curveglobal markets trading summary
TRANSCRIPT
CurveGlobal Markets
13/09/2021
Trading Summary
Volume SummaryPrevious Business Day
Products On BookVolume
Basis TradesVolume
BlockVolume
TotalVolume
OpenInterest *
OpenInterest *
TotalVolume
OIChange
Total VolumeChange
Long Term Interest Rate Derivatives 0 0 0
Bobl Future 0 0 0
Bund Future 0 0 0
Long Gilt Future 0 0 0
Schatz Future 0 0 0
Short Term Interest Rate Derivatives 41,130 5,000 46,130 432,830 433,397 33,191 -567 12,939
1M Three Month SONIA Future 5,574 5,574 28,666 28,409 3,311 257 2,263
1M Three Month Sterling Future 6,372 6,372 36,615 36,725 6,148 -110 224
3M One Month SONIA Future 0 0 0
One Month SONIA Future 0 0 0
Three Month Euribor Future 2,490 5,000 7,490 127,172 127,014 4,416 158 3,074
Three Month SONIA Future 11,269 11,269 56,780 56,003 6,486 777 4,783
Three Month Sterling Future 15,425 15,425 183,597 185,246 12,830 -1,649 2,595
Total 41,130 5,000 46,130 432,830 433,397 33,191 -567 12,939
1
CurveGlobal Markets
13/09/2021
Trading Summary
Long Term Interest Rate DerivativesSchatz FutureSchatz Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
SCH1Z 8 Dec 2021 112.2475 0 112.2475 0 0.0000 0
SCH2H 8 Mar 2022 112.3475 0 112.3475 0 0.0000 0
SCH2M 8 Jun 2022 112.6875 0 112.6875 0 0.0000 0
Total 0 0 0Bund FutureBund Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
BND1Z 8 Dec 2021 171.8000 0 171.8850 0 -0.0850 0
BND2H 8 Mar 2022 173.7250 0 173.8100 0 -0.0850 0
BND2M 8 Jun 2022 170.8700 0 170.9550 0 -0.0850 0
Total 0 0 0Bobl FutureBobl Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
BBL1Z 8 Dec 2021 135.4850 0 135.4850 0 0.0000 0
BBL2H 8 Mar 2022 135.1200 0 135.1200 0 0.0000 0
BBL2M 8 Jun 2022 135.0950 0 135.0950 0 0.0000 0
Total 0 0 0
Long Gilt FutureLong Gilt Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
GLT1U 28 Sep 2021 129.0200 0 129.0400 0 -0.0200 0
GLT1Z 29 Dec 2021 127.9850 0 128.0050 0 -0.0200 0
GLT2H 29 Mar 2022 127.0000 0 127.0150 0 -0.0150 0
Total 0 0 0
2
CurveGlobal Markets
13/09/2021
Trading Summary
Short Term Interest Rate DerivativesThree Month Euribor Future
3
CurveGlobal Markets
13/09/2021
Trading Summary
Three Month Euribor Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
EUI1U 13 Sep 2021 100.5440 100.5440 21,438 100.5450 420 21,437 -0.0010 1
EUI1V 18 Oct 2021 100.5450 0 100.5400 0 0.0050 0
EUI1X 15 Nov 2021 100.5400 0 100.5400 0 0.0000 0
EUI1Z 13 Dec 2021 100.5400 5,000 5,000 12,824 100.5400 12,824 0.0000 0
EUI2F 17 Jan 2022 100.5400 0 100.5400 0 0.0000 0
EUI2G 14 Feb 2022 100.5300 0 100.5300 0 0.0000 0
EUI2H 14 Mar 2022 100.5200 13,004 100.5200 399 13,004 0.0000 0
EUI2M 13 Jun 2022 100.5000 100.505 100.505 100.505 100.505 775 10,020 100.5050 101 9,919 -0.0050 101
EUI2U 19 Sep 2022 100.4800 100.485 100.485 100.485 100.485 875 10,549 100.4850 800 10,749 -0.0050 -200
EUI2Z 19 Dec 2022 100.4600 300 12,118 100.4650 12,118 -0.0050 0
