USD-SOFR-3M-SWAP US,UK Semiannual MF 30/360 USD-SOFR-3M CDS-STANDARD-CONVENTIONS 0 WeekendsOnly Quarterly Following CDS2015 A360 true true EUR-1M-FRA EUR-EURIBOR-1M EUR-6M-FRA EUR-EURIBOR-6M EUR-GBP-FXOPTION EUR-GBP-FX AtmDeltaNeutral Spot 2Y AtmDeltaNeutral Fwd Call Broker EUR-CMS-10Y EUR-EURIBOR-6M-SWAP EUR-CMS-1Y EUR-EURIBOR-3M-SWAP EUR-CMS-20Y EUR-EURIBOR-6M-SWAP EUR-CMS-2Y EUR-EURIBOR-6M-SWAP EUR-CMS-30Y EUR-EURIBOR-6M-SWAP GBP-CMS-10Y GBP-6M-SWAP GBP-CMS-1Y GBP-3M-SWAP USD-CMS-1Y USD-LIBOR-3M-SWAP USD-CMS-2Y USD-LIBOR-3M-SWAP USD-CMS-10Y USD-LIBOR-3M-SWAP USD-CMS-30Y USD-LIBOR-3M-SWAP USD-CMS-LIBOR3M-1Y USD-LIBOR-3M-SWAP USD-CMS-LIBOR3M-2Y USD-LIBOR-3M-SWAP USD-CMS-LIBOR3M-10Y USD-LIBOR-3M-SWAP USD-CMS-LIBOR3M-30Y USD-LIBOR-3M-SWAP USD-CMS-SOFR-1Y USD-SOFR-3M-SWAP USD-CMS-SOFR-2Y USD-LIBOR-3M-SWAP USD-CMS-SOFR-10Y USD-LIBOR-3M-SWAP USD-CMS-SOFR-30Y USD-LIBOR-3M-SWAP EUR-DEPOSIT true EUR-EURIBOR EUR-ESTER-OIS 1 EUR-ESTER A360 1 false Annual MF MF Backward EUR-EURIBOR-1M-SWAP TARGET Annual MF 30/360 EUR-EURIBOR-1M EUR-EURIBOR-3M-SWAP TARGET Annual MF 30/360 EUR-EURIBOR-3M EUR-EURIBOR-6M-SWAP TARGET Annual MF 30/360 EUR-EURIBOR-6M EUR-GBP-FX 2 EUR GBP 10000 EUR,GBP,USD true MF EUR-OIS 2 EUR-EONIA A360 1 false Annual Following Following Backward EUR-ON-DEPOSIT-ESTER true EUR-ESTER EUR-USD-FX 2 EUR USD 10000 TARGET,US true MF EUR-USD-FXOPTION EUR-USD-FX AtmDeltaNeutral Spot 2Y AtmDeltaNeutral Fwd Call Broker EUR-USD-ON-XCCY-BASIS 2 TARGET,US MF USD-SOFR EUR-ESTER true true 3M 3M EURIBOR-3M-6M-BASIS TARGET Annual MF 30/360 EUR-EURIBOR-6M Annual MF 30/360 EUR-EURIBOR-3M true EURIBOR-3M-FUTURES EUR-EURIBOR-3M Compounding IMM GBP-OIS 0 GBP-SONIA A365 0 false Annual Following Following Backward GBP-ON-DEPOSIT true GBP-SONIA GBP-USD-FX 2 GBP USD 10000 UK,US true MF GBP-USD-FXOPTION GBP-USD-FX AtmDeltaNeutral Spot 2Y AtmDeltaNeutral Fwd Call Broker USD-3M-FRA USD-LIBOR-3M USD-CMS-2Y USD-SOFR-OIS US USD-CMS-30Y USD-SOFR-OIS US USD-CMS-LIBOR3M-1Y USD-LIBOR-3M-SWAP US USD-CMS-LIBOR3M-30Y USD-LIBOR-3M-SWAP US USD-CMS-SOFR-1Y USD-SOFR-OIS USD-CMS-SOFR-30Y USD-SOFR-OIS GBP-CMS-1Y GBP-3M-SWAP GBP-CMS-30Y GBP-6M-SWAP USD-FedFunds-OIS 2 USD-FedFunds A360 2 false Annual Following Following Backward USD-GBP-ON-XCCY-BASIS 2 UK,US MF USD-SOFR GBP-SONIA true true 3M 3M USD-LIBOR-3M-SWAP US,UK Semiannual MF 30/360 USD-LIBOR-3M USD-LIBOR-3M-SWAP-ANNUAL US,UK Annual MF ACT/360 USD-LIBOR-3M GBP-6M-SWAP UK Semiannual MF A365 GBP-LIBOR-6M GBP-3M-SWAP UK Annual MF A365 GBP-LIBOR-3M USD-LIBOR-SIFMA-3M-BASIS-CONVENTIONS USD-LIBOR-3M USD-SIFMA USD-OIS 2 USD-FedFunds A360 2 false Annual Following Following Backward USD-ON-DEPOSIT true USD-FedFunds USD-ON-SOFR-DEPOSIT true USD-SOFR USD-SOFR-3M-FUTURES USD-SOFR Compounding IMM USD-SOFR-FedFunds-3M-BASIS USD-FedFunds USD-SOFR 3M 3M true Compounding USD-SOFR-OIS 0 USD-SOFR A360 2 false Annual MF MF Backward USD-SOFR-SIFMA-3M-BASIS-CONVENTIONS USD-SOFR-3M USD-SIFMA EUR-ON-DEPOSIT true EUR-EONIA EUR-ON-DEPOSIT-ESTER true EUR-ESTER USD-DEPOSIT true USD-LIBOR EUR-ZERO-CONVENTIONS-TENOR-BASED true A365 Continuous Daily TARGET 2 TARGET Following false