EURCHF Euro Switzerland Franc volatility surface Smile BFRR Cubic 10, 25 EUR-CHF-FXOPTION * FX/EUR/CHF Yield/EUR/EUR-IN-USD Yield/CHF/CHF-IN-USD JoinHolidays(TARGET, Switzerland) Actual/365 (Fixed) V 0.01 EURCZK Euro Czech Republic Koruna volatility surface Smile BFRR Cubic 10, 25 EUR-CZK-FXOPTION * FX/EUR/CZK Yield/EUR/EUR-IN-USD Yield/CZK/CZK-IN-USD JoinHolidays(TARGET, Prague stock exchange) Actual/365 (Fixed) V 0.01 EURJPY Euro Japan Yen volatility surface Smile BFRR Cubic 10, 25 EUR-JPY-FXOPTION * FX/EUR/JPY Yield/EUR/EUR-IN-USD Yield/JPY/JPY-IN-USD JoinHolidays(TARGET, Japan) Actual/365 (Fixed) V 0.01 EURNOK Euro Norway Krone volatility surface Smile BFRR Cubic 10, 25 EUR-NOK-FXOPTION * FX/EUR/NOK Yield/EUR/EUR-IN-USD Yield/NOK/NOK-IN-USD JoinHolidays(TARGET, Norway) Actual/365 (Fixed) V 0.01 EURSEK Euro Sweden Krona volatility surface Smile BFRR Cubic 10, 25 EUR-SEK-FXOPTION * FX/EUR/SEK Yield/EUR/EUR-IN-USD Yield/SEK/SEK-IN-USD JoinHolidays(TARGET, Sweden) Actual/365 (Fixed) V 0.01 EURUSD Euro United States Dollar volatility surface Smile BFRR Cubic 10, 25 EUR-USD-FXOPTION * FX/EUR/USD Yield/EUR/EUR-IN-USD Yield/USD/USD-SOFR JoinHolidays(TARGET, US settlement) Actual/365 (Fixed) V 0.01 GBPUSD United Kingdom Pound United States Dollar volatility surface Smile BFRR Cubic 10, 25 GBP-USD-FXOPTION * FX/GBP/USD Yield/GBP/GBP-IN-USD Yield/USD/USD-SOFR JoinHolidays(UK settlement, US settlement) Actual/365 (Fixed) V 0.01 USDCAD United States Dollar Canada Dollar volatility surface Smile BFRR Cubic 10, 25 USD-CAD-FXOPTION * FX/USD/CAD Yield/CAD/CAD-IN-USD Yield/USD/USD-SOFR JoinHolidays(US settlement, Canada) Actual/365 (Fixed) V 0.01 USDJPY United States Dollar Japan Yen volatility surface Smile BFRR Cubic 10, 25 USD-JPY-FXOPTION * FX/USD/JPY Yield/JPY/JPY-IN-USD Yield/USD/USD-SOFR JoinHolidays(US settlement, Japan) Actual/365 (Fixed) V 0.01 USDSEK United States Dollar Sweden Krona volatility surface Smile BFRR Cubic 10, 25 USD-SEK-FXOPTION * FX/USD/SEK Yield/SEK/SEK-IN-USD Yield/USD/USD-SOFR JoinHolidays(US settlement, Sweden) Actual/365 (Fixed) V 0.01 EUR EUR normal swaption volatilities Smile Normal Normal Flat Actual/365 (Fixed) TARGET Following 1M, 2M, 3M, 6M, 9M, 1Y, 18M, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 15Y, 20Y, 25Y, 30Y 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 15Y, 20Y, 25Y, 30Y EUR-CMS-1Y EUR-CMS-30Y 3M, 6M, 9M, 1Y, 18M, 2Y, 3Y, 4Y, 5Y, 7Y, 10Y, 15Y, 20Y, 25Y, 30Y 2Y, 5Y, 10Y, 15Y, 20Y, 25Y, 30Y -0.1, -0.05, -0.04, -0.03, -0.02, -0.015, -0.01, -0.0075, -0.005, -0.0025, -0.00125, 0.00125, 0.0025, 0.005, 0.0075, 0.01, 0.015, 0.02, 0.03, 0.04, 0.05, 0.1 USD-LIBOR-3M USD Libor 3M swaption vols proxied by SOFR vols SwaptionVolatility/USD-SOFR/USD-SOFR USD-CMS-SOFR-1Y USD-CMS-SOFR-30Y USD-CMS-LIBOR3M-1Y USD-CMS-LIBOR3M-30Y USD-SOFR USD-SOFR normal swaption volatilities Smile Normal Normal Flat Actual/365 (Fixed) JoinHolidays(US settlement, UK settlement) Following 1M, 3M, 6M, 9M, 1Y, 18M, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 15Y, 20Y, 25Y, 30Y 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 15Y, 20Y, 25Y, 30Y USD-CMS-SOFR-1Y USD-CMS-SOFR-30Y 1M, 3M, 6M, 9M, 1Y, 2Y, 3Y, 5Y, 7Y, 10Y, 15Y, 20Y, 25Y, 30Y 1Y, 2Y, 5Y, 10Y, 15Y, 20Y, 30Y -0.04, -0.03, -0.02, -0.015, -0.01, -0.0075, -0.005, -0.0025, 0.0025, 0.005, 0.0075, 0.01, 0.015, 0.02, 0.03, 0.04 SOFR EUR EUR normal cap floor volatilities Normal Flat Bilinear false Actual/365 (Fixed) TARGET Following 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 25Y, 30Y -0.015, -0.01, 0, 0.005, 0.01, 0.015, 0.02, 0.03, 0.04, 0.05, 0.06, 0.07, 0.1 false EUR-EURIBOR-6M Yield/EUR/EUR-EONIA 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 25Y, 30Y 0 OptionletVolatilities LinearFlat LinearFlat false 0.0000000000010000 0.0000000000010000 true 5 2 2 10 TermVolatilities GBP GBP normal cap floor volatilities Normal Flat Bilinear false Actual/365 (Fixed) UK settlement Following 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y -0.01, -0.0075, -0.005, -0.0025, 0, 0.0025, 0.005, 0.0075, 0.01, 0.015, 0.02, 0.025, 0.03, 0.035, 0.04, 0.045, 0.05, 0.055, 0.065, 0.07, 0.1 false GBP-LIBOR-3M Yield/GBP/GBP-LIBOR-3M 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y 0 OptionletVolatilities LinearFlat LinearFlat false 0.0000000000010000 0.0000000000010000 true 5 2 2 10 TermVolatilities MXN MXN lognormal cap floor volatilities Lognormal Flat Bilinear true Actual/365 (Fixed) Mexican stock exchange Following 52W, 104W, 156W, 208W, 260W, 364W, 520W false MXN-TIIE-28D Yield/MXN/MXN-TIIE-28D 52W, 104W, 156W, 208W, 260W, 364W, 520W 0 TermVolatilities LinearFlat LinearFlat false 0.0000000000010000 0.0000000000010000 true 5 2 2 10 TermVolatilities USD USD-SOFR Normal Cap Floor Volatilities Normal Flat Bilinear true Actual/365 (Fixed) US settlement Following 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y -0.0075, -0.005, -0.0025, -0.0015, 0, 0.0025, 0.005, 0.0075, 0.01, 0.015, 0.02, 0.025, 0.03, 0.035, 0.04, 0.045, 0.05, 0.06, 0.07, 0.1 false USD-SOFR 3M Yield/USD/USD-SOFR 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y 0 OptionletVolatilities BackwardFlat LinearFlat false 0.0000000000010000 0.0000000000010000 true 5 2 2 10 TermVolatilities USD-SOFR USD-SOFR Normal Cap Floor Volatilities Normal Flat Bilinear true Actual/365 (Fixed) US settlement Following 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y -0.0075, -0.005, -0.0025, -0.0015, 0, 0.0025, 0.005, 0.0075, 0.01, 0.015, 0.02, 0.025, 0.03, 0.035, 0.04, 0.045, 0.05, 0.06, 0.07, 0.1 false USD-SOFR 3M Yield/USD/USD-SOFR 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y 0 OptionletVolatilities BackwardFlat LinearFlat false 0.0000000000010000 0.0000000000010000 true 5 2 2 10 TermVolatilities USD-SOFR-3M SOFR3M vols proxied by SOFR vols CapFloorVolatility/USD-SOFR/USD-SOFR USD-SOFR 3M USD-SOFR-3M RED:2I65BYEG6 2Y Default/USD/RED:2I65BYEG6_2Y 7Y Default/USD/RED:2I65BYEG6_7Y 3Y Default/USD/RED:2I65BYEG6_3Y 5Y Default/USD/RED:2I65BYEG6_5Y 10Y Default/USD/RED:2I65BYEG6_10Y 1Y Default/USD/RED:2I65BYEG6_1Y ImpliedVolatility Lognormal * * Linear Linear true Flat Flat A365 NullCalendar Spread 2I65BYEG6 10000 FundingCurveAsCreditCurve EUR Issuer funding spread curve as credit curve YieldCurve Actual/360 RECOVERY_RATE/RATE/CPTY_C/SR/EUR Yield/EUR/FundingCurve true ISIN:DE000A3H2WP2 Delivery Hero Se EUR HazardRate Yield/EUR/EUR-EONIA Actual/Actual (ISMA) RECOVERY_RATE/RATE/ISIN:DE000A3H2WP2/SR/EUR HAZARD_RATE/RATE/ISIN:DE000A3H2WP2/SR/EUR/1Y CDS-STANDARD-CONVENTIONS true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 false ISIN:IE00BH3SQ895 IRELAND GOVERNMENT EUR HazardRate Yield/EUR/EUR-EONIA Actual/360 RECOVERY_RATE/RATE/ISIN:IE00BH3SQ895/SR/EUR HAZARD_RATE/RATE/ISIN:IE00BH3SQ895/SR/EUR/1Y CDS-STANDARD-CONVENTIONS true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 false ISIN:IT0005177909 REPUBLIC OF ITALY EUR HazardRate Yield/EUR/EUR-EONIA Actual/360 RECOVERY_RATE/RATE/ISIN:IT0005177909/SR/EUR HAZARD_RATE/RATE/ISIN:IT0005177909/SR/EUR/1Y CDS-STANDARD-CONVENTIONS true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 false ISIN:US531229AR32 Autogenerated curve config for Bond Derivatives USD RECOVERY_RATE/RATE/ISIN:US531229AR32* Null Actual/365 (Fixed) Yield/USD/USD-FedFunds true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 false ISIN:US682189AS48 Autogenerated curve config for Bond Derivatives USD RECOVERY_RATE/RATE/ISIN:US682189AS48* Null Actual/365 (Fixed) Yield/USD/USD-FedFunds true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 false ISIN:XS1876165819 Autogenerated curve config for Bond Derivatives USD RECOVERY_RATE/RATE/ISIN:XS1876165819* Null Actual/365 (Fixed) Yield/USD/USD-FedFunds true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 false RED:2I65BYEG6 USD SpreadCDS Yield/USD/USD-FedFunds Actual/365 (Fixed) RECOVERY_RATE/RATE/2I65BYEG6/SNRFOR/USD CDS/CREDIT_SPREAD/2I65BYEG6/SNRFOR/USD/* CDS-STANDARD-CONVENTIONS true 2024-09-20 0.05 0.0000000000010000 0.0000000000010000 true 10 1 2 5 false RED:2I65BYEG6_5Y USD SpreadCDS Yield/USD/USD-FedFunds Actual/365 (Fixed) RECOVERY_RATE/RATE/2I65BYEG6/SNRFOR/USD CDS/CREDIT_SPREAD/2I65BYEG6/SNRFOR/USD/* CDS-STANDARD-CONVENTIONS true 2024-09-20 0.05 5Y 0.0000000000010000 0.0000000000010000 true 10 1 2 5 false RED:2I65BYEG6_10Y USD SpreadCDS Yield/USD/USD-FedFunds Actual/365 (Fixed) RECOVERY_RATE/RATE/2I65BYEG6/SNRFOR/USD CDS/CREDIT_SPREAD/2I65BYEG6/SNRFOR/USD/* CDS-STANDARD-CONVENTIONS true 2024-09-20 0.05 10Y 0.0000000000010000 0.0000000000010000 true 10 1 2 5 false ISIN:IE00BH3SQ895 IRELAND GOVERNMENT EUR HazardRate Yield/EUR/EUR-EONIA Actual/360 RECOVERY_RATE/RATE/ISIN:IE00BH3SQ895/SR/EUR HAZARD_RATE/RATE/ISIN:IE00BH3SQ895/SR/EUR/1Y CDS-STANDARD-CONVENTIONS true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 false RED:007G93|SNRFOR|USD|XR14 USD SpreadCDS Yield/USD/USD-FedFunds Actual/365 (Fixed) RECOVERY_RATE/RATE/007G93/SNRFOR/USD/XR14 CDS/CREDIT_SPREAD/007G93/SNRFOR/USD/XR14/* CDS-STANDARD-CONVENTIONS true true 0.0000000000010000 0.0000000000010000 true 10 1 2 5 false RED:027A8A|SNRFOR|USD|XR14 Autogenerated curve config for RPA trades USD SpreadCDS Yield/USD/USD-FedFunds Actual/365 (Fixed) RECOVERY_RATE/RATE/027A8A/SNRFOR/USD/XR14 CDS/CREDIT_SPREAD/027A8A/SNRFOR/USD/XR14/* CDS-STANDARD-CONVENTIONS true 0.0000000000010000 0.0000000000010000 true 10 1 2 5 false RED:027D97|SNRFOR|USD|XR14 USD SpreadCDS Yield/USD/USD-FedFunds Actual/365 (Fixed) RECOVERY_RATE/RATE/027D97/SNRFOR/USD/XR14 CDS/CREDIT_SPREAD/027D97/SNRFOR/USD/XR14/* CDS-STANDARD-CONVENTIONS true true 0.0000000000010000 0.0000000000010000 true 10 1 2 5 false RED:028EFB|SNRFOR|USD|XR14 USD SpreadCDS Yield/USD/USD-FedFunds Actual/365 (Fixed) RECOVERY_RATE/RATE/028EFB/SNRFOR/USD/XR14 CDS/CREDIT_SPREAD/028EFB/SNRFOR/USD/XR14/* CDS-STANDARD-CONVENTIONS true true 0.0000000000010000 0.0000000000010000 true 10 1 2 5 false RED:03AB52|SNRFOR|USD|XR14 USD SpreadCDS Yield/USD/USD-FedFunds Actual/365 (Fixed) 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CDS-STANDARD-CONVENTIONS true true 0.0000000000010000 0.0000000000010000 true 10 1 2 5 false RED:0D4278|SNRFOR|USD|XR14 USD SpreadCDS Yield/USD/USD-FedFunds Actual/365 (Fixed) RECOVERY_RATE/RATE/0D4278/SNRFOR/USD/XR14 CDS/CREDIT_SPREAD/0D4278/SNRFOR/USD/XR14/* CDS-STANDARD-CONVENTIONS true true 0.0000000000010000 0.0000000000010000 true 10 1 2 5 false RED:0E69A8|SNRFOR|USD|XR14 USD SpreadCDS Yield/USD/USD-FedFunds Actual/365 (Fixed) RECOVERY_RATE/RATE/0E69A8/SNRFOR/USD/XR14 CDS/CREDIT_SPREAD/0E69A8/SNRFOR/USD/XR14/* CDS-STANDARD-CONVENTIONS true true 0.0000000000010000 0.0000000000010000 true 10 1 2 5 false RED:0F8665|SNRFOR|USD|XR14 USD SpreadCDS Yield/USD/USD-FedFunds Actual/365 (Fixed) RECOVERY_RATE/RATE/0F8665/SNRFOR/USD/XR14 CDS/CREDIT_SPREAD/0F8665/SNRFOR/USD/XR14/* CDS-STANDARD-CONVENTIONS true true 0.0000000000010000 0.0000000000010000 true 10 1 2 5 false RED:0H8994|SNRFOR|USD|XR14 USD SpreadCDS Yield/USD/USD-FedFunds Actual/365 (Fixed) RECOVERY_RATE/RATE/0H8994/SNRFOR/USD/XR14 CDS/CREDIT_SPREAD/0H8994/SNRFOR/USD/XR14/* CDS-STANDARD-CONVENTIONS true true 0.0000000000010000 0.0000000000010000 true 10 1 2 5 false RED:138A48|SNRFOR|USD|XR14 USD SpreadCDS Yield/USD/USD-FedFunds Actual/365 (Fixed) RECOVERY_RATE/RATE/138A48/SNRFOR/USD/XR14 CDS/CREDIT_SPREAD/138A48/SNRFOR/USD/XR14/* CDS-STANDARD-CONVENTIONS true true 0.0000000000010000 0.0000000000010000 true 10 1 2 5 false RED:138CBK|SNRFOR|USD|XR14 USD SpreadCDS Yield/USD/USD-FedFunds Actual/365 (Fixed) RECOVERY_RATE/RATE/138CBK/SNRFOR/USD/XR14 CDS/CREDIT_SPREAD/138CBK/SNRFOR/USD/XR14/* CDS-STANDARD-CONVENTIONS true true 0.0000000000010000 0.0000000000010000 true 10 1 2 5 false SpreadCDS Yield/USD/USD-FedFunds Actual/365 (Fixed) RECOVERY_RATE/RATE/6E9A94/SNRFOR/USD/XR14 CDS/CREDIT_SPREAD/6E9A94/SNRFOR/USD/XR14/* CDS-STANDARD-CONVENTIONS true true 0.0000000000010000 0.0000000000010000 true 10 1 2 5 false RED:1B124A|SNRFOR|USD|XR14 USD SpreadCDS Yield/USD/USD-FedFunds Actual/365 (Fixed) 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0.0000000000010000 0.0000000000010000 false 5 2 2 10 CHF-IN-USD CHF collateralised in USD discount curve CHF FX Forward FXFWD/RATE/USD/CHF/ON FXFWD/RATE/USD/CHF/TN FXFWD/RATE/USD/CHF/SN FXFWD/RATE/USD/CHF/1W FXFWD/RATE/USD/CHF/2W FXFWD/RATE/USD/CHF/3W FXFWD/RATE/USD/CHF/1M FXFWD/RATE/USD/CHF/2M FXFWD/RATE/USD/CHF/3M FXFWD/RATE/USD/CHF/4M FXFWD/RATE/USD/CHF/5M FXFWD/RATE/USD/CHF/6M FXFWD/RATE/USD/CHF/7M FXFWD/RATE/USD/CHF/8M FXFWD/RATE/USD/CHF/9M FXFWD/RATE/USD/CHF/10M FXFWD/RATE/USD/CHF/11M FXFWD/RATE/USD/CHF/1Y FXFWD/RATE/USD/CHF/15M FXFWD/RATE/USD/CHF/18M FXFWD/RATE/USD/CHF/21M USD-CHF-FX LastRelevantPillarDate 0 1 FX/RATE/USD/CHF Cross Currency Basis Swap CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CHF/1D/2Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CHF/1D/3Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CHF/1D/4Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CHF/1D/5Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CHF/1D/6Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CHF/1D/7Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CHF/1D/8Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CHF/1D/9Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CHF/1D/10Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CHF/1D/12Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CHF/1D/15Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CHF/1D/20Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CHF/1D/25Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CHF/1D/30Y USD-CHF-ON-XCCY-BASIS LastRelevantPillarDate 0 1 FX/RATE/USD/CHF CHF-SARON USD-SOFR Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 CHF-SARON CHF discount curve bootstrapped from OIS swap rates CHF CHF-SARON Deposit MM/RATE/CHF/0D/1D CHF-ON-DEPOSIT LastRelevantPillarDate 0 1 OIS IR_SWAP/RATE/CHF/2D/1D/1M IR_SWAP/RATE/CHF/2D/1D/2M IR_SWAP/RATE/CHF/2D/1D/3M IR_SWAP/RATE/CHF/2D/1D/4M IR_SWAP/RATE/CHF/2D/1D/5M IR_SWAP/RATE/CHF/2D/1D/6M IR_SWAP/RATE/CHF/2D/1D/7M IR_SWAP/RATE/CHF/2D/1D/8M IR_SWAP/RATE/CHF/2D/1D/9M IR_SWAP/RATE/CHF/2D/1D/10M IR_SWAP/RATE/CHF/2D/1D/11M IR_SWAP/RATE/CHF/2D/1D/1Y IR_SWAP/RATE/CHF/2D/1D/15M IR_SWAP/RATE/CHF/2D/1D/18M IR_SWAP/RATE/CHF/2D/1D/2Y IR_SWAP/RATE/CHF/2D/1D/3Y IR_SWAP/RATE/CHF/2D/1D/4Y IR_SWAP/RATE/CHF/2D/1D/5Y IR_SWAP/RATE/CHF/2D/1D/6Y IR_SWAP/RATE/CHF/2D/1D/7Y IR_SWAP/RATE/CHF/2D/1D/8Y IR_SWAP/RATE/CHF/2D/1D/9Y IR_SWAP/RATE/CHF/2D/1D/10Y IR_SWAP/RATE/CHF/2D/1D/12Y IR_SWAP/RATE/CHF/2D/1D/15Y IR_SWAP/RATE/CHF/2D/1D/20Y IR_SWAP/RATE/CHF/2D/1D/25Y IR_SWAP/RATE/CHF/2D/1D/30Y CHF-OIS LastRelevantPillarDate 0 1 Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 CLP-CAMARA CLP-CAMARA projection curve CLP CLP-CAMARA Deposit MM/RATE/CLP/0D/1D CLP-ON-DEPOSIT LastRelevantPillarDate 0 1 OIS IR_SWAP/RATE/CLP/2D/1D/3M IR_SWAP/RATE/CLP/2D/1D/6M IR_SWAP/RATE/CLP/2D/1D/9M IR_SWAP/RATE/CLP/2D/1D/1Y CLP-OIS-PRE-18M LastRelevantPillarDate 0 1 OIS IR_SWAP/RATE/CLP/2D/1D/2Y IR_SWAP/RATE/CLP/2D/1D/3Y IR_SWAP/RATE/CLP/2D/1D/4Y IR_SWAP/RATE/CLP/2D/1D/5Y IR_SWAP/RATE/CLP/2D/1D/6Y IR_SWAP/RATE/CLP/2D/1D/7Y IR_SWAP/RATE/CLP/2D/1D/8Y IR_SWAP/RATE/CLP/2D/1D/9Y IR_SWAP/RATE/CLP/2D/1D/10Y IR_SWAP/RATE/CLP/2D/1D/12Y IR_SWAP/RATE/CLP/2D/1D/15Y IR_SWAP/RATE/CLP/2D/1D/20Y CLP-OIS-POST-18M LastRelevantPillarDate 0 1 Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 CLP-IN-EUR CLP collateralised in EUR CLP Discount Ratio LastRelevantPillarDate 0 1 EUR-EONIA CLP-IN-USD EUR-IN-USD Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 CLP-IN-USD CLP collateralized in USD discount curve CLP FX Forward FXFWD/RATE/USD/CLP/1W FXFWD/RATE/USD/CLP/1M FXFWD/RATE/USD/CLP/2M FXFWD/RATE/USD/CLP/3M FXFWD/RATE/USD/CLP/6M FXFWD/RATE/USD/CLP/9M FXFWD/RATE/USD/CLP/1Y USD-CLP-FX LastRelevantPillarDate 0 1 FX/RATE/USD/CLP Cross Currency Basis Swap CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CLP/1D/2Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CLP/1D/3Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CLP/1D/4Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CLP/1D/5Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CLP/1D/6Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CLP/1D/7Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CLP/1D/8Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CLP/1D/9Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CLP/1D/10Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CLP/1D/12Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CLP/1D/15Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/CLP/1D/20Y USD-CLP-ON-XCCY-BASIS LastRelevantPillarDate 0 1 FX/RATE/USD/CLP CLP-CAMARA USD-SOFR Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 CNY-IN-EUR CNY collateralised in EUR CNY Discount Ratio LastRelevantPillarDate 0 1 EUR-EONIA CNY-IN-USD EUR-IN-USD Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 CNY-IN-USD CNY collateralized in USD discount curve CNY FX Forward FXFWD/RATE/USD/CNY/1W FXFWD/RATE/USD/CNY/1M FXFWD/RATE/USD/CNY/2M FXFWD/RATE/USD/CNY/3M FXFWD/RATE/USD/CNY/6M FXFWD/RATE/USD/CNY/9M FXFWD/RATE/USD/CNY/1Y FXFWD/RATE/USD/CNY/2Y FXFWD/RATE/USD/CNY/3Y FXFWD/RATE/USD/CNY/4Y FXFWD/RATE/USD/CNY/5Y USD-CNY-FX LastRelevantPillarDate 0 1 FX/RATE/USD/CNY Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 CNY-REPOFIX-7D CNY REPOFIX 7D Index Curve CNY Deposit MM/RATE/CNY/0D/7D CNY-REPOFIX-7D-DEPOSIT LastRelevantPillarDate 0 1 Swap IR_SWAP/RATE/CNY/0D/7D/1M IR_SWAP/RATE/CNY/0D/7D/3M IR_SWAP/RATE/CNY/0D/7D/6M IR_SWAP/RATE/CNY/0D/7D/9M IR_SWAP/RATE/CNY/0D/7D/1Y IR_SWAP/RATE/CNY/0D/7D/2Y IR_SWAP/RATE/CNY/0D/7D/3Y IR_SWAP/RATE/CNY/0D/7D/4Y IR_SWAP/RATE/CNY/0D/7D/5Y IR_SWAP/RATE/CNY/0D/7D/7Y IR_SWAP/RATE/CNY/0D/7D/10Y CNY-REPOFIX-7D-SWAP LastRelevantPillarDate 0 1 CNY-REPOFIX-7D Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 CNY-SHIBOR-3M CNY SHIBOR 3M Index Curve CNY Deposit MM/RATE/CNY/2D/3M CNY-DEPOSIT LastRelevantPillarDate 0 1 Swap IR_SWAP/RATE/CNY/2D/3M/6M IR_SWAP/RATE/CNY/2D/3M/9M IR_SWAP/RATE/CNY/2D/3M/1Y IR_SWAP/RATE/CNY/2D/3M/2Y IR_SWAP/RATE/CNY/2D/3M/3Y IR_SWAP/RATE/CNY/2D/3M/4Y IR_SWAP/RATE/CNY/2D/3M/5Y IR_SWAP/RATE/CNY/2D/3M/7Y IR_SWAP/RATE/CNY/2D/3M/10Y CNY-SHIBOR-3M-SWAP LastRelevantPillarDate 0 1 CNY-SHIBOR-3M Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 CZK-CZEONIA CZK discount curve bootstrapped from OIS swap rates CZK CZK-CZEONIA Deposit MM/RATE/CZK/0D/1D CZK-ON-DEPOSIT LastRelevantPillarDate 0 1 OIS IR_SWAP/RATE/CZK/2D/1D/1W IR_SWAP/RATE/CZK/2D/1D/1M IR_SWAP/RATE/CZK/2D/1D/2M IR_SWAP/RATE/CZK/2D/1D/3M IR_SWAP/RATE/CZK/2D/1D/6M IR_SWAP/RATE/CZK/2D/1D/9M IR_SWAP/RATE/CZK/2D/1D/1Y CZK-OIS LastRelevantPillarDate 0 1 Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 CZK-IN-EUR CZK collateralized in EUR discount curve CZK FX Forward FXFWD/RATE/EUR/CZK/ON FXFWD/RATE/EUR/CZK/TN FXFWD/RATE/EUR/CZK/1W FXFWD/RATE/EUR/CZK/2W FXFWD/RATE/EUR/CZK/1M FXFWD/RATE/EUR/CZK/2M FXFWD/RATE/EUR/CZK/3M FXFWD/RATE/EUR/CZK/4M FXFWD/RATE/EUR/CZK/5M FXFWD/RATE/EUR/CZK/6M FXFWD/RATE/EUR/CZK/7M FXFWD/RATE/EUR/CZK/8M FXFWD/RATE/EUR/CZK/9M FXFWD/RATE/EUR/CZK/10M FXFWD/RATE/EUR/CZK/11M FXFWD/RATE/EUR/CZK/1Y EUR-CZK-FX LastRelevantPillarDate 0 1 FX/RATE/EUR/CZK Cross Currency Basis Swap CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CZK/3M/2Y CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CZK/3M/3Y CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CZK/3M/4Y CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CZK/3M/5Y CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CZK/3M/6Y CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CZK/3M/7Y CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CZK/3M/8Y CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CZK/3M/9Y CC_BASIS_SWAP/BASIS_SPREAD/EUR/3M/CZK/3M/10Y EUR-CZK-XCCY-BASIS LastRelevantPillarDate 0 1 FX/RATE/EUR/CZK CZK-PRIBOR-3M EUR-EURIBOR-3M Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 CZK-IN-USD CZK collateralized in USD discount curve CZK Discount Ratio LastRelevantPillarDate 0 1 USD-SOFR CZK-IN-EUR USD-IN-EUR Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 CZK-PRIBOR-3M CZK PRIBOR 3M Index Curve CZK Deposit MM/RATE/CZK/2D/3M CZK-DEPOSIT LastRelevantPillarDate 0 1 FRA FRA/RATE/CZK/1M/3M FRA/RATE/CZK/3M/3M FRA/RATE/CZK/6M/3M CZK-3M-FRA LastRelevantPillarDate 0 1 CZK-PRIBOR-3M Swap IR_SWAP/RATE/CZK/2D/3M/1Y IR_SWAP/RATE/CZK/2D/3M/2Y IR_SWAP/RATE/CZK/2D/3M/3Y IR_SWAP/RATE/CZK/2D/3M/4Y IR_SWAP/RATE/CZK/2D/3M/5Y IR_SWAP/RATE/CZK/2D/3M/6Y IR_SWAP/RATE/CZK/2D/3M/7Y IR_SWAP/RATE/CZK/2D/3M/9Y IR_SWAP/RATE/CZK/2D/3M/10Y IR_SWAP/RATE/CZK/2D/3M/12Y IR_SWAP/RATE/CZK/2D/3M/15Y CZK-PRIBOR-3M-SWAP LastRelevantPillarDate 0 1 CZK-PRIBOR-3M Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 EUR-EONIA EONIA curve as spread over ESTER EUR Ibor Fallback LastRelevantPillarDate 0 1 EUR-EONIA Yield/EUR/EUR-ESTER EUR-ESTER Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 EUR-ESTER EUR ESTER discount curve bootstrapped from OIS swap rates EUR EUR-ESTER Deposit MM/RATE/EUR/ESTER/0D/1D EUR-ON-DEPOSIT-ESTER LastRelevantPillarDate 0 1 OIS IR_SWAP/RATE/EUR/ESTER/2D/1D/1W IR_SWAP/RATE/EUR/ESTER/2D/1D/2W IR_SWAP/RATE/EUR/ESTER/2D/1D/3W IR_SWAP/RATE/EUR/ESTER/2D/1D/1M IR_SWAP/RATE/EUR/ESTER/2D/1D/2M IR_SWAP/RATE/EUR/ESTER/2D/1D/3M IR_SWAP/RATE/EUR/ESTER/2D/1D/4M IR_SWAP/RATE/EUR/ESTER/2D/1D/5M IR_SWAP/RATE/EUR/ESTER/2D/1D/6M IR_SWAP/RATE/EUR/ESTER/2D/1D/7M IR_SWAP/RATE/EUR/ESTER/2D/1D/8M IR_SWAP/RATE/EUR/ESTER/2D/1D/9M IR_SWAP/RATE/EUR/ESTER/2D/1D/10M IR_SWAP/RATE/EUR/ESTER/2D/1D/11M IR_SWAP/RATE/EUR/ESTER/2D/1D/1Y IR_SWAP/RATE/EUR/ESTER/2D/1D/15M IR_SWAP/RATE/EUR/ESTER/2D/1D/18M IR_SWAP/RATE/EUR/ESTER/2D/1D/21M IR_SWAP/RATE/EUR/ESTER/2D/1D/2Y IR_SWAP/RATE/EUR/ESTER/2D/1D/3Y IR_SWAP/RATE/EUR/ESTER/2D/1D/4Y IR_SWAP/RATE/EUR/ESTER/2D/1D/5Y IR_SWAP/RATE/EUR/ESTER/2D/1D/6Y IR_SWAP/RATE/EUR/ESTER/2D/1D/7Y IR_SWAP/RATE/EUR/ESTER/2D/1D/8Y IR_SWAP/RATE/EUR/ESTER/2D/1D/9Y IR_SWAP/RATE/EUR/ESTER/2D/1D/10Y IR_SWAP/RATE/EUR/ESTER/2D/1D/11Y IR_SWAP/RATE/EUR/ESTER/2D/1D/12Y IR_SWAP/RATE/EUR/ESTER/2D/1D/15Y IR_SWAP/RATE/EUR/ESTER/2D/1D/20Y IR_SWAP/RATE/EUR/ESTER/2D/1D/25Y IR_SWAP/RATE/EUR/ESTER/2D/1D/30Y IR_SWAP/RATE/EUR/ESTER/2D/1D/40Y IR_SWAP/RATE/EUR/ESTER/2D/1D/50Y IR_SWAP/RATE/EUR/ESTER/2D/1D/60Y EUR-ESTER-OIS LastRelevantPillarDate 0 1 Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 EUR-EURIBOR-1M EUR EURIBOR 1M Index Curve EUR EUR-EONIA Deposit MM/RATE/EUR/2D/1M EUR-DEPOSIT LastRelevantPillarDate 0 1 FRA FRA/RATE/EUR/1M/1M FRA/RATE/EUR/2M/1M FRA/RATE/EUR/3M/1M FRA/RATE/EUR/4M/1M FRA/RATE/EUR/5M/1M FRA/RATE/EUR/6M/1M EUR-1M-FRA LastRelevantPillarDate 0 1 EUR-EURIBOR-1M Swap IR_SWAP/RATE/EUR/2D/1M/1Y IR_SWAP/RATE/EUR/2D/1M/2Y IR_SWAP/RATE/EUR/2D/1M/3Y IR_SWAP/RATE/EUR/2D/1M/4Y IR_SWAP/RATE/EUR/2D/1M/5Y IR_SWAP/RATE/EUR/2D/1M/6Y IR_SWAP/RATE/EUR/2D/1M/7Y IR_SWAP/RATE/EUR/2D/1M/8Y IR_SWAP/RATE/EUR/2D/1M/9Y IR_SWAP/RATE/EUR/2D/1M/10Y IR_SWAP/RATE/EUR/2D/1M/11Y IR_SWAP/RATE/EUR/2D/1M/12Y IR_SWAP/RATE/EUR/2D/1M/15Y IR_SWAP/RATE/EUR/2D/1M/20Y IR_SWAP/RATE/EUR/2D/1M/25Y IR_SWAP/RATE/EUR/2D/1M/30Y IR_SWAP/RATE/EUR/2D/1M/40Y IR_SWAP/RATE/EUR/2D/1M/50Y IR_SWAP/RATE/EUR/2D/1M/60Y EUR-EURIBOR-1M-SWAP LastRelevantPillarDate 0 1 EUR-EURIBOR-1M Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 EUR-EURIBOR-3M EUR EURIBOR 3M Index Curve EUR EUR-EONIA Deposit MM/RATE/EUR/2D/3M EUR-DEPOSIT LastRelevantPillarDate 0 1 Future MM_FUTURE/PRICE/EUR/2025-03/XICE:FEI/3M MM_FUTURE/PRICE/EUR/2025-04/XICE:FEI/3M MM_FUTURE/PRICE/EUR/2025-05/XICE:FEI/3M MM_FUTURE/PRICE/EUR/2025-06/XICE:FEI/3M MM_FUTURE/PRICE/EUR/2025-07/XICE:FEI/3M MM_FUTURE/PRICE/EUR/2025-09/XICE:FEI/3M MM_FUTURE/PRICE/EUR/2025-12/XICE:FEI/3M MM_FUTURE/PRICE/EUR/2026-03/XICE:FEI/3M MM_FUTURE/PRICE/EUR/2026-06/XICE:FEI/3M EURIBOR-3M-FUTURES LastRelevantPillarDate 0 1 Swap IR_SWAP/RATE/EUR/2D/3M/2Y IR_SWAP/RATE/EUR/2D/3M/3Y IR_SWAP/RATE/EUR/2D/3M/4Y IR_SWAP/RATE/EUR/2D/3M/5Y IR_SWAP/RATE/EUR/2D/3M/6Y IR_SWAP/RATE/EUR/2D/3M/7Y IR_SWAP/RATE/EUR/2D/3M/8Y IR_SWAP/RATE/EUR/2D/3M/9Y IR_SWAP/RATE/EUR/2D/3M/10Y IR_SWAP/RATE/EUR/2D/3M/12Y IR_SWAP/RATE/EUR/2D/3M/15Y IR_SWAP/RATE/EUR/2D/3M/20Y IR_SWAP/RATE/EUR/2D/3M/25Y IR_SWAP/RATE/EUR/2D/3M/30Y IR_SWAP/RATE/EUR/2D/3M/40Y IR_SWAP/RATE/EUR/2D/3M/50Y IR_SWAP/RATE/EUR/2D/3M/60Y EUR-EURIBOR-3M-SWAP LastRelevantPillarDate 0 1 EUR-EURIBOR-3M Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 EUR-EURIBOR-6M EUR EURIBOR 6M Index Curve EUR EUR-EONIA Deposit MM/RATE/EUR/2D/6M EUR-DEPOSIT LastRelevantPillarDate 0 1 FRA FRA/RATE/EUR/1M/6M FRA/RATE/EUR/2M/6M FRA/RATE/EUR/3M/6M FRA/RATE/EUR/4M/6M FRA/RATE/EUR/5M/6M FRA/RATE/EUR/6M/6M FRA/RATE/EUR/9M/6M FRA/RATE/EUR/12M/6M EUR-6M-FRA LastRelevantPillarDate 0 1 EUR-EURIBOR-6M Tenor Basis Two Swaps BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/2Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/3Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/4Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/5Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/6Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/7Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/8Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/9Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/10Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/12Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/15Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/20Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/25Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/30Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/40Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/50Y BASIS_SWAP/BASIS_SPREAD/3M/6M/EUR/60Y EURIBOR-3M-6M-BASIS LastRelevantPillarDate 0 1 EUR-EURIBOR-6M EUR-EURIBOR-3M Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 EUR-IN-USD EUR collateralised in USD discount curve EUR FX Forward FXFWD/RATE/EUR/USD/ON FXFWD/RATE/EUR/USD/TN FXFWD/RATE/EUR/USD/SN FXFWD/RATE/EUR/USD/1W FXFWD/RATE/EUR/USD/2W FXFWD/RATE/EUR/USD/3W FXFWD/RATE/EUR/USD/1M FXFWD/RATE/EUR/USD/2M FXFWD/RATE/EUR/USD/3M FXFWD/RATE/EUR/USD/4M FXFWD/RATE/EUR/USD/5M FXFWD/RATE/EUR/USD/6M FXFWD/RATE/EUR/USD/7M FXFWD/RATE/EUR/USD/8M FXFWD/RATE/EUR/USD/9M FXFWD/RATE/EUR/USD/10M FXFWD/RATE/EUR/USD/11M FXFWD/RATE/EUR/USD/1Y FXFWD/RATE/EUR/USD/15M FXFWD/RATE/EUR/USD/18M FXFWD/RATE/EUR/USD/21M EUR-USD-FX LastRelevantPillarDate 0 1 FX/RATE/EUR/USD Cross Currency Basis Swap CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/2Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/3Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/4Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/5Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/6Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/7Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/8Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/9Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/10Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/12Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/15Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/20Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/25Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/30Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/40Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/50Y EUR-USD-ON-XCCY-BASIS LastRelevantPillarDate 0 1 FX/RATE/EUR/USD EUR-ESTER USD-SOFR Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 GBP-IN-EUR GBP collateralised in EUR GBP Discount Ratio LastRelevantPillarDate 0 1 EUR-EONIA GBP-IN-USD EUR-IN-USD Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 GBP-IN-USD GBP collateralised in USD discount curve GBP FX Forward FXFWD/RATE/GBP/USD/ON FXFWD/RATE/GBP/USD/TN FXFWD/RATE/GBP/USD/SN FXFWD/RATE/GBP/USD/1W FXFWD/RATE/GBP/USD/2W FXFWD/RATE/GBP/USD/3W FXFWD/RATE/GBP/USD/1M FXFWD/RATE/GBP/USD/2M FXFWD/RATE/GBP/USD/3M FXFWD/RATE/GBP/USD/4M FXFWD/RATE/GBP/USD/5M FXFWD/RATE/GBP/USD/6M FXFWD/RATE/GBP/USD/7M FXFWD/RATE/GBP/USD/8M FXFWD/RATE/GBP/USD/9M FXFWD/RATE/GBP/USD/10M FXFWD/RATE/GBP/USD/11M FXFWD/RATE/GBP/USD/1Y FXFWD/RATE/GBP/USD/15M FXFWD/RATE/GBP/USD/18M FXFWD/RATE/GBP/USD/21M GBP-USD-FX LastRelevantPillarDate 0 1 FX/RATE/GBP/USD Cross Currency Basis Swap CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/GBP/1D/2Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/GBP/1D/3Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/GBP/1D/4Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/GBP/1D/5Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/GBP/1D/6Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/GBP/1D/7Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/GBP/1D/8Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/GBP/1D/9Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/GBP/1D/10Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/GBP/1D/12Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/GBP/1D/15Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/GBP/1D/20Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/GBP/1D/25Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/GBP/1D/30Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/GBP/1D/40Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/GBP/1D/50Y USD-GBP-ON-XCCY-BASIS LastRelevantPillarDate 0 1 FX/RATE/GBP/USD GBP-SONIA USD-SOFR Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 GBP-LIBOR-3M GBP LIBOR 3M Index Curve GBP GBP-SONIA Ibor Fallback LastRelevantPillarDate 0 1 GBP-LIBOR-3M Yield/GBP/GBP-SONIA GBP-SONIA Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 GBP-LIBOR-6M GBP LIBOR 6M Index Curve GBP GBP-SONIA Ibor Fallback LastRelevantPillarDate 0 1 GBP-LIBOR-6M Yield/GBP/GBP-SONIA GBP-SONIA Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 GBP-SONIA GBP discount curve bootstrapped from OIS swap rates GBP GBP-SONIA Deposit MM/RATE/GBP/0D/1D GBP-ON-DEPOSIT LastRelevantPillarDate 0 1 OIS IR_SWAP/RATE/GBP/2D/1D/1W IR_SWAP/RATE/GBP/2D/1D/2W IR_SWAP/RATE/GBP/2D/1D/1M IR_SWAP/RATE/GBP/2D/1D/2M IR_SWAP/RATE/GBP/2D/1D/3M IR_SWAP/RATE/GBP/2D/1D/4M IR_SWAP/RATE/GBP/2D/1D/5M IR_SWAP/RATE/GBP/2D/1D/6M IR_SWAP/RATE/GBP/2D/1D/7M IR_SWAP/RATE/GBP/2D/1D/8M IR_SWAP/RATE/GBP/2D/1D/9M IR_SWAP/RATE/GBP/2D/1D/10M IR_SWAP/RATE/GBP/2D/1D/11M IR_SWAP/RATE/GBP/2D/1D/1Y IR_SWAP/RATE/GBP/2D/1D/15M IR_SWAP/RATE/GBP/2D/1D/18M IR_SWAP/RATE/GBP/2D/1D/21M IR_SWAP/RATE/GBP/2D/1D/2Y IR_SWAP/RATE/GBP/2D/1D/3Y IR_SWAP/RATE/GBP/2D/1D/4Y IR_SWAP/RATE/GBP/2D/1D/5Y IR_SWAP/RATE/GBP/2D/1D/6Y IR_SWAP/RATE/GBP/2D/1D/7Y IR_SWAP/RATE/GBP/2D/1D/8Y IR_SWAP/RATE/GBP/2D/1D/9Y IR_SWAP/RATE/GBP/2D/1D/10Y IR_SWAP/RATE/GBP/2D/1D/12Y IR_SWAP/RATE/GBP/2D/1D/15Y IR_SWAP/RATE/GBP/2D/1D/20Y IR_SWAP/RATE/GBP/2D/1D/25Y IR_SWAP/RATE/GBP/2D/1D/30Y IR_SWAP/RATE/GBP/2D/1D/40Y IR_SWAP/RATE/GBP/2D/1D/50Y IR_SWAP/RATE/GBP/2D/1D/60Y GBP-OIS LastRelevantPillarDate 0 1 Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 HKD-HIBOR-3M HKD HIBOR 3M Index Curve HKD HKD-HONIA Deposit MM/RATE/HKD/2D/3M HKD-DEPOSIT LastRelevantPillarDate 0 1 FRA FRA/RATE/HKD/3M/3M FRA/RATE/HKD/6M/3M FRA/RATE/HKD/9M/3M HKD-3M-FRA LastRelevantPillarDate 0 1 HKD-HIBOR-3M Swap IR_SWAP/RATE/HKD/2D/3M/2Y IR_SWAP/RATE/HKD/2D/3M/3Y IR_SWAP/RATE/HKD/2D/3M/4Y IR_SWAP/RATE/HKD/2D/3M/5Y IR_SWAP/RATE/HKD/2D/3M/7Y IR_SWAP/RATE/HKD/2D/3M/10Y IR_SWAP/RATE/HKD/2D/3M/15Y HKD-HIBOR-3M-SWAP LastRelevantPillarDate 0 1 HKD-HIBOR-3M Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 HKD-HONIA HKD HKD-HONIA Deposit MM/RATE/HKD/HONIA/0D/1D HKD-ON-HONIA-DEPOSIT LastRelevantPillarDate 0 1 OIS IR_SWAP/RATE/HKD/2D/1D/1W IR_SWAP/RATE/HKD/2D/1D/2W IR_SWAP/RATE/HKD/2D/1D/1M IR_SWAP/RATE/HKD/2D/1D/2M IR_SWAP/RATE/HKD/2D/1D/3M IR_SWAP/RATE/HKD/2D/1D/6M IR_SWAP/RATE/HKD/2D/1D/9M IR_SWAP/RATE/HKD/2D/1D/1Y IR_SWAP/RATE/HKD/2D/1D/15M IR_SWAP/RATE/HKD/2D/1D/18M IR_SWAP/RATE/HKD/2D/1D/21M IR_SWAP/RATE/HKD/2D/1D/2Y IR_SWAP/RATE/HKD/2D/1D/3Y IR_SWAP/RATE/HKD/2D/1D/4Y IR_SWAP/RATE/HKD/2D/1D/5Y IR_SWAP/RATE/HKD/2D/1D/7Y IR_SWAP/RATE/HKD/2D/1D/10Y IR_SWAP/RATE/HKD/2D/1D/12Y IR_SWAP/RATE/HKD/2D/1D/15Y HKD-OIS LastRelevantPillarDate 0 1 Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 HKD-IN-EUR HKD collateralised in EUR HKD Discount Ratio LastRelevantPillarDate 0 1 EUR-EONIA HKD-IN-USD EUR-IN-USD Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 HKD-IN-USD HKD collateralized in USD discount curve