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FX_OPTION/RATE_LNVOL/EUR/CHF/6M/ATM 0.089902 20160205 FX_OPTION/RATE_LNVOL/EUR/CHF/2Y/ATM 0.098825 20160205 FX_OPTION/RATE_LNVOL/EUR/CHF/3Y/ATM 0.10495 20160205 FX_OPTION/RATE_LNVOL/EUR/CHF/18M/ATM 0.096383 20160205 FX_OPTION/RATE_LNVOL/EUR/GBP/6M/ATM 0.135132 20160205 FX_OPTION/RATE_LNVOL/EUR/GBP/9M/ATM 0.132105 20160205 FX_OPTION/RATE_LNVOL/EUR/GBP/1M/ATM 0.12336 20160205 FX_OPTION/RATE_LNVOL/EUR/GBP/10Y/ATM 0.132277 20160205 FX_OPTION/RATE_LNVOL/EUR/GBP/5Y/ATM 0.131458 20160205 FX_OPTION/RATE_LNVOL/EUR/GBP/3M/ATM 0.121571 20160205 FX_OPTION/RATE_LNVOL/EUR/GBP/2Y/ATM 0.12923 20160205 FX_OPTION/RATE_LNVOL/EUR/GBP/2M/ATM 0.122379 20160205 FX_OPTION/RATE_LNVOL/EUR/GBP/18M/ATM 0.129478 20160205 FX_OPTION/RATE_LNVOL/EUR/GBP/1Y/ATM 0.129775 20160205 FX_OPTION/RATE_LNVOL/EUR/GBP/1W/ATM 0.118791 20160205 FX_OPTION/RATE_LNVOL/EUR/JPY/2M/ATM 0.133039 20160205 FX_OPTION/RATE_LNVOL/EUR/JPY/1W/ATM 0.126446 20160205 FX_OPTION/RATE_LNVOL/EUR/JPY/3Y/ATM 0.138607 20160205 FX_OPTION/RATE_LNVOL/EUR/JPY/1M/ATM 0.137438 20160205 FX_OPTION/RATE_LNVOL/EUR/JPY/10Y/ATM 0.155666 20160205 FX_OPTION/RATE_LNVOL/EUR/JPY/6M/ATM 0.138765 20160205 FX_OPTION/RATE_LNVOL/EUR/JPY/3M/ATM 0.132065 20160205 FX_OPTION/RATE_LNVOL/EUR/JPY/18M/ATM 0.138514 20160205 FX_OPTION/RATE_LNVOL/EUR/JPY/9M/ATM 0.138102 20160205 FX_OPTION/RATE_LNVOL/EUR/JPY/1Y/ATM 0.137662 20160205 FX_OPTION/RATE_LNVOL/EUR/JPY/7Y/ATM 0.148677 20160205 FX_OPTION/RATE_LNVOL/EUR/JPY/4Y/ATM 0.138796 20160205 FX_OPTION/RATE_LNVOL/EUR/JPY/5Y/ATM 0.142413 20160205 FX_OPTION/RATE_LNVOL/EUR/JPY/2Y/ATM 0.138448 20160205 FX_OPTION/RATE_LNVOL/EUR/SEK/10Y/ATM 0.090973 20160205 FX_OPTION/RATE_LNVOL/EUR/SEK/2Y/ATM 0.089054 20160205 FX_OPTION/RATE_LNVOL/EUR/SEK/2M/ATM 0.083438 20160205 FX_OPTION/RATE_LNVOL/EUR/SEK/1D/ATM 0.062886 20160205 FX_OPTION/RATE_LNVOL/EUR/SEK/6M/ATM 0.08609 20160205 FX_OPTION/RATE_LNVOL/EUR/SEK/1Y/ATM 0.087348 20160205 FX_OPTION/RATE_LNVOL/EUR/SEK/1W/ATM 0.077536 20160205 FX_OPTION/RATE_LNVOL/EUR/SEK/9M/ATM 0.086873 20160205 FX_OPTION/RATE_LNVOL/EUR/SEK/1M/ATM 0.079963 20160205 FX_OPTION/RATE_LNVOL/EUR/SEK/3M/ATM 0.082774 #artificial 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/30Y/ATM 0.173742 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/7Y/ATM 0.132847 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/9M/ATM 0.121563 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/1W/ATM 0.114403 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/18M/ATM 0.121216 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/3Y/ATM 0.122993 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/10Y/ATM 0.13628 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/2M/ATM 0.1196 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/3M/ATM 0.115589 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/1Y/ATM 0.120825 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/4Y/ATM 0.126561 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/5Y/ATM 0.129459 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/1M/ATM 0.121699 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/2Y/ATM 0.120465 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/6M/ATM 0.121982 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/2M/25RR 0.080627 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/10Y/25RR 0.13844 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/30Y/25RR 0.154027 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/5Y/25RR 0.118632 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/7Y/25RR 0.121443 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/3M/25RR 0.081292 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/1Y/25RR 0.092903 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/9M/25RR 0.091836 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/4Y/25RR 0.110022 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/1M/25RR 0.077042 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/1W/25RR 0.06891 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/6M/25RR 0.089902 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/2Y/25RR 0.098825 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/3Y/25RR 0.10495 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/18M/25RR 0.096383 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/2M/25BF 0.080627 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/10Y/25BF 0.13844 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/30Y/25BF 0.154027 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/5Y/25BF 0.118632 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/7Y/25BF 0.121443 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/3M/25BF 0.081292 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/1Y/25BF 0.092903 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/9M/25BF 0.091836 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/4Y/25BF 0.110022 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/1M/25BF 0.077042 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/1W/25BF 0.06891 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/6M/25BF 0.089902 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/2Y/25BF 0.098825 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/3Y/25BF 0.10495 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/18M/25BF 0.096383 # # artificial 20160205 FX_OPTION/RATE_LNVOL/GBP/USD/2M/ATM 0.1 20160205 FX_OPTION/RATE_LNVOL/GBP/USD/10Y/ATM 0.1 20160205 FX_OPTION/RATE_LNVOL/GBP/USD/30Y/ATM 0.1 20160205 FX_OPTION/RATE_LNVOL/GBP/USD/5Y/ATM 0.1 20160205 FX_OPTION/RATE_LNVOL/GBP/USD/7Y/ATM 0.1 20160205 FX_OPTION/RATE_LNVOL/GBP/USD/3M/ATM 0.1 20160205 FX_OPTION/RATE_LNVOL/GBP/USD/1Y/ATM 0.1 20160205 FX_OPTION/RATE_LNVOL/GBP/USD/9M/ATM 0.1 20160205 FX_OPTION/RATE_LNVOL/GBP/USD/4Y/ATM 0.1 20160205 FX_OPTION/RATE_LNVOL/GBP/USD/1M/ATM 0.1 20160205 FX_OPTION/RATE_LNVOL/GBP/USD/1W/ATM 0.1 20160205 FX_OPTION/RATE_LNVOL/GBP/USD/6M/ATM 0.1 20160205 FX_OPTION/RATE_LNVOL/GBP/USD/2Y/ATM 0.1 20160205 FX_OPTION/RATE_LNVOL/GBP/USD/3Y/ATM 0.1 20160205 FX_OPTION/RATE_LNVOL/GBP/USD/18M/ATM 0.1 # # artificial 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/2M/25RR 0.080627 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/10Y/25RR 0.13844 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/30Y/25RR 0.154027 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/5Y/25RR 0.118632 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/7Y/25RR 0.121443 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/3M/25RR 0.081292 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/1Y/25RR 0.092903 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/9M/25RR 0.091836 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/4Y/25RR 0.110022 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/1M/25RR 0.077042 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/1W/25RR 0.06891 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/6M/25RR 0.089902 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/2Y/25RR 0.098825 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/3Y/25RR 0.10495 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/18M/25RR 0.096383 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/2M/25BF 0.080627 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/10Y/25BF 0.13844 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/30Y/25BF 0.154027 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/5Y/25BF 0.118632 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/7Y/25BF 0.121443 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/3M/25BF 0.081292 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/1Y/25BF 0.092903 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/9M/25BF 0.091836 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/4Y/25BF 0.110022 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/1M/25BF 0.077042 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/1W/25BF 0.06891 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/6M/25BF 0.089902 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/2Y/25BF 0.098825 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/3Y/25BF 0.10495 20160205 FX_OPTION/RATE_LNVOL/EUR/USD/18M/25BF 0.096383 # 20160205 SWAPTION/RATE_LNVOL/CHF/25Y/10Y/ATM 1.039565 20160205 SWAPTION/RATE_LNVOL/CHF/10Y/10Y/ATM 1.256524 20160205 SWAPTION/RATE_LNVOL/CHF/7Y/10Y/ATM 1.351018 20160205 SWAPTION/RATE_LNVOL/CHF/20Y/10Y/ATM 0.911084 20160205 SWAPTION/RATE_LNVOL/CHF/9M/10Y/ATM 5.383211 20160205 SWAPTION/RATE_LNVOL/CHF/6M/10Y/ATM 5.582414 20160205 SWAPTION/RATE_LNVOL/CHF/3M/10Y/ATM 6.14147 20160205 SWAPTION/RATE_LNVOL/CHF/2Y/10Y/ATM 3.520691 20160205 SWAPTION/RATE_LNVOL/CHF/1M/10Y/ATM 8.878315 20160205 SWAPTION/RATE_LNVOL/CHF/5Y/10Y/ATM 1.547243 20160205 SWAPTION/RATE_LNVOL/CHF/15Y/10Y/ATM 0.93446 20160205 SWAPTION/RATE_LNVOL/CHF/3Y/10Y/ATM 2.007466 20160205 SWAPTION/RATE_LNVOL/CHF/4Y/10Y/ATM 1.610847 20160205 SWAPTION/RATE_LNVOL/CHF/1Y/10Y/ATM 4.720652 20160205 SWAPTION/RATE_LNVOL/CHF/30Y/10Y/ATM 1.122934 20160205 SWAPTION/RATE_LNVOL/CHF/10Y/15Y/ATM 1.756647 20160205 SWAPTION/RATE_LNVOL/CHF/5Y/15Y/ATM 2.224282 20160205 SWAPTION/RATE_LNVOL/CHF/7Y/15Y/ATM 1.569838 20160205 SWAPTION/RATE_LNVOL/CHF/25Y/15Y/ATM 0.850561 20160205 SWAPTION/RATE_LNVOL/CHF/6M/15Y/ATM 7.436658 20160205 SWAPTION/RATE_LNVOL/CHF/1Y/15Y/ATM 5.796477 20160205 SWAPTION/RATE_LNVOL/CHF/30Y/15Y/ATM 0.964046 20160205 SWAPTION/RATE_LNVOL/CHF/2Y/15Y/ATM 2.15477 20160205 SWAPTION/RATE_LNVOL/CHF/4Y/15Y/ATM 1.817276 20160205 SWAPTION/RATE_LNVOL/CHF/9M/15Y/ATM 4.281635 20160205 SWAPTION/RATE_LNVOL/CHF/3Y/15Y/ATM 1.882088 20160205 SWAPTION/RATE_LNVOL/CHF/1M/15Y/ATM 10.200249 20160205 SWAPTION/RATE_LNVOL/CHF/3M/15Y/ATM 8.600621 20160205 SWAPTION/RATE_LNVOL/CHF/15Y/15Y/ATM 0.927163 20160205 SWAPTION/RATE_LNVOL/CHF/20Y/15Y/ATM 1.376437 20160205 SWAPTION/RATE_LNVOL/CHF/30Y/1Y/ATM 1.037412 20160205 SWAPTION/RATE_LNVOL/CHF/25Y/1Y/ATM 0.698559 20160205 SWAPTION/RATE_LNVOL/CHF/4Y/1Y/ATM 1.691941 20160205 SWAPTION/RATE_LNVOL/CHF/3Y/1Y/ATM 1.640927 20160205 SWAPTION/RATE_LNVOL/CHF/9M/1Y/ATM 9.986248 20160205 SWAPTION/RATE_LNVOL/CHF/3M/1Y/ATM 8.359104 20160205 SWAPTION/RATE_LNVOL/CHF/1M/1Y/ATM 8.521414 20160205 SWAPTION/RATE_LNVOL/CHF/7Y/1Y/ATM 1.74352 20160205 SWAPTION/RATE_LNVOL/CHF/5Y/1Y/ATM 1.927609 20160205 SWAPTION/RATE_LNVOL/CHF/10Y/1Y/ATM 1.594951 20160205 SWAPTION/RATE_LNVOL/CHF/6M/1Y/ATM 10.11681 20160205 SWAPTION/RATE_LNVOL/CHF/2Y/1Y/ATM 5.105773 20160205 SWAPTION/RATE_LNVOL/CHF/20Y/1Y/ATM 1.092528 20160205 SWAPTION/RATE_LNVOL/CHF/15Y/1Y/ATM 1.219895 20160205 SWAPTION/RATE_LNVOL/CHF/1Y/1Y/ATM 9.536863 20160205 SWAPTION/RATE_LNVOL/CHF/20Y/20Y/ATM 1.185556 20160205 SWAPTION/RATE_LNVOL/CHF/5Y/20Y/ATM 1.689356 20160205 SWAPTION/RATE_LNVOL/CHF/30Y/20Y/ATM 0.85338 20160205 SWAPTION/RATE_LNVOL/CHF/6M/20Y/ATM 3.480986 20160205 SWAPTION/RATE_LNVOL/CHF/15Y/20Y/ATM 0.979145 20160205 SWAPTION/RATE_LNVOL/CHF/4Y/20Y/ATM 1.89728 20160205 SWAPTION/RATE_LNVOL/CHF/7Y/20Y/ATM 1.512767 20160205 SWAPTION/RATE_LNVOL/CHF/1M/20Y/ATM 3.462317 20160205 SWAPTION/RATE_LNVOL/CHF/1Y/20Y/ATM 5.202836 20160205 SWAPTION/RATE_LNVOL/CHF/3M/20Y/ATM 3.365065 20160205 SWAPTION/RATE_LNVOL/CHF/25Y/20Y/ATM 1.71406 20160205 SWAPTION/RATE_LNVOL/CHF/9M/20Y/ATM 3.89061 20160205 SWAPTION/RATE_LNVOL/CHF/2Y/20Y/ATM 3.630634 20160205 SWAPTION/RATE_LNVOL/CHF/3Y/20Y/ATM 2.360844 20160205 SWAPTION/RATE_LNVOL/CHF/10Y/20Y/ATM 1.148031 20160205 SWAPTION/RATE_LNVOL/CHF/2Y/25Y/ATM 2.723828 20160205 SWAPTION/RATE_LNVOL/CHF/10Y/25Y/ATM 1.09409 20160205 SWAPTION/RATE_LNVOL/CHF/3M/25Y/ATM 2.36657 20160205 SWAPTION/RATE_LNVOL/CHF/30Y/25Y/ATM 0.89093 20160205 SWAPTION/RATE_LNVOL/CHF/9M/25Y/ATM 2.501778 20160205 SWAPTION/RATE_LNVOL/CHF/1Y/25Y/ATM 2.630236 20160205 SWAPTION/RATE_LNVOL/CHF/20Y/25Y/ATM 1.041654 20160205 SWAPTION/RATE_LNVOL/CHF/3Y/25Y/ATM 2.34907 20160205 SWAPTION/RATE_LNVOL/CHF/6M/25Y/ATM 2.379734 20160205 SWAPTION/RATE_LNVOL/CHF/5Y/25Y/ATM 1.651991 20160205 SWAPTION/RATE_LNVOL/CHF/1M/25Y/ATM 2.459018 20160205 SWAPTION/RATE_LNVOL/CHF/15Y/25Y/ATM 1.533934 20160205 SWAPTION/RATE_LNVOL/CHF/4Y/25Y/ATM 2.545641 20160205 SWAPTION/RATE_LNVOL/CHF/25Y/25Y/ATM 1.244679 20160205 SWAPTION/RATE_LNVOL/CHF/7Y/25Y/ATM 1.491274 20160205 SWAPTION/RATE_LNVOL/CHF/7Y/2Y/ATM 1.447802 20160205 SWAPTION/RATE_LNVOL/CHF/20Y/2Y/ATM 0.883378 20160205 SWAPTION/RATE_LNVOL/CHF/3Y/2Y/ATM 1.640922 20160205 SWAPTION/RATE_LNVOL/CHF/30Y/2Y/ATM 0.833062 20160205 SWAPTION/RATE_LNVOL/CHF/4Y/2Y/ATM 2.112746 20160205 SWAPTION/RATE_LNVOL/CHF/10Y/2Y/ATM 1.27724 20160205 SWAPTION/RATE_LNVOL/CHF/9M/2Y/ATM 10.006425 20160205 SWAPTION/RATE_LNVOL/CHF/3M/2Y/ATM 8.355929 20160205 SWAPTION/RATE_LNVOL/CHF/1M/2Y/ATM 8.534399 20160205 SWAPTION/RATE_LNVOL/CHF/5Y/2Y/ATM 1.756786 20160205 SWAPTION/RATE_LNVOL/CHF/6M/2Y/ATM 10.140169 20160205 SWAPTION/RATE_LNVOL/CHF/2Y/2Y/ATM 5.103472 20160205 SWAPTION/RATE_LNVOL/CHF/25Y/2Y/ATM 1.205947 20160205 SWAPTION/RATE_LNVOL/CHF/15Y/2Y/ATM 1.175811 20160205 SWAPTION/RATE_LNVOL/CHF/1Y/2Y/ATM 9.535134 20160205 SWAPTION/RATE_LNVOL/CHF/15Y/30Y/ATM 1.331617 20160205 SWAPTION/RATE_LNVOL/CHF/2Y/30Y/ATM 2.483017 20160205 SWAPTION/RATE_LNVOL/CHF/25Y/30Y/ATM 0.894371 20160205 SWAPTION/RATE_LNVOL/CHF/30Y/30Y/ATM 1.092178 20160205 SWAPTION/RATE_LNVOL/CHF/1Y/30Y/ATM 2.377581 20160205 SWAPTION/RATE_LNVOL/CHF/1M/30Y/ATM 2.204763 20160205 SWAPTION/RATE_LNVOL/CHF/6M/30Y/ATM 2.154462 20160205 SWAPTION/RATE_LNVOL/CHF/9M/30Y/ATM 2.265306 20160205 SWAPTION/RATE_LNVOL/CHF/10Y/30Y/ATM 1.03724 20160205 SWAPTION/RATE_LNVOL/CHF/4Y/30Y/ATM 2.363163 20160205 SWAPTION/RATE_LNVOL/CHF/20Y/30Y/ATM 1.36083 20160205 SWAPTION/RATE_LNVOL/CHF/3Y/30Y/ATM 3.436166 20160205 SWAPTION/RATE_LNVOL/CHF/5Y/30Y/ATM 1.63547 20160205 SWAPTION/RATE_LNVOL/CHF/7Y/30Y/ATM 1.43235 20160205 SWAPTION/RATE_LNVOL/CHF/3M/30Y/ATM 2.127192 20160205 SWAPTION/RATE_LNVOL/CHF/9M/3Y/ATM 4.854923 20160205 SWAPTION/RATE_LNVOL/CHF/7Y/3Y/ATM 2.241655 20160205 SWAPTION/RATE_LNVOL/CHF/5Y/3Y/ATM 1.825348 20160205 SWAPTION/RATE_LNVOL/CHF/20Y/3Y/ATM 0.800532 20160205 SWAPTION/RATE_LNVOL/CHF/15Y/3Y/ATM 1.127779 20160205 SWAPTION/RATE_LNVOL/CHF/10Y/3Y/ATM 1.140328 20160205 SWAPTION/RATE_LNVOL/CHF/4Y/3Y/ATM 2.177245 20160205 SWAPTION/RATE_LNVOL/CHF/3Y/3Y/ATM 2.926616 20160205 SWAPTION/RATE_LNVOL/CHF/1M/3Y/ATM 9.840717 20160205 SWAPTION/RATE_LNVOL/CHF/2Y/3Y/ATM 2.131356 20160205 SWAPTION/RATE_LNVOL/CHF/3M/3Y/ATM 9.960035 20160205 SWAPTION/RATE_LNVOL/CHF/1Y/3Y/ATM 8.424079 20160205 SWAPTION/RATE_LNVOL/CHF/25Y/3Y/ATM 1.105799 20160205 SWAPTION/RATE_LNVOL/CHF/30Y/3Y/ATM 0.735299 20160205 SWAPTION/RATE_LNVOL/CHF/6M/3Y/ATM 7.918571 20160205 SWAPTION/RATE_LNVOL/CHF/1M/4Y/ATM 5.432236 20160205 SWAPTION/RATE_LNVOL/CHF/6M/4Y/ATM 9.524963 20160205 SWAPTION/RATE_LNVOL/CHF/2Y/4Y/ATM 3.663157 20160205 SWAPTION/RATE_LNVOL/CHF/1Y/4Y/ATM 3.399984 20160205 SWAPTION/RATE_LNVOL/CHF/9M/4Y/ATM 6.529988 20160205 SWAPTION/RATE_LNVOL/CHF/3Y/4Y/ATM 1.896799 20160205 SWAPTION/RATE_LNVOL/CHF/5Y/4Y/ATM 2.240079 20160205 SWAPTION/RATE_LNVOL/CHF/3M/4Y/ATM 4.533729 20160205 SWAPTION/RATE_LNVOL/CHF/4Y/4Y/ATM 2.403292 20160205 SWAPTION/RATE_LNVOL/CHF/15Y/4Y/ATM 1.412415 20160205 SWAPTION/RATE_LNVOL/CHF/10Y/4Y/ATM 1.10415 20160205 SWAPTION/RATE_LNVOL/CHF/20Y/4Y/ATM 0.659189 20160205 SWAPTION/RATE_LNVOL/CHF/30Y/4Y/ATM 0.724408 20160205 SWAPTION/RATE_LNVOL/CHF/7Y/4Y/ATM 2.489285 20160205 SWAPTION/RATE_LNVOL/CHF/25Y/4Y/ATM 0.93927 20160205 SWAPTION/RATE_LNVOL/CHF/3M/5Y/ATM 9.330052 20160205 SWAPTION/RATE_LNVOL/CHF/15Y/5Y/ATM 1.671818 