Execution Time,Short Name,Instrument ID,Bloomberg Code,Quantity (Contracts),Notional ($),Fixed Rate,Effective Date,Cashflow Alignment Date,Maturity Date,NPV/cont,Par Rate Eqvlnt,Futures Price,Spread Price,Basket Price,Trade Type,Spread ID
2024-05-10 14:30:08 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,10,"1,000,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-2,207",4.248,97.8000,"","",CLOB,
2024-05-10 14:08:00 EDT,4Y Jun 2024-2028 SOFR,YIDM24,YIDM24,9,"900,000",3.750,06/20/2024,06/20/2028,06/22/2028,"-2,120",4.337,97.8900,"","",Block,
2024-05-10 14:08:00 EDT,3Y Jun 2024-2027 SOFR,YICM24,YICM24,10,"1,000,000",4.000,06/20/2024,06/20/2027,06/23/2027,"-1,329",4.481,98.6700,"","",Block,
2024-05-10 14:08:00 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,23,"2,300,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-2,207",4.248,97.8000,"","",Block,
2024-05-10 14:08:00 EDT,2Y Jun 2024-2026 SOFR,YITM24,YITM24,5,"500,000",4.000,06/20/2024,06/20/2026,06/24/2026,"-1,331",4.708,98.6750,"","",Block,
2024-05-10 14:08:00 EDT,1Y Jun 2024-2025 SOFR,YIAM24,YIAM24,36,"3,600,000",4.500,06/20/2024,06/20/2025,06/24/2025,-566,5.091,99.4350,"","",Block,
2024-05-10 14:08:00 EDT,7Y Jun 2024-2031 SOFR,YIBM24,YIBM24,85,"8,500,000",3.750,06/20/2024,06/20/2031,06/24/2031,"-2,465",4.163,97.5400,"","",Block,
2024-05-10 11:31:06 EDT,2Y Jun 2024-2026 SOFR,YITM24,YITM24,250,"25,000,000",4.000,06/20/2024,06/20/2026,06/24/2026,"-1,314",4.698,98.6925,"","",CLOB,
2024-05-10 10:43:27 EDT,"",YIWFVM4,"",50,"5,000,000","","","","",-5,"",-0.0050,"","",CLOB Strategy,
2024-05-10 10:43:27 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,50,"5,000,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-2,167",4.239,97.8400,"","",CLOB,
2024-05-10 09:57:59 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,175,"17,500,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-2,107",4.226,97.9000,"","",Block,
2024-05-10 09:57:56 EDT,3Y Jun 2024-2027 SOFR,YICM24,YICM24,145,"14,500,000",4.000,06/20/2024,06/20/2027,06/23/2027,"-1,259",4.456,98.7400,"","",Block,
2024-05-10 09:57:21 EDT,2Y Jun 2024-2026 SOFR,YITM24,YITM24,430,"43,000,000",4.000,06/20/2024,06/20/2026,06/24/2026,"-1,281",4.681,98.7250,"","",Block,
2024-05-10 09:17:05 EDT,2Y Jun 2024-2026 SOFR,YITM24,YITM24,250,"25,000,000",4.000,06/20/2024,06/20/2026,06/24/2026,"-1,279",4.680,98.7275,"","",CLOB,
2024-05-10 09:11:19 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,67,"6,700,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-2,107",4.226,97.9000,"","",CLOB,
2024-05-10 09:07:37 EDT,2Y Jun 2024-2026 SOFR,YITM24,YITM24,250,"25,000,000",4.000,06/20/2024,06/20/2026,06/24/2026,"-1,276",4.679,98.7300,"","",CLOB,
2024-05-10 08:51:56 EDT,10Y Jun 2024-2034 SOFR,YIYM24,YIYM24,500,"50,000,000",3.750,06/20/2024,06/20/2034,06/22/2034,"-2,827",4.100,97.1800,"","",Block,
2024-05-10 06:27:50 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,24,"2,400,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-1,967","",98.0400,"","",CLOB,
2024-05-09 15:56:19 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,12,"1,200,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-1,997",4.201,98.0100,"","",CLOB,
2024-05-09 15:51:54 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,40,"4,000,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-1,977",4.197,98.0300,"","",Block,
2024-05-09 15:51:54 EDT,7Y Jun 2024-2031 SOFR,YIBM24,YIBM24,151,"15,100,000",3.750,06/20/2024,06/20/2031,06/24/2031,"-2,125",4.106,97.8800,"","",Block,
2024-05-09 15:51:54 EDT,3Y Jun 2024-2027 SOFR,YICM24,YICM24,17,"1,700,000",4.000,06/20/2024,06/20/2027,06/23/2027,"-1,179",4.427,98.8200,"","",Block,
2024-05-09 15:51:54 EDT,4Y Jun 2024-2028 SOFR,YIDM24,YIDM24,16,"1,600,000",3.750,06/20/2024,06/20/2028,06/22/2028,"-1,930",4.285,98.0800,"","",Block,
2024-05-09 15:51:54 EDT,2Y Jun 2024-2026 SOFR,YITM24,YITM24,9,"900,000",4.000,06/20/2024,06/20/2026,06/24/2026,"-1,231",4.655,98.7750,"","",Block,