EUI3H 13 Mar 2023 100.4350 300 5,805 100.4350 707 5,805 0.0000 0
EUI3M 19 Jun 2023 100.4050 100 12,046 100.4100 130 12,046 -0.0050 0
EUI3U 18 Sep 2023 100.3800 11,055 100.3800 11,055 0.0000 0
EUI3Z 18 Dec 2023 100.3500 6,140 100.3500 251 5,940 0.0000 200
EUI4H 18 Mar 2024 100.3200 7,024 100.3200 757 7,168 0.0000 -144
EUI4M 17 Jun 2024 100.2850 2,540 100.2900 651 2,540 -0.0050 0
EUI4U 16 Sep 2024 100.2550 673 100.2550 200 473 0.0000 200
EUI4Z 16 Dec 2024 100.2150 1,052 100.2150 1,052 0.0000 0
EUI5H 17 Mar 2025 100.1800 70 358 100.1800 358 0.0000 0
EUI5M 16 Jun 2025 100.1450 201 100.1500 201 -0.0050 0
EUI5U 15 Sep 2025 100.1100 70 92 100.1100 92 0.0000 0
EUI5Z 15 Dec 2025 100.0700 124 100.0700 124 0.0000 0
EUI6H 16 Mar 2026 100.0300 60 100.0300 60 0.0000 0
EUI6M 15 Jun 2026 99.9950 49 99.9950 49 0.0000 0
EUI6U 14 Sep 2026 99.9500 0 99.9600 0 -0.0100 0
EUI6Z 14 Dec 2026 99.9200 0 99.9200 0 0.0000 0
EUI7H 15 Mar 2027 99.8850 0 99.8850 0 0.0000 0
EUI7M 14 Jun 2027 99.8450 0 99.8550 0 -0.0100 0
EUI7U 13 Sep 2027 0 0
Total 7,490 5,000 127,172 4,416 127,014 158
Three Month Sterling Future
4
CurveGlobal Markets
13/09/2021
Trading Summary
Three Month Sterling Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
STL1U 15 Sep 2021 99.9400 99.936 99.935 99.936 99.935 1,314 39,294 99.9400 573 39,548 0.0000 -254
STL1V 20 Oct 2021 99.9300 0 99.9300 0 0.0000 0
STL1X 17 Nov 2021 99.9200 0 99.9150 0 0.0050 0
STL1Z 15 Dec 2021 99.8800 2,466 21,396 99.8850 1,769 22,147 -0.0050 -751
STL2H 16 Mar 2022 99.6750 99.680 99.680 99.680 99.680 2,874 10,890 99.6800 2,126 10,791 -0.0050 99
STL2M 15 Jun 2022 99.5800 99.575 99.575 99.575 99.575 1,708 10,163 99.5750 1,487 9,931 0.0050 232
STL2U 21 Sep 2022 99.5050 99.510 99.510 99.510 99.510 1,227 19,759 99.5100 1,044 19,759 -0.0050 0
STL2Z 21 Dec 2022 99.4500 99.460 99.450 99.460 99.450 1,753 33,950 99.4600 1,149 33,827 -0.0100 123
STL3H 15 Mar 2023 99.4000 99.415 99.415 99.415 99.415 1,633 5,113 99.4100 759 5,216 -0.0100 -103
STL3M 21 Jun 2023 99.3600 99.370 99.370 99.370 99.370 961 11,520 99.3700 555 11,598 -0.0100 -78
STL3U 20 Sep 2023 99.3100 335 7,540 99.3300 360 7,705 -0.0200 -165
STL3Z 20 Dec 2023 99.2750 283 7,173 99.2850 325 7,098 -0.0100 75
STL4H 20 Mar 2024 99.2550 345 7,815 99.2600 453 7,832 -0.0050 -17
STL4M 19 Jun 2024 99.2400 99.240 99.240 99.240 99.240 283 2,512 99.2450 909 2,713 -0.0050 -201
STL4U 18 Sep 2024 99.2200 99.215 99.215 99.215 99.215 182 1,654 99.2200 870 2,014 0.0000 -360
STL4Z 18 Dec 2024 99.1800 60 1,852 99.1900 383 2,099 -0.0100 -247
STL5H 19 Mar 2025 99.1600 99.160 99.160 99.160 99.160 1 963 99.1700 61 963 -0.0100 0
STL5M 18 Jun 2025 99.1400 953 99.1450 953 -0.0050 0
STL5U 17 Sep 2025 99.1150 372 99.1200 372 -0.0050 0
STL5Z 17 Dec 2025 99.0900 120 99.0900 4 122 0.0000 -2
STL6H 18 Mar 2026 99.0600 102 99.0600 3 102 0.0000 0
STL6M 17 Jun 2026 99.0400 96 99.0400 96 0.0000 0