20160205 SWAPTION/RATE_LNVOL/CHF/7Y/5Y/ATM 1.724422 20160205 SWAPTION/RATE_LNVOL/CHF/1Y/5Y/ATM 4.392974 20160205 SWAPTION/RATE_LNVOL/CHF/3Y/5Y/ATM 2.634481 20160205 SWAPTION/RATE_LNVOL/CHF/10Y/5Y/ATM 2.190578 20160205 SWAPTION/RATE_LNVOL/CHF/1M/5Y/ATM 8.981377 20160205 SWAPTION/RATE_LNVOL/CHF/9M/5Y/ATM 6.942554 20160205 SWAPTION/RATE_LNVOL/CHF/6M/5Y/ATM 5.553803 20160205 SWAPTION/RATE_LNVOL/CHF/5Y/5Y/ATM 1.902533 20160205 SWAPTION/RATE_LNVOL/CHF/2Y/5Y/ATM 3.457931 20160205 SWAPTION/RATE_LNVOL/CHF/20Y/5Y/ATM 0.642158 20160205 SWAPTION/RATE_LNVOL/CHF/25Y/5Y/ATM 1.141666 20160205 SWAPTION/RATE_LNVOL/CHF/4Y/5Y/ATM 1.682192 20160205 SWAPTION/RATE_LNVOL/CHF/30Y/5Y/ATM 0.735431 20160205 SWAPTION/RATE_LNVOL/CHF/7Y/6Y/ATM 1.559031 20160205 SWAPTION/RATE_LNVOL/CHF/5Y/6Y/ATM 1.533644 20160205 SWAPTION/RATE_LNVOL/CHF/4Y/6Y/ATM 2.64325 20160205 SWAPTION/RATE_LNVOL/CHF/9M/6Y/ATM 5.090946 20160205 SWAPTION/RATE_LNVOL/CHF/3M/6Y/ATM 7.062032 20160205 SWAPTION/RATE_LNVOL/CHF/30Y/6Y/ATM 0.700837 20160205 SWAPTION/RATE_LNVOL/CHF/10Y/6Y/ATM 1.12757 20160205 SWAPTION/RATE_LNVOL/CHF/25Y/6Y/ATM 1.197969 20160205 SWAPTION/RATE_LNVOL/CHF/2Y/6Y/ATM 3.195914 20160205 SWAPTION/RATE_LNVOL/CHF/3Y/6Y/ATM 2.226878 20160205 SWAPTION/RATE_LNVOL/CHF/15Y/6Y/ATM 1.038233 20160205 SWAPTION/RATE_LNVOL/CHF/1M/6Y/ATM 7.890974 20160205 SWAPTION/RATE_LNVOL/CHF/20Y/6Y/ATM 0.760774 20160205 SWAPTION/RATE_LNVOL/CHF/6M/6Y/ATM 4.517544 20160205 SWAPTION/RATE_LNVOL/CHF/1Y/6Y/ATM 3.32936 20160205 SWAPTION/RATE_LNVOL/CHF/20Y/7Y/ATM 1.178049 20160205 SWAPTION/RATE_LNVOL/CHF/6M/7Y/ATM 5.203764 20160205 SWAPTION/RATE_LNVOL/CHF/30Y/7Y/ATM 0.67012 20160205 SWAPTION/RATE_LNVOL/CHF/9M/7Y/ATM 3.846729 20160205 SWAPTION/RATE_LNVOL/CHF/5Y/7Y/ATM 2.455713 20160205 SWAPTION/RATE_LNVOL/CHF/3Y/7Y/ATM 3.424162 20160205 SWAPTION/RATE_LNVOL/CHF/2Y/7Y/ATM 2.952859 20160205 SWAPTION/RATE_LNVOL/CHF/1M/7Y/ATM 9.884757 20160205 SWAPTION/RATE_LNVOL/CHF/10Y/7Y/ATM 1.165143 20160205 SWAPTION/RATE_LNVOL/CHF/3M/7Y/ATM 9.572677 20160205 SWAPTION/RATE_LNVOL/CHF/7Y/7Y/ATM 1.442357 20160205 SWAPTION/RATE_LNVOL/CHF/4Y/7Y/ATM 1.70428 20160205 SWAPTION/RATE_LNVOL/CHF/25Y/7Y/ATM 1.230737 20160205 SWAPTION/RATE_LNVOL/CHF/15Y/7Y/ATM 1.186826 20160205 SWAPTION/RATE_LNVOL/CHF/1Y/7Y/ATM 4.303625 20160205 SWAPTION/RATE_LNVOL/CHF/4Y/8Y/ATM 3.043247 20160205 SWAPTION/RATE_LNVOL/CHF/7Y/8Y/ATM 1.402134 20160205 SWAPTION/RATE_LNVOL/CHF/15Y/8Y/ATM 1.334706 20160205 SWAPTION/RATE_LNVOL/CHF/3Y/8Y/ATM 1.965293 20160205 SWAPTION/RATE_LNVOL/CHF/30Y/8Y/ATM 0.641618 20160205 SWAPTION/RATE_LNVOL/CHF/1Y/8Y/ATM 3.459969 20160205 SWAPTION/RATE_LNVOL/CHF/20Y/8Y/ATM 0.823302 20160205 SWAPTION/RATE_LNVOL/CHF/2Y/8Y/ATM 3.435194 20160205 SWAPTION/RATE_LNVOL/CHF/9M/8Y/ATM 3.985438 20160205 SWAPTION/RATE_LNVOL/CHF/5Y/8Y/ATM 1.983704 20160205 SWAPTION/RATE_LNVOL/CHF/1M/8Y/ATM 7.124704 20160205 SWAPTION/RATE_LNVOL/CHF/6M/8Y/ATM 4.616353 20160205 SWAPTION/RATE_LNVOL/CHF/25Y/8Y/ATM 1.164776 20160205 SWAPTION/RATE_LNVOL/CHF/3M/8Y/ATM 5.70917 20160205 SWAPTION/RATE_LNVOL/CHF/10Y/8Y/ATM 1.203173 20160205 SWAPTION/RATE_LNVOL/CHF/20Y/9Y/ATM 0.873281 20160205 SWAPTION/RATE_LNVOL/CHF/6M/9Y/ATM 4.887962 20160205 SWAPTION/RATE_LNVOL/CHF/5Y/9Y/ATM 1.695918 20160205 SWAPTION/RATE_LNVOL/CHF/4Y/9Y/ATM 1.899437 20160205 SWAPTION/RATE_LNVOL/CHF/1Y/9Y/ATM 3.748184 20160205 SWAPTION/RATE_LNVOL/CHF/3Y/9Y/ATM 3.414529 20160205 SWAPTION/RATE_LNVOL/CHF/2Y/9Y/ATM 2.205262 20160205 SWAPTION/RATE_LNVOL/CHF/1M/9Y/ATM 6.72969 20160205 SWAPTION/RATE_LNVOL/CHF/7Y/9Y/ATM 1.378403 20160205 SWAPTION/RATE_LNVOL/CHF/10Y/9Y/ATM 1.243297 20160205 SWAPTION/RATE_LNVOL/CHF/25Y/9Y/ATM 1.113437 20160205 SWAPTION/RATE_LNVOL/CHF/9M/9Y/ATM 4.348624 20160205 SWAPTION/RATE_LNVOL/CHF/30Y/9Y/ATM 1.221237 20160205 SWAPTION/RATE_LNVOL/CHF/3M/9Y/ATM 5.729942 20160205 SWAPTION/RATE_LNVOL/CHF/15Y/9Y/ATM 1.728489 20160205 SWAPTION/RATE_NVOL/CHF/6M/10Y/ATM 0.006409 20160205 SWAPTION/RATE_NVOL/CHF/4Y/10Y/ATM 0.007846 20160205 SWAPTION/RATE_NVOL/CHF/30Y/10Y/ATM 0.005112 20160205 SWAPTION/RATE_NVOL/CHF/10Y/10Y/ATM 0.007863 20160205 SWAPTION/RATE_NVOL/CHF/3Y/10Y/ATM 0.007587 20160205 SWAPTION/RATE_NVOL/CHF/25Y/10Y/ATM 0.005638 20160205 SWAPTION/RATE_NVOL/CHF/2Y/10Y/ATM 0.007234 20160205 SWAPTION/RATE_NVOL/CHF/15Y/10Y/ATM 0.007471 20160205 SWAPTION/RATE_NVOL/CHF/5Y/10Y/ATM 0.008233 20160205 SWAPTION/RATE_NVOL/CHF/1Y/10Y/ATM 0.006739 20160205 SWAPTION/RATE_NVOL/CHF/20Y/10Y/ATM 0.006244 20160205 SWAPTION/RATE_NVOL/CHF/3M/10Y/ATM 0.00641 20160205 SWAPTION/RATE_NVOL/CHF/7Y/10Y/ATM 0.008236 20160205 SWAPTION/RATE_NVOL/CHF/1M/10Y/ATM 0.006673 20160205 SWAPTION/RATE_NVOL/CHF/5Y/15Y/ATM 0.007863 20160205 SWAPTION/RATE_NVOL/CHF/15Y/15Y/ATM 0.007178 20160205 SWAPTION/RATE_NVOL/CHF/20Y/15Y/ATM 0.005959 20160205 SWAPTION/RATE_NVOL/CHF/1M/15Y/ATM 0.007006 20160205 SWAPTION/RATE_NVOL/CHF/3Y/15Y/ATM 0.007254 20160205 SWAPTION/RATE_NVOL/CHF/10Y/15Y/ATM 0.007557 20160205 SWAPTION/RATE_NVOL/CHF/4Y/15Y/ATM 0.007505 20160205 SWAPTION/RATE_NVOL/CHF/3M/15Y/ATM 0.006744 20160205 SWAPTION/RATE_NVOL/CHF/25Y/15Y/ATM 0.005374 20160205 SWAPTION/RATE_NVOL/CHF/1Y/15Y/ATM 0.007068 20160205 SWAPTION/RATE_NVOL/CHF/6M/15Y/ATM 0.006733 20160205 SWAPTION/RATE_NVOL/CHF/30Y/15Y/ATM 0.00484 20160205 SWAPTION/RATE_NVOL/CHF/2Y/15Y/ATM 0.007093 20160205 SWAPTION/RATE_NVOL/CHF/7Y/15Y/ATM 0.007895 20160205 SWAPTION/RATE_NVOL/CHF/25Y/1Y/ATM 0.007141 20160205 SWAPTION/RATE_NVOL/CHF/1Y/1Y/ATM 0.008007 20160205 SWAPTION/RATE_NVOL/CHF/15Y/1Y/ATM 0.007436 20160205 SWAPTION/RATE_NVOL/CHF/20Y/1Y/ATM 0.007209 20160205 SWAPTION/RATE_NVOL/CHF/3Y/1Y/ATM 0.007854 20160205 SWAPTION/RATE_NVOL/CHF/2Y/1Y/ATM 0.008018 20160205 SWAPTION/RATE_NVOL/CHF/4Y/1Y/ATM 0.007983 20160205 SWAPTION/RATE_NVOL/CHF/10Y/1Y/ATM 0.007657 20160205 SWAPTION/RATE_NVOL/CHF/3M/1Y/ATM 0.007533 20160205 SWAPTION/RATE_NVOL/CHF/5Y/1Y/ATM 0.007687 20160205 SWAPTION/RATE_NVOL/CHF/7Y/1Y/ATM 0.00777 20160205 SWAPTION/RATE_NVOL/CHF/1M/1Y/ATM 0.007529 20160205 SWAPTION/RATE_NVOL/CHF/6M/1Y/ATM 0.007208 20160205 SWAPTION/RATE_NVOL/CHF/30Y/1Y/ATM 0.007074 20160205 SWAPTION/RATE_NVOL/CHF/20Y/20Y/ATM 0.005929 20160205 SWAPTION/RATE_NVOL/CHF/30Y/20Y/ATM 0.004756 20160205 SWAPTION/RATE_NVOL/CHF/5Y/20Y/ATM 0.007827 20160205 SWAPTION/RATE_NVOL/CHF/25Y/20Y/ATM 0.005317 20160205 SWAPTION/RATE_NVOL/CHF/3M/20Y/ATM 0.007063 20160205 SWAPTION/RATE_NVOL/CHF/15Y/20Y/ATM 0.007177 20160205 SWAPTION/RATE_NVOL/CHF/4Y/20Y/ATM 0.007486 20160205 SWAPTION/RATE_NVOL/CHF/1M/20Y/ATM 0.007346 20160205 SWAPTION/RATE_NVOL/CHF/2Y/20Y/ATM 0.007245 20160205 SWAPTION/RATE_NVOL/CHF/6M/20Y/ATM 0.007049 20160205 SWAPTION/RATE_NVOL/CHF/7Y/20Y/ATM 0.007857 20160205 SWAPTION/RATE_NVOL/CHF/10Y/20Y/ATM 0.007556 20160205 SWAPTION/RATE_NVOL/CHF/3Y/20Y/ATM 0.007231 20160205 SWAPTION/RATE_NVOL/CHF/1Y/20Y/ATM 0.007408 20160205 SWAPTION/RATE_NVOL/CHF/10Y/25Y/ATM 0.007343 20160205 SWAPTION/RATE_NVOL/CHF/4Y/25Y/ATM 0.007382 20160205 SWAPTION/RATE_NVOL/CHF/20Y/25Y/ATM 0.005742 20160205 SWAPTION/RATE_NVOL/CHF/3M/25Y/ATM 0.007054 20160205 SWAPTION/RATE_NVOL/CHF/5Y/25Y/ATM 0.007703 20160205 SWAPTION/RATE_NVOL/CHF/7Y/25Y/ATM 0.007707 20160205 SWAPTION/RATE_NVOL/CHF/25Y/25Y/ATM 0.005137 20160205 SWAPTION/RATE_NVOL/CHF/30Y/25Y/ATM 0.004601 20160205 SWAPTION/RATE_NVOL/CHF/1M/25Y/ATM 0.007336 20160205 SWAPTION/RATE_NVOL/CHF/15Y/25Y/ATM 0.006976 20160205 SWAPTION/RATE_NVOL/CHF/2Y/25Y/ATM 0.007205 20160205 SWAPTION/RATE_NVOL/CHF/6M/25Y/ATM 0.007067 20160205 SWAPTION/RATE_NVOL/CHF/1Y/25Y/ATM 0.007404 20160205 SWAPTION/RATE_NVOL/CHF/3Y/25Y/ATM 0.007167 20160205 SWAPTION/RATE_NVOL/CHF/3M/2Y/ATM 0.007757 20160205 SWAPTION/RATE_NVOL/CHF/7Y/2Y/ATM 0.007538 20160205 SWAPTION/RATE_NVOL/CHF/5Y/2Y/ATM 0.007761 20160205 SWAPTION/RATE_NVOL/CHF/6M/2Y/ATM 0.007589 20160205 SWAPTION/RATE_NVOL/CHF/3Y/2Y/ATM 0.007698 20160205 SWAPTION/RATE_NVOL/CHF/15Y/2Y/ATM 0.006963 20160205 SWAPTION/RATE_NVOL/CHF/25Y/2Y/ATM 0.00674 20160205 SWAPTION/RATE_NVOL/CHF/20Y/2Y/ATM 0.006801 20160205 SWAPTION/RATE_NVOL/CHF/10Y/2Y/ATM 0.007097 20160205 SWAPTION/RATE_NVOL/CHF/2Y/2Y/ATM 0.007611 20160205 SWAPTION/RATE_NVOL/CHF/4Y/2Y/ATM 0.007888 20160205 SWAPTION/RATE_NVOL/CHF/30Y/2Y/ATM 0.006682 20160205 SWAPTION/RATE_NVOL/CHF/1Y/2Y/ATM 0.007347 20160205 SWAPTION/RATE_NVOL/CHF/1M/2Y/ATM 0.007587 20160205 SWAPTION/RATE_NVOL/CHF/30Y/30Y/ATM 0.00442 20160205 SWAPTION/RATE_NVOL/CHF/20Y/30Y/ATM 0.005565 20160205 SWAPTION/RATE_NVOL/CHF/7Y/30Y/ATM 0.007552 20160205 SWAPTION/RATE_NVOL/CHF/3Y/30Y/ATM 0.007098 20160205 SWAPTION/RATE_NVOL/CHF/25Y/30Y/ATM 0.004964 20160205 SWAPTION/RATE_NVOL/CHF/3M/30Y/ATM 0.007073 20160205 SWAPTION/RATE_NVOL/CHF/10Y/30Y/ATM 0.007176 20160205 SWAPTION/RATE_NVOL/CHF/1M/30Y/ATM 0.007335 20160205 SWAPTION/RATE_NVOL/CHF/6M/30Y/ATM 0.007049 20160205 SWAPTION/RATE_NVOL/CHF/5Y/30Y/ATM 0.007605 20160205 SWAPTION/RATE_NVOL/CHF/2Y/30Y/ATM 0.007166 20160205 SWAPTION/RATE_NVOL/CHF/4Y/30Y/ATM 0.007273 20160205 SWAPTION/RATE_NVOL/CHF/1Y/30Y/ATM 0.007405 20160205 SWAPTION/RATE_NVOL/CHF/15Y/30Y/ATM 0.006795 20160205 SWAPTION/RATE_NVOL/CHF/3M/3Y/ATM 0.007764 20160205 SWAPTION/RATE_NVOL/CHF/7Y/3Y/ATM 0.007562 20160205 SWAPTION/RATE_NVOL/CHF/3Y/3Y/ATM 0.007784 20160205 SWAPTION/RATE_NVOL/CHF/25Y/3Y/ATM 0.006376 20160205 SWAPTION/RATE_NVOL/CHF/30Y/3Y/ATM 0.00625 20160205 SWAPTION/RATE_NVOL/CHF/1Y/3Y/ATM 0.007706 20160205 SWAPTION/RATE_NVOL/CHF/15Y/3Y/ATM 0.006758 20160205 SWAPTION/RATE_NVOL/CHF/4Y/3Y/ATM 0.007891 20160205 SWAPTION/RATE_NVOL/CHF/6M/3Y/ATM 0.007741 20160205 SWAPTION/RATE_NVOL/CHF/2Y/3Y/ATM 0.007408 20160205 SWAPTION/RATE_NVOL/CHF/5Y/3Y/ATM 0.007797 20160205 SWAPTION/RATE_NVOL/CHF/10Y/3Y/ATM 0.007025 20160205 SWAPTION/RATE_NVOL/CHF/20Y/3Y/ATM 0.006504 20160205 SWAPTION/RATE_NVOL/CHF/1M/3Y/ATM 0.007603 20160205 SWAPTION/RATE_NVOL/CHF/1M/4Y/ATM 0.006725 20160205 SWAPTION/RATE_NVOL/CHF/3Y/4Y/ATM 0.007743 20160205 SWAPTION/RATE_NVOL/CHF/2Y/4Y/ATM 0.007295 20160205 SWAPTION/RATE_NVOL/CHF/4Y/4Y/ATM 0.007867 20160205 SWAPTION/RATE_NVOL/CHF/3M/4Y/ATM 0.006866 20160205 SWAPTION/RATE_NVOL/CHF/7Y/4Y/ATM 0.00766 20160205 SWAPTION/RATE_NVOL/CHF/30Y/4Y/ATM 0.005816 20160205 SWAPTION/RATE_NVOL/CHF/15Y/4Y/ATM 0.006556 20160205 SWAPTION/RATE_NVOL/CHF/10Y/4Y/ATM 0.007135 20160205 SWAPTION/RATE_NVOL/CHF/25Y/4Y/ATM 0.005987 20160205 SWAPTION/RATE_NVOL/CHF/5Y/4Y/ATM 0.007855 20160205 SWAPTION/RATE_NVOL/CHF/20Y/4Y/ATM 0.006169 20160205 SWAPTION/RATE_NVOL/CHF/1Y/4Y/ATM 0.006854 20160205 SWAPTION/RATE_NVOL/CHF/6M/4Y/ATM 0.006923 20160205 SWAPTION/RATE_NVOL/CHF/3Y/5Y/ATM 0.007701 20160205 SWAPTION/RATE_NVOL/CHF/1M/5Y/ATM 0.005853 20160205 SWAPTION/RATE_NVOL/CHF/6M/5Y/ATM 0.006084 20160205 SWAPTION/RATE_NVOL/CHF/7Y/5Y/ATM 0.007776 20160205 SWAPTION/RATE_NVOL/CHF/10Y/5Y/ATM 0.007234 20160205 SWAPTION/RATE_NVOL/CHF/5Y/5Y/ATM 0.007913 20160205 SWAPTION/RATE_NVOL/CHF/3M/5Y/ATM 0.005969 20160205 SWAPTION/RATE_NVOL/CHF/2Y/5Y/ATM 0.007197 20160205 SWAPTION/RATE_NVOL/CHF/30Y/5Y/ATM 0.005453 20160205 SWAPTION/RATE_NVOL/CHF/20Y/5Y/ATM 0.00598 20160205 SWAPTION/RATE_NVOL/CHF/25Y/5Y/ATM 0.005703 20160205 SWAPTION/RATE_NVOL/CHF/15Y/5Y/ATM 0.00658 20160205 SWAPTION/RATE_NVOL/CHF/1Y/5Y/ATM 0.006732 20160205 SWAPTION/RATE_NVOL/CHF/4Y/5Y/ATM 0.007813 20160205 SWAPTION/RATE_NVOL/CHF/15Y/7Y/ATM 0.006938 20160205 SWAPTION/RATE_NVOL/CHF/20Y/7Y/ATM 0.006115 20160205 SWAPTION/RATE_NVOL/CHF/6M/7Y/ATM 0.005773 20160205 SWAPTION/RATE_NVOL/CHF/2Y/7Y/ATM 0.007165 20160205 SWAPTION/RATE_NVOL/CHF/1M/7Y/ATM 0.005456 20160205 SWAPTION/RATE_NVOL/CHF/5Y/7Y/ATM 0.008034 20160205 SWAPTION/RATE_NVOL/CHF/10Y/7Y/ATM 0.007483 20160205 SWAPTION/RATE_NVOL/CHF/1Y/7Y/ATM 0.006631 20160205 SWAPTION/RATE_NVOL/CHF/3M/7Y/ATM 0.00542 20160205 SWAPTION/RATE_NVOL/CHF/25Y/7Y/ATM 0.005705 20160205 SWAPTION/RATE_NVOL/CHF/3Y/7Y/ATM 0.007626 20160205 SWAPTION/RATE_NVOL/CHF/30Y/7Y/ATM 0.005338 20160205 SWAPTION/RATE_NVOL/CHF/7Y/7Y/ATM 0.007951 20160205 SWAPTION/RATE_NVOL/CHF/4Y/7Y/ATM 0.007801 20160205 SWAPTION/RATE_LNVOL/EUR/10Y/10Y/ATM 0.59656 20160205 SWAPTION/RATE_LNVOL/EUR/25Y/10Y/ATM 0.361125 20160205 SWAPTION/RATE_LNVOL/EUR/1M/10Y/ATM 1.208343 20160205 SWAPTION/RATE_LNVOL/EUR/2Y/10Y/ATM 0.881126 20160205 SWAPTION/RATE_LNVOL/EUR/4Y/10Y/ATM 0.696502 20160205 SWAPTION/RATE_LNVOL/EUR/7Y/10Y/ATM 0.589191 20160205 SWAPTION/RATE_LNVOL/EUR/3M/10Y/ATM 1.159956 20160205 SWAPTION/RATE_LNVOL/EUR/5Y/10Y/ATM 0.638852 20160205 SWAPTION/RATE_LNVOL/EUR/30Y/10Y/ATM 0.191517 20160205 SWAPTION/RATE_LNVOL/EUR/40Y/10Y/ATM 0.191621 20160205 SWAPTION/RATE_LNVOL/EUR/6M/10Y/ATM 1.118826 20160205 SWAPTION/RATE_LNVOL/EUR/15Y/10Y/ATM 0.778344 20160205 SWAPTION/RATE_LNVOL/EUR/3Y/10Y/ATM 0.776998 20160205 SWAPTION/RATE_LNVOL/EUR/1Y/10Y/ATM 1.030763 20160205 SWAPTION/RATE_LNVOL/EUR/20Y/10Y/ATM 1.378168 20160205 SWAPTION/RATE_LNVOL/EUR/1M/15Y/ATM 0.86966 20160205 SWAPTION/RATE_LNVOL/EUR/15Y/15Y/ATM 0.756579 20160205 SWAPTION/RATE_LNVOL/EUR/7Y/15Y/ATM 0.569216 20160205 SWAPTION/RATE_LNVOL/EUR/25Y/15Y/ATM 1.555288 20160205 SWAPTION/RATE_LNVOL/EUR/2Y/15Y/ATM 0.726753 20160205 SWAPTION/RATE_LNVOL/EUR/30Y/15Y/ATM 1.1948 20160205 SWAPTION/RATE_LNVOL/EUR/40Y/15Y/ATM 1.190595 20160205 SWAPTION/RATE_LNVOL/EUR/4Y/15Y/ATM 0.629415 20160205 SWAPTION/RATE_LNVOL/EUR/10Y/15Y/ATM 0.592823 20160205 SWAPTION/RATE_LNVOL/EUR/1Y/15Y/ATM 0.797139 20160205 SWAPTION/RATE_LNVOL/EUR/5Y/15Y/ATM 0.59771 20160205 SWAPTION/RATE_LNVOL/EUR/6M/15Y/ATM 0.831447 20160205 SWAPTION/RATE_LNVOL/EUR/3Y/15Y/ATM 0.681006 20160205 SWAPTION/RATE_LNVOL/EUR/20Y/15Y/ATM 1.602805 20160205 SWAPTION/RATE_LNVOL/EUR/3M/15Y/ATM 0.85004 20160205 SWAPTION/RATE_LNVOL/EUR/20Y/1Y/ATM 1.293523 20160205 SWAPTION/RATE_LNVOL/EUR/30Y/1Y/ATM 0.353503 20160205 SWAPTION/RATE_LNVOL/EUR/40Y/1Y/ATM 0.352872 20160205 SWAPTION/RATE_LNVOL/EUR/6M/1Y/ATM 5.447653 20160205 SWAPTION/RATE_LNVOL/EUR/1Y/1Y/ATM 3.51169 20160205 SWAPTION/RATE_LNVOL/EUR/10Y/1Y/ATM 0.595554 20160205 SWAPTION/RATE_LNVOL/EUR/25Y/1Y/ATM 0.686421 20160205 SWAPTION/RATE_LNVOL/EUR/2Y/1Y/ATM 2.391558 20160205 SWAPTION/RATE_LNVOL/EUR/7Y/1Y/ATM 0.830787 20160205 SWAPTION/RATE_LNVOL/EUR/5Y/1Y/ATM 2.461645 20160205 SWAPTION/RATE_LNVOL/EUR/3Y/1Y/ATM 2.389072 20160205 SWAPTION/RATE_LNVOL/EUR/15Y/1Y/ATM 0.611112 20160205 SWAPTION/RATE_LNVOL/EUR/4Y/1Y/ATM 2.462159 20160205 SWAPTION/RATE_LNVOL/EUR/3M/1Y/ATM 6.343231 20160205 SWAPTION/RATE_LNVOL/EUR/1M/1Y/ATM 8.880278 20160205 SWAPTION/RATE_LNVOL/EUR/3Y/20Y/ATM 0.672506 20160205 SWAPTION/RATE_LNVOL/EUR/4Y/20Y/ATM 0.631213 20160205 SWAPTION/RATE_LNVOL/EUR/10Y/20Y/ATM 0.615953 20160205 SWAPTION/RATE_LNVOL/EUR/20Y/20Y/ATM 1.197126 20160205 SWAPTION/RATE_LNVOL/EUR/6M/20Y/ATM 0.787989 20160205 SWAPTION/RATE_LNVOL/EUR/2Y/20Y/ATM 0.711611 20160205 SWAPTION/RATE_LNVOL/EUR/7Y/20Y/ATM 0.577756 20160205 SWAPTION/RATE_LNVOL/EUR/30Y/20Y/ATM 1.176994 20160205 SWAPTION/RATE_LNVOL/EUR/40Y/20Y/ATM 1.178199 20160205 SWAPTION/RATE_LNVOL/EUR/25Y/20Y/ATM 1.160878 20160205 SWAPTION/RATE_LNVOL/EUR/5Y/20Y/ATM 0.603363 20160205 SWAPTION/RATE_LNVOL/EUR/1M/20Y/ATM 0.821302 20160205 SWAPTION/RATE_LNVOL/EUR/3M/20Y/ATM 0.8045 20160205 SWAPTION/RATE_LNVOL/EUR/1Y/20Y/ATM 0.76779 20160205 SWAPTION/RATE_LNVOL/EUR/15Y/20Y/ATM 0.742279 20160205 SWAPTION/RATE_LNVOL/EUR/5Y/25Y/ATM 0.626335 20160205 SWAPTION/RATE_LNVOL/EUR/25Y/25Y/ATM 1.347711 20160205 SWAPTION/RATE_LNVOL/EUR/1Y/25Y/ATM 0.760634 20160205 SWAPTION/RATE_LNVOL/EUR/1M/25Y/ATM 0.811489 20160205 SWAPTION/RATE_LNVOL/EUR/15Y/25Y/ATM 0.7684 20160205 SWAPTION/RATE_LNVOL/EUR/7Y/25Y/ATM 0.603793 20160205 SWAPTION/RATE_LNVOL/EUR/10Y/25Y/ATM 0.639781 20160205 SWAPTION/RATE_LNVOL/EUR/6M/25Y/ATM 0.781224 20160205 SWAPTION/RATE_LNVOL/EUR/2Y/25Y/ATM 0.723178 20160205 