 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
35 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.09 IGNIS 127639 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -122374980.0000 0.801600 -122374980.0000 -122374980.0000 -99417598.4900 -97990878.6500 -5144.52 0.0000 1426719.8400 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
36 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.1 IGNIS 127834 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -190672000.0000 0.801600 -190672000.0000 -190672000.0000 -154088093.3000 -152679222.6000 -8058.07 0.0000 1408870.6900 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
37 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.02 IGNIS 128716 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -3873506.6000 0.801600 -3873506.6000 -3873506.6000 -3095639.6100 -3101682.3500 -8.62 0.0000 -6042.7400 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
38 European Union Repo MoneyMarket REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 0.02 IGNIS 128717 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -300802420.0000 0.801600 -300802420.0000 -300802420.0000 -240396101.5000 -240865358.6000 -669.07 0.0000 -469257.1000 Euro Repurchase Agreements EU European Union REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
39 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.03 IGNIS 128948 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -46997925.0000 0.801600 -46997925.0000 -46997925.0000 -37674846.9700 -37633247.9500 0 0.0000 41599.0200 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
40 European Union Repo MoneyMarket REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 0.03 IGNIS 128950 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -19831900.0000 0.801600 -19831900.0000 -19831900.0000 -15897803.9500 -15880250.2500 -13.23 0.0000 17553.7000 Euro Repurchase Agreements EU European Union REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
41 European Union Swaption - Interest Rate Option EURSWN 3Y5Y RECEIVER FEB15-FEB20 2.62 0.00 68796 NULL LTAA1124315022 BNY Mellon 8.8831 EUR 0.8007 8.7803 -63000000.0000 0.801600 -1726200.0000 -5596355.0000 -1436612.5300 -4481240.7200 0 -3098998.5800 54370.3900 Euro Swaption - Interest Rate EU European Union IL30 IL30 2014-06-30 00:00:00.000
42 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 1121700000 EUR 1.1275% 14-NOV-20 PAYER 0.00 IGNIS SWPT126240EUR NULL LTAA1129892246 BNY Mellon 0.0370 EUR 0.8007 0.0457 1173200000.0000 0.801600 2064209.5500 434553.2800 1686039.1100 347965.3900 0 -1304935.4600 -33138.2600 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 1121700000 EUR 1.1275% 14-NOV-2014 EURIBOR 3MONTH 0bps GOLDMAN SACHS LON IL30 IL30 2014-06-30 00:00:00.000
43 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 359500000 EUR 2.587% 20-NOV-2014 0.00 IGNIS SWPT126592EUR NULL EM3G4 BNY Mellon 0.5381 EUR 0.8007 0.5750 375800000.0000 0.801600 3218725.0000 2022217.3800 2614360.4500 1619275.9100 0 -958094.8100 -36989.7300 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 359500000 EUR 2.587% 20-NOV-2014 EURIBOR 6MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
44 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 359750000 EUR 2.597% 20-NOV-2014 0.00 IGNIS SWPT126849EUR NULL EM3RP BNY Mellon 0.5393 EUR 0.8007 0.5759 375980000.0000 0.801600 3234850.0000 2027810.5300 2616811.7400 1623754.5900 0 -966528.1100 -26529.0400 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 359750000 EUR 2.597% 20-NOV-2014 EURIBOR 6MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
45 Finland Corporate Bond Debt Instruments Municipality Finance PLC 1.5 15/12/2014 1.5 B79NW02 NULL BNY Mellon 100.4021 GBP 1.0000 100.4062 10000000.0000 1.000000 9990000.0000 10040210.0000 9990000.0000 10040210.0000 81369.86 41814.2300 0.0000 U.K. pound Corporate Bond FI Finland Government Sovereign Agency Sovereign_si XS0742251019 IL30 IL30 2014-06-30 00:00:00.000
46 Germany Future-Bond Futures Euro-BTP Future Sep14 0.00 IKU4 NULL Merrill Lynch 126.1800 EUR 0.8007 126.3400 -1341.0000 0.801600 0.0000 -2874639.9600 0.0000 -2301847.1200 0 -2301847.1200 0.0000 Euro Future-Bond DE Germany IL30 IL30 2014-06-30 00:00:00.000
47 Germany Future-Bond Futures Euro-OAT Future Sep14 0.00 OATU4 NULL Merrill Lynch 140.5300 EUR 0.8007 140.4500 -1411.0000 0.801600 0.0000 -3047760.0000 0.0000 -2440471.7400 0 -2440471.7400 0.0000 Euro Future-Bond DE Germany IL30 IL30 2014-06-30 00:00:00.000
48 Germany Government Debt Issue Debt Instruments Bundesrepublik Deutschland 6.5 07/04/27 6.5 5286601 NULL BNY Mellon 157.8500 EUR 0.8007 157.7040 196800000.0000 0.801600 307294969.0000 310648800.0000 248720542.2000 248749776.0000 10158911.44 3013663.1500 -2656322.0800 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
49 Germany Government Debt Issue Debt Instruments Deutsche Bundesrepublik Inflation Linked Bond 1.5 15/04/2016 1.5 B10S9K3 NULL BNY Mellon 102.9345 EUR 0.8007 102.8995 461187262.5000 0.801600 477172380.2000 474720572.2000 394511902.2000 380129058.9000 1168582.67 -2085359.2900 -12419575.8700 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
50 Germany Government Debt Issue Debt Instruments Bundesrepublik Deutschland Bundesobligation Inflation Linked Bond 0.75 15/04/2018 0.75 B4JQ9S7 NULL BNY Mellon 105.3305 EUR 0.8007 105.2685 225831518.5000 0.801600 235930195.9000 237869467.6000 196365236.6000 190472252.9000 286112.41 1497130.7700 -7445841.5000 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
51 Japan Cash Cash Japanese yen-BNY Mellon-OnHand 0.00 JPYJun 30 2014 1-10 NULL 1 BNY Mellon 1.0000 JPY 0.0058 1.0000 7251153.5700 0.005800 7251153.5700 7251153.5700 -137824.5700 41861.8400 0 0.0000 179686.4100 Japanese yen Cash and Equivalents JP Japan IL30 IL30 2014-06-30 00:00:00.000
52 Japan Cash Cash Japanese yen-BNY Mellon-Receivable 0.00 JPYJun 30 2014 1-11 NULL 1 BNY Mellon 1.0000 JPY 0.0058 1.0000 111370633.0000 0.005800 111370633.0000 111370633.0000 645627.9800 642956.8000 0 0.0000 -2671.1800 Japanese yen Cash and Equivalents JP Japan IL30 IL30 2014-06-30 00:00:00.000
53 Japan IRS Swap 144528-IRS: Flo/Fix: P182000000JPY Semi-annualSpd 0% R182000000JPY Semi-annual@2.44% (15/04/24-15/04/34) 2.44 IGNIS 124390JPY NULL 7.00E+12 BNY Mellon 100.6534 JPY 0.0058 100.7715 9024000000.0000 0.005800 9024000000.0000 9082960109.0000 53095681.2100 53436065.4000 0 340384.1900 0.0000 Japanese yen Interest Rate Swap JP Japan 144528-IRS: Flo/Fix: P182000000JPY Semi-annualSpd 0% R182000000JPY Semi-annual@2.44% (15/04/24-15/04/34) IL30 IL30 2014-06-30 00:00:00.000
54 Japan IRS Swap 144832-IRS: Flo/Fix: P8604000000JPY Semi-annualSpd 0% R8604000000JPY Semi-annual@2.4375% (16/04/24-16/04/34) 2.44 IGNIS 124471JPY NULL LTAA1129686163 BNY Mellon 100.6300 JPY 0.0058 100.7480 8604000000.0000 0.005800 8604000000.0000 8658203479.0000 50480846.3400 50793769.9100 0 312923.5700 0.0000 Japanese yen Interest Rate Swap JP Japan 144832-IRS: Flo/Fix: P8604000000JPY Semi-annualSpd 0% R8604000000JPY Semi-annual@2.4375% (16/04/24-16/04/34) IL30 IL30 2014-06-30 00:00:00.000
55 Japan IRS Swap 144835-IRS: Flo/Fix: P4345000000JPY Semi-annualSpd 0% R4345000000JPY Semi-annual@2.435% (16/04/24-16/04/34) 2.44 IGNIS 124535JPY NULL LTAA1129691031 BNY Mellon 101.1613 JPY 0.0058 101.2784 4345000000.0000 0.005800 4345000000.0000 4395456747.0000 25492710.0600 25784003.2700 0 291293.2000 0.0000 Japanese yen Interest Rate Swap JP Japan 144835-IRS: Flo/Fix: P4345000000JPY Semi-annualSpd 0% R4345000000JPY Semi-annual@2.435% (16/04/24-16/04/34) IL30 IL30 2014-06-30 00:00:00.000
56 Japan IRS Swap 144922-IRS: Flo/Fix: P201000000JPY Semi-annualSpd 0% R201000000JPY Semi-annual@2.433% (17/04/24-17/04/34) 2.43 IGNIS 124556JPY NULL 89384852 BNY Mellon 101.1418 JPY 0.0058 101.2589 10141000000.0000 0.005800 10141000000.0000 10256790952.0000 59632887.9500 60301363.8100 0 668475.8700 0.0000 Japanese yen Interest Rate Swap JP Japan 144922-IRS: Flo/Fix: P201000000JPY Semi-annualSpd 0% R201000000JPY Semi-annual@2.433% (17/04/24-17/04/34) IL30 IL30 2014-06-30 00:00:00.000
57 Japan IRS Swap 149884-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.175% (23/05/24-23/05/29) 2.17 IGNIS 126651JPY NULL LTAA1129995363 BNY Mellon 100.1650 JPY 0.0058 100.2197 16838000000.0000 0.005800 16838000000.0000 16865774281.0000 98293517.0200 98453861.4700 0 160344.4500 0.0000 Japanese yen Interest Rate Swap JP Japan 149884-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.175% (23/05/24-23/05/29) IL30 IL30 2014-06-30 00:00:00.000
58 Japan IRS Swap 149869-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.1751% (23/05/24-23/05/29) 2.18 IGNIS 126653JPY NULL 7.00E+12 BNY Mellon 100.1654 JPY 0.0058 100.2202 16838000000.0000 0.005800 16838000000.0000 16865848368.0000 98293517.0200 98454289.1900 0 160772.1700 0.0000 Japanese yen Interest Rate Swap JP Japan 149869-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.1751% (23/05/24-23/05/29) IL30 IL30 2014-06-30 00:00:00.000
59 Japan IRS Swap 150969-IRS: Flo/Fix: P17919000000JPY Semi-annualSpd 0% R17919000000JPY Semi-annual@2.15375% (30/05/24-30/05/29) 2.15 IGNIS 126946JPY NULL 7.00E+12 BNY Mellon 100.0567 JPY 0.0058 100.1113 17919000000.0000 0.005800 17919000000.0000 17929158281.0000 105410903.0000 105469548.1000 0 58645.0500 0.0000 Japanese yen Interest Rate Swap JP Japan 150969-IRS: Flo/Fix: P17919000000JPY Semi-annualSpd 0% R17919000000JPY Semi-annual@2.15375% (30/05/24-30/05/29) IL30 IL30 2014-06-30 00:00:00.000
60 New Zealand Cash Cash New Zealand dollar-BNY Mellon-OnHand 0.00 NZDJun 30 2014 1-12 NULL 1 BNY Mellon 1.0000 NZD 0.5121 1.0000 1.0000 0.515300 1.0000 1.0000 0.5100 0.5100 0 0.0000 0.0000 New Zealand dollar Cash and Equivalents NZ New Zealand IL30 IL30 2014-06-30 00:00:00.000
61 Norway Cash Cash Norwegian krone-BNY Mellon-OnHand 0.00 NOKJun 30 2014 1-13 NULL 1 BNY Mellon 1.0000 NOK 0.0953 1.0000 1.5300 0.095800 1.5300 1.5300 9950.9800 0.1500 0 0.0000 -9950.8300 Norwegian krone Cash and Equivalents NO Norway IL30 IL30 2014-06-30 00:00:00.000
62 Sweden Cash Cash Swedish krona-BNY Mellon-CapitalReceivable 0.00 SEKJun 30 2014 1-14 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 160953.0000 0.087300 160953.0000 160953.0000 14061.5100 14080.4600 0 0.0000 18.9500 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 I SEK Hedged (New) 2014-06-30 00:00:00.000
63 Sweden Cash Cash Swedish krona-BNY Mellon-OnHand 0.00 SEKJun 30 2014 1-15 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 -204.8400 0.087300 -204.8400 -204.8400 2862063.5800 -17.9300 0 0.0000 -2862081.5100 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 2014-06-30 00:00:00.000
64 Sweden Cash Cash Swedish krona-BNY Mellon-Payable 0.00 SEKJun 30 2014 1-16 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 -54.9900 0.087300 -54.9900 -54.9900 -4.8100 -4.8100 0 0.0000 0.0000 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 2014-06-30 00:00:00.000
65 Switzerland Cash Cash Swiss franc-BNY Mellon-CapitalPayable 0.00 CHFJun 30 2014 1-17 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -49234.3900 0.659700 -49234.3900 -49234.3900 -32456.0000 -32470.1900 0 0.0000 -14.1900 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 I CHF Hedged (New) 2014-06-30 00:00:00.000
66 Switzerland Cash Cash Swiss franc-BNY Mellon-CapitalReceivable 0.00 CHFJun 30 2014 1-18 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 440554.6600 0.659700 440554.6600 440554.6600 290375.9800 290546.8100 0 0.0000 170.8300 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30AAACHF 2014-06-30 00:00:00.000
67 Switzerland Cash Cash Swiss franc-BNY Mellon-OnHand 0.00 CHFJun 30 2014 1-19 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -315.6400 0.659700 -315.6400 -315.6400 7585190.1900 -208.1700 0 0.0000 -7585398.3600 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 2014-06-30 00:00:00.000
68 Switzerland Cash Cash Swiss franc-BNY Mellon-Payable 0.00 CHFJun 30 2014 1-20 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -83.2400 0.659700 -83.2400 -83.2400 -54.9000 -54.9000 0 0.0000 0.0000 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 2014-06-30 00:00:00.000
69 United Kingdom Caps/Floors Option UKRPI YOY FLOOR 11JUL11 - 11JUL41 0.00 58868 NULL LTAA1120872954 BNY Mellon 5.7867 GBP 1.0000 5.8028 -10.0000 1.000000 -1000000.0000 -578669.3700 -1000000.0000 -578669.3700 0 421330.6300 0.0000 U.K. pound Caps and Floors GB United Kingdom UK RPI All Items NSA IL30 IL30 2014-06-30 00:00:00.000
70 United Kingdom Caps/Floors Option UKRPI YoY Floor 5Oct11-5Oct41 0.00 62276 NULL LTAA1122853628 BNY Mellon 5.8560 GBP 1.0000 5.8721 -5.0000 1.000000 -594000.0000 -292798.7000 -594000.0000 -292798.7000 0 301201.3000 0.0000 U.K. pound Caps and Floors GB United Kingdom Hong Kong Hang Seng Index IL30 IL30 2014-06-30 00:00:00.000
71 United Kingdom Cash Cash U.K. pound-BNY Mellon-AccruedInterestPayable 0.00 GBPJun 30 2014 1-21 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -1169073.2700 1.000000 -1169073.2700 -1169073.2700 -1169073.2700 -1169073.2700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
72 United Kingdom Cash Cash U.K. pound-BNY Mellon-AccruedInterestReceivable 0.00 GBPJun 30 2014 1-22 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 778396.4000 1.000000 778396.4000 778396.4000 778396.4000 778396.4000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
73 United Kingdom Cash Cash U.K. pound-BNY Mellon-CapitalPayable 0.00 GBPJun 30 2014 1-23 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -2382820.3900 1.000000 -2382820.3900 -2382820.3900 -2382820.3900 -2382820.3900 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 SI GBP DIST 2014-06-30 00:00:00.000
74 United Kingdom Cash Cash U.K. pound-BNY Mellon-CapitalReceivable 0.00 GBPJun 30 2014 1-24 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 2587788.9700 1.000000 2587788.9700 2587788.9700 2587788.9700 2587788.9700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 SI GBP DIST 2014-06-30 00:00:00.000
75 United Kingdom Cash Cash U.K. pound-BNY Mellon-OnHand 0.00 GBPJun 30 2014 1-25 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 2053162.0000 1.000000 2053162.0000 2053162.0000 2053162.0000 2053162.0000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
76 United Kingdom Cash Cash U.K. pound-BNY Mellon-Payable 0.00 GBPJun 30 2014 1-26 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -186893188.3000 1.000000 -186893188.3000 -186893188.3000 -186893188.3000 -186893188.3000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
77 United Kingdom Cash Cash U.K. pound-BNY Mellon-PurchasedAI 0.00 GBPJun 30 2014 1-27 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 1169073.2700 1.000000 1169073.2700 1169073.2700 1169073.2700 1169073.2700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
78 United Kingdom Cash Cash U.K. pound-BNY Mellon-Receivable 0.00 GBPJun 30 2014 1-28 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 126095188.7000 1.000000 126095188.7000 126095188.7000 126095188.7000 126095188.7000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
79 United Kingdom Cash Cash U.K. pound-BNY Mellon-SoldAI 0.00 GBPJun 30 2014 1-29 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -778396.4000 1.000000 -778396.4000 -778396.4000 -778396.4000 -778396.4000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
80 United Kingdom Cash Cash U.K. pound-Merrill Lynch-OnHand 0.00 GBPJun 30 2014 1-30 NULL 1 Merrill Lynch 1.0000 GBP 1.0000 1.0000 1898992.7700 1.000000 1898992.7700 1898992.7700 1898992.7700 1898992.7700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
81 United Kingdom Corporate Bond Cash IGNIS GBP LIQUIDITY FUND 0 B3KQMD5 NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 327798334.8000 1.000000 327081075.7000 327798334.8000 327081075.7000 327798334.8000 0 717259.0700 0.0000 U.K. pound Corporate Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
82 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL BARCLAYS 0 BARCLAYS COLLATERAL NULL RBS BNY Mellon 100.0000 GBP 1.0000 100.0000 -1633000.0000 1.000000 -1633000.0000 -1633000.0000 -1633000.0000 -1633000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL BARCLAYS IL30 IL30 2014-06-30 00:00:00.000
83 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL CITI 0 CITI COLLATERAL REPO NULL CITI BNY Mellon 100.0000 GBP 1.0000 100.0000 -1439000.0000 1.000000 -1439000.0000 -1439000.0000 -1439000.0000 -1439000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL CITI IL30 IL30 2014-06-30 00:00:00.000
84 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL GOLDMAN SACHS 0 GS COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 17891804.0000 1.000000 17891804.0000 17891804.0000 17891804.0000 17891804.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL GOLDMAN SACHS IL30 IL30 2014-06-30 00:00:00.000
85 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL HSBC 0 HSBC COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -561000.0000 1.000000 -561000.0000 -561000.0000 -561000.0000 -561000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL HSBC IL30 IL30 2014-06-30 00:00:00.000
86 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL LLOYDS 0 LLOYDS COLLATERAL REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 2238000.0000 1.000000 2238000.0000 2238000.0000 2238000.0000 2238000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL LLOYDS IL30 IL30 2014-06-30 00:00:00.000
87 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL MS 0 MS COLLATERAL REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -8980000.0000 1.000000 -8980000.0000 -8980000.0000 -8980000.0000 -8980000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL MS IL30 IL30 2014-06-30 00:00:00.000
88 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL NOMURA GBP 0 NOMURA COLLATERAL GBP NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 33000.0000 1.000000 33000.0000 33000.0000 33000.0000 33000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL NOMURA GBP IL30 IL30 2014-06-30 00:00:00.000
89 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL RBS 0 RBS COLLATERAL NULL RBS BNY Mellon 100.0000 GBP 1.0000 100.0000 10360000.4200 1.000000 10360000.4200 10360000.4200 10360000.4200 10360000.4200 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL RBS IL30 IL30 2014-06-30 00:00:00.000
90 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL UBS 0 UBS COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 5200000.0000 1.000000 5200000.0000 5200000.0000 5200000.0000 5200000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL UBS IL30 IL30 2014-06-30 00:00:00.000
91 United Kingdom Future-Bond Futures LONG GILT FUTURE Sep14 0.00 G U4 NULL Merrill Lynch 109.9200 GBP 1.0000 110.2700 -416.0000 1.000000 0.0000 131360.0000 0.0000 131360.0000 0 131360.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
92 United Kingdom Future-Bond Futures ULTRA LONG GILT FUSep14 0.00 UGLU4 NULL Merrill Lynch 109.9400 GBP 1.0000 110.5000 -237.0000 1.000000 0.0000 -74880.0000 0.0000 -74880.0000 0 -74880.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
93 United Kingdom Future-Bond Futures SHORT GILT FUTURE Sep14 0.00 WBU4 NULL Merrill Lynch 103.5000 GBP 1.0000 103.5400 106.0000 1.000000 0.0000 -1060.0000 0.0000 -1060.0000 0 -1060.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
94 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 4 29/01/49 4 216346 NULL BNY Mellon 98.3100 GBP 1.0000 99.0500 9855262.0000 1.000000 9870044.8900 9688708.0700 9870044.8900 9688708.0700 163346.88 -180464.1100 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0002163466 IL30 IL30 2014-06-30 00:00:00.000
95 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 2.5 07/26/16 2.5 907532 NULL BNY Mellon 108.5114 GBP 1.0000 108.5697 824754031.8000 1.000000 900781814.0000 894952023.1000 900781814.0000 894952023.1000 8885471.62 -2541461.0300 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0009075325 IL30 IL30 2014-06-30 00:00:00.000
96 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 3.5 29/12/49 3.5 938628 NULL BNY Mellon 84.5400 GBP 1.0000 85.1500 23000000.0000 1.000000 21632756.6000 19444200.0000 21632756.6000 19444200.0000 65983.6 -2266507.0900 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0009386284 IL30 IL30 2014-06-30 00:00:00.000
97 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 1.25 22/11/2017 1.25 B0V3WQ7 NULL BNY Mellon 108.7600 GBP 1.0000 108.8600 928225481.0000 1.000000 1014071995.0000 1009538033.0000 1014071995.0000 1009538033.0000 1261175.95 -5510864.8000 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B0V3WQ75 IL30 IL30 2014-06-30 00:00:00.000
98 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 2 22/01/2016 2 B3QCG24 NULL BNY Mellon 101.7600 GBP 1.0000 101.8000 252300000.0000 1.000000 256900382.0000 256740480.0000 256900382.0000 256740480.0000 2230276.24 -51682.9200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B3QCG246 IL30 IL30 2014-06-30 00:00:00.000
99 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 4.5 09/07/34 4.5 B52WS15 NULL BNY Mellon 117.7700 GBP 1.0000 118.2300 0.0000 1.000000 0.0000 0.0000 0.0000 0.0000 193480.43 0.0000 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B52WS153 IL30 IL30 2014-06-30 00:00:00.000
100 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 2.25 09/07/23 2.25 B7Z5365 NULL BNY Mellon 96.6000 GBP 1.0000 96.8800 459858200.0000 1.000000 443815327.7000 444223021.2000 443815327.7000 444223021.2000 2660598.54 393000.6700 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B7Z53659 IL30 IL30 2014-06-30 00:00:00.000
101 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 0.125 11/22/19 0.13 BBDR7T2 NULL BNY Mellon 105.3100 GBP 1.0000 105.4400 57152816.4300 1.000000 60572355.3200 60187630.9900 60572355.3200 60187630.9900 7765.33 -578977.0200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BBDR7T29 IL30 IL30 2014-06-30 00:00:00.000
102 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 1.75 07/22/19 1.75 BDV0F15 NULL BNY Mellon 98.6500 GBP 1.0000 98.7700 219969000.0000 1.000000 216308633.3000 216999418.5000 216308633.3000 216999418.5000 1701417.67 665307.2200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BDV0F150 IL30 IL30 2014-06-30 00:00:00.000
103 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 3.5 01/22/45 3.5 BN65R31 NULL BNY Mellon 101.2800 GBP 1.0000 101.8200 32992000.0000 1.000000 33208460.5100 33414297.6000 33208460.5100 33414297.6000 34499.17 205914.6300 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BN65R313 IL30 IL30 2014-06-30 00:00:00.000
104 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.7% ACT/365 VS UKRPI Index ACT/365 1Jun62 0 100185IL01IRSGBP NULL LTAA1127186883 BNY Mellon 105.6687 GBP 1.0000 106.4900 20000000.0000 1.000000 20000000.0000 21133730.9700 20000000.0000 21133730.9700 0 1133730.9700 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.7% ACT/365 VS UKRPI Index ACT/365 1Jun62 IL30 IL30 2014-06-30 00:00:00.000
105 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.71% ACT/365 VS UKRPI Index ACT/365 30May43 0 101876IL01IRSGBP NULL 1.80E+12 BNY Mellon 103.9522 GBP 1.0000 104.3756 24200000.0000 1.000000 24200000.0000 25156431.1600 24200000.0000 25156431.1600 0 956431.1600 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.71% ACT/365 VS UKRPI Index ACT/365 30May43 IL30 IL30 2014-06-30 00:00:00.000
106 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.6475% VS UKRPI ACT/365 1Aug33 0 106428IL01IRSGBP NULL LTAA1127767533 BNY Mellon 102.3023 GBP 1.0000 102.5560 200000000.0000 1.000000 200000000.0000 204604542.5000 200000000.0000 204604542.5000 0 4604542.5100 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.6475% VS UKRPI ACT/365 1Aug33 IL30 IL30 2014-06-30 00:00:00.000
107 United Kingdom IFS Swap INF SWAP: Fix/Flo: GBP FIXED 3.315% VS UKRPI ACT/365 1Aug23 0 106432IL01IRSGBP NULL LTAA1127767706 BNY Mellon 101.3828 GBP 1.0000 101.5485 -100000000.0000 1.000000 -100000000.0000 -101382808.0000 -100000000.0000 -101382808.0000 0 -1382808.0100 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Fix/Flo: GBP FIXED 3.315% VS UKRPI ACT/365 1Aug23 IL30 IL30 2014-06-30 00:00:00.000
108 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.35% ACT/365 VS UKRPI Index ACT/365 09Oct23 0 110399IL01IRSGBP NULL LTAA1128194132 BNY Mellon 101.6347 GBP 1.0000 101.7921 -375000000.0000 1.000000 -375000000.0000 -381130058.8000 -375000000.0000 -381130058.8000 0 -6130058.7900 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.35% ACT/365 VS UKRPI Index ACT/365 09Oct23 IL30 IL30 2014-06-30 00:00:00.000
109 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.68% ACT/365 VS UKRPI Index ACT/365 10Oct33 0 110400IL01IRSGBP NULL LTAA1128194123 BNY Mellon 103.1841 GBP 1.0000 103.4459 125000000.0000 1.000000 125000000.0000 128980098.0000 125000000.0000 128980098.0000 0 3980097.9800 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.68% ACT/365 VS UKRPI Index ACT/365 10Oct33 IL30 IL30 2014-06-30 00:00:00.000
110 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.56% ACT/365 VS UKRPI Index ACT/365 19Dec28 0 116800IL01IRSGBP NULL EKX5E BNY Mellon 102.2712 GBP 1.0000 102.3708 70000000.0000 1.000000 70000000.0000 71589870.6700 70000000.0000 71589870.6700 0 1589870.6700 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.56% ACT/365 VS UKRPI Index ACT/365 19Dec28 IL30 IL30 2014-06-30 00:00:00.000
111 United Kingdom IFS Swap IRS: GBP FIXED 3.6325% VS UKRPI 4APRIL33 0 98093IL01IRSGBP NULL LTAA1127005789 BNY Mellon 103.0223 GBP 1.0000 103.2679 17400000.0000 1.000000 17400000.0000 17925888.8400 17400000.0000 17925888.8400 0 525888.8400 0.0000 U.K. pound Inflation Swap GB United Kingdom IRS: GBP FIXED 3.6325% VS UKRPI 4APRIL33 IL30 IL30 2014-06-30 00:00:00.000
112 United Kingdom IFS Swap IFS: Flo/Fix: GBP Fixed 3.535% ACT/365 VS UKRPI ACT/365 10Nov28 0 IGNIS 113590 NULL LTAA1128434697 BNY Mellon 102.1109 GBP 1.0000 102.2119 105000000.0000 1.000000 105000000.0000 107216452.2000 105000000.0000 107216452.2000 0 2216452.1500 0.0000 U.K. pound Inflation Swap GB United Kingdom IFS: Flo/Fix: GBP Fixed 3.535% ACT/365 VS UKRPI ACT/365 10Nov28 IL30 IL30 2014-06-30 00:00:00.000
113 United Kingdom IFS Swap 131813-IFS: Flo/Fix: P135000000GBP IrregularSpd 0% R135000000GBP Irregular@3.56% (20/12/13-20/12/28) 0 IGNIS IRS116865GBP NULL EKX6R BNY Mellon 102.2710 GBP 1.0000 102.3706 135000000.0000 1.000000 135000000.0000 138065878.2000 135000000.0000 138065878.2000 0 3065878.2200 0.0000 U.K. pound Inflation Swap GB United Kingdom 131813-IFS: Flo/Fix: P135000000GBP IrregularSpd 0% R135000000GBP Irregular@3.56% (20/12/13-20/12/28) IL30 IL30 2014-06-30 00:00:00.000
114 United Kingdom IFS Swap 133593-IRS: Flo/Fix: P48500000GBP IrregularSpd 0% R48500000GBP 0 IGNIS 118391GBP NULL LTAA1128998833 BNY Mellon 101.6503 GBP 1.0000 101.7455 48500000.0000 1.000000 48500000.0000 49300392.9900 48500000.0000 49300392.9900 0 800392.9900 0.0000 U.K. pound Inflation Swap GB United Kingdom 133593-IRS: Flo/Fix: P48500000GBP IrregularSpd 0% R48500000GBP Irregular@3.53% (14/01/14-15/01/29) IL30 IL30 2014-06-30 00:00:00.000
115 United Kingdom IFS Swap 133593-IRS: Flo/Fix: P72000000GBP IrregularSpd 0% R72000000GBP 0 IGNIS 118473GBP NULL LTAA1129011943 BNY Mellon 101.6503 GBP 1.0000 101.7455 72000000.0000 1.000000 72000000.0000 73188212.2800 72000000.0000 73188212.2800 0 1188212.2800 0.0000 U.K. pound Inflation Swap GB United Kingdom 133593-IRS: Flo/Fix: P72000000GBP IrregularSpd 0% R72000000GBP IrregularSpd 0% R48500000GBP Irregular@3.53% (15/01/14-15/01/29) IL30 IL30 2014-06-30 00:00:00.000
116 United Kingdom IFS Swap 134092-IRS: Flo/Fix: P17000000GBP IrregularSpd 0% R17000000GBP 0 IGNIS 118809GBP NULL 89321295 BNY Mellon 100.3699 GBP 1.0000 101.1210 17000000.0000 1.000000 17000000.0000 17062880.8600 17000000.0000 17062880.8600 0 62880.8600 0.0000 U.K. pound Inflation Swap GB United Kingdom 134092-IRS: Flo/Fix: P17000000GBP IrregularSpd 0% R17000000GBP Irregular@3.65% (21/01/14-21/01/64) IL30 IL30 2014-06-30 00:00:00.000
117 United Kingdom IFS Swap 138998-IRS: Flo/Fix: P87400000GBP IrregularSpd 0% R87400000GBP Semi-annual@3.56% (04/03/14-04/03/34) 0 IGNIS 121287GBP NULL LTAA1129428472 BNY Mellon 100.1194 GBP 1.0000 100.3789 87400000.0000 1.000000 87400000.0000 87504335.8200 87400000.0000 87504335.8200 0 104335.8200 0.0000 U.K. pound Inflation Swap GB United Kingdom 138998-IRS: Flo/Fix: P87400000GBP IrregularSpd 0% R87400000GBP Semi-annual@3.56% (04/03/14-04/03/34) IL30 IL30 2014-06-30 00:00:00.000
118 United Kingdom IFS Swap 139194-IRS: Flo/Fix: P58029000GBP IrregularSpd 0% R58029000GBP Irregular@3.49% (05/03/14-05/03/29) 0 IGNIS 121831GBP NULL D140595928680 BNY Mellon 101.1062 GBP 1.0000 101.1955 58029000.0000 1.000000 58029000.0000 58670933.9800 58029000.0000 58670933.9800 0 641933.9800 0.0000 U.K. pound Inflation Swap GB United Kingdom 139194-IRS: Flo/Fix: P58029000GBP IrregularSpd 0% R58029000GBP Irregular@3.49% (05/03/14-05/03/29) IL30 IL30 2014-06-30 00:00:00.000
119 United Kingdom IFS Swap 140626-IRS: Flo/Fix: P81800000GBP IrregularSpd 0% R138639000GBP Irregular@3.465% (18/03/14-18/03/26) 0 IGNIS 122734GBP NULL LTAA1276674120 BNY Mellon 100.7114 GBP 1.0000 100.7990 81800000.0000 1.000000 81800000.0000 82381885.1500 81800000.0000 82381885.1500 0 581885.1500 0.0000 U.K. pound Inflation Swap GB United Kingdom 140626-IRS: Flo/Fix: P81800000GBP IrregularSpd 0% R138639000GBP Irregular@3.465% (18/03/14-18/03/26) IL30 IL30 2014-06-30 00:00:00.000
120 United Kingdom IFS Swap 141921-IRS: Fix/Flo: P82300000GBP Irregular@3.6375% R82300000GBP IrregularSpd 0% (25/03/14-25/03/54) 0 IGNIS 123340GBP NULL LTAA1129507836 BNY Mellon 101.1558 GBP 1.0000 101.7288 -82300000.0000 1.000000 -82300000.0000 -83251241.2500 -82300000.0000 -83251241.2500 0 -951241.2500 0.0000 U.K. pound Inflation Swap GB United Kingdom 141921-IRS: Fix/Flo: P82300000GBP Irregular@3.6375% R82300000GBP IrregularSpd 0% (25/03/14-25/03/54) IL30 IL30 2014-06-30 00:00:00.000
121 United Kingdom IFS Swap 141992-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.6525% (25/03/14-25/03/64) 0 IGNIS 123343GBP NULL LTAA1129507867 BNY Mellon 100.6540 GBP 1.0000 101.4082 41150000.0000 1.000000 41150000.0000 41419109.7800 41150000.0000 41419109.7800 0 269109.7800 0.0000 U.K. pound Inflation Swap GB United Kingdom 141992-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.6525% (25/03/14-25/03/64) IL30 IL30 2014-06-30 00:00:00.000
122 United Kingdom IFS Swap 142448-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6625% (28/03/14-28/03/4 0 IGNIS 123577GBP NULL LTAA1129551732 BNY Mellon 101.2157 GBP 1.0000 101.6250 41150000.0000 1.000000 41150000.0000 41650270.9000 41150000.0000 41650270.9000 0 500270.9000 0.0000 U.K. pound Inflation Swap GB United Kingdom 142448-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6625% (28/03/14-28/03/4 IL30 IL30 2014-06-30 00:00:00.000
123 United Kingdom IFS Swap 142460-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6525% (28/03/14-28/03/6 0 IGNIS 123578GBP NULL LTAA1129551748 BNY Mellon 100.6538 GBP 1.0000 101.4078 41150000.0000 1.000000 41150000.0000 41419037.9400 41150000.0000 41419037.9400 0 269037.9400 0.0000 U.K. pound Inflation Swap GB United Kingdom 142460-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6525% (28/03/14-28/03/6 IL30 IL30 2014-06-30 00:00:00.000
124 United Kingdom IFS Swap 142484-Infl Swap: Fix/Flo: P1600000GBP Irregular@3.6375% R1600000GBP Irregular 0% (28/03/14-28/03/54) 0 IGNIS 123579GBP NULL LTAA1129603773 BNY Mellon 101.1552 GBP 1.0000 101.7280 -82300000.0000 1.000000 -82300000.0000 -83250759.9100 -82300000.0000 -83250759.9100 0 -950759.9100 0.0000 U.K. pound Inflation Swap GB United Kingdom 142484-Infl Swap: Fix/Flo: P1600000GBP Irregular@3.6375% R1600000GBP Irregular 0% (28/03/14-28/03/54) IL30 IL30 2014-06-30 00:00:00.000
125 United Kingdom IFS Swap 142715-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.66% (31/03/14-31/03/44) 0 IGNIS 123637GBP NULL LTAA1129560296 BNY Mellon 101.1349 GBP 1.0000 101.5436 41150000.0000 1.000000 41150000.0000 41617025.6200 41150000.0000 41617025.6200 0 467025.6200 0.0000 U.K. pound Inflation Swap GB United Kingdom 142715-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.66% (31/03/14-31/03/44) IL30 IL30 2014-06-30 00:00:00.000
126 United Kingdom IFS Swap 142695-Infl Swap: Fix/Flo: P82300000GBP Irregular@3.64125% R82300000GBP IrregularSpd 0% (31/03/14-31/03/54) 0 IGNIS 123640GBP NULL LTAA1129560306 BNY Mellon 101.3236 GBP 1.0000 101.8979 -82300000.0000 1.000000 -82300000.0000 -83389340.8800 -82300000.0000 -83389340.8800 0 -1089340.8800 0.0000 U.K. pound Inflation Swap GB United Kingdom 142695-Infl Swap: Fix/Flo: P82300000GBP Irregular@3.64125% R82300000GBP IrregularSpd 0% (31/03/14-31/03/54) IL30 IL30 2014-06-30 00:00:00.000
127 United Kingdom IFS Swap 144289-Infl Swap: Fix/Flo: P25637500GBP Irregular@3.625% R25637500GBP IrregularSpd 0% (09/04/14-09/04/54) 0 IGNIS 124276GBP NULL LTAA1129659014 BNY Mellon 100.5952 GBP 1.0000 101.1624 -25637500.0000 1.000000 -25637500.0000 -25790097.9900 -25637500.0000 -25790097.9900 0 -152597.9900 0.0000 U.K. pound Inflation Swap GB United Kingdom 144289-Infl Swap: Fix/Flo: P25637500GBP Irregular@3.625% R25637500GBP IrregularSpd 0% (09/04/14-09/04/54) IL30 IL30 2014-06-30 00:00:00.000
128 United Kingdom IFS Swap 144292-Infl Swap: Flo/Fix: P20510000GBP IrregularSpd 0% R20510000GBP Irregular@3.6475% (09/04/14-09/04/64) 0 IGNIS 124277GBP NULL LTAA1129659015 BNY Mellon 100.3579 GBP 1.0000 101.1078 20510000.0000 1.000000 20510000.0000 20583411.1600 20510000.0000 20583411.1600 0 73411.1600 0.0000 U.K. pound Inflation Swap GB United Kingdom 144292-Infl Swap: Flo/Fix: P20510000GBP IrregularSpd 0% R20510000GBP Irregular@3.6475% (09/04/14-09/04/64) IL30 IL30 2014-06-30 00:00:00.000
129 United Kingdom IFS Swap 148387-Infl Swap: Flo/Fix: P27000000GBP IrregularSpd 0% R27000000GBP Irregular@3.6325% (16/05/14-16/05/44) 0 IGNIS 126385GBP NULL EM39N BNY Mellon 100.0749 GBP 1.0000 100.4753 27000000.0000 1.000000 27000000.0000 27020219.3100 27000000.0000 27020219.3100 0 20219.3100 0.0000 U.K. pound Inflation Swap GB United Kingdom 148387-Infl Swap: Flo/Fix: P27000000GBP IrregularSpd 0% R27000000GBP Irregular@3.6325% (16/05/14-16/05/44) IL30 IL30 2014-06-30 00:00:00.000
130 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.55% VS FLOATING UKRPI Index ACT/365 4/27/2062 0 74595IL01IRSGBP NULL LTAA1125237213 BNY Mellon 96.2373 GBP 1.0000 96.9619 5000000.0000 1.000000 5000000.0000 4811867.4900 5000000.0000 4811867.4900 0 -188132.5100 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.55% VS FLOATING UKRPI Index ACT/365 4/27/2062 IL30 IL30 2014-06-30 00:00:00.000
131 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.375% VS UKRPI ACT/365 12Jun42 0 77840IL01IRSGBP NULL D020587565900 BNY Mellon 93.4044 GBP 1.0000 93.7601 5000000.0000 1.000000 5000000.0000 4670222.0400 5000000.0000 4670222.0400 0 -329777.9600 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.375% VS UKRPI ACT/365 12Jun42 IL30 IL30 2014-06-30 00:00:00.000
132 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.3075% VS FLOATING UKRPI ACT/365 12/07/2052 0 80453IL01IRSGBP NULL 8371096-1 BNY Mellon 87.9926 GBP 1.0000 88.4531 8000000.0000 1.000000 8000000.0000 7039405.1800 8000000.0000 7039405.1800 0 -960594.8200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.3075% VS FLOATING UKRPI ACT/365 12/07/2052 IL30 IL30 2014-06-30 00:00:00.000
133 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.31% ACT/365 VS UKRPI ACT/365 05OCT62 0 85995IL01IRSGBP NULL D020589163627 BNY Mellon 82.0857 GBP 1.0000 82.6480 5325000.0000 1.000000 5325000.0000 4371065.2700 5325000.0000 4371065.2700 0 -953934.7300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.31% ACT/365 VS UKRPI ACT/365 05OCT62 IL30 IL30 2014-06-30 00:00:00.000
134 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 3.33% ACT/365 VS LIBOR 6MONTH ACT/365 27Jun63 3.33 104307IL01IRSGBP NULL D030592640492 BNY Mellon 102.7254 GBP 1.0000 103.4353 -25000000.0000 1.000000 -25000000.0000 -25681348.0000 -25000000.0000 -25681348.0000 0 -681348.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.33% ACT/365 VS LIBOR 6MONTH ACT/365 27Jun63 IL30 IL30 2014-06-30 00:00:00.000
135 United Kingdom IRS Swap IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 3.75 107516AIL01IRSGBP NULL D030593353288 BNY Mellon 101.1154 GBP 1.0000 101.2949 -75000000.0000 1.000000 -75000000.0000 -75836516.0000 -75000000.0000 -75836516.0000 0 -836516.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 IL30 IL30 2014-06-30 00:00:00.000
136 United Kingdom IRS Swap IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 3.75 107516BIL01IRSGBP NULL D030593353295 BNY Mellon 101.1154 GBP 1.0000 101.2949 -75000000.0000 1.000000 -75000000.0000 -75836516.0000 -75000000.0000 -75836516.0000 0 -836516.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 IL30 IL30 2014-06-30 00:00:00.000
137 United Kingdom IRS Swap IRS: Flo/Flo: GBP Float Libor Basis -19bps VS GBP 30y Sonia ACT/365 12Jul42 0.33 80481IL01IRSGBP NULL D020587985986 BNY Mellon 99.5528 GBP 1.0000 99.5481 30000000.0000 1.000000 30000000.0000 29865852.0000 30000000.0000 29865852.0000 0 -134148.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Flo: GBP Float Libor Basis -19bps VS GBP 30y Sonia ACT/365 12Jul42 IL30 IL30 2014-06-30 00:00:00.000