STL6U 16 Sep 2026 99.0100 120 99.0100 120 0.0000 0
STL6Z 16 Dec 2026 98.9750 210 98.9750 210 0.0000 0
STL7H 17 Mar 2027 98.9450 30 98.9450 30 0.0000 0
STL7M 16 Jun 2027 98.9200 0 98.9250 0 -0.0050 0
Total 15,425 183,597 12,830 185,246 -1,649Three Month SONIA Future
5
CurveGlobal Markets
13/09/2021
Trading Summary
Three Month SONIA Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
SON1M 15 Sep 2021 99.9550 3,150 99.9550 3,150 0.0000 0
SON1N 20 Oct 2021 99.9500 0 99.9500 0 0.0000 0
SON1Q 17 Nov 2021 99.9500 0 99.9500 0 0.0000 0
SON1U 15 Dec 2021 99.9500 99.950 99.945 99.950 99.945 530 2,948 99.9450 78 2,958 0.0050 -10
SON1V 19 Jan 2022 99.9400 0 99.9350 0 0.0050 0
SON1X 16 Feb 2022 99.9250 0 99.9250 0 0.0000 0
SON1Z 16 Mar 2022 99.8950 99.900 99.900 99.900 99.900 1,266 6,469 99.9000 286 6,433 -0.0050 36
SON2H 15 Jun 2022 99.8000 99.800 99.800 99.800 99.800 2,022 6,413 99.8000 539 6,360 0.0000 53
SON2M 21 Sep 2022 99.6950 99.695 99.695 99.695 99.695 1,811 4,629 99.7000 531 4,550 -0.0050 79
SON2U 21 Dec 2022 99.6250 99.625 99.625 99.625 99.625 1,401 10,035 99.6300 470 9,936 -0.0050 99
SON2Z 15 Mar 2023 99.5750 99.575 99.575 99.580 99.575 981 3,174 99.5800 206 3,109 -0.0050 65
SON3H 21 Jun 2023 99.5250 99.525 99.525 99.535 99.525 577 1,684 99.5300 209 1,681 -0.0050 3
SON3M 20 Sep 2023 99.4800 99.480 99.480 99.490 99.480 339 5,117 99.4900 181 5,046 -0.0100 71
SON3U 20 Dec 2023 99.4400 99.440 99.435 99.440 99.435 267 2,434 99.4450 167 2,443 -0.0050 -9
SON3Z 20 Mar 2024 99.4000 99.400 99.400 99.400 99.395 297 3,877 99.4100 289 3,814 -0.0100 63
SON4H 19 Jun 2024 99.3800 99.380 99.380 99.380 99.380 426 1,706 99.3900 735 1,581 -0.0100 125
SON4M 18 Sep 2024 99.3600 99.360 99.360 99.360 99.360 598 1,534 99.3650 1,284 1,537 -0.0050 -3
SON4U 18 Dec 2024 99.3400 562 1,404 99.3450 1,118 1,260 -0.0050 144
SON4Z 19 Mar 2025 99.2950 192 953 99.3050 386 889 -0.0100 64
SON5H 18 Jun 2025 99.2800 578 99.2850 3 581 -0.0050 -3
SON5M 17 Sep 2025 99.2600 325 99.2650 325 -0.0050 0
SON5U 17 Dec 2025 99.2350 108 99.2400 108 -0.0050 0
SON5Z 18 Mar 2026 99.2100 43 99.2050 4 43 0.0050 0
SON6H 17 Jun 2026 99.1800 34 99.1900 34 -0.0100 0
SON6M 16 Sep 2026 99.1600 48 99.1600 48 0.0000 0
SON6U 16 Dec 2026 99.1300 66 99.1300 66 0.0000 0
SON6Z 17 Mar 2027 99.0950 20 99.0950 20 0.0000 0
SON7H 16 Jun 2027 99.0650 31 99.0650 31 0.0000 0
SON7M 15 Sep 2027 99.0400 0 99.0450 0 -0.0050 0
Total 11,269 56,780 6,486 56,003 777One Month SONIA Future
6
CurveGlobal Markets
13/09/2021
Trading Summary
One Month SONIA Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
OSN1Q 15 Sep 2021 99.9500 0 99.9500 0 0.0000 0
OSN1U 20 Oct 2021 99.9500 0 99.9500 0 0.0000 0
OSN1V 17 Nov 2021 99.9450 0 99.9450 0 0.0000 0
OSN1X 15 Dec 2021 99.9450 0 99.9400 0 0.0050 0
OSN1Z 19 Jan 2022 99.9300 0 99.9300 0 0.0000 0
OSN2F 16 Feb 2022 99.9000 0 99.9050 0 -0.0050 0