SWAPTION/RATE_LNVOL/EUR/3M/25Y/ATM 0.795505 20160205 SWAPTION/RATE_LNVOL/EUR/20Y/25Y/ATM 1.123317 20160205 SWAPTION/RATE_LNVOL/EUR/4Y/25Y/ATM 0.652822 20160205 SWAPTION/RATE_LNVOL/EUR/3Y/25Y/ATM 0.684968 20160205 SWAPTION/RATE_LNVOL/EUR/30Y/25Y/ATM 1.147491 20160205 SWAPTION/RATE_LNVOL/EUR/40Y/25Y/ATM 1.146322 20160205 SWAPTION/RATE_LNVOL/EUR/5Y/2Y/ATM 1.167678 20160205 SWAPTION/RATE_LNVOL/EUR/15Y/2Y/ATM 0.631185 20160205 SWAPTION/RATE_LNVOL/EUR/7Y/2Y/ATM 0.700704 20160205 SWAPTION/RATE_LNVOL/EUR/1M/2Y/ATM 5.135886 20160205 SWAPTION/RATE_LNVOL/EUR/10Y/2Y/ATM 0.574955 20160205 SWAPTION/RATE_LNVOL/EUR/3M/2Y/ATM 5.12392 20160205 SWAPTION/RATE_LNVOL/EUR/20Y/2Y/ATM 1.341833 20160205 SWAPTION/RATE_LNVOL/EUR/25Y/2Y/ATM 1.175671 20160205 SWAPTION/RATE_LNVOL/EUR/6M/2Y/ATM 5.012376 20160205 SWAPTION/RATE_LNVOL/EUR/4Y/2Y/ATM 3.219003 20160205 SWAPTION/RATE_LNVOL/EUR/2Y/2Y/ATM 3.739458 20160205 SWAPTION/RATE_LNVOL/EUR/30Y/2Y/ATM 1.289143 20160205 SWAPTION/RATE_LNVOL/EUR/40Y/2Y/ATM 1.291199 20160205 SWAPTION/RATE_LNVOL/EUR/3Y/2Y/ATM 3.136072 20160205 SWAPTION/RATE_LNVOL/EUR/1Y/2Y/ATM 5.13789 20160205 SWAPTION/RATE_LNVOL/EUR/7Y/30Y/ATM 0.62167 20160205 SWAPTION/RATE_LNVOL/EUR/10Y/30Y/ATM 0.667508 20160205 SWAPTION/RATE_LNVOL/EUR/6M/30Y/ATM 0.797216 20160205 SWAPTION/RATE_LNVOL/EUR/30Y/30Y/ATM 1.239893 20160205 SWAPTION/RATE_LNVOL/EUR/40Y/30Y/ATM 1.242949 20160205 SWAPTION/RATE_LNVOL/EUR/4Y/30Y/ATM 0.670757 20160205 SWAPTION/RATE_LNVOL/EUR/15Y/30Y/ATM 0.851294 20160205 SWAPTION/RATE_LNVOL/EUR/2Y/30Y/ATM 0.738502 20160205 SWAPTION/RATE_LNVOL/EUR/3Y/30Y/ATM 0.707616 20160205 SWAPTION/RATE_LNVOL/EUR/20Y/30Y/ATM 1.450221 20160205 SWAPTION/RATE_LNVOL/EUR/5Y/30Y/ATM 0.644409 20160205 SWAPTION/RATE_LNVOL/EUR/1M/30Y/ATM 0.83306 20160205 SWAPTION/RATE_LNVOL/EUR/3M/30Y/ATM 0.811683 20160205 SWAPTION/RATE_LNVOL/EUR/1Y/30Y/ATM 0.775172 20160205 SWAPTION/RATE_LNVOL/EUR/25Y/30Y/ATM 1.19843 20160205 SWAPTION/RATE_LNVOL/EUR/15Y/3Y/ATM 0.657636 20160205 SWAPTION/RATE_LNVOL/EUR/20Y/3Y/ATM 1.315882 20160205 SWAPTION/RATE_LNVOL/EUR/7Y/3Y/ATM 0.663493 20160205 SWAPTION/RATE_LNVOL/EUR/1M/3Y/ATM 4.187718 20160205 SWAPTION/RATE_LNVOL/EUR/5Y/3Y/ATM 0.94126 20160205 SWAPTION/RATE_LNVOL/EUR/3M/3Y/ATM 4.636319 20160205 SWAPTION/RATE_LNVOL/EUR/10Y/3Y/ATM 0.570919 20160205 SWAPTION/RATE_LNVOL/EUR/4Y/3Y/ATM 1.420488 20160205 SWAPTION/RATE_LNVOL/EUR/2Y/3Y/ATM 3.974615 20160205 SWAPTION/RATE_LNVOL/EUR/6M/3Y/ATM 5.032463 20160205 SWAPTION/RATE_LNVOL/EUR/25Y/3Y/ATM 1.21437 20160205 SWAPTION/RATE_LNVOL/EUR/30Y/3Y/ATM 0.26652 20160205 SWAPTION/RATE_LNVOL/EUR/40Y/3Y/ATM 0.266663 20160205 SWAPTION/RATE_LNVOL/EUR/1Y/3Y/ATM 4.633565 20160205 SWAPTION/RATE_LNVOL/EUR/3Y/3Y/ATM 3.713817 20160205 SWAPTION/RATE_LNVOL/EUR/7Y/40Y/ATM 0.620825 20160205 SWAPTION/RATE_LNVOL/EUR/10Y/40Y/ATM 0.667585 20160205 SWAPTION/RATE_LNVOL/EUR/6M/40Y/ATM 0.797221 20160205 SWAPTION/RATE_LNVOL/EUR/30Y/40Y/ATM 1.240705 20160205 SWAPTION/RATE_LNVOL/EUR/40Y/40Y/ATM 1.240954 20160205 SWAPTION/RATE_LNVOL/EUR/4Y/40Y/ATM 0.669358 20160205 SWAPTION/RATE_LNVOL/EUR/15Y/40Y/ATM 0.850797 20160205 SWAPTION/RATE_LNVOL/EUR/2Y/40Y/ATM 0.738903 20160205 SWAPTION/RATE_LNVOL/EUR/3Y/40Y/ATM 0.707044 20160205 SWAPTION/RATE_LNVOL/EUR/20Y/40Y/ATM 1.450749 20160205 SWAPTION/RATE_LNVOL/EUR/5Y/40Y/ATM 0.644465 20160205 SWAPTION/RATE_LNVOL/EUR/1M/40Y/ATM 0.83191 20160205 SWAPTION/RATE_LNVOL/EUR/3M/40Y/ATM 0.813116 20160205 SWAPTION/RATE_LNVOL/EUR/1Y/40Y/ATM 0.775088 20160205 SWAPTION/RATE_LNVOL/EUR/25Y/40Y/ATM 1.200159 20160205 SWAPTION/RATE_LNVOL/EUR/20Y/4Y/ATM 1.821613 20160205 SWAPTION/RATE_LNVOL/EUR/6M/4Y/ATM 3.439582 20160205 SWAPTION/RATE_LNVOL/EUR/1M/4Y/ATM 5.127185 20160205 SWAPTION/RATE_LNVOL/EUR/3Y/4Y/ATM 1.728579 20160205 SWAPTION/RATE_LNVOL/EUR/4Y/4Y/ATM 1.094656 20160205 SWAPTION/RATE_LNVOL/EUR/3M/4Y/ATM 4.903477 20160205 SWAPTION/RATE_LNVOL/EUR/7Y/4Y/ATM 0.638072 20160205 SWAPTION/RATE_LNVOL/EUR/15Y/4Y/ATM 0.68027 20160205 SWAPTION/RATE_LNVOL/EUR/5Y/4Y/ATM 0.832207 20160205 SWAPTION/RATE_LNVOL/EUR/25Y/4Y/ATM 1.356848 20160205 SWAPTION/RATE_LNVOL/EUR/2Y/4Y/ATM 4.339281 20160205 SWAPTION/RATE_LNVOL/EUR/30Y/4Y/ATM 0.235432 20160205 SWAPTION/RATE_LNVOL/EUR/40Y/4Y/ATM 0.235914 20160205 SWAPTION/RATE_LNVOL/EUR/1Y/4Y/ATM 3.672881 20160205 SWAPTION/RATE_LNVOL/EUR/10Y/4Y/ATM 0.566292 20160205 SWAPTION/RATE_LNVOL/EUR/3Y/5Y/ATM 1.251206 20160205 SWAPTION/RATE_LNVOL/EUR/20Y/5Y/ATM 1.542754 20160205 SWAPTION/RATE_LNVOL/EUR/1M/5Y/ATM 5.137409 20160205 SWAPTION/RATE_LNVOL/EUR/1Y/5Y/ATM 4.546754 20160205 SWAPTION/RATE_LNVOL/EUR/5Y/5Y/ATM 0.766367 20160205 SWAPTION/RATE_LNVOL/EUR/25Y/5Y/ATM 1.232842 20160205 SWAPTION/RATE_LNVOL/EUR/7Y/5Y/ATM 0.621069 20160205 SWAPTION/RATE_LNVOL/EUR/15Y/5Y/ATM 0.699759 20160205 SWAPTION/RATE_LNVOL/EUR/6M/5Y/ATM 5.028507 20160205 SWAPTION/RATE_LNVOL/EUR/30Y/5Y/ATM 0.212755 20160205 SWAPTION/RATE_LNVOL/EUR/40Y/5Y/ATM 0.213082 20160205 SWAPTION/RATE_LNVOL/EUR/4Y/5Y/ATM 0.93127 20160205 SWAPTION/RATE_LNVOL/EUR/2Y/5Y/ATM 2.032615 20160205 SWAPTION/RATE_LNVOL/EUR/3M/5Y/ATM 5.073325 20160205 SWAPTION/RATE_LNVOL/EUR/10Y/5Y/ATM 0.566754 20160205 SWAPTION/RATE_LNVOL/EUR/1Y/6Y/ATM 2.364574 20160205 SWAPTION/RATE_LNVOL/EUR/20Y/6Y/ATM 1.72937 20160205 SWAPTION/RATE_LNVOL/EUR/3M/6Y/ATM 4.130471 20160205 SWAPTION/RATE_LNVOL/EUR/5Y/6Y/ATM 0.720355 20160205 SWAPTION/RATE_LNVOL/EUR/15Y/6Y/ATM 0.722015 20160205 SWAPTION/RATE_LNVOL/EUR/6M/6Y/ATM 3.440485 20160205 SWAPTION/RATE_LNVOL/EUR/3Y/6Y/ATM 1.039467 20160205 SWAPTION/RATE_LNVOL/EUR/4Y/6Y/ATM 0.840608 20160205 SWAPTION/RATE_LNVOL/EUR/7Y/6Y/ATM 0.607713 20160205 SWAPTION/RATE_LNVOL/EUR/25Y/6Y/ATM 1.346822 20160205 SWAPTION/RATE_LNVOL/EUR/10Y/6Y/ATM 0.568009 20160205 SWAPTION/RATE_LNVOL/EUR/1M/6Y/ATM 4.55583 20160205 SWAPTION/RATE_LNVOL/EUR/30Y/6Y/ATM 0.198676 20160205 SWAPTION/RATE_LNVOL/EUR/40Y/6Y/ATM 0.198945 20160205 SWAPTION/RATE_LNVOL/EUR/2Y/6Y/ATM 1.409446 20160205 SWAPTION/RATE_LNVOL/EUR/7Y/7Y/ATM 0.597066 20160205 SWAPTION/RATE_LNVOL/EUR/15Y/7Y/ATM 0.740704 20160205 SWAPTION/RATE_LNVOL/EUR/25Y/7Y/ATM 1.157104 20160205 SWAPTION/RATE_LNVOL/EUR/1Y/7Y/ATM 1.641081 20160205 SWAPTION/RATE_LNVOL/EUR/3M/7Y/ATM 2.276234 20160205 SWAPTION/RATE_LNVOL/EUR/5Y/7Y/ATM 0.690662 20160205 SWAPTION/RATE_LNVOL/EUR/1M/7Y/ATM 2.448782 20160205 SWAPTION/RATE_LNVOL/EUR/10Y/7Y/ATM 0.573789 20160205 SWAPTION/RATE_LNVOL/EUR/30Y/7Y/ATM 1.09607 20160205 SWAPTION/RATE_LNVOL/EUR/40Y/7Y/ATM 1.093477 20160205 SWAPTION/RATE_LNVOL/EUR/20Y/7Y/ATM 1.315133 20160205 SWAPTION/RATE_LNVOL/EUR/2Y/7Y/ATM 1.159549 20160205 SWAPTION/RATE_LNVOL/EUR/6M/7Y/ATM 2.031985 20160205 SWAPTION/RATE_LNVOL/EUR/4Y/7Y/ATM 0.783708 20160205 SWAPTION/RATE_LNVOL/EUR/3Y/7Y/ATM 0.92965 20160205 SWAPTION/RATE_LNVOL/EUR/15Y/8Y/ATM 0.755484 20160205 SWAPTION/RATE_LNVOL/EUR/4Y/8Y/ATM 0.744606 20160205 SWAPTION/RATE_LNVOL/EUR/3M/8Y/ATM 1.662064 20160205 SWAPTION/RATE_LNVOL/EUR/6M/8Y/ATM 1.535553 20160205 SWAPTION/RATE_LNVOL/EUR/1M/8Y/ATM 1.744293 20160205 SWAPTION/RATE_LNVOL/EUR/20Y/8Y/ATM 1.36944 20160205 SWAPTION/RATE_LNVOL/EUR/2Y/8Y/ATM 1.025188 20160205 SWAPTION/RATE_LNVOL/EUR/1Y/8Y/ATM 1.325965 20160205 SWAPTION/RATE_LNVOL/EUR/30Y/8Y/ATM 1.064196 20160205 SWAPTION/RATE_LNVOL/EUR/40Y/8Y/ATM 1.064367 20160205 SWAPTION/RATE_LNVOL/EUR/7Y/8Y/ATM 0.592857 20160205 SWAPTION/RATE_LNVOL/EUR/3Y/8Y/ATM 0.861157 20160205 SWAPTION/RATE_LNVOL/EUR/5Y/8Y/ATM 0.670538 20160205 SWAPTION/RATE_LNVOL/EUR/25Y/8Y/ATM 1.341615 20160205 SWAPTION/RATE_LNVOL/EUR/10Y/8Y/ATM 0.58094 20160205 SWAPTION/RATE_LNVOL/EUR/1Y/9Y/ATM 1.142339 20160205 SWAPTION/RATE_LNVOL/EUR/15Y/9Y/ATM 0.770252 20160205 SWAPTION/RATE_LNVOL/EUR/30Y/9Y/ATM 1.221432 20160205 SWAPTION/RATE_LNVOL/EUR/40Y/9Y/ATM 1.221419 20160205 SWAPTION/RATE_LNVOL/EUR/3Y/9Y/ATM 0.813729 20160205 SWAPTION/RATE_LNVOL/EUR/4Y/9Y/ATM 0.718317 20160205 SWAPTION/RATE_LNVOL/EUR/5Y/9Y/ATM 0.653293 20160205 SWAPTION/RATE_LNVOL/EUR/2Y/9Y/ATM 0.939579 20160205 SWAPTION/RATE_LNVOL/EUR/6M/9Y/ATM 1.282902 20160205 SWAPTION/RATE_LNVOL/EUR/3M/9Y/ATM 1.353495 20160205 SWAPTION/RATE_LNVOL/EUR/1M/9Y/ATM 1.408386 20160205 SWAPTION/RATE_LNVOL/EUR/7Y/9Y/ATM 0.590504 20160205 SWAPTION/RATE_LNVOL/EUR/10Y/9Y/ATM 0.587406 20160205 SWAPTION/RATE_LNVOL/EUR/20Y/9Y/ATM 1.408495 20160205 SWAPTION/RATE_LNVOL/EUR/25Y/9Y/ATM 1.243949 20160205 SWAPTION/RATE_NVOL/EUR/1Y/10Y/ATM 0.006978 20160205 SWAPTION/RATE_NVOL/EUR/7Y/10Y/ATM 0.007698 20160205 SWAPTION/RATE_NVOL/EUR/2Y/10Y/ATM 0.007273 20160205 SWAPTION/RATE_NVOL/EUR/3M/10Y/ATM 0.006672 20160205 SWAPTION/RATE_NVOL/EUR/6M/10Y/ATM 0.006798 20160205 SWAPTION/RATE_NVOL/EUR/20Y/10Y/ATM 0.006964 20160205 SWAPTION/RATE_NVOL/EUR/15Y/10Y/ATM 0.007199 20160205 SWAPTION/RATE_NVOL/EUR/1M/10Y/ATM 0.006629 20160205 SWAPTION/RATE_NVOL/EUR/25Y/10Y/ATM 0.006462 20160205 SWAPTION/RATE_NVOL/EUR/4Y/10Y/ATM 0.00773 20160205 SWAPTION/RATE_NVOL/EUR/30Y/10Y/ATM 0.006 20160205 SWAPTION/RATE_NVOL/EUR/5Y/10Y/ATM 0.00782 20160205 SWAPTION/RATE_NVOL/EUR/3Y/10Y/ATM 0.007539 20160205 SWAPTION/RATE_NVOL/EUR/10Y/10Y/ATM 0.007611 20160205 SWAPTION/RATE_NVOL/EUR/10Y/15Y/ATM 0.007116 20160205 SWAPTION/RATE_NVOL/EUR/4Y/15Y/ATM 0.007573 20160205 SWAPTION/RATE_NVOL/EUR/1M/15Y/ATM 0.007562 20160205 SWAPTION/RATE_NVOL/EUR/6M/15Y/ATM 0.007548 20160205 SWAPTION/RATE_NVOL/EUR/25Y/15Y/ATM 0.005946 20160205 SWAPTION/RATE_NVOL/EUR/15Y/15Y/ATM 0.006833 20160205 SWAPTION/RATE_NVOL/EUR/3Y/15Y/ATM 0.007663 20160205 SWAPTION/RATE_NVOL/EUR/1Y/15Y/ATM 0.007557 20160205 SWAPTION/RATE_NVOL/EUR/7Y/15Y/ATM 0.007392 20160205 SWAPTION/RATE_NVOL/EUR/30Y/15Y/ATM 0.00554 20160205 SWAPTION/RATE_NVOL/EUR/2Y/15Y/ATM 0.007508 20160205 SWAPTION/RATE_NVOL/EUR/5Y/15Y/ATM 0.007505 20160205 SWAPTION/RATE_NVOL/EUR/3M/15Y/ATM 0.007509 20160205 SWAPTION/RATE_NVOL/EUR/20Y/15Y/ATM 0.006419 20160205 SWAPTION/RATE_NVOL/EUR/3M/1Y/ATM 0.00334 20160205 SWAPTION/RATE_NVOL/EUR/15Y/1Y/ATM 0.007492 20160205 SWAPTION/RATE_NVOL/EUR/2Y/1Y/ATM 0.004732 20160205 SWAPTION/RATE_NVOL/EUR/1M/1Y/ATM 0.004013 20160205 SWAPTION/RATE_NVOL/EUR/7Y/1Y/ATM 0.007519 20160205 SWAPTION/RATE_NVOL/EUR/10Y/1Y/ATM 0.007668 20160205 SWAPTION/RATE_NVOL/EUR/4Y/1Y/ATM 0.006539 20160205 SWAPTION/RATE_NVOL/EUR/20Y/1Y/ATM 0.007198 20160205 SWAPTION/RATE_NVOL/EUR/3Y/1Y/ATM 0.00586 20160205 SWAPTION/RATE_NVOL/EUR/30Y/1Y/ATM 0.006475 20160205 SWAPTION/RATE_NVOL/EUR/25Y/1Y/ATM 0.006845 20160205 SWAPTION/RATE_NVOL/EUR/6M/1Y/ATM 0.003343 20160205 SWAPTION/RATE_NVOL/EUR/5Y/1Y/ATM 0.007013 20160205 SWAPTION/RATE_NVOL/EUR/1Y/1Y/ATM 0.003543 20160205 SWAPTION/RATE_NVOL/EUR/30Y/20Y/ATM 0.005196 20160205 SWAPTION/RATE_NVOL/EUR/6M/20Y/ATM 0.007984 20160205 SWAPTION/RATE_NVOL/EUR/1M/20Y/ATM 0.008134 20160205 SWAPTION/RATE_NVOL/EUR/3Y/20Y/ATM 0.007657 20160205 SWAPTION/RATE_NVOL/EUR/15Y/20Y/ATM 0.006442 20160205 SWAPTION/RATE_NVOL/EUR/2Y/20Y/ATM 0.007752 20160205 SWAPTION/RATE_NVOL/EUR/10Y/20Y/ATM 0.006848 20160205 SWAPTION/RATE_NVOL/EUR/20Y/20Y/ATM 0.005994 20160205 SWAPTION/RATE_NVOL/EUR/1Y/20Y/ATM 0.007918 20160205 SWAPTION/RATE_NVOL/EUR/7Y/20Y/ATM 0.007117 20160205 SWAPTION/RATE_NVOL/EUR/4Y/20Y/ATM 0.007489 20160205 SWAPTION/RATE_NVOL/EUR/5Y/20Y/ATM 0.007363 20160205 SWAPTION/RATE_NVOL/EUR/25Y/20Y/ATM 0.005574 20160205 SWAPTION/RATE_NVOL/EUR/3M/20Y/ATM 0.008016 20160205 SWAPTION/RATE_NVOL/EUR/3M/25Y/ATM 0.008145 20160205 SWAPTION/RATE_NVOL/EUR/4Y/25Y/ATM 0.007447 20160205 SWAPTION/RATE_NVOL/EUR/3Y/25Y/ATM 0.007672 20160205 SWAPTION/RATE_NVOL/EUR/2Y/25Y/ATM 0.007787 20160205 SWAPTION/RATE_NVOL/EUR/7Y/25Y/ATM 0.007015 20160205 SWAPTION/RATE_NVOL/EUR/10Y/25Y/ATM 0.006721 20160205 SWAPTION/RATE_NVOL/EUR/6M/25Y/ATM 0.008083 20160205 SWAPTION/RATE_NVOL/EUR/1Y/25Y/ATM 0.00793 20160205 SWAPTION/RATE_NVOL/EUR/5Y/25Y/ATM 0.007264 20160205 SWAPTION/RATE_NVOL/EUR/20Y/25Y/ATM 0.005851 20160205 SWAPTION/RATE_NVOL/EUR/25Y/25Y/ATM 0.00547 20160205 SWAPTION/RATE_NVOL/EUR/30Y/25Y/ATM 0.005106 20160205 SWAPTION/RATE_NVOL/EUR/15Y/25Y/ATM 0.006299 20160205 SWAPTION/RATE_NVOL/EUR/1M/25Y/ATM 0.008291 20160205 SWAPTION/RATE_NVOL/EUR/10Y/2Y/ATM 0.007642 20160205 SWAPTION/RATE_NVOL/EUR/7Y/2Y/ATM 0.007573 20160205 SWAPTION/RATE_NVOL/EUR/3M/2Y/ATM 0.00352 20160205 SWAPTION/RATE_NVOL/EUR/6M/2Y/ATM 0.003598 20160205 SWAPTION/RATE_NVOL/EUR/3Y/2Y/ATM 0.006018 20160205 SWAPTION/RATE_NVOL/EUR/5Y/2Y/ATM 0.007117 20160205 SWAPTION/RATE_NVOL/EUR/20Y/2Y/ATM 0.007364 20160205 SWAPTION/RATE_NVOL/EUR/15Y/2Y/ATM 0.007636 20160205 SWAPTION/RATE_NVOL/EUR/1Y/2Y/ATM 0.003889 20160205 SWAPTION/RATE_NVOL/EUR/30Y/2Y/ATM 0.006603 20160205 SWAPTION/RATE_NVOL/EUR/25Y/2Y/ATM 0.006964 20160205 SWAPTION/RATE_NVOL/EUR/4Y/2Y/ATM 0.006691 20160205 SWAPTION/RATE_NVOL/EUR/2Y/2Y/ATM 0.00498 20160205 SWAPTION/RATE_NVOL/EUR/1M/2Y/ATM 0.004226 20160205 SWAPTION/RATE_NVOL/EUR/7Y/30Y/ATM 0.00695 20160205 SWAPTION/RATE_NVOL/EUR/3Y/30Y/ATM 0.007695 20160205 SWAPTION/RATE_NVOL/EUR/30Y/30Y/ATM 0.005042 20160205 SWAPTION/RATE_NVOL/EUR/15Y/30Y/ATM 0.006194 20160205 SWAPTION/RATE_NVOL/EUR/10Y/30Y/ATM 0.006632 20160205 SWAPTION/RATE_NVOL/EUR/25Y/30Y/ATM 0.005374 20160205 SWAPTION/RATE_NVOL/EUR/5Y/30Y/ATM 0.007251 20160205 SWAPTION/RATE_NVOL/EUR/2Y/30Y/ATM 0.007829 20160205 SWAPTION/RATE_NVOL/EUR/6M/30Y/ATM 0.008191 20160205 SWAPTION/RATE_NVOL/EUR/20Y/30Y/ATM 0.005726 20160205 SWAPTION/RATE_NVOL/EUR/3M/30Y/ATM 0.008305 20160205 SWAPTION/RATE_NVOL/EUR/1M/30Y/ATM 0.00849 20160205 SWAPTION/RATE_NVOL/EUR/1Y/30Y/ATM 0.007997 20160205 SWAPTION/RATE_NVOL/EUR/4Y/30Y/ATM 0.007441 20160205 SWAPTION/RATE_NVOL/EUR/25Y/3Y/ATM 0.006924 20160205 SWAPTION/RATE_NVOL/EUR/3Y/3Y/ATM 0.006218 20160205 SWAPTION/RATE_NVOL/EUR/30Y/3Y/ATM 0.006553 20160205 SWAPTION/RATE_NVOL/EUR/6M/3Y/ATM 0.004005 20160205 SWAPTION/RATE_NVOL/EUR/2Y/3Y/ATM 0.005279 20160205 SWAPTION/RATE_NVOL/EUR/3M/3Y/ATM 0.003909 20160205 SWAPTION/RATE_NVOL/EUR/5Y/3Y/ATM 0.007194 20160205 SWAPTION/RATE_NVOL/EUR/7Y/3Y/ATM 0.007612 20160205 SWAPTION/RATE_NVOL/EUR/4Y/3Y/ATM 0.006784 20160205 SWAPTION/RATE_NVOL/EUR/1Y/3Y/ATM 0.004316 20160205 SWAPTION/RATE_NVOL/EUR/1M/3Y/ATM 0.004472 20160205 SWAPTION/RATE_NVOL/EUR/10Y/3Y/ATM 0.007637 20160205 SWAPTION/RATE_NVOL/EUR/20Y/3Y/ATM 0.007364 20160205 SWAPTION/RATE_NVOL/EUR/15Y/3Y/ATM 0.007657 20160205 SWAPTION/RATE_NVOL/EUR/25Y/4Y/ATM 0.006834 20160205 SWAPTION/RATE_NVOL/EUR/20Y/4Y/ATM 0.007294 20160205 SWAPTION/RATE_NVOL/EUR/6M/4Y/ATM 0.004497 20160205 SWAPTION/RATE_NVOL/EUR/15Y/4Y/ATM 0.007647 20160205 SWAPTION/RATE_NVOL/EUR/1Y/4Y/ATM 0.004802 20160205 SWAPTION/RATE_NVOL/EUR/4Y/4Y/ATM 0.006967 20160205 SWAPTION/RATE_NVOL/EUR/3M/4Y/ATM 0.004425 20160205 SWAPTION/RATE_NVOL/EUR/5Y/4Y/ATM 0.0073 20160205 SWAPTION/RATE_NVOL/EUR/7Y/4Y/ATM 0.007735 20160205 SWAPTION/RATE_NVOL/EUR/3Y/4Y/ATM 0.00642 20160205 SWAPTION/RATE_NVOL/EUR/30Y/4Y/ATM 0.006424 20160205 SWAPTION/RATE_NVOL/EUR/10Y/4Y/ATM 0.007882 20160205 SWAPTION/RATE_NVOL/EUR/2Y/4Y/ATM 0.005629 20160205 SWAPTION/RATE_NVOL/EUR/1M/4Y/ATM 0.004759 20160205 SWAPTION/RATE_NVOL/EUR/3M/5Y/ATM 0.004973 20160205 SWAPTION/RATE_NVOL/EUR/1Y/5Y/ATM 0.00527 20160205 SWAPTION/RATE_NVOL/EUR/1M/5Y/ATM 0.005066 20160205 SWAPTION/RATE_NVOL/EUR/15Y/5Y/ATM 0.007394 20160205 SWAPTION/RATE_NVOL/EUR/4Y/5Y/ATM 0.007112 20160205 SWAPTION/RATE_NVOL/EUR/7Y/5Y/ATM 0.007807 20160205 SWAPTION/RATE_NVOL/EUR/6M/5Y/ATM 0.005024 20160205 SWAPTION/RATE_NVOL/EUR/2Y/5Y/ATM 0.005957 20160205 SWAPTION/RATE_NVOL/EUR/10Y/5Y/ATM 0.007705 20160205 SWAPTION/RATE_NVOL/EUR/3Y/5Y/ATM 0.006646 20160205 SWAPTION/RATE_NVOL/EUR/5Y/5Y/ATM 0.007443 20160205 SWAPTION/RATE_NVOL/EUR/20Y/5Y/ATM 0.007216 20160205 SWAPTION/RATE_NVOL/EUR/30Y/5Y/ATM 0.006294 20160205 SWAPTION/RATE_NVOL/EUR/25Y/5Y/ATM 0.006735 20160205 SWAPTION/RATE_NVOL/EUR/6M/7Y/ATM 0.005948 