HKD FX Forward FXFWD/RATE/USD/HKD/ON FXFWD/RATE/USD/HKD/TN FXFWD/RATE/USD/HKD/SN FXFWD/RATE/USD/HKD/1W FXFWD/RATE/USD/HKD/2W FXFWD/RATE/USD/HKD/3W FXFWD/RATE/USD/HKD/1M FXFWD/RATE/USD/HKD/2M FXFWD/RATE/USD/HKD/3M FXFWD/RATE/USD/HKD/4M FXFWD/RATE/USD/HKD/5M FXFWD/RATE/USD/HKD/6M FXFWD/RATE/USD/HKD/7M FXFWD/RATE/USD/HKD/8M FXFWD/RATE/USD/HKD/9M FXFWD/RATE/USD/HKD/10M FXFWD/RATE/USD/HKD/11M FXFWD/RATE/USD/HKD/1Y FXFWD/RATE/USD/HKD/18M USD-HKD-FX LastRelevantPillarDate 0 1 FX/RATE/USD/HKD Cross Currency Basis Swap CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/HKD/3M/2Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/HKD/3M/3Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/HKD/3M/4Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/HKD/3M/5Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/HKD/3M/7Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/HKD/3M/10Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/HKD/3M/12Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/HKD/3M/15Y USD-HKD-ON-XCCY-BASIS LastRelevantPillarDate 0 1 FX/RATE/USD/HKD HKD-HIBOR-3M USD-SOFR Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 JPY-IN-EUR JPY collateralised in EUR JPY Discount Ratio LastRelevantPillarDate 0 1 EUR-EONIA JPY-IN-USD EUR-IN-USD Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 JPY-IN-USD JPY collateralised in USD discount curve JPY FX Forward FXFWD/RATE/USD/JPY/ON FXFWD/RATE/USD/JPY/TN FXFWD/RATE/USD/JPY/SN FXFWD/RATE/USD/JPY/1W FXFWD/RATE/USD/JPY/2W FXFWD/RATE/USD/JPY/3W FXFWD/RATE/USD/JPY/1M FXFWD/RATE/USD/JPY/2M FXFWD/RATE/USD/JPY/3M FXFWD/RATE/USD/JPY/4M FXFWD/RATE/USD/JPY/5M FXFWD/RATE/USD/JPY/6M FXFWD/RATE/USD/JPY/7M FXFWD/RATE/USD/JPY/8M FXFWD/RATE/USD/JPY/9M FXFWD/RATE/USD/JPY/10M FXFWD/RATE/USD/JPY/11M FXFWD/RATE/USD/JPY/1Y FXFWD/RATE/USD/JPY/15M FXFWD/RATE/USD/JPY/18M FXFWD/RATE/USD/JPY/21M USD-JPY-FX LastRelevantPillarDate 0 1 FX/RATE/USD/JPY Cross Currency Basis Swap CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/JPY/1D/2Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/JPY/1D/3Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/JPY/1D/4Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/JPY/1D/5Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/JPY/1D/6Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/JPY/1D/7Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/JPY/1D/8Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/JPY/1D/9Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/JPY/1D/10Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/JPY/1D/12Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/JPY/1D/15Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/JPY/1D/20Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/JPY/1D/25Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/JPY/1D/30Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/JPY/1D/40Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/JPY/1D/50Y USD-JPY-ON-XCCY-BASIS LastRelevantPillarDate 0 1 FX/RATE/JPY/USD JPY-TONAR USD-SOFR Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 JPY-TONAR JPY discount curve bootstrapped from OIS swap rates JPY JPY-TONAR Deposit MM/RATE/JPY/0D/1D JPY-ON-DEPOSIT LastRelevantPillarDate 0 1 OIS IR_SWAP/RATE/JPY/2D/1D/1W IR_SWAP/RATE/JPY/2D/1D/1M IR_SWAP/RATE/JPY/2D/1D/2M IR_SWAP/RATE/JPY/2D/1D/3M IR_SWAP/RATE/JPY/2D/1D/4M IR_SWAP/RATE/JPY/2D/1D/5M IR_SWAP/RATE/JPY/2D/1D/6M IR_SWAP/RATE/JPY/2D/1D/7M IR_SWAP/RATE/JPY/2D/1D/8M IR_SWAP/RATE/JPY/2D/1D/9M IR_SWAP/RATE/JPY/2D/1D/10M IR_SWAP/RATE/JPY/2D/1D/11M IR_SWAP/RATE/JPY/2D/1D/1Y IR_SWAP/RATE/JPY/2D/1D/18M IR_SWAP/RATE/JPY/2D/1D/2Y IR_SWAP/RATE/JPY/2D/1D/3Y IR_SWAP/RATE/JPY/2D/1D/4Y IR_SWAP/RATE/JPY/2D/1D/5Y IR_SWAP/RATE/JPY/2D/1D/6Y IR_SWAP/RATE/JPY/2D/1D/7Y IR_SWAP/RATE/JPY/2D/1D/8Y IR_SWAP/RATE/JPY/2D/1D/9Y IR_SWAP/RATE/JPY/2D/1D/10Y IR_SWAP/RATE/JPY/2D/1D/12Y IR_SWAP/RATE/JPY/2D/1D/15Y IR_SWAP/RATE/JPY/2D/1D/20Y IR_SWAP/RATE/JPY/2D/1D/25Y IR_SWAP/RATE/JPY/2D/1D/30Y IR_SWAP/RATE/JPY/2D/1D/40Y JPY-OIS LastRelevantPillarDate 0 1 Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 MXN-FTIIE MXN Funding overnight TIIE Index Curve MXN Deposit MM/RATE/MXN/FTIIE/0D/1D MXN-ON-DEPOSIT-FTIIE LastRelevantPillarDate 0 1 OIS IR_SWAP/RATE/MXN/FTIIE/1D/1D/3M IR_SWAP/RATE/MXN/FTIIE/1D/1D/6M IR_SWAP/RATE/MXN/FTIIE/1D/1D/9M IR_SWAP/RATE/MXN/FTIIE/1D/1D/13M IR_SWAP/RATE/MXN/FTIIE/1D/1D/26M IR_SWAP/RATE/MXN/FTIIE/1D/1D/39M IR_SWAP/RATE/MXN/FTIIE/1D/1D/52M IR_SWAP/RATE/MXN/FTIIE/1D/1D/65M IR_SWAP/RATE/MXN/FTIIE/1D/1D/91M IR_SWAP/RATE/MXN/FTIIE/1D/1D/130M MXN-FTIIE-OIS LastRelevantPillarDate 0 1 MXN-FTIIE Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 MXN-IN-EUR MXN collateralised in EUR MXN Discount Ratio LastRelevantPillarDate 0 1 EUR-EONIA MXN-IN-USD EUR-IN-USD Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 MXN-IN-USD MXN collateralized in USD discount curve MXN FX Forward FXFWD/RATE/USD/MXN/ON FXFWD/RATE/USD/MXN/TN FXFWD/RATE/USD/MXN/1W FXFWD/RATE/USD/MXN/2W FXFWD/RATE/USD/MXN/3W FXFWD/RATE/USD/MXN/1M FXFWD/RATE/USD/MXN/2M FXFWD/RATE/USD/MXN/3M FXFWD/RATE/USD/MXN/4M FXFWD/RATE/USD/MXN/5M FXFWD/RATE/USD/MXN/6M FXFWD/RATE/USD/MXN/7M FXFWD/RATE/USD/MXN/8M FXFWD/RATE/USD/MXN/9M FXFWD/RATE/USD/MXN/10M FXFWD/RATE/USD/MXN/11M FXFWD/RATE/USD/MXN/1Y FXFWD/RATE/USD/MXN/15M FXFWD/RATE/USD/MXN/18M USD-MXN-FX LastRelevantPillarDate 0 1 FX/RATE/USD/MXN Cross Currency Basis Swap CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/MXN/28D/728D CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/MXN/28D/1092D CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/MXN/28D/1456D CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/MXN/28D/1820D CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/MXN/28D/2548D CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/MXN/28D/3640D CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/MXN/28D/4368D CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/MXN/28D/5460D CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/MXN/28D/7280D CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/MXN/28D/10920D USD-MXN-ON-XCCY-BASIS LastRelevantPillarDate 0 1 FX/RATE/USD/MXN MXN-TIIE-28D USD-SOFR Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 MXN-TIIE-28D MXN TIIE 28D Index Curve MXN Deposit MM/RATE/MXN/2D/4W MXN-DEPOSIT LastRelevantPillarDate 0 1 Swap IR_SWAP/RATE/MXN/2D/28D/84D IR_SWAP/RATE/MXN/2D/28D/168D IR_SWAP/RATE/MXN/2D/28D/252D IR_SWAP/RATE/MXN/2D/28D/364D IR_SWAP/RATE/MXN/2D/28D/728D IR_SWAP/RATE/MXN/2D/28D/1092D IR_SWAP/RATE/MXN/2D/28D/1456D IR_SWAP/RATE/MXN/2D/28D/1820D IR_SWAP/RATE/MXN/2D/28D/2548D IR_SWAP/RATE/MXN/2D/28D/3640D IR_SWAP/RATE/MXN/2D/28D/4368D IR_SWAP/RATE/MXN/2D/28D/5460D IR_SWAP/RATE/MXN/2D/28D/7280D IR_SWAP/RATE/MXN/2D/28D/10920D MXN-TIIE-28D-SWAP LastRelevantPillarDate 0 1 MXN-TIIE-28D Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 NOK-IN-EUR NOK collateralised in EUR NOK Discount Ratio LastRelevantPillarDate 0 1 EUR-EONIA NOK-IN-USD EUR-IN-USD Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 NOK-IN-USD NOK collateralized in USD discount curve NOK FX Forward FXFWD/RATE/USD/NOK/ON FXFWD/RATE/USD/NOK/TN FXFWD/RATE/USD/NOK/SN FXFWD/RATE/USD/NOK/1W FXFWD/RATE/USD/NOK/2W FXFWD/RATE/USD/NOK/3W FXFWD/RATE/USD/NOK/1M FXFWD/RATE/USD/NOK/2M FXFWD/RATE/USD/NOK/3M FXFWD/RATE/USD/NOK/4M FXFWD/RATE/USD/NOK/5M FXFWD/RATE/USD/NOK/6M FXFWD/RATE/USD/NOK/7M FXFWD/RATE/USD/NOK/8M FXFWD/RATE/USD/NOK/9M FXFWD/RATE/USD/NOK/10M FXFWD/RATE/USD/NOK/11M FXFWD/RATE/USD/NOK/1Y FXFWD/RATE/USD/NOK/18M USD-NOK-FX LastRelevantPillarDate 0 1 FX/RATE/USD/NOK Cross Currency Basis Swap CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/NOK/3M/2Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/NOK/3M/3Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/NOK/3M/4Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/NOK/3M/5Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/NOK/3M/6Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/NOK/3M/7Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/NOK/3M/8Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/NOK/3M/9Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/NOK/3M/10Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/NOK/3M/12Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/NOK/3M/15Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/NOK/3M/20Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/NOK/3M/25Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/NOK/3M/30Y USD-NOK-ON-XCCY-BASIS LastRelevantPillarDate 0 1 FX/RATE/USD/NOK NOK-NIBOR-3M USD-SOFR Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 NOK-NIBOR-3M NOK NIBOR 3M Index Curve NOK Deposit MM/RATE/NOK/2D/3M NOK-DEPOSIT LastRelevantPillarDate 0 1 FRA IMM_FRA/RATE/NOK/1/2 IMM_FRA/RATE/NOK/2/3 IMM_FRA/RATE/NOK/3/4 IMM_FRA/RATE/NOK/4/5 IMM_FRA/RATE/NOK/5/6 IMM_FRA/RATE/NOK/6/7 NOK-3M-FRA LastRelevantPillarDate 0 1 NOK-NIBOR-3M Tenor Basis Swap BASIS_SWAP/BASIS_SPREAD/3M/6M/NOK/2Y BASIS_SWAP/BASIS_SPREAD/3M/6M/NOK/3Y BASIS_SWAP/BASIS_SPREAD/3M/6M/NOK/4Y BASIS_SWAP/BASIS_SPREAD/3M/6M/NOK/5Y BASIS_SWAP/BASIS_SPREAD/3M/6M/NOK/6Y BASIS_SWAP/BASIS_SPREAD/3M/6M/NOK/7Y BASIS_SWAP/BASIS_SPREAD/3M/6M/NOK/8Y BASIS_SWAP/BASIS_SPREAD/3M/6M/NOK/9Y BASIS_SWAP/BASIS_SPREAD/3M/6M/NOK/10Y BASIS_SWAP/BASIS_SPREAD/3M/6M/NOK/12Y BASIS_SWAP/BASIS_SPREAD/3M/6M/NOK/15Y BASIS_SWAP/BASIS_SPREAD/3M/6M/NOK/20Y BASIS_SWAP/BASIS_SPREAD/3M/6M/NOK/25Y BASIS_SWAP/BASIS_SPREAD/3M/6M/NOK/30Y NOK-NIBOR-3M-6M-BASIS LastRelevantPillarDate 0 1 NOK-NIBOR-6M NOK-NIBOR-3M Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 NOK-NIBOR-6M NOK NIBOR 6M Index Curve NOK Deposit MM/RATE/NOK/2D/6M NOK-DEPOSIT LastRelevantPillarDate 0 1 FRA IMM_FRA/RATE/NOK/1/3 IMM_FRA/RATE/NOK/2/4 IMM_FRA/RATE/NOK/3/5 IMM_FRA/RATE/NOK/4/6 NOK-6M-FRA LastRelevantPillarDate 0 1 NOK-NIBOR-6M Swap IR_SWAP/RATE/NOK/2D/6M/2Y IR_SWAP/RATE/NOK/2D/6M/3Y IR_SWAP/RATE/NOK/2D/6M/4Y IR_SWAP/RATE/NOK/2D/6M/5Y IR_SWAP/RATE/NOK/2D/6M/6Y IR_SWAP/RATE/NOK/2D/6M/7Y IR_SWAP/RATE/NOK/2D/6M/8Y IR_SWAP/RATE/NOK/2D/6M/9Y IR_SWAP/RATE/NOK/2D/6M/10Y IR_SWAP/RATE/NOK/2D/6M/15Y IR_SWAP/RATE/NOK/2D/6M/20Y IR_SWAP/RATE/NOK/2D/6M/25Y IR_SWAP/RATE/NOK/2D/6M/30Y NOK-NIBOR-6M-SWAP LastRelevantPillarDate 0 1 NOK-NIBOR-6M Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 NOK-NOWA NOK NOWA Index Curve NOK Deposit MM/RATE/NOK/0D/1D NOK-ON-DEPOSIT LastRelevantPillarDate 0 1 OIS IR_SWAP/RATE/NOK/2D/1D/1M IR_SWAP/RATE/NOK/2D/1D/2M IR_SWAP/RATE/NOK/2D/1D/3M IR_SWAP/RATE/NOK/2D/1D/6M IR_SWAP/RATE/NOK/2D/1D/8M IR_SWAP/RATE/NOK/2D/1D/9M IR_SWAP/RATE/NOK/2D/1D/1Y IR_SWAP/RATE/NOK/2D/1D/2Y IR_SWAP/RATE/NOK/2D/1D/3Y IR_SWAP/RATE/NOK/2D/1D/4Y IR_SWAP/RATE/NOK/2D/1D/5Y IR_SWAP/RATE/NOK/2D/1D/6Y IR_SWAP/RATE/NOK/2D/1D/7Y IR_SWAP/RATE/NOK/2D/1D/8Y IR_SWAP/RATE/NOK/2D/1D/9Y IR_SWAP/RATE/NOK/2D/1D/10Y IR_SWAP/RATE/NOK/2D/1D/12Y IR_SWAP/RATE/NOK/2D/1D/15Y IR_SWAP/RATE/NOK/2D/1D/20Y IR_SWAP/RATE/NOK/2D/1D/25Y IR_SWAP/RATE/NOK/2D/1D/30Y NOK-OIS LastRelevantPillarDate 0 1 Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 SEK-IN-EUR SEK collateralised in EUR SEK Discount Ratio LastRelevantPillarDate 0 1 EUR-EONIA SEK-IN-USD EUR-IN-USD Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 SEK-IN-USD SEK FX Fwd discount curve SEK FX Forward FXFWD/RATE/USD/SEK/ON FXFWD/RATE/USD/SEK/TN FXFWD/RATE/USD/SEK/SN FXFWD/RATE/USD/SEK/1W FXFWD/RATE/USD/SEK/2W FXFWD/RATE/USD/SEK/3W FXFWD/RATE/USD/SEK/1M FXFWD/RATE/USD/SEK/2M FXFWD/RATE/USD/SEK/3M FXFWD/RATE/USD/SEK/4M FXFWD/RATE/USD/SEK/5M FXFWD/RATE/USD/SEK/6M FXFWD/RATE/USD/SEK/7M FXFWD/RATE/USD/SEK/8M FXFWD/RATE/USD/SEK/9M FXFWD/RATE/USD/SEK/10M FXFWD/RATE/USD/SEK/11M FXFWD/RATE/USD/SEK/1Y FXFWD/RATE/USD/SEK/15M FXFWD/RATE/USD/SEK/18M FXFWD/RATE/USD/SEK/21M FXFWD/RATE/USD/SEK/2Y FXFWD/RATE/USD/SEK/30M USD-SEK-FX LastRelevantPillarDate 0 1 FX/RATE/USD/SEK Cross Currency Basis Swap CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/SEK/3M/3Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/SEK/3M/4Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/SEK/3M/5Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/SEK/3M/6Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/SEK/3M/7Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/SEK/3M/8Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/SEK/3M/9Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/SEK/3M/10Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/SEK/3M/12Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/SEK/3M/15Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/SEK/3M/20Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/SEK/3M/25Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/SEK/3M/30Y USD-SEK-ON-XCCY-BASIS LastRelevantPillarDate 0 1 FX/RATE/USD/SEK SEK-STIBOR-3M USD-SOFR Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 SEK-SIOR SEK discount curve SEK SEK-SIOR Deposit 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BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/9M BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/1Y BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/15M BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/18M BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/21M BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/2Y BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/3Y BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/4Y BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/5Y BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/6Y BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/7Y BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/8Y BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/9Y BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/10Y BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/11Y BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/12Y BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/15Y BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/20Y BASIS_SWAP/BASIS_SPREAD/1D/1D/USD/SOFR_FedFunds/25Y 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CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/3Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/4Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/5Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/6Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/7Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/8Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/9Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/10Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/12Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/15Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/20Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/25Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/30Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/40Y CC_BASIS_SWAP/BASIS_SPREAD/USD/1D/EUR/1D/50Y EUR-USD-ON-XCCY-BASIS LastRelevantPillarDate 0 1 FX/RATE/EUR/USD USD-SOFR EUR-ESTER Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 USD-LIBOR-1M USD LIBOR 1M Index Curve Proxy by SOFR USD Ibor Fallback LastRelevantPillarDate 0 1 USD-LIBOR-1M Yield/USD/USD-SOFR USD-SOFR Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 USD-LIBOR-3M USD LIBOR 3M Index Curve Proxied by USD-SOFR USD Ibor Fallback LastRelevantPillarDate 0 1 USD-LIBOR-3M Yield/USD/USD-SOFR USD-SOFR Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 USD-LIBOR-6M USD LIBOR 6M Index Curve Proxy by SOFR USD Ibor Fallback LastRelevantPillarDate 0 1 USD-LIBOR-6M Yield/USD/USD-SOFR USD-SOFR Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 USD-SIFMA USD SIFMA Index Curve USD USD-SOFR-3M BMA Basis Swap BMA_SWAP/RATIO/USD/3M/1Y BMA_SWAP/RATIO/USD/3M/2Y BMA_SWAP/RATIO/USD/3M/3Y BMA_SWAP/RATIO/USD/3M/4Y BMA_SWAP/RATIO/USD/3M/5Y BMA_SWAP/RATIO/USD/3M/7Y BMA_SWAP/RATIO/USD/3M/10Y BMA_SWAP/RATIO/USD/3M/12Y BMA_SWAP/RATIO/USD/3M/15Y BMA_SWAP/RATIO/USD/3M/20Y BMA_SWAP/RATIO/USD/3M/25Y BMA_SWAP/RATIO/USD/3M/30Y USD-SOFR-SIFMA-3M-BASIS-CONVENTIONS LastRelevantPillarDate 0 1 USD-SOFR-3M Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 USD-SOFR USD USD-SOFR Deposit MM/RATE/USD/SOFR/0D/1D USD-ON-SOFR-DEPOSIT