OSN2G 16 Mar 2022 99.8500 0 99.8550 0 -0.0050 0
OSN2H 20 Apr 2022 99.8300 0 99.8350 0 -0.0050 0
OSN2J 18 May 2022 99.8050 0 99.8100 0 -0.0050 0
OSN2K 15 Jun 2022 99.7550 0 99.7550 0 0.0000 0
OSN2M 20 Jul 2022 99.7250 0 99.7350 0 -0.0100 0
OSN2N 17 Aug 2022 99.7100 0 99.7050 0 0.0050 0
OSN2Q 21 Sep 2022 99.6450 0 99.6500 0 -0.0050 0
Total 0 0 03M One Month SONIA Future
7
CurveGlobal Markets
13/09/2021
Trading Summary
3M One Month SONIA Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
OSA1Q 15 Sep 2021 99.9500 0 99.9500 0 0.0000 0
OSA1U 20 Oct 2021 99.9500 0 99.9500 0 0.0000 0
OSA1V 17 Nov 2021 99.9450 0 99.9450 0 0.0000 0
OSA1X 15 Dec 2021 99.9450 0 99.9400 0 0.0050 0
OSA1Z 19 Jan 2022 99.9300 0 99.9300 0 0.0000 0
OSA2F 16 Feb 2022 99.9000 0 99.9050 0 -0.0050 0
OSA2G 16 Mar 2022 99.8500 0 99.8550 0 -0.0050 0
OSA2H 20 Apr 2022 99.8300 0 99.8350 0 -0.0050 0
OSA2J 18 May 2022 99.8050 0 99.8100 0 -0.0050 0
OSA2K 15 Jun 2022 99.7550 0 99.7550 0 0.0000 0
OSA2M 20 Jul 2022 99.7250 0 99.7350 0 -0.0100 0
OSA2N 17 Aug 2022 99.7100 0 99.7050 0 0.0050 0
OSA2Q 21 Sep 2022 99.6450 0 99.6500 0 -0.0050 0
Total 0 0 01M Three Month Sterling Future
8
CurveGlobal Markets
13/09/2021
Trading Summary
1M Three Month Sterling Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
STG1U 15 Sep 2021 99.9400 99.936 99.935 99.936 99.935 425 1,278 99.9400 281 1,405 0.0000 -127
STG1V 20 Oct 2021 99.9300 0 99.9300 0 0.0000 0
STG1X 17 Nov 2021 99.9200 0 99.9150 0 0.0050 0
STG1Z 15 Dec 2021 99.8800 1,125 2,845 99.8850 868 3,221 -0.0050 -376
STG2H 16 Mar 2022 99.6750 99.680 99.680 99.680 99.680 1,261 1,578 99.6800 1,039 1,552 -0.0050 26
STG2M 15 Jun 2022 99.5800 777 3,058 99.5750 730 3,058 0.0050 0
STG2U 21 Sep 2022 99.5050 602 2,073 99.5100 616 1,858 -0.0050 215
STG2Z 21 Dec 2022 99.4500 99.455 99.455 99.455 99.455 693 2,666 99.4600 520 2,642 -0.0100 24
STG3H 15 Mar 2023 99.4000 539 3,839 99.4100 308 3,839 -0.0100 0
STG3M 21 Jun 2023 99.3600 99.360 99.360 99.360 99.360 319 2,767 99.3700 283 2,951 -0.0100 -184
STG3U 20 Sep 2023 99.3100 142 3,658 99.3300 231 3,808 -0.0200 -150
STG3Z 20 Dec 2023 99.2750 99.275 99.275 99.275 99.275 204 4,026 99.2850 132 4,023 -0.0100 3
STG4H 20 Mar 2024 99.2550 192 4,969 99.2600 167 4,894 -0.0050 75
STG4M 19 Jun 2024 99.2400 99.240 99.245 99.245 99.240 79 1,622 99.2450 386 1,457 -0.0050 165
STG4U 18 Sep 2024 99.2200 6 952 99.2200 376 939 0.0000 13
STG4Z 18 Dec 2024 99.1800 6 704 99.1900 177 528 -0.0100 176
STG5H 19 Mar 2025 99.1600 2 299 99.1700 30 269 -0.0100 30
STG5M 18 Jun 2025 99.1400 62 99.1450 62 -0.0050 0
STG5U 17 Sep 2025 99.1150 44 99.1200 44 -0.0050 0
STG5Z 17 Dec 2025 99.0900 72 99.0900 4 72 0.0000 0
STG6H 18 Mar 2026 99.0600 12 99.0600 12 0.0000 0
STG6M 17 Jun 2026 99.0400 6 99.0400 6 0.0000 0
STG6U 16 Sep 2026 99.0100 0 99.0100 0 0.0000 0
STG6Z 16 Dec 2026 98.9750 75 98.9750 75 0.0000 0