138 United Kingdom IRS Swap IRS: Flo/Fix: GBP Fixed 2.2475% VS SONIO/N O/N ACT/365 1Nov23 2.25 IGNIS 113036 NULL 5456738LS BNY Mellon 99.0231 GBP 1.0000 99.3044 -50000000.0000 1.000000 -50000000.0000 -49511570.0000 -50000000.0000 -49511570.0000 0 488430.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP Fixed 2.2475% VS SONIO/N O/N ACT/365 1Nov23 IL30 IL30 2014-06-30 00:00:00.000
139 United Kingdom IRS Swap IRS: Flo/Fix: GBP Fixed 2.3238% ACT/365 VS SONIO/N ACT/365 13Nov23 2.32 IGNIS 113579 NULL D130594418729 BNY Mellon 99.6527 GBP 1.0000 99.9361 -95000000.0000 1.000000 -95000000.0000 -94670093.5000 -95000000.0000 -94670093.5000 0 329906.5000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP Fixed 2.3238% ACT/365 VS SONIO/N ACT/365 13Nov23 IL30 IL30 2014-06-30 00:00:00.000
140 United Kingdom IRS Swap 127843-IRS: Fix/Flo: P75000000GBP Annual@2.39% R75000000GBP 2.39 IGNIS 113815 NULL 5542581LS BNY Mellon 100.2035 GBP 1.0000 100.4886 -75000000.0000 1.000000 -75000000.0000 -75152632.5000 -75000000.0000 -75152632.5000 0 -152632.5000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 127843-IRS: Fix/Flo: P75000000GBP Annual@2.39% R75000000GBP AnnualSpd 0% (13/11/13-13/11/23) IL30 IL30 2014-06-30 00:00:00.000
141 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 2.468% VS SONIO/N ACT/365 05Dec23 2.47 IGNIS 115553GBP NULL BNY Mellon 100.8269 GBP 1.0000 101.1154 -100000000.0000 1.000000 -100000000.0000 -100826917.0000 -100000000.0000 -100826917.0000 0 -826917.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 2.468% VS SONIO/N ACT/365 05Dec23 IL30 IL30 2014-06-30 00:00:00.000
142 United Kingdom IRS Swap 131809-IRS: Fix/Flo: P100000000GBP Annual@2.5775% R100000000GBP AnnualSpd 0% (20/12/13-20/12/23) 2.58 IGNIS IRS116877GBP NULL BNY Mellon 101.7373 GBP 1.0000 102.0291 -100000000.0000 1.000000 -100000000.0000 -101737266.0000 -100000000.0000 -101737266.0000 0 -1737266.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 131809-IRS: Fix/Flo: P100000000GBP Annual@2.5775% R100000000GBP AnnualSpd 0% (20/12/13-20/12/23) IRS IL30 IL30 2014-06-30 00:00:00.000
143 United Kingdom IRS Swap 133452-IRS: Fix/Flo: P112000000GBP Annual@2.4775% R112000000GBP 2.48 IGNIS 118344GBP NULL 5859303LS BNY Mellon 100.8413 GBP 1.0000 101.1331 -112000000.0000 1.000000 -112000000.0000 -112942273.0000 -112000000.0000 -112942273.0000 0 -942273.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 133452-IRS: Fix/Flo: P112000000GBP Annual@2.4775% R112000000GBP AnnualSpd 0% (14/01/14-14/01/24) IL30 IL30 2014-06-30 00:00:00.000
144 United Kingdom IRS Swap 141059-IRS: Fix/Flo: P53200000GBP Semi-annual@3.55% R53200000GBP Semi-annualSpd 0% (19/03/29-19/03/44) 3.55 IGNIS 122932GBP NULL D140596160611 BNY Mellon 99.8168 GBP 1.0000 99.9894 -53200000.0000 1.000000 -53200000.0000 -53102521.6400 -53200000.0000 -53102521.6400 0 97478.3600 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141059-IRS: Fix/Flo: P53200000GBP Semi-annual@3.55% R53200000GBP Semi-annualSpd 0% (19/03/29-19/03/44) IL30 IL30 2014-06-30 00:00:00.000
145 United Kingdom IRS Swap 141066-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.77% (19/03/14-19/03/24) 2.77 IGNIS 122933GBP NULL D140596163456 BNY Mellon 100.1849 GBP 1.0000 100.4579 122700000.0000 1.000000 122700000.0000 122926921.4000 122700000.0000 122926921.4000 0 226921.3800 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141066-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.77% (19/03/14-19/03/24) IL30 IL30 2014-06-30 00:00:00.000
146 United Kingdom IRS Swap 141072-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.7775% (19/03/14-19/03/24) 2.78 IGNIS 122934GBP NULL D140596173392 BNY Mellon 100.2498 GBP 1.0000 100.5229 122700000.0000 1.000000 122700000.0000 123006516.9000 122700000.0000 123006516.9000 0 306516.8700 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141072-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.7775% (19/03/14-19/03/24) IL30 IL30 2014-06-30 00:00:00.000
147 United Kingdom IRS Swap 141236-IRS: Fix/Flo: P2900000GBP Semi-annual@3.59875% R2900000GBP Semi-annualSpd 0% (20/03/29-20/03/44) 3.6 IGNIS 123023GBP NULL SW28366456 BNY Mellon 100.1706 GBP 1.0000 100.3454 -147100000.0000 1.000000 -147100000.0000 -147350996.7000 -147100000.0000 -147350996.7000 0 -250996.7300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141236-IRS: Fix/Flo: P2900000GBP Semi-annual@3.59875% R2900000GBP Semi-annualSpd 0% (20/03/29-20/03/44) IL30 IL30 2014-06-30 00:00:00.000
148 United Kingdom IRS Swap 141634-IRS: Flo/Fix: P2340000GBP Semi-annualSpd 0% R2340000GBP Semi-annual@2.7965% (24/03/14-24/03/24) 2.8 IGNIS 123280GBP NULL D140596229000.2 BNY Mellon 100.4049 GBP 1.0000 100.6789 123480000.0000 1.000000 123480000.0000 123980019.9000 123480000.0000 123980019.9000 0 500019.9100 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141634-IRS: Flo/Fix: P2340000GBP Semi-annualSpd 0% R2340000GBP Semi-annual@2.7965% (24/03/14-24/03/24) IL30 IL30 2014-06-30 00:00:00.000
149 United Kingdom IRS Swap 141765-IRS: Fix/Flo: P164700000GBP Semi-annual@3.5625% R164700000GBP Semi-annualSpd 0% (26/03/29-26/03/44) 3.56 IGNIS 123320GBP NULL LTAA1129498837 BNY Mellon 99.9126 GBP 1.0000 100.0859 -247050000.0000 1.000000 -247050000.0000 -246833954.8000 -247050000.0000 -246833954.8000 0 216045.2200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141765-IRS: Fix/Flo: P164700000GBP Semi-annual@3.5625% R164700000GBP Semi-annualSpd 0% (26/03/29-26/03/44) IL30 IL30 2014-06-30 00:00:00.000
150 United Kingdom IRS Swap 142381-IRS: Flo/Fix: P28000000GBP 10Y @2.79% Semi Annual Act/365 vs 6M GBP 2.79 IGNIS 123571GBP NULL D140596324044 BNY Mellon 100.3421 GBP 1.0000 100.6164 28000000.0000 1.000000 28000000.0000 28095799.2000 28000000.0000 28095799.2000 0 95799.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 142381-IRS: Flo/Fix: P28000000GBP 10Y @2.79% Semi Annual Act/365 vs 6M GBP IL30 IL30 2014-06-30 00:00:00.000
151 United Kingdom IRS Swap 142867-IRS: Flo/Fix: P58400000GBP IrregularSpd 0% R5840000 Irregular@2.784% (01/04/14-01/04/24) 2.78 IGNIS 123727GBP NULL D140596368421 BNY Mellon 100.2828 GBP 1.0000 100.5573 58400000.0000 1.000000 58400000.0000 58565155.2000 58400000.0000 58565155.2000 0 165155.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 142867-IRS: Flo/Fix: P58400000GBP IrregularSpd 0% R5840000 Irregular@2.784% (01/04/14-01/04/24) IL30 IL30 2014-06-30 00:00:00.000
152 United Kingdom IRS Swap 146578-IRS: Flo/Fix: P150000000GBP Semi-annualSpd 0% R150000000GBP Semi-annual@2.7575% (30/04/14-30/04/24) 2.76 IGNIS 125327GBP NULL SW28950253 BNY Mellon 99.9987 GBP 1.0000 100.2754 150000000.0000 1.000000 150000000.0000 149998110.0000 150000000.0000 149998110.0000 0 -1890.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 146578-IRS: Flo/Fix: P150000000GBP Semi-annualSpd 0% R150000000GBP Semi-annual@2.7575% (30/04/14-30/04/24) IL30 IL30 2014-06-30 00:00:00.000
153 United Kingdom IRS Swap 147352-IRS: Fix/Flo: P2300000GBP Semi-annual@3.56% R2300000GBP Semi-annualSpd 0% (08/05/29-08/05/44) 3.56 IGNIS 125816GBP NULL 6.80E+12 BNY Mellon 99.9267 GBP 1.0000 100.1008 -44800000.0000 1.000000 -44800000.0000 -44767143.6800 -44800000.0000 -44767143.6800 0 32856.3200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 147352-IRS: Fix/Flo: P2300000GBP Semi-annual@3.56% R2300000GBP Semi-annualSpd 0% (08/05/29-08/05/44) IL30 IL30 2014-06-30 00:00:00.000
154 United Kingdom IRS Swap 151090-IRS: Fix/Flo: P12800000GBP Semi-annual@3.1925% R12800000GBP Semi-annualSpd 0% (28/05/14-28/05/64) 3.19 IGNIS 127034GBP NULL YM01A BNY Mellon 99.3417 GBP 1.0000 100.0391 -12800000.0000 1.000000 -12800000.0000 -12715733.7600 -12800000.0000 -12715733.7600 0 84266.2400 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 151090-IRS: Fix/Flo: P12800000GBP Semi-annual@3.1925% R12800000GBP Semi-annualSpd 0% (28/05/14-28/05/64) IL30 IL30 2014-06-30 00:00:00.000
155 United Kingdom IRS Swap 152612-IRS: Fix/Flo: P73000000GBP Semi-annual@3.594% R73000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.59 IGNIS 127591GBP NULL 6584048LS BNY Mellon 100.1921 GBP 1.0000 100.3683 -73000000.0000 1.000000 -73000000.0000 -73140247.6000 -73000000.0000 -73140247.6000 0 -140247.6000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152612-IRS: Fix/Flo: P73000000GBP Semi-annual@3.594% R73000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
156 United Kingdom IRS Swap 152621-IRS: Fix/Flo: P46000000GBP Semi-annual@3.59875% R46000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.6 IGNIS 127592GBP NULL D140597243647.1 BNY Mellon 100.2263 GBP 1.0000 100.4027 -46000000.0000 1.000000 -46000000.0000 -46104084.2000 -46000000.0000 -46104084.2000 0 -104084.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152621-IRS: Fix/Flo: P46000000GBP Semi-annual@3.59875% R46000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
157 United Kingdom IRS Swap 152705-IRS: Fix/Flo: P54000000GBP Semi-annual@3.6% R54000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.6 IGNIS 127604GBP NULL 6.80E+12 BNY Mellon 100.2353 GBP 1.0000 100.4117 -54000000.0000 1.000000 -54000000.0000 -54127040.4000 -54000000.0000 -54127040.4000 0 -127040.4000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152705-IRS: Fix/Flo: P54000000GBP Semi-annual@3.6% R54000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
158 United Kingdom IRS Swap 154739-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) 3.6 IGNIS 128011GBP NULL 20657556B BNY Mellon 100.2403 GBP 1.0000 100.4169 -53300000.0000 1.000000 -53300000.0000 -53428085.2300 -53300000.0000 -53428085.2300 0 -128085.2300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154739-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) IL30 IL30 2014-06-30 00:00:00.000
159 United Kingdom IRS Swap 154764-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) 3.6 IGNIS 128011RBSGBP NULL IRS1124666_B001 BNY Mellon 100.2403 GBP 1.0000 100.4169 -53300000.0000 1.000000 -53300000.0000 -53428085.2300 -53300000.0000 -53428085.2300 0 -128085.2300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154764-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) IL30 IL30 2014-06-30 00:00:00.000
160 United Kingdom IRS Swap 154778-IRS: Fix/Flo: P50900000GBP Semi-annual@3.59% R50900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) 3.59 IGNIS 128114GBP NULL 20657909B BNY Mellon 100.1692 GBP 1.0000 100.3454 -50900000.0000 1.000000 -50900000.0000 -50986102.4400 -50900000.0000 -50986102.4400 0 -86102.4400 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154778-IRS: Fix/Flo: P50900000GBP Semi-annual@3.59% R50900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) IL30 IL30 2014-06-30 00:00:00.000
161 United Kingdom IRS Swap 154787-IRS: Fix/Flo: P31900000GBP Semi-annual@3.5925% R31900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) 3.59 IGNIS 128139GBP NULL 20658615B BNY Mellon 100.1871 GBP 1.0000 100.3634 -31900000.0000 1.000000 -31900000.0000 -31959691.2800 -31900000.0000 -31959691.2800 0 -59691.2800 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154787-IRS: Fix/Flo: P31900000GBP Semi-annual@3.5925% R31900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) IL30 IL30 2014-06-30 00:00:00.000
162 United Kingdom IRS Swap 155417-IRS: Fix/Flo: P64900000GBP Semi-annual@3.546% R64900000GBP Semi-annualSpd 0% (16/06/29-16/06/44) 3.55 IGNIS 128283GBP NULL 6628554LS BNY Mellon 99.8553 GBP 1.0000 100.0297 -64900000.0000 1.000000 -64900000.0000 -64806102.6800 -64900000.0000 -64806102.6800 0 93897.3200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 155417-IRS: Fix/Flo: P64900000GBP Semi-annual@3.546% R64900000GBP Semi-annualSpd 0% (16/06/29-16/06/44) IL30 IL30 2014-06-30 00:00:00.000
163 United Kingdom IRS Swap 157598-IRS: Fix/Flo: P186700000GBP Semi-annual@3.543% R186700000GBP Semi-annualSpd 0% (25/06/29-25/06/44) 3.54 IGNIS 128790GBP NULL D140596324044 BNY Mellon 99.8406 GBP 1.0000 100.0150 -196500000.0000 1.000000 -196500000.0000 -196186700.4000 -196500000.0000 -196186700.4000 0 313299.6000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 157598-IRS: Fix/Flo: P186700000GBP Semi-annual@3.543% R186700000GBP Semi-annualSpd 0% (25/06/29-25/06/44) IL30 IL30 2014-06-30 00:00:00.000
164 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 2.359% VS SONIO/N O/N /365 06Nov23 2.36 IGNIS IRS113372 NULL 5482289LS BNY Mellon 99.9544 GBP 1.0000 100.2383 -70000000.0000 1.000000 -70000000.0000 -69968101.0000 -70000000.0000 -69968101.0000 0 31899.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 2.359% VS SONIO/N O/N /365 06Nov23 IL30 IL30 2014-06-30 00:00:00.000
165 United Kingdom OTC FX Options Option FXOPTION GBP CALL JPY PUT 175 10OCT14 0.00 FXOPT_126866 NULL 41305579 BNY Mellon 0.8929 GBP 1.0000 0.7792 189609000.0000 1.000000 2063350.9900 1693018.7600 2063350.9900 1693018.7600 0 -370332.2300 0.0000 U.K. pound OTC FX Options GB United Kingdom FXOPTION GBP CALL JPY PUT 175 10OCT14 IL30 IL30 2014-06-30 00:00:00.000
166 United Kingdom Repo MoneyMarket REPO UKT 1 3/4 07/22/19 (LN*) GB00BDV0F150 0.49 IGNIS 128320 REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -11886000.0000 1.000000 -11886000.0000 -11886000.0000 -11886000.0000 -11886000.0000 -2233.92 0.0000 0.0000 U.K. pound Repurchase Agreements GB United Kingdom REPO UKT 1 3/4 07/22/19 (LN*) GB00BDV0F150 IL30 IL30 2014-06-30 00:00:00.000
167 United Kingdom Repo MoneyMarket REPO UKTI 1 1/4 11/22/17 3MO (LN*) GB00B0V3WQ75 0.48 IGNIS 128372 REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -205576800.0000 1.000000 -205576800.0000 -205576800.0000 -205576800.0000 -205576800.0000 -35145.18 0.0000 0.0000 U.K. pound Repurchase Agreements GB United Kingdom REPO UKTI 1 1/4 11/22/17 3MO (LN*) GB00B0V3WQ75 IL30 IL30 2014-06-30 00:00:00.000
168 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 0.4 IGNIS 126831 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 120000000.0000 1.000000 120000000.0000 120000000.0000 120000000.0000 120000000.0000 46027.4 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 IL30 IL30 2014-06-30 00:00:00.000
169 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 0.4 IGNIS 126832 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 120000000.0000 1.000000 120000000.0000 120000000.0000 120000000.0000 120000000.0000 46027.4 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 IL30 IL30 2014-06-30 00:00:00.000
170 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/40 GB00B6460505 0.42 IGNIS 127357 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 52999999.8600 1.000000 52999999.8600 52999999.8600 52999999.8600 52999999.8600 17686.03 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/40 GB00B6460505 IL30 IL30 2014-06-30 00:00:00.000
171 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 1 1/4 07/22/18 GB00B8KP6M44 0.42 IGNIS 127378 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 110000000.0000 1.000000 110000000.0000 110000000.0000 110000000.0000 110000000.0000 35441.1 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 1 1/4 07/22/18 GB00B8KP6M44 IL30 IL30 2014-06-30 00:00:00.000
172 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 3 1/2 07/22/68 GB00BBJNQY21 0.27 IGNIS 129219 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 136999999.5000 1.000000 136999999.5000 136999999.5000 136999999.5000 136999999.5000 1013.42 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 3 1/2 07/22/68 GB00BBJNQY21 IL30 IL30 2014-06-30 00:00:00.000
173 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y30Y 9MAY16-9MAY46 3.395 0.00 100648 NULL LTAA1127242261 BNY Mellon 5.1416 GBP 1.0000 5.3997 -75000000.0000 1.000000 -6390000.0000 -3856169.0000 -6390000.0000 -3856169.0000 0 2533831.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y30Y 9MAY16-9MAY46 3.395 IL30 IL30 2014-06-30 00:00:00.000
174 United Kingdom Swaption - Interest Rate Option GBPSWN 1Y30Y 29Aug44 30y 3.49375 0.00 107818 NULL LTAA1127929207 BNY Mellon 0.1005 GBP 1.0000 0.0732 200000000.0000 1.000000 10040000.0000 201057.0000 10040000.0000 201057.0000 0 -9838943.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 1Y30Y 29Aug44 30y 3.49375 IL30 IL30 2014-06-30 00:00:00.000
175 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y30Y 5SEP16-5SEP46 3.732 0.00 108103 NULL LTAA1127952808 BNY Mellon 8.8130 GBP 1.0000 9.1800 75000000.0000 1.000000 6350000.0000 6609737.0000 6350000.0000 6609737.0000 0 259737.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom Funds Index Fund Equity Fund_si FIA Antares IL30 IL30 2014-06-30 00:00:00.000
176 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185a NULL LTAA1128166975 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
177 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185b NULL LTAA1128166980 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
178 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185c NULL LTAA1128166982 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
179 United Kingdom Swaption - Interest Rate Option GBPSWN 10Y20Y 4.9 15Mar2042 0.00 71848 NULL SPN1079856 BNY Mellon 3.3000 GBP 1.0000 3.3146 -50000000.0000 1.000000 -2450000.0000 -1650000.0000 -2450000.0000 -1650000.0000 0 800000.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
180 United Kingdom Swaption - Interest Rate Option GPBSWN 10Y20Y 3.68 5JUL2022 20220705 Payer 0.00 72560 NULL LTAA1125571424 BNY Mellon 8.0576 GBP 1.0000 8.0930 40000000.0000 1.000000 3160000.0000 3223030.0000 3160000.0000 3223030.0000 0 63030.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GPBSWN 10Y20Y 3.68 5JUL2022 20220705 Payer IL30 IL30 2014-06-30 00:00:00.000
181 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y2Y3Y PAYER 19JAN17-19JAN20 2.283 0.00 92463 NULL LTAA1126553492 BNY Mellon 1.9019 GBP 1.0000 1.8147 800000000.0000 1.000000 10840000.0000 15215367.0000 10840000.0000 15215367.0000 0 4375367.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
182 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y20Y 22FEB16-22FEB36 3.609 0.00 94989 NULL LTAA1126763163 BNY Mellon 5.7722 GBP 1.0000 6.0340 -75000000.0000 1.000000 -5550000.0000 -4329178.0000 -5550000.0000 -4329178.0000 0 1220822.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y20Y 22FEB16-22FEB36 3.609 IL30 IL30 2014-06-30 00:00:00.000
183 United Kingdom Swaption - Interest Rate Option GBPSWN 4Y2Y 21FEB17-21FEB19 2.215 0.00 94992 NULL LTAA1126766944 BNY Mellon 0.5203 GBP 1.0000 0.5266 -430000000.0000 1.000000 -5126923.1100 -2237076.0000 -5126923.1100 -2237076.0000 0 2889847.1100 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 4Y2Y 21FEB17-21FEB19 2.215 IL30 IL30 2014-06-30 00:00:00.000
184 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y20Y 29FEB16-29FEB36 3.4575 0.00 95528 NULL LTAA1126822282 BNY Mellon 4.5725 GBP 1.0000 4.7934 -50000000.0000 1.000000 -3765000.0000 -2286252.0000 -3765000.0000 -2286252.0000 0 1478748.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y20Y 29FEB16-29FEB36 3.4575 IL30 IL30 2014-06-30 00:00:00.000
185 United Kingdom Swaption - Interest Rate Option Swaption: European GBP 4% 11-APR-2016 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON 0.00 IGNIS SWPT124373GBP NULL LTAA1129666957 BNY Mellon 1.7489 GBP 1.0000 1.6246 245000000.0000 1.000000 6294117.5200 4284682.5000 6294117.5200 4284682.5000 0 -2009435.0200 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom Swaption: European GBP 4% 11-APR-2016 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
186 United Kingdom Swaption - Interest Rate Option SWAPTION Swaption: European 179600000 GBP 3.25625% 15-MAY-20 0.00 IGNIS SWPT126271GBP NULL LTAA1129906466 BNY Mellon 6.3456 GBP 1.0000 6.6324 187800000.0000 1.000000 12164101.9200 11917074.3600 12164101.9200 11917074.3600 0 -247027.5600 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION Swaption: European 179600000 GBP 3.25625% 15-MAY-2034 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDO IL30 IL30 2014-06-30 00:00:00.000
187 United Kingdom Swaption - Interest Rate Option SWAPTION Swaption: European 449700000 GBP 1.4% 28-MAY-2015 L 0.00 IGNIS SWPT127037GBP NULL 1.80E+12 BNY Mellon 0.3554 GBP 1.0000 0.3440 470000000.0000 1.000000 1207480.0000 1670380.0000 1207480.0000 1670380.0000 0 462900.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION Swaption: European 449700000 GBP 1.4% 28-MAY-2015 LIBOR 3MONTH 0bps JPM SECURITIES PLC IL30 IL30 2014-06-30 00:00:00.000
188 United Kingdom Swaption - Interest Rate Option SWAPTION GBP/PIRS/LIBO/PD/151030/30Y/2.50 0.00 IGNIS SWPTSWAPTION_112960GBP NULL SPN1111827 BNY Mellon -1.2504 GBP 1.0000 -1.2309 -150000000.0000 1.000000 0.0000 1875541.4200 0.0000 1875541.4200 0 1875541.4200 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBP/PIRS/LIBO/PD/151030/30Y/2.50 IL30 IL30 2014-06-30 00:00:00.000
189 United Kingdom Swaption - Interest Rate Option SWAPTION GBP/PIRS/LIBO/PD/160205/1Y/1.475 0.00 IGNIS SWPTSWAPTION_119823GBP NULL LTAA1129200897 BNY Mellon 0.1175 GBP 1.0000 0.1152 -5873000000.0000 1.000000 -13491213.0100 -6899600.4000 -13491213.0100 -6899600.4000 0 6591612.6100 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBP/PIRS/LIBO/PD/160205/1Y/1.475 IL30 IL30 2014-06-30 00:00:00.000
190 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 10Y30Y 3.6025 0.00 IGNIS SWPTSWAPTION_120322GBP NULL LTAA1129266691 BNY Mellon -0.8360 GBP 1.0000 -0.7216 98040000.0000 1.000000 0.0000 -819597.3500 0.0000 -819597.3500 0 -819597.3500 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 10Y30Y 3.6025 IL30 IL30 2014-06-30 00:00:00.000
191 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 20Y20Y 13FEB34-54 3.3325 0.00 IGNIS SWPTSWAPTION_120328GBP NULL SPN1117903 BNY Mellon 0.0596 GBP 1.0000 0.3168 98040000.0000 1.000000 0.0000 58413.3900 0.0000 58413.3900 0 58413.3900 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 20Y20Y 13FEB34-54 3.3325 IL30 IL30 2014-06-30 00:00:00.000
192 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 15Y15Y 21MAR29-44 3.5925 0.00 IGNIS SWPTSWAPTION_123063GBP NULL 1.80E+12 BNY Mellon 0.0296 GBP 1.0000 0.2361 127500000.0000 1.000000 0.0000 37752.6500 0.0000 37752.6500 0 37752.6500 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 15Y15Y 21MAR29-44 3.5925 IL30 IL30 2014-06-30 00:00:00.000
193 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 2Y30Y 01APR16-01APR46 4.00 0.00 IGNIS SWPTSWAPTION_123726GBP NULL LTAA1129579118 BNY Mellon 1.7022 GBP 1.0000 1.5794 245600000.0000 1.000000 7133538.0000 4180701.4400 7133538.0000 4180701.4400 0 -2952836.5600 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 2Y30Y 01APR16-01APR46 4.00 IL30 IL30 2014-06-30 00:00:00.000
194 United Kingdom Swaption - Interest Rate Option OTC Swaption: European 197300000 GBP 2.13% 21-MAY-2015 LIBO 0.00 IGNIS-SWAPTION-128380 NULL LTAA1130183802 BNY Mellon 0.4381 GBP 1.0000 0.4170 4229500000.0000 1.000000 24414553.5900 18529016.5500 24414553.5900 18529016.5500 0 -5885537.0400 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom OTC Swaption: European 197300000 GBP 2.13% 21-MAY-2015 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
195 United States of America Caps/Floors Option CAPFLOOR USDICAP 3% 5X10 CAP 14APR19-24 0.00 IL CAP_124379 14-Apr-24 NULL D140596523576.CAPA BNY Mellon 2.9899 USD 0.5848 3.0061 -196.0000 0.587700 -6290750.0100 -5860298.5600 -3748046.5500 -3427375.8300 0 251748.0800 68922.6400 U.S. Dollars Caps and Floors US United States of America CAPFLOOR USDICAP 3% 5X10 CAP 14APR19-24 IL30 IL30 2014-06-30 00:00:00.000
196 United States of America Cash Cash U.S. Dollars-BNY Mellon-CapitalPayable 0.00 USDJun 30 2014 1-31 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 -1569764.4300 0.587700 -1569764.4300 -1569764.4300 -922155.9900 -918071.4400 0 0.0000 4084.5500 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30AAAAUSD Hedged 2014-06-30 00:00:00.000
197 United States of America Cash Cash U.S. Dollars-BNY Mellon-CapitalReceivable 0.00 USDJun 30 2014 1-32 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 3230933.0500 0.587700 3230933.0500 3230933.0500 1895787.9400 1889600.2900 0 0.0000 -6187.6500 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 SI USD Hedged (New) 2014-06-30 00:00:00.000
198 United States of America Cash Cash U.S. Dollars-BNY Mellon-OnHand 0.00 USDJun 30 2014 1-33 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 29698823.5700 0.587700 29698823.5700 29698823.5700 14846942.2300 17369256.7000 0 0.0000 2522314.4700 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 2014-06-30 00:00:00.000
199 United States of America Cash Cash U.S. Dollars-Merrill Lynch-OnHand 0.00 USDJun 30 2014 1-34 NULL 1 Merrill Lynch 1.0000 USD 0.5848 1.0000 12979339.4300 0.587700 12979339.4300 12979339.4300 8878398.2300 7590922.8300 0 0.0000 -1287475.4000 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 2014-06-30 00:00:00.000
200 United States of America Future-Bond Futures US 5YR NOTE (CBT) Sep14 0.00 FVU4 NULL Merrill Lynch 119.4609 USD 0.5848 119.3906 -4508.0000 0.587700 0.0000 -1357641.9300 0.0000 -794012.3100 0 -794012.3100 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
201 United States of America Future-Bond Futures US 2YR NOTE (CBT) Sep14 0.00 TUU4 NULL Merrill Lynch 109.7969 USD 0.5848 109.7813 -6691.0000 0.587700 0.0000 627281.2500 0.0000 366863.3200 0 366863.3200 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
202 United States of America Future-Bond Futures US 10YR NOTE (CBT)Sep14 0.00 TYU4 NULL Merrill Lynch 125.1719 USD 0.5848 125.0938 -5630.0000 0.587700 0.0000 1687.4800 0.0000 986.9200 0 986.9200 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
203 United States of America IFS Swap 142750-Infl Swap: Flo/Fix: P41200000USD IrregularSpd 0% R41200000USD Irregular@2.455% (02/04/14-02/04/24) 0 IGNIS 123659USD NULL 1.80E+12 BNY Mellon 98.6263 USD 0.5848 98.6159 41200000.0000 0.587700 41200000.0000 40634041.8700 24712833.2800 24381834.5800 0 -330998.7000 0.0000 U.S. Dollars Inflation Swap US United States of America 142750-Infl Swap: Flo/Fix: P41200000USD IrregularSpd 0% R41200000USD Irregular@2.455% (02/04/14-02/04/24) IL30 IL30 2014-06-30 00:00:00.000
204 United States of America IFS Swap 143262-Infl Swap: Flo/Fix: P68300000USD Irregular@0% R68300000USD Irregular 2.455% (03/04/14-07/04/24) 0 IGNIS 123851USD NULL 1.80E+12 BNY Mellon 98.6036 USD 0.5848 98.5925 68300000.0000 0.587700 68300000.0000 67346243.9800 41176825.2200 40619024.2300 0 -557800.9900 0.0000 U.S. Dollars Inflation Swap US United States of America 143262-Infl Swap: Flo/Fix: P68300000USD Irregular@0% R68300000USD Irregular 2.455% (03/04/14-07/04/24) IL30 IL30 2014-06-30 00:00:00.000
205 United States of America IFS Swap 145276-Infl Swap: Fix/Flo: P4000000USD Irregular@2.1025% R4000000USD IrregularSpd 0% (23/04/14-23/04/19) 0 IGNIS 124719USD NULL 1.80E+12 BNY Mellon 98.6963 USD 0.5848 98.7262 -82000000.0000 0.587700 -82000000.0000 -80930942.2200 -48783389.8500 -48158155.0100 0 625234.8300 0.0000 U.S. Dollars Inflation Swap US United States of America 145276-Infl Swap: Fix/Flo: P4000000USD Irregular@2.1025% R4000000USD IrregularSpd 0% (23/04/14-23/04/19) IL30 IL30 2014-06-30 00:00:00.000
206 United States of America IFS Swap 145637-Infl Swap: Flo/Fix: P84390000USD IrregularSpd 0% R84390000USD Irregular@2.8025% (25/04/19-25/04/24) 0 IGNIS 124914USD NULL LD141693583519 BNY Mellon 99.8283 USD 0.5848 99.7906 84390000.0000 0.587700 84390000.0000 84245115.2100 50298009.3000 50213273.9200 0 -84735.3800 0.0000 U.S. Dollars Inflation Swap US United States of America 145637-Infl Swap: Flo/Fix: P84390000USD IrregularSpd 0% R84390000USD Irregular@2.8025% (25/04/19-25/04/24) IL30 IL30 2014-06-30 00:00:00.000
207 United States of America IFS Swap 148470-Infl Swap: Flo/Fix: P179800000USD IrregularSpd 0% R179800000USD Irregular@2.4825% (20/05/14-20/05/24) 0 IGNIS 126438USD NULL ER56K BNY Mellon 98.8865 USD 0.5848 98.8703 179800000.0000 0.587700 179800000.0000 177798005.0000 106836210.2000 105665350.2000 0 -1170859.9900 0.0000 U.S. Dollars Inflation Swap US United States of America 148470-Infl Swap: Flo/Fix: P179800000USD IrregularSpd 0% R179800000USD Irregular@2.4825% (20/05/14-20/05/24) IL30 IL30 2014-06-30 00:00:00.000
208 United States of America IFS Swap 149774-Infl Swap: Flo/Fix: P80200000USD IrregularSpd 0% R80200000USD Irregular@2.445% (22/05/14-22/05/24) 0 IGNIS 126629USD NULL LTAA1129958013 BNY Mellon 98.5329 USD 0.5848 98.5168 80200000.0000 0.587700 80200000.0000 79023353.5200 47600676.6200 46912518.9000 0 -688157.7300 0.0000 U.S. Dollars Inflation Swap US United States of America 149774-Infl Swap: Flo/Fix: P80200000USD IrregularSpd 0% R80200000USD Irregular@2.445% (22/05/14-22/05/24) IL30 IL30 2014-06-30 00:00:00.000
209 United States of America IFS Swap 149927-Infl Swap: Flo/Fix: P160440000USD IrregularSpd 0% R160440000USD Irregular@2.46% (23/05/14-23/05/24) 0 IGNIS 126703USD NULL LTAA1129968502 BNY Mellon 98.6786 USD 0.5848 98.6623 160400000.0000 0.587700 160400000.0000 158280550.1000 95034956.7500 93795403.6400 0 -1239553.1000 0.0000 U.S. Dollars Inflation Swap US United States of America 149927-Infl Swap: Flo/Fix: P160440000USD IrregularSpd 0% R160440000USD Irregular@2.46% (23/05/14-23/05/24) IL30 IL30 2014-06-30 00:00:00.000
210 United States of America IFS Swap 150313-Infl Swap: Flo/Fix: P89900000USD IrregularSpd 0% R89900000USD Irregular@2.465% (27/05/14-27/05/24) 0 IGNIS 126782USDMaster NULL ER58U BNY Mellon 98.7184 USD 0.5848 98.7014 89900000.0000 0.587700 89900000.0000 88747803.4600 53319889.6800 52646031.4200 0 -673858.2600 0.0000 U.S. Dollars Inflation Swap US United States of America 150313-Infl Swap: Flo/Fix: P89900000USD IrregularSpd 0% R89900000USD Irregular@2.465% (27/05/14-27/05/24) IL30 IL30 2014-06-30 00:00:00.000
211 United States of America IFS Swap 152717-Infl Swap: Fix/Flo: P121000000USD Irregular@2.195% R121000000USD IrregularSpd 0% (09/06/14-09/06/19) 0 IGNIS 127602USD NULL LTAA1130084362 BNY Mellon 99.2263 USD 0.5848 99.2549 -121000000.0000 0.587700 -121000000.0000 -120063865.0000 -72062414.3900 -71514918.9800 0 547495.4200 0.0000 U.S. Dollars Inflation Swap US United States of America 152717-Infl Swap: Fix/Flo: P121000000USD Irregular@2.195% R121000000USD IrregularSpd 0% (09/06/14-09/06/19) IL30 IL30 2014-06-30 00:00:00.000
212 United States of America IFS Swap 152739-Infl Swap: Flo/Fix: P121000000USD IrregularSpd 0% R121000000USD Irregular@2.48% (09/06/14-09/06/24) 0 IGNIS 127603USD NULL LTAA1130084313 BNY Mellon 98.8533 USD 0.5848 98.8348 121000000.0000 0.587700 121000000.0000 119612539.8000 72062414.3900 71250962.9500 0 -811451.4400 0.0000 U.S. Dollars Inflation Swap US United States of America 152739-Infl Swap: Flo/Fix: P121000000USD IrregularSpd 0% R121000000USD Irregular@2.48% (09/06/14-09/06/24) IL30 IL30 2014-06-30 00:00:00.000
213 United States of America IFS Swap 153033-Infl Swap: Flo/Fix: P160970000USD IrregularSpd 0% R160970000USD Irregular@2.505% (10/06/14-10/06/24) 0 IGNIS 127705USD NULL LTAA1130108411 BNY Mellon 99.1034 USD 0.5848 99.0846 160970000.0000 0.587700 160970000.0000 159526779.6000 95881109.0900 95037046.5400 0 -844062.5600 0.0000 U.S. Dollars Inflation Swap US United States of America 153033-Infl Swap: Flo/Fix: P160970000USD IrregularSpd 0% R160970000USD Irregular@2.505% (10/06/14-10/06/24) IL30 IL30 2014-06-30 00:00:00.000
214 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 2.895% VS USCPI ACT/365 03/16/22 0 70507IL01IRSUSD NULL D021600092615 BNY Mellon 101.3742 USD 0.5848 101.3235 70000000.0000 0.587700 70000000.0000 70961973.0100 43862385.0000 44424991.6700 0 562606.6700 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.895% VS USCPI ACT/365 03/16/22 IL30 IL30 2014-06-30 00:00:00.000
215 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 2.92% VS USCPI ACT/365 03/16/22 2.92 71688IL01IRSUSD NULL D021600120525 BNY Mellon 101.4876 USD 0.5848 101.4349 75000000.0000 0.587700 75000000.0000 76115724.2200 47816362.5000 48468890.0400 0 652527.5400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.92% VS USCPI ACT/365 03/16/22 IL30 IL30 2014-06-30 00:00:00.000
216 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 3.0175% VS 3MONTH CPURNSA INDEX ACT/365 03/23/22 0 72183IL01IRSUSD NULL D021600133190 BNY Mellon 101.7049 USD 0.5848 101.6449 50000000.0000 0.587700 50000000.0000 50852473.6700 31551675.0000 32050241.3500 0 498566.3400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 3.0175% VS 3MONTH CPURNSA INDEX ACT/365 03/23/22 IL30 IL30 2014-06-30 00:00:00.000
217 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 4.676% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 20Aug33 4.68 107171IL01IRSUSD NULL LD031692973807 BNY Mellon 104.1815 USD 0.5848 103.9800 250000000.0000 0.587700 250000000.0000 260453845.0000 160117846.7000 166231742.7000 0 6113895.9600 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 4.676% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 20Aug33 IL30 IL30 2014-06-30 00:00:00.000
218 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 4.595% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 30Aug33 4.6 107741IL01IRSUSD NULL 6.80E+12 BNY Mellon 103.6719 USD 0.5848 103.4705 160000000.0000 0.587700 160000000.0000 165875044.0000 102986611.7000 106422611.4000 0 3435999.6500 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 4.595% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 30Aug33 IL30 IL30 2014-06-30 00:00:00.000
219 United States of America IRS Swap IRS: Fix/Flo: USD FIXED 2.4525% SEMI-ANNUAL VS 3MONTH BBILLS ACT/365 03/22/22 2.45 72114IL01IRSUSD NULL 174017914 BNY Mellon 101.0984 USD 0.5848 101.0406 -47000000.0000 0.587700 -47000000.0000 -47516239.0000 -29731777.0000 -30033697.6300 0 -301920.6400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.4525% SEMI-ANNUAL VS 3MONTH BBILLS ACT/365 03/22/22 IL30 IL30 2014-06-30 00:00:00.000
220 United States of America IRS Swap IRS: Fix/Flo: USD FIXED 3.70875% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 21Mar43 3.71 97031IL01IRSUSD NULL LTAA1126896228 BNY Mellon 98.8131 USD 0.5848 98.5740 75000000.0000 0.587700 75000000.0000 74109799.0000 49614659.4800 49094028.4300 0 -520631.0500 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 3.70875% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 21Mar43 IL30 IL30 2014-06-30 00:00:00.000
221 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 3.7325% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 22Mar43 3.73 97125IL01IRSUSD NULL LTAA1126905289 BNY Mellon 98.9859 USD 0.5848 98.7461 50000000.0000 0.587700 50000000.0000 49492965.0000 33041467.0400 32744929.3300 0 -296537.7000 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 3.7325% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 22Mar43 IL30 IL30 2014-06-30 00:00:00.000
222 United States of America IRS Swap IRS: Flo/Fix: USD Fixed 2.76% 30/360 VS 3M US LIBOR ACT/360 12Nov23 2.76 IGNIS 113482 NULL LD131693152077 BNY Mellon 101.8589 USD 0.5848 101.7868 -300000000.0000 0.587700 -300000000.0000 -305576760.0000 -186968308.9000 -190229858.1000 0 -3261549.2600 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD Fixed 2.76% 30/360 VS 3M US LIBOR ACT/360 12Nov23 IL30 IL30 2014-06-30 00:00:00.000
223 United States of America IRS Swap IRS: Flo/Fix: USD Fixed 2.7375% 30/360 VS 3M US LIBOR ACT/360 12Nov23 2.74 IGNIS 113483 NULL LD131693152213 BNY Mellon 101.6671 USD 0.5848 101.5949 -300000000.0000 0.587700 -300000000.0000 -305001360.0000 -186968308.9000 -189893337.4000 0 -2925028.5100 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD Fixed 2.7375% 30/360 VS 3M US LIBOR ACT/360 12Nov23 IL30 IL30 2014-06-30 00:00:00.000
224 United States of America IRS Swap IRS: Fix/Flo: USD Fixed 2.0559% 30/360 VS LIBOR 3MONTH ACT/360 31Aug20 2.06 IGNIS 114206USD NULL LD131693167129 BNY Mellon 100.3634 USD 0.5848 100.3174 -557150000.0000 0.587700 -557150000.0000 -559174460.2000 -345991430.2000 -347175428.9000 0 -1183998.7400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD Fixed 2.0559% 30/360 VS LIBOR 3MONTH ACT/360 31Aug20 IL30 IL30 2014-06-30 00:00:00.000
225 United States of America IRS Swap 148209-IRS: Fix/Flo: P160100000USD Semi-annual@1.65625% R160100000USD QuarterlySpd 0% (19/05/14-19/05/19) 1.66 IGNIS 126272USD NULL 6.80E+12 BNY Mellon 99.9997 USD 0.5848 99.9396 -160100000.0000 0.587700 -160100000.0000 -160099471.7000 -95320314.3600 -95320005.3700 0 308.9900 0.0000 U.S. Dollars Interest Rate Swap US United States of America 148209-IRS: Fix/Flo: P160100000USD Semi-annual@1.65625% R160100000USD QuarterlySpd 0% (19/05/14-19/05/19) IL30 IL30 2014-06-30 00:00:00.000
226 United States of America IRS Swap 152769-IRS: Fix/Flo: P200000000USD Semi-annual@3.7525% R200000000USD QuarterlySpd 0% (10/06/19-10/06/24) 3.75 IGNIS 127611USD NULL LTAA1127385867 BNY Mellon 100.2628 USD 0.5848 100.2522 -200000000.0000 0.587700 -200000000.0000 -200525640.0000 -119111428.7000 -119418847.5000 0 -307418.7800 0.0000 U.S. Dollars Interest Rate Swap US United States of America 152769-IRS: Fix/Flo: P200000000USD Semi-annual@3.7525% R200000000USD QuarterlySpd 0% (10/06/19-10/06/24) IL30 IL30 2014-06-30 00:00:00.000
227 United States of America IRS Swap 153535-IRS: Flo/Fix: P56400000USD QuarterlySpd 0% R56400000USD Semi-annual@3.94125% (11/06/29-11/06/44) 3.94 IGNIS 127787USD NULL LTAA1130110946 BNY Mellon 100.8166 USD 0.5848 100.5522 56400000.0000 0.587700 56400000.0000 56860562.4000 33583422.6500 33852781.0200 0 269358.3700 0.0000 U.S. Dollars Interest Rate Swap US United States of America 153535-IRS: Flo/Fix: P56400000USD QuarterlySpd 0% R56400000USD Semi-annual@3.94125% (11/06/29-11/06/44) IL30 IL30 2014-06-30 00:00:00.000