LastRelevantPillarDate 0 1 USD-SOFR Future OI_FUTURE/PRICE/USD/2025-03/XCME:SRA/3M OI_FUTURE/PRICE/USD/2025-04/XCME:SRA/3M OI_FUTURE/PRICE/USD/2025-05/XCME:SRA/3M OI_FUTURE/PRICE/USD/2025-06/XCME:SRA/3M OI_FUTURE/PRICE/USD/2025-07/XCME:SRA/3M OI_FUTURE/PRICE/USD/2025-08/XCME:SRA/3M OI_FUTURE/PRICE/USD/2025-09/XCME:SRA/3M OI_FUTURE/PRICE/USD/2025-10/XCME:SRA/3M OI_FUTURE/PRICE/USD/2025-12/XCME:SRA/3M OI_FUTURE/PRICE/USD/2026-03/XCME:SRA/3M OI_FUTURE/PRICE/USD/2026-06/XCME:SRA/3M USD-SOFR-3M-FUTURES LastRelevantPillarDate 0 1 OIS IR_SWAP/RATE/USD/SOFR/0D/1D/2Y IR_SWAP/RATE/USD/SOFR/0D/1D/3Y IR_SWAP/RATE/USD/SOFR/0D/1D/4Y IR_SWAP/RATE/USD/SOFR/0D/1D/5Y IR_SWAP/RATE/USD/SOFR/0D/1D/6Y IR_SWAP/RATE/USD/SOFR/0D/1D/7Y IR_SWAP/RATE/USD/SOFR/0D/1D/8Y IR_SWAP/RATE/USD/SOFR/0D/1D/9Y IR_SWAP/RATE/USD/SOFR/0D/1D/10Y IR_SWAP/RATE/USD/SOFR/0D/1D/12Y IR_SWAP/RATE/USD/SOFR/0D/1D/15Y IR_SWAP/RATE/USD/SOFR/0D/1D/20Y IR_SWAP/RATE/USD/SOFR/0D/1D/25Y IR_SWAP/RATE/USD/SOFR/0D/1D/30Y IR_SWAP/RATE/USD/SOFR/0D/1D/40Y IR_SWAP/RATE/USD/SOFR/0D/1D/50Y USD-SOFR-OIS LastRelevantPillarDate 0 1 Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 USD-SOFR-3M SOFR 3M curve proxying SOFR USD USD-SOFR Deposit MM/RATE/USD/SOFR/0D/1D USD-ON-SOFR-DEPOSIT LastRelevantPillarDate 0 1 USD-SOFR Future OI_FUTURE/PRICE/USD/2025-03/XCME:SRA/3M OI_FUTURE/PRICE/USD/2025-04/XCME:SRA/3M OI_FUTURE/PRICE/USD/2025-05/XCME:SRA/3M OI_FUTURE/PRICE/USD/2025-06/XCME:SRA/3M OI_FUTURE/PRICE/USD/2025-07/XCME:SRA/3M OI_FUTURE/PRICE/USD/2025-08/XCME:SRA/3M OI_FUTURE/PRICE/USD/2025-09/XCME:SRA/3M OI_FUTURE/PRICE/USD/2025-10/XCME:SRA/3M OI_FUTURE/PRICE/USD/2025-12/XCME:SRA/3M OI_FUTURE/PRICE/USD/2026-03/XCME:SRA/3M OI_FUTURE/PRICE/USD/2026-06/XCME:SRA/3M USD-SOFR-3M-FUTURES LastRelevantPillarDate 0 1 OIS IR_SWAP/RATE/USD/SOFR/0D/1D/2Y IR_SWAP/RATE/USD/SOFR/0D/1D/3Y IR_SWAP/RATE/USD/SOFR/0D/1D/4Y IR_SWAP/RATE/USD/SOFR/0D/1D/5Y IR_SWAP/RATE/USD/SOFR/0D/1D/6Y IR_SWAP/RATE/USD/SOFR/0D/1D/7Y IR_SWAP/RATE/USD/SOFR/0D/1D/8Y IR_SWAP/RATE/USD/SOFR/0D/1D/9Y IR_SWAP/RATE/USD/SOFR/0D/1D/10Y IR_SWAP/RATE/USD/SOFR/0D/1D/12Y IR_SWAP/RATE/USD/SOFR/0D/1D/15Y IR_SWAP/RATE/USD/SOFR/0D/1D/20Y IR_SWAP/RATE/USD/SOFR/0D/1D/25Y IR_SWAP/RATE/USD/SOFR/0D/1D/30Y IR_SWAP/RATE/USD/SOFR/0D/1D/40Y IR_SWAP/RATE/USD/SOFR/0D/1D/50Y USD-SOFR-OIS LastRelevantPillarDate 0 1 Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 USDBENCHMARK-USD-3M USD 3M Benchmark Curve USD USD-FedFunds FRA FRA/RATE/USD/1M/3M FRA/RATE/USD/2M/3M FRA/RATE/USD/3M/3M FRA/RATE/USD/4M/3M FRA/RATE/USD/5M/3M FRA/RATE/USD/6M/3M FRA/RATE/USD/7M/3M FRA/RATE/USD/8M/3M FRA/RATE/USD/9M/3M USD-3M-FRA LastRelevantPillarDate 0 1 USDBENCHMARK-USD-3M Swap IR_SWAP/RATE/USD/2D/3M/2Y IR_SWAP/RATE/USD/2D/3M/3Y IR_SWAP/RATE/USD/2D/3M/4Y IR_SWAP/RATE/USD/2D/3M/5Y IR_SWAP/RATE/USD/2D/3M/6Y IR_SWAP/RATE/USD/2D/3M/7Y IR_SWAP/RATE/USD/2D/3M/8Y IR_SWAP/RATE/USD/2D/3M/9Y IR_SWAP/RATE/USD/2D/3M/10Y IR_SWAP/RATE/USD/2D/3M/12Y IR_SWAP/RATE/USD/2D/3M/15Y IR_SWAP/RATE/USD/2D/3M/20Y IR_SWAP/RATE/USD/2D/3M/25Y IR_SWAP/RATE/USD/2D/3M/30Y IR_SWAP/RATE/USD/2D/3M/40Y IR_SWAP/RATE/USD/2D/3M/50Y USD-LIBOR-3M-SWAP-ANNUAL LastRelevantPillarDate 0 1 USDBENCHMARK-USD-3M Discount LogLinear 1 A365 0.0000000000010000 true 0.0000000000010000 0.0000000000010000 false 5 2 2 10 AUCPI_YY_Swaps Zero complexity estimation Curve for AUCPI YoY Yield/AUD/AUD-AONIA YY ZC_INFLATIONSWAP/RATE/AUCPI/1Y ZC_INFLATIONSWAP/RATE/AUCPI/2Y ZC_INFLATIONSWAP/RATE/AUCPI/3Y ZC_INFLATIONSWAP/RATE/AUCPI/4Y ZC_INFLATIONSWAP/RATE/AUCPI/5Y ZC_INFLATIONSWAP/RATE/AUCPI/6Y ZC_INFLATIONSWAP/RATE/AUCPI/7Y ZC_INFLATIONSWAP/RATE/AUCPI/8Y ZC_INFLATIONSWAP/RATE/AUCPI/9Y ZC_INFLATIONSWAP/RATE/AUCPI/10Y ZC_INFLATIONSWAP/RATE/AUCPI/12Y ZC_INFLATIONSWAP/RATE/AUCPI/15Y ZC_INFLATIONSWAP/RATE/AUCPI/20Y ZC_INFLATIONSWAP/RATE/AUCPI/25Y ZC_INFLATIONSWAP/RATE/AUCPI/30Y AUCPI_INFLATIONSWAP true Australia settlement Actual/365 (Fixed) 3M Quarterly 0.0000000000010000 AUCPI_ZC_Swaps Estimation Curve for AUCPI Yield/AUD/AUD-AONIA ZC ZC_INFLATIONSWAP/RATE/AUCPI/1Y ZC_INFLATIONSWAP/RATE/AUCPI/2Y ZC_INFLATIONSWAP/RATE/AUCPI/3Y ZC_INFLATIONSWAP/RATE/AUCPI/4Y ZC_INFLATIONSWAP/RATE/AUCPI/5Y ZC_INFLATIONSWAP/RATE/AUCPI/6Y ZC_INFLATIONSWAP/RATE/AUCPI/7Y ZC_INFLATIONSWAP/RATE/AUCPI/8Y ZC_INFLATIONSWAP/RATE/AUCPI/9Y ZC_INFLATIONSWAP/RATE/AUCPI/10Y ZC_INFLATIONSWAP/RATE/AUCPI/12Y ZC_INFLATIONSWAP/RATE/AUCPI/15Y ZC_INFLATIONSWAP/RATE/AUCPI/20Y ZC_INFLATIONSWAP/RATE/AUCPI/25Y ZC_INFLATIONSWAP/RATE/AUCPI/30Y AUCPI_INFLATIONSWAP true Australia settlement Actual/365 (Fixed) 3M Quarterly 0.0000000000010000 true EUHICPXT_YY_Swaps Zero complexity estimation Curve for EUHICPXT YoY Yield/EUR/EUR-ESTER YY ZC_INFLATIONSWAP/RATE/EUHICPXT/1Y ZC_INFLATIONSWAP/RATE/EUHICPXT/2Y ZC_INFLATIONSWAP/RATE/EUHICPXT/3Y ZC_INFLATIONSWAP/RATE/EUHICPXT/4Y ZC_INFLATIONSWAP/RATE/EUHICPXT/5Y ZC_INFLATIONSWAP/RATE/EUHICPXT/6Y ZC_INFLATIONSWAP/RATE/EUHICPXT/7Y ZC_INFLATIONSWAP/RATE/EUHICPXT/8Y ZC_INFLATIONSWAP/RATE/EUHICPXT/9Y ZC_INFLATIONSWAP/RATE/EUHICPXT/10Y ZC_INFLATIONSWAP/RATE/EUHICPXT/12Y ZC_INFLATIONSWAP/RATE/EUHICPXT/15Y ZC_INFLATIONSWAP/RATE/EUHICPXT/20Y ZC_INFLATIONSWAP/RATE/EUHICPXT/25Y ZC_INFLATIONSWAP/RATE/EUHICPXT/30Y ZC_INFLATIONSWAP/RATE/EUHICPXT/45Y ZC_INFLATIONSWAP/RATE/EUHICPXT/50Y EUHICPXT_INFLATIONSWAP true TARGET Actual/365 (Fixed) 3M Monthly 0.0000000000010000 true 2008-01-01 Monthly SEASONALITY/RATE/MULT/EUHICPXT/JAN SEASONALITY/RATE/MULT/EUHICPXT/FEB SEASONALITY/RATE/MULT/EUHICPXT/MAR SEASONALITY/RATE/MULT/EUHICPXT/APR SEASONALITY/RATE/MULT/EUHICPXT/MAY SEASONALITY/RATE/MULT/EUHICPXT/JUN SEASONALITY/RATE/MULT/EUHICPXT/JUL SEASONALITY/RATE/MULT/EUHICPXT/AUG SEASONALITY/RATE/MULT/EUHICPXT/SEP SEASONALITY/RATE/MULT/EUHICPXT/OCT SEASONALITY/RATE/MULT/EUHICPXT/NOV SEASONALITY/RATE/MULT/EUHICPXT/DEC EUHICPXT_ZC_Swaps Estimation Curve for EUHICPXT Yield/EUR/EUR-ESTER ZC ZC_INFLATIONSWAP/RATE/EUHICPXT/1Y ZC_INFLATIONSWAP/RATE/EUHICPXT/2Y ZC_INFLATIONSWAP/RATE/EUHICPXT/3Y ZC_INFLATIONSWAP/RATE/EUHICPXT/4Y ZC_INFLATIONSWAP/RATE/EUHICPXT/5Y ZC_INFLATIONSWAP/RATE/EUHICPXT/6Y ZC_INFLATIONSWAP/RATE/EUHICPXT/7Y ZC_INFLATIONSWAP/RATE/EUHICPXT/8Y ZC_INFLATIONSWAP/RATE/EUHICPXT/9Y ZC_INFLATIONSWAP/RATE/EUHICPXT/10Y ZC_INFLATIONSWAP/RATE/EUHICPXT/12Y ZC_INFLATIONSWAP/RATE/EUHICPXT/15Y ZC_INFLATIONSWAP/RATE/EUHICPXT/20Y ZC_INFLATIONSWAP/RATE/EUHICPXT/25Y ZC_INFLATIONSWAP/RATE/EUHICPXT/30Y ZC_INFLATIONSWAP/RATE/EUHICPXT/35Y ZC_INFLATIONSWAP/RATE/EUHICPXT/40Y ZC_INFLATIONSWAP/RATE/EUHICPXT/45Y ZC_INFLATIONSWAP/RATE/EUHICPXT/50Y EUHICPXT_INFLATIONSWAP true TARGET Actual/365 (Fixed) 3M Monthly 0.0000000000010000 true 2008-01-01 Monthly SEASONALITY/RATE/MULT/EUHICPXT/JAN SEASONALITY/RATE/MULT/EUHICPXT/FEB SEASONALITY/RATE/MULT/EUHICPXT/MAR SEASONALITY/RATE/MULT/EUHICPXT/APR SEASONALITY/RATE/MULT/EUHICPXT/MAY SEASONALITY/RATE/MULT/EUHICPXT/JUN SEASONALITY/RATE/MULT/EUHICPXT/JUL SEASONALITY/RATE/MULT/EUHICPXT/AUG SEASONALITY/RATE/MULT/EUHICPXT/SEP SEASONALITY/RATE/MULT/EUHICPXT/OCT SEASONALITY/RATE/MULT/EUHICPXT/NOV SEASONALITY/RATE/MULT/EUHICPXT/DEC UKRPI_ZC_Swaps Estimation Curve for UKRPI Yield/GBP/GBP-SONIA ZC ZC_INFLATIONSWAP/RATE/UKRPI/1Y ZC_INFLATIONSWAP/RATE/UKRPI/2Y ZC_INFLATIONSWAP/RATE/UKRPI/3Y ZC_INFLATIONSWAP/RATE/UKRPI/4Y ZC_INFLATIONSWAP/RATE/UKRPI/5Y ZC_INFLATIONSWAP/RATE/UKRPI/6Y ZC_INFLATIONSWAP/RATE/UKRPI/7Y ZC_INFLATIONSWAP/RATE/UKRPI/8Y ZC_INFLATIONSWAP/RATE/UKRPI/9Y ZC_INFLATIONSWAP/RATE/UKRPI/10Y ZC_INFLATIONSWAP/RATE/UKRPI/12Y ZC_INFLATIONSWAP/RATE/UKRPI/15Y ZC_INFLATIONSWAP/RATE/UKRPI/20Y ZC_INFLATIONSWAP/RATE/UKRPI/25Y ZC_INFLATIONSWAP/RATE/UKRPI/30Y ZC_INFLATIONSWAP/RATE/UKRPI/40Y ZC_INFLATIONSWAP/RATE/UKRPI/50Y UKRPI_INFLATIONSWAP true UK settlement Actual/365 (Fixed) 2M Monthly 0.0000000000010000 true 2008-01-01 Monthly SEASONALITY/RATE/MULT/UKRPI/JAN SEASONALITY/RATE/MULT/UKRPI/FEB SEASONALITY/RATE/MULT/UKRPI/MAR SEASONALITY/RATE/MULT/UKRPI/APR SEASONALITY/RATE/MULT/UKRPI/MAY SEASONALITY/RATE/MULT/UKRPI/JUN SEASONALITY/RATE/MULT/UKRPI/JUL SEASONALITY/RATE/MULT/UKRPI/AUG SEASONALITY/RATE/MULT/UKRPI/SEP SEASONALITY/RATE/MULT/UKRPI/OCT SEASONALITY/RATE/MULT/UKRPI/NOV SEASONALITY/RATE/MULT/UKRPI/DEC AUCPI_YY_CF_VOL AUCPI inflation YoY cap floor volatilities YY Volatility Normal true 2Y, 5Y, 7Y, 10Y, 15Y, 20Y 0 -0.02, -0.01, 0, 0.01, 0.02, 0.03 Australia settlement Actual/365 (Fixed) Following AUCPI Inflation/AUCPI/AUCPI_YY_Swaps 3M Yield/AUD/AUD-AONIA 0.0000000000010000 0.0000000000010000 false 5 2 2 10 AUCPI_ZC_CF_VOL AUCPI inflation ZC cap floor volatilities ZC Volatility Normal true 1Y, 2Y, 5Y, 7Y, 10Y, 12Y, 15Y, 20Y, 30Y 0 -0.02, -0.01, 0, 0.01, 0.02, 0.03 TARGET Actual/365 (Fixed) Modified Following AUCPI Inflation/AUCPI/AUCPI_ZC_Swaps 3M Yield/AUD/AUD-AONIA AUCPI_INFLATIONSWAP 0.0000000000010000 0.0000000000010000 false 5 2 2 10 EUHICPXT_YY_CF_VOL EUR normal cap floor volatilities YY Volatility Normal true 2Y, 5Y, 7Y, 10Y, 15Y, 20Y 0 -0.02, -0.01, 0, 0.01, 0.02, 0.03 TARGET Actual/365 (Fixed) Following EUHICPXT Inflation/EUHICPXT/EUHICPXT_YY_Swaps 3M Yield/EUR/EUR-EONIA 0.0000000000010000 0.0000000000010000 false 5 2 2 10 EUHICPXT_ZC_CF_VOL EUHICP CPI x Tobacco Cap/Floor vol surface derived from price quotes ZC Price Lognormal true 2Y, 5Y, 7Y, 10Y, 12Y, 15Y, 20Y, 30Y 0 0.01, 0.02, 0.03, 0.04, 0.05, 0.06 -0.02, -0.01, 0, 0.01, 0.02, 0.03 -0.02, -0.01, 0, 0.01, 0.02, 0.03, 0.04, 0.05, 0.06 TARGET Actual/365 (Fixed) Modified Following EUHICPXT Inflation/EUHICPXT/EUHICPXT_ZC_Swaps 3M Yield/EUR/EUR-EONIA 0.0000000000010000 0.0000000000010000 false 5 2 2 10 FIGI:BBG00R251JN8 USD USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MLBX5BSX=MERL/USD EQUITY_FWD/PRICE/RIC:MLBX5BSX=MERL/USD/* A365 Zero Linear false false ISIN:GB0005405286:HKD:XHKG HSBC Holdings PLC HKD HKD-HONIA ForwardPrice EQUITY/PRICE/RIC:0005.HS/HKD EQUITY_FWD/PRICE/RIC:0005.HS/HKD/* A365 Zero Linear false false RIC:.NDX NASDAQ 100 Index USD USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:.NDX/USD EQUITY_FWD/PRICE/RIC:.NDX/USD/* A365 Zero Linear false false RIC:.SPX Standard & Poor's Corp USD USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:.SPX/USD EQUITY_FWD/PRICE/RIC:.SPX/USD/* A365 Zero Linear false false RIC:.STOXX50 STOXX Europe 50 EUR Price Index option implied forward curve EUR EUR-EONIA OptionPremium European EQUITY/PRICE/RIC:.STOXX50/EUR EQUITY_OPTION/PRICE/RIC:.STOXX50/EUR/* A365 Zero Linear false true RIC:.STOXX50E EURO STOXX 50 EUR Price Index option implied forward curve EUR EUR-EONIA OptionPremium European EQUITY/PRICE/RIC:.STOXX50E/EUR EQUITY_OPTION/PRICE/RIC:.STOXX50E/EUR/* A365 Zero Linear false true RIC:0005.HK HSBC Holdings PLC Forward Curve HKD HKD-HIBOR-3M ForwardPrice EQUITY/PRICE/RIC:0005.HK/HKD EQUITY_FWD/PRICE/RIC:0005.HK/HKD/* A365 Zero Linear false false RIC:A.N Agilent Technologies Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:A.N/USD EQUITY_FWD/PRICE/RIC:A.N/USD/* A365 Zero Linear false false RIC:AAPL.OQ Apple Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:AAPL.OQ/USD EQUITY_FWD/PRICE/RIC:AAPL.OQ/USD/* A365 Zero Linear false false RIC:ABBV.N AbbVie Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ABBV.N/USD EQUITY_FWD/PRICE/RIC:ABBV.N/USD/* A365 Zero Linear false false RIC:ABNB.OQ Airbnb Ord Shs Class A USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ABNB.OQ/USD EQUITY_FWD/PRICE/RIC:ABNB.OQ/USD/* A365 Zero Linear false false RIC:ABT.N Abbott Laboratories Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ABT.N/USD EQUITY_FWD/PRICE/RIC:ABT.N/USD/* A365 Zero Linear false false RIC:ACGL.OQ Arch Capital Group Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ACGL.OQ/USD EQUITY_FWD/PRICE/RIC:ACGL.OQ/USD/* A365 Zero Linear false false RIC:ACN.N Accenture Ord Shs Class A USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ACN.N/USD EQUITY_FWD/PRICE/RIC:ACN.N/USD/* A365 Zero Linear false false RIC:ADBE.OQ Adobe Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ADBE.OQ/USD EQUITY_FWD/PRICE/RIC:ADBE.OQ/USD/* A365 Zero Linear false false RIC:ADI.OQ Analog Devices Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ADI.OQ/USD EQUITY_FWD/PRICE/RIC:ADI.OQ/USD/* A365 Zero Linear false false RIC:ADM.N Archer Daniels Midland Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ADM.N/USD EQUITY_FWD/PRICE/RIC:ADM.N/USD/* A365 Zero Linear false false RIC:ADP.OQ Automatic Data Processing Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ADP.OQ/USD EQUITY_FWD/PRICE/RIC:ADP.OQ/USD/* A365 Zero Linear false false RIC:ADSK.OQ AutoDesk Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ADSK.OQ/USD EQUITY_FWD/PRICE/RIC:ADSK.OQ/USD/* A365 Zero Linear false false RIC:AEE.N Ameren Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:AEE.N/USD EQUITY_FWD/PRICE/RIC:AEE.N/USD/* A365 Zero Linear false false RIC:AEP.OQ American Electric Power Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:AEP.OQ/USD EQUITY_FWD/PRICE/RIC:AEP.OQ/USD/* A365 Zero Linear false false RIC:AES.N AES Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:AES.N/USD EQUITY_FWD/PRICE/RIC:AES.N/USD/* A365 Zero Linear false false RIC:AFL.N AFLAC Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:AFL.N/USD EQUITY_FWD/PRICE/RIC:AFL.N/USD/* A365 Zero Linear false false RIC:AIG.N American International Group Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:AIG.N/USD EQUITY_FWD/PRICE/RIC:AIG.N/USD/* A365 Zero Linear false false RIC:AIZ.N Assurant Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:AIZ.N/USD EQUITY_FWD/PRICE/RIC:AIZ.N/USD/* A365 Zero Linear false false RIC:AJG.N Arthur J Gallagher Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:AJG.N/USD EQUITY_FWD/PRICE/RIC:AJG.N/USD/* A365 Zero Linear false false RIC:AKAM.OQ Akamai Technologies Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:AKAM.OQ/USD EQUITY_FWD/PRICE/RIC:AKAM.OQ/USD/* A365 Zero Linear false false RIC:ALB.N Albemarle Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ALB.N/USD EQUITY_FWD/PRICE/RIC:ALB.N/USD/* A365 Zero Linear false false RIC:ALGN.OQ Align Technology Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ALGN.OQ/USD EQUITY_FWD/PRICE/RIC:ALGN.OQ/USD/* A365 Zero Linear false false RIC:ALL.N Allstate Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ALL.N/USD EQUITY_FWD/PRICE/RIC:ALL.N/USD/* A365 Zero Linear false false RIC:ALLE.N Allegion Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ALLE.N/USD EQUITY_FWD/PRICE/RIC:ALLE.N/USD/* A365 Zero Linear false false RIC:AMAT.OQ Applied Materials Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:AMAT.OQ/USD EQUITY_FWD/PRICE/RIC:AMAT.OQ/USD/* A365 Zero Linear false false RIC:AMCR.N Amcor Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:AMCR.N/USD EQUITY_FWD/PRICE/RIC:AMCR.N/USD/* A365 Zero Linear false false RIC:AMD.OQ Advanced Micro Devices Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:AMD.OQ/USD EQUITY_FWD/PRICE/RIC:AMD.OQ/USD/* A365 Zero Linear false false RIC:AME.N AMETEK Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:AME.N/USD EQUITY_FWD/PRICE/RIC:AME.N/USD/* A365 Zero Linear false false RIC:AMGN.OQ Amgen Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:AMGN.OQ/USD EQUITY_FWD/PRICE/RIC:AMGN.OQ/USD/* A365 Zero Linear false false RIC:AMP.N Ameriprise Financial Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:AMP.N/USD EQUITY_FWD/PRICE/RIC:AMP.N/USD/* A365 Zero Linear false false RIC:AMT.N American Tower REIT USD XNYS 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A365 Zero Linear false false RIC:AXP.N American Express Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:AXP.N/USD EQUITY_FWD/PRICE/RIC:AXP.N/USD/* A365 Zero Linear false false RIC:AZO.N AutoZone Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:AZO.N/USD EQUITY_FWD/PRICE/RIC:AZO.N/USD/* A365 Zero Linear false false RIC:BA.N Boeing Co Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:BA.N/USD EQUITY_FWD/PRICE/RIC:BA.N/USD/* A365 Zero Linear false false RIC:BAC.N Bank of America Corp Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:BAC.N/USD EQUITY_FWD/PRICE/RIC:BAC.N/USD/* A365 Zero Linear false false RIC:BALL.N Ball Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:BALL.N/USD EQUITY_FWD/PRICE/RIC:BALL.N/USD/* A365 Zero Linear false false RIC:BAX.N