STG7H 17 Mar 2027 98.9450 10 98.9450 10 0.0000 0
STG7M 16 Jun 2027 98.9200 0 98.9250 0 -0.0050 0
Total 6,372 36,615 6,148 36,725 -1101M Three Month SONIA Future
9
CurveGlobal Markets
13/09/2021
Trading Summary
1M Three Month SONIA Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
SNA1M 15 Sep 2021 99.9550 562 99.9550 562 0.0000 0
SNA1N 20 Oct 2021 99.9500 0 99.9500 0 0.0000 0
SNA1Q 17 Nov 2021 99.9500 0 99.9500 0 0.0000 0
SNA1U 15 Dec 2021 99.9500 99.950 99.945 99.950 99.945 241 1,090 99.9450 114 1,095 0.0050 -5
SNA1V 19 Jan 2022 99.9400 0 99.9350 0 0.0050 0
SNA1X 16 Feb 2022 99.9250 0 99.9250 0 0.0000 0
SNA1Z 16 Mar 2022 99.8950 99.900 99.900 99.900 99.900 661 3,059 99.9000 334 3,072 -0.0050 -13
SNA2H 15 Jun 2022 99.8000 99.800 99.796 99.800 99.795 959 6,347 99.8000 429 6,347 0.0000 0
SNA2M 21 Sep 2022 99.6950 99.700 99.695 99.700 99.690 756 2,930 99.7000 310 2,848 -0.0050 82
SNA2U 21 Dec 2022 99.6250 99.620 99.620 99.625 99.620 428 2,545 99.6300 341 2,432 -0.0050 113
SNA2Z 15 Mar 2023 99.5750 99.580 99.575 99.580 99.575 189 1,752 99.5800 116 1,761 -0.0050 -9
SNA3H 21 Jun 2023 99.5250 99.525 99.525 99.535 99.525 424 577 99.5300 82 577 -0.0050 0
SNA3M 20 Sep 2023 99.4800 99.485 99.480 99.490 99.480 151 1,317 99.4900 54 1,316 -0.0100 1
SNA3U 20 Dec 2023 99.4400 99.440 99.440 99.445 99.440 354 1,666 99.4450 110 1,614 -0.0050 52
SNA3Z 20 Mar 2024 99.4000 99.400 99.400 99.400 99.400 316 1,885 99.4100 251 1,922 -0.0100 -37
SNA4H 19 Jun 2024 99.3800 99.380 99.380 99.385 99.380 94 1,171 99.3900 303 1,120 -0.0100 51
SNA4M 18 Sep 2024 99.3600 99.360 99.360 99.360 99.360 277 1,658 99.3650 384 1,652 -0.0050 6
SNA4U 18 Dec 2024 99.3400 99.340 99.340 99.340 99.340 484 953 99.3450 334 947 -0.0050 6
SNA4Z 19 Mar 2025 99.2950 99.305 99.305 99.305 99.305 238 640 99.3050 129 630 -0.0100 10
SNA5H 18 Jun 2025 99.2800 99.285 99.285 99.285 99.285 2 370 99.2850 20 370 -0.0050 0
SNA5M 17 Sep 2025 99.2600 86 99.2650 86 -0.0050 0
SNA5U 17 Dec 2025 99.2350 10 99.2400 10 -0.0050 0
SNA5Z 18 Mar 2026 99.2100 6 99.2050 6 0.0050 0
SNA6H 17 Jun 2026 99.1800 0 99.1900 0 -0.0100 0
SNA6M 16 Sep 2026 99.1600 7 99.1600 7 0.0000 0
SNA6U 16 Dec 2026 99.1300 6 99.1300 6 0.0000 0
SNA6Z 17 Mar 2027 99.0950 20 99.0950 20 0.0000 0
SNA7H 16 Jun 2027 99.0650 9 99.0650 9 0.0000 0
SNA7M 15 Sep 2027 99.0400 0 99.0450 0 -0.0050 0
Total 5,574 28,666 3,311 28,409 257
* Please note that Open Interest statistics are reported with one day lag.10
CurveGlobal Markets
13/09/2021
Trading Summary
This report is for information only. London Stock Exchange Group has made reasonable efforts to ensure that the information contained in this report is correct at the time of printing, but shall not be liable for any decisions made in reliance on it. It doesnot constitute investment advice, nor is it intended to constitute an invitation or inducement to engage in any investment activity.