228 United States of America IRS Swap 154749-IRS: Fix/Flo: P904240000USD Semi-annual@1.0275% R904240000USD QuarterlySpd 0% (16/06/14-16/06/17) 1.03 IGNIS 128089USD NULL IRS1001388_B000 BNY Mellon 100.1790 USD 0.5848 100.1298 -904240000.0000 0.587700 -904240000.0000 -905858227.9000 -533144659.7000 -534091074.8000 0 -946415.1200 0.0000 U.S. Dollars Interest Rate Swap US United States of America 154749-IRS: Fix/Flo: P904240000USD Semi-annual@1.0275% R904240000USD QuarterlySpd 0% (16/06/14-16/06/17) IL30 IL30 2014-06-30 00:00:00.000
229 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.15 IGNIS 127570 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -17164221.5700 0.587700 -17164221.5700 -17164221.5700 -10222274.7700 -10038437.0400 -920.19 0.0000 183837.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
230 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127571 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53836764.7100 0.587700 -53836764.7100 -53836764.7100 -32062869.8200 -31486250.0900 -2886.24 0.0000 576619.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
231 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127572 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -7537147.0600 0.587700 -7537147.0600 -7537147.0600 -4488801.7700 -4408075.0100 -404.07 0.0000 80726.7600 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
232 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127761 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
233 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127762 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
234 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127763 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
235 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127764 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
236 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127765 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
237 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127766 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
238 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127767 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
239 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127768 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -27331627.4700 0.587700 -27331627.4700 -27331627.4700 -16274638.2500 -15984810.0500 -2051.38 0.0000 289828.2000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
240 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.22 IGNIS 127770 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -51527183.8200 0.587700 -51527183.8200 -51527183.8200 -30681900.5700 -30135499.5000 -3867.39 0.0000 546401.0700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
241 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.22 IGNIS 127771 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -35038485.0000 0.587700 -35038485.0000 -35038485.0000 -20863692.3900 -20492139.6600 -2629.82 0.0000 371552.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
242 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.22 IGNIS 127772 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -58711680.3900 0.587700 -58711680.3900 -58711680.3900 -34959914.4900 -34337328.0600 -4406.62 0.0000 622586.4300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
243 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.22 IGNIS 127773 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -39923942.6700 0.587700 -39923942.6700 -39923942.6700 -23772741.8500 -23349383.0900 -2996.5 0.0000 423358.7600 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
244 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127802 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54915000.0000 0.587700 -54915000.0000 -54915000.0000 -32699178.2800 -32116852.3600 -2810.22 0.0000 582325.9200 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
245 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127803 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -8786400.0000 0.587700 -8786400.0000 -8786400.0000 -5231868.5200 -5138696.3800 -449.64 0.0000 93172.1400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
246 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.15 IGNIS 127835 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -10546800.0000 0.587700 -10546800.0000 -10546800.0000 -6292276.9400 -6168260.3700 -488.32 0.0000 124016.5700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
247 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.15 IGNIS 127836 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -9254080.0000 0.587700 -9254080.0000 -9254080.0000 -5521033.3200 -5412217.4500 -428.47 0.0000 108815.8700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
248 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128069 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54376960.7800 0.587700 -54376960.7800 -54376960.7800 -32285563.7700 -31802181.9300 -2915.2 0.0000 483381.8400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
249 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128070 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54376960.7800 0.587700 -54376960.7800 -54376960.7800 -32285563.7700 -31802181.9300 -2915.2 0.0000 483381.8400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
250 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128071 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -5437696.0800 0.587700 -5437696.0800 -5437696.0800 -3228556.3800 -3180218.1900 -291.52 0.0000 48338.1900 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
251 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128072 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
252 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128073 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
253 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128074 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
254 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128075 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
255 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128076 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
256 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128077 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
257 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128078 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -39784898.8200 0.587700 -39784898.8200 -39784898.8200 -23621730.0400 -23268063.7600 -2132.91 0.0000 353666.2800 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
258 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 9SEP19-9SEP24 4.665 0.00 108158 NULL SWOPT031693018655 BNY Mellon 0.0002 USD 0.5848 0.0001 -500000000.0000 0.587700 -9025000.0000 -1096.0000 -5789152.9600 -640.9900 0 5277599.7900 510912.1800 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 1Y5Y5Y 9SEP19-9SEP24 4.665 IL30 IL30 2014-06-30 00:00:00.000
259 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 10SEP19-10SEP24 4.643 0.00 108237 NULL LTAA1127973878 BNY Mellon 0.0002 USD 0.5848 0.0001 -750000000.0000 0.587700 -13350000.0000 -1865.0000 -8541813.3000 -1090.7400 0 7806611.6900 734110.8700 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 1Y5Y5Y 10SEP19-10SEP24 4.643 IL30 IL30 2014-06-30 00:00:00.000
260 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 17SEP19-17SEP24 4.615 0.00 108720 NULL LTAA1128022942 BNY Mellon 0.0006 USD 0.5848 0.0005 -250000000.0000 0.587700 -4500000.0000 -1606.0000 -2836253.6200 -939.2600 0 2630870.5400 204443.8200 U.S. Dollars Swaption - Interest Rate US United States of America IL30 IL30 2014-06-30 00:00:00.000
261 United States of America Swaption - Interest Rate Option USDSWN 18M5Y5Y 26MAR20-26MAR25 4.49 0.00 109453 NULL LTAA1128095736 BNY Mellon 0.2072 USD 0.5848 0.2192 -750000000.0000 0.587700 -16162500.0000 -1553734.0000 -10111357.8800 -908696.0800 0 8543887.4800 658774.3200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 18M5Y5Y 26MAR20-26MAR25 4.49 IL30 IL30 2014-06-30 00:00:00.000
262 United States of America Swaption - Interest Rate Option USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 0.00 110105 NULL SWOPT031693081560 BNY Mellon 1.5758 USD 0.5848 1.5577 -750000000.0000 0.587700 -11737500.0000 -11818492.0000 -7258588.1700 -6912005.1500 0 -47367.9000 393950.9200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 IL30 IL30 2014-06-30 00:00:00.000
263 United States of America Swaption - Interest Rate Option USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 2 0.00 110106 NULL SWOPT031693081564 BNY Mellon 1.5758 USD 0.5848 1.5577 -750000000.0000 0.587700 -11737500.0000 -11818492.0000 -7258588.1700 -6912005.1500 0 -47367.9000 393950.9200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 2 IL30 IL30 2014-06-30 00:00:00.000
264 United States of America Swaption - Interest Rate Option USDSWN 3Y4Y PAYER 09FEB15-09FEB19 2.392 0.00 69255 NULL 469847063 BNY Mellon 0.2353 USD 0.5848 0.2545 253500000.0000 0.587700 5741775.0000 596362.0000 3624265.3500 348780.3000 0 -3009277.4200 -266207.6300 U.S. Dollars Swaption - Interest Rate US United States of America IL30 IL30 2014-06-30 00:00:00.000
265 United States of America Swaption - Interest Rate Option Swaption: European USD .73% 10-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON 0.00 IGNIS SWPT124371USD NULL LTAA1129666909 BNY Mellon 0.1391 USD 0.5848 0.1438 9811000000.0000 0.587700 20508099.9800 13648082.1000 12218456.5300 7982034.7400 0 -4012058.3000 -224363.4900 U.S. Dollars Swaption - Interest Rate US United States of America Swaption: European USD .73% 10-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
266 United States of America Swaption - Interest Rate Option Swaption: European USD .735% 10-APR-2015 LIBOR 3MONTH 0bps ROYAL BANK OF SCOTLAND 0.00 IGNIS SWPT124374USD NULL SWOPT141693563869 BNY Mellon 0.1374 USD 0.5848 0.1419 4905000000.0000 0.587700 9996500.0000 6737998.5000 5955870.3100 3940695.6700 0 -1905723.6000 -109451.0400 U.S. Dollars Swaption - Interest Rate US United States of America Swaption: European USD .735% 10-APR-2015 LIBOR 3MONTH 0bps ROYAL BANK OF SCOTLAND IL30 IL30 2014-06-30 00:00:00.000
267 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 187000000 USD .82% 23-APR-2015 L 0.00 IGNIS SWPT124877USD NULL LTAA1129742134 BNY Mellon 0.1286 USD 0.5848 0.1325 9813000000.0000 0.587700 21620974.9700 12618536.7000 12880569.0100 7379908.5800 0 -5265045.6300 -235614.8000 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 187000000 USD .82% 23-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
268 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 4689000000 USD .82875% 28-APR-20 0.00 IGNIS SWPT125167USD NULL SA82K BNY Mellon 0.1329 USD 0.5848 0.1369 4910000000.0000 0.587700 10825024.9900 6526372.0000 6437963.2100 3816926.6300 0 -2514052.6900 -106983.8900 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 4689000000 USD .82875% 28-APR-2015 LIBOR 3MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
269 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 300000000 USD 2.613% 03-JUN-2016 0.00 IGNIS SWPT127455USD NULL LTAA1130061659 BNY Mellon 0.5352 USD 0.5848 0.5446 -7057000000.0000 0.587700 -39348200.0000 -37769769.7000 -23493817.3300 -22089522.2900 0 923139.6300 481155.4100 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 300000000 USD 2.613% 03-JUN-2016 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
270 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 2Y2Y 10FEB16-10FEB18 1.44 0.00 IGNIS SWPTSWAPTION_119994USD NULL LTAA1129224967 BNY Mellon 0.3747 USD 0.5848 0.3691 -5877900000.0000 0.587700 -28159462.5000 -22024317.7600 -17150091.5500 -12880847.8900 0 3588118.6900 681124.9700 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 2Y2Y 10FEB16-10FEB18 1.44 IL30 IL30 2014-06-30 00:00:00.000
271 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y2Y1Y 20FEB15 24FEB17-18 2.325 0.00 IGNIS SWPTSWAPTION_120731USD NULL LTAA1129338671 BNY Mellon 0.2810 USD 0.5848 0.2817 -9812700000.0000 0.587700 -28879537.5000 -27570743.1900 -17320476.2700 -16124656.0800 0 765443.9300 430376.2600 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y2Y1Y 20FEB15 24FEB17-18 2.325 IL30 IL30 2014-06-30 00:00:00.000
272 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 0.00 IGNIS SWPTSWAPTION_123409USD NULL 7.06E+11 BNY Mellon 2.2256 USD 0.5848 2.2215 245600000.0000 0.587700 3328225.0000 5465975.3600 2006860.2900 3196757.2300 0 1250256.0900 -60359.1500 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 IL30 IL30 2014-06-30 00:00:00.000
273 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 P 0.00 IGNIS SWPTSWAPTION_123413USD NULL 7.06E+11 BNY Mellon 0.4748 USD 0.5848 0.5022 245600000.0000 0.587700 3328225.0000 1166084.2400 2006860.2900 681980.4300 0 -1264520.7200 -60359.1400 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 P IL30 IL30 2014-06-30 00:00:00.000
274 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 1.375 15/07/2018 1.38 912828JE1 NULL BNY Mellon 109.3281 USD 0.5848 109.3125 102012256.0000 0.587700 110819806.4000 111528061.3000 65998410.3500 65226810.1100 378446.88 358290.3400 -1185820.7300 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
275 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.5 15/04/2015 0.5 912828MY3 NULL BNY Mellon 101.4961 USD 0.5848 101.5117 132134664.0000 0.587700 133133656.4000 134111530.7000 82417900.6100 78434675.9700 81290.23 204281.8900 -4555131.1600 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
276 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2016 0.13 912828QD5 NULL BNY Mellon 102.6836 USD 0.5848 102.7109 485272230.4000 0.587700 493286479.1000 498294996.0000 302626179.9000 291426146.1000 74635.75 110484.4800 -14129247.9600 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
277 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2017 0.13 912828SQ4 NULL BNY Mellon 103.4961 USD 0.5848 103.4961 392412400.0000 0.587700 403669986.9000 406131529.9000 240408544.4000 237524654.1000 60353.79 1081630.3800 -4323515.4900 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
278 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2018 0.13 912828UX6 NULL BNY Mellon 103.3516 USD 0.5848 103.3398 95162688.0000 0.587700 97654842.8200 98352113.0800 58158054.4600 57520901.2900 14636.2 310785.4900 -1044949.3100 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
279 Australia Cash Cash Australian dollar-BNY Mellon-OnHand 0.00 AUDJun 30 2014 1-35 NULL 1 BNY Mellon 1.0000 AUD 0.5520 1.0000 31266690.0300 0.553400 31266690.0300 31266690.0300 17432864.8600 17259446.9600 0 0.0000 -173417.9000 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
280 Australia Cash Cash Australian dollar-BNY Mellon-Receivable 0.00 AUDJun 30 2014 1-36 NULL 1 BNY Mellon 1.0000 AUD 0.5520 1.0000 155.8600 0.553400 155.8600 155.8600 86.0400 86.0400 0 0.0000 0.0000 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
281 Australia Cash Cash Australian dollar-Merrill Lynch-OnHand 0.00 AUDJun 30 2014 1-37 NULL 1 Merrill Lynch 1.0000 AUD 0.5520 1.0000 27.2500 0.553400 27.2500 27.2500 -805350.3800 15.0400 0 0.0000 805365.4200 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
282 Australia IRS Swap 140876-IRS: Fix/Flo: P233350000AUD QuarterlySpd 0% R233350000AUD 4.15% 4.15 IGNIS 122840AUD NULL LTAA1276692793 BNY Mellon 100.6765 AUD 0.5520 100.6061 -245600000.0000 0.553400 -245600000.0000 -247261385.8000 -135359698.5000 -136276795.9000 0 -917097.3800 0.0000 Australian dollar Interest Rate Swap AU Australia 140876-IRS: Fix/Flo: P233350000AUD QuarterlySpd 0% R233350000AUD 4.15% IL30 IL30 2014-06-30 00:00:00.000
283 Australia IRS Swap 142296-IRS: Fix/Flo: P466800000AUD ACT/365 BBILLS 3M 4.14% 4.14 IGNIS 123434AUD NULL LTAA1129532780 BNY Mellon 100.6674 AUD 0.5520 100.5971 -491200000.0000 0.553400 -491200000.0000 -494478268.8000 -273619906.1000 -275429535.0000 0 -1809628.9100 0.0000 Australian dollar Interest Rate Swap AU Australia 142296-IRS: Fix/Flo: P466800000AUD ACT/365 BBILLS 3M 4.14% IL30 IL30 2014-06-30 00:00:00.000
284 Australia Swaption - Interest Rate Option SWAPTION AUDIRS 3M3M 3Y1Y 21MAR17 21MAR18 4.15 0.00 IGNIS SWPTSWAPTION_122855AUD NULL LTAA1276692781 BNY Mellon -0.3747 AUD 0.5520 -0.3545 -491200000.0000 0.553400 0.0000 1840282.8500 0.0000 1015849.9100 0 1015849.9100 0.0000 Australian dollar Swaption - Interest Rate AU Australia SWAPTION AUDIRS 3M3M 3Y1Y 21MAR17 21MAR18 4.15 IL30 IL30 2014-06-30 00:00:00.000
285 Australia Swaption - Interest Rate Option SWAPTION AUDIRS 3M3M 3Y1Y 28MAR17 28MAR18 4.14 0.00 IGNIS SWPTSWAPTION_123432AUD NULL LTAA1129532739 BNY Mellon -0.3687 AUD 0.5520 -0.3480 -982400000.0000 0.553400 0.0000 3622392.1000 0.0000 1999587.5600 0 1999587.5500 0.0100 Australian dollar Swaption - Interest Rate AU Australia SWAPTION AUDIRS 3M3M 3Y1Y 28MAR17 28MAR18 4.14 IL30 IL30 2014-06-30 00:00:00.000
286 Canada Cash Cash Canadian dollar-BNY Mellon-OnHand 0.00 CADJun 30 2014 1-38 NULL 1 BNY Mellon 1.0000 CAD 0.5491 1.0000 98.4500 0.550300 98.4500 98.4500 -169778.2100 54.0600 0 0.0000 169832.2700 Canadian dollar Cash and Equivalents CA Canada cad IL30 IL30 2014-06-30 00:00:00.000
287 European Union Cash Cash Euro-BNY Mellon-CapitalPayable 0.00 EURJun 30 2014 1-39 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 -8842356.9500 0.801600 -8842356.9500 -8842356.9500 -7080169.1000 -7080453.2600 0 0.0000 -284.1600 Euro Cash and Equivalents EU European Union IL30 IL30 I EUR Hedged (New) 2014-06-30 00:00:00.000
288 European Union Cash Cash Euro-BNY Mellon-CapitalReceivable 0.00 EURJun 30 2014 1-40 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 29664858.0700 0.801600 29664858.0700 29664858.0700 23768347.3600 23753920.1900 0 0.0000 -14427.1700 Euro Cash and Equivalents EU European Union IL30 IL30 A EUR DIST HEDGED 2014-06-30 00:00:00.000
289 European Union Cash Cash Euro-BNY Mellon-OnHand 0.00 EURJun 30 2014 1-41 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 20985774.8000 0.801600 20985774.8000 20985774.8000 64609574.0400 16804207.1400 0 0.0000 -47805366.9000 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
290 European Union Cash Cash Euro-BNY Mellon-Receivable 0.00 EURJun 30 2014 1-42 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 50400205.0000 0.801600 50400205.0000 50400205.0000 40399198.0300 40357599.0100 0 0.0000 -41599.0200 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
291 European Union Cash Cash Euro-Merrill Lynch-OnHand 0.00 EURJun 30 2014 1-43 NULL 1 Merrill Lynch 1.0000 EUR 0.8007 1.0000 15452344.6200 0.801600 15452344.6200 15452344.6200 12901761.4800 12373353.0300 0 0.0000 -528408.4500 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
292 European Union Corporate Bond Debt Instruments IGNIS EUR COLLATERAL Credit Suisse 0 CS COLLATERAL EUR NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 12720000.0000 0.801600 12720000.0000 12720000.0000 10192597.1500 10185447.8400 0 0.0000 -7149.3100 Euro Corporate Bond EU European Union IL30 IL30 2014-06-30 00:00:00.000
293 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 5y 5y 2.67% ANNUAL VS French CPIxt ACT/365 16Oct22 0 86295IL01IRSEUR NULL D020589216726 BNY Mellon 102.9735 EUR 0.8007 102.9343 65000000.0000 0.801600 65000000.0000 66932744.1300 52449812.9700 53997443.8300 0 1547630.8600 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 5y 5y 2.67% ANNUAL VS French CPIxt ACT/365 16Oct22 IL30 IL30 2014-06-30 00:00:00.000
294 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 1.995% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC17 0 90846IL01IRSEUR NULL LTAA1126419256 BNY Mellon 105.8656 EUR 0.8007 105.7797 -50000000.0000 0.801600 -50000000.0000 -52932821.8200 -40702930.4100 -43051366.2400 0 -2348435.8300 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 1.995% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC17 IL30 IL30 2014-06-30 00:00:00.000
295 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 2.2795% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC22 0 90847IL01IRSEUR NULL LTAA1126419291 BNY Mellon 108.4333 EUR 0.8007 108.4017 50000000.0000 0.801600 50000000.0000 54216633.4800 40702930.4100 44079369.1200 0 3376438.7100 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 2.2795% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC22 IL30 IL30 2014-06-30 00:00:00.000
296 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 2.59% 30/360 VS FLOATING FRCPI Index ACT/360 17Jan23 0 92131IL01IRSEUR NULL D030590401976 BNY Mellon 102.5619 EUR 0.8007 102.5324 100000000.0000 0.801600 100000000.0000 102561929.6000 82958359.2300 85009805.8200 0 2051446.5900 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 2.59% 30/360 VS FLOATING FRCPI Index ACT/360 17Jan23 IL30 IL30 2014-06-30 00:00:00.000
297 European Union IFS Swap 127869-IRS: Flo/Fix: P140000000EUR IrregularSpd 0% R14000000 0 IGNIS 113817 NULL LTAA1128470144 BNY Mellon 101.8765 EUR 0.8007 101.8511 140000000.0000 0.801600 140000000.0000 142627116.8000 117366396.7000 119470041.5000 0 2103644.7700 0.0000 Euro Inflation Swap EU European Union 127869-IRS: Flo/Fix: P140000000EUR IrregularSpd 0% R140000000EUR Irregular@1.8525% (15/11/13-15/11/2 IL30 IL30 2014-06-30 00:00:00.000
298 European Union IFS Swap IFS: INF: EUR Fixed 1.955% VS FRCPXTOB Index ACT/365 15Nov23 0 IGNIS 113831 NULL D130594477751 BNY Mellon 103.1409 EUR 0.8007 103.1137 46000000.0000 0.801600 46000000.0000 47444824.2900 38563244.6300 39720177.2100 0 1156932.5900 0.0000 Euro Inflation Swap EU European Union IFS: INF: EUR Fixed 1.955% VS FRCPXTOB Index ACT/365 15Nov23 IL30 IL30 2014-06-30 00:00:00.000
299 European Union IFS Swap INF SWAP: Flo/Fix EUR Fixed 1.8475% 30/360 VS CPTFEMU ACT/360 21Nov25 0 IGNIS 114230EUR NULL LTAA1128510149 BNY Mellon 101.8141 EUR 0.8007 101.7886 120000000.0000 0.801600 120000000.0000 122176929.2000 100788672.9000 102531833.2000 0 1743160.2900 0.0000 Euro Inflation Swap EU European Union INF SWAP: Flo/Fix EUR Fixed 1.8475% 30/360 VS CPTFEMU ACT/360 21Nov25 IL30 IL30 2014-06-30 00:00:00.000
300 European Union IFS Swap 138761-IRS: Flo/Fix: P107000000EUR IrregularSpd 0% R107000000EUR 0 IGNIS 121222EUR NULL LTAA1129421803 BNY Mellon 100.4573 EUR 0.8007 100.4290 107000000.0000 0.801600 107000000.0000 107489339.9000 88156991.1800 88548826.5800 0 391835.4000 0.0000 Euro Inflation Swap EU European Union 138761-IRS: Flo/Fix: P107000000EUR IrregularSpd 0% R107000000EUR Irregular@1.78375% (05/03/14-05/03/26) IL30 IL30 2014-06-30 00:00:00.000
301 European Union IFS Swap 139863-IRS: Fix/Flo: EUR Irregular@1.04% EUR IrregularSpd 0% (13/03/14-13/03/17) 0 IGNIS 122116EUR NULL LTAA1276613411 BNY Mellon 100.5435 EUR 0.8007 100.5049 -440400000.0000 0.801600 -440400000.0000 -442793753.8000 -367271484.0000 -369188265.0000 0 -1916780.9700 0.0000 Euro Inflation Swap EU European Union 139867-IRS: Fix/Flo: EUR Irregular@1.04% EUR IrregularSpd 0% (13/03/14-13/03/17) IL30 IL30 2014-06-30 00:00:00.000
302 European Union IFS Swap 140384-IRS: Flo/Fix: P138639000EUR IrregularSpd 0% R138639000EUR Irregular@1.745% (18/03/14-18/03/26) 0 IGNIS 122589EUR NULL LTAA1276651715 BNY Mellon 99.9879 EUR 0.8007 99.9581 138639000.0000 0.801600 138639000.0000 138622206.6000 116102241.7000 116088794.5000 0 -13447.1900 0.0000 Euro Inflation Swap EU European Union 140384-IRS: Flo/Fix: P138639000EUR IrregularSpd 0% R138639000EUR Irregular@1.745% (18/03/14-18/03/26) IL30 IL30 2014-06-30 00:00:00.000
303 European Union IFS Swap 142500-Infl Swap: Flo/Fix: P10000000EUR IrregularSpd 0% R10000000EUR Irregular@1.8775% (01/04/14-03/04/29) 0 IGNIS 123576EUR NULL LTAA1129551916 BNY Mellon 99.5952 EUR 0.8007 99.5521 280000000.0000 0.801600 280000000.0000 278866500.6000 231447032.3000 230539390.8000 0 -907641.4700 0.0000 Euro Inflation Swap EU European Union 142500-Infl Swap: Flo/Fix: P10000000EUR IrregularSpd 0% R10000000EUR Irregular@1.8775% (01/04/14-03/04/29) IL30 IL30 2014-06-30 00:00:00.000
304 European Union IFS Swap 144065-Infl Swap: Flo/Fix: P104400000EUR IrregularSpd 0% R104400000EUR Irregular@1.9175% (10/04/14-10/04/29) 0 IGNIS 124074EUR NULL LTAA1129654997 BNY Mellon 100.1828 EUR 0.8007 100.1481 104400000.0000 0.801600 104400000.0000 104590795.7000 85981420.3400 86134198.6000 0 152778.2600 0.0000 Euro Inflation Swap EU European Union 144065-Infl Swap: Flo/Fix: P104400000EUR IrregularSpd 0% R104400000EUR Irregular@1.9175% (10/04/14-10/04/29) IL30 IL30 2014-06-30 00:00:00.000
305 European Union IFS Swap 152172-Infl Swap: Flo/Fix: P207300000EUR IrregularSpd 0% R207300000EUR Irregular@1.65% (05/06/14-05/06/24) 0 IGNIS 127438EUR NULL LTAA1130061707 BNY Mellon 99.7450 EUR 0.8007 99.7197 207300000.0000 0.801600 207300000.0000 206771453.3000 168679709.1000 168256479.2000 0 -423229.9100 0.0000 Euro Inflation Swap EU European Union 152172-Infl Swap: Flo/Fix: P207300000EUR IrregularSpd 0% R207300000EUR Irregular@1.65% (05/06/14-05/06/24) IL30 IL30 2014-06-30 00:00:00.000
306 European Union IFS Swap 152157-Infl Swap: Flo/Fix: P138600000EUR IrregularSpd 0% R138600000EUR Irregular@1.65% (05/06/14-05/06/29) 0 IGNIS 127439EUR NULL LTAA1130061724 BNY Mellon 99.6704 EUR 0.8007 99.6285 138600000.0000 0.801600 138600000.0000 138143243.6000 112778618.8000 112412874.4000 0 -365744.3600 0.0000 Euro Inflation Swap EU European Union 152157-Infl Swap: Flo/Fix: P138600000EUR IrregularSpd 0% R138600000EUR Irregular@1.65% (05/06/14-05/06/29) IL30 IL30 2014-06-30 00:00:00.000
307 European Union IRS Swap 130994-IRS: Fix/Flo: P170000000EUR Annual@2.067% R170000000E 2.07 IGNIS 116266EUR NULL BNY Mellon 106.3097 EUR 0.8007 106.1657 -170000000.0000 0.801600 -170000000.0000 -180726538.0000 -143395073.1000 -151984270.7000 0 -8589197.6000 0.0000 Euro Interest Rate Swap EU European Union 130994-IRS: Fix/Flo: P170000000EUR Annual@2.067% R170000000EUR Semi-annualSpd 0% (17/12/13-18/12/23) IL30 IL30 2014-06-30 00:00:00.000
308 European Union IRS Swap 158177-IRS: Fix/Flo: P2770000EUR Annual@1.496% R2770000EUR Semi-annualSpd 0% (27/06/14-27/06/24) IRS 1.5 IGNIS 128813EUR NULL 6.80E+12 BNY Mellon 100.5793 EUR 0.8007 100.4310 -80230000.0000 0.801600 -80230000.0000 -80694774.8000 -64412195.9200 -64784360.9700 0 -372165.0500 0.0000 Euro Interest Rate Swap EU European Union 158177-IRS: Fix/Flo: P2770000EUR Annual@1.496% R2770000EUR Semi-annualSpd 0% (27/06/14-27/06/24) IRS IL30 IL30 2014-06-30 00:00:00.000
309 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.22 IGNIS 126840 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -24815815.5000 0.801600 -24815815.5000 -24815815.5000 -20085906.1800 -19871084.4800 -4128.77 0.0000 214821.7000 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
310 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.23 IGNIS 127126 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -21744113.5800 0.801600 -21744113.5800 -21744113.5800 -17689170.5300 -17411441.4200 -3114.71 0.0000 277729.1100 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
311 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.16 IGNIS 127458 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -230164275.2000 0.801600 -230164275.2000 -230164275.2000 -187135982.0000 -184302375.9000 -20478.04 0.0000 2833606.1300 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
312 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.09 IGNIS 127638 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -120500000.0000 0.801600 -120500000.0000 -120500000.0000 -97894362.2100 -96489502.0000 -5065.7 0.0000 1404860.2100 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
313 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.09 IGNIS 127639 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -122374980.0000 0.801600 -122374980.0000 -122374980.0000 -99417598.4900 -97990878.6500 -5144.52 0.0000 1426719.8400 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
314 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.1 IGNIS 127834 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -190672000.0000 0.801600 -190672000.0000 -190672000.0000 -154088093.3000 -152679222.6000 -8058.07 0.0000 1408870.6900 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
315 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.02 IGNIS 128716 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -3873506.6000 0.801600 -3873506.6000 -3873506.6000 -3095639.6100 -3101682.3500 -8.62 0.0000 -6042.7400 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
316 European Union Repo MoneyMarket REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 0.02 IGNIS 128717 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -300802420.0000 0.801600 -300802420.0000 -300802420.0000 -240396101.5000 -240865358.6000 -669.07 0.0000 -469257.1000 Euro Repurchase Agreements EU European Union REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
317 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.03 IGNIS 128948 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -46997925.0000 0.801600 -46997925.0000 -46997925.0000 -37674846.9700 -37633247.9500 0 0.0000 41599.0200 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
318 European Union Repo MoneyMarket REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 0.03 IGNIS 128950 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -19831900.0000 0.801600 -19831900.0000 -19831900.0000 -15897803.9500 -15880250.2500 -13.23 0.0000 17553.7000 Euro Repurchase Agreements EU European Union REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
319 European Union Swaption - Interest Rate Option EURSWN 3Y5Y RECEIVER FEB15-FEB20 2.62 0.00 68796 NULL LTAA1124315022 BNY Mellon 8.8831 EUR 0.8007 8.7803 -63000000.0000 0.801600 -1726200.0000 -5596355.0000 -1436612.5300 -4481240.7200 0 -3098998.5800 54370.3900 Euro Swaption - Interest Rate EU European Union IL30 IL30 2014-06-30 00:00:00.000
320 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 1121700000 EUR 1.1275% 14-NOV-20 PAYER 0.00 IGNIS SWPT126240EUR NULL LTAA1129892246 BNY Mellon 0.0370 EUR 0.8007 0.0457 1173200000.0000 0.801600 2064209.5500 434553.2800 1686039.1100 347965.3900 0 -1304935.4600 -33138.2600 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 1121700000 EUR 1.1275% 14-NOV-2014 EURIBOR 3MONTH 0bps GOLDMAN SACHS LON IL30 IL30 2014-06-30 00:00:00.000
321 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 359500000 EUR 2.587% 20-NOV-2014 0.00 IGNIS SWPT126592EUR NULL EM3G4 BNY Mellon 0.5381 EUR 0.8007 0.5750 375800000.0000 0.801600 3218725.0000 2022217.3800 2614360.4500 1619275.9100 0 -958094.8100 -36989.7300 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 359500000 EUR 2.587% 20-NOV-2014 EURIBOR 6MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
322 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 359750000 EUR 2.597% 20-NOV-2014 0.00 IGNIS SWPT126849EUR NULL EM3RP BNY Mellon 0.5393 EUR 0.8007 0.5759 375980000.0000 0.801600 3234850.0000 2027810.5300 2616811.7400 1623754.5900 0 -966528.1100 -26529.0400 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 359750000 EUR 2.597% 20-NOV-2014 EURIBOR 6MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
323 Finland Corporate Bond Debt Instruments Municipality Finance PLC 1.5 15/12/2014 1.5 B79NW02 NULL BNY Mellon 100.4021 GBP 1.0000 100.4062 10000000.0000 1.000000 9990000.0000 10040210.0000 9990000.0000 10040210.0000 81369.86 41814.2300 0.0000 U.K. pound Corporate Bond FI Finland Government Sovereign Agency Sovereign_si XS0742251019 IL30 IL30 2014-06-30 00:00:00.000
324 Germany Future-Bond Futures Euro-BTP Future Sep14 0.00 IKU4 NULL Merrill Lynch 126.1800 EUR 0.8007 126.3400 -1341.0000 0.801600 0.0000 -2874639.9600 0.0000 -2301847.1200 0 -2301847.1200 0.0000 Euro Future-Bond DE Germany IL30 IL30 2014-06-30 00:00:00.000
325 Germany Future-Bond Futures Euro-OAT Future Sep14 0.00 OATU4 NULL Merrill Lynch 140.5300 EUR 0.8007 140.4500 -1411.0000 0.801600 0.0000 -3047760.0000 0.0000 -2440471.7400 0 -2440471.7400 0.0000 Euro Future-Bond DE Germany IL30 IL30 2014-06-30 00:00:00.000
326 Germany Government Debt Issue Debt Instruments Bundesrepublik Deutschland 6.5 07/04/27 6.5 5286601 NULL BNY Mellon 157.8500 EUR 0.8007 157.7040 196800000.0000 0.801600 307294969.0000 310648800.0000 248720542.2000 248749776.0000 10158911.44 3013663.1500 -2656322.0800 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
327 Germany Government Debt Issue Debt Instruments Deutsche Bundesrepublik Inflation Linked Bond 1.5 15/04/2016 1.5 B10S9K3 NULL BNY Mellon 102.9345 EUR 0.8007 102.8995 461187262.5000 0.801600 477172380.2000 474720572.2000 394511902.2000 380129058.9000 1168582.67 -2085359.2900 -12419575.8700 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
328 Germany Government Debt Issue Debt Instruments Bundesrepublik Deutschland Bundesobligation Inflation Linked Bond 0.75 15/04/2018 0.75 B4JQ9S7 NULL BNY Mellon 105.3305 EUR 0.8007 105.2685 225831518.5000 0.801600 235930195.9000 237869467.6000 196365236.6000 190472252.9000 286112.41 1497130.7700 -7445841.5000 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
329 Japan Cash Cash Japanese yen-BNY Mellon-OnHand 0.00 JPYJun 30 2014 1-44 NULL 1 BNY Mellon 1.0000 JPY 0.0058 1.0000 7251153.5700 0.005800 7251153.5700 7251153.5700 -137824.5700 41861.8400 0 0.0000 179686.4100 Japanese yen Cash and Equivalents JP Japan IL30 IL30 2014-06-30 00:00:00.000
330 Japan Cash Cash Japanese yen-BNY Mellon-Receivable 0.00 JPYJun 30 2014 1-45 NULL 1 BNY Mellon 1.0000 JPY 0.0058 1.0000 111370633.0000 0.005800 111370633.0000 111370633.0000 645627.9800 642956.8000 0 0.0000 -2671.1800 Japanese yen Cash and Equivalents JP Japan IL30 IL30 2014-06-30 00:00:00.000
331 Japan IRS Swap 144528-IRS: Flo/Fix: P182000000JPY Semi-annualSpd 0% R182000000JPY Semi-annual@2.44% (15/04/24-15/04/34) 2.44 IGNIS 124390JPY NULL 7.00E+12 BNY Mellon 100.6534 JPY 0.0058 100.7715 9024000000.0000 0.005800 9024000000.0000 9082960109.0000 53095681.2100 53436065.4000 0 340384.1900 0.0000 Japanese yen Interest Rate Swap JP Japan 144528-IRS: Flo/Fix: P182000000JPY Semi-annualSpd 0% R182000000JPY Semi-annual@2.44% (15/04/24-15/04/34) IL30 IL30 2014-06-30 00:00:00.000
332 Japan IRS Swap 144832-IRS: Flo/Fix: P8604000000JPY Semi-annualSpd 0% R8604000000JPY Semi-annual@2.4375% (16/04/24-16/04/34) 2.44 IGNIS 124471JPY NULL LTAA1129686163 BNY Mellon 100.6300 JPY 0.0058 100.7480 8604000000.0000 0.005800 8604000000.0000 8658203479.0000 50480846.3400 50793769.9100 0 312923.5700 0.0000 Japanese yen Interest Rate Swap JP Japan 144832-IRS: Flo/Fix: P8604000000JPY Semi-annualSpd 0% R8604000000JPY Semi-annual@2.4375% (16/04/24-16/04/34) IL30 IL30 2014-06-30 00:00:00.000
333 Japan IRS Swap 144835-IRS: Flo/Fix: P4345000000JPY Semi-annualSpd 0% R4345000000JPY Semi-annual@2.435% (16/04/24-16/04/34) 2.44 IGNIS 124535JPY NULL LTAA1129691031 BNY Mellon 101.1613 JPY 0.0058 101.2784 4345000000.0000 0.005800 4345000000.0000 4395456747.0000 25492710.0600 25784003.2700 0 291293.2000 0.0000 Japanese yen Interest Rate Swap JP Japan 144835-IRS: Flo/Fix: P4345000000JPY Semi-annualSpd 0% R4345000000JPY Semi-annual@2.435% (16/04/24-16/04/34) IL30 IL30 2014-06-30 00:00:00.000
334 Japan IRS Swap 144922-IRS: Flo/Fix: P201000000JPY Semi-annualSpd 0% R201000000JPY Semi-annual@2.433% (17/04/24-17/04/34) 2.43 IGNIS 124556JPY NULL 89384852 BNY Mellon 101.1418 JPY 0.0058 101.2589 10141000000.0000 0.005800 10141000000.0000 10256790952.0000 59632887.9500 60301363.8100 0 668475.8700 0.0000 Japanese yen Interest Rate Swap JP Japan 144922-IRS: Flo/Fix: P201000000JPY Semi-annualSpd 0% R201000000JPY Semi-annual@2.433% (17/04/24-17/04/34) IL30 IL30 2014-06-30 00:00:00.000
335 Japan IRS Swap 149884-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.175% (23/05/24-23/05/29) 2.17 IGNIS 126651JPY NULL LTAA1129995363 BNY Mellon 100.1650 JPY 0.0058 100.2197 16838000000.0000 0.005800 16838000000.0000 16865774281.0000 98293517.0200 98453861.4700 0 160344.4500 0.0000 Japanese yen Interest Rate Swap JP Japan 149884-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.175% (23/05/24-23/05/29) IL30 IL30 2014-06-30 00:00:00.000
336 Japan IRS Swap 149869-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.1751% (23/05/24-23/05/29) 2.18 IGNIS 126653JPY NULL 7.00E+12 BNY Mellon 100.1654 JPY 0.0058 100.2202 16838000000.0000 0.005800 16838000000.0000 16865848368.0000 98293517.0200 98454289.1900 0 160772.1700 0.0000 Japanese yen Interest Rate Swap JP Japan 149869-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.1751% (23/05/24-23/05/29) IL30 IL30 2014-06-30 00:00:00.000
337 Japan IRS Swap 150969-IRS: Flo/Fix: P17919000000JPY Semi-annualSpd 0% R17919000000JPY Semi-annual@2.15375% (30/05/24-30/05/29) 2.15 IGNIS 126946JPY NULL 7.00E+12 BNY Mellon 100.0567 JPY 0.0058 100.1113 17919000000.0000 0.005800 17919000000.0000 17929158281.0000 105410903.0000 105469548.1000 0 58645.0500 0.0000 Japanese yen Interest Rate Swap JP Japan 150969-IRS: Flo/Fix: P17919000000JPY Semi-annualSpd 0% R17919000000JPY Semi-annual@2.15375% (30/05/24-30/05/29) IL30 IL30 2014-06-30 00:00:00.000