Baxter International Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:BAX.N/USD EQUITY_FWD/PRICE/RIC:BAX.N/USD/* A365 Zero Linear false false RIC:BBY.N Best Buy Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:BBY.N/USD EQUITY_FWD/PRICE/RIC:BBY.N/USD/* A365 Zero Linear false false RIC:BDX.N Becton Dickinson and Co Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:BDX.N/USD EQUITY_FWD/PRICE/RIC:BDX.N/USD/* A365 Zero Linear false false RIC:BEN.N Franklin Resources Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:BEN.N/USD EQUITY_FWD/PRICE/RIC:BEN.N/USD/* A365 Zero Linear false false RIC:BFb.N Brown Forman Ord Shs Class B USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:BFb.N/USD EQUITY_FWD/PRICE/RIC:BFb.N/USD/* A365 Zero Linear false false RIC:BG.N Bunge Ord Shs USD USD-FedFunds OptionPremium American EQUITY/PRICE/RIC:BG.N/USD EQUITY_OPTION/PRICE/RIC:BG.N/USD/* A365 Zero Linear false true RIC:BIIB.OQ Biogen Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:BIIB.OQ/USD EQUITY_FWD/PRICE/RIC:BIIB.OQ/USD/* A365 Zero Linear false false RIC:BK.N Bank of New York Mellon Ord Shs USD XNYS USD-FedFunds ForwardPrice 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EQUITY_FWD/PRICE/RIC:BXP.N/USD/* A365 Zero Linear false false RIC:C.N Citigroup Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:C.N/USD EQUITY_FWD/PRICE/RIC:C.N/USD/* A365 Zero Linear false false RIC:CAG.N Conagra Brands Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CAG.N/USD EQUITY_FWD/PRICE/RIC:CAG.N/USD/* A365 Zero Linear false false RIC:CAH.N Cardinal Health Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CAH.N/USD EQUITY_FWD/PRICE/RIC:CAH.N/USD/* A365 Zero Linear false false RIC:CARR.N Carrier Global Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CARR.N/USD EQUITY_FWD/PRICE/RIC:CARR.N/USD/* A365 Zero Linear false false RIC:CAT.N Caterpillar Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CAT.N/USD EQUITY_FWD/PRICE/RIC:CAT.N/USD/* A365 Zero Linear false false RIC:CB.N Chubb Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CB.N/USD EQUITY_FWD/PRICE/RIC:CB.N/USD/* A365 Zero Linear false false RIC:CBOE.Z Cboe Global Markets Inc USD BATS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CBOE.Z/USD EQUITY_FWD/PRICE/RIC:CBOE.Z/USD/* A365 Zero Linear false false RIC:CBRE.N CBRE Group Ord Shs Class A USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CBRE.N/USD EQUITY_FWD/PRICE/RIC:CBRE.N/USD/* A365 Zero Linear false false RIC:CCI.N Crown Castle Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CCI.N/USD EQUITY_FWD/PRICE/RIC:CCI.N/USD/* A365 Zero Linear false false RIC:CCL.N Carnival Corp Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CCL.N/USD EQUITY_FWD/PRICE/RIC:CCL.N/USD/* A365 Zero Linear false false RIC:CDNS.OQ Cadence Design Systems Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CDNS.OQ/USD EQUITY_FWD/PRICE/RIC:CDNS.OQ/USD/* A365 Zero Linear false false RIC:CDW.OQ CDW Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CDW.OQ/USD EQUITY_FWD/PRICE/RIC:CDW.OQ/USD/* A365 Zero Linear false false RIC:CE.N Celanese Ord Shs USD XNYS USD-FedFunds 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false RIC:COO.OQ Cooper Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:COO.OQ/USD EQUITY_FWD/PRICE/RIC:COO.OQ/USD/* A365 Zero Linear false false RIC:COP.N ConocoPhillips Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:COP.N/USD EQUITY_FWD/PRICE/RIC:COP.N/USD/* A365 Zero Linear false false RIC:COR.N Cencora Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:COR.N/USD EQUITY_FWD/PRICE/RIC:COR.N/USD/* A365 Zero Linear false false RIC:COST.OQ Costco Wholesale Corp Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:COST.OQ/USD EQUITY_FWD/PRICE/RIC:COST.OQ/USD/* A365 Zero Linear false false RIC:CPAY.N Corpay Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CPAY.N/USD EQUITY_FWD/PRICE/RIC:CPAY.N/USD/* A365 Zero Linear false false RIC:CPB.OQ Campbell Soup Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CPB.OQ/USD EQUITY_FWD/PRICE/RIC:CPB.OQ/USD/* A365 Zero Linear false false RIC:CPRT.OQ Copart Ord Shs USD XNGS USD-FedFunds 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ForwardPrice EQUITY/PRICE/RIC:CSCO.OQ/USD EQUITY_FWD/PRICE/RIC:CSCO.OQ/USD/* A365 Zero Linear false false RIC:CSGP.OQ CoStar Group Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CSGP.OQ/USD EQUITY_FWD/PRICE/RIC:CSGP.OQ/USD/* A365 Zero Linear false false RIC:CSX.OQ CSX Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CSX.OQ/USD EQUITY_FWD/PRICE/RIC:CSX.OQ/USD/* A365 Zero Linear false false RIC:CTAS.OQ Cintas Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CTAS.OQ/USD EQUITY_FWD/PRICE/RIC:CTAS.OQ/USD/* A365 Zero Linear false false RIC:CTRA.N Coterra Energy Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CTRA.N/USD EQUITY_FWD/PRICE/RIC:CTRA.N/USD/* A365 Zero Linear false false RIC:CTSH.OQ Cognizant Technology Solutions Ord Shs Class A USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CTSH.OQ/USD EQUITY_FWD/PRICE/RIC:CTSH.OQ/USD/* A365 Zero Linear false false RIC:CTVA.N Corteva Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CTVA.N/USD EQUITY_FWD/PRICE/RIC:CTVA.N/USD/* A365 Zero Linear false false RIC:CVS.N CVS Health Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CVS.N/USD EQUITY_FWD/PRICE/RIC:CVS.N/USD/* A365 Zero Linear false false RIC:CVX.N Chevron Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CVX.N/USD EQUITY_FWD/PRICE/RIC:CVX.N/USD/* A365 Zero Linear false false RIC:CZR.OQ Caesars Entertainment Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:CZR.OQ/USD EQUITY_FWD/PRICE/RIC:CZR.OQ/USD/* A365 Zero Linear false false RIC:D.N Dominion Energy Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:D.N/USD EQUITY_FWD/PRICE/RIC:D.N/USD/* A365 Zero Linear false false RIC:DAL.N Delta Air Lines Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DAL.N/USD EQUITY_FWD/PRICE/RIC:DAL.N/USD/* A365 Zero Linear false false RIC:DAY.N Dayforce Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DAY.N/USD EQUITY_FWD/PRICE/RIC:DAY.N/USD/* A365 Zero Linear false false RIC:DD.N Dupont De Nemours Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DD.N/USD EQUITY_FWD/PRICE/RIC:DD.N/USD/* A365 Zero Linear false false RIC:DE.N Deere Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DE.N/USD EQUITY_FWD/PRICE/RIC:DE.N/USD/* A365 Zero Linear false false RIC:DECK.N Deckers Outdoor Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DECK.N/USD EQUITY_FWD/PRICE/RIC:DECK.N/USD/* A365 Zero Linear false false RIC:DELL.N Dell Technologies Ord Shs Class C USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DELL.N/USD EQUITY_FWD/PRICE/RIC:DELL.N/USD/* A365 Zero Linear false false RIC:DFS.N Discover Financial Services Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DFS.N/USD EQUITY_FWD/PRICE/RIC:DFS.N/USD/* A365 Zero Linear false false RIC:DG.N Dollar General Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DG.N/USD EQUITY_FWD/PRICE/RIC:DG.N/USD/* A365 Zero Linear false false RIC:DGX.N Quest Diagnostics Ord Shs USD USD-FedFunds OptionPremium American EQUITY/PRICE/RIC:DGX.N/USD EQUITY_OPTION/PRICE/RIC:DGX.N/USD/* A365 Zero Linear false true RIC:DHER.DE Delivery Hero Ord Shs EUR EUR-EONIA ForwardPrice EQUITY/PRICE/RIC:DHER.DE/EUR EQUITY_FWD/PRICE/RIC:DHER.DE/EUR/* A365 Zero Linear false false RIC:DHI.N D R Horton Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DHI.N/USD EQUITY_FWD/PRICE/RIC:DHI.N/USD/* A365 Zero Linear false false RIC:DHR.N Danaher Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DHR.N/USD EQUITY_FWD/PRICE/RIC:DHR.N/USD/* A365 Zero Linear false false RIC:DIS.N Walt Disney Co Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DIS.N/USD EQUITY_FWD/PRICE/RIC:DIS.N/USD/* A365 Zero Linear false false RIC:DLR.N Digital Realty Trust REIT Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DLR.N/USD EQUITY_FWD/PRICE/RIC:DLR.N/USD/* A365 Zero Linear false false RIC:DLTR.OQ Dollar Tree Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DLTR.OQ/USD EQUITY_FWD/PRICE/RIC:DLTR.OQ/USD/* A365 Zero Linear false false RIC:DOC.N Healthpeak Properties Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DOC.N/USD EQUITY_FWD/PRICE/RIC:DOC.N/USD/* A365 Zero Linear false false RIC:DOV.N Dover Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DOV.N/USD EQUITY_FWD/PRICE/RIC:DOV.N/USD/* A365 Zero Linear false false RIC:DOW.N Dow Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DOW.N/USD EQUITY_FWD/PRICE/RIC:DOW.N/USD/* A365 Zero Linear false false RIC:DPZ.OQ Dominos Pizza Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DPZ.OQ/USD EQUITY_FWD/PRICE/RIC:DPZ.OQ/USD/* A365 Zero Linear false false RIC:DRI.N Darden Restaurants Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DRI.N/USD EQUITY_FWD/PRICE/RIC:DRI.N/USD/* A365 Zero Linear false false RIC:DTE.N DTE Energy Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DTE.N/USD EQUITY_FWD/PRICE/RIC:DTE.N/USD/* A365 Zero Linear false false RIC:DUK.N Duke Energy Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DUK.N/USD EQUITY_FWD/PRICE/RIC:DUK.N/USD/* A365 Zero Linear false false RIC:DVA.N Davita Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DVA.N/USD EQUITY_FWD/PRICE/RIC:DVA.N/USD/* A365 Zero Linear false false RIC:DVN.N Devon Energy Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DVN.N/USD EQUITY_FWD/PRICE/RIC:DVN.N/USD/* A365 Zero Linear false false RIC:DXCM.OQ DexCom Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:DXCM.OQ/USD EQUITY_FWD/PRICE/RIC:DXCM.OQ/USD/* A365 Zero Linear false false RIC:EA.OQ Electronic Arts Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EA.OQ/USD EQUITY_FWD/PRICE/RIC:EA.OQ/USD/* A365 Zero Linear false false RIC:EBAY.OQ eBay Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EBAY.OQ/USD EQUITY_FWD/PRICE/RIC:EBAY.OQ/USD/* A365 Zero Linear false false RIC:ECL.N Ecolab Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ECL.N/USD EQUITY_FWD/PRICE/RIC:ECL.N/USD/* A365 Zero Linear false false RIC:ED.N Consolidated Edison Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ED.N/USD EQUITY_FWD/PRICE/RIC:ED.N/USD/* A365 Zero Linear false false RIC:EFX.N Equifax Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EFX.N/USD EQUITY_FWD/PRICE/RIC:EFX.N/USD/* A365 Zero Linear false false RIC:EG.N Everest Group Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EG.N/USD EQUITY_FWD/PRICE/RIC:EG.N/USD/* A365 Zero Linear false false RIC:EIX.N Edison International Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EIX.N/USD EQUITY_FWD/PRICE/RIC:EIX.N/USD/* A365 Zero Linear false false RIC:EL.N Estee Lauder Ord Shs Class A USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EL.N/USD EQUITY_FWD/PRICE/RIC:EL.N/USD/* A365 Zero Linear false false RIC:ELV.N Elevance Health Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ELV.N/USD EQUITY_FWD/PRICE/RIC:ELV.N/USD/* A365 Zero Linear false false RIC:EMN.N Eastman Chemical Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EMN.N/USD EQUITY_FWD/PRICE/RIC:EMN.N/USD/* A365 Zero Linear false false RIC:EMR.N Emerson Electric Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EMR.N/USD EQUITY_FWD/PRICE/RIC:EMR.N/USD/* A365 Zero Linear false false RIC:ENPH.OQ Enphase Energy Ord Shs USD XNMS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ENPH.OQ/USD EQUITY_FWD/PRICE/RIC:ENPH.OQ/USD/* A365 Zero Linear false false RIC:EOG.N EOG Resources Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EOG.N/USD EQUITY_FWD/PRICE/RIC:EOG.N/USD/* A365 Zero Linear false false RIC:EPAM.N EPAM Systems Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EPAM.N/USD EQUITY_FWD/PRICE/RIC:EPAM.N/USD/* A365 Zero Linear false false RIC:EQIX.OQ Equinix REIT Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EQIX.OQ/USD EQUITY_FWD/PRICE/RIC:EQIX.OQ/USD/* A365 Zero Linear false false RIC:EQR.N Equity Residential REIT Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EQR.N/USD EQUITY_FWD/PRICE/RIC:EQR.N/USD/* A365 Zero Linear false false RIC:EQT.N EQT Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EQT.N/USD EQUITY_FWD/PRICE/RIC:EQT.N/USD/* A365 Zero Linear false false RIC:ERIE.OQ Erie Indemnity Ord Shs Class A USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ERIE.OQ/USD EQUITY_FWD/PRICE/RIC:ERIE.OQ/USD/* A365 Zero Linear false false RIC:ES.N Eversource Energy Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ES.N/USD EQUITY_FWD/PRICE/RIC:ES.N/USD/* A365 Zero Linear false false RIC:ESS.N Essex Property Trust REIT Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ESS.N/USD EQUITY_FWD/PRICE/RIC:ESS.N/USD/* A365 Zero Linear false false RIC:ETN.N Eaton Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ETN.N/USD EQUITY_FWD/PRICE/RIC:ETN.N/USD/* A365 Zero Linear false false RIC:ETR.N Entergy Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ETR.N/USD EQUITY_FWD/PRICE/RIC:ETR.N/USD/* A365 Zero Linear false false RIC:EVRG.OQ Evergy Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EVRG.OQ/USD EQUITY_FWD/PRICE/RIC:EVRG.OQ/USD/* A365 Zero Linear false false RIC:EW.N Edwards Lifesciences Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EW.N/USD EQUITY_FWD/PRICE/RIC:EW.N/USD/* A365 Zero Linear false false RIC:EXC.OQ Exelon Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EXC.OQ/USD EQUITY_FWD/PRICE/RIC:EXC.OQ/USD/* A365 Zero Linear false false RIC:EXPD.N Expeditors International of Washington Ord Shs Class A USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EXPD.N/USD EQUITY_FWD/PRICE/RIC:EXPD.N/USD/* A365 Zero Linear false false RIC:EXPE.OQ Expedia Group Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EXPE.OQ/USD EQUITY_FWD/PRICE/RIC:EXPE.OQ/USD/* A365 Zero Linear false false RIC:EXR.N Extra Space Storage REIT Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:EXR.N/USD EQUITY_FWD/PRICE/RIC:EXR.N/USD/* A365 Zero Linear false false RIC:F.N Ford Motor Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:F.N/USD EQUITY_FWD/PRICE/RIC:F.N/USD/* A365 Zero Linear false false RIC:FANG.OQ Diamondback Energy Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FANG.OQ/USD EQUITY_FWD/PRICE/RIC:FANG.OQ/USD/* A365 Zero Linear false false RIC:FAST.OQ Fastenal Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FAST.OQ/USD EQUITY_FWD/PRICE/RIC:FAST.OQ/USD/* A365 Zero Linear false false RIC:FCX.N Freeport-McMoRan Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FCX.N/USD EQUITY_FWD/PRICE/RIC:FCX.N/USD/* A365 Zero Linear false false RIC:FDS.N Factset Research Systems Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FDS.N/USD EQUITY_FWD/PRICE/RIC:FDS.N/USD/* A365 Zero Linear false false RIC:FDX.N FedEx Corp Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FDX.N/USD EQUITY_FWD/PRICE/RIC:FDX.N/USD/* A365 Zero Linear false false RIC:FE.N FirstEnergy Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FE.N/USD EQUITY_FWD/PRICE/RIC:FE.N/USD/* A365 Zero Linear false false RIC:FFIV.OQ F5 Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FFIV.OQ/USD EQUITY_FWD/PRICE/RIC:FFIV.OQ/USD/* A365 Zero Linear false false RIC:FI.N Fiserv Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FI.N/USD EQUITY_FWD/PRICE/RIC:FI.N/USD/* A365 Zero Linear false false RIC:FICO.N Fair Isaac Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FICO.N/USD EQUITY_FWD/PRICE/RIC:FICO.N/USD/* A365 Zero Linear false false RIC:FIS.N Fidelity National Information Services Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FIS.N/USD EQUITY_FWD/PRICE/RIC:FIS.N/USD/* A365 Zero Linear false false RIC:FITB.OQ Fifth Third Bancorp Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FITB.OQ/USD EQUITY_FWD/PRICE/RIC:FITB.OQ/USD/* A365 Zero Linear false false RIC:FMC.N FMC Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FMC.N/USD EQUITY_FWD/PRICE/RIC:FMC.N/USD/* A365 Zero Linear false false RIC:FOX.OQ Fox Ord Shs Class B USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FOX.OQ/USD EQUITY_FWD/PRICE/RIC:FOX.OQ/USD/* A365 Zero Linear false false RIC:FOXA.OQ Fox Ord Shs Class A USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FOXA.OQ/USD EQUITY_FWD/PRICE/RIC:FOXA.OQ/USD/* A365 Zero Linear false false RIC:FRT.N Federal Realty Investment Trust