Valuation Date,Symbology,Ticker,Field Name,Value
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2016-06-06,OG-Ticker,USD-OIS-3M,MarketValue,0.0039
2016-06-06,OG-Ticker,USD-OIS-6M,MarketValue,0.0042
2016-06-06,OG-Ticker,USD-OIS-1Y,MarketValue,0.0053
2016-06-06,OG-Ticker,USD-OIS-2Y,MarketValue,0.0065
2016-06-06,OG-Ticker,USD-OIS-3Y,MarketValue,0.0074
2016-06-06,OG-Ticker,USD-OIS-5Y,MarketValue,0.0091
2016-06-06,OG-Ticker,USD-OIS-10Y,MarketValue,0.0128
2016-06-06,OG-Ticker,USD-OIS-15Y,MarketValue,0.0206
2016-06-06,OG-Ticker,USD-OIS-20Y,MarketValue,0.0218
2016-06-06,OG-Ticker,USD-OIS-30Y,MarketValue,0.0226
2016-06-06,OG-Ticker,USD-Fixing-3M,MarketValue,0.006172
2016-06-06,OG-Ticker,USD-IRS3M-6M,MarketValue,0.0059
2016-06-06,OG-Ticker,USD-IRS3M-1Y,MarketValue,0.0072
2016-06-06,OG-Ticker,USD-IRS3M-2Y,MarketValue,0.0099
2016-06-06,OG-Ticker,USD-IRS3M-3Y,MarketValue,0.0122
2016-06-06,OG-Ticker,USD-IRS3M-5Y,MarketValue,0.0155
2016-06-06,OG-Ticker,USD-IRS3M-10Y,MarketValue,0.0208
2016-06-06,OG-Ticker,USD-IRS3M-15Y,MarketValue,0.0233
2016-06-06,OG-Ticker,USD-IRS3M-20Y,MarketValue,0.0245
2016-06-06,OG-Ticker,USD-IRS3M-30Y,MarketValue,0.026
2016-06-06,OG-Ticker,USD-Fixing-6M,MarketValue,0.007465
2016-06-06,OG-Ticker,USD-IRS6M-1Y,MarketValue,0.0088
2016-06-06,OG-Ticker,USD-IRS6M-2Y,MarketValue,0.0113
2016-06-06,OG-Ticker,USD-IRS6M-3Y,MarketValue,0.0135
2016-06-06,OG-Ticker,USD-IRS6M-5Y,MarketValue,0.0167
2016-06-06,OG-Ticker,USD-IRS6M-10Y,MarketValue,0.022
2016-06-06,OG-Ticker,USD-IRS6M-15Y,MarketValue,0.0245
2016-06-06,OG-Ticker,USD-IRS6M-20Y,MarketValue,0.0257
2016-06-06,OG-Ticker,USD-IRS6M-30Y,MarketValue,0.0272
,,,,
2016-06-06,OG-Ticker,EUR-OIS-3M,MarketValue,-0.0023
2016-06-06,OG-Ticker,EUR-OIS-6M,MarketValue,-0.0025
2016-06-06,OG-Ticker,EUR-OIS-1Y,MarketValue,-0.0027
2016-06-06,OG-Ticker,EUR-OIS-2Y,MarketValue,-0.0028
2016-06-06,OG-Ticker,EUR-OIS-3Y,MarketValue,-0.0024
2016-06-06,OG-Ticker,EUR-OIS-5Y,MarketValue,-0.0001
2016-06-06,OG-Ticker,EUR-OIS-10Y,MarketValue,0.0064
2016-06-06,OG-Ticker,EUR-OIS-15Y,MarketValue,0.0106
2016-06-06,OG-Ticker,EUR-OIS-20Y,MarketValue,0.0126
2016-06-06,OG-Ticker,EUR-OIS-30Y,MarketValue,0.0133
2016-06-06,OG-Ticker,EUR-Fixing-3M,MarketValue,-0.00128
2016-06-06,OG-Ticker,EUR-IRS3M-6M,MarketValue,-0.0015
2016-06-06,OG-Ticker,EUR-IRS3M-1Y,MarketValue,-0.0017
2016-06-06,OG-Ticker,EUR-IRS3M-2Y,MarketValue,-0.0018
2016-06-06,OG-Ticker,EUR-IRS3M-3Y,MarketValue,-0.0012
2016-06-06,OG-Ticker,EUR-IRS3M-5Y,MarketValue,0.0011
2016-06-06,OG-Ticker,EUR-IRS3M-10Y,MarketValue,0.0077
2016-06-06,OG-Ticker,EUR-IRS3M-15Y,MarketValue,0.0119