338 New Zealand Cash Cash New Zealand dollar-BNY Mellon-OnHand 0.00 NZDJun 30 2014 1-46 NULL 1 BNY Mellon 1.0000 NZD 0.5121 1.0000 1.0000 0.515300 1.0000 1.0000 0.5100 0.5100 0 0.0000 0.0000 New Zealand dollar Cash and Equivalents NZ New Zealand IL30 IL30 2014-06-30 00:00:00.000
339 Norway Cash Cash Norwegian krone-BNY Mellon-OnHand 0.00 NOKJun 30 2014 1-47 NULL 1 BNY Mellon 1.0000 NOK 0.0953 1.0000 1.5300 0.095800 1.5300 1.5300 9950.9800 0.1500 0 0.0000 -9950.8300 Norwegian krone Cash and Equivalents NO Norway IL30 IL30 2014-06-30 00:00:00.000
340 Sweden Cash Cash Swedish krona-BNY Mellon-CapitalReceivable 0.00 SEKJun 30 2014 1-48 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 160953.0000 0.087300 160953.0000 160953.0000 14061.5100 14080.4600 0 0.0000 18.9500 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 I SEK Hedged (New) 2014-06-30 00:00:00.000
341 Sweden Cash Cash Swedish krona-BNY Mellon-OnHand 0.00 SEKJun 30 2014 1-49 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 -204.8400 0.087300 -204.8400 -204.8400 2862063.5800 -17.9300 0 0.0000 -2862081.5100 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 2014-06-30 00:00:00.000
342 Sweden Cash Cash Swedish krona-BNY Mellon-Payable 0.00 SEKJun 30 2014 1-50 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 -54.9900 0.087300 -54.9900 -54.9900 -4.8100 -4.8100 0 0.0000 0.0000 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 2014-06-30 00:00:00.000
343 Switzerland Cash Cash Swiss franc-BNY Mellon-CapitalPayable 0.00 CHFJun 30 2014 1-51 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -49234.3900 0.659700 -49234.3900 -49234.3900 -32456.0000 -32470.1900 0 0.0000 -14.1900 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 I CHF Hedged (New) 2014-06-30 00:00:00.000
344 Switzerland Cash Cash Swiss franc-BNY Mellon-CapitalReceivable 0.00 CHFJun 30 2014 1-52 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 440554.6600 0.659700 440554.6600 440554.6600 290375.9800 290546.8100 0 0.0000 170.8300 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30AAACHF 2014-06-30 00:00:00.000
345 Switzerland Cash Cash Swiss franc-BNY Mellon-OnHand 0.00 CHFJun 30 2014 1-53 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -315.6400 0.659700 -315.6400 -315.6400 7585190.1900 -208.1700 0 0.0000 -7585398.3600 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 2014-06-30 00:00:00.000
346 Switzerland Cash Cash Swiss franc-BNY Mellon-Payable 0.00 CHFJun 30 2014 1-54 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -83.2400 0.659700 -83.2400 -83.2400 -54.9000 -54.9000 0 0.0000 0.0000 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 2014-06-30 00:00:00.000
347 United Kingdom Caps/Floors Option UKRPI YOY FLOOR 11JUL11 - 11JUL41 0.00 58868 NULL LTAA1120872954 BNY Mellon 5.7867 GBP 1.0000 5.8028 -10.0000 1.000000 -1000000.0000 -578669.3700 -1000000.0000 -578669.3700 0 421330.6300 0.0000 U.K. pound Caps and Floors GB United Kingdom UK RPI All Items NSA IL30 IL30 2014-06-30 00:00:00.000
348 United Kingdom Caps/Floors Option UKRPI YoY Floor 5Oct11-5Oct41 0.00 62276 NULL LTAA1122853628 BNY Mellon 5.8560 GBP 1.0000 5.8721 -5.0000 1.000000 -594000.0000 -292798.7000 -594000.0000 -292798.7000 0 301201.3000 0.0000 U.K. pound Caps and Floors GB United Kingdom Hong Kong Hang Seng Index IL30 IL30 2014-06-30 00:00:00.000
349 United Kingdom Cash Cash U.K. pound-BNY Mellon-AccruedInterestPayable 0.00 GBPJun 30 2014 1-55 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -1169073.2700 1.000000 -1169073.2700 -1169073.2700 -1169073.2700 -1169073.2700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
350 United Kingdom Cash Cash U.K. pound-BNY Mellon-AccruedInterestReceivable 0.00 GBPJun 30 2014 1-56 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 778396.4000 1.000000 778396.4000 778396.4000 778396.4000 778396.4000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
351 United Kingdom Cash Cash U.K. pound-BNY Mellon-CapitalPayable 0.00 GBPJun 30 2014 1-57 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -2382820.3900 1.000000 -2382820.3900 -2382820.3900 -2382820.3900 -2382820.3900 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 SI GBP DIST 2014-06-30 00:00:00.000
352 United Kingdom Cash Cash U.K. pound-BNY Mellon-CapitalReceivable 0.00 GBPJun 30 2014 1-58 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 2587788.9700 1.000000 2587788.9700 2587788.9700 2587788.9700 2587788.9700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 SI GBP DIST 2014-06-30 00:00:00.000
353 United Kingdom Cash Cash U.K. pound-BNY Mellon-OnHand 0.00 GBPJun 30 2014 1-59 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 2053162.0000 1.000000 2053162.0000 2053162.0000 2053162.0000 2053162.0000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
354 United Kingdom Cash Cash U.K. pound-BNY Mellon-Payable 0.00 GBPJun 30 2014 1-60 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -186893188.3000 1.000000 -186893188.3000 -186893188.3000 -186893188.3000 -186893188.3000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
355 United Kingdom Cash Cash U.K. pound-BNY Mellon-PurchasedAI 0.00 GBPJun 30 2014 1-61 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 1169073.2700 1.000000 1169073.2700 1169073.2700 1169073.2700 1169073.2700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
356 United Kingdom Cash Cash U.K. pound-BNY Mellon-Receivable 0.00 GBPJun 30 2014 1-62 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 126095188.7000 1.000000 126095188.7000 126095188.7000 126095188.7000 126095188.7000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
357 United Kingdom Cash Cash U.K. pound-BNY Mellon-SoldAI 0.00 GBPJun 30 2014 1-63 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -778396.4000 1.000000 -778396.4000 -778396.4000 -778396.4000 -778396.4000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
358 United Kingdom Cash Cash U.K. pound-Merrill Lynch-OnHand 0.00 GBPJun 30 2014 1-64 NULL 1 Merrill Lynch 1.0000 GBP 1.0000 1.0000 1898992.7700 1.000000 1898992.7700 1898992.7700 1898992.7700 1898992.7700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
359 United Kingdom Corporate Bond Cash IGNIS GBP LIQUIDITY FUND 0 B3KQMD5 NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 327798334.8000 1.000000 327081075.7000 327798334.8000 327081075.7000 327798334.8000 0 717259.0700 0.0000 U.K. pound Corporate Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
360 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL BARCLAYS 0 BARCLAYS COLLATERAL NULL RBS BNY Mellon 100.0000 GBP 1.0000 100.0000 -1633000.0000 1.000000 -1633000.0000 -1633000.0000 -1633000.0000 -1633000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL BARCLAYS IL30 IL30 2014-06-30 00:00:00.000
361 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL CITI 0 CITI COLLATERAL REPO NULL CITI BNY Mellon 100.0000 GBP 1.0000 100.0000 -1439000.0000 1.000000 -1439000.0000 -1439000.0000 -1439000.0000 -1439000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL CITI IL30 IL30 2014-06-30 00:00:00.000
362 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL GOLDMAN SACHS 0 GS COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 17891804.0000 1.000000 17891804.0000 17891804.0000 17891804.0000 17891804.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL GOLDMAN SACHS IL30 IL30 2014-06-30 00:00:00.000
363 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL HSBC 0 HSBC COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -561000.0000 1.000000 -561000.0000 -561000.0000 -561000.0000 -561000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL HSBC IL30 IL30 2014-06-30 00:00:00.000
364 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL LLOYDS 0 LLOYDS COLLATERAL REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 2238000.0000 1.000000 2238000.0000 2238000.0000 2238000.0000 2238000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL LLOYDS IL30 IL30 2014-06-30 00:00:00.000
365 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL MS 0 MS COLLATERAL REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -8980000.0000 1.000000 -8980000.0000 -8980000.0000 -8980000.0000 -8980000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL MS IL30 IL30 2014-06-30 00:00:00.000
366 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL NOMURA GBP 0 NOMURA COLLATERAL GBP NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 33000.0000 1.000000 33000.0000 33000.0000 33000.0000 33000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL NOMURA GBP IL30 IL30 2014-06-30 00:00:00.000
367 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL RBS 0 RBS COLLATERAL NULL RBS BNY Mellon 100.0000 GBP 1.0000 100.0000 10360000.4200 1.000000 10360000.4200 10360000.4200 10360000.4200 10360000.4200 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL RBS IL30 IL30 2014-06-30 00:00:00.000
368 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL UBS 0 UBS COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 5200000.0000 1.000000 5200000.0000 5200000.0000 5200000.0000 5200000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL UBS IL30 IL30 2014-06-30 00:00:00.000
369 United Kingdom Future-Bond Futures LONG GILT FUTURE Sep14 0.00 G U4 NULL Merrill Lynch 109.9200 GBP 1.0000 110.2700 -416.0000 1.000000 0.0000 131360.0000 0.0000 131360.0000 0 131360.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
370 United Kingdom Future-Bond Futures ULTRA LONG GILT FUSep14 0.00 UGLU4 NULL Merrill Lynch 109.9400 GBP 1.0000 110.5000 -237.0000 1.000000 0.0000 -74880.0000 0.0000 -74880.0000 0 -74880.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
371 United Kingdom Future-Bond Futures SHORT GILT FUTURE Sep14 0.00 WBU4 NULL Merrill Lynch 103.5000 GBP 1.0000 103.5400 106.0000 1.000000 0.0000 -1060.0000 0.0000 -1060.0000 0 -1060.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
372 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 4 29/01/49 4 216346 NULL BNY Mellon 98.3100 GBP 1.0000 99.0500 9855262.0000 1.000000 9870044.8900 9688708.0700 9870044.8900 9688708.0700 163346.88 -180464.1100 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0002163466 IL30 IL30 2014-06-30 00:00:00.000
373 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 2.5 07/26/16 2.5 907532 NULL BNY Mellon 108.5114 GBP 1.0000 108.5697 824754031.8000 1.000000 900781814.0000 894952023.1000 900781814.0000 894952023.1000 8885471.62 -2541461.0300 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0009075325 IL30 IL30 2014-06-30 00:00:00.000
374 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 3.5 29/12/49 3.5 938628 NULL BNY Mellon 84.5400 GBP 1.0000 85.1500 23000000.0000 1.000000 21632756.6000 19444200.0000 21632756.6000 19444200.0000 65983.6 -2266507.0900 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0009386284 IL30 IL30 2014-06-30 00:00:00.000
375 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 1.25 22/11/2017 1.25 B0V3WQ7 NULL BNY Mellon 108.7600 GBP 1.0000 108.8600 928225481.0000 1.000000 1014071995.0000 1009538033.0000 1014071995.0000 1009538033.0000 1261175.95 -5510864.8000 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B0V3WQ75 IL30 IL30 2014-06-30 00:00:00.000
376 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 2 22/01/2016 2 B3QCG24 NULL BNY Mellon 101.7600 GBP 1.0000 101.8000 252300000.0000 1.000000 256900382.0000 256740480.0000 256900382.0000 256740480.0000 2230276.24 -51682.9200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B3QCG246 IL30 IL30 2014-06-30 00:00:00.000
377 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 4.5 09/07/34 4.5 B52WS15 NULL BNY Mellon 117.7700 GBP 1.0000 118.2300 0.0000 1.000000 0.0000 0.0000 0.0000 0.0000 193480.43 0.0000 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B52WS153 IL30 IL30 2014-06-30 00:00:00.000
378 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 2.25 09/07/23 2.25 B7Z5365 NULL BNY Mellon 96.6000 GBP 1.0000 96.8800 459858200.0000 1.000000 443815327.7000 444223021.2000 443815327.7000 444223021.2000 2660598.54 393000.6700 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B7Z53659 IL30 IL30 2014-06-30 00:00:00.000
379 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 0.125 11/22/19 0.13 BBDR7T2 NULL BNY Mellon 105.3100 GBP 1.0000 105.4400 57152816.4300 1.000000 60572355.3200 60187630.9900 60572355.3200 60187630.9900 7765.33 -578977.0200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BBDR7T29 IL30 IL30 2014-06-30 00:00:00.000
380 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 1.75 07/22/19 1.75 BDV0F15 NULL BNY Mellon 98.6500 GBP 1.0000 98.7700 219969000.0000 1.000000 216308633.3000 216999418.5000 216308633.3000 216999418.5000 1701417.67 665307.2200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BDV0F150 IL30 IL30 2014-06-30 00:00:00.000
381 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 3.5 01/22/45 3.5 BN65R31 NULL BNY Mellon 101.2800 GBP 1.0000 101.8200 32992000.0000 1.000000 33208460.5100 33414297.6000 33208460.5100 33414297.6000 34499.17 205914.6300 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BN65R313 IL30 IL30 2014-06-30 00:00:00.000
382 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.7% ACT/365 VS UKRPI Index ACT/365 1Jun62 0 100185IL01IRSGBP NULL LTAA1127186883 BNY Mellon 105.6687 GBP 1.0000 106.4900 20000000.0000 1.000000 20000000.0000 21133730.9700 20000000.0000 21133730.9700 0 1133730.9700 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.7% ACT/365 VS UKRPI Index ACT/365 1Jun62 IL30 IL30 2014-06-30 00:00:00.000
383 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.71% ACT/365 VS UKRPI Index ACT/365 30May43 0 101876IL01IRSGBP NULL 1.80E+12 BNY Mellon 103.9522 GBP 1.0000 104.3756 24200000.0000 1.000000 24200000.0000 25156431.1600 24200000.0000 25156431.1600 0 956431.1600 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.71% ACT/365 VS UKRPI Index ACT/365 30May43 IL30 IL30 2014-06-30 00:00:00.000
384 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.6475% VS UKRPI ACT/365 1Aug33 0 106428IL01IRSGBP NULL LTAA1127767533 BNY Mellon 102.3023 GBP 1.0000 102.5560 200000000.0000 1.000000 200000000.0000 204604542.5000 200000000.0000 204604542.5000 0 4604542.5100 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.6475% VS UKRPI ACT/365 1Aug33 IL30 IL30 2014-06-30 00:00:00.000
385 United Kingdom IFS Swap INF SWAP: Fix/Flo: GBP FIXED 3.315% VS UKRPI ACT/365 1Aug23 0 106432IL01IRSGBP NULL LTAA1127767706 BNY Mellon 101.3828 GBP 1.0000 101.5485 -100000000.0000 1.000000 -100000000.0000 -101382808.0000 -100000000.0000 -101382808.0000 0 -1382808.0100 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Fix/Flo: GBP FIXED 3.315% VS UKRPI ACT/365 1Aug23 IL30 IL30 2014-06-30 00:00:00.000
386 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.35% ACT/365 VS UKRPI Index ACT/365 09Oct23 0 110399IL01IRSGBP NULL LTAA1128194132 BNY Mellon 101.6347 GBP 1.0000 101.7921 -375000000.0000 1.000000 -375000000.0000 -381130058.8000 -375000000.0000 -381130058.8000 0 -6130058.7900 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.35% ACT/365 VS UKRPI Index ACT/365 09Oct23 IL30 IL30 2014-06-30 00:00:00.000
387 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.68% ACT/365 VS UKRPI Index ACT/365 10Oct33 0 110400IL01IRSGBP NULL LTAA1128194123 BNY Mellon 103.1841 GBP 1.0000 103.4459 125000000.0000 1.000000 125000000.0000 128980098.0000 125000000.0000 128980098.0000 0 3980097.9800 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.68% ACT/365 VS UKRPI Index ACT/365 10Oct33 IL30 IL30 2014-06-30 00:00:00.000
388 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.56% ACT/365 VS UKRPI Index ACT/365 19Dec28 0 116800IL01IRSGBP NULL EKX5E BNY Mellon 102.2712 GBP 1.0000 102.3708 70000000.0000 1.000000 70000000.0000 71589870.6700 70000000.0000 71589870.6700 0 1589870.6700 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.56% ACT/365 VS UKRPI Index ACT/365 19Dec28 IL30 IL30 2014-06-30 00:00:00.000
389 United Kingdom IFS Swap IRS: GBP FIXED 3.6325% VS UKRPI 4APRIL33 0 98093IL01IRSGBP NULL LTAA1127005789 BNY Mellon 103.0223 GBP 1.0000 103.2679 17400000.0000 1.000000 17400000.0000 17925888.8400 17400000.0000 17925888.8400 0 525888.8400 0.0000 U.K. pound Inflation Swap GB United Kingdom IRS: GBP FIXED 3.6325% VS UKRPI 4APRIL33 IL30 IL30 2014-06-30 00:00:00.000
390 United Kingdom IFS Swap IFS: Flo/Fix: GBP Fixed 3.535% ACT/365 VS UKRPI ACT/365 10Nov28 0 IGNIS 113590 NULL LTAA1128434697 BNY Mellon 102.1109 GBP 1.0000 102.2119 105000000.0000 1.000000 105000000.0000 107216452.2000 105000000.0000 107216452.2000 0 2216452.1500 0.0000 U.K. pound Inflation Swap GB United Kingdom IFS: Flo/Fix: GBP Fixed 3.535% ACT/365 VS UKRPI ACT/365 10Nov28 IL30 IL30 2014-06-30 00:00:00.000
391 United Kingdom IFS Swap 131813-IFS: Flo/Fix: P135000000GBP IrregularSpd 0% R135000000GBP Irregular@3.56% (20/12/13-20/12/28) 0 IGNIS IRS116865GBP NULL EKX6R BNY Mellon 102.2710 GBP 1.0000 102.3706 135000000.0000 1.000000 135000000.0000 138065878.2000 135000000.0000 138065878.2000 0 3065878.2200 0.0000 U.K. pound Inflation Swap GB United Kingdom 131813-IFS: Flo/Fix: P135000000GBP IrregularSpd 0% R135000000GBP Irregular@3.56% (20/12/13-20/12/28) IL30 IL30 2014-06-30 00:00:00.000
392 United Kingdom IFS Swap 133593-IRS: Flo/Fix: P48500000GBP IrregularSpd 0% R48500000GBP 0 IGNIS 118391GBP NULL LTAA1128998833 BNY Mellon 101.6503 GBP 1.0000 101.7455 48500000.0000 1.000000 48500000.0000 49300392.9900 48500000.0000 49300392.9900 0 800392.9900 0.0000 U.K. pound Inflation Swap GB United Kingdom 133593-IRS: Flo/Fix: P48500000GBP IrregularSpd 0% R48500000GBP Irregular@3.53% (14/01/14-15/01/29) IL30 IL30 2014-06-30 00:00:00.000
393 United Kingdom IFS Swap 133593-IRS: Flo/Fix: P72000000GBP IrregularSpd 0% R72000000GBP 0 IGNIS 118473GBP NULL LTAA1129011943 BNY Mellon 101.6503 GBP 1.0000 101.7455 72000000.0000 1.000000 72000000.0000 73188212.2800 72000000.0000 73188212.2800 0 1188212.2800 0.0000 U.K. pound Inflation Swap GB United Kingdom 133593-IRS: Flo/Fix: P72000000GBP IrregularSpd 0% R72000000GBP IrregularSpd 0% R48500000GBP Irregular@3.53% (15/01/14-15/01/29) IL30 IL30 2014-06-30 00:00:00.000
394 United Kingdom IFS Swap 134092-IRS: Flo/Fix: P17000000GBP IrregularSpd 0% R17000000GBP 0 IGNIS 118809GBP NULL 89321295 BNY Mellon 100.3699 GBP 1.0000 101.1210 17000000.0000 1.000000 17000000.0000 17062880.8600 17000000.0000 17062880.8600 0 62880.8600 0.0000 U.K. pound Inflation Swap GB United Kingdom 134092-IRS: Flo/Fix: P17000000GBP IrregularSpd 0% R17000000GBP Irregular@3.65% (21/01/14-21/01/64) IL30 IL30 2014-06-30 00:00:00.000
395 United Kingdom IFS Swap 138998-IRS: Flo/Fix: P87400000GBP IrregularSpd 0% R87400000GBP Semi-annual@3.56% (04/03/14-04/03/34) 0 IGNIS 121287GBP NULL LTAA1129428472 BNY Mellon 100.1194 GBP 1.0000 100.3789 87400000.0000 1.000000 87400000.0000 87504335.8200 87400000.0000 87504335.8200 0 104335.8200 0.0000 U.K. pound Inflation Swap GB United Kingdom 138998-IRS: Flo/Fix: P87400000GBP IrregularSpd 0% R87400000GBP Semi-annual@3.56% (04/03/14-04/03/34) IL30 IL30 2014-06-30 00:00:00.000
396 United Kingdom IFS Swap 139194-IRS: Flo/Fix: P58029000GBP IrregularSpd 0% R58029000GBP Irregular@3.49% (05/03/14-05/03/29) 0 IGNIS 121831GBP NULL D140595928680 BNY Mellon 101.1062 GBP 1.0000 101.1955 58029000.0000 1.000000 58029000.0000 58670933.9800 58029000.0000 58670933.9800 0 641933.9800 0.0000 U.K. pound Inflation Swap GB United Kingdom 139194-IRS: Flo/Fix: P58029000GBP IrregularSpd 0% R58029000GBP Irregular@3.49% (05/03/14-05/03/29) IL30 IL30 2014-06-30 00:00:00.000
397 United Kingdom IFS Swap 140626-IRS: Flo/Fix: P81800000GBP IrregularSpd 0% R138639000GBP Irregular@3.465% (18/03/14-18/03/26) 0 IGNIS 122734GBP NULL LTAA1276674120 BNY Mellon 100.7114 GBP 1.0000 100.7990 81800000.0000 1.000000 81800000.0000 82381885.1500 81800000.0000 82381885.1500 0 581885.1500 0.0000 U.K. pound Inflation Swap GB United Kingdom 140626-IRS: Flo/Fix: P81800000GBP IrregularSpd 0% R138639000GBP Irregular@3.465% (18/03/14-18/03/26) IL30 IL30 2014-06-30 00:00:00.000
398 United Kingdom IFS Swap 141921-IRS: Fix/Flo: P82300000GBP Irregular@3.6375% R82300000GBP IrregularSpd 0% (25/03/14-25/03/54) 0 IGNIS 123340GBP NULL LTAA1129507836 BNY Mellon 101.1558 GBP 1.0000 101.7288 -82300000.0000 1.000000 -82300000.0000 -83251241.2500 -82300000.0000 -83251241.2500 0 -951241.2500 0.0000 U.K. pound Inflation Swap GB United Kingdom 141921-IRS: Fix/Flo: P82300000GBP Irregular@3.6375% R82300000GBP IrregularSpd 0% (25/03/14-25/03/54) IL30 IL30 2014-06-30 00:00:00.000
399 United Kingdom IFS Swap 141992-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.6525% (25/03/14-25/03/64) 0 IGNIS 123343GBP NULL LTAA1129507867 BNY Mellon 100.6540 GBP 1.0000 101.4082 41150000.0000 1.000000 41150000.0000 41419109.7800 41150000.0000 41419109.7800 0 269109.7800 0.0000 U.K. pound Inflation Swap GB United Kingdom 141992-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.6525% (25/03/14-25/03/64) IL30 IL30 2014-06-30 00:00:00.000
400 United Kingdom IFS Swap 142448-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6625% (28/03/14-28/03/4 0 IGNIS 123577GBP NULL LTAA1129551732 BNY Mellon 101.2157 GBP 1.0000 101.6250 41150000.0000 1.000000 41150000.0000 41650270.9000 41150000.0000 41650270.9000 0 500270.9000 0.0000 U.K. pound Inflation Swap GB United Kingdom 142448-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6625% (28/03/14-28/03/4 IL30 IL30 2014-06-30 00:00:00.000
401 United Kingdom IFS Swap 142460-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6525% (28/03/14-28/03/6 0 IGNIS 123578GBP NULL LTAA1129551748 BNY Mellon 100.6538 GBP 1.0000 101.4078 41150000.0000 1.000000 41150000.0000 41419037.9400 41150000.0000 41419037.9400 0 269037.9400 0.0000 U.K. pound Inflation Swap GB United Kingdom 142460-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6525% (28/03/14-28/03/6 IL30 IL30 2014-06-30 00:00:00.000
402 United Kingdom IFS Swap 142484-Infl Swap: Fix/Flo: P1600000GBP Irregular@3.6375% R1600000GBP Irregular 0% (28/03/14-28/03/54) 0 IGNIS 123579GBP NULL LTAA1129603773 BNY Mellon 101.1552 GBP 1.0000 101.7280 -82300000.0000 1.000000 -82300000.0000 -83250759.9100 -82300000.0000 -83250759.9100 0 -950759.9100 0.0000 U.K. pound Inflation Swap GB United Kingdom 142484-Infl Swap: Fix/Flo: P1600000GBP Irregular@3.6375% R1600000GBP Irregular 0% (28/03/14-28/03/54) IL30 IL30 2014-06-30 00:00:00.000
403 United Kingdom IFS Swap 142715-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.66% (31/03/14-31/03/44) 0 IGNIS 123637GBP NULL LTAA1129560296 BNY Mellon 101.1349 GBP 1.0000 101.5436 41150000.0000 1.000000 41150000.0000 41617025.6200 41150000.0000 41617025.6200 0 467025.6200 0.0000 U.K. pound Inflation Swap GB United Kingdom 142715-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.66% (31/03/14-31/03/44) IL30 IL30 2014-06-30 00:00:00.000
404 United Kingdom IFS Swap 142695-Infl Swap: Fix/Flo: P82300000GBP Irregular@3.64125% R82300000GBP IrregularSpd 0% (31/03/14-31/03/54) 0 IGNIS 123640GBP NULL LTAA1129560306 BNY Mellon 101.3236 GBP 1.0000 101.8979 -82300000.0000 1.000000 -82300000.0000 -83389340.8800 -82300000.0000 -83389340.8800 0 -1089340.8800 0.0000 U.K. pound Inflation Swap GB United Kingdom 142695-Infl Swap: Fix/Flo: P82300000GBP Irregular@3.64125% R82300000GBP IrregularSpd 0% (31/03/14-31/03/54) IL30 IL30 2014-06-30 00:00:00.000
405 United Kingdom IFS Swap 144289-Infl Swap: Fix/Flo: P25637500GBP Irregular@3.625% R25637500GBP IrregularSpd 0% (09/04/14-09/04/54) 0 IGNIS 124276GBP NULL LTAA1129659014 BNY Mellon 100.5952 GBP 1.0000 101.1624 -25637500.0000 1.000000 -25637500.0000 -25790097.9900 -25637500.0000 -25790097.9900 0 -152597.9900 0.0000 U.K. pound Inflation Swap GB United Kingdom 144289-Infl Swap: Fix/Flo: P25637500GBP Irregular@3.625% R25637500GBP IrregularSpd 0% (09/04/14-09/04/54) IL30 IL30 2014-06-30 00:00:00.000
406 United Kingdom IFS Swap 144292-Infl Swap: Flo/Fix: P20510000GBP IrregularSpd 0% R20510000GBP Irregular@3.6475% (09/04/14-09/04/64) 0 IGNIS 124277GBP NULL LTAA1129659015 BNY Mellon 100.3579 GBP 1.0000 101.1078 20510000.0000 1.000000 20510000.0000 20583411.1600 20510000.0000 20583411.1600 0 73411.1600 0.0000 U.K. pound Inflation Swap GB United Kingdom 144292-Infl Swap: Flo/Fix: P20510000GBP IrregularSpd 0% R20510000GBP Irregular@3.6475% (09/04/14-09/04/64) IL30 IL30 2014-06-30 00:00:00.000
407 United Kingdom IFS Swap 148387-Infl Swap: Flo/Fix: P27000000GBP IrregularSpd 0% R27000000GBP Irregular@3.6325% (16/05/14-16/05/44) 0 IGNIS 126385GBP NULL EM39N BNY Mellon 100.0749 GBP 1.0000 100.4753 27000000.0000 1.000000 27000000.0000 27020219.3100 27000000.0000 27020219.3100 0 20219.3100 0.0000 U.K. pound Inflation Swap GB United Kingdom 148387-Infl Swap: Flo/Fix: P27000000GBP IrregularSpd 0% R27000000GBP Irregular@3.6325% (16/05/14-16/05/44) IL30 IL30 2014-06-30 00:00:00.000
408 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.55% VS FLOATING UKRPI Index ACT/365 4/27/2062 0 74595IL01IRSGBP NULL LTAA1125237213 BNY Mellon 96.2373 GBP 1.0000 96.9619 5000000.0000 1.000000 5000000.0000 4811867.4900 5000000.0000 4811867.4900 0 -188132.5100 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.55% VS FLOATING UKRPI Index ACT/365 4/27/2062 IL30 IL30 2014-06-30 00:00:00.000
409 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.375% VS UKRPI ACT/365 12Jun42 0 77840IL01IRSGBP NULL D020587565900 BNY Mellon 93.4044 GBP 1.0000 93.7601 5000000.0000 1.000000 5000000.0000 4670222.0400 5000000.0000 4670222.0400 0 -329777.9600 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.375% VS UKRPI ACT/365 12Jun42 IL30 IL30 2014-06-30 00:00:00.000
410 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.3075% VS FLOATING UKRPI ACT/365 12/07/2052 0 80453IL01IRSGBP NULL 8371096-1 BNY Mellon 87.9926 GBP 1.0000 88.4531 8000000.0000 1.000000 8000000.0000 7039405.1800 8000000.0000 7039405.1800 0 -960594.8200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.3075% VS FLOATING UKRPI ACT/365 12/07/2052 IL30 IL30 2014-06-30 00:00:00.000
411 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.31% ACT/365 VS UKRPI ACT/365 05OCT62 0 85995IL01IRSGBP NULL D020589163627 BNY Mellon 82.0857 GBP 1.0000 82.6480 5325000.0000 1.000000 5325000.0000 4371065.2700 5325000.0000 4371065.2700 0 -953934.7300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.31% ACT/365 VS UKRPI ACT/365 05OCT62 IL30 IL30 2014-06-30 00:00:00.000
412 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 3.33% ACT/365 VS LIBOR 6MONTH ACT/365 27Jun63 3.33 104307IL01IRSGBP NULL D030592640492 BNY Mellon 102.7254 GBP 1.0000 103.4353 -25000000.0000 1.000000 -25000000.0000 -25681348.0000 -25000000.0000 -25681348.0000 0 -681348.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.33% ACT/365 VS LIBOR 6MONTH ACT/365 27Jun63 IL30 IL30 2014-06-30 00:00:00.000
413 United Kingdom IRS Swap IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 3.75 107516AIL01IRSGBP NULL D030593353288 BNY Mellon 101.1154 GBP 1.0000 101.2949 -75000000.0000 1.000000 -75000000.0000 -75836516.0000 -75000000.0000 -75836516.0000 0 -836516.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 IL30 IL30 2014-06-30 00:00:00.000
414 United Kingdom IRS Swap IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 3.75 107516BIL01IRSGBP NULL D030593353295 BNY Mellon 101.1154 GBP 1.0000 101.2949 -75000000.0000 1.000000 -75000000.0000 -75836516.0000 -75000000.0000 -75836516.0000 0 -836516.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 IL30 IL30 2014-06-30 00:00:00.000
415 United Kingdom IRS Swap IRS: Flo/Flo: GBP Float Libor Basis -19bps VS GBP 30y Sonia ACT/365 12Jul42 0.33 80481IL01IRSGBP NULL D020587985986 BNY Mellon 99.5528 GBP 1.0000 99.5481 30000000.0000 1.000000 30000000.0000 29865852.0000 30000000.0000 29865852.0000 0 -134148.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Flo: GBP Float Libor Basis -19bps VS GBP 30y Sonia ACT/365 12Jul42 IL30 IL30 2014-06-30 00:00:00.000
416 United Kingdom IRS Swap IRS: Flo/Fix: GBP Fixed 2.2475% VS SONIO/N O/N ACT/365 1Nov23 2.25 IGNIS 113036 NULL 5456738LS BNY Mellon 99.0231 GBP 1.0000 99.3044 -50000000.0000 1.000000 -50000000.0000 -49511570.0000 -50000000.0000 -49511570.0000 0 488430.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP Fixed 2.2475% VS SONIO/N O/N ACT/365 1Nov23 IL30 IL30 2014-06-30 00:00:00.000
417 United Kingdom IRS Swap IRS: Flo/Fix: GBP Fixed 2.3238% ACT/365 VS SONIO/N ACT/365 13Nov23 2.32 IGNIS 113579 NULL D130594418729 BNY Mellon 99.6527 GBP 1.0000 99.9361 -95000000.0000 1.000000 -95000000.0000 -94670093.5000 -95000000.0000 -94670093.5000 0 329906.5000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP Fixed 2.3238% ACT/365 VS SONIO/N ACT/365 13Nov23 IL30 IL30 2014-06-30 00:00:00.000
418 United Kingdom IRS Swap 127843-IRS: Fix/Flo: P75000000GBP Annual@2.39% R75000000GBP 2.39 IGNIS 113815 NULL 5542581LS BNY Mellon 100.2035 GBP 1.0000 100.4886 -75000000.0000 1.000000 -75000000.0000 -75152632.5000 -75000000.0000 -75152632.5000 0 -152632.5000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 127843-IRS: Fix/Flo: P75000000GBP Annual@2.39% R75000000GBP AnnualSpd 0% (13/11/13-13/11/23) IL30 IL30 2014-06-30 00:00:00.000
419 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 2.468% VS SONIO/N ACT/365 05Dec23 2.47 IGNIS 115553GBP NULL BNY Mellon 100.8269 GBP 1.0000 101.1154 -100000000.0000 1.000000 -100000000.0000 -100826917.0000 -100000000.0000 -100826917.0000 0 -826917.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 2.468% VS SONIO/N ACT/365 05Dec23 IL30 IL30 2014-06-30 00:00:00.000
420 United Kingdom IRS Swap 131809-IRS: Fix/Flo: P100000000GBP Annual@2.5775% R100000000GBP AnnualSpd 0% (20/12/13-20/12/23) 2.58 IGNIS IRS116877GBP NULL BNY Mellon 101.7373 GBP 1.0000 102.0291 -100000000.0000 1.000000 -100000000.0000 -101737266.0000 -100000000.0000 -101737266.0000 0 -1737266.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 131809-IRS: Fix/Flo: P100000000GBP Annual@2.5775% R100000000GBP AnnualSpd 0% (20/12/13-20/12/23) IRS IL30 IL30 2014-06-30 00:00:00.000
421 United Kingdom IRS Swap 133452-IRS: Fix/Flo: P112000000GBP Annual@2.4775% R112000000GBP 2.48 IGNIS 118344GBP NULL 5859303LS BNY Mellon 100.8413 GBP 1.0000 101.1331 -112000000.0000 1.000000 -112000000.0000 -112942273.0000 -112000000.0000 -112942273.0000 0 -942273.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 133452-IRS: Fix/Flo: P112000000GBP Annual@2.4775% R112000000GBP AnnualSpd 0% (14/01/14-14/01/24) IL30 IL30 2014-06-30 00:00:00.000
422 United Kingdom IRS Swap 141059-IRS: Fix/Flo: P53200000GBP Semi-annual@3.55% R53200000GBP Semi-annualSpd 0% (19/03/29-19/03/44) 3.55 IGNIS 122932GBP NULL D140596160611 BNY Mellon 99.8168 GBP 1.0000 99.9894 -53200000.0000 1.000000 -53200000.0000 -53102521.6400 -53200000.0000 -53102521.6400 0 97478.3600 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141059-IRS: Fix/Flo: P53200000GBP Semi-annual@3.55% R53200000GBP Semi-annualSpd 0% (19/03/29-19/03/44) IL30 IL30 2014-06-30 00:00:00.000
423 United Kingdom IRS Swap 141066-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.77% (19/03/14-19/03/24) 2.77 IGNIS 122933GBP NULL D140596163456 BNY Mellon 100.1849 GBP 1.0000 100.4579 122700000.0000 1.000000 122700000.0000 122926921.4000 122700000.0000 122926921.4000 0 226921.3800 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141066-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.77% (19/03/14-19/03/24) IL30 IL30 2014-06-30 00:00:00.000
424 United Kingdom IRS Swap 141072-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.7775% (19/03/14-19/03/24) 2.78 IGNIS 122934GBP NULL D140596173392 BNY Mellon 100.2498 GBP 1.0000 100.5229 122700000.0000 1.000000 122700000.0000 123006516.9000 122700000.0000 123006516.9000 0 306516.8700 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141072-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.7775% (19/03/14-19/03/24) IL30 IL30 2014-06-30 00:00:00.000
425 United Kingdom IRS Swap 141236-IRS: Fix/Flo: P2900000GBP Semi-annual@3.59875% R2900000GBP Semi-annualSpd 0% (20/03/29-20/03/44) 3.6 IGNIS 123023GBP NULL SW28366456 BNY Mellon 100.1706 GBP 1.0000 100.3454 -147100000.0000 1.000000 -147100000.0000 -147350996.7000 -147100000.0000 -147350996.7000 0 -250996.7300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141236-IRS: Fix/Flo: P2900000GBP Semi-annual@3.59875% R2900000GBP Semi-annualSpd 0% (20/03/29-20/03/44) IL30 IL30 2014-06-30 00:00:00.000
426 United Kingdom IRS Swap 141634-IRS: Flo/Fix: P2340000GBP Semi-annualSpd 0% R2340000GBP Semi-annual@2.7965% (24/03/14-24/03/24) 2.8 IGNIS 123280GBP NULL D140596229000.2 BNY Mellon 100.4049 GBP 1.0000 100.6789 123480000.0000 1.000000 123480000.0000 123980019.9000 123480000.0000 123980019.9000 0 500019.9100 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141634-IRS: Flo/Fix: P2340000GBP Semi-annualSpd 0% R2340000GBP Semi-annual@2.7965% (24/03/14-24/03/24) IL30 IL30 2014-06-30 00:00:00.000
427 United Kingdom IRS Swap 141765-IRS: Fix/Flo: P164700000GBP Semi-annual@3.5625% R164700000GBP Semi-annualSpd 0% (26/03/29-26/03/44) 3.56 IGNIS 123320GBP NULL LTAA1129498837 BNY Mellon 99.9126 GBP 1.0000 100.0859 -247050000.0000 1.000000 -247050000.0000 -246833954.8000 -247050000.0000 -246833954.8000 0 216045.2200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141765-IRS: Fix/Flo: P164700000GBP Semi-annual@3.5625% R164700000GBP Semi-annualSpd 0% (26/03/29-26/03/44) IL30 IL30 2014-06-30 00:00:00.000
428 United Kingdom IRS Swap 142381-IRS: Flo/Fix: P28000000GBP 10Y @2.79% Semi Annual Act/365 vs 6M GBP 2.79 IGNIS 123571GBP NULL D140596324044 BNY Mellon 100.3421 GBP 1.0000 100.6164 28000000.0000 1.000000 28000000.0000 28095799.2000 28000000.0000 28095799.2000 0 95799.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 142381-IRS: Flo/Fix: P28000000GBP 10Y @2.79% Semi Annual Act/365 vs 6M GBP IL30 IL30 2014-06-30 00:00:00.000
429 United Kingdom IRS Swap 142867-IRS: Flo/Fix: P58400000GBP IrregularSpd 0% R5840000 Irregular@2.784% (01/04/14-01/04/24) 2.78 IGNIS 123727GBP NULL D140596368421 BNY Mellon 100.2828 GBP 1.0000 100.5573 58400000.0000 1.000000 58400000.0000 58565155.2000 58400000.0000 58565155.2000 0 165155.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 142867-IRS: Flo/Fix: P58400000GBP IrregularSpd 0% R5840000 Irregular@2.784% (01/04/14-01/04/24) IL30 IL30 2014-06-30 00:00:00.000
430 United Kingdom IRS Swap 146578-IRS: Flo/Fix: P150000000GBP Semi-annualSpd 0% R150000000GBP Semi-annual@2.7575% (30/04/14-30/04/24) 2.76 IGNIS 125327GBP NULL SW28950253 BNY Mellon 99.9987 GBP 1.0000 100.2754 150000000.0000 1.000000 150000000.0000 149998110.0000 150000000.0000 149998110.0000 0 -1890.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 146578-IRS: Flo/Fix: P150000000GBP Semi-annualSpd 0% R150000000GBP Semi-annual@2.7575% (30/04/14-30/04/24) IL30 IL30 2014-06-30 00:00:00.000
431 United Kingdom IRS Swap 147352-IRS: Fix/Flo: P2300000GBP Semi-annual@3.56% R2300000GBP Semi-annualSpd 0% (08/05/29-08/05/44) 3.56 IGNIS 125816GBP NULL 6.80E+12 BNY Mellon 99.9267 GBP 1.0000 100.1008 -44800000.0000 1.000000 -44800000.0000 -44767143.6800 -44800000.0000 -44767143.6800 0 32856.3200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 147352-IRS: Fix/Flo: P2300000GBP Semi-annual@3.56% R2300000GBP Semi-annualSpd 0% (08/05/29-08/05/44) IL30 IL30 2014-06-30 00:00:00.000
432 United Kingdom IRS Swap 151090-IRS: Fix/Flo: P12800000GBP Semi-annual@3.1925% R12800000GBP Semi-annualSpd 0% (28/05/14-28/05/64) 3.19 IGNIS 127034GBP NULL YM01A BNY Mellon 99.3417 GBP 1.0000 100.0391 -12800000.0000 1.000000 -12800000.0000 -12715733.7600 -12800000.0000 -12715733.7600 0 84266.2400 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 151090-IRS: Fix/Flo: P12800000GBP Semi-annual@3.1925% R12800000GBP Semi-annualSpd 0% (28/05/14-28/05/64) IL30 IL30 2014-06-30 00:00:00.000
433 United Kingdom IRS Swap 152612-IRS: Fix/Flo: P73000000GBP Semi-annual@3.594% R73000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.59 IGNIS 127591GBP NULL 6584048LS BNY Mellon 100.1921 GBP 1.0000 100.3683 -73000000.0000 1.000000 -73000000.0000 -73140247.6000 -73000000.0000 -73140247.6000 0 -140247.6000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152612-IRS: Fix/Flo: P73000000GBP Semi-annual@3.594% R73000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
434 United Kingdom IRS Swap 152621-IRS: Fix/Flo: P46000000GBP Semi-annual@3.59875% R46000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.6 IGNIS 127592GBP NULL D140597243647.1 BNY Mellon 100.2263 GBP 1.0000 100.4027 -46000000.0000 1.000000 -46000000.0000 -46104084.2000 -46000000.0000 -46104084.2000 0 -104084.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152621-IRS: Fix/Flo: P46000000GBP Semi-annual@3.59875% R46000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
435 United Kingdom IRS Swap 152705-IRS: Fix/Flo: P54000000GBP Semi-annual@3.6% R54000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.6 IGNIS 127604GBP NULL 6.80E+12 BNY Mellon 100.2353 GBP 1.0000 100.4117 -54000000.0000 1.000000 -54000000.0000 -54127040.4000 -54000000.0000 -54127040.4000 0 -127040.4000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152705-IRS: Fix/Flo: P54000000GBP Semi-annual@3.6% R54000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