2024-05-09 15:51:54 EDT,1Y Jun 2024-2025 SOFR,YIAM24,YIAM24,66,"6,600,000",4.500,06/20/2024,06/20/2025,06/24/2025,-524,5.047,99.4775,"","",Block,
2024-05-09 15:31:40 EDT,"",YIWFVM4,"",50,"5,000,000","","","","",-35,"",-0.0350,"","",CLOB Strategy,
2024-05-09 15:31:40 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,50,"5,000,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-1,987",4.199,98.0200,"","",CLOB,
2024-05-09 15:31:34 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,50,"5,000,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-1,987",4.199,98.0200,"","",CLOB,
2024-05-09 15:31:34 EDT,"",YIWFVM4,"",50,"5,000,000","","","","",-35,"",-0.0350,"","",CLOB Strategy,
2024-05-09 14:27:07 EDT,10Y Sep 2024-2034 SOFR,YIYU24,YIYU24,500,"50,000,000",3.750,09/18/2024,09/18/2034,09/20/2034,0,3.750,0.0000,"","",CLOB,
2024-05-09 13:52:26 EDT,10Y Jun 2024-2034 SOFR,YIYM24,YIYM24,500,"50,000,000",3.750,06/20/2024,06/20/2034,06/22/2034,"-2,586",4.071,97.4200,"","",Block,
2024-05-09 13:27:16 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,50,"5,000,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-1,977",4.197,98.0300,"","",Block,
2024-05-09 13:27:16 EDT,10Y Jun 2024-2034 SOFR,YIYM24,YIYM24,65,"6,500,000",3.750,06/20/2024,06/20/2034,06/22/2034,"-2,566",4.068,97.4400,"","",Block,
2024-05-09 11:40:50 EDT,"",YIWFVM4,"",50,"5,000,000","","","","",-40,"",-0.0400,"","",CLOB Strategy,
2024-05-09 11:40:50 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,50,"5,000,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-2,057",4.215,97.9500,"","",CLOB,
2024-05-09 11:22:58 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,162,"16,200,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-2,087",4.222,97.9200,"","",Block,
2024-05-09 11:15:57 EDT,10Y Jun 2024-2034 SOFR,YIYM24,YIYM24,5,"500,000",3.750,06/20/2024,06/20/2034,06/22/2034,"-2,786",4.096,97.2200,"","",CLOB,
2024-05-09 11:00:37 EDT,10Y Jun 2024-2034 SOFR,YIYM24,YIYM24,125,"12,500,000",3.750,06/20/2024,06/20/2034,06/22/2034,"-2,786",4.096,97.2200,"","",Block,
2024-05-09 09:00:25 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,72,"7,200,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-2,107",4.226,97.9000,"","",CLOB,
2024-05-09 06:24:20 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,14,"1,400,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-2,207","",97.8000,"","",CLOB,
2024-05-08 18:24:58 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,10,"1,000,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-2,127","",97.8800,"","",CLOB,
2024-05-08 14:23:38 EDT,2Y Jun 2024-2026 SOFR,YITM24,YITM24,2,"200,000",4.000,06/20/2024,06/20/2026,06/24/2026,"-1,263",4.672,98.7425,"","",CLOB,
2024-05-08 14:23:38 EDT,"",YITTUM4,"",1,"100,000","","","","",-12,"",-0.0125,"","",CLOB Strategy,
2024-05-08 14:19:04 EDT,3Y Jun 2024-2027 SOFR,YICM24,YICM24,14,"1,400,000",4.000,06/20/2024,06/20/2027,06/23/2027,"-1,243",4.450,98.7550,"","",Block,
2024-05-08 14:19:04 EDT,1Y Jun 2024-2025 SOFR,YIAM24,YIAM24,8,"800,000",4.500,06/20/2024,06/20/2025,06/24/2025,-546,5.071,99.4550,"","",Block,
2024-05-08 14:19:04 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,33,"3,300,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-2,087",4.221,97.9200,"","",Block,
2024-05-08 14:19:04 EDT,4Y Jun 2024-2028 SOFR,YIDM24,YIDM24,12,"1,200,000",3.750,06/20/2024,06/20/2028,06/22/2028,"-2,019",4.309,97.9900,"","",Block,
2024-05-08 14:19:04 EDT,2Y Jun 2024-2026 SOFR,YITM24,YITM24,7,"700,000",4.000,06/20/2024,06/20/2026,06/24/2026,"-1,271",4.676,98.7350,"","",Block,
2024-05-08 14:19:04 EDT,7Y Jun 2024-2031 SOFR,YIBM24,YIBM24,118,"11,800,000",3.750,06/20/2024,06/20/2031,06/24/2031,"-2,344",4.143,97.6600,"","",Block,
2024-05-08 12:00:35 EDT,10Y Sep 2024-2034 SOFR,YIYU24,YIYU24,300,"30,000,000",3.750,09/18/2024,09/18/2034,09/20/2034,0,3.750,0.0000,"","",CLOB,
