Absolute 0.0001 0.001 Forward Central 2W,1M,3M,6M,9M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS true EUR-EURIBOR-CONVENTIONS EUR-6M-SWAP-CONVENTIONS EUR-OIS-CONVENTIONS Absolute 0.0001 0.001 Forward Central 2W,1M,3M,6M,9M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y FXF,FXF,FXF,FXF,FXF,XBS,XBS,XBS,XBS,XBS,XBS,XBS,XBS,XBS,XBS,XBS true USD-LIBOR-CONVENTIONS USD-3M-SWAP-CONVENTIONS USD-OIS-CONVENTIONS EUR-USD-XCCY-BASIS-CONVENTIONS EUR-USD-FX-CONVENTIONS Absolute 0.0001 0.001 Forward Central 2W,1M,3M,6M,9M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y DEP,DEP,DEP,DEP,DEP,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS true GBP-DEPOSIT GBP-6M-SWAP-CONVENTIONS GBP-OIS-CONVENTIONS Absolute 0.0001 0.001 Forward Central 2W,1M,3M,6M,9M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y DEP,DEP,DEP,DEP,DEP,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS false EUR-EURIBOR-CONVENTIONS EUR-6M-SWAP-CONVENTIONS EUR-OIS-CONVENTIONS Absolute 0.0001 0.001 Forward Central 2W,1M,3M,6M,9M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y DEP,DEP,DEP,DEP,DEP,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS false EUR-EURIBOR-CONVENTIONS EUR-3M-SWAP-CONVENTIONS EUR-OIS-CONVENTIONS Absolute 0.0001 2W,1M,3M,6M,9M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y DEP,DEP,DEP,DEP,DEP,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS false EUR-EURIBOR-CONVENTIONS EUR-1M-SWAP-CONVENTIONS EUR-OIS-CONVENTIONS Absolute 0.0001 0.001 Forward Central 2W,1M,3M,6M,9M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS false EUR-OIS-CONVENTIONS Absolute 0.0001 0.001 Forward Central 2W,1M,3M,6M,9M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y DEP,DEP,DEP,DEP,DEP,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS false USD-LIBOR-CONVENTIONS USD-3M-SWAP-CONVENTIONS Absolute 0.0001 0.001 Forward Central 2W,1M,3M,6M,9M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y DEP,DEP,DEP,DEP,DEP,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS false USD-LIBOR-CONVENTIONS USD-6M-SWAP-CONVENTIONS Absolute 0.0001 2W,1M,3M,6M,9M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y DEP,DEP,DEP,DEP,DEP,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS,OIS false USD-LIBOR-CONVENTIONS USD-3M-SWAP-CONVENTIONS USD-OIS-CONVENTIONS Absolute 0.0001 0.001 Forward Central 2W,1M,3M,6M,9M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y DEP,DEP,DEP,DEP,DEP,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS false GBP-DEPOSIT GBP-3M-SWAP-CONVENTIONS Absolute 0.0001 0.001 Forward Central 2W,1M,3M,6M,9M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y DEP,DEP,DEP,DEP,DEP,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS false GBP-DEPOSIT GBP-6M-SWAP-CONVENTIONS Absolute 0.0001 2W,1M,3M,6M,9M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y DEP,DEP,DEP,DEP,DEP,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS,IRS false GBP-DEPOSIT GBP-3M-SWAP-CONVENTIONS GBP-OIS-CONVENTIONS USD-GBP-XCCY-BASIS-CONVENTIONS USD-GBP-FX-CONVENTIONS Relative 0.01 Forward Relative 0.01 Forward Relative 0.01 Forward 1Y,2Y,3Y,5Y Relative 0.01 Forward 1Y,2Y,3Y,5Y Relative 0.01 0.01 Forward Central 1Y,5Y,7Y,10Y 1Y,5Y,10Y Absolute 0.0001 Forward 1Y,2Y,3Y,5Y,7Y,10Y 0.01,0.02,0.03,0.04,0.05 EUR-EURIBOR-6M Absolute 0.0001 Forward 1Y,2Y,3Y,5Y,7Y,10Y 0.01,0.02,0.03,0.04,0.05 USD-LIBOR-3M Relative 0.01 3M,6M,1Y USD Absolute Absolute 0.0001 0.001 Central 6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,12Y,15Y,20Y CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS true CDS-STANDARD-CONVENTIONS USD Absolute 0.0001 6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,12Y,15Y,20Y CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS true CDS-STANDARD-CONVENTIONS USD Absolute 0.0001 6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,12Y,15Y,20Y CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS true CDS-STANDARD-CONVENTIONS USD Absolute 0.0001 6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,12Y,15Y,20Y CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS true CDS-STANDARD-CONVENTIONS USD Absolute 0.0001 6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,12Y,15Y,20Y CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS,CDS true CDS-STANDARD-CONVENTIONS Relative 0.01 Relative 0.01 Relative 0.01 Relative 0.01 Relative 0.01 Absolute 0.01 2W,1M,3M,6M,1Y,2Y,3Y,5Y,10Y,15Y,20Y,30Y Absolute 0.01 2W,1M,3M,6M,1Y,2Y,3Y,5Y,10Y,15Y,20Y,30Y Absolute 0.0001 Forward 6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y,30Y ZIS,ZIS,ZIS,ZIS,ZIS,ZIS,ZIS,ZIS,ZIS,ZIS false EUHICPXT_INFLATIONSWAP Absolute 0.0001 Forward 6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y ZIS,ZIS,ZIS,ZIS,ZIS,ZIS,ZIS,ZIS,ZIS,ZIS,ZIS,ZIS false UKRPI_INFLATIONSWAP Absolute 0.0001 Forward 6M,1Y,2Y,3Y,4Y,5Y,7Y,10Y,15Y,20Y,25Y,30Y YYS,YYS,YYS,YYS,YYS,YYS,YYS,YYS,YYS,YYS,YYS,YYS false EUHICPXT_INFLATIONSWAP EUHICPXT_INFLATIONSWAP Absolute 0.0001 2W,1M,3M,6M,1Y,2Y,3Y,5Y,10Y,15Y,20Y,30Y Absolute 0.0001 2W,1M,3M,6M,1Y,2Y,3Y,5Y,10Y,15Y,20Y,30Y Absolute 0.01 0.03, 0.06, 0.10, 0.20, 1.0 1D Absolute 0.0001 Forward Absolute 0.0001 Absolute 0.0001 DiscountCurve/EUR,DiscountCurve/EUR IndexCurve/EUR,IndexCurve/EUR DiscountCurve/EUR,IndexCurve/EUR