436 United Kingdom IRS Swap 154739-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) 3.6 IGNIS 128011GBP NULL 20657556B BNY Mellon 100.2403 GBP 1.0000 100.4169 -53300000.0000 1.000000 -53300000.0000 -53428085.2300 -53300000.0000 -53428085.2300 0 -128085.2300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154739-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) IL30 IL30 2014-06-30 00:00:00.000
437 United Kingdom IRS Swap 154764-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) 3.6 IGNIS 128011RBSGBP NULL IRS1124666_B001 BNY Mellon 100.2403 GBP 1.0000 100.4169 -53300000.0000 1.000000 -53300000.0000 -53428085.2300 -53300000.0000 -53428085.2300 0 -128085.2300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154764-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) IL30 IL30 2014-06-30 00:00:00.000
438 United Kingdom IRS Swap 154778-IRS: Fix/Flo: P50900000GBP Semi-annual@3.59% R50900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) 3.59 IGNIS 128114GBP NULL 20657909B BNY Mellon 100.1692 GBP 1.0000 100.3454 -50900000.0000 1.000000 -50900000.0000 -50986102.4400 -50900000.0000 -50986102.4400 0 -86102.4400 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154778-IRS: Fix/Flo: P50900000GBP Semi-annual@3.59% R50900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) IL30 IL30 2014-06-30 00:00:00.000
439 United Kingdom IRS Swap 154787-IRS: Fix/Flo: P31900000GBP Semi-annual@3.5925% R31900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) 3.59 IGNIS 128139GBP NULL 20658615B BNY Mellon 100.1871 GBP 1.0000 100.3634 -31900000.0000 1.000000 -31900000.0000 -31959691.2800 -31900000.0000 -31959691.2800 0 -59691.2800 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154787-IRS: Fix/Flo: P31900000GBP Semi-annual@3.5925% R31900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) IL30 IL30 2014-06-30 00:00:00.000
440 United Kingdom IRS Swap 155417-IRS: Fix/Flo: P64900000GBP Semi-annual@3.546% R64900000GBP Semi-annualSpd 0% (16/06/29-16/06/44) 3.55 IGNIS 128283GBP NULL 6628554LS BNY Mellon 99.8553 GBP 1.0000 100.0297 -64900000.0000 1.000000 -64900000.0000 -64806102.6800 -64900000.0000 -64806102.6800 0 93897.3200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 155417-IRS: Fix/Flo: P64900000GBP Semi-annual@3.546% R64900000GBP Semi-annualSpd 0% (16/06/29-16/06/44) IL30 IL30 2014-06-30 00:00:00.000
441 United Kingdom IRS Swap 157598-IRS: Fix/Flo: P186700000GBP Semi-annual@3.543% R186700000GBP Semi-annualSpd 0% (25/06/29-25/06/44) 3.54 IGNIS 128790GBP NULL D140596324044 BNY Mellon 99.8406 GBP 1.0000 100.0150 -196500000.0000 1.000000 -196500000.0000 -196186700.4000 -196500000.0000 -196186700.4000 0 313299.6000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 157598-IRS: Fix/Flo: P186700000GBP Semi-annual@3.543% R186700000GBP Semi-annualSpd 0% (25/06/29-25/06/44) IL30 IL30 2014-06-30 00:00:00.000
442 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 2.359% VS SONIO/N O/N /365 06Nov23 2.36 IGNIS IRS113372 NULL 5482289LS BNY Mellon 99.9544 GBP 1.0000 100.2383 -70000000.0000 1.000000 -70000000.0000 -69968101.0000 -70000000.0000 -69968101.0000 0 31899.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 2.359% VS SONIO/N O/N /365 06Nov23 IL30 IL30 2014-06-30 00:00:00.000
443 United Kingdom OTC FX Options Option FXOPTION GBP CALL JPY PUT 175 10OCT14 0.00 FXOPT_126866 NULL 41305579 BNY Mellon 0.8929 GBP 1.0000 0.7792 189609000.0000 1.000000 2063350.9900 1693018.7600 2063350.9900 1693018.7600 0 -370332.2300 0.0000 U.K. pound OTC FX Options GB United Kingdom FXOPTION GBP CALL JPY PUT 175 10OCT14 IL30 IL30 2014-06-30 00:00:00.000
444 United Kingdom Repo MoneyMarket REPO UKT 1 3/4 07/22/19 (LN*) GB00BDV0F150 0.49 IGNIS 128320 REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -11886000.0000 1.000000 -11886000.0000 -11886000.0000 -11886000.0000 -11886000.0000 -2233.92 0.0000 0.0000 U.K. pound Repurchase Agreements GB United Kingdom REPO UKT 1 3/4 07/22/19 (LN*) GB00BDV0F150 IL30 IL30 2014-06-30 00:00:00.000
445 United Kingdom Repo MoneyMarket REPO UKTI 1 1/4 11/22/17 3MO (LN*) GB00B0V3WQ75 0.48 IGNIS 128372 REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -205576800.0000 1.000000 -205576800.0000 -205576800.0000 -205576800.0000 -205576800.0000 -35145.18 0.0000 0.0000 U.K. pound Repurchase Agreements GB United Kingdom REPO UKTI 1 1/4 11/22/17 3MO (LN*) GB00B0V3WQ75 IL30 IL30 2014-06-30 00:00:00.000
446 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 0.4 IGNIS 126831 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 120000000.0000 1.000000 120000000.0000 120000000.0000 120000000.0000 120000000.0000 46027.4 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 IL30 IL30 2014-06-30 00:00:00.000
447 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 0.4 IGNIS 126832 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 120000000.0000 1.000000 120000000.0000 120000000.0000 120000000.0000 120000000.0000 46027.4 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 IL30 IL30 2014-06-30 00:00:00.000
448 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/40 GB00B6460505 0.42 IGNIS 127357 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 52999999.8600 1.000000 52999999.8600 52999999.8600 52999999.8600 52999999.8600 17686.03 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/40 GB00B6460505 IL30 IL30 2014-06-30 00:00:00.000
449 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 1 1/4 07/22/18 GB00B8KP6M44 0.42 IGNIS 127378 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 110000000.0000 1.000000 110000000.0000 110000000.0000 110000000.0000 110000000.0000 35441.1 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 1 1/4 07/22/18 GB00B8KP6M44 IL30 IL30 2014-06-30 00:00:00.000
450 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 3 1/2 07/22/68 GB00BBJNQY21 0.27 IGNIS 129219 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 136999999.5000 1.000000 136999999.5000 136999999.5000 136999999.5000 136999999.5000 1013.42 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 3 1/2 07/22/68 GB00BBJNQY21 IL30 IL30 2014-06-30 00:00:00.000
451 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y30Y 9MAY16-9MAY46 3.395 0.00 100648 NULL LTAA1127242261 BNY Mellon 5.1416 GBP 1.0000 5.3997 -75000000.0000 1.000000 -6390000.0000 -3856169.0000 -6390000.0000 -3856169.0000 0 2533831.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y30Y 9MAY16-9MAY46 3.395 IL30 IL30 2014-06-30 00:00:00.000
452 United Kingdom Swaption - Interest Rate Option GBPSWN 1Y30Y 29Aug44 30y 3.49375 0.00 107818 NULL LTAA1127929207 BNY Mellon 0.1005 GBP 1.0000 0.0732 200000000.0000 1.000000 10040000.0000 201057.0000 10040000.0000 201057.0000 0 -9838943.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 1Y30Y 29Aug44 30y 3.49375 IL30 IL30 2014-06-30 00:00:00.000
453 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y30Y 5SEP16-5SEP46 3.732 0.00 108103 NULL LTAA1127952808 BNY Mellon 8.8130 GBP 1.0000 9.1800 75000000.0000 1.000000 6350000.0000 6609737.0000 6350000.0000 6609737.0000 0 259737.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom Funds Index Fund Equity Fund_si FIA Antares IL30 IL30 2014-06-30 00:00:00.000
454 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185a NULL LTAA1128166975 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
455 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185b NULL LTAA1128166980 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
456 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185c NULL LTAA1128166982 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
457 United Kingdom Swaption - Interest Rate Option GBPSWN 10Y20Y 4.9 15Mar2042 0.00 71848 NULL SPN1079856 BNY Mellon 3.3000 GBP 1.0000 3.3146 -50000000.0000 1.000000 -2450000.0000 -1650000.0000 -2450000.0000 -1650000.0000 0 800000.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
458 United Kingdom Swaption - Interest Rate Option GPBSWN 10Y20Y 3.68 5JUL2022 20220705 Payer 0.00 72560 NULL LTAA1125571424 BNY Mellon 8.0576 GBP 1.0000 8.0930 40000000.0000 1.000000 3160000.0000 3223030.0000 3160000.0000 3223030.0000 0 63030.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GPBSWN 10Y20Y 3.68 5JUL2022 20220705 Payer IL30 IL30 2014-06-30 00:00:00.000
459 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y2Y3Y PAYER 19JAN17-19JAN20 2.283 0.00 92463 NULL LTAA1126553492 BNY Mellon 1.9019 GBP 1.0000 1.8147 800000000.0000 1.000000 10840000.0000 15215367.0000 10840000.0000 15215367.0000 0 4375367.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
460 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y20Y 22FEB16-22FEB36 3.609 0.00 94989 NULL LTAA1126763163 BNY Mellon 5.7722 GBP 1.0000 6.0340 -75000000.0000 1.000000 -5550000.0000 -4329178.0000 -5550000.0000 -4329178.0000 0 1220822.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y20Y 22FEB16-22FEB36 3.609 IL30 IL30 2014-06-30 00:00:00.000
461 United Kingdom Swaption - Interest Rate Option GBPSWN 4Y2Y 21FEB17-21FEB19 2.215 0.00 94992 NULL LTAA1126766944 BNY Mellon 0.5203 GBP 1.0000 0.5266 -430000000.0000 1.000000 -5126923.1100 -2237076.0000 -5126923.1100 -2237076.0000 0 2889847.1100 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 4Y2Y 21FEB17-21FEB19 2.215 IL30 IL30 2014-06-30 00:00:00.000
462 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y20Y 29FEB16-29FEB36 3.4575 0.00 95528 NULL LTAA1126822282 BNY Mellon 4.5725 GBP 1.0000 4.7934 -50000000.0000 1.000000 -3765000.0000 -2286252.0000 -3765000.0000 -2286252.0000 0 1478748.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y20Y 29FEB16-29FEB36 3.4575 IL30 IL30 2014-06-30 00:00:00.000
463 United Kingdom Swaption - Interest Rate Option Swaption: European GBP 4% 11-APR-2016 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON 0.00 IGNIS SWPT124373GBP NULL LTAA1129666957 BNY Mellon 1.7489 GBP 1.0000 1.6246 245000000.0000 1.000000 6294117.5200 4284682.5000 6294117.5200 4284682.5000 0 -2009435.0200 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom Swaption: European GBP 4% 11-APR-2016 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
464 United Kingdom Swaption - Interest Rate Option SWAPTION Swaption: European 179600000 GBP 3.25625% 15-MAY-20 0.00 IGNIS SWPT126271GBP NULL LTAA1129906466 BNY Mellon 6.3456 GBP 1.0000 6.6324 187800000.0000 1.000000 12164101.9200 11917074.3600 12164101.9200 11917074.3600 0 -247027.5600 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION Swaption: European 179600000 GBP 3.25625% 15-MAY-2034 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDO IL30 IL30 2014-06-30 00:00:00.000
465 United Kingdom Swaption - Interest Rate Option SWAPTION Swaption: European 449700000 GBP 1.4% 28-MAY-2015 L 0.00 IGNIS SWPT127037GBP NULL 1.80E+12 BNY Mellon 0.3554 GBP 1.0000 0.3440 470000000.0000 1.000000 1207480.0000 1670380.0000 1207480.0000 1670380.0000 0 462900.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION Swaption: European 449700000 GBP 1.4% 28-MAY-2015 LIBOR 3MONTH 0bps JPM SECURITIES PLC IL30 IL30 2014-06-30 00:00:00.000
466 United Kingdom Swaption - Interest Rate Option SWAPTION GBP/PIRS/LIBO/PD/151030/30Y/2.50 0.00 IGNIS SWPTSWAPTION_112960GBP NULL SPN1111827 BNY Mellon -1.2504 GBP 1.0000 -1.2309 -150000000.0000 1.000000 0.0000 1875541.4200 0.0000 1875541.4200 0 1875541.4200 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBP/PIRS/LIBO/PD/151030/30Y/2.50 IL30 IL30 2014-06-30 00:00:00.000
467 United Kingdom Swaption - Interest Rate Option SWAPTION GBP/PIRS/LIBO/PD/160205/1Y/1.475 0.00 IGNIS SWPTSWAPTION_119823GBP NULL LTAA1129200897 BNY Mellon 0.1175 GBP 1.0000 0.1152 -5873000000.0000 1.000000 -13491213.0100 -6899600.4000 -13491213.0100 -6899600.4000 0 6591612.6100 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBP/PIRS/LIBO/PD/160205/1Y/1.475 IL30 IL30 2014-06-30 00:00:00.000
468 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 10Y30Y 3.6025 0.00 IGNIS SWPTSWAPTION_120322GBP NULL LTAA1129266691 BNY Mellon -0.8360 GBP 1.0000 -0.7216 98040000.0000 1.000000 0.0000 -819597.3500 0.0000 -819597.3500 0 -819597.3500 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 10Y30Y 3.6025 IL30 IL30 2014-06-30 00:00:00.000
469 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 20Y20Y 13FEB34-54 3.3325 0.00 IGNIS SWPTSWAPTION_120328GBP NULL SPN1117903 BNY Mellon 0.0596 GBP 1.0000 0.3168 98040000.0000 1.000000 0.0000 58413.3900 0.0000 58413.3900 0 58413.3900 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 20Y20Y 13FEB34-54 3.3325 IL30 IL30 2014-06-30 00:00:00.000
470 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 15Y15Y 21MAR29-44 3.5925 0.00 IGNIS SWPTSWAPTION_123063GBP NULL 1.80E+12 BNY Mellon 0.0296 GBP 1.0000 0.2361 127500000.0000 1.000000 0.0000 37752.6500 0.0000 37752.6500 0 37752.6500 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 15Y15Y 21MAR29-44 3.5925 IL30 IL30 2014-06-30 00:00:00.000
471 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 2Y30Y 01APR16-01APR46 4.00 0.00 IGNIS SWPTSWAPTION_123726GBP NULL LTAA1129579118 BNY Mellon 1.7022 GBP 1.0000 1.5794 245600000.0000 1.000000 7133538.0000 4180701.4400 7133538.0000 4180701.4400 0 -2952836.5600 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 2Y30Y 01APR16-01APR46 4.00 IL30 IL30 2014-06-30 00:00:00.000
472 United Kingdom Swaption - Interest Rate Option OTC Swaption: European 197300000 GBP 2.13% 21-MAY-2015 LIBO 0.00 IGNIS-SWAPTION-128380 NULL LTAA1130183802 BNY Mellon 0.4381 GBP 1.0000 0.4170 4229500000.0000 1.000000 24414553.5900 18529016.5500 24414553.5900 18529016.5500 0 -5885537.0400 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom OTC Swaption: European 197300000 GBP 2.13% 21-MAY-2015 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
473 United States of America Caps/Floors Option CAPFLOOR USDICAP 3% 5X10 CAP 14APR19-24 0.00 IL CAP_124379 14-Apr-24 NULL D140596523576.CAPA BNY Mellon 2.9899 USD 0.5848 3.0061 -196.0000 0.587700 -6290750.0100 -5860298.5600 -3748046.5500 -3427375.8300 0 251748.0800 68922.6400 U.S. Dollars Caps and Floors US United States of America CAPFLOOR USDICAP 3% 5X10 CAP 14APR19-24 IL30 IL30 2014-06-30 00:00:00.000
474 United States of America Cash Cash U.S. Dollars-BNY Mellon-CapitalPayable 0.00 USDJun 30 2014 1-65 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 -1569764.4300 0.587700 -1569764.4300 -1569764.4300 -922155.9900 -918071.4400 0 0.0000 4084.5500 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30AAAAUSD Hedged 2014-06-30 00:00:00.000
475 United States of America Cash Cash U.S. Dollars-BNY Mellon-CapitalReceivable 0.00 USDJun 30 2014 1-66 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 3230933.0500 0.587700 3230933.0500 3230933.0500 1895787.9400 1889600.2900 0 0.0000 -6187.6500 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 SI USD Hedged (New) 2014-06-30 00:00:00.000
476 United States of America Cash Cash U.S. Dollars-BNY Mellon-OnHand 0.00 USDJun 30 2014 1-67 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 29698823.5700 0.587700 29698823.5700 29698823.5700 14846942.2300 17369256.7000 0 0.0000 2522314.4700 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 2014-06-30 00:00:00.000
477 United States of America Cash Cash U.S. Dollars-Merrill Lynch-OnHand 0.00 USDJun 30 2014 1-68 NULL 1 Merrill Lynch 1.0000 USD 0.5848 1.0000 12979339.4300 0.587700 12979339.4300 12979339.4300 8878398.2300 7590922.8300 0 0.0000 -1287475.4000 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 2014-06-30 00:00:00.000
478 United States of America Future-Bond Futures US 5YR NOTE (CBT) Sep14 0.00 FVU4 NULL Merrill Lynch 119.4609 USD 0.5848 119.3906 -4508.0000 0.587700 0.0000 -1357641.9300 0.0000 -794012.3100 0 -794012.3100 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
479 United States of America Future-Bond Futures US 2YR NOTE (CBT) Sep14 0.00 TUU4 NULL Merrill Lynch 109.7969 USD 0.5848 109.7813 -6691.0000 0.587700 0.0000 627281.2500 0.0000 366863.3200 0 366863.3200 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
480 United States of America Future-Bond Futures US 10YR NOTE (CBT)Sep14 0.00 TYU4 NULL Merrill Lynch 125.1719 USD 0.5848 125.0938 -5630.0000 0.587700 0.0000 1687.4800 0.0000 986.9200 0 986.9200 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
481 United States of America IFS Swap 142750-Infl Swap: Flo/Fix: P41200000USD IrregularSpd 0% R41200000USD Irregular@2.455% (02/04/14-02/04/24) 0 IGNIS 123659USD NULL 1.80E+12 BNY Mellon 98.6263 USD 0.5848 98.6159 41200000.0000 0.587700 41200000.0000 40634041.8700 24712833.2800 24381834.5800 0 -330998.7000 0.0000 U.S. Dollars Inflation Swap US United States of America 142750-Infl Swap: Flo/Fix: P41200000USD IrregularSpd 0% R41200000USD Irregular@2.455% (02/04/14-02/04/24) IL30 IL30 2014-06-30 00:00:00.000
482 United States of America IFS Swap 143262-Infl Swap: Flo/Fix: P68300000USD Irregular@0% R68300000USD Irregular 2.455% (03/04/14-07/04/24) 0 IGNIS 123851USD NULL 1.80E+12 BNY Mellon 98.6036 USD 0.5848 98.5925 68300000.0000 0.587700 68300000.0000 67346243.9800 41176825.2200 40619024.2300 0 -557800.9900 0.0000 U.S. Dollars Inflation Swap US United States of America 143262-Infl Swap: Flo/Fix: P68300000USD Irregular@0% R68300000USD Irregular 2.455% (03/04/14-07/04/24) IL30 IL30 2014-06-30 00:00:00.000
483 United States of America IFS Swap 145276-Infl Swap: Fix/Flo: P4000000USD Irregular@2.1025% R4000000USD IrregularSpd 0% (23/04/14-23/04/19) 0 IGNIS 124719USD NULL 1.80E+12 BNY Mellon 98.6963 USD 0.5848 98.7262 -82000000.0000 0.587700 -82000000.0000 -80930942.2200 -48783389.8500 -48158155.0100 0 625234.8300 0.0000 U.S. Dollars Inflation Swap US United States of America 145276-Infl Swap: Fix/Flo: P4000000USD Irregular@2.1025% R4000000USD IrregularSpd 0% (23/04/14-23/04/19) IL30 IL30 2014-06-30 00:00:00.000
484 United States of America IFS Swap 145637-Infl Swap: Flo/Fix: P84390000USD IrregularSpd 0% R84390000USD Irregular@2.8025% (25/04/19-25/04/24) 0 IGNIS 124914USD NULL LD141693583519 BNY Mellon 99.8283 USD 0.5848 99.7906 84390000.0000 0.587700 84390000.0000 84245115.2100 50298009.3000 50213273.9200 0 -84735.3800 0.0000 U.S. Dollars Inflation Swap US United States of America 145637-Infl Swap: Flo/Fix: P84390000USD IrregularSpd 0% R84390000USD Irregular@2.8025% (25/04/19-25/04/24) IL30 IL30 2014-06-30 00:00:00.000
485 United States of America IFS Swap 148470-Infl Swap: Flo/Fix: P179800000USD IrregularSpd 0% R179800000USD Irregular@2.4825% (20/05/14-20/05/24) 0 IGNIS 126438USD NULL ER56K BNY Mellon 98.8865 USD 0.5848 98.8703 179800000.0000 0.587700 179800000.0000 177798005.0000 106836210.2000 105665350.2000 0 -1170859.9900 0.0000 U.S. Dollars Inflation Swap US United States of America 148470-Infl Swap: Flo/Fix: P179800000USD IrregularSpd 0% R179800000USD Irregular@2.4825% (20/05/14-20/05/24) IL30 IL30 2014-06-30 00:00:00.000
486 United States of America IFS Swap 149774-Infl Swap: Flo/Fix: P80200000USD IrregularSpd 0% R80200000USD Irregular@2.445% (22/05/14-22/05/24) 0 IGNIS 126629USD NULL LTAA1129958013 BNY Mellon 98.5329 USD 0.5848 98.5168 80200000.0000 0.587700 80200000.0000 79023353.5200 47600676.6200 46912518.9000 0 -688157.7300 0.0000 U.S. Dollars Inflation Swap US United States of America 149774-Infl Swap: Flo/Fix: P80200000USD IrregularSpd 0% R80200000USD Irregular@2.445% (22/05/14-22/05/24) IL30 IL30 2014-06-30 00:00:00.000
487 United States of America IFS Swap 149927-Infl Swap: Flo/Fix: P160440000USD IrregularSpd 0% R160440000USD Irregular@2.46% (23/05/14-23/05/24) 0 IGNIS 126703USD NULL LTAA1129968502 BNY Mellon 98.6786 USD 0.5848 98.6623 160400000.0000 0.587700 160400000.0000 158280550.1000 95034956.7500 93795403.6400 0 -1239553.1000 0.0000 U.S. Dollars Inflation Swap US United States of America 149927-Infl Swap: Flo/Fix: P160440000USD IrregularSpd 0% R160440000USD Irregular@2.46% (23/05/14-23/05/24) IL30 IL30 2014-06-30 00:00:00.000
488 United States of America IFS Swap 150313-Infl Swap: Flo/Fix: P89900000USD IrregularSpd 0% R89900000USD Irregular@2.465% (27/05/14-27/05/24) 0 IGNIS 126782USDMaster NULL ER58U BNY Mellon 98.7184 USD 0.5848 98.7014 89900000.0000 0.587700 89900000.0000 88747803.4600 53319889.6800 52646031.4200 0 -673858.2600 0.0000 U.S. Dollars Inflation Swap US United States of America 150313-Infl Swap: Flo/Fix: P89900000USD IrregularSpd 0% R89900000USD Irregular@2.465% (27/05/14-27/05/24) IL30 IL30 2014-06-30 00:00:00.000
489 United States of America IFS Swap 152717-Infl Swap: Fix/Flo: P121000000USD Irregular@2.195% R121000000USD IrregularSpd 0% (09/06/14-09/06/19) 0 IGNIS 127602USD NULL LTAA1130084362 BNY Mellon 99.2263 USD 0.5848 99.2549 -121000000.0000 0.587700 -121000000.0000 -120063865.0000 -72062414.3900 -71514918.9800 0 547495.4200 0.0000 U.S. Dollars Inflation Swap US United States of America 152717-Infl Swap: Fix/Flo: P121000000USD Irregular@2.195% R121000000USD IrregularSpd 0% (09/06/14-09/06/19) IL30 IL30 2014-06-30 00:00:00.000
490 United States of America IFS Swap 152739-Infl Swap: Flo/Fix: P121000000USD IrregularSpd 0% R121000000USD Irregular@2.48% (09/06/14-09/06/24) 0 IGNIS 127603USD NULL LTAA1130084313 BNY Mellon 98.8533 USD 0.5848 98.8348 121000000.0000 0.587700 121000000.0000 119612539.8000 72062414.3900 71250962.9500 0 -811451.4400 0.0000 U.S. Dollars Inflation Swap US United States of America 152739-Infl Swap: Flo/Fix: P121000000USD IrregularSpd 0% R121000000USD Irregular@2.48% (09/06/14-09/06/24) IL30 IL30 2014-06-30 00:00:00.000
491 United States of America IFS Swap 153033-Infl Swap: Flo/Fix: P160970000USD IrregularSpd 0% R160970000USD Irregular@2.505% (10/06/14-10/06/24) 0 IGNIS 127705USD NULL LTAA1130108411 BNY Mellon 99.1034 USD 0.5848 99.0846 160970000.0000 0.587700 160970000.0000 159526779.6000 95881109.0900 95037046.5400 0 -844062.5600 0.0000 U.S. Dollars Inflation Swap US United States of America 153033-Infl Swap: Flo/Fix: P160970000USD IrregularSpd 0% R160970000USD Irregular@2.505% (10/06/14-10/06/24) IL30 IL30 2014-06-30 00:00:00.000
492 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 2.895% VS USCPI ACT/365 03/16/22 0 70507IL01IRSUSD NULL D021600092615 BNY Mellon 101.3742 USD 0.5848 101.3235 70000000.0000 0.587700 70000000.0000 70961973.0100 43862385.0000 44424991.6700 0 562606.6700 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.895% VS USCPI ACT/365 03/16/22 IL30 IL30 2014-06-30 00:00:00.000
493 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 2.92% VS USCPI ACT/365 03/16/22 2.92 71688IL01IRSUSD NULL D021600120525 BNY Mellon 101.4876 USD 0.5848 101.4349 75000000.0000 0.587700 75000000.0000 76115724.2200 47816362.5000 48468890.0400 0 652527.5400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.92% VS USCPI ACT/365 03/16/22 IL30 IL30 2014-06-30 00:00:00.000
494 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 3.0175% VS 3MONTH CPURNSA INDEX ACT/365 03/23/22 0 72183IL01IRSUSD NULL D021600133190 BNY Mellon 101.7049 USD 0.5848 101.6449 50000000.0000 0.587700 50000000.0000 50852473.6700 31551675.0000 32050241.3500 0 498566.3400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 3.0175% VS 3MONTH CPURNSA INDEX ACT/365 03/23/22 IL30 IL30 2014-06-30 00:00:00.000
495 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 4.676% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 20Aug33 4.68 107171IL01IRSUSD NULL LD031692973807 BNY Mellon 104.1815 USD 0.5848 103.9800 250000000.0000 0.587700 250000000.0000 260453845.0000 160117846.7000 166231742.7000 0 6113895.9600 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 4.676% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 20Aug33 IL30 IL30 2014-06-30 00:00:00.000
496 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 4.595% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 30Aug33 4.6 107741IL01IRSUSD NULL 6.80E+12 BNY Mellon 103.6719 USD 0.5848 103.4705 160000000.0000 0.587700 160000000.0000 165875044.0000 102986611.7000 106422611.4000 0 3435999.6500 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 4.595% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 30Aug33 IL30 IL30 2014-06-30 00:00:00.000
497 United States of America IRS Swap IRS: Fix/Flo: USD FIXED 2.4525% SEMI-ANNUAL VS 3MONTH BBILLS ACT/365 03/22/22 2.45 72114IL01IRSUSD NULL 174017914 BNY Mellon 101.0984 USD 0.5848 101.0406 -47000000.0000 0.587700 -47000000.0000 -47516239.0000 -29731777.0000 -30033697.6300 0 -301920.6400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.4525% SEMI-ANNUAL VS 3MONTH BBILLS ACT/365 03/22/22 IL30 IL30 2014-06-30 00:00:00.000
498 United States of America IRS Swap IRS: Fix/Flo: USD FIXED 3.70875% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 21Mar43 3.71 97031IL01IRSUSD NULL LTAA1126896228 BNY Mellon 98.8131 USD 0.5848 98.5740 75000000.0000 0.587700 75000000.0000 74109799.0000 49614659.4800 49094028.4300 0 -520631.0500 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 3.70875% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 21Mar43 IL30 IL30 2014-06-30 00:00:00.000
499 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 3.7325% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 22Mar43 3.73 97125IL01IRSUSD NULL LTAA1126905289 BNY Mellon 98.9859 USD 0.5848 98.7461 50000000.0000 0.587700 50000000.0000 49492965.0000 33041467.0400 32744929.3300 0 -296537.7000 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 3.7325% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 22Mar43 IL30 IL30 2014-06-30 00:00:00.000
500 United States of America IRS Swap IRS: Flo/Fix: USD Fixed 2.76% 30/360 VS 3M US LIBOR ACT/360 12Nov23 2.76 IGNIS 113482 NULL LD131693152077 BNY Mellon 101.8589 USD 0.5848 101.7868 -300000000.0000 0.587700 -300000000.0000 -305576760.0000 -186968308.9000 -190229858.1000 0 -3261549.2600 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD Fixed 2.76% 30/360 VS 3M US LIBOR ACT/360 12Nov23 IL30 IL30 2014-06-30 00:00:00.000
501 United States of America IRS Swap IRS: Flo/Fix: USD Fixed 2.7375% 30/360 VS 3M US LIBOR ACT/360 12Nov23 2.74 IGNIS 113483 NULL LD131693152213 BNY Mellon 101.6671 USD 0.5848 101.5949 -300000000.0000 0.587700 -300000000.0000 -305001360.0000 -186968308.9000 -189893337.4000 0 -2925028.5100 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD Fixed 2.7375% 30/360 VS 3M US LIBOR ACT/360 12Nov23 IL30 IL30 2014-06-30 00:00:00.000
502 United States of America IRS Swap IRS: Fix/Flo: USD Fixed 2.0559% 30/360 VS LIBOR 3MONTH ACT/360 31Aug20 2.06 IGNIS 114206USD NULL LD131693167129 BNY Mellon 100.3634 USD 0.5848 100.3174 -557150000.0000 0.587700 -557150000.0000 -559174460.2000 -345991430.2000 -347175428.9000 0 -1183998.7400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD Fixed 2.0559% 30/360 VS LIBOR 3MONTH ACT/360 31Aug20 IL30 IL30 2014-06-30 00:00:00.000
503 United States of America IRS Swap 148209-IRS: Fix/Flo: P160100000USD Semi-annual@1.65625% R160100000USD QuarterlySpd 0% (19/05/14-19/05/19) 1.66 IGNIS 126272USD NULL 6.80E+12 BNY Mellon 99.9997 USD 0.5848 99.9396 -160100000.0000 0.587700 -160100000.0000 -160099471.7000 -95320314.3600 -95320005.3700 0 308.9900 0.0000 U.S. Dollars Interest Rate Swap US United States of America 148209-IRS: Fix/Flo: P160100000USD Semi-annual@1.65625% R160100000USD QuarterlySpd 0% (19/05/14-19/05/19) IL30 IL30 2014-06-30 00:00:00.000
504 United States of America IRS Swap 152769-IRS: Fix/Flo: P200000000USD Semi-annual@3.7525% R200000000USD QuarterlySpd 0% (10/06/19-10/06/24) 3.75 IGNIS 127611USD NULL LTAA1127385867 BNY Mellon 100.2628 USD 0.5848 100.2522 -200000000.0000 0.587700 -200000000.0000 -200525640.0000 -119111428.7000 -119418847.5000 0 -307418.7800 0.0000 U.S. Dollars Interest Rate Swap US United States of America 152769-IRS: Fix/Flo: P200000000USD Semi-annual@3.7525% R200000000USD QuarterlySpd 0% (10/06/19-10/06/24) IL30 IL30 2014-06-30 00:00:00.000
505 United States of America IRS Swap 153535-IRS: Flo/Fix: P56400000USD QuarterlySpd 0% R56400000USD Semi-annual@3.94125% (11/06/29-11/06/44) 3.94 IGNIS 127787USD NULL LTAA1130110946 BNY Mellon 100.8166 USD 0.5848 100.5522 56400000.0000 0.587700 56400000.0000 56860562.4000 33583422.6500 33852781.0200 0 269358.3700 0.0000 U.S. Dollars Interest Rate Swap US United States of America 153535-IRS: Flo/Fix: P56400000USD QuarterlySpd 0% R56400000USD Semi-annual@3.94125% (11/06/29-11/06/44) IL30 IL30 2014-06-30 00:00:00.000
506 United States of America IRS Swap 154749-IRS: Fix/Flo: P904240000USD Semi-annual@1.0275% R904240000USD QuarterlySpd 0% (16/06/14-16/06/17) 1.03 IGNIS 128089USD NULL IRS1001388_B000 BNY Mellon 100.1790 USD 0.5848 100.1298 -904240000.0000 0.587700 -904240000.0000 -905858227.9000 -533144659.7000 -534091074.8000 0 -946415.1200 0.0000 U.S. Dollars Interest Rate Swap US United States of America 154749-IRS: Fix/Flo: P904240000USD Semi-annual@1.0275% R904240000USD QuarterlySpd 0% (16/06/14-16/06/17) IL30 IL30 2014-06-30 00:00:00.000
507 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.15 IGNIS 127570 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -17164221.5700 0.587700 -17164221.5700 -17164221.5700 -10222274.7700 -10038437.0400 -920.19 0.0000 183837.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
508 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127571 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53836764.7100 0.587700 -53836764.7100 -53836764.7100 -32062869.8200 -31486250.0900 -2886.24 0.0000 576619.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
509 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127572 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -7537147.0600 0.587700 -7537147.0600 -7537147.0600 -4488801.7700 -4408075.0100 -404.07 0.0000 80726.7600 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
510 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127761 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
511 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127762 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
512 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127763 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
513 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127764 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
514 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127765 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
515 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127766 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
516 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127767 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
517 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127768 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -27331627.4700 0.587700 -27331627.4700 -27331627.4700 -16274638.2500 -15984810.0500 -2051.38 0.0000 289828.2000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
518 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.22 IGNIS 127770 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -51527183.8200 0.587700 -51527183.8200 -51527183.8200 -30681900.5700 -30135499.5000 -3867.39 0.0000 546401.0700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
519 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.22 IGNIS 127771 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -35038485.0000 0.587700 -35038485.0000 -35038485.0000 -20863692.3900 -20492139.6600 -2629.82 0.0000 371552.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
520 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.22 IGNIS 127772 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -58711680.3900 0.587700 -58711680.3900 -58711680.3900 -34959914.4900 -34337328.0600 -4406.62 0.0000 622586.4300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
521 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.22 IGNIS 127773 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -39923942.6700 0.587700 -39923942.6700 -39923942.6700 -23772741.8500 -23349383.0900 -2996.5 0.0000 423358.7600 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
522 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127802 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54915000.0000 0.587700 -54915000.0000 -54915000.0000 -32699178.2800 -32116852.3600 -2810.22 0.0000 582325.9200 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
523 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127803 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -8786400.0000 0.587700 -8786400.0000 -8786400.0000 -5231868.5200 -5138696.3800 -449.64 0.0000 93172.1400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
524 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.15 IGNIS 127835 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -10546800.0000 0.587700 -10546800.0000 -10546800.0000 -6292276.9400 -6168260.3700 -488.32 0.0000 124016.5700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
525 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.15 IGNIS 127836 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -9254080.0000 0.587700 -9254080.0000 -9254080.0000 -5521033.3200 -5412217.4500 -428.47 0.0000 108815.8700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
526 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128069 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54376960.7800 0.587700 -54376960.7800 -54376960.7800 -32285563.7700 -31802181.9300 -2915.2 0.0000 483381.8400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
527 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128070 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54376960.7800 0.587700 -54376960.7800 -54376960.7800 -32285563.7700 -31802181.9300 -2915.2 0.0000 483381.8400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
528 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128071 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -5437696.0800 0.587700 -5437696.0800 -5437696.0800 -3228556.3800 -3180218.1900 -291.52 0.0000 48338.1900 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
529 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128072 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
530 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128073 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
531 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128074 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
532 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128075 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
533 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128076 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
534 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128077 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
535 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128078 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -39784898.8200 0.587700 -39784898.8200 -39784898.8200 -23621730.0400 -23268063.7600 -2132.91 0.0000 353666.2800 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
536 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 9SEP19-9SEP24 4.665 0.00 108158 NULL SWOPT031693018655 BNY Mellon 0.0002 USD 0.5848 0.0001 -500000000.0000 0.587700 -9025000.0000 -1096.0000 -5789152.9600 -640.9900 0 5277599.7900 510912.1800 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 1Y5Y5Y 9SEP19-9SEP24 4.665 IL30 IL30 2014-06-30 00:00:00.000
537 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 10SEP19-10SEP24 4.643 0.00 108237 NULL LTAA1127973878 BNY Mellon 0.0002 USD 0.5848 0.0001 -750000000.0000 0.587700 -13350000.0000 -1865.0000 -8541813.3000 -1090.7400 0 7806611.6900 734110.8700 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 1Y5Y5Y 10SEP19-10SEP24 4.643 IL30 IL30 2014-06-30 00:00:00.000
538 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 17SEP19-17SEP24 4.615 0.00 108720 NULL LTAA1128022942 BNY Mellon 0.0006 USD 0.5848 0.0005 -250000000.0000 0.587700 -4500000.0000 -1606.0000 -2836253.6200 -939.2600 0 2630870.5400 204443.8200 U.S. Dollars Swaption - Interest Rate US United States of America IL30 IL30 2014-06-30 00:00:00.000
539 United States of America Swaption - Interest Rate Option USDSWN 18M5Y5Y 26MAR20-26MAR25 4.49 0.00 109453 NULL LTAA1128095736 BNY Mellon 0.2072 USD 0.5848 0.2192 -750000000.0000 0.587700 -16162500.0000 -1553734.0000 -10111357.8800 -908696.0800 0 8543887.4800 658774.3200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 18M5Y5Y 26MAR20-26MAR25 4.49 IL30 IL30 2014-06-30 00:00:00.000
540 United States of America Swaption - Interest Rate Option USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 0.00 110105 NULL SWOPT031693081560 BNY Mellon 1.5758 USD 0.5848 1.5577 -750000000.0000 0.587700 -11737500.0000 -11818492.0000 -7258588.1700 -6912005.1500 0 -47367.9000 393950.9200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 IL30 IL30 2014-06-30 00:00:00.000
541 United States of America Swaption - Interest Rate Option USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 2 0.00 110106 NULL SWOPT031693081564 BNY Mellon 1.5758 USD 0.5848 1.5577 -750000000.0000 0.587700 -11737500.0000 -11818492.0000 -7258588.1700 -6912005.1500 0 -47367.9000 393950.9200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 2 IL30 IL30 2014-06-30 00:00:00.000
542 United States of America Swaption - Interest Rate Option USDSWN 3Y4Y PAYER 09FEB15-09FEB19 2.392 0.00 69255 NULL 469847063 BNY Mellon 0.2353 USD 0.5848 0.2545 253500000.0000 0.587700 5741775.0000 596362.0000 3624265.3500 348780.3000 0 -3009277.4200 -266207.6300 U.S. Dollars Swaption - Interest Rate US United States of America IL30 IL30 2014-06-30 00:00:00.000