REIT Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FRT.N/USD EQUITY_FWD/PRICE/RIC:FRT.N/USD/* A365 Zero Linear false false RIC:FSLR.OQ First Solar Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FSLR.OQ/USD EQUITY_FWD/PRICE/RIC:FSLR.OQ/USD/* A365 Zero Linear false false RIC:FTNT.OQ Fortinet Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FTNT.OQ/USD EQUITY_FWD/PRICE/RIC:FTNT.OQ/USD/* A365 Zero Linear false false RIC:FTV.N Fortive Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:FTV.N/USD EQUITY_FWD/PRICE/RIC:FTV.N/USD/* A365 Zero Linear false false RIC:GD.N General Dynamics Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GD.N/USD EQUITY_FWD/PRICE/RIC:GD.N/USD/* A365 Zero Linear false false RIC:GDDY.N Godaddy Ord Shs Class A USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GDDY.N/USD EQUITY_FWD/PRICE/RIC:GDDY.N/USD/* A365 Zero Linear false false RIC:GE.N General Electric Co Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GE.N/USD EQUITY_FWD/PRICE/RIC:GE.N/USD/* A365 Zero Linear false false RIC:GEHC.OQ GE HealthCare Technologies Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GEHC.OQ/USD EQUITY_FWD/PRICE/RIC:GEHC.OQ/USD/* A365 Zero Linear false false RIC:GEN.OQ Gen Digital Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GEN.OQ/USD EQUITY_FWD/PRICE/RIC:GEN.OQ/USD/* A365 Zero Linear false false RIC:GEV.N Ge Vernova Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GEV.N/USD EQUITY_FWD/PRICE/RIC:GEV.N/USD/* A365 Zero Linear false false RIC:GILD.OQ Gilead Sciences Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GILD.OQ/USD EQUITY_FWD/PRICE/RIC:GILD.OQ/USD/* A365 Zero Linear false false RIC:GIS.N General Mills Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GIS.N/USD EQUITY_FWD/PRICE/RIC:GIS.N/USD/* A365 Zero Linear false false RIC:GL.N Globe Life Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GL.N/USD EQUITY_FWD/PRICE/RIC:GL.N/USD/* A365 Zero Linear false false RIC:GLW.N Corning Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GLW.N/USD EQUITY_FWD/PRICE/RIC:GLW.N/USD/* A365 Zero Linear false false RIC:GM.N General Motors Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GM.N/USD EQUITY_FWD/PRICE/RIC:GM.N/USD/* A365 Zero Linear false false RIC:GNRC.N Generac Holdings Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GNRC.N/USD EQUITY_FWD/PRICE/RIC:GNRC.N/USD/* A365 Zero Linear false false RIC:GOOG.OQ Alphabet Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GOOG.OQ/USD EQUITY_FWD/PRICE/RIC:GOOG.OQ/USD/* A365 Zero Linear false false RIC:GOOGL.OQ Alphabet Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GOOGL.OQ/USD EQUITY_FWD/PRICE/RIC:GOOGL.OQ/USD/* A365 Zero Linear false false RIC:GPC.N Genuine Parts Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GPC.N/USD EQUITY_FWD/PRICE/RIC:GPC.N/USD/* A365 Zero Linear false false RIC:GPN.N Global Payments Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GPN.N/USD EQUITY_FWD/PRICE/RIC:GPN.N/USD/* A365 Zero Linear false false RIC:GRMN.N Garmin Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GRMN.N/USD EQUITY_FWD/PRICE/RIC:GRMN.N/USD/* A365 Zero Linear false false RIC:GS.N Goldman Sachs Group Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GS.N/USD EQUITY_FWD/PRICE/RIC:GS.N/USD/* A365 Zero Linear false false RIC:GWW.N WW Grainger Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:GWW.N/USD EQUITY_FWD/PRICE/RIC:GWW.N/USD/* A365 Zero Linear false false RIC:HAL.N Halliburton Co Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HAL.N/USD EQUITY_FWD/PRICE/RIC:HAL.N/USD/* A365 Zero Linear false false RIC:HAS.OQ Hasbro Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HAS.OQ/USD EQUITY_FWD/PRICE/RIC:HAS.OQ/USD/* A365 Zero Linear false false RIC:HBAN.OQ Huntington Bancshares Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HBAN.OQ/USD EQUITY_FWD/PRICE/RIC:HBAN.OQ/USD/* A365 Zero Linear false false RIC:HCA.N HCA Healthcare Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HCA.N/USD EQUITY_FWD/PRICE/RIC:HCA.N/USD/* A365 Zero Linear false false RIC:HD.N Home Depot Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HD.N/USD EQUITY_FWD/PRICE/RIC:HD.N/USD/* A365 Zero Linear false false RIC:HES.N Hess Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HES.N/USD EQUITY_FWD/PRICE/RIC:HES.N/USD/* A365 Zero Linear false false RIC:HIG.N Hartford Financial Services Group Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HIG.N/USD EQUITY_FWD/PRICE/RIC:HIG.N/USD/* A365 Zero Linear false false RIC:HII.N Huntington Ingalls Industries Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HII.N/USD EQUITY_FWD/PRICE/RIC:HII.N/USD/* A365 Zero Linear false false RIC:HLT.N Hilton Worldwide Holdings Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HLT.N/USD EQUITY_FWD/PRICE/RIC:HLT.N/USD/* A365 Zero Linear false false RIC:HOLX.OQ Hologic Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HOLX.OQ/USD EQUITY_FWD/PRICE/RIC:HOLX.OQ/USD/* A365 Zero Linear false false RIC:HON.OQ Honeywell International Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HON.OQ/USD EQUITY_FWD/PRICE/RIC:HON.OQ/USD/* A365 Zero Linear false false RIC:HPE.N Hewlett Packard Enterprise Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HPE.N/USD EQUITY_FWD/PRICE/RIC:HPE.N/USD/* A365 Zero Linear false false RIC:HPQ.N HP Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HPQ.N/USD EQUITY_FWD/PRICE/RIC:HPQ.N/USD/* A365 Zero Linear false false RIC:HRL.N Hormel Foods Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HRL.N/USD EQUITY_FWD/PRICE/RIC:HRL.N/USD/* A365 Zero Linear false false RIC:HSIC.OQ Henry Schein Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HSIC.OQ/USD EQUITY_FWD/PRICE/RIC:HSIC.OQ/USD/* A365 Zero Linear false false RIC:HST.OQ Host Hotels & Resorts REIT Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HST.OQ/USD EQUITY_FWD/PRICE/RIC:HST.OQ/USD/* A365 Zero Linear false false RIC:HSY.N Hershey Foods Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HSY.N/USD EQUITY_FWD/PRICE/RIC:HSY.N/USD/* A365 Zero Linear false false RIC:HUBB.N Hubbell Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HUBB.N/USD EQUITY_FWD/PRICE/RIC:HUBB.N/USD/* A365 Zero Linear false false RIC:HUM.N Humana Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HUM.N/USD EQUITY_FWD/PRICE/RIC:HUM.N/USD/* A365 Zero Linear false false RIC:HWM.N Howmet Aerospace Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:HWM.N/USD EQUITY_FWD/PRICE/RIC:HWM.N/USD/* A365 Zero Linear false false RIC:IBM.N International Business Machines Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:IBM.N/USD EQUITY_FWD/PRICE/RIC:IBM.N/USD/* A365 Zero Linear false false RIC:ICE.N Intercontinental Exchange Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ICE.N/USD EQUITY_FWD/PRICE/RIC:ICE.N/USD/* A365 Zero Linear false false RIC:IDXX.OQ IDEXX Laboratories Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:IDXX.OQ/USD EQUITY_FWD/PRICE/RIC:IDXX.OQ/USD/* A365 Zero Linear false false RIC:IEX.N IDEX Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:IEX.N/USD EQUITY_FWD/PRICE/RIC:IEX.N/USD/* A365 Zero Linear false false RIC:IFF.N International Flavors & Fragrances Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:IFF.N/USD EQUITY_FWD/PRICE/RIC:IFF.N/USD/* A365 Zero Linear false false RIC:INCY.OQ Incyte Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:INCY.OQ/USD EQUITY_FWD/PRICE/RIC:INCY.OQ/USD/* A365 Zero Linear false false RIC:INTC.OQ Intel Corp Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:INTC.OQ/USD EQUITY_FWD/PRICE/RIC:INTC.OQ/USD/* A365 Zero Linear false false RIC:INTU.OQ Intuit Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:INTU.OQ/USD EQUITY_FWD/PRICE/RIC:INTU.OQ/USD/* A365 Zero Linear false false RIC:INVH.N Invitation Homes Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:INVH.N/USD EQUITY_FWD/PRICE/RIC:INVH.N/USD/* A365 Zero Linear false false RIC:IP.N International Paper Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:IP.N/USD EQUITY_FWD/PRICE/RIC:IP.N/USD/* A365 Zero Linear false false RIC:IPG.N Interpublic Group of Companies Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:IPG.N/USD EQUITY_FWD/PRICE/RIC:IPG.N/USD/* A365 Zero Linear false false RIC:IQV.N Iqvia Holdings Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:IQV.N/USD EQUITY_FWD/PRICE/RIC:IQV.N/USD/* A365 Zero Linear false false RIC:IR.N Ingersoll Rand Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:IR.N/USD EQUITY_FWD/PRICE/RIC:IR.N/USD/* A365 Zero Linear false false RIC:IRM.N Iron Mountain Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:IRM.N/USD EQUITY_FWD/PRICE/RIC:IRM.N/USD/* A365 Zero Linear false false RIC:ISRG.OQ Intuitive Surgical Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ISRG.OQ/USD EQUITY_FWD/PRICE/RIC:ISRG.OQ/USD/* A365 Zero Linear false false RIC:IT.N Gartner Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:IT.N/USD EQUITY_FWD/PRICE/RIC:IT.N/USD/* A365 Zero Linear false false RIC:ITW.N Illinois Tool Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ITW.N/USD EQUITY_FWD/PRICE/RIC:ITW.N/USD/* A365 Zero Linear false false RIC:IVZ.N Invesco Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:IVZ.N/USD EQUITY_FWD/PRICE/RIC:IVZ.N/USD/* A365 Zero Linear false false RIC:J.N Jacobs Solutions Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:J.N/USD EQUITY_FWD/PRICE/RIC:J.N/USD/* A365 Zero Linear false false RIC:JBHT.OQ JB Hunt Transport Services Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:JBHT.OQ/USD EQUITY_FWD/PRICE/RIC:JBHT.OQ/USD/* A365 Zero Linear false false RIC:JBL.N Jabil Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:JBL.N/USD EQUITY_FWD/PRICE/RIC:JBL.N/USD/* A365 Zero Linear false false RIC:JCI.N Johnson Controls International Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:JCI.N/USD EQUITY_FWD/PRICE/RIC:JCI.N/USD/* A365 Zero Linear false false RIC:JKHY.OQ Jack Henry and Associates Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:JKHY.OQ/USD EQUITY_FWD/PRICE/RIC:JKHY.OQ/USD/* A365 Zero Linear false false RIC:JNJ.N Johnson & Johnson Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:JNJ.N/USD EQUITY_FWD/PRICE/RIC:JNJ.N/USD/* A365 Zero Linear false false RIC:JNPR.N Juniper Networks Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:JNPR.N/USD EQUITY_FWD/PRICE/RIC:JNPR.N/USD/* A365 Zero Linear false false RIC:JPM.N JPMorgan Chase & Co Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:JPM.N/USD EQUITY_FWD/PRICE/RIC:JPM.N/USD/* A365 Zero Linear false false RIC:K.N Kellanova Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:K.N/USD EQUITY_FWD/PRICE/RIC:K.N/USD/* A365 Zero Linear false false RIC:KDP.OQ Keurig Dr Pepper Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:KDP.OQ/USD EQUITY_FWD/PRICE/RIC:KDP.OQ/USD/* A365 Zero Linear false false RIC:KEY.N KeyCorp Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:KEY.N/USD EQUITY_FWD/PRICE/RIC:KEY.N/USD/* A365 Zero Linear false false RIC:KEYS.N Keysight Technologies Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:KEYS.N/USD EQUITY_FWD/PRICE/RIC:KEYS.N/USD/* A365 Zero Linear false false RIC:KHC.OQ Kraft Heinz Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:KHC.OQ/USD EQUITY_FWD/PRICE/RIC:KHC.OQ/USD/* A365 Zero Linear false false RIC:KIM.N Kimco Realty REIT Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:KIM.N/USD EQUITY_FWD/PRICE/RIC:KIM.N/USD/* A365 Zero Linear false false RIC:KKR.N KKR and Co Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:KKR.N/USD EQUITY_FWD/PRICE/RIC:KKR.N/USD/* A365 Zero Linear false false RIC:KLAC.OQ KLA Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:KLAC.OQ/USD EQUITY_FWD/PRICE/RIC:KLAC.OQ/USD/* A365 Zero Linear false false RIC:KMB.N Kimberly Clark Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:KMB.N/USD EQUITY_FWD/PRICE/RIC:KMB.N/USD/* A365 Zero Linear false false RIC:KMI.N Kinder Morgan Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:KMI.N/USD EQUITY_FWD/PRICE/RIC:KMI.N/USD/* A365 Zero Linear false false RIC:KMX.N CarMax Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:KMX.N/USD EQUITY_FWD/PRICE/RIC:KMX.N/USD/* A365 Zero Linear false false RIC:KO.N Coca-Cola Co Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:KO.N/USD EQUITY_FWD/PRICE/RIC:KO.N/USD/* A365 Zero Linear false false RIC:KR.N Kroger Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:KR.N/USD EQUITY_FWD/PRICE/RIC:KR.N/USD/* A365 Zero Linear false false RIC:KVUE.N Kenvue Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:KVUE.N/USD EQUITY_FWD/PRICE/RIC:KVUE.N/USD/* A365 Zero Linear false false RIC:L.N Loews Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:L.N/USD EQUITY_FWD/PRICE/RIC:L.N/USD/* A365 Zero Linear false false RIC:LDOS.N Leidos Holdings Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:LDOS.N/USD EQUITY_FWD/PRICE/RIC:LDOS.N/USD/* A365 Zero Linear false false RIC:LEN.N Lennar A Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:LEN.N/USD EQUITY_FWD/PRICE/RIC:LEN.N/USD/* A365 Zero Linear false false RIC:LH.N Labcorp Holdings Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:LH.N/USD EQUITY_FWD/PRICE/RIC:LH.N/USD/* A365 Zero Linear false false RIC:LHX.N L3Harris Technologies Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:LHX.N/USD EQUITY_FWD/PRICE/RIC:LHX.N/USD/* A365 Zero Linear false false RIC:LII.N Lennox International Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:LII.N/USD EQUITY_FWD/PRICE/RIC:LII.N/USD/* A365 Zero Linear false false RIC:LIN.OQ Linde Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:LIN.OQ/USD EQUITY_FWD/PRICE/RIC:LIN.OQ/USD/* A365 Zero Linear false false RIC:LKQ.OQ LKQ Ord Shs USD XNGS USD-FedFunds ForwardPrice 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EQUITY/PRICE/RIC:MA.N/USD EQUITY_FWD/PRICE/RIC:MA.N/USD/* A365 Zero Linear false false RIC:MAA.N Mid America Apartment Communities REIT Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MAA.N/USD EQUITY_FWD/PRICE/RIC:MAA.N/USD/* A365 Zero Linear false false RIC:MAR.OQ Marriott International Ord Shs Class A USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MAR.OQ/USD EQUITY_FWD/PRICE/RIC:MAR.OQ/USD/* A365 Zero Linear false false RIC:MAS.N Masco Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MAS.N/USD EQUITY_FWD/PRICE/RIC:MAS.N/USD/* A365 Zero Linear false false RIC:MCD.N Mcdonald's Corp Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MCD.N/USD EQUITY_FWD/PRICE/RIC:MCD.N/USD/* A365 Zero Linear false false RIC:MCHP.OQ Microchip Technology Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MCHP.OQ/USD EQUITY_FWD/PRICE/RIC:MCHP.OQ/USD/* A365 Zero Linear false false RIC:MCK.N McKesson Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MCK.N/USD EQUITY_FWD/PRICE/RIC:MCK.N/USD/* A365 Zero Linear false false RIC:MCO.N Moody's Corp Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MCO.N/USD EQUITY_FWD/PRICE/RIC:MCO.N/USD/* A365 Zero Linear false false RIC:MDLZ.OQ Mondelez International Ord Shs Class A USD USD-FedFunds OptionPremium American EQUITY/PRICE/RIC:MDLZ.OQ/USD EQUITY_OPTION/PRICE/RIC:MDLZ.OQ/USD/* A365 Zero Linear false true RIC:MDT.N Medtronic PLC Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MDT.N/USD EQUITY_FWD/PRICE/RIC:MDT.N/USD/* A365 Zero Linear false false RIC:MET.N MetLife Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MET.N/USD EQUITY_FWD/PRICE/RIC:MET.N/USD/* A365 Zero Linear false false RIC:META.OQ Meta Platforms Ord Shs Class A USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:META.OQ/USD EQUITY_FWD/PRICE/RIC:META.OQ/USD/* A365 Zero Linear false false RIC:MGM.N MGM Resorts International Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MGM.N/USD EQUITY_FWD/PRICE/RIC:MGM.N/USD/* A365 Zero Linear false false RIC:MHK.N Mohawk Industries Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MHK.N/USD EQUITY_FWD/PRICE/RIC:MHK.N/USD/* A365 Zero Linear false false RIC:MKC.N McCormick & Co Non-Voting Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MKC.N/USD EQUITY_FWD/PRICE/RIC:MKC.N/USD/* A365 Zero Linear false false RIC:MKTX.OQ MarketAxess Holdings Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MKTX.OQ/USD EQUITY_FWD/PRICE/RIC:MKTX.OQ/USD/* A365 Zero Linear false false RIC:MLM.N Martin Marietta