2016-06-06,OG-Ticker,EUR-IRS3M-20Y,MarketValue,0.0138
2016-06-06,OG-Ticker,EUR-IRS3M-30Y,MarketValue,0.0144
2016-06-06,OG-Ticker,EUR-Fixing-6M,MarketValue,-0.00038
2016-06-06,OG-Ticker,EUR-IRS6M-1Y,MarketValue,-0.0007
2016-06-06,OG-Ticker,EUR-IRS6M-2Y,MarketValue,-0.0007
2016-06-06,OG-Ticker,EUR-IRS6M-3Y,MarketValue,0
2016-06-06,OG-Ticker,EUR-IRS6M-5Y,MarketValue,0.0023
2016-06-06,OG-Ticker,EUR-IRS6M-10Y,MarketValue,0.0087
2016-06-06,OG-Ticker,EUR-IRS6M-15Y,MarketValue,0.0127
2016-06-06,OG-Ticker,EUR-IRS6M-20Y,MarketValue,0.0144
2016-06-06,OG-Ticker,EUR-IRS6M-30Y,MarketValue,0.0148
,,,,
2016-06-06,OG-Ticker,GBP-OIS-3M,MarketValue,0.0047
2016-06-06,OG-Ticker,GBP-OIS-6M,MarketValue,0.0049
2016-06-06,OG-Ticker,GBP-OIS-1Y,MarketValue,0.0054
2016-06-06,OG-Ticker,GBP-OIS-2Y,MarketValue,0.0071
2016-06-06,OG-Ticker,GBP-OIS-3Y,MarketValue,0.0085
2016-06-06,OG-Ticker,GBP-OIS-5Y,MarketValue,0.011
2016-06-06,OG-Ticker,GBP-OIS-10Y,MarketValue,0.0155
2016-06-06,OG-Ticker,GBP-OIS-15Y,MarketValue,0.0178
2016-06-06,OG-Ticker,GBP-OIS-20Y,MarketValue,0.0186
2016-06-06,OG-Ticker,GBP-OIS-30Y,MarketValue,0.0186
2016-06-06,OG-Ticker,GBP-Fixing-3M,MarketValue,0.0058575
2016-06-06,OG-Ticker,GBP-IRS3M-6M,MarketValue,0.0061
2016-06-06,OG-Ticker,GBP-IRS3M-1Y,MarketValue,0.0068
2016-06-06,OG-Ticker,GBP-IRS3M-2Y,MarketValue,0.0086
2016-06-06,OG-Ticker,GBP-IRS3M-3Y,MarketValue,0.0103
2016-06-06,OG-Ticker,GBP-IRS3M-5Y,MarketValue,0.0129
2016-06-06,OG-Ticker,GBP-IRS3M-10Y,MarketValue,0.0173
2016-06-06,OG-Ticker,GBP-IRS3M-15Y,MarketValue,0.0194
2016-06-06,OG-Ticker,GBP-IRS3M-20Y,MarketValue,0.0002
2016-06-06,OG-Ticker,GBP-IRS3M-30Y,MarketValue,0.0198
2016-06-06,OG-Ticker,GBP-Fixing-6M,MarketValue,0.0074438
2016-06-06,OG-Ticker,GBP-IRS6M-1Y,MarketValue,0.0081
2016-06-06,OG-Ticker,GBP-IRS6M-2Y,MarketValue,0.0098
2016-06-06,OG-Ticker,GBP-IRS6M-3Y,MarketValue,0.0115
2016-06-06,OG-Ticker,GBP-IRS6M-5Y,MarketValue,0.0142
2016-06-06,OG-Ticker,GBP-IRS6M-10Y,MarketValue,0.0186
2016-06-06,OG-Ticker,GBP-IRS6M-15Y,MarketValue,0.0204
2016-06-06,OG-Ticker,GBP-IRS6M-20Y,MarketValue,0.0208
2016-06-06,OG-Ticker,GBP-IRS6M-30Y,MarketValue,0.0204
,,,,
2016-06-06,OG-Ticker,JPY-OIS-3M,MarketValue,0.0007
2016-06-06,OG-Ticker,JPY-OIS-6M,MarketValue,0.0006
2016-06-06,OG-Ticker,JPY-OIS-1Y,MarketValue,0.0005
2016-06-06,OG-Ticker,JPY-OIS-2Y,MarketValue,0.0004
2016-06-06,OG-Ticker,JPY-OIS-3Y,MarketValue,0.0003
2016-06-06,OG-Ticker,JPY-OIS-5Y,MarketValue,0.0008
2016-06-06,OG-Ticker,JPY-OIS-10Y,MarketValue,0.0033
2016-06-06,OG-Ticker,JPY-OIS-15Y,MarketValue,0.0066
2016-06-06,OG-Ticker,JPY-OIS-20Y,MarketValue,0.0093