20160205 SWAPTION/RATE_NVOL/EUR/15Y/7Y/ATM 0.007559 20160205 SWAPTION/RATE_NVOL/EUR/10Y/7Y/ATM 0.007869 20160205 SWAPTION/RATE_NVOL/EUR/7Y/7Y/ATM 0.007883 20160205 SWAPTION/RATE_NVOL/EUR/20Y/7Y/ATM 0.007141 20160205 SWAPTION/RATE_NVOL/EUR/3M/7Y/ATM 0.005814 20160205 SWAPTION/RATE_NVOL/EUR/30Y/7Y/ATM 0.006155 20160205 SWAPTION/RATE_NVOL/EUR/4Y/7Y/ATM 0.007394 20160205 SWAPTION/RATE_NVOL/EUR/2Y/7Y/ATM 0.006563 20160205 SWAPTION/RATE_NVOL/EUR/1M/7Y/ATM 0.005804 20160205 SWAPTION/RATE_NVOL/EUR/1Y/7Y/ATM 0.006123 20160205 SWAPTION/RATE_NVOL/EUR/5Y/7Y/ATM 0.007648 20160205 SWAPTION/RATE_NVOL/EUR/3Y/7Y/ATM 0.007066 20160205 SWAPTION/RATE_NVOL/EUR/25Y/7Y/ATM 0.006619 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/10Y/ATM 0.457945 20160205 SWAPTION/RATE_LNVOL/GBP/3M/10Y/ATM 0.628706 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/10Y/ATM 0.43258 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/10Y/ATM 0.638272 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/10Y/ATM 0.423729 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/10Y/ATM 0.459071 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/10Y/ATM 0.418673 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/10Y/ATM 0.406772 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/10Y/ATM 0.53425 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/10Y/ATM 0.583909 20160205 SWAPTION/RATE_LNVOL/GBP/6M/10Y/ATM 0.657349 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/10Y/ATM 0.550225 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/10Y/ATM 0.550941 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/10Y/ATM 0.550114 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/10Y/ATM 0.550683 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/10Y/ATM 0.549847 20160205 SWAPTION/RATE_LNVOL/GBP/1M/10Y/ATM 0.642449 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/10Y/ATM 0.491903 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/15Y/ATM 0.506453 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/15Y/ATM 0.506337 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/15Y/ATM 0.507569 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/15Y/ATM 0.506923 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/15Y/ATM 0.507494 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/15Y/ATM 0.443875 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/15Y/ATM 0.410381 20160205 SWAPTION/RATE_LNVOL/GBP/3M/15Y/ATM 0.537738 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/15Y/ATM 0.468394 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/15Y/ATM 0.459942 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/15Y/ATM 0.495986 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/15Y/ATM 0.420653 20160205 SWAPTION/RATE_LNVOL/GBP/6M/15Y/ATM 0.564039 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/15Y/ATM 0.42872 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/15Y/ATM 0.40928 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/15Y/ATM 0.525944 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/15Y/ATM 0.557327 20160205 SWAPTION/RATE_LNVOL/GBP/1M/15Y/ATM 0.545265 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/1Y/ATM 0.572444 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/1Y/ATM 0.467246 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/1Y/ATM 1.189006 20160205 SWAPTION/RATE_LNVOL/GBP/3M/1Y/ATM 0.542368 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/1Y/ATM 0.534524 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/1Y/ATM 1.09302 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/1Y/ATM 0.65825 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/1Y/ATM 0.657236 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/1Y/ATM 0.657522 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/1Y/ATM 0.657814 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/1Y/ATM 0.657292 20160205 SWAPTION/RATE_LNVOL/GBP/1M/1Y/ATM 0.468006 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/1Y/ATM 1.260686 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/1Y/ATM 0.446073 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/1Y/ATM 0.993105 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/1Y/ATM 0.525424 20160205 SWAPTION/RATE_LNVOL/GBP/6M/1Y/ATM 0.84432 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/1Y/ATM 0.783386 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/20Y/ATM 0.469529 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/20Y/ATM 0.44941 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/20Y/ATM 0.44863 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/20Y/ATM 0.449171 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/20Y/ATM 0.448515 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/20Y/ATM 0.449556 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/20Y/ATM 0.431317 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/20Y/ATM 0.467621 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/20Y/ATM 0.513282 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/20Y/ATM 0.439556 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/20Y/ATM 0.44592 20160205 SWAPTION/RATE_LNVOL/GBP/6M/20Y/ATM 0.535644 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/20Y/ATM 0.429232 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/20Y/ATM 0.422463 20160205 SWAPTION/RATE_LNVOL/GBP/1M/20Y/ATM 0.512265 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/20Y/ATM 0.534487 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/20Y/ATM 0.489746 20160205 SWAPTION/RATE_LNVOL/GBP/3M/20Y/ATM 0.509258 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/25Y/ATM 0.512612 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/25Y/ATM 0.436106 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/25Y/ATM 0.410695 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/25Y/ATM 0.41066 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/25Y/ATM 0.410753 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/25Y/ATM 0.410373 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/25Y/ATM 0.409865 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/25Y/ATM 0.529455 20160205 SWAPTION/RATE_LNVOL/GBP/3M/25Y/ATM 0.502087 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/25Y/ATM 0.435052 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/25Y/ATM 0.44501 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/25Y/ATM 0.467929 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/25Y/ATM 0.437638 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/25Y/ATM 0.44613 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/25Y/ATM 0.506655 20160205 SWAPTION/RATE_LNVOL/GBP/6M/25Y/ATM 0.527941 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/25Y/ATM 0.48679 20160205 SWAPTION/RATE_LNVOL/GBP/1M/25Y/ATM 0.519984 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/2Y/ATM 0.488039 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/2Y/ATM 0.501396 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/2Y/ATM 0.428297 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/2Y/ATM 0.614837 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/2Y/ATM 0.95957 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/2Y/ATM 0.968553 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/2Y/ATM 0.596561 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/2Y/ATM 0.597778 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/2Y/ATM 0.598431 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/2Y/ATM 0.597441 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/2Y/ATM 0.597626 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/2Y/ATM 0.735354 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/2Y/ATM 0.881813 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/2Y/ATM 0.432037 20160205 SWAPTION/RATE_LNVOL/GBP/6M/2Y/ATM 0.864413 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/2Y/ATM 0.493253 20160205 SWAPTION/RATE_LNVOL/GBP/3M/2Y/ATM 0.709827 20160205 SWAPTION/RATE_LNVOL/GBP/1M/2Y/ATM 0.642861 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/30Y/ATM 0.530963 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/30Y/ATM 0.49488 20160205 SWAPTION/RATE_LNVOL/GBP/1M/30Y/ATM 0.519112 20160205 SWAPTION/RATE_LNVOL/GBP/3M/30Y/ATM 0.516152 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/30Y/ATM 0.477819 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/30Y/ATM 0.370033 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/30Y/ATM 0.369652 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/30Y/ATM 0.369828 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/30Y/ATM 0.369956 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/30Y/ATM 0.369737 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/30Y/ATM 0.545843 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/30Y/ATM 0.433403 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/30Y/ATM 0.402143 20160205 SWAPTION/RATE_LNVOL/GBP/6M/30Y/ATM 0.545202 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/30Y/ATM 0.427165 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/30Y/ATM 0.443503 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/30Y/ATM 0.491996 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/30Y/ATM 0.457181 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/3Y/ATM 0.477436 20160205 SWAPTION/RATE_LNVOL/GBP/3M/3Y/ATM 0.831395 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/3Y/ATM 0.472202 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/3Y/ATM 0.417943 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/3Y/ATM 0.586176 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/3Y/ATM 0.585815 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/3Y/ATM 0.585788 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/3Y/ATM 0.585348 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/3Y/ATM 0.584769 20160205 SWAPTION/RATE_LNVOL/GBP/6M/3Y/ATM 0.928884 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/3Y/ATM 0.953061 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/3Y/ATM 0.567801 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/3Y/ATM 0.900977 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/3Y/ATM 0.782046 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/3Y/ATM 0.424868 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/3Y/ATM 0.661901 20160205 SWAPTION/RATE_LNVOL/GBP/1M/3Y/ATM 0.802119 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/3Y/ATM 0.481299 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/40Y/ATM 0.53073 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/40Y/ATM 0.494719 20160205 SWAPTION/RATE_LNVOL/GBP/1M/40Y/ATM 0.519586 20160205 SWAPTION/RATE_LNVOL/GBP/3M/40Y/ATM 0.516715 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/40Y/ATM 0.479362 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/40Y/ATM 0.36896 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/40Y/ATM 0.369887 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/40Y/ATM 0.369794 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/40Y/ATM 0.368985 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/40Y/ATM 0.370025 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/40Y/ATM 0.545757 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/40Y/ATM 0.432439 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/40Y/ATM 0.401666 20160205 SWAPTION/RATE_LNVOL/GBP/6M/40Y/ATM 0.545425 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/40Y/ATM 0.425902 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/40Y/ATM 0.442592 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/40Y/ATM 0.491265 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/40Y/ATM 0.457551 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/4Y/ATM 0.907624 20160205 SWAPTION/RATE_LNVOL/GBP/1M/4Y/ATM 0.878475 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/4Y/ATM 0.453476 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/4Y/ATM 0.465474 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/4Y/ATM 0.534652 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/4Y/ATM 0.820065 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/4Y/ATM 0.570953 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/4Y/ATM 0.571337 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/4Y/ATM 0.572073 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/4Y/ATM 0.57109 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/4Y/ATM 0.571704 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/4Y/ATM 0.711619 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/4Y/ATM 0.409563 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/4Y/ATM 0.416691 20160205 SWAPTION/RATE_LNVOL/GBP/6M/4Y/ATM 0.923741 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/4Y/ATM 0.610399 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/4Y/ATM 0.462266 20160205 SWAPTION/RATE_LNVOL/GBP/3M/4Y/ATM 0.889815 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/50Y/ATM 0.530122 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/50Y/ATM 0.495299 20160205 SWAPTION/RATE_LNVOL/GBP/1M/50Y/ATM 0.518362 20160205 SWAPTION/RATE_LNVOL/GBP/3M/50Y/ATM 0.516982 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/50Y/ATM 0.478964 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/50Y/ATM 0.369884 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/50Y/ATM 0.369383 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/50Y/ATM 0.37 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/50Y/ATM 0.369952 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/50Y/ATM 0.369181 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/50Y/ATM 0.546521 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/50Y/ATM 0.432402 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/50Y/ATM 0.402575 20160205 SWAPTION/RATE_LNVOL/GBP/6M/50Y/ATM 0.546561 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/50Y/ATM 0.426629 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/50Y/ATM 0.443193 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/50Y/ATM 0.491476 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/50Y/ATM 0.457658 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/5Y/ATM 0.852541 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/5Y/ATM 0.553057 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/5Y/ATM 0.553666 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/5Y/ATM 0.553772 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/5Y/ATM 0.553707 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/5Y/ATM 0.553651 20160205 SWAPTION/RATE_LNVOL/GBP/6M/5Y/ATM 0.889752 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/5Y/ATM 0.658761 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/5Y/ATM 0.408001 20160205 SWAPTION/RATE_LNVOL/GBP/3M/5Y/ATM 0.865915 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/5Y/ATM 0.572597 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/5Y/ATM 0.759616 20160205 SWAPTION/RATE_LNVOL/GBP/1M/5Y/ATM 0.880872 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/5Y/ATM 0.447752 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/5Y/ATM 0.449462 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/5Y/ATM 0.508053 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/5Y/ATM 0.407253 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/5Y/ATM 0.438619 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/60Y/ATM 0.53161 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/60Y/ATM 0.494883 20160205 SWAPTION/RATE_LNVOL/GBP/1M/60Y/ATM 0.519248 20160205 