Materials Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MLM.N/USD EQUITY_FWD/PRICE/RIC:MLM.N/USD/* A365 Zero Linear false false RIC:MMC.N Marsh & McLennan Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MMC.N/USD EQUITY_FWD/PRICE/RIC:MMC.N/USD/* A365 Zero Linear false false RIC:MMM.N 3M Co Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MMM.N/USD EQUITY_FWD/PRICE/RIC:MMM.N/USD/* A365 Zero Linear false false RIC:MNST.OQ Monster Beverage Ord Shs USD USD-FedFunds OptionPremium American EQUITY/PRICE/RIC:MNST.OQ/USD EQUITY_OPTION/PRICE/RIC:MNST.OQ/USD/* A365 Zero Linear false true RIC:MO.N Altria Group Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MO.N/USD EQUITY_FWD/PRICE/RIC:MO.N/USD/* A365 Zero Linear false false RIC:MOH.N Molina Healthcare Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MOH.N/USD EQUITY_FWD/PRICE/RIC:MOH.N/USD/* A365 Zero Linear false false RIC:MOS.N Mosaic Co Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MOS.N/USD EQUITY_FWD/PRICE/RIC:MOS.N/USD/* A365 Zero Linear false false RIC:MPC.N Marathon Petroleum Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MPC.N/USD EQUITY_FWD/PRICE/RIC:MPC.N/USD/* A365 Zero Linear false false RIC:MPWR.OQ Monolithic Power Systems Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MPWR.OQ/USD 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RIC:MSI.N Motorola Solutions Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MSI.N/USD EQUITY_FWD/PRICE/RIC:MSI.N/USD/* A365 Zero Linear false false RIC:MTB.N M&T Bank Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MTB.N/USD EQUITY_FWD/PRICE/RIC:MTB.N/USD/* A365 Zero Linear false false RIC:MTCH.OQ Match Group Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MTCH.OQ/USD EQUITY_FWD/PRICE/RIC:MTCH.OQ/USD/* A365 Zero Linear false false RIC:MTD.N Mettler Toledo Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MTD.N/USD EQUITY_FWD/PRICE/RIC:MTD.N/USD/* A365 Zero Linear false false RIC:MU.OQ Micron Technology Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:MU.OQ/USD EQUITY_FWD/PRICE/RIC:MU.OQ/USD/* A365 Zero Linear false false RIC:NCLH.N Norwegian Cruise Line Holdings Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NCLH.N/USD EQUITY_FWD/PRICE/RIC:NCLH.N/USD/* A365 Zero Linear false false RIC:NDAQ.OQ NASDAQ Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NDAQ.OQ/USD EQUITY_FWD/PRICE/RIC:NDAQ.OQ/USD/* A365 Zero Linear false false RIC:NDSN.OQ Nordson Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NDSN.OQ/USD EQUITY_FWD/PRICE/RIC:NDSN.OQ/USD/* A365 Zero Linear false false RIC:NEE.N NextEra Energy Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NEE.N/USD EQUITY_FWD/PRICE/RIC:NEE.N/USD/* A365 Zero Linear false false RIC:NEM.N Newmont Corporation Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NEM.N/USD EQUITY_FWD/PRICE/RIC:NEM.N/USD/* A365 Zero Linear false false RIC:NFLX.OQ Netflix Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NFLX.OQ/USD EQUITY_FWD/PRICE/RIC:NFLX.OQ/USD/* A365 Zero Linear false false RIC:NI.N NiSource Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NI.N/USD EQUITY_FWD/PRICE/RIC:NI.N/USD/* A365 Zero Linear false false RIC:NKE.N Nike Ord Shs Class B USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NKE.N/USD EQUITY_FWD/PRICE/RIC:NKE.N/USD/* A365 Zero Linear false false RIC:NOC.N Northrop Grumman Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NOC.N/USD EQUITY_FWD/PRICE/RIC:NOC.N/USD/* A365 Zero Linear false false RIC:NOW.N ServiceNow Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NOW.N/USD EQUITY_FWD/PRICE/RIC:NOW.N/USD/* A365 Zero Linear false false RIC:NRG.N NRG Energy Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NRG.N/USD EQUITY_FWD/PRICE/RIC:NRG.N/USD/* A365 Zero Linear false false RIC:NSC.N Norfolk Southern Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NSC.N/USD EQUITY_FWD/PRICE/RIC:NSC.N/USD/* A365 Zero Linear false false RIC:NTAP.OQ NetApp Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NTAP.OQ/USD EQUITY_FWD/PRICE/RIC:NTAP.OQ/USD/* A365 Zero Linear false false RIC:NTRS.OQ Northern Trust Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NTRS.OQ/USD EQUITY_FWD/PRICE/RIC:NTRS.OQ/USD/* A365 Zero Linear false false RIC:NUE.N Nucor Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NUE.N/USD EQUITY_FWD/PRICE/RIC:NUE.N/USD/* A365 Zero Linear false false RIC:NVDA.OQ NVIDIA Corp Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NVDA.OQ/USD EQUITY_FWD/PRICE/RIC:NVDA.OQ/USD/* A365 Zero Linear false false RIC:NVR.N NVR Inc USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NVR.N/USD EQUITY_FWD/PRICE/RIC:NVR.N/USD/* A365 Zero Linear false false RIC:NWS.OQ News Ord Shs Class B USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NWS.OQ/USD EQUITY_FWD/PRICE/RIC:NWS.OQ/USD/* A365 Zero Linear false false RIC:NWSA.OQ News Ord Shs Class A USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NWSA.OQ/USD EQUITY_FWD/PRICE/RIC:NWSA.OQ/USD/* A365 Zero Linear false false RIC:NXPI.OQ NXP Semiconductors Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:NXPI.OQ/USD EQUITY_FWD/PRICE/RIC:NXPI.OQ/USD/* A365 Zero Linear false false RIC:O.N Realty Income REIT Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:O.N/USD EQUITY_FWD/PRICE/RIC:O.N/USD/* A365 Zero Linear false false RIC:ODFL.OQ Old Dominion Freight Line Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ODFL.OQ/USD EQUITY_FWD/PRICE/RIC:ODFL.OQ/USD/* A365 Zero Linear false false RIC:OKE.N Oneok Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:OKE.N/USD EQUITY_FWD/PRICE/RIC:OKE.N/USD/* A365 Zero Linear false false RIC:OMC.N Omnicom Group Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:OMC.N/USD EQUITY_FWD/PRICE/RIC:OMC.N/USD/* A365 Zero Linear false false RIC:ON.O ON Semiconductor Ord Shs USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ON.O/USD EQUITY_FWD/PRICE/RIC:ON.O/USD/* A365 Zero Linear false false RIC:ON.OQ ON Semiconductor Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ON.OQ/USD EQUITY_FWD/PRICE/RIC:ON.OQ/USD/* A365 Zero Linear false false RIC:ORCL.N Oracle Ord Shs USD XNYS USD-FedFunds 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ForwardPrice EQUITY/PRICE/RIC:PAYC.N/USD EQUITY_FWD/PRICE/RIC:PAYC.N/USD/* A365 Zero Linear false false RIC:PAYX.OQ Paychex Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PAYX.OQ/USD EQUITY_FWD/PRICE/RIC:PAYX.OQ/USD/* A365 Zero Linear false false RIC:PCAR.OQ PACCAR Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PCAR.OQ/USD EQUITY_FWD/PRICE/RIC:PCAR.OQ/USD/* A365 Zero Linear false false RIC:PCG.N PG&E Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PCG.N/USD EQUITY_FWD/PRICE/RIC:PCG.N/USD/* A365 Zero Linear false false RIC:PEG.N Public Service Enterprise Group Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PEG.N/USD EQUITY_FWD/PRICE/RIC:PEG.N/USD/* A365 Zero Linear false false RIC:PEP.OQ Pepsico Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PEP.OQ/USD EQUITY_FWD/PRICE/RIC:PEP.OQ/USD/* A365 Zero Linear false false RIC:PFE.N Pfizer Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PFE.N/USD EQUITY_FWD/PRICE/RIC:PFE.N/USD/* A365 Zero Linear false false RIC:PFG.OQ Principal Financial Group Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PFG.OQ/USD EQUITY_FWD/PRICE/RIC:PFG.OQ/USD/* A365 Zero Linear false false RIC:PG.N Procter & Gamble Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PG.N/USD EQUITY_FWD/PRICE/RIC:PG.N/USD/* A365 Zero Linear false false RIC:PGR.N Progressive Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PGR.N/USD EQUITY_FWD/PRICE/RIC:PGR.N/USD/* A365 Zero Linear false false RIC:PH.N Parker-Hannifin Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PH.N/USD EQUITY_FWD/PRICE/RIC:PH.N/USD/* A365 Zero Linear false false RIC:PHM.N Pultegroup Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PHM.N/USD EQUITY_FWD/PRICE/RIC:PHM.N/USD/* A365 Zero Linear false false RIC:PKG.N Packaging Corp of America Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PKG.N/USD EQUITY_FWD/PRICE/RIC:PKG.N/USD/* A365 Zero Linear false false RIC:PLD.N ProLogis REIT Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PLD.N/USD EQUITY_FWD/PRICE/RIC:PLD.N/USD/* A365 Zero Linear false false RIC:PLTR.OQ Palantir Technologies Ord Shs Class A USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PLTR.OQ/USD EQUITY_FWD/PRICE/RIC:PLTR.OQ/USD/* A365 Zero Linear false false RIC:PM.N Philip Morris International Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PM.N/USD EQUITY_FWD/PRICE/RIC:PM.N/USD/* A365 Zero Linear false false RIC:PNC.N PNC Financial Services Group Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PNC.N/USD EQUITY_FWD/PRICE/RIC:PNC.N/USD/* A365 Zero Linear false false RIC:PNR.N Pentair Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PNR.N/USD EQUITY_FWD/PRICE/RIC:PNR.N/USD/* A365 Zero Linear false false RIC:PNW.N Pinnacle West Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PNW.N/USD EQUITY_FWD/PRICE/RIC:PNW.N/USD/* A365 Zero Linear false false RIC:PODD.OQ Insulet Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PODD.OQ/USD EQUITY_FWD/PRICE/RIC:PODD.OQ/USD/* A365 Zero Linear false false RIC:POOL.OQ Pool Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:POOL.OQ/USD EQUITY_FWD/PRICE/RIC:POOL.OQ/USD/* A365 Zero Linear false false RIC:PPG.N PPG Industries Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PPG.N/USD EQUITY_FWD/PRICE/RIC:PPG.N/USD/* A365 Zero Linear false false RIC:PPL.N PPL Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PPL.N/USD EQUITY_FWD/PRICE/RIC:PPL.N/USD/* A365 Zero Linear false false RIC:PRU.N Prudential Financial Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PRU.N/USD EQUITY_FWD/PRICE/RIC:PRU.N/USD/* A365 Zero Linear false false RIC:PSA.N Public Storage REIT Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:PSA.N/USD EQUITY_FWD/PRICE/RIC:PSA.N/USD/* A365 Zero Linear false false RIC:PSX.N Phillips 66 Forward Curve USD USD-FedFunds 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RIC:SBAC.OQ SBA Communications REIT Ord Shs Class A USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:SBAC.OQ/USD EQUITY_FWD/PRICE/RIC:SBAC.OQ/USD/* A365 Zero Linear false false RIC:SBUX.OQ Starbucks Corp Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:SBUX.OQ/USD EQUITY_FWD/PRICE/RIC:SBUX.OQ/USD/* A365 Zero Linear false false RIC:SCHW.N Charles Schwab Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:SCHW.N/USD EQUITY_FWD/PRICE/RIC:SCHW.N/USD/* A365 Zero Linear false false RIC:SHW.N Sherwin Williams Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:SHW.N/USD EQUITY_FWD/PRICE/RIC:SHW.N/USD/* A365 Zero Linear false false RIC:SJM.N JM Smucker Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:SJM.N/USD EQUITY_FWD/PRICE/RIC:SJM.N/USD/* A365 Zero Linear false false RIC:SLB.N Schlumberger NV Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:SLB.N/USD EQUITY_FWD/PRICE/RIC:SLB.N/USD/* A365 Zero Linear false false RIC:SMCI.OQ Super Micro 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false false RIC:T.N AT&T Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:T.N/USD EQUITY_FWD/PRICE/RIC:T.N/USD/* A365 Zero Linear false false RIC:TAP.N Molson Coors Beverage Co Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:TAP.N/USD EQUITY_FWD/PRICE/RIC:TAP.N/USD/* A365 Zero Linear false false RIC:TDG.N TransDigm Group Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:TDG.N/USD EQUITY_FWD/PRICE/RIC:TDG.N/USD/* A365 Zero Linear false false RIC:TDY.N Teledyne Technologies Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:TDY.N/USD EQUITY_FWD/PRICE/RIC:TDY.N/USD/* A365 Zero Linear false false RIC:TECH.OQ Bio Techne Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:TECH.OQ/USD EQUITY_FWD/PRICE/RIC:TECH.OQ/USD/* A365 Zero Linear false false RIC:TEL.N TE Connectivity Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:TEL.N/USD EQUITY_FWD/PRICE/RIC:TEL.N/USD/* A365 Zero Linear false false RIC:TER.OQ Teradyne Ord Shs USD 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EQUITY_FWD/PRICE/RIC:TRV.N/USD/* A365 Zero Linear false false RIC:TSCO.OQ Tractor Supply Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:TSCO.OQ/USD EQUITY_FWD/PRICE/RIC:TSCO.OQ/USD/* A365 Zero Linear false false RIC:TSLA.OQ Tesla Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:TSLA.OQ/USD EQUITY_FWD/PRICE/RIC:TSLA.OQ/USD/* A365 Zero Linear false false RIC:TSN.N Tyson Foods Ord Shs Class A USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:TSN.N/USD EQUITY_FWD/PRICE/RIC:TSN.N/USD/* A365 Zero Linear false false RIC:TT.N Trane Technologies Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:TT.N/USD EQUITY_FWD/PRICE/RIC:TT.N/USD/* A365 Zero Linear false false RIC:TTWO.OQ Take-Two Interactive Software Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:TTWO.OQ/USD EQUITY_FWD/PRICE/RIC:TTWO.OQ/USD/* A365 Zero Linear false false RIC:TXN.OQ Texas Instrument Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:TXN.OQ/USD EQUITY_FWD/PRICE/RIC:TXN.OQ/USD/* A365 Zero Linear false false RIC:TXT.N Textron Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:TXT.N/USD EQUITY_FWD/PRICE/RIC:TXT.N/USD/* A365 Zero Linear false false RIC:TYL.N Tyler Technologies Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:TYL.N/USD EQUITY_FWD/PRICE/RIC:TYL.N/USD/* A365 Zero Linear false false RIC:UAL.OQ United Airlines Holdings Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:UAL.OQ/USD EQUITY_FWD/PRICE/RIC:UAL.OQ/USD/* A365 Zero Linear false false RIC:UBER.N Uber Technologies Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:UBER.N/USD EQUITY_FWD/PRICE/RIC:UBER.N/USD/* A365 Zero Linear false false RIC:UDR.N UDR REIT Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:UDR.N/USD EQUITY_FWD/PRICE/RIC:UDR.N/USD/* A365 Zero Linear false false RIC:UHS.N Universal Health Services Ord Shs Class B USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:UHS.N/USD 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Zero Linear false false RIC:V.N Visa Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:V.N/USD EQUITY_FWD/PRICE/RIC:V.N/USD/* A365 Zero Linear false false RIC:VICI.N Vici Pptys Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:VICI.N/USD EQUITY_FWD/PRICE/RIC:VICI.N/USD/* A365 Zero Linear false false RIC:VLO.N Valero Energy Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:VLO.N/USD EQUITY_FWD/PRICE/RIC:VLO.N/USD/* A365 Zero Linear false false RIC:VLTO.N Veralto Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:VLTO.N/USD EQUITY_FWD/PRICE/RIC:VLTO.N/USD/* A365 Zero Linear false false RIC:VMC.N Vulcan Materials Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:VMC.N/USD EQUITY_FWD/PRICE/RIC:VMC.N/USD/* A365 Zero Linear false false RIC:VRSK.OQ Verisk Analytics Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:VRSK.OQ/USD EQUITY_FWD/PRICE/RIC:VRSK.OQ/USD/* A365 Zero Linear false false RIC:VRSN.OQ VeriSign Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:VRSN.OQ/USD EQUITY_FWD/PRICE/RIC:VRSN.OQ/USD/* A365 Zero Linear false false RIC:VRTX.OQ Vertex Pharmaceuticals Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:VRTX.OQ/USD EQUITY_FWD/PRICE/RIC:VRTX.OQ/USD/* A365 Zero Linear false false RIC:VST.N Vistra Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:VST.N/USD EQUITY_FWD/PRICE/RIC:VST.N/USD/* A365 Zero Linear false false RIC:VTR.N Ventas REIT Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:VTR.N/USD EQUITY_FWD/PRICE/RIC:VTR.N/USD/* A365 Zero Linear false false RIC:VTRS.OQ Viatris Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:VTRS.OQ/USD EQUITY_FWD/PRICE/RIC:VTRS.OQ/USD/* A365 Zero Linear false false RIC:VZ.N Verizon Communications Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:VZ.N/USD EQUITY_FWD/PRICE/RIC:VZ.N/USD/* A365 Zero Linear false false RIC:WAB.N Westinghouse Air Brake Technologies Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:WAB.N/USD EQUITY_FWD/PRICE/RIC:WAB.N/USD/* A365 Zero Linear false false RIC:WAT.N Waters Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:WAT.N/USD EQUITY_FWD/PRICE/RIC:WAT.N/USD/* A365 Zero Linear false false RIC:WBA.OQ Walgreen Boots Alliance Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:WBA.OQ/USD