2024-05-08 12:00:23 EDT,10Y Sep 2024-2034 SOFR,YIYU24,YIYU24,300,"30,000,000",3.750,09/18/2024,09/18/2034,09/20/2034,0,3.750,0.0000,"","",CLOB,
2024-05-08 11:00:00 EDT,10Y Jun 2024-2034 SOFR,YIYM24,YIYM24,600,"60,000,000",3.750,06/20/2024,06/20/2034,06/22/2034,"-2,666",4.080,97.3400,"","",Block,
2024-05-08 10:09:14 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,92,"9,200,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-2,047",4.212,97.9600,"","",CLOB,
2024-05-08 05:53:09 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,19,"1,900,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-2,057","",97.9500,"","",CLOB,
2024-05-07 15:57:04 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,92,"9,200,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-1,926",4.185,98.0800,"","",CLOB,
2024-05-07 15:44:12 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,50,"5,000,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-1,966",4.194,98.0400,"","",CLOB,
2024-05-07 14:51:31 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,"1,500","150,000,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-1,936",4.187,98.0700,"","",Block,
2024-05-07 14:50:25 EDT,10Y Jun 2024-2034 SOFR,YIYM24,YIYM24,"2,000","200,000,000",3.750,06/20/2024,06/20/2034,06/22/2034,"-2,485",4.058,97.5200,"","",Block,
2024-05-07 13:34:16 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,686,"68,600,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-1,846",4.167,98.1600,"","",Block,
2024-05-07 10:26:47 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,49,"4,900,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-1,876",4.174,98.1300,"","",CLOB,
2024-05-07 09:54:12 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,56,"5,600,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-1,886",4.176,98.1200,"","",CLOB,
2024-05-07 08:09:57 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,19,"1,900,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-1,996",NaN,98.0100,"","",CLOB,
2024-05-06 15:56:59 EDT,2Y Jun 2024-2026 SOFR,YITM24,YITM24,10,"1,000,000",4.000,06/20/2024,06/20/2026,06/24/2026,"-1,248",4.664,98.7575,"","",CLOB,
2024-05-06 15:42:26 EDT,2Y Jun 2024-2026 SOFR,YITM24,YITM24,250,"25,000,000",4.000,06/20/2024,06/20/2026,06/24/2026,"-1,246",4.662,98.7600,"","",CLOB,
2024-05-06 15:41:37 EDT,2Y Jun 2024-2026 SOFR,YITM24,YITM24,250,"25,000,000",4.000,06/20/2024,06/20/2026,06/24/2026,"-1,246",4.662,98.7600,"","",CLOB,
2024-05-06 15:28:59 EDT,2Y Jun 2024-2026 SOFR,YITM24,YITM24,250,"25,000,000",4.000,06/20/2024,06/20/2026,06/24/2026,"-1,248",4.664,98.7575,"","",CLOB,
2024-05-06 14:45:58 EDT,10Y Jun 2024-2034 SOFR,YIYM24,YIYM24,10,"1,000,000",3.750,06/20/2024,06/20/2034,06/22/2034,"-2,745",4.090,97.2600,"","",CLOB,
2024-05-06 14:21:32 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,7,"700,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-1,996",4.201,98.0100,"","",CLOB,
2024-05-06 13:15:43 EDT,2Y Jun 2024-2026 SOFR,YITM24,YITM24,250,"25,000,000",4.000,06/20/2024,06/20/2026,06/24/2026,"-1,216",4.646,98.7900,"","",CLOB,
2024-05-06 10:56:39 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,450,"45,000,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-2,036",4.210,97.9700,"","",Block,
2024-05-06 10:22:58 EDT,10Y Jun 2024-2034 SOFR,YIYM24,YIYM24,8,"800,000",3.750,06/20/2024,06/20/2034,06/22/2034,"-2,825",4.100,97.1800,"","",CLOB,
2024-05-06 10:20:45 EDT,10Y Jun 2024-2034 SOFR,YIYM24,YIYM24,10,"1,000,000",3.750,06/20/2024,06/20/2034,06/22/2034,"-2,845",4.102,97.1600,"","",CLOB,
2024-05-06 09:40:04 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,83,"8,300,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-2,026",4.207,97.9800,"","",CLOB,
2024-05-06 05:56:34 EDT,5Y Jun 2024-2029 SOFR,YIWM24,YIWM24,28,"2,800,000",3.750,06/20/2024,06/20/2029,06/22/2029,"-1,926","",98.0800,"","",CLOB,