SWAPTION/RATE_LNVOL/GBP/3M/60Y/ATM 0.516465 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/60Y/ATM 0.477899 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/60Y/ATM 0.370023 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/60Y/ATM 0.370027 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/60Y/ATM 0.369597 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/60Y/ATM 0.369977 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/60Y/ATM 0.369383 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/60Y/ATM 0.54588 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/60Y/ATM 0.432833 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/60Y/ATM 0.402188 20160205 SWAPTION/RATE_LNVOL/GBP/6M/60Y/ATM 0.5456 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/60Y/ATM 0.426847 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/60Y/ATM 0.442584 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/60Y/ATM 0.491691 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/60Y/ATM 0.45707 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/6Y/ATM 0.491182 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/6Y/ATM 0.446748 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/6Y/ATM 0.61462 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/6Y/ATM 0.558713 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/6Y/ATM 0.558215 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/6Y/ATM 0.558618 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/6Y/ATM 0.557899 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/6Y/ATM 0.558729 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/6Y/ATM 0.543865 20160205 SWAPTION/RATE_LNVOL/GBP/1M/6Y/ATM 0.815475 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/6Y/ATM 0.433942 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/6Y/ATM 0.402702 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/6Y/ATM 0.449814 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/6Y/ATM 0.781092 20160205 SWAPTION/RATE_LNVOL/GBP/3M/6Y/ATM 0.801813 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/6Y/ATM 0.698327 20160205 SWAPTION/RATE_LNVOL/GBP/6M/6Y/ATM 0.822852 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/6Y/ATM 0.413926 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/70Y/ATM 0.53084 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/70Y/ATM 0.495396 20160205 SWAPTION/RATE_LNVOL/GBP/1M/70Y/ATM 0.519443 20160205 SWAPTION/RATE_LNVOL/GBP/3M/70Y/ATM 0.516343 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/70Y/ATM 0.478615 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/70Y/ATM 0.369305 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/70Y/ATM 0.37012 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/70Y/ATM 0.369755 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/70Y/ATM 0.370425 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/70Y/ATM 0.369545 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/70Y/ATM 0.546117 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/70Y/ATM 0.432792 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/70Y/ATM 0.402514 20160205 SWAPTION/RATE_LNVOL/GBP/6M/70Y/ATM 0.546413 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/70Y/ATM 0.425791 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/70Y/ATM 0.442328 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/70Y/ATM 0.491773 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/70Y/ATM 0.45621 20160205 SWAPTION/RATE_LNVOL/GBP/1M/7Y/ATM 0.756155 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/7Y/ATM 0.442385 20160205 SWAPTION/RATE_LNVOL/GBP/3M/7Y/ATM 0.743301 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/7Y/ATM 0.525697 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/7Y/ATM 0.404142 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/7Y/ATM 0.560016 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/7Y/ATM 0.56083 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/7Y/ATM 0.560761 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/7Y/ATM 0.560094 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/7Y/ATM 0.55971 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/7Y/ATM 0.653794 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/7Y/ATM 0.480828 20160205 SWAPTION/RATE_LNVOL/GBP/6M/7Y/ATM 0.765015 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/7Y/ATM 0.417047 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/7Y/ATM 0.428241 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/7Y/ATM 0.583981 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/7Y/ATM 0.727932 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/7Y/ATM 0.452961 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/8Y/ATM 0.437581 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/8Y/ATM 0.510106 20160205 SWAPTION/RATE_LNVOL/GBP/3M/8Y/ATM 0.699084 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/8Y/ATM 0.455328 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/8Y/ATM 0.621085 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/8Y/ATM 0.562374 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/8Y/ATM 0.418774 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/8Y/ATM 0.425938 20160205 SWAPTION/RATE_LNVOL/GBP/6M/8Y/ATM 0.719756 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/8Y/ATM 0.406418 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/8Y/ATM 0.470481 20160205 SWAPTION/RATE_LNVOL/GBP/1M/8Y/ATM 0.709403 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/8Y/ATM 0.560656 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/8Y/ATM 0.561638 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/8Y/ATM 0.559742 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/8Y/ATM 0.561984 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/8Y/ATM 0.560367 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/8Y/ATM 0.686381 20160205 SWAPTION/RATE_LNVOL/GBP/20Y/9Y/ATM 0.43576 20160205 SWAPTION/RATE_LNVOL/GBP/6M/9Y/ATM 0.684277 20160205 SWAPTION/RATE_LNVOL/GBP/1M/9Y/ATM 0.67204 20160205 SWAPTION/RATE_LNVOL/GBP/4Y/9Y/ATM 0.499927 20160205 SWAPTION/RATE_LNVOL/GBP/5Y/9Y/ATM 0.463406 20160205 SWAPTION/RATE_LNVOL/GBP/10Y/9Y/ATM 0.406803 20160205 SWAPTION/RATE_LNVOL/GBP/2Y/9Y/ATM 0.599079 20160205 SWAPTION/RATE_LNVOL/GBP/30Y/9Y/ATM 0.558061 20160205 SWAPTION/RATE_LNVOL/GBP/40Y/9Y/ATM 0.558385 20160205 SWAPTION/RATE_LNVOL/GBP/50Y/9Y/ATM 0.55858 20160205 SWAPTION/RATE_LNVOL/GBP/60Y/9Y/ATM 0.558476 20160205 SWAPTION/RATE_LNVOL/GBP/70Y/9Y/ATM 0.558788 20160205 SWAPTION/RATE_LNVOL/GBP/15Y/9Y/ATM 0.420619 20160205 SWAPTION/RATE_LNVOL/GBP/3M/9Y/ATM 0.661171 20160205 SWAPTION/RATE_LNVOL/GBP/3Y/9Y/ATM 0.546092 20160205 SWAPTION/RATE_LNVOL/GBP/1Y/9Y/ATM 0.658618 20160205 SWAPTION/RATE_LNVOL/GBP/25Y/9Y/ATM 0.458002 20160205 SWAPTION/RATE_LNVOL/GBP/7Y/9Y/ATM 0.424728 20160205 SWAPTION/RATE_LNVOL/JPY/3M/10Y/ATM 4.374493 20160205 SWAPTION/RATE_LNVOL/JPY/9M/10Y/ATM 4.544562 20160205 SWAPTION/RATE_LNVOL/JPY/6M/10Y/ATM 4.661073 20160205 SWAPTION/RATE_LNVOL/JPY/4Y/10Y/ATM 1.037979 20160205 SWAPTION/RATE_LNVOL/JPY/10Y/10Y/ATM 0.448872 20160205 SWAPTION/RATE_LNVOL/JPY/1M/10Y/ATM 4.506956 20160205 SWAPTION/RATE_LNVOL/JPY/7Y/10Y/ATM 0.598684 20160205 SWAPTION/RATE_LNVOL/JPY/25Y/10Y/ATM 0.452643 20160205 SWAPTION/RATE_LNVOL/JPY/2Y/10Y/ATM 2.176103 20160205 SWAPTION/RATE_LNVOL/JPY/30Y/10Y/ATM 0.43007 20160205 SWAPTION/RATE_LNVOL/JPY/15Y/10Y/ATM 0.38084 20160205 SWAPTION/RATE_LNVOL/JPY/3Y/10Y/ATM 1.404004 20160205 SWAPTION/RATE_LNVOL/JPY/20Y/10Y/ATM 0.422526 20160205 SWAPTION/RATE_LNVOL/JPY/5Y/10Y/ATM 0.819057 20160205 SWAPTION/RATE_LNVOL/JPY/1Y/10Y/ATM 3.930761 20160205 SWAPTION/RATE_LNVOL/JPY/3Y/15Y/ATM 0.758165 20160205 SWAPTION/RATE_LNVOL/JPY/9M/15Y/ATM 1.120584 20160205 SWAPTION/RATE_LNVOL/JPY/4Y/15Y/ATM 0.665995 20160205 SWAPTION/RATE_LNVOL/JPY/5Y/15Y/ATM 0.593549 20160205 SWAPTION/RATE_LNVOL/JPY/15Y/15Y/ATM 0.397049 20160205 SWAPTION/RATE_LNVOL/JPY/3M/15Y/ATM 1.240882 20160205 SWAPTION/RATE_LNVOL/JPY/1Y/15Y/ATM 1.058437 20160205 SWAPTION/RATE_LNVOL/JPY/1M/15Y/ATM 1.318863 20160205 SWAPTION/RATE_LNVOL/JPY/2Y/15Y/ATM 0.882278 20160205 SWAPTION/RATE_LNVOL/JPY/10Y/15Y/ATM 0.422924 20160205 SWAPTION/RATE_LNVOL/JPY/7Y/15Y/ATM 0.493742 20160205 SWAPTION/RATE_LNVOL/JPY/25Y/15Y/ATM 0.423359 20160205 SWAPTION/RATE_LNVOL/JPY/6M/15Y/ATM 1.180486 20160205 SWAPTION/RATE_LNVOL/JPY/30Y/15Y/ATM 0.402172 20160205 SWAPTION/RATE_LNVOL/JPY/20Y/15Y/ATM 0.424291 20160205 SWAPTION/RATE_LNVOL/JPY/1Y/1Y/ATM 4.365742 20160205 SWAPTION/RATE_LNVOL/JPY/15Y/1Y/ATM 0.519465 20160205 SWAPTION/RATE_LNVOL/JPY/6M/1Y/ATM 1.813778 20160205 SWAPTION/RATE_LNVOL/JPY/4Y/1Y/ATM 2.41293 20160205 SWAPTION/RATE_LNVOL/JPY/10Y/1Y/ATM 1.259893 20160205 SWAPTION/RATE_LNVOL/JPY/2Y/1Y/ATM 3.587308 20160205 SWAPTION/RATE_LNVOL/JPY/7Y/1Y/ATM 1.614336 20160205 SWAPTION/RATE_LNVOL/JPY/20Y/1Y/ATM 0.467214 20160205 SWAPTION/RATE_LNVOL/JPY/30Y/1Y/ATM 0.635425 20160205 SWAPTION/RATE_LNVOL/JPY/3M/1Y/ATM 3.457402 20160205 SWAPTION/RATE_LNVOL/JPY/9M/1Y/ATM 4.916954 20160205 SWAPTION/RATE_LNVOL/JPY/3Y/1Y/ATM 4.031295 20160205 SWAPTION/RATE_LNVOL/JPY/1M/1Y/ATM 3.13651 20160205 SWAPTION/RATE_LNVOL/JPY/5Y/1Y/ATM 1.375459 20160205 SWAPTION/RATE_LNVOL/JPY/25Y/1Y/ATM 0.58896 20160205 SWAPTION/RATE_LNVOL/JPY/25Y/20Y/ATM 0.416718 20160205 SWAPTION/RATE_LNVOL/JPY/15Y/20Y/ATM 0.397967 20160205 SWAPTION/RATE_LNVOL/JPY/3M/20Y/ATM 0.850242 20160205 SWAPTION/RATE_LNVOL/JPY/30Y/20Y/ATM 0.399553 20160205 SWAPTION/RATE_LNVOL/JPY/7Y/20Y/ATM 0.482963 20160205 SWAPTION/RATE_LNVOL/JPY/9M/20Y/ATM 0.788421 20160205 SWAPTION/RATE_LNVOL/JPY/1M/20Y/ATM 0.883578 20160205 SWAPTION/RATE_LNVOL/JPY/2Y/20Y/ATM 0.693078 20160205 SWAPTION/RATE_LNVOL/JPY/3Y/20Y/ATM 0.639123 20160205 SWAPTION/RATE_LNVOL/JPY/10Y/20Y/ATM 0.421378 20160205 SWAPTION/RATE_LNVOL/JPY/6M/20Y/ATM 0.81367 20160205 SWAPTION/RATE_LNVOL/JPY/4Y/20Y/ATM 0.593399 20160205 SWAPTION/RATE_LNVOL/JPY/5Y/20Y/ATM 0.550675 20160205 SWAPTION/RATE_LNVOL/JPY/20Y/20Y/ATM 0.415606 20160205 SWAPTION/RATE_LNVOL/JPY/1Y/20Y/ATM 0.764722 20160205 SWAPTION/RATE_LNVOL/JPY/15Y/25Y/ATM 0.396003 20160205 SWAPTION/RATE_LNVOL/JPY/10Y/25Y/ATM 0.417652 20160205 SWAPTION/RATE_LNVOL/JPY/1M/25Y/ATM 0.73298 20160205 SWAPTION/RATE_LNVOL/JPY/30Y/25Y/ATM 0.397298 20160205 SWAPTION/RATE_LNVOL/JPY/5Y/25Y/ATM 0.527374 20160205 SWAPTION/RATE_LNVOL/JPY/7Y/25Y/ATM 0.472329 20160205 SWAPTION/RATE_LNVOL/JPY/4Y/25Y/ATM 0.557671 20160205 SWAPTION/RATE_LNVOL/JPY/25Y/25Y/ATM 0.408638 20160205 SWAPTION/RATE_LNVOL/JPY/3Y/25Y/ATM 0.587436 20160205 SWAPTION/RATE_LNVOL/JPY/1Y/25Y/ATM 0.657468 20160205 SWAPTION/RATE_LNVOL/JPY/3M/25Y/ATM 0.72989 20160205 SWAPTION/RATE_LNVOL/JPY/2Y/25Y/ATM 0.616813 20160205 SWAPTION/RATE_LNVOL/JPY/20Y/25Y/ATM 0.408641 20160205 SWAPTION/RATE_LNVOL/JPY/6M/25Y/ATM 0.691102 20160205 SWAPTION/RATE_LNVOL/JPY/9M/25Y/ATM 0.674293 20160205 SWAPTION/RATE_LNVOL/JPY/2Y/2Y/ATM 0.46362 20160205 SWAPTION/RATE_LNVOL/JPY/5Y/2Y/ATM 2.253253 20160205 SWAPTION/RATE_LNVOL/JPY/20Y/2Y/ATM 0.442102 20160205 SWAPTION/RATE_LNVOL/JPY/10Y/2Y/ATM 0.949755 20160205 SWAPTION/RATE_LNVOL/JPY/1M/2Y/ATM 5.033294 20160205 SWAPTION/RATE_LNVOL/JPY/4Y/2Y/ATM 1.69452 20160205 SWAPTION/RATE_LNVOL/JPY/3Y/2Y/ATM 4.178039 20160205 SWAPTION/RATE_LNVOL/JPY/3M/2Y/ATM 3.854898 20160205 SWAPTION/RATE_LNVOL/JPY/30Y/2Y/ATM 0.613808 20160205 SWAPTION/RATE_LNVOL/JPY/1Y/2Y/ATM 2.256455 20160205 SWAPTION/RATE_LNVOL/JPY/7Y/2Y/ATM 1.988631 20160205 SWAPTION/RATE_LNVOL/JPY/9M/2Y/ATM 2.165756 20160205 SWAPTION/RATE_LNVOL/JPY/15Y/2Y/ATM 0.45364 20160205 SWAPTION/RATE_LNVOL/JPY/6M/2Y/ATM 3.720953 20160205 SWAPTION/RATE_LNVOL/JPY/25Y/2Y/ATM 0.572994 20160205 SWAPTION/RATE_LNVOL/JPY/5Y/30Y/ATM 0.506825 20160205 SWAPTION/RATE_LNVOL/JPY/3M/30Y/ATM 0.688085 20160205 SWAPTION/RATE_LNVOL/JPY/20Y/30Y/ATM 0.402702 20160205 SWAPTION/RATE_LNVOL/JPY/10Y/30Y/ATM 0.411293 20160205 SWAPTION/RATE_LNVOL/JPY/4Y/30Y/ATM 0.533878 20160205 SWAPTION/RATE_LNVOL/JPY/1M/30Y/ATM 0.674133 20160205 SWAPTION/RATE_LNVOL/JPY/9M/30Y/ATM 0.628571 20160205 SWAPTION/RATE_LNVOL/JPY/1Y/30Y/ATM 0.610606 20160205 SWAPTION/RATE_LNVOL/JPY/25Y/30Y/ATM 0.404882 20160205 SWAPTION/RATE_LNVOL/JPY/30Y/30Y/ATM 0.39967 20160205 SWAPTION/RATE_LNVOL/JPY/3Y/30Y/ATM 0.557787 20160205 SWAPTION/RATE_LNVOL/JPY/7Y/30Y/ATM 0.460198 20160205 SWAPTION/RATE_LNVOL/JPY/2Y/30Y/ATM 0.580001 20160205 SWAPTION/RATE_LNVOL/JPY/15Y/30Y/ATM 0.391591 20160205 SWAPTION/RATE_LNVOL/JPY/6M/30Y/ATM 0.645737 20160205 SWAPTION/RATE_LNVOL/JPY/9M/3Y/ATM 1.891799 20160205 SWAPTION/RATE_LNVOL/JPY/30Y/3Y/ATM 0.565535 20160205 SWAPTION/RATE_LNVOL/JPY/3Y/3Y/ATM 2.405197 20160205 SWAPTION/RATE_LNVOL/JPY/20Y/3Y/ATM 0.423637 20160205 SWAPTION/RATE_LNVOL/JPY/3M/3Y/ATM 1.672509 20160205 SWAPTION/RATE_LNVOL/JPY/1Y/3Y/ATM 4.067634 20160205 SWAPTION/RATE_LNVOL/JPY/2Y/3Y/ATM 1.87622 20160205 SWAPTION/RATE_LNVOL/JPY/10Y/3Y/ATM 0.70812 20160205 SWAPTION/RATE_LNVOL/JPY/15Y/3Y/ATM 0.414294 20160205 SWAPTION/RATE_LNVOL/JPY/6M/3Y/ATM 1.845461 20160205 SWAPTION/RATE_LNVOL/JPY/7Y/3Y/ATM 1.724856 20160205 SWAPTION/RATE_LNVOL/JPY/4Y/3Y/ATM 1.323578 20160205 SWAPTION/RATE_LNVOL/JPY/5Y/3Y/ATM 1.88998 20160205 SWAPTION/RATE_LNVOL/JPY/1M/3Y/ATM 4.137447 20160205 SWAPTION/RATE_LNVOL/JPY/25Y/3Y/ATM 0.544005 20160205 SWAPTION/RATE_LNVOL/JPY/3M/4Y/ATM 4.967433 20160205 SWAPTION/RATE_LNVOL/JPY/1Y/4Y/ATM 2.767043 20160205 SWAPTION/RATE_LNVOL/JPY/5Y/4Y/ATM 1.222823 20160205 SWAPTION/RATE_LNVOL/JPY/10Y/4Y/ATM 0.619259 20160205 SWAPTION/RATE_LNVOL/JPY/20Y/4Y/ATM 0.410433 20160205 SWAPTION/RATE_LNVOL/JPY/7Y/4Y/ATM 1.531004 20160205 SWAPTION/RATE_LNVOL/JPY/2Y/4Y/ATM 3.890307 20160205 SWAPTION/RATE_LNVOL/JPY/25Y/4Y/ATM 0.51357 20160205 SWAPTION/RATE_LNVOL/JPY/6M/4Y/ATM 4.652715 20160205 SWAPTION/RATE_LNVOL/JPY/1M/4Y/ATM 4.89586 20160205 SWAPTION/RATE_LNVOL/JPY/3Y/4Y/ATM 1.718706 20160205 SWAPTION/RATE_LNVOL/JPY/9M/4Y/ATM 4.554578 20160205 SWAPTION/RATE_LNVOL/JPY/4Y/4Y/ATM 2.130586 20160205 SWAPTION/RATE_LNVOL/JPY/30Y/4Y/ATM 0.511331 20160205 SWAPTION/RATE_LNVOL/JPY/15Y/4Y/ATM 0.392725 20160205 SWAPTION/RATE_LNVOL/JPY/3M/5Y/ATM 4.003263 20160205 SWAPTION/RATE_LNVOL/JPY/20Y/5Y/ATM 0.402993 20160205 SWAPTION/RATE_LNVOL/JPY/1M/5Y/ATM 3.928045 20160205 SWAPTION/RATE_LNVOL/JPY/25Y/5Y/ATM 0.484433 20160205 SWAPTION/RATE_LNVOL/JPY/9M/5Y/ATM 3.30534 20160205 SWAPTION/RATE_LNVOL/JPY/3Y/5Y/ATM 3.168431 20160205 SWAPTION/RATE_LNVOL/JPY/4Y/5Y/ATM 1.422786 20160205 SWAPTION/RATE_LNVOL/JPY/1Y/5Y/ATM 4.200138 20160205 SWAPTION/RATE_LNVOL/JPY/10Y/5Y/ATM 0.55867 20160205 SWAPTION/RATE_LNVOL/JPY/2Y/5Y/ATM 2.332864 20160205 SWAPTION/RATE_LNVOL/JPY/7Y/5Y/ATM 1.101775 20160205 SWAPTION/RATE_LNVOL/JPY/30Y/5Y/ATM 0.468841 20160205 SWAPTION/RATE_LNVOL/JPY/5Y/5Y/ATM 2.14226 20160205 SWAPTION/RATE_LNVOL/JPY/6M/5Y/ATM 4.274644 20160205 SWAPTION/RATE_LNVOL/JPY/15Y/5Y/ATM 0.381606 20160205 SWAPTION/RATE_LNVOL/JPY/20Y/6Y/ATM 0.406994 20160205 SWAPTION/RATE_LNVOL/JPY/10Y/6Y/ATM 0.523189 20160205 SWAPTION/RATE_LNVOL/JPY/1M/6Y/ATM 3.952153 20160205 SWAPTION/RATE_LNVOL/JPY/25Y/6Y/ATM 0.479102 20160205 SWAPTION/RATE_LNVOL/JPY/2Y/6Y/ATM 1.797775 20160205 SWAPTION/RATE_LNVOL/JPY/1Y/6Y/ATM 3.339236 20160205 SWAPTION/RATE_LNVOL/JPY/7Y/6Y/ATM 0.900165 20160205 SWAPTION/RATE_LNVOL/JPY/3M/6Y/ATM 3.787892 20160205 SWAPTION/RATE_LNVOL/JPY/30Y/6Y/ATM 0.458667 20160205 SWAPTION/RATE_LNVOL/JPY/4Y/6Y/ATM 2.627641 20160205 SWAPTION/RATE_LNVOL/JPY/15Y/6Y/ATM 0.377191 20160205 SWAPTION/RATE_LNVOL/JPY/5Y/6Y/ATM 1.973734 20160205 SWAPTION/RATE_LNVOL/JPY/3Y/6Y/ATM 1.728516 20160205 SWAPTION/RATE_LNVOL/JPY/9M/6Y/ATM 4.529697 20160205 SWAPTION/RATE_LNVOL/JPY/6M/6Y/ATM 