543 United States of America Swaption - Interest Rate Option Swaption: European USD .73% 10-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON 0.00 IGNIS SWPT124371USD NULL LTAA1129666909 BNY Mellon 0.1391 USD 0.5848 0.1438 9811000000.0000 0.587700 20508099.9800 13648082.1000 12218456.5300 7982034.7400 0 -4012058.3000 -224363.4900 U.S. Dollars Swaption - Interest Rate US United States of America Swaption: European USD .73% 10-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
544 United States of America Swaption - Interest Rate Option Swaption: European USD .735% 10-APR-2015 LIBOR 3MONTH 0bps ROYAL BANK OF SCOTLAND 0.00 IGNIS SWPT124374USD NULL SWOPT141693563869 BNY Mellon 0.1374 USD 0.5848 0.1419 4905000000.0000 0.587700 9996500.0000 6737998.5000 5955870.3100 3940695.6700 0 -1905723.6000 -109451.0400 U.S. Dollars Swaption - Interest Rate US United States of America Swaption: European USD .735% 10-APR-2015 LIBOR 3MONTH 0bps ROYAL BANK OF SCOTLAND IL30 IL30 2014-06-30 00:00:00.000
545 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 187000000 USD .82% 23-APR-2015 L 0.00 IGNIS SWPT124877USD NULL LTAA1129742134 BNY Mellon 0.1286 USD 0.5848 0.1325 9813000000.0000 0.587700 21620974.9700 12618536.7000 12880569.0100 7379908.5800 0 -5265045.6300 -235614.8000 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 187000000 USD .82% 23-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
546 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 4689000000 USD .82875% 28-APR-20 0.00 IGNIS SWPT125167USD NULL SA82K BNY Mellon 0.1329 USD 0.5848 0.1369 4910000000.0000 0.587700 10825024.9900 6526372.0000 6437963.2100 3816926.6300 0 -2514052.6900 -106983.8900 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 4689000000 USD .82875% 28-APR-2015 LIBOR 3MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
547 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 300000000 USD 2.613% 03-JUN-2016 0.00 IGNIS SWPT127455USD NULL LTAA1130061659 BNY Mellon 0.5352 USD 0.5848 0.5446 -7057000000.0000 0.587700 -39348200.0000 -37769769.7000 -23493817.3300 -22089522.2900 0 923139.6300 481155.4100 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 300000000 USD 2.613% 03-JUN-2016 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
548 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 2Y2Y 10FEB16-10FEB18 1.44 0.00 IGNIS SWPTSWAPTION_119994USD NULL LTAA1129224967 BNY Mellon 0.3747 USD 0.5848 0.3691 -5877900000.0000 0.587700 -28159462.5000 -22024317.7600 -17150091.5500 -12880847.8900 0 3588118.6900 681124.9700 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 2Y2Y 10FEB16-10FEB18 1.44 IL30 IL30 2014-06-30 00:00:00.000
549 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y2Y1Y 20FEB15 24FEB17-18 2.325 0.00 IGNIS SWPTSWAPTION_120731USD NULL LTAA1129338671 BNY Mellon 0.2810 USD 0.5848 0.2817 -9812700000.0000 0.587700 -28879537.5000 -27570743.1900 -17320476.2700 -16124656.0800 0 765443.9300 430376.2600 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y2Y1Y 20FEB15 24FEB17-18 2.325 IL30 IL30 2014-06-30 00:00:00.000
550 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 0.00 IGNIS SWPTSWAPTION_123409USD NULL 7.06E+11 BNY Mellon 2.2256 USD 0.5848 2.2215 245600000.0000 0.587700 3328225.0000 5465975.3600 2006860.2900 3196757.2300 0 1250256.0900 -60359.1500 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 IL30 IL30 2014-06-30 00:00:00.000
551 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 P 0.00 IGNIS SWPTSWAPTION_123413USD NULL 7.06E+11 BNY Mellon 0.4748 USD 0.5848 0.5022 245600000.0000 0.587700 3328225.0000 1166084.2400 2006860.2900 681980.4300 0 -1264520.7200 -60359.1400 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 P IL30 IL30 2014-06-30 00:00:00.000
552 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 1.375 15/07/2018 1.38 912828JE1 NULL BNY Mellon 109.3281 USD 0.5848 109.3125 102012256.0000 0.587700 110819806.4000 111528061.3000 65998410.3500 65226810.1100 378446.88 358290.3400 -1185820.7300 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
553 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.5 15/04/2015 0.5 912828MY3 NULL BNY Mellon 101.4961 USD 0.5848 101.5117 132134664.0000 0.587700 133133656.4000 134111530.7000 82417900.6100 78434675.9700 81290.23 204281.8900 -4555131.1600 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
554 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2016 0.13 912828QD5 NULL BNY Mellon 102.6836 USD 0.5848 102.7109 485272230.4000 0.587700 493286479.1000 498294996.0000 302626179.9000 291426146.1000 74635.75 110484.4800 -14129247.9600 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
555 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2017 0.13 912828SQ4 NULL BNY Mellon 103.4961 USD 0.5848 103.4961 392412400.0000 0.587700 403669986.9000 406131529.9000 240408544.4000 237524654.1000 60353.79 1081630.3800 -4323515.4900 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
556 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2018 0.13 912828UX6 NULL BNY Mellon 103.3516 USD 0.5848 103.3398 95162688.0000 0.587700 97654842.8200 98352113.0800 58158054.4600 57520901.2900 14636.2 310785.4900 -1044949.3100 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
557 Australia Cash Cash Australian dollar-BNY Mellon-OnHand 0.00 AUDJun 30 2014 1-69 NULL 1 BNY Mellon 1.0000 AUD 0.5520 1.0000 31266690.0300 0.553400 31266690.0300 31266690.0300 17432864.8600 17259446.9600 0 0.0000 -173417.9000 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
558 Australia Cash Cash Australian dollar-BNY Mellon-Receivable 0.00 AUDJun 30 2014 1-70 NULL 1 BNY Mellon 1.0000 AUD 0.5520 1.0000 155.8600 0.553400 155.8600 155.8600 86.0400 86.0400 0 0.0000 0.0000 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
559 Australia Cash Cash Australian dollar-Merrill Lynch-OnHand 0.00 AUDJun 30 2014 1-71 NULL 1 Merrill Lynch 1.0000 AUD 0.5520 1.0000 27.2500 0.553400 27.2500 27.2500 -805350.3800 15.0400 0 0.0000 805365.4200 Australian dollar Cash and Equivalents AU Australia IL30 IL30 2014-06-30 00:00:00.000
560 Australia IRS Swap 140876-IRS: Fix/Flo: P233350000AUD QuarterlySpd 0% R233350000AUD 4.15% 4.15 IGNIS 122840AUD NULL LTAA1276692793 BNY Mellon 100.6765 AUD 0.5520 100.6061 -245600000.0000 0.553400 -245600000.0000 -247261385.8000 -135359698.5000 -136276795.9000 0 -917097.3800 0.0000 Australian dollar Interest Rate Swap AU Australia 140876-IRS: Fix/Flo: P233350000AUD QuarterlySpd 0% R233350000AUD 4.15% IL30 IL30 2014-06-30 00:00:00.000
561 Australia IRS Swap 142296-IRS: Fix/Flo: P466800000AUD ACT/365 BBILLS 3M 4.14% 4.14 IGNIS 123434AUD NULL LTAA1129532780 BNY Mellon 100.6674 AUD 0.5520 100.5971 -491200000.0000 0.553400 -491200000.0000 -494478268.8000 -273619906.1000 -275429535.0000 0 -1809628.9100 0.0000 Australian dollar Interest Rate Swap AU Australia 142296-IRS: Fix/Flo: P466800000AUD ACT/365 BBILLS 3M 4.14% IL30 IL30 2014-06-30 00:00:00.000
562 Australia Swaption - Interest Rate Option SWAPTION AUDIRS 3M3M 3Y1Y 21MAR17 21MAR18 4.15 0.00 IGNIS SWPTSWAPTION_122855AUD NULL LTAA1276692781 BNY Mellon -0.3747 AUD 0.5520 -0.3545 -491200000.0000 0.553400 0.0000 1840282.8500 0.0000 1015849.9100 0 1015849.9100 0.0000 Australian dollar Swaption - Interest Rate AU Australia SWAPTION AUDIRS 3M3M 3Y1Y 21MAR17 21MAR18 4.15 IL30 IL30 2014-06-30 00:00:00.000
563 Australia Swaption - Interest Rate Option SWAPTION AUDIRS 3M3M 3Y1Y 28MAR17 28MAR18 4.14 0.00 IGNIS SWPTSWAPTION_123432AUD NULL LTAA1129532739 BNY Mellon -0.3687 AUD 0.5520 -0.3480 -982400000.0000 0.553400 0.0000 3622392.1000 0.0000 1999587.5600 0 1999587.5500 0.0100 Australian dollar Swaption - Interest Rate AU Australia SWAPTION AUDIRS 3M3M 3Y1Y 28MAR17 28MAR18 4.14 IL30 IL30 2014-06-30 00:00:00.000
564 Canada Cash Cash Canadian dollar-BNY Mellon-OnHand 0.00 CADJun 30 2014 1-72 NULL 1 BNY Mellon 1.0000 CAD 0.5491 1.0000 98.4500 0.550300 98.4500 98.4500 -169778.2100 54.0600 0 0.0000 169832.2700 Canadian dollar Cash and Equivalents CA Canada cad IL30 IL30 2014-06-30 00:00:00.000
565 European Union Cash Cash Euro-BNY Mellon-CapitalPayable 0.00 EURJun 30 2014 1-73 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 -8842356.9500 0.801600 -8842356.9500 -8842356.9500 -7080169.1000 -7080453.2600 0 0.0000 -284.1600 Euro Cash and Equivalents EU European Union IL30 IL30 I EUR Hedged (New) 2014-06-30 00:00:00.000
566 European Union Cash Cash Euro-BNY Mellon-CapitalReceivable 0.00 EURJun 30 2014 1-74 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 29664858.0700 0.801600 29664858.0700 29664858.0700 23768347.3600 23753920.1900 0 0.0000 -14427.1700 Euro Cash and Equivalents EU European Union IL30 IL30 A EUR DIST HEDGED 2014-06-30 00:00:00.000
567 European Union Cash Cash Euro-BNY Mellon-OnHand 0.00 EURJun 30 2014 1-75 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 20985774.8000 0.801600 20985774.8000 20985774.8000 64609574.0400 16804207.1400 0 0.0000 -47805366.9000 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
568 European Union Cash Cash Euro-BNY Mellon-Receivable 0.00 EURJun 30 2014 1-76 NULL 1 BNY Mellon 1.0000 EUR 0.8007 1.0000 50400205.0000 0.801600 50400205.0000 50400205.0000 40399198.0300 40357599.0100 0 0.0000 -41599.0200 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
569 European Union Cash Cash Euro-Merrill Lynch-OnHand 0.00 EURJun 30 2014 1-77 NULL 1 Merrill Lynch 1.0000 EUR 0.8007 1.0000 15452344.6200 0.801600 15452344.6200 15452344.6200 12901761.4800 12373353.0300 0 0.0000 -528408.4500 Euro Cash and Equivalents EU European Union IL30 IL30 2014-06-30 00:00:00.000
570 European Union Corporate Bond Debt Instruments IGNIS EUR COLLATERAL Credit Suisse 0 CS COLLATERAL EUR NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 12720000.0000 0.801600 12720000.0000 12720000.0000 10192597.1500 10185447.8400 0 0.0000 -7149.3100 Euro Corporate Bond EU European Union IL30 IL30 2014-06-30 00:00:00.000
571 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 5y 5y 2.67% ANNUAL VS French CPIxt ACT/365 16Oct22 0 86295IL01IRSEUR NULL D020589216726 BNY Mellon 102.9735 EUR 0.8007 102.9343 65000000.0000 0.801600 65000000.0000 66932744.1300 52449812.9700 53997443.8300 0 1547630.8600 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 5y 5y 2.67% ANNUAL VS French CPIxt ACT/365 16Oct22 IL30 IL30 2014-06-30 00:00:00.000
572 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 1.995% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC17 0 90846IL01IRSEUR NULL LTAA1126419256 BNY Mellon 105.8656 EUR 0.8007 105.7797 -50000000.0000 0.801600 -50000000.0000 -52932821.8200 -40702930.4100 -43051366.2400 0 -2348435.8300 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 1.995% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC17 IL30 IL30 2014-06-30 00:00:00.000
573 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 2.2795% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC22 0 90847IL01IRSEUR NULL LTAA1126419291 BNY Mellon 108.4333 EUR 0.8007 108.4017 50000000.0000 0.801600 50000000.0000 54216633.4800 40702930.4100 44079369.1200 0 3376438.7100 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 2.2795% ACT/ACT ANNUAL VS FRCPI ACT/365 24DEC22 IL30 IL30 2014-06-30 00:00:00.000
574 European Union IFS Swap IRS: Fix/Flo: EUR FIXED 2.59% 30/360 VS FLOATING FRCPI Index ACT/360 17Jan23 0 92131IL01IRSEUR NULL D030590401976 BNY Mellon 102.5619 EUR 0.8007 102.5324 100000000.0000 0.801600 100000000.0000 102561929.6000 82958359.2300 85009805.8200 0 2051446.5900 0.0000 Euro Inflation Swap EU European Union IRS: Fix/Flo: EUR FIXED 2.59% 30/360 VS FLOATING FRCPI Index ACT/360 17Jan23 IL30 IL30 2014-06-30 00:00:00.000
575 European Union IFS Swap 127869-IRS: Flo/Fix: P140000000EUR IrregularSpd 0% R14000000 0 IGNIS 113817 NULL LTAA1128470144 BNY Mellon 101.8765 EUR 0.8007 101.8511 140000000.0000 0.801600 140000000.0000 142627116.8000 117366396.7000 119470041.5000 0 2103644.7700 0.0000 Euro Inflation Swap EU European Union 127869-IRS: Flo/Fix: P140000000EUR IrregularSpd 0% R140000000EUR Irregular@1.8525% (15/11/13-15/11/2 IL30 IL30 2014-06-30 00:00:00.000
576 European Union IFS Swap IFS: INF: EUR Fixed 1.955% VS FRCPXTOB Index ACT/365 15Nov23 0 IGNIS 113831 NULL D130594477751 BNY Mellon 103.1409 EUR 0.8007 103.1137 46000000.0000 0.801600 46000000.0000 47444824.2900 38563244.6300 39720177.2100 0 1156932.5900 0.0000 Euro Inflation Swap EU European Union IFS: INF: EUR Fixed 1.955% VS FRCPXTOB Index ACT/365 15Nov23 IL30 IL30 2014-06-30 00:00:00.000
577 European Union IFS Swap INF SWAP: Flo/Fix EUR Fixed 1.8475% 30/360 VS CPTFEMU ACT/360 21Nov25 0 IGNIS 114230EUR NULL LTAA1128510149 BNY Mellon 101.8141 EUR 0.8007 101.7886 120000000.0000 0.801600 120000000.0000 122176929.2000 100788672.9000 102531833.2000 0 1743160.2900 0.0000 Euro Inflation Swap EU European Union INF SWAP: Flo/Fix EUR Fixed 1.8475% 30/360 VS CPTFEMU ACT/360 21Nov25 IL30 IL30 2014-06-30 00:00:00.000
578 European Union IFS Swap 138761-IRS: Flo/Fix: P107000000EUR IrregularSpd 0% R107000000EUR 0 IGNIS 121222EUR NULL LTAA1129421803 BNY Mellon 100.4573 EUR 0.8007 100.4290 107000000.0000 0.801600 107000000.0000 107489339.9000 88156991.1800 88548826.5800 0 391835.4000 0.0000 Euro Inflation Swap EU European Union 138761-IRS: Flo/Fix: P107000000EUR IrregularSpd 0% R107000000EUR Irregular@1.78375% (05/03/14-05/03/26) IL30 IL30 2014-06-30 00:00:00.000
579 European Union IFS Swap 139863-IRS: Fix/Flo: EUR Irregular@1.04% EUR IrregularSpd 0% (13/03/14-13/03/17) 0 IGNIS 122116EUR NULL LTAA1276613411 BNY Mellon 100.5435 EUR 0.8007 100.5049 -440400000.0000 0.801600 -440400000.0000 -442793753.8000 -367271484.0000 -369188265.0000 0 -1916780.9700 0.0000 Euro Inflation Swap EU European Union 139867-IRS: Fix/Flo: EUR Irregular@1.04% EUR IrregularSpd 0% (13/03/14-13/03/17) IL30 IL30 2014-06-30 00:00:00.000
580 European Union IFS Swap 140384-IRS: Flo/Fix: P138639000EUR IrregularSpd 0% R138639000EUR Irregular@1.745% (18/03/14-18/03/26) 0 IGNIS 122589EUR NULL LTAA1276651715 BNY Mellon 99.9879 EUR 0.8007 99.9581 138639000.0000 0.801600 138639000.0000 138622206.6000 116102241.7000 116088794.5000 0 -13447.1900 0.0000 Euro Inflation Swap EU European Union 140384-IRS: Flo/Fix: P138639000EUR IrregularSpd 0% R138639000EUR Irregular@1.745% (18/03/14-18/03/26) IL30 IL30 2014-06-30 00:00:00.000
581 European Union IFS Swap 142500-Infl Swap: Flo/Fix: P10000000EUR IrregularSpd 0% R10000000EUR Irregular@1.8775% (01/04/14-03/04/29) 0 IGNIS 123576EUR NULL LTAA1129551916 BNY Mellon 99.5952 EUR 0.8007 99.5521 280000000.0000 0.801600 280000000.0000 278866500.6000 231447032.3000 230539390.8000 0 -907641.4700 0.0000 Euro Inflation Swap EU European Union 142500-Infl Swap: Flo/Fix: P10000000EUR IrregularSpd 0% R10000000EUR Irregular@1.8775% (01/04/14-03/04/29) IL30 IL30 2014-06-30 00:00:00.000
582 European Union IFS Swap 144065-Infl Swap: Flo/Fix: P104400000EUR IrregularSpd 0% R104400000EUR Irregular@1.9175% (10/04/14-10/04/29) 0 IGNIS 124074EUR NULL LTAA1129654997 BNY Mellon 100.1828 EUR 0.8007 100.1481 104400000.0000 0.801600 104400000.0000 104590795.7000 85981420.3400 86134198.6000 0 152778.2600 0.0000 Euro Inflation Swap EU European Union 144065-Infl Swap: Flo/Fix: P104400000EUR IrregularSpd 0% R104400000EUR Irregular@1.9175% (10/04/14-10/04/29) IL30 IL30 2014-06-30 00:00:00.000
583 European Union IFS Swap 152172-Infl Swap: Flo/Fix: P207300000EUR IrregularSpd 0% R207300000EUR Irregular@1.65% (05/06/14-05/06/24) 0 IGNIS 127438EUR NULL LTAA1130061707 BNY Mellon 99.7450 EUR 0.8007 99.7197 207300000.0000 0.801600 207300000.0000 206771453.3000 168679709.1000 168256479.2000 0 -423229.9100 0.0000 Euro Inflation Swap EU European Union 152172-Infl Swap: Flo/Fix: P207300000EUR IrregularSpd 0% R207300000EUR Irregular@1.65% (05/06/14-05/06/24) IL30 IL30 2014-06-30 00:00:00.000
584 European Union IFS Swap 152157-Infl Swap: Flo/Fix: P138600000EUR IrregularSpd 0% R138600000EUR Irregular@1.65% (05/06/14-05/06/29) 0 IGNIS 127439EUR NULL LTAA1130061724 BNY Mellon 99.6704 EUR 0.8007 99.6285 138600000.0000 0.801600 138600000.0000 138143243.6000 112778618.8000 112412874.4000 0 -365744.3600 0.0000 Euro Inflation Swap EU European Union 152157-Infl Swap: Flo/Fix: P138600000EUR IrregularSpd 0% R138600000EUR Irregular@1.65% (05/06/14-05/06/29) IL30 IL30 2014-06-30 00:00:00.000
585 European Union IRS Swap 130994-IRS: Fix/Flo: P170000000EUR Annual@2.067% R170000000E 2.07 IGNIS 116266EUR NULL BNY Mellon 106.3097 EUR 0.8007 106.1657 -170000000.0000 0.801600 -170000000.0000 -180726538.0000 -143395073.1000 -151984270.7000 0 -8589197.6000 0.0000 Euro Interest Rate Swap EU European Union 130994-IRS: Fix/Flo: P170000000EUR Annual@2.067% R170000000EUR Semi-annualSpd 0% (17/12/13-18/12/23) IL30 IL30 2014-06-30 00:00:00.000
586 European Union IRS Swap 158177-IRS: Fix/Flo: P2770000EUR Annual@1.496% R2770000EUR Semi-annualSpd 0% (27/06/14-27/06/24) IRS 1.5 IGNIS 128813EUR NULL 6.80E+12 BNY Mellon 100.5793 EUR 0.8007 100.4310 -80230000.0000 0.801600 -80230000.0000 -80694774.8000 -64412195.9200 -64784360.9700 0 -372165.0500 0.0000 Euro Interest Rate Swap EU European Union 158177-IRS: Fix/Flo: P2770000EUR Annual@1.496% R2770000EUR Semi-annualSpd 0% (27/06/14-27/06/24) IRS IL30 IL30 2014-06-30 00:00:00.000
587 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.22 IGNIS 126840 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -24815815.5000 0.801600 -24815815.5000 -24815815.5000 -20085906.1800 -19871084.4800 -4128.77 0.0000 214821.7000 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
588 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.23 IGNIS 127126 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -21744113.5800 0.801600 -21744113.5800 -21744113.5800 -17689170.5300 -17411441.4200 -3114.71 0.0000 277729.1100 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
589 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.16 IGNIS 127458 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -230164275.2000 0.801600 -230164275.2000 -230164275.2000 -187135982.0000 -184302375.9000 -20478.04 0.0000 2833606.1300 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
590 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.09 IGNIS 127638 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -120500000.0000 0.801600 -120500000.0000 -120500000.0000 -97894362.2100 -96489502.0000 -5065.7 0.0000 1404860.2100 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
591 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.09 IGNIS 127639 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -122374980.0000 0.801600 -122374980.0000 -122374980.0000 -99417598.4900 -97990878.6500 -5144.52 0.0000 1426719.8400 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
592 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.1 IGNIS 127834 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -190672000.0000 0.801600 -190672000.0000 -190672000.0000 -154088093.3000 -152679222.6000 -8058.07 0.0000 1408870.6900 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
593 European Union Repo MoneyMarket REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 0.02 IGNIS 128716 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -3873506.6000 0.801600 -3873506.6000 -3873506.6000 -3095639.6100 -3101682.3500 -8.62 0.0000 -6042.7400 Euro Repurchase Agreements EU European Union REPO DBRI 1 1/2 04/15/16 I/L (GF*) DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
594 European Union Repo MoneyMarket REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 0.02 IGNIS 128717 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -300802420.0000 0.801600 -300802420.0000 -300802420.0000 -240396101.5000 -240865358.6000 -669.07 0.0000 -469257.1000 Euro Repurchase Agreements EU European Union REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
595 European Union Repo MoneyMarket REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 0.03 IGNIS 128948 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -46997925.0000 0.801600 -46997925.0000 -46997925.0000 -37674846.9700 -37633247.9500 0 0.0000 41599.0200 Euro Repurchase Agreements EU European Union REPO OBLI 0 3/4 04/15/18 I/L (ALL GERMAN SE*) DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
596 European Union Repo MoneyMarket REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 0.03 IGNIS 128950 REPO NULL BNY Mellon 100.0000 EUR 0.8007 100.0000 -19831900.0000 0.801600 -19831900.0000 -19831900.0000 -15897803.9500 -15880250.2500 -13.23 0.0000 17553.7000 Euro Repurchase Agreements EU European Union REPO DBR 6 1/2 07/04/27 97 (ALL GERMAN SE*) DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
597 European Union Swaption - Interest Rate Option EURSWN 3Y5Y RECEIVER FEB15-FEB20 2.62 0.00 68796 NULL LTAA1124315022 BNY Mellon 8.8831 EUR 0.8007 8.7803 -63000000.0000 0.801600 -1726200.0000 -5596355.0000 -1436612.5300 -4481240.7200 0 -3098998.5800 54370.3900 Euro Swaption - Interest Rate EU European Union IL30 IL30 2014-06-30 00:00:00.000
598 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 1121700000 EUR 1.1275% 14-NOV-20 PAYER 0.00 IGNIS SWPT126240EUR NULL LTAA1129892246 BNY Mellon 0.0370 EUR 0.8007 0.0457 1173200000.0000 0.801600 2064209.5500 434553.2800 1686039.1100 347965.3900 0 -1304935.4600 -33138.2600 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 1121700000 EUR 1.1275% 14-NOV-2014 EURIBOR 3MONTH 0bps GOLDMAN SACHS LON IL30 IL30 2014-06-30 00:00:00.000
599 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 359500000 EUR 2.587% 20-NOV-2014 0.00 IGNIS SWPT126592EUR NULL EM3G4 BNY Mellon 0.5381 EUR 0.8007 0.5750 375800000.0000 0.801600 3218725.0000 2022217.3800 2614360.4500 1619275.9100 0 -958094.8100 -36989.7300 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 359500000 EUR 2.587% 20-NOV-2014 EURIBOR 6MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
600 European Union Swaption - Interest Rate Option SWAPTION Swaption: European 359750000 EUR 2.597% 20-NOV-2014 0.00 IGNIS SWPT126849EUR NULL EM3RP BNY Mellon 0.5393 EUR 0.8007 0.5759 375980000.0000 0.801600 3234850.0000 2027810.5300 2616811.7400 1623754.5900 0 -966528.1100 -26529.0400 Euro Swaption - Interest Rate EU European Union SWAPTION Swaption: European 359750000 EUR 2.597% 20-NOV-2014 EURIBOR 6MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
601 Finland Corporate Bond Debt Instruments Municipality Finance PLC 1.5 15/12/2014 1.5 B79NW02 NULL BNY Mellon 100.4021 GBP 1.0000 100.4062 10000000.0000 1.000000 9990000.0000 10040210.0000 9990000.0000 10040210.0000 81369.86 41814.2300 0.0000 U.K. pound Corporate Bond FI Finland Government Sovereign Agency Sovereign_si XS0742251019 IL30 IL30 2014-06-30 00:00:00.000
602 Germany Future-Bond Futures Euro-BTP Future Sep14 0.00 IKU4 NULL Merrill Lynch 126.1800 EUR 0.8007 126.3400 -1341.0000 0.801600 0.0000 -2874639.9600 0.0000 -2301847.1200 0 -2301847.1200 0.0000 Euro Future-Bond DE Germany IL30 IL30 2014-06-30 00:00:00.000
603 Germany Future-Bond Futures Euro-OAT Future Sep14 0.00 OATU4 NULL Merrill Lynch 140.5300 EUR 0.8007 140.4500 -1411.0000 0.801600 0.0000 -3047760.0000 0.0000 -2440471.7400 0 -2440471.7400 0.0000 Euro Future-Bond DE Germany IL30 IL30 2014-06-30 00:00:00.000
604 Germany Government Debt Issue Debt Instruments Bundesrepublik Deutschland 6.5 07/04/27 6.5 5286601 NULL BNY Mellon 157.8500 EUR 0.8007 157.7040 196800000.0000 0.801600 307294969.0000 310648800.0000 248720542.2000 248749776.0000 10158911.44 3013663.1500 -2656322.0800 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001135044 IL30 IL30 2014-06-30 00:00:00.000
605 Germany Government Debt Issue Debt Instruments Deutsche Bundesrepublik Inflation Linked Bond 1.5 15/04/2016 1.5 B10S9K3 NULL BNY Mellon 102.9345 EUR 0.8007 102.8995 461187262.5000 0.801600 477172380.2000 474720572.2000 394511902.2000 380129058.9000 1168582.67 -2085359.2900 -12419575.8700 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001030500 IL30 IL30 2014-06-30 00:00:00.000
606 Germany Government Debt Issue Debt Instruments Bundesrepublik Deutschland Bundesobligation Inflation Linked Bond 0.75 15/04/2018 0.75 B4JQ9S7 NULL BNY Mellon 105.3305 EUR 0.8007 105.2685 225831518.5000 0.801600 235930195.9000 237869467.6000 196365236.6000 190472252.9000 286112.41 1497130.7700 -7445841.5000 Euro Government Debt Issue DE Germany Government Sovereign Sovereign_si DE0001030534 IL30 IL30 2014-06-30 00:00:00.000
607 Japan Cash Cash Japanese yen-BNY Mellon-OnHand 0.00 JPYJun 30 2014 1-78 NULL 1 BNY Mellon 1.0000 JPY 0.0058 1.0000 7251153.5700 0.005800 7251153.5700 7251153.5700 -137824.5700 41861.8400 0 0.0000 179686.4100 Japanese yen Cash and Equivalents JP Japan IL30 IL30 2014-06-30 00:00:00.000
608 Japan Cash Cash Japanese yen-BNY Mellon-Receivable 0.00 JPYJun 30 2014 1-79 NULL 1 BNY Mellon 1.0000 JPY 0.0058 1.0000 111370633.0000 0.005800 111370633.0000 111370633.0000 645627.9800 642956.8000 0 0.0000 -2671.1800 Japanese yen Cash and Equivalents JP Japan IL30 IL30 2014-06-30 00:00:00.000
609 Japan IRS Swap 144528-IRS: Flo/Fix: P182000000JPY Semi-annualSpd 0% R182000000JPY Semi-annual@2.44% (15/04/24-15/04/34) 2.44 IGNIS 124390JPY NULL 7.00E+12 BNY Mellon 100.6534 JPY 0.0058 100.7715 9024000000.0000 0.005800 9024000000.0000 9082960109.0000 53095681.2100 53436065.4000 0 340384.1900 0.0000 Japanese yen Interest Rate Swap JP Japan 144528-IRS: Flo/Fix: P182000000JPY Semi-annualSpd 0% R182000000JPY Semi-annual@2.44% (15/04/24-15/04/34) IL30 IL30 2014-06-30 00:00:00.000
610 Japan IRS Swap 144832-IRS: Flo/Fix: P8604000000JPY Semi-annualSpd 0% R8604000000JPY Semi-annual@2.4375% (16/04/24-16/04/34) 2.44 IGNIS 124471JPY NULL LTAA1129686163 BNY Mellon 100.6300 JPY 0.0058 100.7480 8604000000.0000 0.005800 8604000000.0000 8658203479.0000 50480846.3400 50793769.9100 0 312923.5700 0.0000 Japanese yen Interest Rate Swap JP Japan 144832-IRS: Flo/Fix: P8604000000JPY Semi-annualSpd 0% R8604000000JPY Semi-annual@2.4375% (16/04/24-16/04/34) IL30 IL30 2014-06-30 00:00:00.000
611 Japan IRS Swap 144835-IRS: Flo/Fix: P4345000000JPY Semi-annualSpd 0% R4345000000JPY Semi-annual@2.435% (16/04/24-16/04/34) 2.44 IGNIS 124535JPY NULL LTAA1129691031 BNY Mellon 101.1613 JPY 0.0058 101.2784 4345000000.0000 0.005800 4345000000.0000 4395456747.0000 25492710.0600 25784003.2700 0 291293.2000 0.0000 Japanese yen Interest Rate Swap JP Japan 144835-IRS: Flo/Fix: P4345000000JPY Semi-annualSpd 0% R4345000000JPY Semi-annual@2.435% (16/04/24-16/04/34) IL30 IL30 2014-06-30 00:00:00.000
612 Japan IRS Swap 144922-IRS: Flo/Fix: P201000000JPY Semi-annualSpd 0% R201000000JPY Semi-annual@2.433% (17/04/24-17/04/34) 2.43 IGNIS 124556JPY NULL 89384852 BNY Mellon 101.1418 JPY 0.0058 101.2589 10141000000.0000 0.005800 10141000000.0000 10256790952.0000 59632887.9500 60301363.8100 0 668475.8700 0.0000 Japanese yen Interest Rate Swap JP Japan 144922-IRS: Flo/Fix: P201000000JPY Semi-annualSpd 0% R201000000JPY Semi-annual@2.433% (17/04/24-17/04/34) IL30 IL30 2014-06-30 00:00:00.000
613 Japan IRS Swap 149884-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.175% (23/05/24-23/05/29) 2.17 IGNIS 126651JPY NULL LTAA1129995363 BNY Mellon 100.1650 JPY 0.0058 100.2197 16838000000.0000 0.005800 16838000000.0000 16865774281.0000 98293517.0200 98453861.4700 0 160344.4500 0.0000 Japanese yen Interest Rate Swap JP Japan 149884-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.175% (23/05/24-23/05/29) IL30 IL30 2014-06-30 00:00:00.000
614 Japan IRS Swap 149869-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.1751% (23/05/24-23/05/29) 2.18 IGNIS 126653JPY NULL 7.00E+12 BNY Mellon 100.1654 JPY 0.0058 100.2202 16838000000.0000 0.005800 16838000000.0000 16865848368.0000 98293517.0200 98454289.1900 0 160772.1700 0.0000 Japanese yen Interest Rate Swap JP Japan 149869-IRS: Flo/Fix: P16838000000JPY Semi-annualSpd 0% R16838000000JPY Semi-annual@2.1751% (23/05/24-23/05/29) IL30 IL30 2014-06-30 00:00:00.000
615 Japan IRS Swap 150969-IRS: Flo/Fix: P17919000000JPY Semi-annualSpd 0% R17919000000JPY Semi-annual@2.15375% (30/05/24-30/05/29) 2.15 IGNIS 126946JPY NULL 7.00E+12 BNY Mellon 100.0567 JPY 0.0058 100.1113 17919000000.0000 0.005800 17919000000.0000 17929158281.0000 105410903.0000 105469548.1000 0 58645.0500 0.0000 Japanese yen Interest Rate Swap JP Japan 150969-IRS: Flo/Fix: P17919000000JPY Semi-annualSpd 0% R17919000000JPY Semi-annual@2.15375% (30/05/24-30/05/29) IL30 IL30 2014-06-30 00:00:00.000
616 New Zealand Cash Cash New Zealand dollar-BNY Mellon-OnHand 0.00 NZDJun 30 2014 1-80 NULL 1 BNY Mellon 1.0000 NZD 0.5121 1.0000 1.0000 0.515300 1.0000 1.0000 0.5100 0.5100 0 0.0000 0.0000 New Zealand dollar Cash and Equivalents NZ New Zealand IL30 IL30 2014-06-30 00:00:00.000
617 Norway Cash Cash Norwegian krone-BNY Mellon-OnHand 0.00 NOKJun 30 2014 1-81 NULL 1 BNY Mellon 1.0000 NOK 0.0953 1.0000 1.5300 0.095800 1.5300 1.5300 9950.9800 0.1500 0 0.0000 -9950.8300 Norwegian krone Cash and Equivalents NO Norway IL30 IL30 2014-06-30 00:00:00.000
618 Sweden Cash Cash Swedish krona-BNY Mellon-CapitalReceivable 0.00 SEKJun 30 2014 1-82 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 160953.0000 0.087300 160953.0000 160953.0000 14061.5100 14080.4600 0 0.0000 18.9500 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 I SEK Hedged (New) 2014-06-30 00:00:00.000
619 Sweden Cash Cash Swedish krona-BNY Mellon-OnHand 0.00 SEKJun 30 2014 1-83 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 -204.8400 0.087300 -204.8400 -204.8400 2862063.5800 -17.9300 0 0.0000 -2862081.5100 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 2014-06-30 00:00:00.000
620 Sweden Cash Cash Swedish krona-BNY Mellon-Payable 0.00 SEKJun 30 2014 1-84 NULL 1 BNY Mellon 1.0000 SEK 0.0875 1.0000 -54.9900 0.087300 -54.9900 -54.9900 -4.8100 -4.8100 0 0.0000 0.0000 Swedish krona Cash and Equivalents SE Sweden IL30 IL30 2014-06-30 00:00:00.000
621 Switzerland Cash Cash Swiss franc-BNY Mellon-CapitalPayable 0.00 CHFJun 30 2014 1-85 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -49234.3900 0.659700 -49234.3900 -49234.3900 -32456.0000 -32470.1900 0 0.0000 -14.1900 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 I CHF Hedged (New) 2014-06-30 00:00:00.000
622 Switzerland Cash Cash Swiss franc-BNY Mellon-CapitalReceivable 0.00 CHFJun 30 2014 1-86 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 440554.6600 0.659700 440554.6600 440554.6600 290375.9800 290546.8100 0 0.0000 170.8300 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30AAACHF 2014-06-30 00:00:00.000
623 Switzerland Cash Cash Swiss franc-BNY Mellon-OnHand 0.00 CHFJun 30 2014 1-87 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -315.6400 0.659700 -315.6400 -315.6400 7585190.1900 -208.1700 0 0.0000 -7585398.3600 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 2014-06-30 00:00:00.000
624 Switzerland Cash Cash Swiss franc-BNY Mellon-Payable 0.00 CHFJun 30 2014 1-88 NULL 1 BNY Mellon 1.0000 CHF 0.6595 1.0000 -83.2400 0.659700 -83.2400 -83.2400 -54.9000 -54.9000 0 0.0000 0.0000 Swiss franc Cash and Equivalents CH Switzerland IL30 IL30 2014-06-30 00:00:00.000
625 United Kingdom Caps/Floors Option UKRPI YOY FLOOR 11JUL11 - 11JUL41 0.00 58868 NULL LTAA1120872954 BNY Mellon 5.7867 GBP 1.0000 5.8028 -10.0000 1.000000 -1000000.0000 -578669.3700 -1000000.0000 -578669.3700 0 421330.6300 0.0000 U.K. pound Caps and Floors GB United Kingdom UK RPI All Items NSA IL30 IL30 2014-06-30 00:00:00.000
626 United Kingdom Caps/Floors Option UKRPI YoY Floor 5Oct11-5Oct41 0.00 62276 NULL LTAA1122853628 BNY Mellon 5.8560 GBP 1.0000 5.8721 -5.0000 1.000000 -594000.0000 -292798.7000 -594000.0000 -292798.7000 0 301201.3000 0.0000 U.K. pound Caps and Floors GB United Kingdom Hong Kong Hang Seng Index IL30 IL30 2014-06-30 00:00:00.000
627 United Kingdom Cash Cash U.K. pound-BNY Mellon-AccruedInterestPayable 0.00 GBPJun 30 2014 1-89 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -1169073.2700 1.000000 -1169073.2700 -1169073.2700 -1169073.2700 -1169073.2700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
628 United Kingdom Cash Cash U.K. pound-BNY Mellon-AccruedInterestReceivable 0.00 GBPJun 30 2014 1-90 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 778396.4000 1.000000 778396.4000 778396.4000 778396.4000 778396.4000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
629 United Kingdom Cash Cash U.K. pound-BNY Mellon-CapitalPayable 0.00 GBPJun 30 2014 1-91 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -2382820.3900 1.000000 -2382820.3900 -2382820.3900 -2382820.3900 -2382820.3900 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 SI GBP DIST 2014-06-30 00:00:00.000
630 United Kingdom Cash Cash U.K. pound-BNY Mellon-CapitalReceivable 0.00 GBPJun 30 2014 1-92 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 2587788.9700 1.000000 2587788.9700 2587788.9700 2587788.9700 2587788.9700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 SI GBP DIST 2014-06-30 00:00:00.000
631 United Kingdom Cash Cash U.K. pound-BNY Mellon-OnHand 0.00 GBPJun 30 2014 1-93 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 2053162.0000 1.000000 2053162.0000 2053162.0000 2053162.0000 2053162.0000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
632 United Kingdom Cash Cash U.K. pound-BNY Mellon-Payable 0.00 GBPJun 30 2014 1-94 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -186893188.3000 1.000000 -186893188.3000 -186893188.3000 -186893188.3000 -186893188.3000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
633 United Kingdom Cash Cash U.K. pound-BNY Mellon-PurchasedAI 0.00 GBPJun 30 2014 1-95 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 1169073.2700 1.000000 1169073.2700 1169073.2700 1169073.2700 1169073.2700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
634 United Kingdom Cash Cash U.K. pound-BNY Mellon-Receivable 0.00 GBPJun 30 2014 1-96 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 126095188.7000 1.000000 126095188.7000 126095188.7000 126095188.7000 126095188.7000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
635 United Kingdom Cash Cash U.K. pound-BNY Mellon-SoldAI 0.00 GBPJun 30 2014 1-97 NULL 1 BNY Mellon 1.0000 GBP 1.0000 1.0000 -778396.4000 1.000000 -778396.4000 -778396.4000 -778396.4000 -778396.4000 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
636 United Kingdom Cash Cash U.K. pound-Merrill Lynch-OnHand 0.00 GBPJun 30 2014 1-98 NULL 1 Merrill Lynch 1.0000 GBP 1.0000 1.0000 1898992.7700 1.000000 1898992.7700 1898992.7700 1898992.7700 1898992.7700 0 0.0000 0.0000 U.K. pound Cash and Equivalents GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
637 United Kingdom Corporate Bond Cash IGNIS GBP LIQUIDITY FUND 0 B3KQMD5 NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 327798334.8000 1.000000 327081075.7000 327798334.8000 327081075.7000 327798334.8000 0 717259.0700 0.0000 U.K. pound Corporate Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
638 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL BARCLAYS 0 BARCLAYS COLLATERAL NULL RBS BNY Mellon 100.0000 GBP 1.0000 100.0000 -1633000.0000 1.000000 -1633000.0000 -1633000.0000 -1633000.0000 -1633000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL BARCLAYS IL30 IL30 2014-06-30 00:00:00.000
639 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL CITI 0 CITI COLLATERAL REPO NULL CITI BNY Mellon 100.0000 GBP 1.0000 100.0000 -1439000.0000 1.000000 -1439000.0000 -1439000.0000 -1439000.0000 -1439000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL CITI IL30 IL30 2014-06-30 00:00:00.000
640 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL GOLDMAN SACHS 0 GS COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 17891804.0000 1.000000 17891804.0000 17891804.0000 17891804.0000 17891804.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL GOLDMAN SACHS IL30 IL30 2014-06-30 00:00:00.000
641 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL HSBC 0 HSBC COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -561000.0000 1.000000 -561000.0000 -561000.0000 -561000.0000 -561000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL HSBC IL30 IL30 2014-06-30 00:00:00.000
642 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL LLOYDS 0 LLOYDS COLLATERAL REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 2238000.0000 1.000000 2238000.0000 2238000.0000 2238000.0000 2238000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL LLOYDS IL30 IL30 2014-06-30 00:00:00.000
643 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL MS 0 MS COLLATERAL REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -8980000.0000 1.000000 -8980000.0000 -8980000.0000 -8980000.0000 -8980000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL MS IL30 IL30 2014-06-30 00:00:00.000
644 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL NOMURA GBP 0 NOMURA COLLATERAL GBP NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 33000.0000 1.000000 33000.0000 33000.0000 33000.0000 33000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL NOMURA GBP IL30 IL30 2014-06-30 00:00:00.000
645 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL RBS 0 RBS COLLATERAL NULL RBS BNY Mellon 100.0000 GBP 1.0000 100.0000 10360000.4200 1.000000 10360000.4200 10360000.4200 10360000.4200 10360000.4200 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL RBS IL30 IL30 2014-06-30 00:00:00.000