2016-06-06,OG-Ticker,JPY-OIS-30Y,MarketValue,0.0115
2016-06-06,OG-Ticker,JPY-Fixing-3M,MarketValue,0.0007643
2016-06-06,OG-Ticker,JPY-IRS3M-6M,MarketValue,0.0008
2016-06-06,OG-Ticker,JPY-IRS3M-1Y,MarketValue,0.0007
2016-06-06,OG-Ticker,JPY-IRS3M-2Y,MarketValue,0.0006
2016-06-06,OG-Ticker,JPY-IRS3M-3Y,MarketValue,0.0006
2016-06-06,OG-Ticker,JPY-IRS3M-5Y,MarketValue,0.0013
2016-06-06,OG-Ticker,JPY-IRS3M-10Y,MarketValue,0.004
2016-06-06,OG-Ticker,JPY-IRS3M-15Y,MarketValue,0.0075
2016-06-06,OG-Ticker,JPY-IRS3M-20Y,MarketValue,0.0101
2016-06-06,OG-Ticker,JPY-IRS3M-30Y,MarketValue,0.0125
2016-06-06,OG-Ticker,JPY-Fixing-6M,MarketValue,0.0011714
2016-06-06,OG-Ticker,JPY-IRS6M-1Y,MarketValue,0.0011
2016-06-06,OG-Ticker,JPY-IRS6M-2Y,MarketValue,0.001
2016-06-06,OG-Ticker,JPY-IRS6M-3Y,MarketValue,0.001
2016-06-06,OG-Ticker,JPY-IRS6M-5Y,MarketValue,0.0017
2016-06-06,OG-Ticker,JPY-IRS6M-10Y,MarketValue,0.0045
2016-06-06,OG-Ticker,JPY-IRS6M-15Y,MarketValue,0.0079
2016-06-06,OG-Ticker,JPY-IRS6M-20Y,MarketValue,0.0105
2016-06-06,OG-Ticker,JPY-IRS6M-30Y,MarketValue,0.0128
,,,,
2016-06-06,OG-Ticker,CHF-OIS-3M,MarketValue,-0.0062
2016-06-06,OG-Ticker,CHF-OIS-6M,MarketValue,-0.0063
2016-06-06,OG-Ticker,CHF-OIS-1Y,MarketValue,-0.0068
2016-06-06,OG-Ticker,CHF-OIS-2Y,MarketValue,-0.0072
2016-06-06,OG-Ticker,CHF-OIS-3Y,MarketValue,-0.0068
2016-06-06,OG-Ticker,CHF-OIS-5Y,MarketValue,-0.0049
2016-06-06,OG-Ticker,CHF-OIS-10Y,MarketValue,0.001
2016-06-06,OG-Ticker,CHF-OIS-15Y,MarketValue,0.0045
2016-06-06,OG-Ticker,CHF-OIS-20Y,MarketValue,0.0075
2016-06-06,OG-Ticker,CHF-OIS-30Y,MarketValue,0.0082
2016-06-06,OG-Ticker,CHF-Fixing-3M,MarketValue,-0.00767
2016-06-06,OG-Ticker,CHF-IRS3M-6M,MarketValue,-0.00805
2016-06-06,OG-Ticker,CHF-IRS3M-1Y,MarketValue,-0.0085
2016-06-06,OG-Ticker,CHF-IRS3M-2Y,MarketValue,-0.0087
2016-06-06,OG-Ticker,CHF-IRS3M-3Y,MarketValue,-0.0083
2016-06-06,OG-Ticker,CHF-IRS3M-5Y,MarketValue,-0.0064
2016-06-06,OG-Ticker,CHF-IRS3M-10Y,MarketValue,-0.0005
2016-06-06,OG-Ticker,CHF-IRS3M-15Y,MarketValue,0.003
2016-06-06,OG-Ticker,CHF-IRS3M-20Y,MarketValue,0.006
2016-06-06,OG-Ticker,CHF-IRS3M-30Y,MarketValue,0.0067
2016-06-06,OG-Ticker,CHF-Fixing-6M,MarketValue,-0.00715
2016-06-06,OG-Ticker,CHF-IRS6M-1Y,MarketValue,-0.0076
2016-06-06,OG-Ticker,CHF-IRS6M-2Y,MarketValue,-0.0076
2016-06-06,OG-Ticker,CHF-IRS6M-3Y,MarketValue,-0.007
2016-06-06,OG-Ticker,CHF-IRS6M-5Y,MarketValue,-0.0048
2016-06-06,OG-Ticker,CHF-IRS6M-10Y,MarketValue,0.001
2016-06-06,OG-Ticker,CHF-IRS6M-15Y,MarketValue,0.0042
2016-06-06,OG-Ticker,CHF-IRS6M-20Y,MarketValue,0.006
2016-06-06,OG-Ticker,CHF-IRS6M-30Y,MarketValue,0.0075