5.108251 20160205 SWAPTION/RATE_LNVOL/JPY/7Y/7Y/ATM 0.775525 20160205 SWAPTION/RATE_LNVOL/JPY/2Y/7Y/ATM 2.137902 20160205 SWAPTION/RATE_LNVOL/JPY/6M/7Y/ATM 3.425305 20160205 SWAPTION/RATE_LNVOL/JPY/4Y/7Y/ATM 2.648182 20160205 SWAPTION/RATE_LNVOL/JPY/3Y/7Y/ATM 2.289026 20160205 SWAPTION/RATE_LNVOL/JPY/20Y/7Y/ATM 0.411023 20160205 SWAPTION/RATE_LNVOL/JPY/3M/7Y/ATM 5.163292 20160205 SWAPTION/RATE_LNVOL/JPY/25Y/7Y/ATM 0.470907 20160205 SWAPTION/RATE_LNVOL/JPY/9M/7Y/ATM 4.38859 20160205 SWAPTION/RATE_LNVOL/JPY/15Y/7Y/ATM 0.376859 20160205 SWAPTION/RATE_LNVOL/JPY/1M/7Y/ATM 5.147927 20160205 SWAPTION/RATE_LNVOL/JPY/1Y/7Y/ATM 3.242749 20160205 SWAPTION/RATE_LNVOL/JPY/10Y/7Y/ATM 0.493996 20160205 SWAPTION/RATE_LNVOL/JPY/30Y/7Y/ATM 0.449214 20160205 SWAPTION/RATE_LNVOL/JPY/5Y/7Y/ATM 1.3883 20160205 SWAPTION/RATE_LNVOL/JPY/1M/8Y/ATM 4.097986 20160205 SWAPTION/RATE_LNVOL/JPY/10Y/8Y/ATM 0.475008 20160205 SWAPTION/RATE_LNVOL/JPY/20Y/8Y/ATM 0.415516 20160205 SWAPTION/RATE_LNVOL/JPY/3Y/8Y/ATM 3.359335 20160205 SWAPTION/RATE_LNVOL/JPY/3M/8Y/ATM 3.580104 20160205 SWAPTION/RATE_LNVOL/JPY/4Y/8Y/ATM 1.603537 20160205 SWAPTION/RATE_LNVOL/JPY/25Y/8Y/ATM 0.464093 20160205 SWAPTION/RATE_LNVOL/JPY/9M/8Y/ATM 2.798824 20160205 SWAPTION/RATE_LNVOL/JPY/6M/8Y/ATM 3.187681 20160205 SWAPTION/RATE_LNVOL/JPY/30Y/8Y/ATM 0.441112 20160205 SWAPTION/RATE_LNVOL/JPY/7Y/8Y/ATM 0.698031 20160205 SWAPTION/RATE_LNVOL/JPY/1Y/8Y/ATM 2.399937 20160205 SWAPTION/RATE_LNVOL/JPY/5Y/8Y/ATM 1.092951 20160205 SWAPTION/RATE_LNVOL/JPY/2Y/8Y/ATM 2.619932 20160205 SWAPTION/RATE_LNVOL/JPY/15Y/8Y/ATM 0.377461 20160205 SWAPTION/RATE_LNVOL/JPY/6M/9Y/ATM 4.129584 20160205 SWAPTION/RATE_LNVOL/JPY/25Y/9Y/ATM 0.457334 20160205 SWAPTION/RATE_LNVOL/JPY/5Y/9Y/ATM 0.924479 20160205 SWAPTION/RATE_LNVOL/JPY/1M/9Y/ATM 5.097953 20160205 SWAPTION/RATE_LNVOL/JPY/1Y/9Y/ATM 5.113122 20160205 SWAPTION/RATE_LNVOL/JPY/3Y/9Y/ATM 1.884004 20160205 SWAPTION/RATE_LNVOL/JPY/7Y/9Y/ATM 0.642581 20160205 SWAPTION/RATE_LNVOL/JPY/30Y/9Y/ATM 0.435091 20160205 SWAPTION/RATE_LNVOL/JPY/4Y/9Y/ATM 1.234571 20160205 SWAPTION/RATE_LNVOL/JPY/3M/9Y/ATM 4.448571 20160205 SWAPTION/RATE_LNVOL/JPY/10Y/9Y/ATM 0.459716 20160205 SWAPTION/RATE_LNVOL/JPY/20Y/9Y/ATM 0.419011 20160205 SWAPTION/RATE_LNVOL/JPY/15Y/9Y/ATM 0.379069 20160205 SWAPTION/RATE_LNVOL/JPY/2Y/9Y/ATM 3.653303 20160205 SWAPTION/RATE_LNVOL/JPY/9M/9Y/ATM 3.568909 20160205 SWAPTION/RATE_LNVOL/SEK/3Y/10Y/ATM 0.431669 20160205 SWAPTION/RATE_LNVOL/SEK/6M/10Y/ATM 0.614891 20160205 SWAPTION/RATE_LNVOL/SEK/15Y/10Y/ATM 0.305729 20160205 SWAPTION/RATE_LNVOL/SEK/20Y/10Y/ATM 0.30853 20160205 SWAPTION/RATE_LNVOL/SEK/4Y/10Y/ATM 0.393038 20160205 SWAPTION/RATE_LNVOL/SEK/3M/10Y/ATM 0.666365 20160205 SWAPTION/RATE_LNVOL/SEK/7Y/10Y/ATM 0.339773 20160205 SWAPTION/RATE_LNVOL/SEK/2Y/10Y/ATM 0.484949 20160205 SWAPTION/RATE_LNVOL/SEK/10Y/10Y/ATM 0.325936 20160205 SWAPTION/RATE_LNVOL/SEK/1M/10Y/ATM 0.667478 20160205 SWAPTION/RATE_LNVOL/SEK/1Y/10Y/ATM 0.563871 20160205 SWAPTION/RATE_LNVOL/SEK/5Y/10Y/ATM 0.36844 20160205 SWAPTION/RATE_LNVOL/SEK/2Y/15Y/ATM 0.421158 20160205 SWAPTION/RATE_LNVOL/SEK/7Y/15Y/ATM 0.324453 20160205 SWAPTION/RATE_LNVOL/SEK/5Y/15Y/ATM 0.338643 20160205 SWAPTION/RATE_LNVOL/SEK/20Y/15Y/ATM 0.306253 20160205 SWAPTION/RATE_LNVOL/SEK/4Y/15Y/ATM 0.356 20160205 SWAPTION/RATE_LNVOL/SEK/1Y/15Y/ATM 0.470185 20160205 SWAPTION/RATE_LNVOL/SEK/10Y/15Y/ATM 0.311119 20160205 SWAPTION/RATE_LNVOL/SEK/3Y/15Y/ATM 0.37854 20160205 SWAPTION/RATE_LNVOL/SEK/15Y/15Y/ATM 0.292117 20160205 SWAPTION/RATE_LNVOL/SEK/3M/15Y/ATM 0.491821 20160205 SWAPTION/RATE_LNVOL/SEK/1M/15Y/ATM 0.474555 20160205 SWAPTION/RATE_LNVOL/SEK/6M/15Y/ATM 0.475114 20160205 SWAPTION/RATE_LNVOL/SEK/15Y/1Y/ATM 0.290237 20160205 SWAPTION/RATE_LNVOL/SEK/7Y/1Y/ATM 0.409831 20160205 SWAPTION/RATE_LNVOL/SEK/3Y/1Y/ATM 1.553591 20160205 SWAPTION/RATE_LNVOL/SEK/10Y/1Y/ATM 0.334261 20160205 SWAPTION/RATE_LNVOL/SEK/2Y/1Y/ATM 2.681573 20160205 SWAPTION/RATE_LNVOL/SEK/6M/1Y/ATM 2.878494 20160205 SWAPTION/RATE_LNVOL/SEK/1Y/1Y/ATM 1.726844 20160205 SWAPTION/RATE_LNVOL/SEK/4Y/1Y/ATM 0.806304 20160205 SWAPTION/RATE_LNVOL/SEK/3M/1Y/ATM 5.017207 20160205 SWAPTION/RATE_LNVOL/SEK/20Y/1Y/ATM 0.278968 20160205 SWAPTION/RATE_LNVOL/SEK/5Y/1Y/ATM 0.566663 20160205 SWAPTION/RATE_LNVOL/SEK/1M/1Y/ATM 5.473858 20160205 SWAPTION/RATE_LNVOL/SEK/4Y/20Y/ATM 0.33672 20160205 SWAPTION/RATE_LNVOL/SEK/7Y/20Y/ATM 0.316491 20160205 SWAPTION/RATE_LNVOL/SEK/1Y/20Y/ATM 0.452485 20160205 SWAPTION/RATE_LNVOL/SEK/20Y/20Y/ATM 0.317893 20160205 SWAPTION/RATE_LNVOL/SEK/15Y/20Y/ATM 0.291968 20160205 SWAPTION/RATE_LNVOL/SEK/3Y/20Y/ATM 0.359313 20160205 SWAPTION/RATE_LNVOL/SEK/10Y/20Y/ATM 0.310966 20160205 SWAPTION/RATE_LNVOL/SEK/3M/20Y/ATM 0.442205 20160205 SWAPTION/RATE_LNVOL/SEK/6M/20Y/ATM 0.437207 20160205 SWAPTION/RATE_LNVOL/SEK/2Y/20Y/ATM 0.406197 20160205 SWAPTION/RATE_LNVOL/SEK/5Y/20Y/ATM 0.322116 20160205 SWAPTION/RATE_LNVOL/SEK/1M/20Y/ATM 0.415081 20160205 SWAPTION/RATE_LNVOL/SEK/5Y/25Y/ATM 0.321739 20160205 SWAPTION/RATE_LNVOL/SEK/6M/25Y/ATM 0.415377 20160205 SWAPTION/RATE_LNVOL/SEK/20Y/25Y/ATM 0.305911 20160205 SWAPTION/RATE_LNVOL/SEK/2Y/25Y/ATM 0.393717 20160205 SWAPTION/RATE_LNVOL/SEK/10Y/25Y/ATM 0.306938 20160205 SWAPTION/RATE_LNVOL/SEK/1Y/25Y/ATM 0.429668 20160205 SWAPTION/RATE_LNVOL/SEK/3M/25Y/ATM 0.417344 20160205 SWAPTION/RATE_LNVOL/SEK/4Y/25Y/ATM 0.333865 20160205 SWAPTION/RATE_LNVOL/SEK/1M/25Y/ATM 0.40516 20160205 SWAPTION/RATE_LNVOL/SEK/15Y/25Y/ATM 0.297827 20160205 SWAPTION/RATE_LNVOL/SEK/3Y/25Y/ATM 0.35485 20160205 SWAPTION/RATE_LNVOL/SEK/7Y/25Y/ATM 0.31763 20160205 SWAPTION/RATE_LNVOL/SEK/5Y/2Y/ATM 0.507547 20160205 SWAPTION/RATE_LNVOL/SEK/2Y/2Y/ATM 3.877666 20160205 SWAPTION/RATE_LNVOL/SEK/1M/2Y/ATM 2.268549 20160205 SWAPTION/RATE_LNVOL/SEK/3M/2Y/ATM 7.951458 20160205 SWAPTION/RATE_LNVOL/SEK/10Y/2Y/ATM 0.348677 20160205 SWAPTION/RATE_LNVOL/SEK/6M/2Y/ATM 4.264302 20160205 SWAPTION/RATE_LNVOL/SEK/7Y/2Y/ATM 0.393697 20160205 SWAPTION/RATE_LNVOL/SEK/20Y/2Y/ATM 0.29293 20160205 SWAPTION/RATE_LNVOL/SEK/4Y/2Y/ATM 0.663429 20160205 SWAPTION/RATE_LNVOL/SEK/3Y/2Y/ATM 1.001187 20160205 SWAPTION/RATE_LNVOL/SEK/15Y/2Y/ATM 0.301114 20160205 SWAPTION/RATE_LNVOL/SEK/1Y/2Y/ATM 3.210108 20160205 SWAPTION/RATE_LNVOL/SEK/20Y/30Y/ATM 0.292598 20160205 SWAPTION/RATE_LNVOL/SEK/1M/30Y/ATM 0.414067 20160205 SWAPTION/RATE_LNVOL/SEK/7Y/30Y/ATM 0.314035 20160205 SWAPTION/RATE_LNVOL/SEK/4Y/30Y/ATM 0.334142 20160205 SWAPTION/RATE_LNVOL/SEK/3Y/30Y/ATM 0.356803 20160205 SWAPTION/RATE_LNVOL/SEK/2Y/30Y/ATM 0.393767 20160205 SWAPTION/RATE_LNVOL/SEK/3M/30Y/ATM 0.413576 20160205 SWAPTION/RATE_LNVOL/SEK/6M/30Y/ATM 0.413732 20160205 SWAPTION/RATE_LNVOL/SEK/5Y/30Y/ATM 0.319466 20160205 SWAPTION/RATE_LNVOL/SEK/10Y/30Y/ATM 0.297483 20160205 SWAPTION/RATE_LNVOL/SEK/15Y/30Y/ATM 0.302068 20160205 SWAPTION/RATE_LNVOL/SEK/1Y/30Y/ATM 0.427236 20160205 SWAPTION/RATE_LNVOL/SEK/1M/3Y/ATM 4.173426 20160205 SWAPTION/RATE_LNVOL/SEK/1Y/3Y/ATM 4.808781 20160205 SWAPTION/RATE_LNVOL/SEK/4Y/3Y/ATM 0.575501 20160205 SWAPTION/RATE_LNVOL/SEK/10Y/3Y/ATM 0.345587 20160205 SWAPTION/RATE_LNVOL/SEK/3M/3Y/ATM 3.854044 20160205 SWAPTION/RATE_LNVOL/SEK/3Y/3Y/ATM 0.763778 20160205 SWAPTION/RATE_LNVOL/SEK/20Y/3Y/ATM 0.302378 20160205 SWAPTION/RATE_LNVOL/SEK/15Y/3Y/ATM 0.310656 20160205 SWAPTION/RATE_LNVOL/SEK/6M/3Y/ATM 4.676356 20160205 SWAPTION/RATE_LNVOL/SEK/7Y/3Y/ATM 0.38222 20160205 SWAPTION/RATE_LNVOL/SEK/5Y/3Y/ATM 0.468054 20160205 SWAPTION/RATE_LNVOL/SEK/2Y/3Y/ATM 1.30054 20160205 SWAPTION/RATE_LNVOL/SEK/5Y/4Y/ATM 0.442513 20160205 SWAPTION/RATE_LNVOL/SEK/3M/4Y/ATM 5.125153 20160205 SWAPTION/RATE_LNVOL/SEK/2Y/4Y/ATM 0.917595 20160205 SWAPTION/RATE_LNVOL/SEK/10Y/4Y/ATM 0.335156 20160205 SWAPTION/RATE_LNVOL/SEK/4Y/4Y/ATM 0.514634 20160205 SWAPTION/RATE_LNVOL/SEK/3Y/4Y/ATM 0.640767 20160205 SWAPTION/RATE_LNVOL/SEK/7Y/4Y/ATM 0.36694 20160205 SWAPTION/RATE_LNVOL/SEK/6M/4Y/ATM 4.714754 20160205 SWAPTION/RATE_LNVOL/SEK/1Y/4Y/ATM 1.994214 20160205 SWAPTION/RATE_LNVOL/SEK/15Y/4Y/ATM 0.319268 20160205 SWAPTION/RATE_LNVOL/SEK/20Y/4Y/ATM 0.314232 20160205 SWAPTION/RATE_LNVOL/SEK/1M/4Y/ATM 4.440832 20160205 SWAPTION/RATE_LNVOL/SEK/15Y/5Y/ATM 0.323308 20160205 SWAPTION/RATE_LNVOL/SEK/3M/5Y/ATM 2.370906 20160205 SWAPTION/RATE_LNVOL/SEK/10Y/5Y/ATM 0.326736 20160205 SWAPTION/RATE_LNVOL/SEK/3Y/5Y/ATM 0.563951 20160205 SWAPTION/RATE_LNVOL/SEK/4Y/5Y/ATM 0.471761 20160205 SWAPTION/RATE_LNVOL/SEK/1M/5Y/ATM 2.643116 20160205 SWAPTION/RATE_LNVOL/SEK/20Y/5Y/ATM 0.321269 20160205 SWAPTION/RATE_LNVOL/SEK/6M/5Y/ATM 1.799263 20160205 SWAPTION/RATE_LNVOL/SEK/7Y/5Y/ATM 0.368209 20160205 SWAPTION/RATE_LNVOL/SEK/5Y/5Y/ATM 0.422746 20160205 SWAPTION/RATE_LNVOL/SEK/2Y/5Y/ATM 0.74961 20160205 SWAPTION/RATE_LNVOL/SEK/1Y/5Y/ATM 1.198989 20160205 SWAPTION/RATE_LNVOL/SEK/3M/6Y/ATM 1.360792 20160205 SWAPTION/RATE_LNVOL/SEK/6M/6Y/ATM 1.14991 20160205 SWAPTION/RATE_LNVOL/SEK/1M/6Y/ATM 1.397334 20160205 SWAPTION/RATE_LNVOL/SEK/7Y/6Y/ATM 0.363786 20160205 SWAPTION/RATE_LNVOL/SEK/15Y/6Y/ATM 0.32039 20160205 SWAPTION/RATE_LNVOL/SEK/5Y/6Y/ATM 0.402593 20160205 SWAPTION/RATE_LNVOL/SEK/20Y/6Y/ATM 0.317695 20160205 SWAPTION/RATE_LNVOL/SEK/4Y/6Y/ATM 0.448347 20160205 SWAPTION/RATE_LNVOL/SEK/10Y/6Y/ATM 0.32316 20160205 SWAPTION/RATE_LNVOL/SEK/2Y/6Y/ATM 0.647815 20160205 SWAPTION/RATE_LNVOL/SEK/3Y/6Y/ATM 0.521899 20160205 SWAPTION/RATE_LNVOL/SEK/1Y/6Y/ATM 0.905701 20160205 SWAPTION/RATE_LNVOL/SEK/6M/7Y/ATM 0.905292 20160205 SWAPTION/RATE_LNVOL/SEK/3M/7Y/ATM 1.014058 20160205 SWAPTION/RATE_LNVOL/SEK/15Y/7Y/ATM 0.314979 20160205 SWAPTION/RATE_LNVOL/SEK/4Y/7Y/ATM 0.42425 20160205 SWAPTION/RATE_LNVOL/SEK/7Y/7Y/ATM 0.354553 20160205 SWAPTION/RATE_LNVOL/SEK/1Y/7Y/ATM 0.762531 20160205 SWAPTION/RATE_LNVOL/SEK/10Y/7Y/ATM 0.322355 20160205 SWAPTION/RATE_LNVOL/SEK/2Y/7Y/ATM 0.586855 20160205 SWAPTION/RATE_LNVOL/SEK/1M/7Y/ATM 1.016481 20160205 SWAPTION/RATE_LNVOL/SEK/20Y/7Y/ATM 0.316064 20160205 SWAPTION/RATE_LNVOL/SEK/3Y/7Y/ATM 0.490605 20160205 SWAPTION/RATE_LNVOL/SEK/5Y/7Y/ATM 0.397031 20160205 SWAPTION/RATE_LNVOL/SEK/4Y/8Y/ATM 0.414729 20160205 SWAPTION/RATE_LNVOL/SEK/6M/8Y/ATM 0.75793 20160205 SWAPTION/RATE_LNVOL/SEK/3Y/8Y/ATM 0.457691 20160205 SWAPTION/RATE_LNVOL/SEK/3M/8Y/ATM 0.838013 20160205 SWAPTION/RATE_LNVOL/SEK/10Y/8Y/ATM 0.324402 20160205 SWAPTION/RATE_LNVOL/SEK/1Y/8Y/ATM 0.672803 20160205 SWAPTION/RATE_LNVOL/SEK/15Y/8Y/ATM 0.311412 20160205 SWAPTION/RATE_LNVOL/SEK/2Y/8Y/ATM 0.5422 20160205 SWAPTION/RATE_LNVOL/SEK/7Y/8Y/ATM 0.346614 20160205 SWAPTION/RATE_LNVOL/SEK/20Y/8Y/ATM 0.313717 20160205 SWAPTION/RATE_LNVOL/SEK/5Y/8Y/ATM 0.389313 20160205 SWAPTION/RATE_LNVOL/SEK/1M/8Y/ATM 0.832911 20160205 SWAPTION/RATE_LNVOL/SEK/2Y/9Y/ATM 0.504555 20160205 SWAPTION/RATE_LNVOL/SEK/5Y/9Y/ATM 0.378845 20160205 SWAPTION/RATE_LNVOL/SEK/7Y/9Y/ATM 0.342045 20160205 SWAPTION/RATE_LNVOL/SEK/10Y/9Y/ATM 0.325847 20160205 SWAPTION/RATE_LNVOL/SEK/15Y/9Y/ATM 0.307702 20160205 SWAPTION/RATE_LNVOL/SEK/6M/9Y/ATM 0.678584 20160205 SWAPTION/RATE_LNVOL/SEK/1M/9Y/ATM 0.734379 20160205 SWAPTION/RATE_LNVOL/SEK/20Y/9Y/ATM 0.310779 20160205 SWAPTION/RATE_LNVOL/SEK/1Y/9Y/ATM 0.614933 20160205 SWAPTION/RATE_LNVOL/SEK/3Y/9Y/ATM 0.447398 20160205 SWAPTION/RATE_LNVOL/SEK/4Y/9Y/ATM 0.405182 20160205 SWAPTION/RATE_LNVOL/SEK/3M/9Y/ATM 0.738322 20160205 SWAPTION/RATE_LNVOL/USD/3M/10Y/ATM 0.548236 20160205 SWAPTION/RATE_LNVOL/USD/25Y/10Y/ATM 0.279322 20160205 SWAPTION/RATE_LNVOL/USD/10Y/10Y/ATM 0.343264 20160205 SWAPTION/RATE_LNVOL/USD/15Y/10Y/ATM 0.306509 20160205 SWAPTION/RATE_LNVOL/USD/7Y/10Y/ATM 0.378516 20160205 SWAPTION/RATE_LNVOL/USD/6M/10Y/ATM 0.541913 20160205 SWAPTION/RATE_LNVOL/USD/3Y/10Y/ATM 0.451828 20160205 SWAPTION/RATE_LNVOL/USD/1Y/10Y/ATM 0.522381 20160205 SWAPTION/RATE_LNVOL/USD/2Y/10Y/ATM 0.485922 20160205 SWAPTION/RATE_LNVOL/USD/5Y/10Y/ATM 0.413209 20160205 SWAPTION/RATE_LNVOL/USD/30Y/10Y/ATM 0.279684 20160205 SWAPTION/RATE_LNVOL/USD/20Y/10Y/ATM 0.280131 20160205 SWAPTION/RATE_LNVOL/USD/1M/10Y/ATM 0.542948 20160205 SWAPTION/RATE_LNVOL/USD/4Y/10Y/ATM 0.428622 20160205 SWAPTION/RATE_LNVOL/USD/3M/15Y/ATM 0.478372 20160205 SWAPTION/RATE_LNVOL/USD/1M/15Y/ATM 0.471117 20160205 SWAPTION/RATE_LNVOL/USD/1Y/15Y/ATM 0.456872 20160205 SWAPTION/RATE_LNVOL/USD/30Y/15Y/ATM 0.273396 20160205 SWAPTION/RATE_LNVOL/USD/6M/15Y/ATM 0.475296 20160205 SWAPTION/RATE_LNVOL/USD/20Y/15Y/ATM 0.265159 20160205 SWAPTION/RATE_LNVOL/USD/10Y/15Y/ATM 0.318263 20160205 SWAPTION/RATE_LNVOL/USD/4Y/15Y/ATM 0.383914 20160205 SWAPTION/RATE_LNVOL/USD/15Y/15Y/ATM 0.28198 20160205 SWAPTION/RATE_LNVOL/USD/2Y/15Y/ATM 0.433144 20160205 SWAPTION/RATE_LNVOL/USD/25Y/15Y/ATM 0.262587 20160205 SWAPTION/RATE_LNVOL/USD/3Y/15Y/ATM 0.405347 20160205 SWAPTION/RATE_LNVOL/USD/5Y/15Y/ATM 0.370537 20160205 SWAPTION/RATE_LNVOL/USD/7Y/15Y/ATM 0.345499 20160205 SWAPTION/RATE_LNVOL/USD/4Y/1Y/ATM 0.606815 20160205 SWAPTION/RATE_LNVOL/USD/3Y/1Y/ATM 0.731808 20160205 SWAPTION/RATE_LNVOL/USD/2Y/1Y/ATM 0.780075 20160205 SWAPTION/RATE_LNVOL/USD/5Y/1Y/ATM 0.562741 20160205 SWAPTION/RATE_LNVOL/USD/10Y/1Y/ATM 0.38573 20160205 SWAPTION/RATE_LNVOL/USD/7Y/1Y/ATM 0.475593 20160205 SWAPTION/RATE_LNVOL/USD/1M/1Y/ATM 0.528012 20160205 SWAPTION/RATE_LNVOL/USD/25Y/1Y/ATM 0.277531 20160205 SWAPTION/RATE_LNVOL/USD/15Y/1Y/ATM 0.32467 20160205 SWAPTION/RATE_LNVOL/USD/6M/1Y/ATM 0.666817 20160205 SWAPTION/RATE_LNVOL/USD/20Y/1Y/ATM 0.296386 20160205 SWAPTION/RATE_LNVOL/USD/3M/1Y/ATM 0.635173 20160205 SWAPTION/RATE_LNVOL/USD/30Y/1Y/ATM 0.289454 20160205 SWAPTION/RATE_LNVOL/USD/1Y/1Y/ATM 0.742497 20160205 SWAPTION/RATE_LNVOL/USD/3Y/20Y/ATM 0.383058 20160205 SWAPTION/RATE_LNVOL/USD/2Y/20Y/ATM 0.404186 20160205 SWAPTION/RATE_LNVOL/USD/25Y/20Y/ATM 0.259696 20160205 SWAPTION/RATE_LNVOL/USD/10Y/20Y/ATM 0.303547 20160205 SWAPTION/RATE_LNVOL/USD/30Y/20Y/ATM 0.270757 20160205 SWAPTION/RATE_LNVOL/USD/1M/20Y/ATM 0.438879 20160205 SWAPTION/RATE_LNVOL/USD/7Y/20Y/ATM 0.330822 20160205 SWAPTION/RATE_LNVOL/USD/20Y/20Y/ATM 0.256717 20160205 SWAPTION/RATE_LNVOL/USD/3M/20Y/ATM 0.444512 20160205 SWAPTION/RATE_LNVOL/USD/1Y/20Y/ATM 0.427477 20160205 SWAPTION/RATE_LNVOL/USD/15Y/20Y/ATM 0.274453 20160205 SWAPTION/RATE_LNVOL/USD/6M/20Y/ATM 0.442455 20160205 SWAPTION/RATE_LNVOL/USD/4Y/20Y/ATM 0.363194 20160205 SWAPTION/RATE_LNVOL/USD/5Y/20Y/ATM 0.350917 20160205 SWAPTION/RATE_LNVOL/USD/30Y/25Y/ATM 0.271733 20160205 SWAPTION/RATE_LNVOL/USD/20Y/25Y/ATM 0.259564 20160205 SWAPTION/RATE_LNVOL/USD/4Y/25Y/ATM 0.355165 20160205 SWAPTION/RATE_LNVOL/USD/5Y/25Y/ATM 0.343885 20160205 SWAPTION/RATE_LNVOL/USD/15Y/25Y/ATM 0.271644 20160205 SWAPTION/RATE_LNVOL/USD/6M/25Y/ATM 0.431135 20160205 SWAPTION/RATE_LNVOL/USD/1M/25Y/ATM 0.427615 20160205 SWAPTION/RATE_LNVOL/USD/3M/25Y/ATM 0.433391 20160205 SWAPTION/RATE_LNVOL/USD/25Y/25Y/ATM 0.262762 20160205 SWAPTION/RATE_LNVOL/USD/10Y/25Y/ATM 0.304406 20160205 SWAPTION/RATE_LNVOL/USD/3Y/25Y/ATM 0.372194 20160205 SWAPTION/RATE_LNVOL/USD/2Y/25Y/ATM 0.395398 20160205 SWAPTION/RATE_LNVOL/USD/7Y/25Y/ATM 0.326927 20160205 SWAPTION/RATE_LNVOL/USD/1Y/25Y/ATM 0.41513 20160205 SWAPTION/RATE_LNVOL/USD/15Y/2Y/ATM 0.312514 20160205 SWAPTION/RATE_LNVOL/USD/3Y/2Y/ATM 0.643934 20160205 SWAPTION/RATE_LNVOL/USD/6M/2Y/ATM 0.751427 20160205 SWAPTION/RATE_LNVOL/USD/30Y/2Y/ATM 0.282604 20160205 SWAPTION/RATE_LNVOL/USD/2Y/2Y/ATM 0.725701 20160205 SWAPTION/RATE_LNVOL/USD/7Y/2Y/ATM 0.45533 20160205 SWAPTION/RATE_LNVOL/USD/1Y/2Y/ATM 0.750588 20160205 SWAPTION/RATE_LNVOL/USD/5Y/2Y/ATM 0.528093 20160205 SWAPTION/RATE_LNVOL/USD/4Y/2Y/ATM 0.578914 20160205 SWAPTION/RATE_LNVOL/USD/25Y/2Y/ATM 0.276083 20160205 SWAPTION/RATE_LNVOL/USD/3M/2Y/ATM 