Valuation Date,Symbology,Ticker,Field Name,Value
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2015-07-21,OG-Ticker,USD-DEP-ON,MarketValue,0.00058
2015-07-21,OG-Ticker,USD-DEP-TN,MarketValue,0.00061
2015-07-21,OG-Ticker,USD-DEP-1W,MarketValue,0.00068
2015-07-21,OG-Ticker,USD-OIS-1M,MarketValue,0.00072
2015-07-21,OG-Ticker,USD-OIS-2M,MarketValue,0.00082
2015-07-21,OG-Ticker,USD-OIS-3M,MarketValue,0.00093
2015-07-21,OG-Ticker,USD-OIS-6M,MarketValue,0.0009
2015-07-21,OG-Ticker,USD-OIS-9M,MarketValue,0.00105
2015-07-21,OG-Ticker,USD-OIS-1Y,MarketValue,0.001185
2015-07-21,OG-Ticker,USD-OIS-2Y,MarketValue,0.0031865
2015-07-21,OG-Ticker,USD-OIS-3Y,MarketValue,0.00704
2015-07-21,OG-Ticker,USD-OIS-4Y,MarketValue,0.011215
2015-07-21,OG-Ticker,USD-OIS-5Y,MarketValue,0.01515
2015-07-21,OG-Ticker,USD-OIS-6Y,MarketValue,0.018455
2015-07-21,OG-Ticker,USD-OIS-7Y,MarketValue,0.02111
2015-07-21,OG-Ticker,USD-OIS-8Y,MarketValue,0.02332
2015-07-21,OG-Ticker,USD-OIS-9Y,MarketValue,0.025135
2015-07-21,OG-Ticker,USD-OIS-10Y,MarketValue,0.026685
2015-07-21,OG-Ticker,USD-Fixing-3M,MarketValue,0.002366
2015-07-21,OG-Ticker,USD-FRA-3Mx6M,MarketValue,0.0025825
2015-07-21,OG-Ticker,USD-FRA-6Mx9M,MarketValue,0.0029605
2015-07-21,OG-Ticker,USD-IRS3M-1Y,MarketValue,0.002943
2015-07-21,OG-Future,Ibor-USD-LIBOR-3M-Seq3,SettlementPrice,0.999799
2015-07-21,OG-Future,Ibor-USD-LIBOR-3M-Seq5,SettlementPrice,0.999801
2015-07-21,OG-Future,Ibor-USD-LIBOR-3M-Dec16,SettlementPrice,0.999879
2015-07-21,OG-Ticker,USD-IRS3M-2Y,MarketValue,0.00503
2015-07-21,OG-Ticker,USD-IRS3M-3Y,MarketValue,0.0093915
2015-07-21,OG-Ticker,USD-IRS3M-4Y,MarketValue,0.013808
2015-07-21,OG-Ticker,USD-IRS3M-5Y,MarketValue,0.01732
2015-07-21,OG-Ticker,USD-IRS3M-7Y,MarketValue,0.023962
2015-07-21,OG-Ticker,USD-IRS3M-10Y,MarketValue,0.0293
2015-07-21,OG-Ticker,USD-IRS3M-12Y,MarketValue,0.03195
2015-07-21,OG-Ticker,USD-IRS3M-15Y,MarketValue,0.034235
2015-07-21,OG-Ticker,USD-IRS3M-20Y,MarketValue,0.036155
2015-07-21,OG-Ticker,USD-IRS3M-25Y,MarketValue,0.0369685
2015-07-21,OG-Ticker,USD-IRS3M-30Y,MarketValue,0.037345
2015-07-21,OG-Ticker,USD-FFS-4Y,MarketValue,0.0021
2015-07-21,OG-Ticker,USD-FFS-5Y,MarketValue,0.0021
2015-07-21,OG-Ticker,USD-FFS-6Y,MarketValue,0.0022
2015-07-21,OG-Ticker,USD-FFS-7Y,MarketValue,0.0022
2015-07-21,OG-Ticker,USD-FFS-8Y,MarketValue,0.0022
2015-07-21,OG-Ticker,USD-FFS-9Y,MarketValue,0.0022
2015-07-21,OG-Ticker,USD-FFS-10Y,MarketValue,0.0022
2015-07-21,OG-Ticker,USD-FFS-12Y,MarketValue,0.0023
2015-07-21,OG-Ticker,USD-FFS-15Y,MarketValue,0.0023
2015-07-21,OG-Ticker,USD-FFS-20Y,MarketValue,0.0023
2015-07-21,OG-Ticker,USD-FFS-25Y,MarketValue,0.0023
2015-07-21,OG-Ticker,USD-FFS-30Y,MarketValue,0.0023
