| RFRF USD SF+26.161/3.50 9/19/23-21Y* CME Receive |
47.26 |
| RFRF USD SF+26.161/1.70 8/01/23-29Y* CME Receive |
38.36 |
| RFR USD SOFR/3.25000 06/18/25-5Y LCH Receive |
27.88 |
| RFRF USD SF+26.161/1.3* 8/09/23-9Y* CME Receive |
18.98 |
| EUROPEAN MONETARY UNION EURO Purchased |
13.85 |
| RFR USD SOFR/1.75000 06/15/22-5Y LCH Receive |
13.40 |
| RFR USD SOFR/1.25000 06/15/22-10Y LCH Receive |
11.79 |
| RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME Receive |
9.29 |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH Receive |
9.19 |
| RFRF USD SF+26.161/3.00 9/19/23-6Y* CME Receive |
9.14 |