0.752889 20160205 SWAPTION/RATE_LNVOL/USD/10Y/2Y/ATM 0.380044 20160205 SWAPTION/RATE_LNVOL/USD/1M/2Y/ATM 0.722185 20160205 SWAPTION/RATE_LNVOL/USD/20Y/2Y/ATM 0.296735 20160205 SWAPTION/RATE_LNVOL/USD/1M/30Y/ATM 0.418857 20160205 SWAPTION/RATE_LNVOL/USD/3Y/30Y/ATM 0.367358 20160205 SWAPTION/RATE_LNVOL/USD/30Y/30Y/ATM 0.2718 20160205 SWAPTION/RATE_LNVOL/USD/1Y/30Y/ATM 0.407524 20160205 SWAPTION/RATE_LNVOL/USD/25Y/30Y/ATM 0.263453 20160205 SWAPTION/RATE_LNVOL/USD/2Y/30Y/ATM 0.387553 20160205 SWAPTION/RATE_LNVOL/USD/4Y/30Y/ATM 0.35077 20160205 SWAPTION/RATE_LNVOL/USD/20Y/30Y/ATM 0.260409 20160205 SWAPTION/RATE_LNVOL/USD/5Y/30Y/ATM 0.339702 20160205 SWAPTION/RATE_LNVOL/USD/6M/30Y/ATM 0.422241 20160205 SWAPTION/RATE_LNVOL/USD/3M/30Y/ATM 0.42532 20160205 SWAPTION/RATE_LNVOL/USD/15Y/30Y/ATM 0.272841 20160205 SWAPTION/RATE_LNVOL/USD/7Y/30Y/ATM 0.322472 20160205 SWAPTION/RATE_LNVOL/USD/10Y/30Y/ATM 0.300322 20160205 SWAPTION/RATE_LNVOL/USD/10Y/3Y/ATM 0.376155 20160205 SWAPTION/RATE_LNVOL/USD/5Y/3Y/ATM 0.504808 20160205 SWAPTION/RATE_LNVOL/USD/7Y/3Y/ATM 0.443113 20160205 SWAPTION/RATE_LNVOL/USD/4Y/3Y/ATM 0.545964 20160205 SWAPTION/RATE_LNVOL/USD/3M/3Y/ATM 0.770113 20160205 SWAPTION/RATE_LNVOL/USD/30Y/3Y/ATM 0.283092 20160205 SWAPTION/RATE_LNVOL/USD/25Y/3Y/ATM 0.275506 20160205 SWAPTION/RATE_LNVOL/USD/20Y/3Y/ATM 0.293776 20160205 SWAPTION/RATE_LNVOL/USD/3Y/3Y/ATM 0.598626 20160205 SWAPTION/RATE_LNVOL/USD/2Y/3Y/ATM 0.659808 20160205 SWAPTION/RATE_LNVOL/USD/1M/3Y/ATM 0.760853 20160205 SWAPTION/RATE_LNVOL/USD/15Y/3Y/ATM 0.312797 20160205 SWAPTION/RATE_LNVOL/USD/6M/3Y/ATM 0.764493 20160205 SWAPTION/RATE_LNVOL/USD/1Y/3Y/ATM 0.741367 20160205 SWAPTION/RATE_LNVOL/USD/5Y/4Y/ATM 0.483701 20160205 SWAPTION/RATE_LNVOL/USD/2Y/4Y/ATM 0.626629 20160205 SWAPTION/RATE_LNVOL/USD/7Y/4Y/ATM 0.430606 20160205 SWAPTION/RATE_LNVOL/USD/10Y/4Y/ATM 0.37399 20160205 SWAPTION/RATE_LNVOL/USD/3M/4Y/ATM 0.755829 20160205 SWAPTION/RATE_LNVOL/USD/1Y/4Y/ATM 0.690926 20160205 SWAPTION/RATE_LNVOL/USD/1M/4Y/ATM 0.766932 20160205 SWAPTION/RATE_LNVOL/USD/4Y/4Y/ATM 0.522394 20160205 SWAPTION/RATE_LNVOL/USD/6M/4Y/ATM 0.740591 20160205 SWAPTION/RATE_LNVOL/USD/15Y/4Y/ATM 0.313507 20160205 SWAPTION/RATE_LNVOL/USD/30Y/4Y/ATM 0.282171 20160205 SWAPTION/RATE_LNVOL/USD/3Y/4Y/ATM 0.562962 20160205 SWAPTION/RATE_LNVOL/USD/25Y/4Y/ATM 0.273649 20160205 SWAPTION/RATE_LNVOL/USD/20Y/4Y/ATM 0.291507 20160205 SWAPTION/RATE_LNVOL/USD/7Y/5Y/ATM 0.419719 20160205 SWAPTION/RATE_LNVOL/USD/25Y/5Y/ATM 0.272182 20160205 SWAPTION/RATE_LNVOL/USD/15Y/5Y/ATM 0.314468 20160205 SWAPTION/RATE_LNVOL/USD/10Y/5Y/ATM 0.368886 20160205 SWAPTION/RATE_LNVOL/USD/1Y/5Y/ATM 0.665892 20160205 SWAPTION/RATE_LNVOL/USD/1M/5Y/ATM 0.738673 20160205 SWAPTION/RATE_LNVOL/USD/30Y/5Y/ATM 0.282147 20160205 SWAPTION/RATE_LNVOL/USD/5Y/5Y/ATM 0.466931 20160205 SWAPTION/RATE_LNVOL/USD/20Y/5Y/ATM 0.289319 20160205 SWAPTION/RATE_LNVOL/USD/4Y/5Y/ATM 0.49694 20160205 SWAPTION/RATE_LNVOL/USD/3M/5Y/ATM 0.719629 20160205 SWAPTION/RATE_LNVOL/USD/6M/5Y/ATM 0.709472 20160205 SWAPTION/RATE_LNVOL/USD/3Y/5Y/ATM 0.535164 20160205 SWAPTION/RATE_LNVOL/USD/2Y/5Y/ATM 0.594412 20160205 SWAPTION/RATE_LNVOL/USD/4Y/6Y/ATM 0.478518 20160205 SWAPTION/RATE_LNVOL/USD/3Y/6Y/ATM 0.512654 20160205 SWAPTION/RATE_LNVOL/USD/1Y/6Y/ATM 0.627983 20160205 SWAPTION/RATE_LNVOL/USD/20Y/6Y/ATM 0.286969 20160205 SWAPTION/RATE_LNVOL/USD/1M/6Y/ATM 0.675274 20160205 SWAPTION/RATE_LNVOL/USD/2Y/6Y/ATM 0.561415 20160205 SWAPTION/RATE_LNVOL/USD/10Y/6Y/ATM 0.36362 20160205 SWAPTION/RATE_LNVOL/USD/5Y/6Y/ATM 0.452013 20160205 SWAPTION/RATE_LNVOL/USD/3M/6Y/ATM 0.67379 20160205 SWAPTION/RATE_LNVOL/USD/7Y/6Y/ATM 0.409059 20160205 SWAPTION/RATE_LNVOL/USD/25Y/6Y/ATM 0.2763 20160205 SWAPTION/RATE_LNVOL/USD/6M/6Y/ATM 0.657404 20160205 SWAPTION/RATE_LNVOL/USD/30Y/6Y/ATM 0.283231 20160205 SWAPTION/RATE_LNVOL/USD/15Y/6Y/ATM 0.311968 20160205 SWAPTION/RATE_LNVOL/USD/5Y/7Y/ATM 0.437809 20160205 SWAPTION/RATE_LNVOL/USD/3M/7Y/ATM 0.628908 20160205 SWAPTION/RATE_LNVOL/USD/25Y/7Y/ATM 0.278409 20160205 SWAPTION/RATE_LNVOL/USD/1M/7Y/ATM 0.629572 20160205 SWAPTION/RATE_LNVOL/USD/15Y/7Y/ATM 0.311755 20160205 SWAPTION/RATE_LNVOL/USD/7Y/7Y/ATM 0.40233 20160205 SWAPTION/RATE_LNVOL/USD/1Y/7Y/ATM 0.588402 20160205 SWAPTION/RATE_LNVOL/USD/2Y/7Y/ATM 0.53681 20160205 SWAPTION/RATE_LNVOL/USD/10Y/7Y/ATM 0.357638 20160205 SWAPTION/RATE_LNVOL/USD/4Y/7Y/ATM 0.460946 20160205 SWAPTION/RATE_LNVOL/USD/20Y/7Y/ATM 0.285254 20160205 SWAPTION/RATE_LNVOL/USD/30Y/7Y/ATM 0.280821 20160205 SWAPTION/RATE_LNVOL/USD/6M/7Y/ATM 0.619567 20160205 SWAPTION/RATE_LNVOL/USD/3Y/7Y/ATM 0.496016 20160205 SWAPTION/RATE_LNVOL/USD/25Y/8Y/ATM 0.278576 20160205 SWAPTION/RATE_LNVOL/USD/20Y/8Y/ATM 0.283873 20160205 SWAPTION/RATE_LNVOL/USD/1Y/8Y/ATM 0.560732 20160205 SWAPTION/RATE_LNVOL/USD/1M/8Y/ATM 0.591543 20160205 SWAPTION/RATE_LNVOL/USD/3Y/8Y/ATM 0.479076 20160205 SWAPTION/RATE_LNVOL/USD/7Y/8Y/ATM 0.392865 20160205 SWAPTION/RATE_LNVOL/USD/30Y/8Y/ATM 0.280426 20160205 SWAPTION/RATE_LNVOL/USD/5Y/8Y/ATM 0.426418 20160205 SWAPTION/RATE_LNVOL/USD/4Y/8Y/ATM 0.448315 20160205 SWAPTION/RATE_LNVOL/USD/3M/8Y/ATM 0.594923 20160205 SWAPTION/RATE_LNVOL/USD/15Y/8Y/ATM 0.311033 20160205 SWAPTION/RATE_LNVOL/USD/6M/8Y/ATM 0.591289 20160205 SWAPTION/RATE_LNVOL/USD/10Y/8Y/ATM 0.352116 20160205 SWAPTION/RATE_LNVOL/USD/2Y/8Y/ATM 0.518648 20160205 SWAPTION/RATE_LNVOL/USD/4Y/9Y/ATM 0.438637 20160205 SWAPTION/RATE_LNVOL/USD/6M/9Y/ATM 0.566963 20160205 SWAPTION/RATE_LNVOL/USD/1M/9Y/ATM 0.56222 20160205 SWAPTION/RATE_LNVOL/USD/10Y/9Y/ATM 0.347195 20160205 SWAPTION/RATE_LNVOL/USD/1Y/9Y/ATM 0.539202 20160205 SWAPTION/RATE_LNVOL/USD/20Y/9Y/ATM 0.281429 20160205 SWAPTION/RATE_LNVOL/USD/2Y/9Y/ATM 0.50153 20160205 SWAPTION/RATE_LNVOL/USD/5Y/9Y/ATM 0.419976 20160205 SWAPTION/RATE_LNVOL/USD/15Y/9Y/ATM 0.308262 20160205 SWAPTION/RATE_LNVOL/USD/30Y/9Y/ATM 0.280027 20160205 SWAPTION/RATE_LNVOL/USD/3Y/9Y/ATM 0.462502 20160205 SWAPTION/RATE_LNVOL/USD/7Y/9Y/ATM 0.384089 20160205 SWAPTION/RATE_LNVOL/USD/3M/9Y/ATM 0.569119 20160205 SWAPTION/RATE_LNVOL/USD/25Y/9Y/ATM 0.278568 #### Fake #### 20160205 SWAPTION/RATE_NVOL/EUR/6M/2Y/Smile/-0.02 0.006 20160205 SWAPTION/RATE_NVOL/EUR/6M/2Y/Smile/-0.01 0.006 20160205 SWAPTION/RATE_NVOL/EUR/6M/2Y/Smile/0.01 0.006 20160205 SWAPTION/RATE_NVOL/EUR/6M/2Y/Smile/0.02 0.006 20160205 SWAPTION/RATE_NVOL/EUR/6M/5Y/Smile/-0.02 0.006 20160205 SWAPTION/RATE_NVOL/EUR/6M/5Y/Smile/-0.01 0.006 20160205 SWAPTION/RATE_NVOL/EUR/6M/5Y/Smile/0.01 0.006 20160205 SWAPTION/RATE_NVOL/EUR/6M/5Y/Smile/0.02 0.006 20160205 SWAPTION/RATE_NVOL/EUR/1Y/2Y/Smile/-0.02 0.007 20160205 SWAPTION/RATE_NVOL/EUR/1Y/2Y/Smile/-0.01 0.007 20160205 SWAPTION/RATE_NVOL/EUR/1Y/2Y/Smile/0.01 0.007 20160205 SWAPTION/RATE_NVOL/EUR/1Y/2Y/Smile/0.02 0.007 20160205 SWAPTION/RATE_NVOL/EUR/1Y/5Y/Smile/-0.02 0.007 20160205 SWAPTION/RATE_NVOL/EUR/1Y/5Y/Smile/-0.01 0.007 20160205 SWAPTION/RATE_NVOL/EUR/1Y/5Y/Smile/0.01 0.007 20160205 SWAPTION/RATE_NVOL/EUR/1Y/5Y/Smile/0.02 0.007 20160205 SWAPTION/RATE_NVOL/EUR/10Y/2Y/Smile/-0.02 0.008 20160205 SWAPTION/RATE_NVOL/EUR/10Y/2Y/Smile/-0.01 0.008 20160205 SWAPTION/RATE_NVOL/EUR/10Y/2Y/Smile/0.01 0.008 20160205 SWAPTION/RATE_NVOL/EUR/10Y/2Y/Smile/0.02 0.008 20160205 SWAPTION/RATE_NVOL/EUR/10Y/5Y/Smile/-0.02 0.008 20160205 SWAPTION/RATE_NVOL/EUR/10Y/5Y/Smile/-0.01 0.008 20160205 SWAPTION/RATE_NVOL/EUR/10Y/5Y/Smile/0.01 0.008 20160205 SWAPTION/RATE_NVOL/EUR/10Y/5Y/Smile/0.02 0.008 ##### # 20160205 CC_BASIS_SWAP/BASIS_SPREAD/GBP/3M/EUR/3M/1Y 0.002457 20160205 CC_BASIS_SWAP/BASIS_SPREAD/GBP/3M/EUR/3M/2Y 0.002935 20160205 CC_BASIS_SWAP/BASIS_SPREAD/GBP/3M/EUR/3M/3Y 0.003183 20160205 CC_BASIS_SWAP/BASIS_SPREAD/GBP/3M/EUR/3M/4Y 0.003323 20160205 CC_BASIS_SWAP/BASIS_SPREAD/GBP/3M/EUR/3M/5Y 0.003351 20160205 CC_BASIS_SWAP/BASIS_SPREAD/GBP/3M/EUR/3M/7Y 0.003234 20160205 CC_BASIS_SWAP/BASIS_SPREAD/GBP/3M/EUR/3M/10Y 0.002838 20160205 CC_BASIS_SWAP/BASIS_SPREAD/GBP/3M/EUR/3M/15Y 0.001835 20160205 CC_BASIS_SWAP/BASIS_SPREAD/GBP/3M/EUR/3M/20Y 0.001217 20160205 CC_BASIS_SWAP/BASIS_SPREAD/GBP/3M/EUR/3M/30Y 0.001249 20160205 CC_BASIS_SWAP/BASIS_SPREAD/GBP/3M/EUR/3M/40Y 0.00238 20160205 CC_BASIS_SWAP/BASIS_SPREAD/GBP/3M/EUR/3M/50Y 0.003021 # 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CHF/3M/1Y 0.002457 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CHF/3M/2Y 0.002935 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CHF/3M/3Y 0.003183 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CHF/3M/4Y 0.003323 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CHF/3M/5Y 0.003351 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CHF/3M/7Y 0.003234 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CHF/3M/10Y 0.002838 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CHF/3M/15Y 0.001835 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CHF/3M/20Y 0.001217 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CHF/3M/30Y 0.001249 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CHF/3M/40Y 0.00238 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CHF/3M/50Y 0.003021 # 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/GBP/3M/1Y -0.002365 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/GBP/3M/2Y -0.00271 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/GBP/3M/3Y -0.003056 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/GBP/3M/4Y -0.003202 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/GBP/3M/5Y -0.003315 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/GBP/3M/7Y -0.003253 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/GBP/3M/10Y -0.002683 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/GBP/3M/15Y -0.001834 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/GBP/3M/20Y -0.001185 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/GBP/3M/30Y -0.001296 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/GBP/3M/40Y -0.002365 20160205 CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/GBP/3M/50Y -0.002979 # 20160205 RECOVERY_RATE/RATE/BANK/SR/USD 0.4 20160205 CDS/CREDIT_SPREAD/BANK/SR/USD/1Y 0.01 20160205 CDS/CREDIT_SPREAD/BANK/SR/USD/2Y 0.01 20160205 CDS/CREDIT_SPREAD/BANK/SR/USD/3Y 0.01 20160205 CDS/CREDIT_SPREAD/BANK/SR/USD/4Y 0.01 20160205 CDS/CREDIT_SPREAD/BANK/SR/USD/5Y 0.01 20160205 CDS/CREDIT_SPREAD/BANK/SR/USD/7Y 0.01 20160205 CDS/CREDIT_SPREAD/BANK/SR/USD/10Y 0.01 # 20160205 RECOVERY_RATE/RATE/CPTY_A/SR/USD 0.4 20160205 HAZARD_RATE/RATE/CPTY_A/SR/USD/0Y 0.01 20160205 HAZARD_RATE/RATE/CPTY_A/SR/USD/1Y 0.01 20160205 HAZARD_RATE/RATE/CPTY_A/SR/USD/2Y 0.01 20160205 HAZARD_RATE/RATE/CPTY_A/SR/USD/3Y 0.01 20160205 HAZARD_RATE/RATE/CPTY_A/SR/USD/4Y 0.01 20160205 HAZARD_RATE/RATE/CPTY_A/SR/USD/5Y 0.01 20160205 HAZARD_RATE/RATE/CPTY_A/SR/USD/7Y 0.01 20160205 HAZARD_RATE/RATE/CPTY_A/SR/USD/10Y 0.01 20160205 HAZARD_RATE/RATE/CPTY_A/SR/USD/15Y 0.01 20160205 HAZARD_RATE/RATE/CPTY_A/SR/USD/20Y 0.01 20160205 HAZARD_RATE/RATE/CPTY_A/SR/USD/30Y 0.01 # 20160205 ZERO/RATE/EUR/BANK_EUR_BORROW/A365/2Y 0.01 20160205 ZERO/RATE/EUR/BANK_EUR_BORROW/A365/5Y 0.01 20160205 ZERO/RATE/EUR/BANK_EUR_BORROW/A365/10Y 0.01 20160205 ZERO/RATE/EUR/BANK_EUR_BORROW/A365/20Y 0.01 # 20160205 ZERO/RATE/EUR/BANK_EUR_LEND/A365/2Y 0.02 20160205 ZERO/RATE/EUR/BANK_EUR_LEND/A365/5Y 0.02 20160205 ZERO/RATE/EUR/BANK_EUR_LEND/A365/10Y 0.02 20160205 ZERO/RATE/EUR/BANK_EUR_LEND/A365/20Y 0.02 # 20160205 ZERO/YIELD_SPREAD/EUR/BANK_EUR_BORROW/A365/2Y -0.001 20160205 ZERO/YIELD_SPREAD/EUR/BANK_EUR_BORROW/A365/5Y -0.001 20160205 ZERO/YIELD_SPREAD/EUR/BANK_EUR_BORROW/A365/10Y -0.001 20160205 ZERO/YIELD_SPREAD/EUR/BANK_EUR_BORROW/A365/20Y -0.001 # 20160205 ZERO/YIELD_SPREAD/EUR/BANK_EUR_LEND/A365/2Y 0.005 20160205 ZERO/YIELD_SPREAD/EUR/BANK_EUR_LEND/A365/5Y 0.005 20160205 ZERO/YIELD_SPREAD/EUR/BANK_EUR_LEND/A365/10Y 0.005 20160205 ZERO/YIELD_SPREAD/EUR/BANK_EUR_LEND/A365/20Y 0.005 # 20160205 ZERO/YIELD_SPREAD/EUR/BENCHMARK_EUR/A365/5Y -0.0050 20160205 ZERO/YIELD_SPREAD/EUR/BENCHMARK_EUR/A365/10Y -0.0050 # 20160205 ZERO/RATE/EUR/BOND_YIELD_EUR/A365/5Y 0.03 20160205 ZERO/RATE/EUR/BOND_YIELD_EUR/A365/10Y 0.03 # Cap/floor shifted lognormal volatility shifts, all set to 1% # Normal volatility cap surfaces # Lognormal volatility cap surfaces (only USD) # dummy data for EUHICP (copied from EUHICPXT) # dummy data for ZACPI (copied from EUHICPXT) 20160205 SEASONALITY/RATE/MULT/EUHICPXT/JAN 0.999118 20160205 SEASONALITY/RATE/MULT/EUHICPXT/FEB 0.999554 20160205 SEASONALITY/RATE/MULT/EUHICPXT/MAR 1.000439 20160205 SEASONALITY/RATE/MULT/EUHICPXT/APR 1.000727 20160205 SEASONALITY/RATE/MULT/EUHICPXT/MAY 1.000106 20160205 SEASONALITY/RATE/MULT/EUHICPXT/JUN 1.000368 20160205 SEASONALITY/RATE/MULT/EUHICPXT/JUL 0.999220 20160205 SEASONALITY/RATE/MULT/EUHICPXT/AUG 0.999593 20160205 SEASONALITY/RATE/MULT/EUHICPXT/SEP 1.000246 20160205 SEASONALITY/RATE/MULT/EUHICPXT/OCT 1.000293 20160205 SEASONALITY/RATE/MULT/EUHICPXT/NOV 1.000285 20160205 SEASONALITY/RATE/MULT/EUHICPXT/DEC 1.000053 20160205 SEASONALITY/RATE/MULT/UKRPI/JAN 0.994006 20160205 SEASONALITY/RATE/MULT/UKRPI/FEB 0.998551 20160205 SEASONALITY/RATE/MULT/UKRPI/MAR 1.000218 20160205 SEASONALITY/RATE/MULT/UKRPI/APR 1.002354 20160205 SEASONALITY/RATE/MULT/UKRPI/MAY 1.0022 20160205 SEASONALITY/RATE/MULT/UKRPI/JUN 1.001346 20160205 SEASONALITY/RATE/MULT/UKRPI/JUL 0.997428 20160205 SEASONALITY/RATE/MULT/UKRPI/AUG 1.000116 20160205 SEASONALITY/RATE/MULT/UKRPI/SEP 1.001709 20160205 SEASONALITY/RATE/MULT/UKRPI/OCT 1.001058 20160205 SEASONALITY/RATE/MULT/UKRPI/NOV 0.999585 20160205 SEASONALITY/RATE/MULT/UKRPI/DEC 1.00143 20160205 SEASONALITY/RATE/MULT/USCPI/JAN 0.993004 20160205 SEASONALITY/RATE/MULT/USCPI/FEB 0.996403 20160205 SEASONALITY/RATE/MULT/USCPI/MAR 1.00093 20160205 SEASONALITY/RATE/MULT/USCPI/APR 1.002495 20160205 SEASONALITY/RATE/MULT/USCPI/MAY 1.00426 20160205 SEASONALITY/RATE/MULT/USCPI/JUN 1.005212 20160205 SEASONALITY/RATE/MULT/USCPI/JUL 1.002753 20160205 SEASONALITY/RATE/MULT/USCPI/AUG 1.002854 20160205 SEASONALITY/RATE/MULT/USCPI/SEP 1.003017 20160205 SEASONALITY/RATE/MULT/USCPI/OCT 1.000366 20160205 SEASONALITY/RATE/MULT/USCPI/NOV 0.996309 20160205 SEASONALITY/RATE/MULT/USCPI/DEC 0.992397 # YY Inflation Volatilitites # equity market data 20160205 EQUITY/PRICE/SP5/USD 2147.56 20160205 EQUITY/PRICE/Lufthansa/EUR 12.75 20160205 EQUITY_DIVIDEND/RATE/SP5/USD/3M 0.01 20160205 EQUITY_DIVIDEND/RATE/SP5/USD/20160915 0.015 20160205 EQUITY_DIVIDEND/RATE/SP5/USD/1Y 0.017 20160205 EQUITY_DIVIDEND/RATE/SP5/USD/20170915 0.02 20160205 EQUITY_FWD/PRICE/Lufthansa/EUR/2016-06-16 12.75 20160205 EQUITY_FWD/PRICE/Lufthansa/EUR/6M 12.75 20160205 EQUITY_FWD/PRICE/Lufthansa/EUR/2017-06-16 12.75 20160205 EQUITY_FWD/PRICE/Lufthansa/EUR/2Y 12.75 20160205 EQUITY_OPTION/RATE_LNVOL/SP5/USD/6M/ATMF 0.25 ##FAKE## 20160205 EQUITY_OPTION/RATE_LNVOL/SP5/USD/1M/ATMF 0.1271 20160205 EQUITY_OPTION/RATE_LNVOL/SP5/USD/1M/2147.56 0.1271 20160205 EQUITY_OPTION/RATE_LNVOL/SP5/USD/1M/1932.8 0.1641 20160205 EQUITY_OPTION/RATE_LNVOL/SP5/USD/1M/2254.939 0.0851 20160205 EQUITY_OPTION/RATE_LNVOL/SP5/USD/5Y/ATMF 0.1707 20160205 EQUITY_OPTION/RATE_LNVOL/SP5/USD/5Y/2147.56 0.1707 20160205 EQUITY_OPTION/RATE_LNVOL/SP5/USD/5Y/1932.8 0.17559 20160205 EQUITY_OPTION/RATE_LNVOL/SP5/USD/5Y/2254.939 0.1664 20160205 EQUITY_OPTION/RATE_LNVOL/SP5/USD/10Y/ATMF 0.1981 20160205 EQUITY_OPTION/RATE_LNVOL/SP5/USD/10Y/2147.56 0.1981 20160205 EQUITY_OPTION/RATE_LNVOL/SP5/USD/10Y/1932.8 0.2009 20160205 EQUITY_OPTION/RATE_LNVOL/SP5/USD/10Y/2254.939 0.195799999 ######## 20160205 EQUITY_OPTION/RATE_LNVOL/Lufthansa/EUR/2016-06-15/ATMF 