646 United Kingdom Corporate Bond Debt Instruments IGNIS GBP COLLATERAL UBS 0 UBS COLLATERAL NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 5200000.0000 1.000000 5200000.0000 5200000.0000 5200000.0000 5200000.0000 0 0.0000 0.0000 U.K. pound Corporate Bond GB United Kingdom IGNIS GBP COLLATERAL UBS IL30 IL30 2014-06-30 00:00:00.000
647 United Kingdom Future-Bond Futures LONG GILT FUTURE Sep14 0.00 G U4 NULL Merrill Lynch 109.9200 GBP 1.0000 110.2700 -416.0000 1.000000 0.0000 131360.0000 0.0000 131360.0000 0 131360.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
648 United Kingdom Future-Bond Futures ULTRA LONG GILT FUSep14 0.00 UGLU4 NULL Merrill Lynch 109.9400 GBP 1.0000 110.5000 -237.0000 1.000000 0.0000 -74880.0000 0.0000 -74880.0000 0 -74880.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
649 United Kingdom Future-Bond Futures SHORT GILT FUTURE Sep14 0.00 WBU4 NULL Merrill Lynch 103.5000 GBP 1.0000 103.5400 106.0000 1.000000 0.0000 -1060.0000 0.0000 -1060.0000 0 -1060.0000 0.0000 U.K. pound Future-Bond GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
650 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 4 29/01/49 4 216346 NULL BNY Mellon 98.3100 GBP 1.0000 99.0500 9855262.0000 1.000000 9870044.8900 9688708.0700 9870044.8900 9688708.0700 163346.88 -180464.1100 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0002163466 IL30 IL30 2014-06-30 00:00:00.000
651 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 2.5 07/26/16 2.5 907532 NULL BNY Mellon 108.5114 GBP 1.0000 108.5697 824754031.8000 1.000000 900781814.0000 894952023.1000 900781814.0000 894952023.1000 8885471.62 -2541461.0300 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0009075325 IL30 IL30 2014-06-30 00:00:00.000
652 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 3.5 29/12/49 3.5 938628 NULL BNY Mellon 84.5400 GBP 1.0000 85.1500 23000000.0000 1.000000 21632756.6000 19444200.0000 21632756.6000 19444200.0000 65983.6 -2266507.0900 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB0009386284 IL30 IL30 2014-06-30 00:00:00.000
653 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 1.25 22/11/2017 1.25 B0V3WQ7 NULL BNY Mellon 108.7600 GBP 1.0000 108.8600 928225481.0000 1.000000 1014071995.0000 1009538033.0000 1014071995.0000 1009538033.0000 1261175.95 -5510864.8000 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B0V3WQ75 IL30 IL30 2014-06-30 00:00:00.000
654 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 2 22/01/2016 2 B3QCG24 NULL BNY Mellon 101.7600 GBP 1.0000 101.8000 252300000.0000 1.000000 256900382.0000 256740480.0000 256900382.0000 256740480.0000 2230276.24 -51682.9200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B3QCG246 IL30 IL30 2014-06-30 00:00:00.000
655 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 4.5 09/07/34 4.5 B52WS15 NULL BNY Mellon 117.7700 GBP 1.0000 118.2300 0.0000 1.000000 0.0000 0.0000 0.0000 0.0000 193480.43 0.0000 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B52WS153 IL30 IL30 2014-06-30 00:00:00.000
656 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 2.25 09/07/23 2.25 B7Z5365 NULL BNY Mellon 96.6000 GBP 1.0000 96.8800 459858200.0000 1.000000 443815327.7000 444223021.2000 443815327.7000 444223021.2000 2660598.54 393000.6700 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00B7Z53659 IL30 IL30 2014-06-30 00:00:00.000
657 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt Inflation Linked 0.125 11/22/19 0.13 BBDR7T2 NULL BNY Mellon 105.3100 GBP 1.0000 105.4400 57152816.4300 1.000000 60572355.3200 60187630.9900 60572355.3200 60187630.9900 7765.33 -578977.0200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BBDR7T29 IL30 IL30 2014-06-30 00:00:00.000
658 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 1.75 07/22/19 1.75 BDV0F15 NULL BNY Mellon 98.6500 GBP 1.0000 98.7700 219969000.0000 1.000000 216308633.3000 216999418.5000 216308633.3000 216999418.5000 1701417.67 665307.2200 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BDV0F150 IL30 IL30 2014-06-30 00:00:00.000
659 United Kingdom Government Debt Issue Debt Instruments United Kingdom Gilt 3.5 01/22/45 3.5 BN65R31 NULL BNY Mellon 101.2800 GBP 1.0000 101.8200 32992000.0000 1.000000 33208460.5100 33414297.6000 33208460.5100 33414297.6000 34499.17 205914.6300 0.0000 U.K. pound Government Debt Issue GB United Kingdom Government Sovereign Sovereign_si GB00BN65R313 IL30 IL30 2014-06-30 00:00:00.000
660 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.7% ACT/365 VS UKRPI Index ACT/365 1Jun62 0 100185IL01IRSGBP NULL LTAA1127186883 BNY Mellon 105.6687 GBP 1.0000 106.4900 20000000.0000 1.000000 20000000.0000 21133730.9700 20000000.0000 21133730.9700 0 1133730.9700 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.7% ACT/365 VS UKRPI Index ACT/365 1Jun62 IL30 IL30 2014-06-30 00:00:00.000
661 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.71% ACT/365 VS UKRPI Index ACT/365 30May43 0 101876IL01IRSGBP NULL 1.80E+12 BNY Mellon 103.9522 GBP 1.0000 104.3756 24200000.0000 1.000000 24200000.0000 25156431.1600 24200000.0000 25156431.1600 0 956431.1600 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.71% ACT/365 VS UKRPI Index ACT/365 30May43 IL30 IL30 2014-06-30 00:00:00.000
662 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.6475% VS UKRPI ACT/365 1Aug33 0 106428IL01IRSGBP NULL LTAA1127767533 BNY Mellon 102.3023 GBP 1.0000 102.5560 200000000.0000 1.000000 200000000.0000 204604542.5000 200000000.0000 204604542.5000 0 4604542.5100 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.6475% VS UKRPI ACT/365 1Aug33 IL30 IL30 2014-06-30 00:00:00.000
663 United Kingdom IFS Swap INF SWAP: Fix/Flo: GBP FIXED 3.315% VS UKRPI ACT/365 1Aug23 0 106432IL01IRSGBP NULL LTAA1127767706 BNY Mellon 101.3828 GBP 1.0000 101.5485 -100000000.0000 1.000000 -100000000.0000 -101382808.0000 -100000000.0000 -101382808.0000 0 -1382808.0100 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Fix/Flo: GBP FIXED 3.315% VS UKRPI ACT/365 1Aug23 IL30 IL30 2014-06-30 00:00:00.000
664 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.35% ACT/365 VS UKRPI Index ACT/365 09Oct23 0 110399IL01IRSGBP NULL LTAA1128194132 BNY Mellon 101.6347 GBP 1.0000 101.7921 -375000000.0000 1.000000 -375000000.0000 -381130058.8000 -375000000.0000 -381130058.8000 0 -6130058.7900 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.35% ACT/365 VS UKRPI Index ACT/365 09Oct23 IL30 IL30 2014-06-30 00:00:00.000
665 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.68% ACT/365 VS UKRPI Index ACT/365 10Oct33 0 110400IL01IRSGBP NULL LTAA1128194123 BNY Mellon 103.1841 GBP 1.0000 103.4459 125000000.0000 1.000000 125000000.0000 128980098.0000 125000000.0000 128980098.0000 0 3980097.9800 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.68% ACT/365 VS UKRPI Index ACT/365 10Oct33 IL30 IL30 2014-06-30 00:00:00.000
666 United Kingdom IFS Swap INF SWAP: Flo/Fix: GBP FIXED 3.56% ACT/365 VS UKRPI Index ACT/365 19Dec28 0 116800IL01IRSGBP NULL EKX5E BNY Mellon 102.2712 GBP 1.0000 102.3708 70000000.0000 1.000000 70000000.0000 71589870.6700 70000000.0000 71589870.6700 0 1589870.6700 0.0000 U.K. pound Inflation Swap GB United Kingdom INF SWAP: Flo/Fix: GBP FIXED 3.56% ACT/365 VS UKRPI Index ACT/365 19Dec28 IL30 IL30 2014-06-30 00:00:00.000
667 United Kingdom IFS Swap IRS: GBP FIXED 3.6325% VS UKRPI 4APRIL33 0 98093IL01IRSGBP NULL LTAA1127005789 BNY Mellon 103.0223 GBP 1.0000 103.2679 17400000.0000 1.000000 17400000.0000 17925888.8400 17400000.0000 17925888.8400 0 525888.8400 0.0000 U.K. pound Inflation Swap GB United Kingdom IRS: GBP FIXED 3.6325% VS UKRPI 4APRIL33 IL30 IL30 2014-06-30 00:00:00.000
668 United Kingdom IFS Swap IFS: Flo/Fix: GBP Fixed 3.535% ACT/365 VS UKRPI ACT/365 10Nov28 0 IGNIS 113590 NULL LTAA1128434697 BNY Mellon 102.1109 GBP 1.0000 102.2119 105000000.0000 1.000000 105000000.0000 107216452.2000 105000000.0000 107216452.2000 0 2216452.1500 0.0000 U.K. pound Inflation Swap GB United Kingdom IFS: Flo/Fix: GBP Fixed 3.535% ACT/365 VS UKRPI ACT/365 10Nov28 IL30 IL30 2014-06-30 00:00:00.000
669 United Kingdom IFS Swap 131813-IFS: Flo/Fix: P135000000GBP IrregularSpd 0% R135000000GBP Irregular@3.56% (20/12/13-20/12/28) 0 IGNIS IRS116865GBP NULL EKX6R BNY Mellon 102.2710 GBP 1.0000 102.3706 135000000.0000 1.000000 135000000.0000 138065878.2000 135000000.0000 138065878.2000 0 3065878.2200 0.0000 U.K. pound Inflation Swap GB United Kingdom 131813-IFS: Flo/Fix: P135000000GBP IrregularSpd 0% R135000000GBP Irregular@3.56% (20/12/13-20/12/28) IL30 IL30 2014-06-30 00:00:00.000
670 United Kingdom IFS Swap 133593-IRS: Flo/Fix: P48500000GBP IrregularSpd 0% R48500000GBP 0 IGNIS 118391GBP NULL LTAA1128998833 BNY Mellon 101.6503 GBP 1.0000 101.7455 48500000.0000 1.000000 48500000.0000 49300392.9900 48500000.0000 49300392.9900 0 800392.9900 0.0000 U.K. pound Inflation Swap GB United Kingdom 133593-IRS: Flo/Fix: P48500000GBP IrregularSpd 0% R48500000GBP Irregular@3.53% (14/01/14-15/01/29) IL30 IL30 2014-06-30 00:00:00.000
671 United Kingdom IFS Swap 133593-IRS: Flo/Fix: P72000000GBP IrregularSpd 0% R72000000GBP 0 IGNIS 118473GBP NULL LTAA1129011943 BNY Mellon 101.6503 GBP 1.0000 101.7455 72000000.0000 1.000000 72000000.0000 73188212.2800 72000000.0000 73188212.2800 0 1188212.2800 0.0000 U.K. pound Inflation Swap GB United Kingdom 133593-IRS: Flo/Fix: P72000000GBP IrregularSpd 0% R72000000GBP IrregularSpd 0% R48500000GBP Irregular@3.53% (15/01/14-15/01/29) IL30 IL30 2014-06-30 00:00:00.000
672 United Kingdom IFS Swap 134092-IRS: Flo/Fix: P17000000GBP IrregularSpd 0% R17000000GBP 0 IGNIS 118809GBP NULL 89321295 BNY Mellon 100.3699 GBP 1.0000 101.1210 17000000.0000 1.000000 17000000.0000 17062880.8600 17000000.0000 17062880.8600 0 62880.8600 0.0000 U.K. pound Inflation Swap GB United Kingdom 134092-IRS: Flo/Fix: P17000000GBP IrregularSpd 0% R17000000GBP Irregular@3.65% (21/01/14-21/01/64) IL30 IL30 2014-06-30 00:00:00.000
673 United Kingdom IFS Swap 138998-IRS: Flo/Fix: P87400000GBP IrregularSpd 0% R87400000GBP Semi-annual@3.56% (04/03/14-04/03/34) 0 IGNIS 121287GBP NULL LTAA1129428472 BNY Mellon 100.1194 GBP 1.0000 100.3789 87400000.0000 1.000000 87400000.0000 87504335.8200 87400000.0000 87504335.8200 0 104335.8200 0.0000 U.K. pound Inflation Swap GB United Kingdom 138998-IRS: Flo/Fix: P87400000GBP IrregularSpd 0% R87400000GBP Semi-annual@3.56% (04/03/14-04/03/34) IL30 IL30 2014-06-30 00:00:00.000
674 United Kingdom IFS Swap 139194-IRS: Flo/Fix: P58029000GBP IrregularSpd 0% R58029000GBP Irregular@3.49% (05/03/14-05/03/29) 0 IGNIS 121831GBP NULL D140595928680 BNY Mellon 101.1062 GBP 1.0000 101.1955 58029000.0000 1.000000 58029000.0000 58670933.9800 58029000.0000 58670933.9800 0 641933.9800 0.0000 U.K. pound Inflation Swap GB United Kingdom 139194-IRS: Flo/Fix: P58029000GBP IrregularSpd 0% R58029000GBP Irregular@3.49% (05/03/14-05/03/29) IL30 IL30 2014-06-30 00:00:00.000
675 United Kingdom IFS Swap 140626-IRS: Flo/Fix: P81800000GBP IrregularSpd 0% R138639000GBP Irregular@3.465% (18/03/14-18/03/26) 0 IGNIS 122734GBP NULL LTAA1276674120 BNY Mellon 100.7114 GBP 1.0000 100.7990 81800000.0000 1.000000 81800000.0000 82381885.1500 81800000.0000 82381885.1500 0 581885.1500 0.0000 U.K. pound Inflation Swap GB United Kingdom 140626-IRS: Flo/Fix: P81800000GBP IrregularSpd 0% R138639000GBP Irregular@3.465% (18/03/14-18/03/26) IL30 IL30 2014-06-30 00:00:00.000
676 United Kingdom IFS Swap 141921-IRS: Fix/Flo: P82300000GBP Irregular@3.6375% R82300000GBP IrregularSpd 0% (25/03/14-25/03/54) 0 IGNIS 123340GBP NULL LTAA1129507836 BNY Mellon 101.1558 GBP 1.0000 101.7288 -82300000.0000 1.000000 -82300000.0000 -83251241.2500 -82300000.0000 -83251241.2500 0 -951241.2500 0.0000 U.K. pound Inflation Swap GB United Kingdom 141921-IRS: Fix/Flo: P82300000GBP Irregular@3.6375% R82300000GBP IrregularSpd 0% (25/03/14-25/03/54) IL30 IL30 2014-06-30 00:00:00.000
677 United Kingdom IFS Swap 141992-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.6525% (25/03/14-25/03/64) 0 IGNIS 123343GBP NULL LTAA1129507867 BNY Mellon 100.6540 GBP 1.0000 101.4082 41150000.0000 1.000000 41150000.0000 41419109.7800 41150000.0000 41419109.7800 0 269109.7800 0.0000 U.K. pound Inflation Swap GB United Kingdom 141992-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.6525% (25/03/14-25/03/64) IL30 IL30 2014-06-30 00:00:00.000
678 United Kingdom IFS Swap 142448-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6625% (28/03/14-28/03/4 0 IGNIS 123577GBP NULL LTAA1129551732 BNY Mellon 101.2157 GBP 1.0000 101.6250 41150000.0000 1.000000 41150000.0000 41650270.9000 41150000.0000 41650270.9000 0 500270.9000 0.0000 U.K. pound Inflation Swap GB United Kingdom 142448-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6625% (28/03/14-28/03/4 IL30 IL30 2014-06-30 00:00:00.000
679 United Kingdom IFS Swap 142460-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6525% (28/03/14-28/03/6 0 IGNIS 123578GBP NULL LTAA1129551748 BNY Mellon 100.6538 GBP 1.0000 101.4078 41150000.0000 1.000000 41150000.0000 41419037.9400 41150000.0000 41419037.9400 0 269037.9400 0.0000 U.K. pound Inflation Swap GB United Kingdom 142460-Infl Swap: Flo/Fix: P800000GBP Continuously compoundedSpd 0% R800000GBP Continuously compounded@3.6525% (28/03/14-28/03/6 IL30 IL30 2014-06-30 00:00:00.000
680 United Kingdom IFS Swap 142484-Infl Swap: Fix/Flo: P1600000GBP Irregular@3.6375% R1600000GBP Irregular 0% (28/03/14-28/03/54) 0 IGNIS 123579GBP NULL LTAA1129603773 BNY Mellon 101.1552 GBP 1.0000 101.7280 -82300000.0000 1.000000 -82300000.0000 -83250759.9100 -82300000.0000 -83250759.9100 0 -950759.9100 0.0000 U.K. pound Inflation Swap GB United Kingdom 142484-Infl Swap: Fix/Flo: P1600000GBP Irregular@3.6375% R1600000GBP Irregular 0% (28/03/14-28/03/54) IL30 IL30 2014-06-30 00:00:00.000
681 United Kingdom IFS Swap 142715-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.66% (31/03/14-31/03/44) 0 IGNIS 123637GBP NULL LTAA1129560296 BNY Mellon 101.1349 GBP 1.0000 101.5436 41150000.0000 1.000000 41150000.0000 41617025.6200 41150000.0000 41617025.6200 0 467025.6200 0.0000 U.K. pound Inflation Swap GB United Kingdom 142715-Infl Swap: Flo/Fix: P41150000GBP IrregularSpd 0% R41150000GBP Irregular@3.66% (31/03/14-31/03/44) IL30 IL30 2014-06-30 00:00:00.000
682 United Kingdom IFS Swap 142695-Infl Swap: Fix/Flo: P82300000GBP Irregular@3.64125% R82300000GBP IrregularSpd 0% (31/03/14-31/03/54) 0 IGNIS 123640GBP NULL LTAA1129560306 BNY Mellon 101.3236 GBP 1.0000 101.8979 -82300000.0000 1.000000 -82300000.0000 -83389340.8800 -82300000.0000 -83389340.8800 0 -1089340.8800 0.0000 U.K. pound Inflation Swap GB United Kingdom 142695-Infl Swap: Fix/Flo: P82300000GBP Irregular@3.64125% R82300000GBP IrregularSpd 0% (31/03/14-31/03/54) IL30 IL30 2014-06-30 00:00:00.000
683 United Kingdom IFS Swap 144289-Infl Swap: Fix/Flo: P25637500GBP Irregular@3.625% R25637500GBP IrregularSpd 0% (09/04/14-09/04/54) 0 IGNIS 124276GBP NULL LTAA1129659014 BNY Mellon 100.5952 GBP 1.0000 101.1624 -25637500.0000 1.000000 -25637500.0000 -25790097.9900 -25637500.0000 -25790097.9900 0 -152597.9900 0.0000 U.K. pound Inflation Swap GB United Kingdom 144289-Infl Swap: Fix/Flo: P25637500GBP Irregular@3.625% R25637500GBP IrregularSpd 0% (09/04/14-09/04/54) IL30 IL30 2014-06-30 00:00:00.000
684 United Kingdom IFS Swap 144292-Infl Swap: Flo/Fix: P20510000GBP IrregularSpd 0% R20510000GBP Irregular@3.6475% (09/04/14-09/04/64) 0 IGNIS 124277GBP NULL LTAA1129659015 BNY Mellon 100.3579 GBP 1.0000 101.1078 20510000.0000 1.000000 20510000.0000 20583411.1600 20510000.0000 20583411.1600 0 73411.1600 0.0000 U.K. pound Inflation Swap GB United Kingdom 144292-Infl Swap: Flo/Fix: P20510000GBP IrregularSpd 0% R20510000GBP Irregular@3.6475% (09/04/14-09/04/64) IL30 IL30 2014-06-30 00:00:00.000
685 United Kingdom IFS Swap 148387-Infl Swap: Flo/Fix: P27000000GBP IrregularSpd 0% R27000000GBP Irregular@3.6325% (16/05/14-16/05/44) 0 IGNIS 126385GBP NULL EM39N BNY Mellon 100.0749 GBP 1.0000 100.4753 27000000.0000 1.000000 27000000.0000 27020219.3100 27000000.0000 27020219.3100 0 20219.3100 0.0000 U.K. pound Inflation Swap GB United Kingdom 148387-Infl Swap: Flo/Fix: P27000000GBP IrregularSpd 0% R27000000GBP Irregular@3.6325% (16/05/14-16/05/44) IL30 IL30 2014-06-30 00:00:00.000
686 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.55% VS FLOATING UKRPI Index ACT/365 4/27/2062 0 74595IL01IRSGBP NULL LTAA1125237213 BNY Mellon 96.2373 GBP 1.0000 96.9619 5000000.0000 1.000000 5000000.0000 4811867.4900 5000000.0000 4811867.4900 0 -188132.5100 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.55% VS FLOATING UKRPI Index ACT/365 4/27/2062 IL30 IL30 2014-06-30 00:00:00.000
687 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.375% VS UKRPI ACT/365 12Jun42 0 77840IL01IRSGBP NULL D020587565900 BNY Mellon 93.4044 GBP 1.0000 93.7601 5000000.0000 1.000000 5000000.0000 4670222.0400 5000000.0000 4670222.0400 0 -329777.9600 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.375% VS UKRPI ACT/365 12Jun42 IL30 IL30 2014-06-30 00:00:00.000
688 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.3075% VS FLOATING UKRPI ACT/365 12/07/2052 0 80453IL01IRSGBP NULL 8371096-1 BNY Mellon 87.9926 GBP 1.0000 88.4531 8000000.0000 1.000000 8000000.0000 7039405.1800 8000000.0000 7039405.1800 0 -960594.8200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.3075% VS FLOATING UKRPI ACT/365 12/07/2052 IL30 IL30 2014-06-30 00:00:00.000
689 United Kingdom IFS Swap IRS: Fix/Flo: GBP FIXED 3.31% ACT/365 VS UKRPI ACT/365 05OCT62 0 85995IL01IRSGBP NULL D020589163627 BNY Mellon 82.0857 GBP 1.0000 82.6480 5325000.0000 1.000000 5325000.0000 4371065.2700 5325000.0000 4371065.2700 0 -953934.7300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.31% ACT/365 VS UKRPI ACT/365 05OCT62 IL30 IL30 2014-06-30 00:00:00.000
690 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 3.33% ACT/365 VS LIBOR 6MONTH ACT/365 27Jun63 3.33 104307IL01IRSGBP NULL D030592640492 BNY Mellon 102.7254 GBP 1.0000 103.4353 -25000000.0000 1.000000 -25000000.0000 -25681348.0000 -25000000.0000 -25681348.0000 0 -681348.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 3.33% ACT/365 VS LIBOR 6MONTH ACT/365 27Jun63 IL30 IL30 2014-06-30 00:00:00.000
691 United Kingdom IRS Swap IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 3.75 107516AIL01IRSGBP NULL D030593353288 BNY Mellon 101.1154 GBP 1.0000 101.2949 -75000000.0000 1.000000 -75000000.0000 -75836516.0000 -75000000.0000 -75836516.0000 0 -836516.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 IL30 IL30 2014-06-30 00:00:00.000
692 United Kingdom IRS Swap IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 3.75 107516BIL01IRSGBP NULL D030593353295 BNY Mellon 101.1154 GBP 1.0000 101.2949 -75000000.0000 1.000000 -75000000.0000 -75836516.0000 -75000000.0000 -75836516.0000 0 -836516.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP FIXED 3.745% SEMI-ANNUAL VS LIBOR 6MONTH ACT/360 22Aug43 IL30 IL30 2014-06-30 00:00:00.000
693 United Kingdom IRS Swap IRS: Flo/Flo: GBP Float Libor Basis -19bps VS GBP 30y Sonia ACT/365 12Jul42 0.33 80481IL01IRSGBP NULL D020587985986 BNY Mellon 99.5528 GBP 1.0000 99.5481 30000000.0000 1.000000 30000000.0000 29865852.0000 30000000.0000 29865852.0000 0 -134148.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Flo: GBP Float Libor Basis -19bps VS GBP 30y Sonia ACT/365 12Jul42 IL30 IL30 2014-06-30 00:00:00.000
694 United Kingdom IRS Swap IRS: Flo/Fix: GBP Fixed 2.2475% VS SONIO/N O/N ACT/365 1Nov23 2.25 IGNIS 113036 NULL 5456738LS BNY Mellon 99.0231 GBP 1.0000 99.3044 -50000000.0000 1.000000 -50000000.0000 -49511570.0000 -50000000.0000 -49511570.0000 0 488430.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP Fixed 2.2475% VS SONIO/N O/N ACT/365 1Nov23 IL30 IL30 2014-06-30 00:00:00.000
695 United Kingdom IRS Swap IRS: Flo/Fix: GBP Fixed 2.3238% ACT/365 VS SONIO/N ACT/365 13Nov23 2.32 IGNIS 113579 NULL D130594418729 BNY Mellon 99.6527 GBP 1.0000 99.9361 -95000000.0000 1.000000 -95000000.0000 -94670093.5000 -95000000.0000 -94670093.5000 0 329906.5000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Flo/Fix: GBP Fixed 2.3238% ACT/365 VS SONIO/N ACT/365 13Nov23 IL30 IL30 2014-06-30 00:00:00.000
696 United Kingdom IRS Swap 127843-IRS: Fix/Flo: P75000000GBP Annual@2.39% R75000000GBP 2.39 IGNIS 113815 NULL 5542581LS BNY Mellon 100.2035 GBP 1.0000 100.4886 -75000000.0000 1.000000 -75000000.0000 -75152632.5000 -75000000.0000 -75152632.5000 0 -152632.5000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 127843-IRS: Fix/Flo: P75000000GBP Annual@2.39% R75000000GBP AnnualSpd 0% (13/11/13-13/11/23) IL30 IL30 2014-06-30 00:00:00.000
697 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 2.468% VS SONIO/N ACT/365 05Dec23 2.47 IGNIS 115553GBP NULL BNY Mellon 100.8269 GBP 1.0000 101.1154 -100000000.0000 1.000000 -100000000.0000 -100826917.0000 -100000000.0000 -100826917.0000 0 -826917.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 2.468% VS SONIO/N ACT/365 05Dec23 IL30 IL30 2014-06-30 00:00:00.000
698 United Kingdom IRS Swap 131809-IRS: Fix/Flo: P100000000GBP Annual@2.5775% R100000000GBP AnnualSpd 0% (20/12/13-20/12/23) 2.58 IGNIS IRS116877GBP NULL BNY Mellon 101.7373 GBP 1.0000 102.0291 -100000000.0000 1.000000 -100000000.0000 -101737266.0000 -100000000.0000 -101737266.0000 0 -1737266.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 131809-IRS: Fix/Flo: P100000000GBP Annual@2.5775% R100000000GBP AnnualSpd 0% (20/12/13-20/12/23) IRS IL30 IL30 2014-06-30 00:00:00.000
699 United Kingdom IRS Swap 133452-IRS: Fix/Flo: P112000000GBP Annual@2.4775% R112000000GBP 2.48 IGNIS 118344GBP NULL 5859303LS BNY Mellon 100.8413 GBP 1.0000 101.1331 -112000000.0000 1.000000 -112000000.0000 -112942273.0000 -112000000.0000 -112942273.0000 0 -942273.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 133452-IRS: Fix/Flo: P112000000GBP Annual@2.4775% R112000000GBP AnnualSpd 0% (14/01/14-14/01/24) IL30 IL30 2014-06-30 00:00:00.000
700 United Kingdom IRS Swap 141059-IRS: Fix/Flo: P53200000GBP Semi-annual@3.55% R53200000GBP Semi-annualSpd 0% (19/03/29-19/03/44) 3.55 IGNIS 122932GBP NULL D140596160611 BNY Mellon 99.8168 GBP 1.0000 99.9894 -53200000.0000 1.000000 -53200000.0000 -53102521.6400 -53200000.0000 -53102521.6400 0 97478.3600 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141059-IRS: Fix/Flo: P53200000GBP Semi-annual@3.55% R53200000GBP Semi-annualSpd 0% (19/03/29-19/03/44) IL30 IL30 2014-06-30 00:00:00.000
701 United Kingdom IRS Swap 141066-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.77% (19/03/14-19/03/24) 2.77 IGNIS 122933GBP NULL D140596163456 BNY Mellon 100.1849 GBP 1.0000 100.4579 122700000.0000 1.000000 122700000.0000 122926921.4000 122700000.0000 122926921.4000 0 226921.3800 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141066-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.77% (19/03/14-19/03/24) IL30 IL30 2014-06-30 00:00:00.000
702 United Kingdom IRS Swap 141072-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.7775% (19/03/14-19/03/24) 2.78 IGNIS 122934GBP NULL D140596173392 BNY Mellon 100.2498 GBP 1.0000 100.5229 122700000.0000 1.000000 122700000.0000 123006516.9000 122700000.0000 123006516.9000 0 306516.8700 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141072-IRS: Flo/Fix: P122700000GBP Semi-annualSpd 0% R122700000GBP Semi-annual@2.7775% (19/03/14-19/03/24) IL30 IL30 2014-06-30 00:00:00.000
703 United Kingdom IRS Swap 141236-IRS: Fix/Flo: P2900000GBP Semi-annual@3.59875% R2900000GBP Semi-annualSpd 0% (20/03/29-20/03/44) 3.6 IGNIS 123023GBP NULL SW28366456 BNY Mellon 100.1706 GBP 1.0000 100.3454 -147100000.0000 1.000000 -147100000.0000 -147350996.7000 -147100000.0000 -147350996.7000 0 -250996.7300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141236-IRS: Fix/Flo: P2900000GBP Semi-annual@3.59875% R2900000GBP Semi-annualSpd 0% (20/03/29-20/03/44) IL30 IL30 2014-06-30 00:00:00.000
704 United Kingdom IRS Swap 141634-IRS: Flo/Fix: P2340000GBP Semi-annualSpd 0% R2340000GBP Semi-annual@2.7965% (24/03/14-24/03/24) 2.8 IGNIS 123280GBP NULL D140596229000.2 BNY Mellon 100.4049 GBP 1.0000 100.6789 123480000.0000 1.000000 123480000.0000 123980019.9000 123480000.0000 123980019.9000 0 500019.9100 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141634-IRS: Flo/Fix: P2340000GBP Semi-annualSpd 0% R2340000GBP Semi-annual@2.7965% (24/03/14-24/03/24) IL30 IL30 2014-06-30 00:00:00.000
705 United Kingdom IRS Swap 141765-IRS: Fix/Flo: P164700000GBP Semi-annual@3.5625% R164700000GBP Semi-annualSpd 0% (26/03/29-26/03/44) 3.56 IGNIS 123320GBP NULL LTAA1129498837 BNY Mellon 99.9126 GBP 1.0000 100.0859 -247050000.0000 1.000000 -247050000.0000 -246833954.8000 -247050000.0000 -246833954.8000 0 216045.2200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 141765-IRS: Fix/Flo: P164700000GBP Semi-annual@3.5625% R164700000GBP Semi-annualSpd 0% (26/03/29-26/03/44) IL30 IL30 2014-06-30 00:00:00.000
706 United Kingdom IRS Swap 142381-IRS: Flo/Fix: P28000000GBP 10Y @2.79% Semi Annual Act/365 vs 6M GBP 2.79 IGNIS 123571GBP NULL D140596324044 BNY Mellon 100.3421 GBP 1.0000 100.6164 28000000.0000 1.000000 28000000.0000 28095799.2000 28000000.0000 28095799.2000 0 95799.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 142381-IRS: Flo/Fix: P28000000GBP 10Y @2.79% Semi Annual Act/365 vs 6M GBP IL30 IL30 2014-06-30 00:00:00.000
707 United Kingdom IRS Swap 142867-IRS: Flo/Fix: P58400000GBP IrregularSpd 0% R5840000 Irregular@2.784% (01/04/14-01/04/24) 2.78 IGNIS 123727GBP NULL D140596368421 BNY Mellon 100.2828 GBP 1.0000 100.5573 58400000.0000 1.000000 58400000.0000 58565155.2000 58400000.0000 58565155.2000 0 165155.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 142867-IRS: Flo/Fix: P58400000GBP IrregularSpd 0% R5840000 Irregular@2.784% (01/04/14-01/04/24) IL30 IL30 2014-06-30 00:00:00.000
708 United Kingdom IRS Swap 146578-IRS: Flo/Fix: P150000000GBP Semi-annualSpd 0% R150000000GBP Semi-annual@2.7575% (30/04/14-30/04/24) 2.76 IGNIS 125327GBP NULL SW28950253 BNY Mellon 99.9987 GBP 1.0000 100.2754 150000000.0000 1.000000 150000000.0000 149998110.0000 150000000.0000 149998110.0000 0 -1890.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 146578-IRS: Flo/Fix: P150000000GBP Semi-annualSpd 0% R150000000GBP Semi-annual@2.7575% (30/04/14-30/04/24) IL30 IL30 2014-06-30 00:00:00.000
709 United Kingdom IRS Swap 147352-IRS: Fix/Flo: P2300000GBP Semi-annual@3.56% R2300000GBP Semi-annualSpd 0% (08/05/29-08/05/44) 3.56 IGNIS 125816GBP NULL 6.80E+12 BNY Mellon 99.9267 GBP 1.0000 100.1008 -44800000.0000 1.000000 -44800000.0000 -44767143.6800 -44800000.0000 -44767143.6800 0 32856.3200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 147352-IRS: Fix/Flo: P2300000GBP Semi-annual@3.56% R2300000GBP Semi-annualSpd 0% (08/05/29-08/05/44) IL30 IL30 2014-06-30 00:00:00.000
710 United Kingdom IRS Swap 151090-IRS: Fix/Flo: P12800000GBP Semi-annual@3.1925% R12800000GBP Semi-annualSpd 0% (28/05/14-28/05/64) 3.19 IGNIS 127034GBP NULL YM01A BNY Mellon 99.3417 GBP 1.0000 100.0391 -12800000.0000 1.000000 -12800000.0000 -12715733.7600 -12800000.0000 -12715733.7600 0 84266.2400 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 151090-IRS: Fix/Flo: P12800000GBP Semi-annual@3.1925% R12800000GBP Semi-annualSpd 0% (28/05/14-28/05/64) IL30 IL30 2014-06-30 00:00:00.000
711 United Kingdom IRS Swap 152612-IRS: Fix/Flo: P73000000GBP Semi-annual@3.594% R73000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.59 IGNIS 127591GBP NULL 6584048LS BNY Mellon 100.1921 GBP 1.0000 100.3683 -73000000.0000 1.000000 -73000000.0000 -73140247.6000 -73000000.0000 -73140247.6000 0 -140247.6000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152612-IRS: Fix/Flo: P73000000GBP Semi-annual@3.594% R73000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
712 United Kingdom IRS Swap 152621-IRS: Fix/Flo: P46000000GBP Semi-annual@3.59875% R46000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.6 IGNIS 127592GBP NULL D140597243647.1 BNY Mellon 100.2263 GBP 1.0000 100.4027 -46000000.0000 1.000000 -46000000.0000 -46104084.2000 -46000000.0000 -46104084.2000 0 -104084.2000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152621-IRS: Fix/Flo: P46000000GBP Semi-annual@3.59875% R46000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
713 United Kingdom IRS Swap 152705-IRS: Fix/Flo: P54000000GBP Semi-annual@3.6% R54000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) 3.6 IGNIS 127604GBP NULL 6.80E+12 BNY Mellon 100.2353 GBP 1.0000 100.4117 -54000000.0000 1.000000 -54000000.0000 -54127040.4000 -54000000.0000 -54127040.4000 0 -127040.4000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 152705-IRS: Fix/Flo: P54000000GBP Semi-annual@3.6% R54000000GBP Semi-annualSpd 0% (05/06/29-05/06/44) IL30 IL30 2014-06-30 00:00:00.000
714 United Kingdom IRS Swap 154739-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) 3.6 IGNIS 128011GBP NULL 20657556B BNY Mellon 100.2403 GBP 1.0000 100.4169 -53300000.0000 1.000000 -53300000.0000 -53428085.2300 -53300000.0000 -53428085.2300 0 -128085.2300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154739-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) IL30 IL30 2014-06-30 00:00:00.000
715 United Kingdom IRS Swap 154764-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) 3.6 IGNIS 128011RBSGBP NULL IRS1124666_B001 BNY Mellon 100.2403 GBP 1.0000 100.4169 -53300000.0000 1.000000 -53300000.0000 -53428085.2300 -53300000.0000 -53428085.2300 0 -128085.2300 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154764-IRS: Fix/Flo: P53300000GBP Semi-annual@3.6% R53300000GBP Semi-annualSpd 0% (12/06/29-12/06/44) IL30 IL30 2014-06-30 00:00:00.000
716 United Kingdom IRS Swap 154778-IRS: Fix/Flo: P50900000GBP Semi-annual@3.59% R50900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) 3.59 IGNIS 128114GBP NULL 20657909B BNY Mellon 100.1692 GBP 1.0000 100.3454 -50900000.0000 1.000000 -50900000.0000 -50986102.4400 -50900000.0000 -50986102.4400 0 -86102.4400 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154778-IRS: Fix/Flo: P50900000GBP Semi-annual@3.59% R50900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) IL30 IL30 2014-06-30 00:00:00.000
717 United Kingdom IRS Swap 154787-IRS: Fix/Flo: P31900000GBP Semi-annual@3.5925% R31900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) 3.59 IGNIS 128139GBP NULL 20658615B BNY Mellon 100.1871 GBP 1.0000 100.3634 -31900000.0000 1.000000 -31900000.0000 -31959691.2800 -31900000.0000 -31959691.2800 0 -59691.2800 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 154787-IRS: Fix/Flo: P31900000GBP Semi-annual@3.5925% R31900000GBP Semi-annualSpd 0% (13/06/29-13/06/44) IL30 IL30 2014-06-30 00:00:00.000
718 United Kingdom IRS Swap 155417-IRS: Fix/Flo: P64900000GBP Semi-annual@3.546% R64900000GBP Semi-annualSpd 0% (16/06/29-16/06/44) 3.55 IGNIS 128283GBP NULL 6628554LS BNY Mellon 99.8553 GBP 1.0000 100.0297 -64900000.0000 1.000000 -64900000.0000 -64806102.6800 -64900000.0000 -64806102.6800 0 93897.3200 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 155417-IRS: Fix/Flo: P64900000GBP Semi-annual@3.546% R64900000GBP Semi-annualSpd 0% (16/06/29-16/06/44) IL30 IL30 2014-06-30 00:00:00.000
719 United Kingdom IRS Swap 157598-IRS: Fix/Flo: P186700000GBP Semi-annual@3.543% R186700000GBP Semi-annualSpd 0% (25/06/29-25/06/44) 3.54 IGNIS 128790GBP NULL D140596324044 BNY Mellon 99.8406 GBP 1.0000 100.0150 -196500000.0000 1.000000 -196500000.0000 -196186700.4000 -196500000.0000 -196186700.4000 0 313299.6000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom 157598-IRS: Fix/Flo: P186700000GBP Semi-annual@3.543% R186700000GBP Semi-annualSpd 0% (25/06/29-25/06/44) IL30 IL30 2014-06-30 00:00:00.000
720 United Kingdom IRS Swap IRS: Fix/Flo: GBP FIXED 2.359% VS SONIO/N O/N /365 06Nov23 2.36 IGNIS IRS113372 NULL 5482289LS BNY Mellon 99.9544 GBP 1.0000 100.2383 -70000000.0000 1.000000 -70000000.0000 -69968101.0000 -70000000.0000 -69968101.0000 0 31899.0000 0.0000 U.K. pound Interest Rate Swap GB United Kingdom IRS: Fix/Flo: GBP FIXED 2.359% VS SONIO/N O/N /365 06Nov23 IL30 IL30 2014-06-30 00:00:00.000
721 United Kingdom OTC FX Options Option FXOPTION GBP CALL JPY PUT 175 10OCT14 0.00 FXOPT_126866 NULL 41305579 BNY Mellon 0.8929 GBP 1.0000 0.7792 189609000.0000 1.000000 2063350.9900 1693018.7600 2063350.9900 1693018.7600 0 -370332.2300 0.0000 U.K. pound OTC FX Options GB United Kingdom FXOPTION GBP CALL JPY PUT 175 10OCT14 IL30 IL30 2014-06-30 00:00:00.000
722 United Kingdom OTC FX Options Option FXOPTION GBP CALL JPY PUT 175 10OCT14 0.00 FXOPT_126866 GS NULL "EDQE400002220040S0" BNY Mellon 0.8929 GBP 1.0000 0.7792 181481000.0000 1.000000 1980865.1100 1620443.8500 1980865.1100 1620443.8500 0 -360421.2600 0.0000 U.K. pound OTC FX Options GB United Kingdom FXOPTION GBP CALL JPY PUT 175 10OCT14 IL30 IL30 2014-06-30 00:00:00.000
723 United Kingdom OTC FX Options Option FXOPTION GBP CALL JPY PUT 175 10OCT14 0.00 FXOPT_126866 GS NULL "EDQE400002220040S0" BNY Mellon 0.8929 GBP 1.0000 0.7792 8128000.0000 1.000000 89193.9900 72574.9100 89193.9900 72574.9100 0 -16619.0800 0.0000 U.K. pound OTC FX Options GB United Kingdom FXOPTION GBP CALL JPY PUT 175 10OCT14 IL30 IL30 2014-06-30 00:00:00.000
724 United Kingdom Repo MoneyMarket REPO UKT 1 3/4 07/22/19 (LN*) GB00BDV0F150 0.49 IGNIS 128320 REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -11886000.0000 1.000000 -11886000.0000 -11886000.0000 -11886000.0000 -11886000.0000 -2233.92 0.0000 0.0000 U.K. pound Repurchase Agreements GB United Kingdom REPO UKT 1 3/4 07/22/19 (LN*) GB00BDV0F150 IL30 IL30 2014-06-30 00:00:00.000
725 United Kingdom Repo MoneyMarket REPO UKTI 1 1/4 11/22/17 3MO (LN*) GB00B0V3WQ75 0.48 IGNIS 128372 REPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 -205576800.0000 1.000000 -205576800.0000 -205576800.0000 -205576800.0000 -205576800.0000 -35145.18 0.0000 0.0000 U.K. pound Repurchase Agreements GB United Kingdom REPO UKTI 1 1/4 11/22/17 3MO (LN*) GB00B0V3WQ75 IL30 IL30 2014-06-30 00:00:00.000
726 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 0.4 IGNIS 126831 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 120000000.0000 1.000000 120000000.0000 120000000.0000 120000000.0000 120000000.0000 46027.4 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 IL30 IL30 2014-06-30 00:00:00.000
727 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 0.4 IGNIS 126832 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 120000000.0000 1.000000 120000000.0000 120000000.0000 120000000.0000 120000000.0000 46027.4 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/49 GB00B39R3707 IL30 IL30 2014-06-30 00:00:00.000
728 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 4 1/4 12/07/40 GB00B6460505 0.42 IGNIS 127357 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 52999999.8600 1.000000 52999999.8600 52999999.8600 52999999.8600 52999999.8600 17686.03 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 4 1/4 12/07/40 GB00B6460505 IL30 IL30 2014-06-30 00:00:00.000
729 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 1 1/4 07/22/18 GB00B8KP6M44 0.42 IGNIS 127378 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 110000000.0000 1.000000 110000000.0000 110000000.0000 110000000.0000 110000000.0000 35441.1 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 1 1/4 07/22/18 GB00B8KP6M44 IL30 IL30 2014-06-30 00:00:00.000
730 United Kingdom Reverse Repo MoneyMarket REVERSEREPO UKT 3 1/2 07/22/68 GB00BBJNQY21 0.27 IGNIS 129219 REVERSEREPO NULL BNY Mellon 100.0000 GBP 1.0000 100.0000 136999999.5000 1.000000 136999999.5000 136999999.5000 136999999.5000 136999999.5000 1013.42 0.0000 0.0000 U.K. pound Reverse Repurchase Agreement GB United Kingdom REVERSEREPO UKT 3 1/2 07/22/68 GB00BBJNQY21 IL30 IL30 2014-06-30 00:00:00.000
731 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y30Y 9MAY16-9MAY46 3.395 0.00 100648 NULL LTAA1127242261 BNY Mellon 5.1416 GBP 1.0000 5.3997 -75000000.0000 1.000000 -6390000.0000 -3856169.0000 -6390000.0000 -3856169.0000 0 2533831.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y30Y 9MAY16-9MAY46 3.395 IL30 IL30 2014-06-30 00:00:00.000
732 United Kingdom Swaption - Interest Rate Option GBPSWN 1Y30Y 29Aug44 30y 3.49375 0.00 107818 NULL LTAA1127929207 BNY Mellon 0.1005 GBP 1.0000 0.0732 200000000.0000 1.000000 10040000.0000 201057.0000 10040000.0000 201057.0000 0 -9838943.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 1Y30Y 29Aug44 30y 3.49375 IL30 IL30 2014-06-30 00:00:00.000
733 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y30Y 5SEP16-5SEP46 3.732 0.00 108103 NULL LTAA1127952808 BNY Mellon 8.8130 GBP 1.0000 9.1800 75000000.0000 1.000000 6350000.0000 6609737.0000 6350000.0000 6609737.0000 0 259737.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom Funds Index Fund Equity Fund_si FIA Antares IL30 IL30 2014-06-30 00:00:00.000
734 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185a NULL LTAA1128166975 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
735 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185b NULL LTAA1128166980 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
736 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 0.00 110185c NULL LTAA1128166982 BNY Mellon 1.0118 GBP 1.0000 1.0543 -500000000.0000 1.000000 -7650000.0000 -5059227.0000 -7650000.0000 -5059227.0000 0 2590773.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 2Y3Y 5OCT15-5OCT18 2.48 IL30 IL30 2014-06-30 00:00:00.000