* Please note that Open Interest statistics are reported with one day lag.
11
CurveGlobal Markets
13/09/2021
Trading Summary
Strategy Instruments
Three Month Sterling Future Strategy PaStrategy Type Instrument Expiration Date Quantity Traded
Pack STL_PACK_AHRI00 21/09/2022 2
6
CurveGlobal Markets
13/09/2021
Trading Summary
Three Month Sterling Future StrategyStrategy Type Instrument Expiration Date Quantity Traded
Butterfly STL_FC_A5R0J0 21/12/2022 8
Calendar Spread STL+1Z-2H 15/12/2021 150
Calendar Spread STL+2H-2M 16/03/2022 75
Calendar Spread STL+3M-3U 21/06/2023 75
Calendar Spread STL+2M-2Z 15/06/2022 40
Calendar Spread STL+2U-3M 21/09/2022 24
Calendar Spread STL+2H-3H 16/03/2022 23
Calendar Spread STL+2Z-3M 21/12/2022 18
Calendar Spread STL+2H-2Z 16/03/2022 2
Calendar Spread STL+2U-3U 21/09/2022 1
Pack STL+11U-31Z+32H-12M 15/09/2021 752
Pack STL+12U-32Z+33H-13M 21/09/2022 339
Pack STL+12H-32M+32U-12Z 16/03/2022 187
Pack STL+12Z-33H+33M-13U 21/12/2022 165
Pack STL+13U-33Z+34H-14M 20/09/2023 94
Pack STL+12M-32U+32Z-13H 15/06/2022 80
Pack STL+11Z-32H+32M-12U 15/12/2021 60
Pack STL+14H-34M+34U-14Z 20/03/2024 60
Pack STL+13Z-34H+34M-14U 20/12/2023 1
7
CurveGlobal Markets
13/09/2021
Trading Summary
Three Month Sonia Future Strategy PackStrategy Type Instrument Expiration Date Quantity Traded
Pack SON_PACK_AJRF00 15/12/2021 2
Pack SON_PACK_AJRJ00 21/12/2022 2
Three Month SONIA Future StrategyStrategy Type Instrument Expiration Date Quantity Traded
Butterfly SON_FC_AFRND0 18/09/2024 40
Butterfly SON_FC_AFRUC0 19/06/2024 20
Butterfly SON_FC_AFRA80 20/09/2023 4
Calendar Spread SON+3U-3Z 20/12/2023 106
Calendar Spread SON+3Z-4H 20/03/2024 50
Calendar Spread SON+3H-4H 21/06/2023 41
Calendar Spread SON+3M-3U 20/09/2023 11
Calendar Spread SON+3H-3M 21/06/2023 1
Pack SON+11U-31Z+32H-12M 15/12/2021 344
Pack SON+11Z-32H+32M-12U 16/03/2022 232
Pack SON+12M-32U+32Z-13H 21/09/2022 209
Pack SON+12H-32M+32U-12Z 15/06/2022 180
Pack SON+14H-34M+34U-14Z 19/06/2024 152
Pack SON+12Z-33H+33M-13U 15/03/2023 72
Pack SON+13U-33Z+34H-14M 20/12/2023 41
Pack SON+13Z-34H+34M-14U 20/03/2024 6
8
CurveGlobal Markets
13/09/2021
Trading Summary
Three Month Euribor Future StrategyStrategy Type Instrument Expiration Date Quantity Traded
Calendar Spread EUI+2M-2U 13/06/2022 775
Calendar Spread EUI+5H-5U 17/03/2025 70
Pack EUI+12U-32Z+33H-13M 19/09/2022 100
Inter Commodity Spread FuturesStrategy Type Instrument Expiration Date Quantity Traded
Inter Commodity Spread SON-STL_2M 15/06/2022 20
Inter Commodity Spread SON-STL_1U 15/09/2021 2
This report is for information only. London Stock Exchange Group has made reasonable efforts to ensure that the information contained in this report is correct at the time of printing, but shall not be liable for any decisions made in reliance on it. It doesnot constitute investment advice, nor is it intended to constitute an invitation or inducement to engage in any investment activity.
9