0.30 ##FAKE## 20160205 EQUITY_OPTION/RATE_LNVOL/Lufthansa/EUR/1M/ATMF 0.1271 20160205 EQUITY_OPTION/RATE_LNVOL/Lufthansa/EUR/1M/12.75 0.1271 20160205 EQUITY_OPTION/RATE_LNVOL/Lufthansa/EUR/1M/11.47 0.1641 20160205 EQUITY_OPTION/RATE_LNVOL/Lufthansa/EUR/1M/13.39 0.0851 20160205 EQUITY_OPTION/RATE_LNVOL/Lufthansa/EUR/5Y/ATMF 0.1707 20160205 EQUITY_OPTION/RATE_LNVOL/Lufthansa/EUR/5Y/12.75 0.1707 20160205 EQUITY_OPTION/RATE_LNVOL/Lufthansa/EUR/5Y/11.47 0.17559 20160205 EQUITY_OPTION/RATE_LNVOL/Lufthansa/EUR/5Y/13.39 0.1664 20160205 EQUITY_OPTION/RATE_LNVOL/Lufthansa/EUR/10Y/ATMF 0.1981 20160205 EQUITY_OPTION/RATE_LNVOL/Lufthansa/EUR/10Y/12.75 0.1981 20160205 EQUITY_OPTION/RATE_LNVOL/Lufthansa/EUR/10Y/11.47 0.2009 20160205 EQUITY_OPTION/RATE_LNVOL/Lufthansa/EUR/10Y/13.39 0.195799999 ######## # Bond Spread and Recovery Rate 20160205 BOND/YIELD_SPREAD/SECURITY_1 0.00 20160205 RECOVERY_RATE/RATE/SECURITY_1 0.5 # Credit Curve with flat hazard rate (RR needed for XVA) 20160205 RECOVERY_RATE/RATE/CPTY_C/SR/EUR 0.0 20160205 HAZARD_RATE/RATE/CPTY_C/SR/EUR/1Y 0.0 # Commodity prices # Gold price curve 20160205 COMMODITY/PRICE/GOLD/USD 1155.593 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2016-02-29 1157.8 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2016-03-31 1157.4 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2016-04-29 1157.7 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2016-06-30 1158.2 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2016-08-31 1158.8 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2016-10-31 1159.4 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2016-12-30 1160.1 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2017-02-28 1160.9 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2017-04-28 1161.8 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2017-06-30 1162.6 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2017-08-31 1163.4 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2017-10-31 1164.3 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2017-12-29 1165.3 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2018-06-29 1168.1 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2018-12-31 1172.9 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2019-06-28 1178.4 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2019-12-31 1184.3 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2020-06-30 1189.5 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2020-12-31 1198 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2021-06-30 1210 20160205 COMMODITY_FWD/PRICE/GOLD/USD/2021-12-31 1223 # WTI price curve 20160205 COMMODITY/PRICE/WTI/USD 30.89 20160205 COMMODITY_FWD/PRICE/WTI/USD/2016-03-31 30.89 20160205 COMMODITY_FWD/PRICE/WTI/USD/2016-04-30 32.72 20160205 COMMODITY_FWD/PRICE/WTI/USD/2016-05-31 34.47 20160205 COMMODITY_FWD/PRICE/WTI/USD/2016-06-30 35.94 20160205 COMMODITY_FWD/PRICE/WTI/USD/2016-07-31 37.1 20160205 COMMODITY_FWD/PRICE/WTI/USD/2016-08-31 37.99 20160205 COMMODITY_FWD/PRICE/WTI/USD/2016-09-30 38.69 20160205 COMMODITY_FWD/PRICE/WTI/USD/2016-10-31 39.29 20160205 COMMODITY_FWD/PRICE/WTI/USD/2016-11-30 39.83 20160205 COMMODITY_FWD/PRICE/WTI/USD/2016-12-31 40.34 20160205 COMMODITY_FWD/PRICE/WTI/USD/2017-01-31 40.79 20160205 COMMODITY_FWD/PRICE/WTI/USD/2017-02-28 41.23 20160205 COMMODITY_FWD/PRICE/WTI/USD/2017-03-31 41.65 20160205 COMMODITY_FWD/PRICE/WTI/USD/2017-04-30 42.03 20160205 COMMODITY_FWD/PRICE/WTI/USD/2017-05-31 42.37 20160205 COMMODITY_FWD/PRICE/WTI/USD/2017-06-30 42.67 20160205 COMMODITY_FWD/PRICE/WTI/USD/2017-07-31 42.92 20160205 COMMODITY_FWD/PRICE/WTI/USD/2017-08-31 43.16 20160205 COMMODITY_FWD/PRICE/WTI/USD/2017-09-30 43.41 20160205 COMMODITY_FWD/PRICE/WTI/USD/2017-10-31 43.65 20160205 COMMODITY_FWD/PRICE/WTI/USD/2017-11-30 43.9 20160205 COMMODITY_FWD/PRICE/WTI/USD/2017-12-31 44.14 20160205 COMMODITY_FWD/PRICE/WTI/USD/2018-01-31 44.28 20160205 COMMODITY_FWD/PRICE/WTI/USD/2018-02-28 44.44 20160205 COMMODITY_FWD/PRICE/WTI/USD/2018-03-31 44.61 20160205 COMMODITY_FWD/PRICE/WTI/USD/2018-04-30 44.81 20160205 COMMODITY_FWD/PRICE/WTI/USD/2018-05-31 45.03 20160205 COMMODITY_FWD/PRICE/WTI/USD/2018-06-30 45.26 20160205 COMMODITY_FWD/PRICE/WTI/USD/2018-07-31 45.41 20160205 COMMODITY_FWD/PRICE/WTI/USD/2018-08-31 45.58 20160205 COMMODITY_FWD/PRICE/WTI/USD/2018-09-30 45.76 20160205 COMMODITY_FWD/PRICE/WTI/USD/2018-10-31 45.95 20160205 COMMODITY_FWD/PRICE/WTI/USD/2018-11-30 46.15 20160205 COMMODITY_FWD/PRICE/WTI/USD/2018-12-31 46.37 20160205 COMMODITY_FWD/PRICE/WTI/USD/2019-01-31 46.46 20160205 COMMODITY_FWD/PRICE/WTI/USD/2019-02-28 46.56 20160205 COMMODITY_FWD/PRICE/WTI/USD/2019-03-31 46.68 20160205 COMMODITY_FWD/PRICE/WTI/USD/2019-04-30 46.81 20160205 COMMODITY_FWD/PRICE/WTI/USD/2019-05-31 46.96 20160205 COMMODITY_FWD/PRICE/WTI/USD/2019-06-30 47.13 20160205 COMMODITY_FWD/PRICE/WTI/USD/2019-07-31 47.18 20160205 COMMODITY_FWD/PRICE/WTI/USD/2019-08-31 47.27 20160205 COMMODITY_FWD/PRICE/WTI/USD/2019-09-30 47.4 20160205 COMMODITY_FWD/PRICE/WTI/USD/2019-10-31 47.56 20160205 COMMODITY_FWD/PRICE/WTI/USD/2019-11-30 47.75 20160205 COMMODITY_FWD/PRICE/WTI/USD/2019-12-31 47.95 20160205 COMMODITY_FWD/PRICE/WTI/USD/2020-01-31 48.02 20160205 COMMODITY_FWD/PRICE/WTI/USD/2020-02-29 48.1 20160205 COMMODITY_FWD/PRICE/WTI/USD/2020-03-31 48.2 20160205 COMMODITY_FWD/PRICE/WTI/USD/2020-04-30 48.3 20160205 COMMODITY_FWD/PRICE/WTI/USD/2020-05-31 48.41 20160205 COMMODITY_FWD/PRICE/WTI/USD/2020-06-30 48.54 20160205 COMMODITY_FWD/PRICE/WTI/USD/2020-07-31 48.57 20160205 COMMODITY_FWD/PRICE/WTI/USD/2020-08-31 48.63 20160205 COMMODITY_FWD/PRICE/WTI/USD/2020-09-30 48.71 20160205 COMMODITY_FWD/PRICE/WTI/USD/2020-10-31 48.82 20160205 COMMODITY_FWD/PRICE/WTI/USD/2020-11-30 48.95 20160205 COMMODITY_FWD/PRICE/WTI/USD/2020-12-31 49.1 20160205 COMMODITY_FWD/PRICE/WTI/USD/2021-01-31 49.13 20160205 COMMODITY_FWD/PRICE/WTI/USD/2021-02-28 49.18 20160205 COMMODITY_FWD/PRICE/WTI/USD/2021-03-31 49.25 20160205 COMMODITY_FWD/PRICE/WTI/USD/2021-04-30 49.34 20160205 COMMODITY_FWD/PRICE/WTI/USD/2021-05-31 49.44 20160205 COMMODITY_FWD/PRICE/WTI/USD/2021-06-30 49.57 20160205 COMMODITY_FWD/PRICE/WTI/USD/2021-07-31 49.57 20160205 COMMODITY_FWD/PRICE/WTI/USD/2021-08-31 49.6 20160205 COMMODITY_FWD/PRICE/WTI/USD/2021-09-30 49.66 20160205 COMMODITY_FWD/PRICE/WTI/USD/2021-10-31 49.75 20160205 COMMODITY_FWD/PRICE/WTI/USD/2021-11-30 49.87 20160205 COMMODITY_FWD/PRICE/WTI/USD/2021-12-31 50.01 20160205 COMMODITY_FWD/PRICE/WTI/USD/2022-06-30 50.42 20160205 COMMODITY_FWD/PRICE/WTI/USD/2022-12-31 50.81 20160205 COMMODITY_FWD/PRICE/WTI/USD/2023-06-30 51.13 20160205 COMMODITY_FWD/PRICE/WTI/USD/2023-12-31 51.45 20160205 COMMODITY_FWD/PRICE/WTI/USD/2024-06-30 51.62 20160205 COMMODITY_FWD/PRICE/WTI/USD/2024-12-31 51.78 # Commodity option volatilities (fake for now) # Gold 20160205 COMMODITY_OPTION/RATE_LNVOL/GOLD/USD/1Y/ATM/AtmFwd 0.09 20160205 COMMODITY_OPTION/RATE_LNVOL/GOLD/USD/5Y/ATM/AtmFwd 0.10 20160205 COMMODITY_OPTION/RATE_LNVOL/GOLD/USD/10Y/ATM/AtmFwd 0.12 # WTI 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/1Y/30.0 0.100 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/1Y/35.0 0.105 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/1Y/40.0 0.110 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/1Y/45.0 0.115 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/1Y/50.0 0.120 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/1Y/55.0 0.125 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/1Y/60.0 0.130 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/5Y/30.0 0.090 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/5Y/35.0 0.095 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/5Y/40.0 0.100 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/5Y/45.0 0.105 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/5Y/50.0 0.110 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/5Y/55.0 0.115 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/5Y/60.0 0.120 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/10Y/30.0 0.080 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/10Y/35.0 0.085 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/10Y/40.0 0.090 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/10Y/45.0 0.095 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/10Y/50.0 0.100 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/10Y/55.0 0.105 20160205 COMMODITY_OPTION/RATE_LNVOL/WTI_USD_VOLS/USD/10Y/60.0 0.110 ######## # Added meaningless data to test bootstrapping - USD/GBP, USD/CHF use EUR/GBP data 20160205 FXFWD/RATE/USD/GBP/1D 0.54902031 20160205 FXFWD/RATE/USD/GBP/1M 5.97643397 20160205 FXFWD/RATE/USD/GBP/1W 1.27381172 20160205 FXFWD/RATE/USD/GBP/1Y 82.85815926 20160205 FXFWD/RATE/USD/GBP/2D 0.18968875 20160205 FXFWD/RATE/USD/GBP/2M 12.57317944 20160205 FXFWD/RATE/USD/GBP/2W 2.51532176 20160205 FXFWD/RATE/USD/GBP/2Y 180.21991681 20160205 FXFWD/RATE/USD/GBP/3D 0.17651519 20160205 FXFWD/RATE/USD/GBP/3M 19.19983256 20160205 FXFWD/RATE/USD/GBP/3W 3.87554859 20160205 FXFWD/RATE/USD/GBP/3Y 282.3657849 20160205 FXFWD/RATE/USD/GBP/4M 25.88556872 20160205 FXFWD/RATE/USD/GBP/4Y 387.18138062 20160205 FXFWD/RATE/USD/GBP/5M 32.76496145 20160205 FXFWD/RATE/USD/GBP/5Y 490.66230168 20160205 FXFWD/RATE/USD/GBP/6M 39.34110615 20160205 FXFWD/RATE/USD/GBP/6Y 590.18149282 20160205 FXFWD/RATE/USD/GBP/7Y 687.12624638 20160205 FXFWD/RATE/USD/GBP/8Y 764.21877534 20160205 FXFWD/RATE/USD/GBP/9M 60.66989384 20160205 FXFWD/RATE/USD/GBP/9Y 835.87152691 20160205 FXFWD/RATE/USD/GBP/10Y 895.48075095 20160205 FXFWD/RATE/USD/GBP/11Y 948.0115985 20160205 FXFWD/RATE/USD/GBP/12M 82.85815926 20160205 FXFWD/RATE/USD/GBP/12Y 991.48267571 20160205 FXFWD/RATE/USD/GBP/13Y 1025.15958602 20160205 FXFWD/RATE/USD/GBP/14Y 1051.98116261 20160205 FXFWD/RATE/USD/GBP/15M 106.75534892 20160205 FXFWD/RATE/USD/GBP/15Y 1083.88762246 20160205 FXFWD/RATE/USD/GBP/16Y 1109.65600476 20160205 FXFWD/RATE/USD/GBP/17Y 1136.76623388 20160205 FXFWD/RATE/USD/GBP/18M 131.73386888 20160205 FXFWD/RATE/USD/GBP/18Y 1162.17323234 20160205 FXFWD/RATE/USD/GBP/19Y 1193.6410629 20160205 FXFWD/RATE/USD/GBP/20Y 1225.99655165 20160205 FXFWD/RATE/USD/GBP/21Y 1224.99829229 20160205 FXFWD/RATE/USD/GBP/22Y 1276.68642171 20160205 FXFWD/RATE/USD/GBP/23Y 1307.19384559 20160205 FXFWD/RATE/USD/GBP/24Y 1353.04704594 20160205 FXFWD/RATE/USD/GBP/25Y 1435.28504463 20160205 FXFWD/RATE/USD/GBP/26Y 1490.17320597 20160205 FXFWD/RATE/USD/GBP/27Y 1544.28026424 20160205 FXFWD/RATE/USD/GBP/28Y 1601.75993718 20160205 FXFWD/RATE/USD/GBP/29Y 1655.35331915 20160205 FXFWD/RATE/USD/GBP/30Y 1710.76232429 20160205 FXFWD/RATE/USD/GBP/31Y 1788.05157003 20160205 FXFWD/RATE/USD/GBP/32Y 1867.55972341 20160205 FXFWD/RATE/USD/GBP/33Y 1946.02548503 20160205 FXFWD/RATE/USD/GBP/34Y 2025.52966808 20160205 FXFWD/RATE/USD/GBP/35Y 2107.16582723 20160205 FXFWD/RATE/USD/GBP/36Y 2182.39801312 20160205 FXFWD/RATE/USD/GBP/37Y 2265.93326451 20160205 FXFWD/RATE/USD/GBP/38Y 2352.90008585 20160205 FXFWD/RATE/USD/GBP/39Y 2430.78552958 20160205 FXFWD/RATE/USD/GBP/40Y 2518.8481081 20160205 FXFWD/RATE/USD/GBP/41Y 2635.15633961 20160205 FXFWD/RATE/USD/GBP/42Y 2748.85850384 20160205 FXFWD/RATE/USD/GBP/43Y 2869.01023248 20160205 FXFWD/RATE/USD/GBP/44Y 2991.20824597 20160205 FXFWD/RATE/USD/GBP/45Y 3113.10104423 20160205 FXFWD/RATE/USD/GBP/46Y 3232.52941944 20160205 FXFWD/RATE/USD/GBP/47Y 3362.70798274 20160205 FXFWD/RATE/USD/GBP/48Y 3482.80830116 20160205 FXFWD/RATE/USD/GBP/49Y 3609.10509876 20160205 FXFWD/RATE/USD/GBP/50Y 3740.59274519 20160205 FXFWD/RATE/USD/CHF/1D 0.54902031 20160205 FXFWD/RATE/USD/CHF/1M 5.97643397 20160205 FXFWD/RATE/USD/CHF/1W 1.27381172 20160205 FXFWD/RATE/USD/CHF/1Y 82.85815926 20160205 FXFWD/RATE/USD/CHF/2D 0.18968875 20160205 FXFWD/RATE/USD/CHF/2M 12.57317944 20160205 FXFWD/RATE/USD/CHF/2W 2.51532176 20160205 FXFWD/RATE/USD/CHF/2Y 180.21991681 20160205 FXFWD/RATE/USD/CHF/3D 0.17651519 20160205 FXFWD/RATE/USD/CHF/3M 19.19983256 20160205 FXFWD/RATE/USD/CHF/3W 3.87554859 20160205 FXFWD/RATE/USD/CHF/3Y 282.3657849 20160205 FXFWD/RATE/USD/CHF/4M 25.88556872 20160205 FXFWD/RATE/USD/CHF/4Y 387.18138062 20160205 FXFWD/RATE/USD/CHF/5M 32.76496145 20160205 FXFWD/RATE/USD/CHF/5Y 490.66230168 20160205 FXFWD/RATE/USD/CHF/6M 39.34110615 20160205 FXFWD/RATE/USD/CHF/6Y 590.18149282 20160205 FXFWD/RATE/USD/CHF/7Y 687.12624638 20160205 FXFWD/RATE/USD/CHF/8Y 764.21877534 20160205 FXFWD/RATE/USD/CHF/9M 60.66989384 20160205 FXFWD/RATE/USD/CHF/9Y 835.87152691 20160205 FXFWD/RATE/USD/CHF/10Y 895.48075095 20160205 FXFWD/RATE/USD/CHF/11Y 948.0115985 20160205 FXFWD/RATE/USD/CHF/12M 82.85815926 20160205 FXFWD/RATE/USD/CHF/12Y 991.48267571 20160205 FXFWD/RATE/USD/CHF/13Y 1025.15958602 20160205 FXFWD/RATE/USD/CHF/14Y 1051.98116261 20160205 FXFWD/RATE/USD/CHF/15M 106.75534892 20160205 FXFWD/RATE/USD/CHF/15Y 1083.88762246 20160205 FXFWD/RATE/USD/CHF/16Y 1109.65600476 20160205 FXFWD/RATE/USD/CHF/17Y 1136.76623388 20160205 FXFWD/RATE/USD/CHF/18M 131.73386888 20160205 FXFWD/RATE/USD/CHF/18Y 1162.17323234 20160205 FXFWD/RATE/USD/CHF/19Y 1193.6410629 20160205 FXFWD/RATE/USD/CHF/20Y 1225.99655165 20160205 FXFWD/RATE/USD/CHF/21Y 1224.99829229 20160205 FXFWD/RATE/USD/CHF/22Y 1276.68642171 20160205 FXFWD/RATE/USD/CHF/23Y 1307.19384559 20160205 FXFWD/RATE/USD/CHF/24Y 1353.04704594 20160205 FXFWD/RATE/USD/CHF/25Y 1435.28504463 20160205 FXFWD/RATE/USD/CHF/26Y 1490.17320597 20160205 FXFWD/RATE/USD/CHF/27Y 1544.28026424 20160205 FXFWD/RATE/USD/CHF/28Y 1601.75993718 20160205 FXFWD/RATE/USD/CHF/29Y 1655.35331915 20160205 FXFWD/RATE/USD/CHF/30Y 1710.76232429 20160205 FXFWD/RATE/USD/CHF/31Y 1788.05157003 20160205 FXFWD/RATE/USD/CHF/32Y 1867.55972341 20160205 FXFWD/RATE/USD/CHF/33Y 1946.02548503 20160205 FXFWD/RATE/USD/CHF/34Y 2025.52966808 20160205 FXFWD/RATE/USD/CHF/35Y 2107.16582723 20160205 FXFWD/RATE/USD/CHF/36Y 2182.39801312 20160205 FXFWD/RATE/USD/CHF/37Y 2265.93326451 20160205 FXFWD/RATE/USD/CHF/38Y 2352.90008585 20160205 FXFWD/RATE/USD/CHF/39Y 2430.78552958 20160205 FXFWD/RATE/USD/CHF/40Y 2518.8481081 20160205 FXFWD/RATE/USD/CHF/41Y 2635.15633961 20160205 FXFWD/RATE/USD/CHF/42Y 2748.85850384 20160205 FXFWD/RATE/USD/CHF/43Y 2869.01023248 20160205 FXFWD/RATE/USD/CHF/44Y 2991.20824597 20160205 FXFWD/RATE/USD/CHF/45Y 3113.10104423 20160205 FXFWD/RATE/USD/CHF/46Y 3232.52941944 20160205 FXFWD/RATE/USD/CHF/47Y 3362.70798274 20160205 FXFWD/RATE/USD/CHF/48Y 3482.80830116 20160205 FXFWD/RATE/USD/CHF/49Y 3609.10509876 20160205 FXFWD/RATE/USD/CHF/50Y 3740.59274519 20160205 CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/1Y 0.1084 20160205 CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/2Y 0.1066 20160205 CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/3Y 0.1057 20160205 CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/4Y 0.1051 20160205 CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/5Y 0.1047 20160205 CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/6Y 0.1043 20160205 CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/7Y 0.104 20160205 CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/8Y 0.1037 20160205 CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/9Y 0.1034 20160205 CC_FIX_FLOAT_SWAP/RATE/USD/3M/TRY/1Y/10Y 0.1031 20160205 CORRELATION/RATE/EUR-CMS-10Y/EUR-CMS-2Y/1Y/ATM 0.8 20160205 CORRELATION/RATE/EUR-CMS-10Y/EUR-CMS-2Y/2Y/ATM 0.8 20160205 CORRELATION/RATE/USD-CMS-10Y/USD-CMS-1Y/1Y/ATM 0.2 20160205 CORRELATION/RATE/USD-CMS-10Y/FX-ECB-USD-EUR/1Y/ATM 0.2