737 United Kingdom Swaption - Interest Rate Option GBPSWN 10Y20Y 4.9 15Mar2042 0.00 71848 NULL SPN1079856 BNY Mellon 3.3000 GBP 1.0000 3.3146 -50000000.0000 1.000000 -2450000.0000 -1650000.0000 -2450000.0000 -1650000.0000 0 800000.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
738 United Kingdom Swaption - Interest Rate Option GPBSWN 10Y20Y 3.68 5JUL2022 20220705 Payer 0.00 72560 NULL LTAA1125571424 BNY Mellon 8.0576 GBP 1.0000 8.0930 40000000.0000 1.000000 3160000.0000 3223030.0000 3160000.0000 3223030.0000 0 63030.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GPBSWN 10Y20Y 3.68 5JUL2022 20220705 Payer IL30 IL30 2014-06-30 00:00:00.000
739 United Kingdom Swaption - Interest Rate Option GBPSWN 2Y2Y3Y PAYER 19JAN17-19JAN20 2.283 0.00 92463 NULL LTAA1126553492 BNY Mellon 1.9019 GBP 1.0000 1.8147 800000000.0000 1.000000 10840000.0000 15215367.0000 10840000.0000 15215367.0000 0 4375367.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom IL30 IL30 2014-06-30 00:00:00.000
740 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y20Y 22FEB16-22FEB36 3.609 0.00 94989 NULL LTAA1126763163 BNY Mellon 5.7722 GBP 1.0000 6.0340 -75000000.0000 1.000000 -5550000.0000 -4329178.0000 -5550000.0000 -4329178.0000 0 1220822.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y20Y 22FEB16-22FEB36 3.609 IL30 IL30 2014-06-30 00:00:00.000
741 United Kingdom Swaption - Interest Rate Option GBPSWN 4Y2Y 21FEB17-21FEB19 2.215 0.00 94992 NULL LTAA1126766944 BNY Mellon 0.5203 GBP 1.0000 0.5266 -430000000.0000 1.000000 -5126923.1100 -2237076.0000 -5126923.1100 -2237076.0000 0 2889847.1100 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 4Y2Y 21FEB17-21FEB19 2.215 IL30 IL30 2014-06-30 00:00:00.000
742 United Kingdom Swaption - Interest Rate Option GBPSWN 3Y20Y 29FEB16-29FEB36 3.4575 0.00 95528 NULL LTAA1126822282 BNY Mellon 4.5725 GBP 1.0000 4.7934 -50000000.0000 1.000000 -3765000.0000 -2286252.0000 -3765000.0000 -2286252.0000 0 1478748.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom GBPSWN 3Y20Y 29FEB16-29FEB36 3.4575 IL30 IL30 2014-06-30 00:00:00.000
743 United Kingdom Swaption - Interest Rate Option Swaption: European GBP 4% 11-APR-2016 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON 0.00 IGNIS SWPT124373GBP NULL LTAA1129666957 BNY Mellon 1.7489 GBP 1.0000 1.6246 245000000.0000 1.000000 6294117.5200 4284682.5000 6294117.5200 4284682.5000 0 -2009435.0200 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom Swaption: European GBP 4% 11-APR-2016 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
744 United Kingdom Swaption - Interest Rate Option SWAPTION Swaption: European 179600000 GBP 3.25625% 15-MAY-20 0.00 IGNIS SWPT126271GBP NULL LTAA1129906466 BNY Mellon 6.3456 GBP 1.0000 6.6324 187800000.0000 1.000000 12164101.9200 11917074.3600 12164101.9200 11917074.3600 0 -247027.5600 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION Swaption: European 179600000 GBP 3.25625% 15-MAY-2034 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDO IL30 IL30 2014-06-30 00:00:00.000
745 United Kingdom Swaption - Interest Rate Option SWAPTION Swaption: European 449700000 GBP 1.4% 28-MAY-2015 L 0.00 IGNIS SWPT127037GBP NULL 1.80E+12 BNY Mellon 0.3554 GBP 1.0000 0.3440 470000000.0000 1.000000 1207480.0000 1670380.0000 1207480.0000 1670380.0000 0 462900.0000 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION Swaption: European 449700000 GBP 1.4% 28-MAY-2015 LIBOR 3MONTH 0bps JPM SECURITIES PLC IL30 IL30 2014-06-30 00:00:00.000
746 United Kingdom Swaption - Interest Rate Option SWAPTION GBP/PIRS/LIBO/PD/151030/30Y/2.50 0.00 IGNIS SWPTSWAPTION_112960GBP NULL SPN1111827 BNY Mellon -1.2504 GBP 1.0000 -1.2309 -150000000.0000 1.000000 0.0000 1875541.4200 0.0000 1875541.4200 0 1875541.4200 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBP/PIRS/LIBO/PD/151030/30Y/2.50 IL30 IL30 2014-06-30 00:00:00.000
747 United Kingdom Swaption - Interest Rate Option SWAPTION GBP/PIRS/LIBO/PD/160205/1Y/1.475 0.00 IGNIS SWPTSWAPTION_119823GBP NULL LTAA1129200897 BNY Mellon 0.1175 GBP 1.0000 0.1152 -5873000000.0000 1.000000 -13491213.0100 -6899600.4000 -13491213.0100 -6899600.4000 0 6591612.6100 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBP/PIRS/LIBO/PD/160205/1Y/1.475 IL30 IL30 2014-06-30 00:00:00.000
748 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 10Y30Y 3.6025 0.00 IGNIS SWPTSWAPTION_120322GBP NULL LTAA1129266691 BNY Mellon -0.8360 GBP 1.0000 -0.7216 98040000.0000 1.000000 0.0000 -819597.3500 0.0000 -819597.3500 0 -819597.3500 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 10Y30Y 3.6025 IL30 IL30 2014-06-30 00:00:00.000
749 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 20Y20Y 13FEB34-54 3.3325 0.00 IGNIS SWPTSWAPTION_120328GBP NULL SPN1117903 BNY Mellon 0.0596 GBP 1.0000 0.3168 98040000.0000 1.000000 0.0000 58413.3900 0.0000 58413.3900 0 58413.3900 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 20Y20Y 13FEB34-54 3.3325 IL30 IL30 2014-06-30 00:00:00.000
750 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 15Y15Y 21MAR29-44 3.5925 0.00 IGNIS SWPTSWAPTION_123063GBP NULL 1.80E+12 BNY Mellon 0.0296 GBP 1.0000 0.2361 127500000.0000 1.000000 0.0000 37752.6500 0.0000 37752.6500 0 37752.6500 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 15Y15Y 21MAR29-44 3.5925 IL30 IL30 2014-06-30 00:00:00.000
751 United Kingdom Swaption - Interest Rate Option SWAPTION GBPSWN 2Y30Y 01APR16-01APR46 4.00 0.00 IGNIS SWPTSWAPTION_123726GBP NULL LTAA1129579118 BNY Mellon 1.7022 GBP 1.0000 1.5794 245600000.0000 1.000000 7133538.0000 4180701.4400 7133538.0000 4180701.4400 0 -2952836.5600 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom SWAPTION GBPSWN 2Y30Y 01APR16-01APR46 4.00 IL30 IL30 2014-06-30 00:00:00.000
752 United Kingdom Swaption - Interest Rate Option OTC Swaption: European 197300000 GBP 2.13% 21-MAY-2015 LIBO 0.00 IGNIS-SWAPTION-128380 NULL LTAA1130183802 BNY Mellon 0.4381 GBP 1.0000 0.4170 4229500000.0000 1.000000 24414553.5900 18529016.5500 24414553.5900 18529016.5500 0 -5885537.0400 0.0000 U.K. pound Swaption - Interest Rate GB United Kingdom OTC Swaption: European 197300000 GBP 2.13% 21-MAY-2015 LIBOR 6MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
753 United States of America Caps/Floors Option CAPFLOOR USDICAP 3% 5X10 CAP 14APR19-24 0.00 IL CAP_124379 14-Apr-24 NULL D140596523576.CAPA BNY Mellon 2.9899 USD 0.5848 3.0061 -196.0000 0.587700 -6290750.0100 -5860298.5600 -3748046.5500 -3427375.8300 0 251748.0800 68922.6400 U.S. Dollars Caps and Floors US United States of America CAPFLOOR USDICAP 3% 5X10 CAP 14APR19-24 IL30 IL30 2014-06-30 00:00:00.000
754 United States of America Cash Cash U.S. Dollars-BNY Mellon-CapitalPayable 0.00 USDJun 30 2014 1-99 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 -1569764.4300 0.587700 -1569764.4300 -1569764.4300 -922155.9900 -918071.4400 0 0.0000 4084.5500 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30AAAAUSD Hedged 2014-06-30 00:00:00.000
755 United States of America Cash Cash U.S. Dollars-BNY Mellon-CapitalReceivable 0.00 USDJun 30 2014 1-100 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 3230933.0500 0.587700 3230933.0500 3230933.0500 1895787.9400 1889600.2900 0 0.0000 -6187.6500 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 SI USD Hedged (New) 2014-06-30 00:00:00.000
756 United States of America Cash Cash U.S. Dollars-BNY Mellon-OnHand 0.00 USDJun 30 2014 1-101 NULL 1 BNY Mellon 1.0000 USD 0.5848 1.0000 29698823.5700 0.587700 29698823.5700 29698823.5700 14846942.2300 17369256.7000 0 0.0000 2522314.4700 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 2014-06-30 00:00:00.000
757 United States of America Cash Cash U.S. Dollars-Merrill Lynch-OnHand 0.00 USDJun 30 2014 1-102 NULL 1 Merrill Lynch 1.0000 USD 0.5848 1.0000 12979339.4300 0.587700 12979339.4300 12979339.4300 8878398.2300 7590922.8300 0 0.0000 -1287475.4000 U.S. Dollars Cash and Equivalents US United States of America United States of America Dollars usd IL30 IL30 2014-06-30 00:00:00.000
758 United States of America Future-Bond Futures US 5YR NOTE (CBT) Sep14 0.00 FVU4 NULL Merrill Lynch 119.4609 USD 0.5848 119.3906 -4508.0000 0.587700 0.0000 -1357641.9300 0.0000 -794012.3100 0 -794012.3100 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
759 United States of America Future-Bond Futures US 2YR NOTE (CBT) Sep14 0.00 TUU4 NULL Merrill Lynch 109.7969 USD 0.5848 109.7813 -6691.0000 0.587700 0.0000 627281.2500 0.0000 366863.3200 0 366863.3200 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
760 United States of America Future-Bond Futures US 10YR NOTE (CBT)Sep14 0.00 TYU4 NULL Merrill Lynch 125.1719 USD 0.5848 125.0938 -5630.0000 0.587700 0.0000 1687.4800 0.0000 986.9200 0 986.9200 0.0000 U.S. Dollars Future-Bond US United States of America IL30 IL30 2014-06-30 00:00:00.000
761 United States of America IFS Swap 142750-Infl Swap: Flo/Fix: P41200000USD IrregularSpd 0% R41200000USD Irregular@2.455% (02/04/14-02/04/24) 0 IGNIS 123659USD NULL 1.80E+12 BNY Mellon 98.6263 USD 0.5848 98.6159 41200000.0000 0.587700 41200000.0000 40634041.8700 24712833.2800 24381834.5800 0 -330998.7000 0.0000 U.S. Dollars Inflation Swap US United States of America 142750-Infl Swap: Flo/Fix: P41200000USD IrregularSpd 0% R41200000USD Irregular@2.455% (02/04/14-02/04/24) IL30 IL30 2014-06-30 00:00:00.000
762 United States of America IFS Swap 143262-Infl Swap: Flo/Fix: P68300000USD Irregular@0% R68300000USD Irregular 2.455% (03/04/14-07/04/24) 0 IGNIS 123851USD NULL 1.80E+12 BNY Mellon 98.6036 USD 0.5848 98.5925 68300000.0000 0.587700 68300000.0000 67346243.9800 41176825.2200 40619024.2300 0 -557800.9900 0.0000 U.S. Dollars Inflation Swap US United States of America 143262-Infl Swap: Flo/Fix: P68300000USD Irregular@0% R68300000USD Irregular 2.455% (03/04/14-07/04/24) IL30 IL30 2014-06-30 00:00:00.000
763 United States of America IFS Swap 145276-Infl Swap: Fix/Flo: P4000000USD Irregular@2.1025% R4000000USD IrregularSpd 0% (23/04/14-23/04/19) 0 IGNIS 124719USD NULL 1.80E+12 BNY Mellon 98.6963 USD 0.5848 98.7262 -82000000.0000 0.587700 -82000000.0000 -80930942.2200 -48783389.8500 -48158155.0100 0 625234.8300 0.0000 U.S. Dollars Inflation Swap US United States of America 145276-Infl Swap: Fix/Flo: P4000000USD Irregular@2.1025% R4000000USD IrregularSpd 0% (23/04/14-23/04/19) IL30 IL30 2014-06-30 00:00:00.000
764 United States of America IFS Swap 145637-Infl Swap: Flo/Fix: P84390000USD IrregularSpd 0% R84390000USD Irregular@2.8025% (25/04/19-25/04/24) 0 IGNIS 124914USD NULL LD141693583519 BNY Mellon 99.8283 USD 0.5848 99.7906 84390000.0000 0.587700 84390000.0000 84245115.2100 50298009.3000 50213273.9200 0 -84735.3800 0.0000 U.S. Dollars Inflation Swap US United States of America 145637-Infl Swap: Flo/Fix: P84390000USD IrregularSpd 0% R84390000USD Irregular@2.8025% (25/04/19-25/04/24) IL30 IL30 2014-06-30 00:00:00.000
765 United States of America IFS Swap 148470-Infl Swap: Flo/Fix: P179800000USD IrregularSpd 0% R179800000USD Irregular@2.4825% (20/05/14-20/05/24) 0 IGNIS 126438USD NULL ER56K BNY Mellon 98.8865 USD 0.5848 98.8703 179800000.0000 0.587700 179800000.0000 177798005.0000 106836210.2000 105665350.2000 0 -1170859.9900 0.0000 U.S. Dollars Inflation Swap US United States of America 148470-Infl Swap: Flo/Fix: P179800000USD IrregularSpd 0% R179800000USD Irregular@2.4825% (20/05/14-20/05/24) IL30 IL30 2014-06-30 00:00:00.000
766 United States of America IFS Swap 149774-Infl Swap: Flo/Fix: P80200000USD IrregularSpd 0% R80200000USD Irregular@2.445% (22/05/14-22/05/24) 0 IGNIS 126629USD NULL LTAA1129958013 BNY Mellon 98.5329 USD 0.5848 98.5168 80200000.0000 0.587700 80200000.0000 79023353.5200 47600676.6200 46912518.9000 0 -688157.7300 0.0000 U.S. Dollars Inflation Swap US United States of America 149774-Infl Swap: Flo/Fix: P80200000USD IrregularSpd 0% R80200000USD Irregular@2.445% (22/05/14-22/05/24) IL30 IL30 2014-06-30 00:00:00.000
767 United States of America IFS Swap 149927-Infl Swap: Flo/Fix: P160440000USD IrregularSpd 0% R160440000USD Irregular@2.46% (23/05/14-23/05/24) 0 IGNIS 126703USD NULL LTAA1129968502 BNY Mellon 98.6786 USD 0.5848 98.6623 160400000.0000 0.587700 160400000.0000 158280550.1000 95034956.7500 93795403.6400 0 -1239553.1000 0.0000 U.S. Dollars Inflation Swap US United States of America 149927-Infl Swap: Flo/Fix: P160440000USD IrregularSpd 0% R160440000USD Irregular@2.46% (23/05/14-23/05/24) IL30 IL30 2014-06-30 00:00:00.000
768 United States of America IFS Swap 150313-Infl Swap: Flo/Fix: P89900000USD IrregularSpd 0% R89900000USD Irregular@2.465% (27/05/14-27/05/24) 0 IGNIS 126782USDMaster NULL ER58U BNY Mellon 98.7184 USD 0.5848 98.7014 89900000.0000 0.587700 89900000.0000 88747803.4600 53319889.6800 52646031.4200 0 -673858.2600 0.0000 U.S. Dollars Inflation Swap US United States of America 150313-Infl Swap: Flo/Fix: P89900000USD IrregularSpd 0% R89900000USD Irregular@2.465% (27/05/14-27/05/24) IL30 IL30 2014-06-30 00:00:00.000
769 United States of America IFS Swap 152717-Infl Swap: Fix/Flo: P121000000USD Irregular@2.195% R121000000USD IrregularSpd 0% (09/06/14-09/06/19) 0 IGNIS 127602USD NULL LTAA1130084362 BNY Mellon 99.2263 USD 0.5848 99.2549 -121000000.0000 0.587700 -121000000.0000 -120063865.0000 -72062414.3900 -71514918.9800 0 547495.4200 0.0000 U.S. Dollars Inflation Swap US United States of America 152717-Infl Swap: Fix/Flo: P121000000USD Irregular@2.195% R121000000USD IrregularSpd 0% (09/06/14-09/06/19) IL30 IL30 2014-06-30 00:00:00.000
770 United States of America IFS Swap 152739-Infl Swap: Flo/Fix: P121000000USD IrregularSpd 0% R121000000USD Irregular@2.48% (09/06/14-09/06/24) 0 IGNIS 127603USD NULL LTAA1130084313 BNY Mellon 98.8533 USD 0.5848 98.8348 121000000.0000 0.587700 121000000.0000 119612539.8000 72062414.3900 71250962.9500 0 -811451.4400 0.0000 U.S. Dollars Inflation Swap US United States of America 152739-Infl Swap: Flo/Fix: P121000000USD IrregularSpd 0% R121000000USD Irregular@2.48% (09/06/14-09/06/24) IL30 IL30 2014-06-30 00:00:00.000
771 United States of America IFS Swap 153033-Infl Swap: Flo/Fix: P160970000USD IrregularSpd 0% R160970000USD Irregular@2.505% (10/06/14-10/06/24) 0 IGNIS 127705USD NULL LTAA1130108411 BNY Mellon 99.1034 USD 0.5848 99.0846 160970000.0000 0.587700 160970000.0000 159526779.6000 95881109.0900 95037046.5400 0 -844062.5600 0.0000 U.S. Dollars Inflation Swap US United States of America 153033-Infl Swap: Flo/Fix: P160970000USD IrregularSpd 0% R160970000USD Irregular@2.505% (10/06/14-10/06/24) IL30 IL30 2014-06-30 00:00:00.000
772 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 2.895% VS USCPI ACT/365 03/16/22 0 70507IL01IRSUSD NULL D021600092615 BNY Mellon 101.3742 USD 0.5848 101.3235 70000000.0000 0.587700 70000000.0000 70961973.0100 43862385.0000 44424991.6700 0 562606.6700 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.895% VS USCPI ACT/365 03/16/22 IL30 IL30 2014-06-30 00:00:00.000
773 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 2.92% VS USCPI ACT/365 03/16/22 2.92 71688IL01IRSUSD NULL D021600120525 BNY Mellon 101.4876 USD 0.5848 101.4349 75000000.0000 0.587700 75000000.0000 76115724.2200 47816362.5000 48468890.0400 0 652527.5400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.92% VS USCPI ACT/365 03/16/22 IL30 IL30 2014-06-30 00:00:00.000
774 United States of America IFS Swap IRS: Fix/Flo: USD FIXED 3.0175% VS 3MONTH CPURNSA INDEX ACT/365 03/23/22 0 72183IL01IRSUSD NULL D021600133190 BNY Mellon 101.7049 USD 0.5848 101.6449 50000000.0000 0.587700 50000000.0000 50852473.6700 31551675.0000 32050241.3500 0 498566.3400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 3.0175% VS 3MONTH CPURNSA INDEX ACT/365 03/23/22 IL30 IL30 2014-06-30 00:00:00.000
775 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 4.676% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 20Aug33 4.68 107171IL01IRSUSD NULL LD031692973807 BNY Mellon 104.1815 USD 0.5848 103.9800 250000000.0000 0.587700 250000000.0000 260453845.0000 160117846.7000 166231742.7000 0 6113895.9600 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 4.676% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 20Aug33 IL30 IL30 2014-06-30 00:00:00.000
776 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 4.595% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 30Aug33 4.6 107741IL01IRSUSD NULL 6.80E+12 BNY Mellon 103.6719 USD 0.5848 103.4705 160000000.0000 0.587700 160000000.0000 165875044.0000 102986611.7000 106422611.4000 0 3435999.6500 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 4.595% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 30Aug33 IL30 IL30 2014-06-30 00:00:00.000
777 United States of America IRS Swap IRS: Fix/Flo: USD FIXED 2.4525% SEMI-ANNUAL VS 3MONTH BBILLS ACT/365 03/22/22 2.45 72114IL01IRSUSD NULL 174017914 BNY Mellon 101.0984 USD 0.5848 101.0406 -47000000.0000 0.587700 -47000000.0000 -47516239.0000 -29731777.0000 -30033697.6300 0 -301920.6400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 2.4525% SEMI-ANNUAL VS 3MONTH BBILLS ACT/365 03/22/22 IL30 IL30 2014-06-30 00:00:00.000
778 United States of America IRS Swap IRS: Fix/Flo: USD FIXED 3.70875% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 21Mar43 3.71 97031IL01IRSUSD NULL LTAA1126896228 BNY Mellon 98.8131 USD 0.5848 98.5740 75000000.0000 0.587700 75000000.0000 74109799.0000 49614659.4800 49094028.4300 0 -520631.0500 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD FIXED 3.70875% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 21Mar43 IL30 IL30 2014-06-30 00:00:00.000
779 United States of America IRS Swap IRS: Flo/Fix: USD FIXED 3.7325% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 22Mar43 3.73 97125IL01IRSUSD NULL LTAA1126905289 BNY Mellon 98.9859 USD 0.5848 98.7461 50000000.0000 0.587700 50000000.0000 49492965.0000 33041467.0400 32744929.3300 0 -296537.7000 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD FIXED 3.7325% SEMI-ANNUAL VS 3MONTH BBILLS ACT/360 22Mar43 IL30 IL30 2014-06-30 00:00:00.000
780 United States of America IRS Swap IRS: Flo/Fix: USD Fixed 2.76% 30/360 VS 3M US LIBOR ACT/360 12Nov23 2.76 IGNIS 113482 NULL LD131693152077 BNY Mellon 101.8589 USD 0.5848 101.7868 -300000000.0000 0.587700 -300000000.0000 -305576760.0000 -186968308.9000 -190229858.1000 0 -3261549.2600 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD Fixed 2.76% 30/360 VS 3M US LIBOR ACT/360 12Nov23 IL30 IL30 2014-06-30 00:00:00.000
781 United States of America IRS Swap IRS: Flo/Fix: USD Fixed 2.7375% 30/360 VS 3M US LIBOR ACT/360 12Nov23 2.74 IGNIS 113483 NULL LD131693152213 BNY Mellon 101.6671 USD 0.5848 101.5949 -300000000.0000 0.587700 -300000000.0000 -305001360.0000 -186968308.9000 -189893337.4000 0 -2925028.5100 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Flo/Fix: USD Fixed 2.7375% 30/360 VS 3M US LIBOR ACT/360 12Nov23 IL30 IL30 2014-06-30 00:00:00.000
782 United States of America IRS Swap IRS: Fix/Flo: USD Fixed 2.0559% 30/360 VS LIBOR 3MONTH ACT/360 31Aug20 2.06 IGNIS 114206USD NULL LD131693167129 BNY Mellon 100.3634 USD 0.5848 100.3174 -557150000.0000 0.587700 -557150000.0000 -559174460.2000 -345991430.2000 -347175428.9000 0 -1183998.7400 0.0000 U.S. Dollars Interest Rate Swap US United States of America IRS: Fix/Flo: USD Fixed 2.0559% 30/360 VS LIBOR 3MONTH ACT/360 31Aug20 IL30 IL30 2014-06-30 00:00:00.000
783 United States of America IRS Swap 148209-IRS: Fix/Flo: P160100000USD Semi-annual@1.65625% R160100000USD QuarterlySpd 0% (19/05/14-19/05/19) 1.66 IGNIS 126272USD NULL 6.80E+12 BNY Mellon 99.9997 USD 0.5848 99.9396 -160100000.0000 0.587700 -160100000.0000 -160099471.7000 -95320314.3600 -95320005.3700 0 308.9900 0.0000 U.S. Dollars Interest Rate Swap US United States of America 148209-IRS: Fix/Flo: P160100000USD Semi-annual@1.65625% R160100000USD QuarterlySpd 0% (19/05/14-19/05/19) IL30 IL30 2014-06-30 00:00:00.000
784 United States of America IRS Swap 152769-IRS: Fix/Flo: P200000000USD Semi-annual@3.7525% R200000000USD QuarterlySpd 0% (10/06/19-10/06/24) 3.75 IGNIS 127611USD NULL LTAA1127385867 BNY Mellon 100.2628 USD 0.5848 100.2522 -200000000.0000 0.587700 -200000000.0000 -200525640.0000 -119111428.7000 -119418847.5000 0 -307418.7800 0.0000 U.S. Dollars Interest Rate Swap US United States of America 152769-IRS: Fix/Flo: P200000000USD Semi-annual@3.7525% R200000000USD QuarterlySpd 0% (10/06/19-10/06/24) IL30 IL30 2014-06-30 00:00:00.000
785 United States of America IRS Swap 153535-IRS: Flo/Fix: P56400000USD QuarterlySpd 0% R56400000USD Semi-annual@3.94125% (11/06/29-11/06/44) 3.94 IGNIS 127787USD NULL LTAA1130110946 BNY Mellon 100.8166 USD 0.5848 100.5522 56400000.0000 0.587700 56400000.0000 56860562.4000 33583422.6500 33852781.0200 0 269358.3700 0.0000 U.S. Dollars Interest Rate Swap US United States of America 153535-IRS: Flo/Fix: P56400000USD QuarterlySpd 0% R56400000USD Semi-annual@3.94125% (11/06/29-11/06/44) IL30 IL30 2014-06-30 00:00:00.000
786 United States of America IRS Swap 154749-IRS: Fix/Flo: P904240000USD Semi-annual@1.0275% R904240000USD QuarterlySpd 0% (16/06/14-16/06/17) 1.03 IGNIS 128089USD NULL IRS1001388_B000 BNY Mellon 100.1790 USD 0.5848 100.1298 -904240000.0000 0.587700 -904240000.0000 -905858227.9000 -533144659.7000 -534091074.8000 0 -946415.1200 0.0000 U.S. Dollars Interest Rate Swap US United States of America 154749-IRS: Fix/Flo: P904240000USD Semi-annual@1.0275% R904240000USD QuarterlySpd 0% (16/06/14-16/06/17) IL30 IL30 2014-06-30 00:00:00.000
787 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.15 IGNIS 127570 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -17164221.5700 0.587700 -17164221.5700 -17164221.5700 -10222274.7700 -10038437.0400 -920.19 0.0000 183837.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
788 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127571 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53836764.7100 0.587700 -53836764.7100 -53836764.7100 -32062869.8200 -31486250.0900 -2886.24 0.0000 576619.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
789 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127572 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -7537147.0600 0.587700 -7537147.0600 -7537147.0600 -4488801.7700 -4408075.0100 -404.07 0.0000 80726.7600 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
790 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127761 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
791 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127762 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
792 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127763 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
793 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127764 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
794 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127765 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
795 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127766 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
796 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127767 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -52560822.0600 0.587700 -52560822.0600 -52560822.0600 -31297381.2400 -30740019.3400 -3944.97 0.0000 557361.9000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
797 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 0.22 IGNIS 127768 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -27331627.4700 0.587700 -27331627.4700 -27331627.4700 -16274638.2500 -15984810.0500 -2051.38 0.0000 289828.2000 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/17 (~~) US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
798 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.22 IGNIS 127770 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -51527183.8200 0.587700 -51527183.8200 -51527183.8200 -30681900.5700 -30135499.5000 -3867.39 0.0000 546401.0700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
799 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.22 IGNIS 127771 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -35038485.0000 0.587700 -35038485.0000 -35038485.0000 -20863692.3900 -20492139.6600 -2629.82 0.0000 371552.7300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
800 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.22 IGNIS 127772 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -58711680.3900 0.587700 -58711680.3900 -58711680.3900 -34959914.4900 -34337328.0600 -4406.62 0.0000 622586.4300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
801 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.22 IGNIS 127773 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -39923942.6700 0.587700 -39923942.6700 -39923942.6700 -23772741.8500 -23349383.0900 -2996.5 0.0000 423358.7600 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
802 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127802 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54915000.0000 0.587700 -54915000.0000 -54915000.0000 -32699178.2800 -32116852.3600 -2810.22 0.0000 582325.9200 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
803 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.15 IGNIS 127803 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -8786400.0000 0.587700 -8786400.0000 -8786400.0000 -5231868.5200 -5138696.3800 -449.64 0.0000 93172.1400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
804 United States of America Repo MoneyMarket REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 0.15 IGNIS 127835 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -10546800.0000 0.587700 -10546800.0000 -10546800.0000 -6292276.9400 -6168260.3700 -488.32 0.0000 124016.5700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 1 3/8 07/15/18 (GB*) US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
805 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/18 (~~) US912828UX60 0.15 IGNIS 127836 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -9254080.0000 0.587700 -9254080.0000 -9254080.0000 -5521033.3200 -5412217.4500 -428.47 0.0000 108815.8700 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/18 (~~) US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
806 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128069 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54376960.7800 0.587700 -54376960.7800 -54376960.7800 -32285563.7700 -31802181.9300 -2915.2 0.0000 483381.8400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
807 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128070 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -54376960.7800 0.587700 -54376960.7800 -54376960.7800 -32285563.7700 -31802181.9300 -2915.2 0.0000 483381.8400 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
808 United States of America Repo MoneyMarket REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 0.22 IGNIS 128071 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -5437696.0800 0.587700 -5437696.0800 -5437696.0800 -3228556.3800 -3180218.1900 -291.52 0.0000 48338.1900 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/2 04/15/15 (GB*) US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
809 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128072 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
810 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128073 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
811 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128074 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
812 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128075 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
813 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128076 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
814 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128077 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -53952941.1800 0.587700 -53952941.1800 -53952941.1800 -32033808.0300 -31554195.5000 -2892.47 0.0000 479612.5300 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
815 United States of America Repo MoneyMarket REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 0.22 IGNIS 128078 REPO NULL BNY Mellon 100.0000 USD 0.5848 100.0000 -39784898.8200 0.587700 -39784898.8200 -39784898.8200 -23621730.0400 -23268063.7600 -2132.91 0.0000 353666.2800 U.S. Dollars Repurchase Agreements US United States of America REPO TII 0 1/8 04/15/16 (GB*) US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
816 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 9SEP19-9SEP24 4.665 0.00 108158 NULL SWOPT031693018655 BNY Mellon 0.0002 USD 0.5848 0.0001 -500000000.0000 0.587700 -9025000.0000 -1096.0000 -5789152.9600 -640.9900 0 5277599.7900 510912.1800 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 1Y5Y5Y 9SEP19-9SEP24 4.665 IL30 IL30 2014-06-30 00:00:00.000
817 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 10SEP19-10SEP24 4.643 0.00 108237 NULL LTAA1127973878 BNY Mellon 0.0002 USD 0.5848 0.0001 -750000000.0000 0.587700 -13350000.0000 -1865.0000 -8541813.3000 -1090.7400 0 7806611.6900 734110.8700 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 1Y5Y5Y 10SEP19-10SEP24 4.643 IL30 IL30 2014-06-30 00:00:00.000
818 United States of America Swaption - Interest Rate Option USDSWN 1Y5Y5Y 17SEP19-17SEP24 4.615 0.00 108720 NULL LTAA1128022942 BNY Mellon 0.0006 USD 0.5848 0.0005 -250000000.0000 0.587700 -4500000.0000 -1606.0000 -2836253.6200 -939.2600 0 2630870.5400 204443.8200 U.S. Dollars Swaption - Interest Rate US United States of America IL30 IL30 2014-06-30 00:00:00.000
819 United States of America Swaption - Interest Rate Option USDSWN 18M5Y5Y 26MAR20-26MAR25 4.49 0.00 109453 NULL LTAA1128095736 BNY Mellon 0.2072 USD 0.5848 0.2192 -750000000.0000 0.587700 -16162500.0000 -1553734.0000 -10111357.8800 -908696.0800 0 8543887.4800 658774.3200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 18M5Y5Y 26MAR20-26MAR25 4.49 IL30 IL30 2014-06-30 00:00:00.000
820 United States of America Swaption - Interest Rate Option USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 0.00 110105 NULL SWOPT031693081560 BNY Mellon 1.5758 USD 0.5848 1.5577 -750000000.0000 0.587700 -11737500.0000 -11818492.0000 -7258588.1700 -6912005.1500 0 -47367.9000 393950.9200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 IL30 IL30 2014-06-30 00:00:00.000
821 United States of America Swaption - Interest Rate Option USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 2 0.00 110106 NULL SWOPT031693081564 BNY Mellon 1.5758 USD 0.5848 1.5577 -750000000.0000 0.587700 -11737500.0000 -11818492.0000 -7258588.1700 -6912005.1500 0 -47367.9000 393950.9200 U.S. Dollars Swaption - Interest Rate US United States of America USDSWN 2Y3Y 07OCT15-7OCT18 2.2575 2 IL30 IL30 2014-06-30 00:00:00.000
822 United States of America Swaption - Interest Rate Option USDSWN 3Y4Y PAYER 09FEB15-09FEB19 2.392 0.00 69255 NULL 469847063 BNY Mellon 0.2353 USD 0.5848 0.2545 253500000.0000 0.587700 5741775.0000 596362.0000 3624265.3500 348780.3000 0 -3009277.4200 -266207.6300 U.S. Dollars Swaption - Interest Rate US United States of America IL30 IL30 2014-06-30 00:00:00.000
823 United States of America Swaption - Interest Rate Option Swaption: European USD .73% 10-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON 0.00 IGNIS SWPT124371USD NULL LTAA1129666909 BNY Mellon 0.1391 USD 0.5848 0.1438 9811000000.0000 0.587700 20508099.9800 13648082.1000 12218456.5300 7982034.7400 0 -4012058.3000 -224363.4900 U.S. Dollars Swaption - Interest Rate US United States of America Swaption: European USD .73% 10-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
824 United States of America Swaption - Interest Rate Option Swaption: European USD .735% 10-APR-2015 LIBOR 3MONTH 0bps ROYAL BANK OF SCOTLAND 0.00 IGNIS SWPT124374USD NULL SWOPT141693563869 BNY Mellon 0.1374 USD 0.5848 0.1419 4905000000.0000 0.587700 9996500.0000 6737998.5000 5955870.3100 3940695.6700 0 -1905723.6000 -109451.0400 U.S. Dollars Swaption - Interest Rate US United States of America Swaption: European USD .735% 10-APR-2015 LIBOR 3MONTH 0bps ROYAL BANK OF SCOTLAND IL30 IL30 2014-06-30 00:00:00.000
825 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 187000000 USD .82% 23-APR-2015 L 0.00 IGNIS SWPT124877USD NULL LTAA1129742134 BNY Mellon 0.1286 USD 0.5848 0.1325 9813000000.0000 0.587700 21620974.9700 12618536.7000 12880569.0100 7379908.5800 0 -5265045.6300 -235614.8000 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 187000000 USD .82% 23-APR-2015 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
826 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 4689000000 USD .82875% 28-APR-20 0.00 IGNIS SWPT125167USD NULL SA82K BNY Mellon 0.1329 USD 0.5848 0.1369 4910000000.0000 0.587700 10825024.9900 6526372.0000 6437963.2100 3816926.6300 0 -2514052.6900 -106983.8900 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 4689000000 USD .82875% 28-APR-2015 LIBOR 3MONTH 0bps MORGAN STANLEY LOND IL30 IL30 2014-06-30 00:00:00.000
827 United States of America Swaption - Interest Rate Option SWAPTION Swaption: European 300000000 USD 2.613% 03-JUN-2016 0.00 IGNIS SWPT127455USD NULL LTAA1130061659 BNY Mellon 0.5352 USD 0.5848 0.5446 -7057000000.0000 0.587700 -39348200.0000 -37769769.7000 -23493817.3300 -22089522.2900 0 923139.6300 481155.4100 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION Swaption: European 300000000 USD 2.613% 03-JUN-2016 LIBOR 3MONTH 0bps GOLDMAN SACHS LONDON IL30 IL30 2014-06-30 00:00:00.000
828 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 2Y2Y 10FEB16-10FEB18 1.44 0.00 IGNIS SWPTSWAPTION_119994USD NULL LTAA1129224967 BNY Mellon 0.3747 USD 0.5848 0.3691 -5877900000.0000 0.587700 -28159462.5000 -22024317.7600 -17150091.5500 -12880847.8900 0 3588118.6900 681124.9700 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 2Y2Y 10FEB16-10FEB18 1.44 IL30 IL30 2014-06-30 00:00:00.000
829 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y2Y1Y 20FEB15 24FEB17-18 2.325 0.00 IGNIS SWPTSWAPTION_120731USD NULL LTAA1129338671 BNY Mellon 0.2810 USD 0.5848 0.2817 -9812700000.0000 0.587700 -28879537.5000 -27570743.1900 -17320476.2700 -16124656.0800 0 765443.9300 430376.2600 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y2Y1Y 20FEB15 24FEB17-18 2.325 IL30 IL30 2014-06-30 00:00:00.000
830 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 0.00 IGNIS SWPTSWAPTION_123409USD NULL 7.06E+11 BNY Mellon 2.2256 USD 0.5848 2.2215 245600000.0000 0.587700 3328225.0000 5465975.3600 2006860.2900 3196757.2300 0 1250256.0900 -60359.1500 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 IL30 IL30 2014-06-30 00:00:00.000
831 United States of America Swaption - Interest Rate Option SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 P 0.00 IGNIS SWPTSWAPTION_123413USD NULL 7.06E+11 BNY Mellon 0.4748 USD 0.5848 0.5022 245600000.0000 0.587700 3328225.0000 1166084.2400 2006860.2900 681980.4300 0 -1264520.7200 -60359.1400 U.S. Dollars Swaption - Interest Rate US United States of America SWAPTION USDSWN 1Y5Y5Y 26MAR15 4.19 P IL30 IL30 2014-06-30 00:00:00.000
832 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 1.375 15/07/2018 1.38 912828JE1 NULL BNY Mellon 109.3281 USD 0.5848 109.3125 102012256.0000 0.587700 110819806.4000 111528061.3000 65998410.3500 65226810.1100 378446.88 358290.3400 -1185820.7300 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828JE19 IL30 IL30 2014-06-30 00:00:00.000
833 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.5 15/04/2015 0.5 912828MY3 NULL BNY Mellon 101.4961 USD 0.5848 101.5117 132134664.0000 0.587700 133133656.4000 134111530.7000 82417900.6100 78434675.9700 81290.23 204281.8900 -4555131.1600 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828MY36 IL30 IL30 2014-06-30 00:00:00.000
834 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2016 0.13 912828QD5 NULL BNY Mellon 102.6836 USD 0.5848 102.7109 485272230.4000 0.587700 493286479.1000 498294996.0000 302626179.9000 291426146.1000 74635.75 110484.4800 -14129247.9600 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828QD52 IL30 IL30 2014-06-30 00:00:00.000
835 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2017 0.13 912828SQ4 NULL BNY Mellon 103.4961 USD 0.5848 103.4961 392412400.0000 0.587700 403669986.9000 406131529.9000 240408544.4000 237524654.1000 60353.79 1081630.3800 -4323515.4900 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828SQ48 IL30 IL30 2014-06-30 00:00:00.000
836 United States of America TIPS Debt Instruments United States Treasury Inflation Indexed Bonds 0.125 15/04/2018 0.13 912828UX6 NULL BNY Mellon 103.3516 USD 0.5848 103.3398 95162688.0000 0.587700 97654842.8200 98352113.0800 58158054.4600 57520901.2900 14636.2 310785.4900 -1044949.3100 U.S. Dollars Treasury Inflation Protected Securities US United States of America Government Sovereign Sovereign_si US912828UX60 IL30 IL30 2014-06-30 00:00:00.000
ok...we have a start....we can create your table, however the sample data isn't helping....please provide an INSERT script as I demonstrated...suggest you use say 10 rows that fully demonstrates your problem...then we need you expected results please.....
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you can lead a user to data....but you cannot make them think
and remember....every day is a school day
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