EQUITY_FWD/PRICE/RIC:WBA.OQ/USD/* A365 Zero Linear false false RIC:WBD.OQ Warner Bros. Discovery Ord Shs Series A USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:WBD.OQ/USD EQUITY_FWD/PRICE/RIC:WBD.OQ/USD/* A365 Zero Linear false false RIC:WDAY.OQ Workday Ord Shs Class A USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:WDAY.OQ/USD EQUITY_FWD/PRICE/RIC:WDAY.OQ/USD/* A365 Zero Linear false false RIC:WDC.OQ Western Digital Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:WDC.OQ/USD EQUITY_FWD/PRICE/RIC:WDC.OQ/USD/* A365 Zero Linear false false RIC:WEC.N WEC Energy Group Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:WEC.N/USD EQUITY_FWD/PRICE/RIC:WEC.N/USD/* A365 Zero Linear false false RIC:WELL.N Welltower Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:WELL.N/USD EQUITY_FWD/PRICE/RIC:WELL.N/USD/* A365 Zero Linear false false RIC:WFC.N Wells Fargo & Co Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:WFC.N/USD EQUITY_FWD/PRICE/RIC:WFC.N/USD/* A365 Zero Linear false false RIC:WM.N Waste Management Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:WM.N/USD EQUITY_FWD/PRICE/RIC:WM.N/USD/* A365 Zero Linear false false RIC:WMB.N Williams Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:WMB.N/USD EQUITY_FWD/PRICE/RIC:WMB.N/USD/* A365 Zero Linear false false RIC:WMT.N Walmart Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:WMT.N/USD EQUITY_FWD/PRICE/RIC:WMT.N/USD/* A365 Zero Linear false false RIC:WRB.N WR Berkley Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:WRB.N/USD EQUITY_FWD/PRICE/RIC:WRB.N/USD/* A365 Zero Linear false false RIC:WST.N West Pharmaceutical Services Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:WST.N/USD EQUITY_FWD/PRICE/RIC:WST.N/USD/* A365 Zero Linear false false RIC:WTW.OQ Willis Towers Watson Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:WTW.OQ/USD EQUITY_FWD/PRICE/RIC:WTW.OQ/USD/* A365 Zero Linear false false RIC:WY.N WeyerhaeuSer REIT USD USD-FedFunds OptionPremium American EQUITY/PRICE/RIC:WY.N/USD EQUITY_OPTION/PRICE/RIC:WY.N/USD/* A365 Zero Linear false true RIC:WYNN.OQ Wynn Resorts Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:WYNN.OQ/USD EQUITY_FWD/PRICE/RIC:WYNN.OQ/USD/* A365 Zero Linear false false RIC:XEL.OQ Xcel Energy Ord Shs USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:XEL.OQ/USD EQUITY_FWD/PRICE/RIC:XEL.OQ/USD/* A365 Zero Linear false false RIC:XOM.N Exxon Mobil Corp Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:XOM.N/USD EQUITY_FWD/PRICE/RIC:XOM.N/USD/* A365 Zero Linear false false RIC:XYL.N Xylem Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:XYL.N/USD EQUITY_FWD/PRICE/RIC:XYL.N/USD/* A365 Zero Linear false false RIC:YUM.N Yum! Brands Inc Forward Curve USD USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:YUM.N/USD EQUITY_FWD/PRICE/RIC:YUM.N/USD/* A365 Zero Linear false false RIC:ZBH.N Zimmer Biomet Holdings Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ZBH.N/USD EQUITY_FWD/PRICE/RIC:ZBH.N/USD/* A365 Zero Linear false false RIC:ZBRA.OQ Zebra Technologies Ord Shs Class A USD XNGS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ZBRA.OQ/USD EQUITY_FWD/PRICE/RIC:ZBRA.OQ/USD/* A365 Zero Linear false false RIC:ZTS.N Zoetis Ord Shs Class A Ord Shs USD XNYS USD-FedFunds ForwardPrice EQUITY/PRICE/RIC:ZTS.N/USD EQUITY_FWD/PRICE/RIC:ZTS.N/USD/* A365 Zero Linear false false ISIN:GB0005405286:HKD:XHKG HSBC Holdings PLC RIC:0005.HS HKD A365 RIC:0005.HK RIC:.NDX NASDAQ 100 Index RIC:.NDX USD A365 NullCalendar ImpliedVolatility Lognormal Spot AtmDeltaNeutral Spot 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45 * Linear Linear true Flat Flat true USD ImpliedVolatility Lognormal * * Linear Linear true Flat Flat RIC:.SPX Lognormal option implied vols for SPX USD A365 Premium European * * Linear Linear true Flat Flat true RIC:.STOXX50 Lognormal option implied vols for STOXX50 EUR A365 Premium European * * Linear Linear true Flat Flat RIC:.STOXX50E EURO STOXX 50 EUR Price Index RIC:.STOXX50E EUR A365 NullCalendar ImpliedVolatility Lognormal Spot AtmDeltaNeutral Spot 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45 * Linear Linear true Flat Flat true EUR ImpliedVolatility Lognormal * * Linear Linear true Flat Flat RIC:0005.HK HSBC Holdings PLC Volatility Surface HKD A365 ImpliedVolatility Lognormal * * Linear Linear true Flat Flat RIC:DHER.DE Delivery Hero Ord Shs RIC:DHER.DE EUR A365 NullCalendar ImpliedVolatility Lognormal Spot AtmDeltaNeutral Spot 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45 * Linear Linear true Flat Flat true EUR ImpliedVolatility Lognormal * * Linear Linear true Flat Flat RIC:LYV.N Live Nation Entertainment Ord Shs RIC:LYV.N USD A365 NullCalendar ImpliedVolatility Lognormal Spot AtmDeltaNeutral Spot 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45 * Linear Linear true Flat Flat true USD ImpliedVolatility Lognormal * * Linear Linear true Flat Flat RIC:ON.O ON Semiconductor Ord Shs RIC:ON.O USD A365 NullCalendar ImpliedVolatility Lognormal Spot AtmDeltaNeutral Spot 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45 * Linear Linear true Flat Flat true USD ImpliedVolatility Lognormal * * Linear Linear true Flat Flat ISIN:DE000A3H2WP2 Delivery Hero Se BOND/YIELD_SPREAD/ISIN:DE000A3H2WP2 RECOVERY_RATE/RATE/ISIN:DE000A3H2WP2 BOND/PRICE/ISIN:DE000A3H2WP2 ISIN:IE00BH3SQ895 Security BOND/YIELD_SPREAD/ISIN:IE00BH3SQ895 RECOVERY_RATE/RATE/ISIN:IE00BH3SQ895 BOND/PRICE/ISIN:IE00BH3SQ895 ISIN:IT0005177909 Security BOND/YIELD_SPREAD/ISIN:IT0005177909 RECOVERY_RATE/RATE/ISIN:IT0005177909 BOND/PRICE/ISIN:IT0005177909 ISIN:US531229AR32 Autogenerated Config BOND/YIELD_SPREAD/ISIN:US531229AR32 RECOVERY_RATE/RATE/ISIN:US531229AR32 CPR/RATE/ISIN:US531229AR32 BOND/PRICE/ISIN:US531229AR32 ISIN:US682189AS48 Autogenerated Config BOND/YIELD_SPREAD/ISIN:US682189AS48 RECOVERY_RATE/RATE/ISIN:US682189AS48 CPR/RATE/ISIN:US682189AS48 BOND/PRICE/ISIN:US682189AS48 ISIN:US912828X703 United States Treasury BOND/YIELD_SPREAD/ISIN:US912828X703 RECOVERY_RATE/RATE/ISIN:US912828X703 BOND/PRICE/ISIN:US912828X703 ISIN:USG76237AB53 Autogenerated Config BOND/YIELD_SPREAD/ISIN:USG76237AB53 RECOVERY_RATE/RATE/ISIN:USG76237AB53 CPR/RATE/ISIN:USG76237AB53 BOND/PRICE/ISIN:USG76237AB53 ISIN:XS00000000 Autogenerated Config BOND/YIELD_SPREAD/ISIN:XS00000000 RECOVERY_RATE/RATE/ISIN:XS00000000 CPR/RATE/ISIN:XS00000000 BOND/PRICE/ISIN:XS00000000 ISIN:XS0983610930 Autogenerated Config BOND/YIELD_SPREAD/ISIN:XS0983610930 RECOVERY_RATE/RATE/ISIN:XS0983610930 CPR/RATE/ISIN:XS0983610930 BOND/PRICE/ISIN:XS0983610930 ISIN:XS1876165819 Autogenerated Config BOND/YIELD_SPREAD/ISIN:XS1876165819 RECOVERY_RATE/RATE/ISIN:XS1876165819 CPR/RATE/ISIN:XS1876165819 BOND/PRICE/ISIN:XS1876165819 ISIN:XY1000000000 Autogenerated Config BOND/YIELD_SPREAD/ISIN:XY1000000000 RECOVERY_RATE/RATE/ISIN:XY1000000000 CPR/RATE/ISIN:XY1000000000 BOND/PRICE/ISIN:XY1000000000 SECURITY_1 Autogenerated Config BOND/YIELD_SPREAD/SECURITY_1 RECOVERY_RATE/RATE/SECURITY_1 CPR/RATE/SECURITY_1 BOND/PRICE/SECURITY_1 RED:2I65BYEG6 * * 0 weekends only Following Actual/365 (Fixed) true 2I65BYEG6 2024-09-20 CDS2015 true ICE:B ICE Brent Crude USD COMMODITY_FWD/PRICE/ICE:B/* A365 LinearFlat true NYMEX:A7Q NYMEX Mont Belvieu Natural Gasoline (OPIS) USD COMMODITY_FWD/PRICE/NYMEX:A7Q/* A365 LinearFlat true NYMEX:CL NYMEX WTI futures USD COMMODITY_FWD/PRICE/NYMEX:CL/* A365 LinearFlat true NYMEX:CSX Calendar month average NYMEX WTI USD COMMODITY_FWD/PRICE/NYMEX:CSX/* A365 LinearFlat true NYMEX:NG NYMEX Henry Hub Natural Gas Futures USD COMMODITY_FWD/PRICE/NYMEX:NG/* A365 LinearFlat true PM:XAUUSD Gold USD price curve USD COMMODITY/PRICE/PM:XAUUSD/USD COMMODITY_FWD/PRICE/PM:XAUUSD/USD/1W COMMODITY_FWD/PRICE/PM:XAUUSD/USD/1M COMMODITY_FWD/PRICE/PM:XAUUSD/USD/2M COMMODITY_FWD/PRICE/PM:XAUUSD/USD/3M COMMODITY_FWD/PRICE/PM:XAUUSD/USD/4M COMMODITY_FWD/PRICE/PM:XAUUSD/USD/5M COMMODITY_FWD/PRICE/PM:XAUUSD/USD/6M COMMODITY_FWD/PRICE/PM:XAUUSD/USD/7M COMMODITY_FWD/PRICE/PM:XAUUSD/USD/8M COMMODITY_FWD/PRICE/PM:XAUUSD/USD/9M COMMODITY_FWD/PRICE/PM:XAUUSD/USD/10M COMMODITY_FWD/PRICE/PM:XAUUSD/USD/11M COMMODITY_FWD/PRICE/PM:XAUUSD/USD/1Y COMMODITY_FWD/PRICE/PM:XAUUSD/USD/15M COMMODITY_FWD/PRICE/PM:XAUUSD/USD/18M COMMODITY_FWD/PRICE/PM:XAUUSD/USD/21M COMMODITY_FWD/PRICE/PM:XAUUSD/USD/2Y COMMODITY_FWD/PRICE/PM:XAUUSD/USD/3Y COMMODITY_FWD/PRICE/PM:XAUUSD/USD/4Y COMMODITY_FWD/PRICE/PM:XAUUSD/USD/5Y COMMODITY_FWD/PRICE/PM:XAUUSD/USD/6Y COMMODITY_FWD/PRICE/PM:XAUUSD/USD/7Y COMMODITY_FWD/PRICE/PM:XAUUSD/USD/8Y COMMODITY_FWD/PRICE/PM:XAUUSD/USD/9Y COMMODITY_FWD/PRICE/PM:XAUUSD/USD/10Y A365 Linear PM:XAUUSD true XLME:AH LME Aluminium USD COMMODITY_FWD/PRICE/XLME:AH/* A365 Linear true ICE:B ICE Brent Crude USD ImpliedVolatility Lognormal Fwd AtmDeltaNeutral Fwd 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45 c1, c2, c3, c4, c5, c6, c7, c8, c9, c10, c11, c12, c13, c14, c15, c16, c17, c18, c19, c20, c21, c22, c23, c24, c25, c26, c27 Linear Linear true Flat Flat true A365 US ICE:B 0 Commodity/USD/ICE:B Yield/USD/USD-FedFunds NYMEX:CL NYMEX WTI option surface USD ImpliedVolatility Lognormal Fwd AtmDeltaNeutral Fwd 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45 c1, c2, c3, c4, c5, c6, c7, c8, c9, c10, c11, c12, c13, c14, c15, c16, c17, c18, c19, c20, c21, c22, c23, c24, c25, c26, c27 Linear Linear true Flat Flat true A365 CME NYMEX:CL 1 Commodity/USD/NYMEX:CL Yield/USD/USD-FedFunds NYMEX:NG NYMEX NG option surface USD ImpliedVolatility Lognormal Fwd AtmDeltaNeutral Fwd 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45 0.10, 0.15, 0.20, 0.25, 0.30, 0.35, 0.40, 0.45 c1, c2, c3, c4, c5, c6, c7, c8, c9, c10, c11, c12, c13, c14, c15, c16, c17, c18, c19, c20, c21, c22, c23, c24, c25, c26, c27 Linear Linear true Flat Flat true A365 CME NYMEX:NG 1 Commodity/USD/NYMEX:NG Yield/USD/USD-FedFunds BondOptionVols-EUR Generic EUR log-normal yield volatilities EUR_GENERIC ATM Lognormal Flat Actual/365 (Fixed) TARGET Following 1M, 3M, 6M, 1Y, 2Y, 3Y, 4Y, 5Y, 7Y, 10Y, 15Y, 20Y, 25Y, 30Y 1Y, 2Y, 3Y, 4Y, 5Y, 7Y, 10Y, 15Y, 20Y, 25Y, 30Y COMM-NYMEX:CL&COMM-ICE:B Correlation curve for COMM-NYMEX:CL&COMM-ICE:B Generic COMM-NYMEX:CL COMM-ICE:B ATM RATE true Actual/365 (Fixed) weekends only Modified Following * EQ-RIC:.SPX&EQ-RIC:.NDX Correlation curve for EQ-RIC:.SPX&EQ-RIC:.NDX Generic EQ-RIC:.SPX EQ-RIC:.NDX ATM RATE true Actual/365 (Fixed) weekends only Modified Following * EQ-RIC:.STOXX50E&EQ-RIC:.SPX RIC:.STOXX50E vs RIC:.SPX historical correlation Generic EQ-RIC:.STOXX50E EQ-RIC:.SPX ATM RATE true Actual/365 (Fixed) weekends only Modified Following 3M, 6M, 1Y, 3Y, 5Y EUR-CMS-10Y&EUR-CMS-1Y EUR-EURIBOR-6M 10Y swap vs EUR-EURIBOR-6M 1Y swap historical correlation Generic EUR-CMS-10Y EUR-CMS-1Y Constant RATE true Actual/365 (Fixed) weekends only 1Y EUR-CMS-10Y&EUR-CMS-2Y EUR-EURIBOR-6M 10Y swap vs EUR-EURIBOR-6M 2Y swap historical correlation Generic EUR-CMS-10Y EUR-CMS-2Y Constant RATE true Actual/365 (Fixed) weekends only 1Y FX-GENERIC-EUR-CZK&FX-GENERIC-EUR-CHF Correlation curve for FX-GENERIC-EUR-CZK&FX-GENERIC-EUR-CHF Generic FX-GENERIC-EUR-CZK FX-GENERIC-EUR-CHF ATM RATE true Actual/365 (Fixed) weekends only Modified Following * FX-GENERIC-EUR-NOK&FX-GENERIC-EUR-CHF Correlation curve for FX-GENERIC-EUR-NOK&FX-GENERIC-EUR-CHF Generic FX-GENERIC-EUR-NOK FX-GENERIC-EUR-CHF ATM RATE true Actual/365 (Fixed) weekends only Modified Following * FX-GENERIC-EUR-NOK&FX-GENERIC-EUR-CZK Correlation curve for FX-GENERIC-EUR-NOK&FX-GENERIC-EUR-CZK Generic FX-GENERIC-EUR-NOK FX-GENERIC-EUR-CZK ATM RATE true Actual/365 (Fixed) weekends only Modified Following * FX-GENERIC-EUR-SEK&FX-GENERIC-EUR-CHF Correlation curve for FX-GENERIC-EUR-SEK&FX-GENERIC-EUR-CHF Generic FX-GENERIC-EUR-SEK FX-GENERIC-EUR-CHF ATM RATE true Actual/365 (Fixed) weekends only Modified Following * FX-GENERIC-EUR-SEK&FX-GENERIC-EUR-CZK Correlation curve for FX-GENERIC-EUR-SEK&FX-GENERIC-EUR-CZK Generic FX-GENERIC-EUR-SEK FX-GENERIC-EUR-CZK ATM RATE true Actual/365 (Fixed) weekends only Modified Following * FX-GENERIC-EUR-SEK&FX-GENERIC-EUR-NOK Correlation curve for FX-GENERIC-EUR-SEK&FX-GENERIC-EUR-NOK Generic FX-GENERIC-EUR-SEK FX-GENERIC-EUR-NOK ATM RATE true Actual/365 (Fixed) weekends only Modified Following * FX-GENERIC-EUR-USD&EQ-RIC:.SPX EURUSD vs RIC:.SPX historical correlation Generic FX-GENERIC-EUR-USD EQ-RIC:.SPX ATM RATE true Actual/365 (Fixed) weekends only Modified Following 3M, 6M, 1Y, 3Y, 5Y FX-GENERIC-EUR-USD&EQ-RIC:.STOXX50E EURUSD vs RIC:.STOXX50E historical correlation Generic FX-GENERIC-EUR-USD EQ-RIC:.STOXX50E ATM RATE true Actual/365 (Fixed) weekends only Modified Following 3M, 6M, 1Y, 3Y, 5Y FX-GENERIC-USD-CAD&FX-GENERIC-EUR-USD Correlation curve for FX-GENERIC-USD-CAD&FX-GENERIC-EUR-USD Generic FX-GENERIC-USD-CAD FX-GENERIC-EUR-USD ATM RATE true Actual/365 (Fixed) weekends only Modified Following * FX-GENERIC-USD-JPY&FX-GENERIC-EUR-USD USDJPY vs EURUSD historical correlation Generic FX-GENERIC-USD-JPY FX-GENERIC-EUR-USD Constant RATE true Actual/365 (Fixed) weekends only 1Y FX-GENERIC-USD-SEK&FX-GENERIC-EUR-USD Correlation curve for FX-GENERIC-USD-SEK&FX-GENERIC-EUR-USD Generic FX-GENERIC-USD-SEK FX-GENERIC-EUR-USD ATM RATE true Actual/365 (Fixed) weekends only Modified Following * FX-GENERIC-USD-SEK&FX-GENERIC-USD-CAD Correlation curve for FX-GENERIC-USD-SEK&FX-GENERIC-USD-CAD Generic FX-GENERIC-USD-SEK FX-GENERIC-USD-CAD ATM RATE true Actual/365 (Fixed) weekends only Modified Following * USD-CMS-30Y&USD-CMS-2Y USD-LIBOR-3M 30Y swap vs USD-LIBOR-3M 2Y swap historical correlation Generic USD-CMS-30Y USD-CMS-2Y Constant RATE true Actual/365 (Fixed) weekends only 1Y true true 1P, 5P, 10P, 15P, 20P, 25P, 30P, 35P, 40P, 45P, ATM, 45C, 40C, 35C, 30C, 25C, 20C, 15C, 10C, 5C, 1C 0.5, 0.59999999999999998, 0.69999999999999996, 0.80000000000000004, 0.84999999999999998, 0.90000000000000002, 0.94999999999999996, 0.95999999999999996, 0.96999999999999997, 0.97999999999999998, 0.98999999999999999, 1, 1.01, 1.02, 1.03, 1.04, 1.05, 1.1000000000000001, 1.1499999999999999, 1.2, 1.3, 1.3999999999999999, 1.5 1D, 1W, 2W, 1M, 2M, 3M, 6M, 9M, 1Y, 2Y, 3Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y true true 1P, 5P, 10P, 15P, 20P, 25P, 30P, 35P, 40P, 45P, ATM, 45C, 40C, 35C, 30C, 25C, 20C, 15C, 10C, 5C, 1C 0.5, 0.59999999999999998, 0.69999999999999996, 0.80000000000000004, 0.84999999999999998, 0.90000000000000002, 0.94999999999999996, 0.95999999999999996, 0.96999999999999997, 0.97999999999999998, 0.98999999999999999, 1, 1.01, 1.02, 1.03, 1.04, 1.05, 1.1000000000000001, 1.1499999999999999, 1.2, 1.3, 1.3999999999999999, 1.5 1D, 1W, 2W, 1M, 2M, 3M, 6M, 9M, 1Y, 2Y, 3Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y true false -0.02, -0.01, 0.0000000000000000, 0.01, 0.02, 0.029999999999999999, 0.040000000000000001, 0.050000000000000003, 0.059999999999999998, 0.070000000000000007, 0.080000000000000002, 0.089999999999999997, 0.10000000000000001 1M, 3M, 6M, 9M, 12M, 15M, 18M, 21M, 24M, 27M, 30M, 33M, 36M, 39M, 42M, 45M, 48M, 51M, 54M, 57M, 60M, 63M, 66M, 69M, 72M, 75M, 78M, 81M, 84M, 87M, 90M, 93M, 96M, 99M, 102M, 105M, 108M, 111M, 114M, 117M, 120M, 123M, 126M, 129M, 132M, 135M, 138M, 141M, 144M, 147M, 150M, 153M, 156M, 159M, 162M, 165M, 168M, 171M, 174M, 177M, 180M, 183M, 186M, 189M, 192M, 195M, 198M, 201M, 204M, 207M, 210M, 213M, 216M, 219M, 222M, 225M, 228M, 231M, 234M, 237M, 240M, 243M, 246M, 249M, 252M, 255M, 258M, 261M, 264M, 267M, 270M, 273M, 276M, 279M, 282M, 285M, 288M, 291M, 294M, 297M, 300M, 303M, 306M, 309M, 312M, 315M, 318M, 321M, 324M, 327M, 330M, 333M, 336M, 339M, 342M, 345M, 348M, 351M, 354M, 357M, 360M false true -0.02, -0.01, 0.0000000000000000, 0.01, 0.02, 0.029999999999999999, 0.040000000000000001, 0.050000000000000003, 0.059999999999999998, 0.070000000000000007, 0.080000000000000002, 0.089999999999999997, 0.10000000000000001 -0.02, -0.014999999999999999, -0.01, -0.0050000000000000001, 0.0000000000000000, 0.0050000000000000001, 0.01, 0.014999999999999999, 0.02, 0.029999999999999999 1M, 3M, 6M, 9M, 1Y, 2Y, 3Y, 4Y, 5Y, 7Y, 10Y, 15Y, 20Y, 25Y, 30Y 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 15Y, 20Y, 25Y, 30Y