Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20190209 3M SEK,US,UK MF MF Floating false SEK 9657638.0 true true ACT/360 MF 0 SEK-STIBOR-3M -0.002032 2 20160209 20190209 3M SEK,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20200209 3M SEK,US,UK MF MF Floating false SEK 9657638.0 true true ACT/360 MF 0 SEK-STIBOR-3M -0.001538 2 20160209 20200209 3M SEK,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20210209 3M SEK,US,UK MF MF Floating false SEK 9657638.0 true true ACT/360 MF 0 SEK-STIBOR-3M -0.001153 2 20160209 20210209 3M SEK,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20230209 3M SEK,US,UK MF MF Floating false SEK 9657638.0 true true ACT/360 MF 0 SEK-STIBOR-3M -0.000504 2 20160209 20230209 3M SEK,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20260209 3M SEK,US,UK MF MF Floating false SEK 9657638.0 true true ACT/360 MF 0 SEK-STIBOR-3M 0.000002 2 20160209 20260209 3M SEK,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20310209 3M SEK,US,UK MF MF Floating false SEK 9657638.0 true true ACT/360 MF 0 SEK-STIBOR-3M 0.000876 2 20160209 20310209 3M SEK,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20360209 3M SEK,US,UK MF MF Floating false SEK 9657638.0 true true ACT/360 MF 0 SEK-STIBOR-3M 0.001476 2 20160209 20360209 3M SEK,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20460209 3M SEK,US,UK MF MF Floating false SEK 9657638.0 true true ACT/360 MF 0 SEK-STIBOR-3M 0.001932 2 20160209 20460209 3M SEK,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20180209 3M JP,US,UK MF MF Floating false JPY 128150460.00000001 true true ACT/360 MF 0 JPY-LIBOR-3M -0.008787 2 20160209 20180209 3M JP,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20190209 3M JP,US,UK MF MF Floating false JPY 128150460.00000001 true true ACT/360 MF 0 JPY-LIBOR-3M -0.009633 2 20160209 20190209 3M JP,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20200209 3M JP,US,UK MF MF Floating false JPY 128150460.00000001 true true ACT/360 MF 0 JPY-LIBOR-3M -0.010339 2 20160209 20200209 3M JP,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20210209 3M JP,US,UK MF MF Floating false JPY 128150460.00000001 true true ACT/360 MF 0 JPY-LIBOR-3M -0.010782 2 20160209 20210209 3M JP,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20230209 3M JP,US,UK MF MF Floating false JPY 128150460.00000001 true true ACT/360 MF 0 JPY-LIBOR-3M -0.011056 2 20160209 20230209 3M JP,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20260209 3M JP,US,UK MF MF Floating false JPY 128150460.00000001 true true ACT/360 MF 0 JPY-LIBOR-3M -0.010142 2 20160209 20260209 3M JP,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20310209 3M JP,US,UK MF MF Floating false JPY 128150460.00000001 true true ACT/360 MF 0 JPY-LIBOR-3M -0.008686 2 20160209 20310209 3M JP,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20360209 3M JP,US,UK MF MF Floating false JPY 128150460.00000001 true true ACT/360 MF 0 JPY-LIBOR-3M -0.007513 2 20160209 20360209 3M JP,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20180209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.005654 2 20160209 20180209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20190209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.006101 2 20160209 20190209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20200209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.006487 2 20160209 20200209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20210209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.006536 2 20160209 20210209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20230209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.006726 2 20160209 20230209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20260209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.006432 2 20160209 20260209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20310209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.005761 2 20160209 20310209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20360209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.005116 2 20160209 20360209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20460209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.004607 2 20160209 20460209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20560209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.004958 2 20160209 20560209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20660209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.005208 2 20160209 20660209 3M TARGET,US,UK MF MF FxForward CPTY_A CPTY_A 2016-05-05 USD 1000000 GBP 718966.233621397 FxForward CPTY_A CPTY_A 2016-08-05 USD 1000000 GBP 720980.3609803971 FxForward CPTY_A CPTY_A 2016-11-05 USD 1000000 GBP 723113.239749397 FxForward CPTY_A CPTY_A 2017-02-05 USD 1000000 GBP 725332.066291397 Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20180209 3M UK,US MF MF Floating false GBP 811938.0 true true A365 MF 0 GBP-LIBOR-3M -0.003108 0 20160209 20180209 3M UK,US MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20190209 3M UK,US MF MF Floating false GBP 811938.0 true true A365 MF 0 GBP-LIBOR-3M -0.003036 0 20160209 20190209 3M UK,US MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20200209 3M UK,US MF MF Floating false GBP 811938.0 true true A365 MF 0 GBP-LIBOR-3M -0.003066 0 20160209 20200209 3M UK,US MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20210209 3M UK,US MF MF Floating false GBP 811938.0 true true A365 MF 0 GBP-LIBOR-3M -0.002975 0 20160209 20210209 3M UK,US MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20230209 3M UK,US MF MF Floating false GBP 811938.0 true true A365 MF 0 GBP-LIBOR-3M -0.003006 0 20160209 20230209 3M UK,US MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20260209 3M UK,US MF MF Floating false GBP 811938.0 true true A365 MF 0 GBP-LIBOR-3M -0.003167 0 20160209 20260209 3M UK,US MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20310209 3M UK,US MF MF Floating false GBP 811938.0 true true A365 MF 0 GBP-LIBOR-3M -0.003431 0 20160209 20310209 3M UK,US MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20360209 3M UK,US MF MF Floating false GBP 811938.0 true true A365 MF 0 GBP-LIBOR-3M -0.003502 0 20160209 20360209 3M UK,US MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20460209 3M UK,US MF MF Floating false GBP 811938.0 true true A365 MF 0 GBP-LIBOR-3M -0.002836 0 20160209 20460209 3M UK,US MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20560209 3M UK,US MF MF Floating false GBP 811938.0 true true A365 MF 0 GBP-LIBOR-3M -0.002313 0 20160209 20560209 3M UK,US MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20660209 3M UK,US MF MF Floating false GBP 811938.0 true true A365 MF 0 GBP-LIBOR-3M -0.001834 0 20160209 20660209 3M UK,US MF MF FxForward CPTY_A CPTY_A 2016-05-05 USD 1000000 CHF 995481.087414929 FxForward CPTY_A CPTY_A 2016-08-05 USD 1000000 CHF 997495.214773929 FxForward CPTY_A CPTY_A 2016-11-05 USD 1000000 CHF 999628.0935429289 FxForward CPTY_A CPTY_A 2017-02-05 USD 1000000 CHF 1001846.920084929 Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20180209 3M ZUB,US,UK MF MF Floating false CHF 1125046.0 true true ACT/360 MF 0 CHF-LIBOR-3M -0.006647 2 20160209 20180209 3M ZUB,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20190209 3M ZUB,US,UK MF MF Floating false CHF 1125046.0 true true ACT/360 MF 0 CHF-LIBOR-3M -0.007387 2 20160209 20190209 3M ZUB,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20200209 3M ZUB,US,UK MF MF Floating false CHF 1125046.0 true true ACT/360 MF 0 CHF-LIBOR-3M -0.008303 2 20160209 20200209 3M ZUB,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20210209 3M ZUB,US,UK MF MF Floating false CHF 1125046.0 true true ACT/360 MF 0 CHF-LIBOR-3M -0.009029 2 20160209 20210209 3M ZUB,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20230209 3M ZUB,US,UK MF MF Floating false CHF 1125046.0 true true ACT/360 MF 0 CHF-LIBOR-3M -0.010153 2 20160209 20230209 3M ZUB,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20260209 3M ZUB,US,UK MF MF Floating false CHF 1125046.0 true true ACT/360 MF 0 CHF-LIBOR-3M -0.010353 2 20160209 20260209 3M ZUB,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20310209 3M ZUB,US,UK MF MF Floating false CHF 1125046.0 true true ACT/360 MF 0 CHF-LIBOR-3M -0.009684 2 20160209 20310209 3M ZUB,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20360209 3M ZUB,US,UK MF MF Floating false CHF 1125046.0 true true ACT/360 MF 0 CHF-LIBOR-3M -0.008949 2 20160209 20360209 3M ZUB,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20460209 3M ZUB,US,UK MF MF Floating false CHF 1125046.0 true true ACT/360 MF 0 CHF-LIBOR-3M -0.00803 2 20160209 20460209 3M ZUB,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20180209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.005654 2 20160209 20180209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20190209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.006101 2 20160209 20190209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20200209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.006487 2 20160209 20200209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20210209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.006536 2 20160209 20210209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20230209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.006726 2 20160209 20230209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20260209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.006432 2 20160209 20260209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20310209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.005761 2 20160209 20310209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20360209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.005116 2 20160209 20360209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20460209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.004607 2 20160209 20460209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20560209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.004958 2 20160209 20560209 3M TARGET,US,UK MF MF Swap CPTY_A CPTY_A Floating true USD 1132337.0 EUR 1000000 FX-ECB-EUR-USD 2 TARGET,US,UK true true ACT/360 MF 0 USD-LIBOR-3M 0 2 20160209 20660209 3M TARGET,US,UK MF MF Floating false EUR 1000000 true true ACT/360 MF 0 EUR-EURIBOR-3M -0.005208 2 20160209 20660209 3M TARGET,US,UK MF MF