| Row | ID | CCY | MW | Flag | Gamma | Vega | Nominale | B_CCY | Kurs | Nom | CCY Pair | Instr CCY | Portfolio | Tradedatum | Startdatum | Float Rate Reference | Comment |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 24 | 2128_1 | EUR | 00000010268271- | 0 | 00000000000000+ | 00000000000000+ | 00000010249402- | 100 | 0001.00000000 | +000000012169398.02 | CHF | PORT_02AA | 20100301 | 20100303 | EUR/EURIBOR/3M | ||
| 14 | 2129_1 | EUR | 00000002738200- | 0 | 00000000000000+ | 00000000000000+ | 00000002733174- | 100 | 0001.00000000 | +000000003245172.80 | CHF | PORT_02AA | 20100301 | 20100303 | EUR/EURIBOR/3M | ||
| 13 | 2129_2 | CHF | 00000003556992+ | 0 | 00000000000000+ | 00000000000000+ | 00000004000000+ | 100 | 0001.23260000 | +000000003245172.80 | CHF | PORT_02AA | 20100301 | 20100303 | |||
| 28 | 2130_1 | EUR | 00000002053643- | 0 | 00000000000000+ | 00000000000000+ | 00000002049880- | 100 | 0001.00000000 | +000000002433879.60 | CHF | PORT_02ZS | 20100301 | 20100303 | EUR/EURIBOR/1M | ||
| 31 | 2135_2 | EUR | 00000002053643+ | 0 | 00000000000000+ | 00000000000000+ | 00000002049880+ | 100 | 0001.00000000 | -000000002433879.60 | CHF | PORT_02AA | 20100301 | 20100303 | EUR/EURIBOR/1M | ||
| 30 | 2137_1 | USD | 00000029734170- | 0 | 00000000000000+ | 00000000000000+ | 00000040000000- | 100 | 0001.35930000 | +000000031007751.94 | EUR | PORT_02ZS | 20100726 | 20100728 | USD/LIBOR/1M | ||
| 29 | 2137_2 | EUR | 00000031049738+ | 0 | 00000000000000+ | 00000000000000+ | 00000031007752+ | 100 | 0001.00000000 | +000000031007751.94 | EUR | PORT_02ZS | 20100726 | 20100728 | EUR/EURIBOR/1M | ||
| 26 | 2139_1 | EUR | 00000031049738- | 0 | 00000000000000+ | 00000000000000+ | 00000031007752- | 100 | 0001.00000000 | -000000031007751.94 | EUR | PORT_02ZS | 20100726 | 20100728 | EUR/EURIBOR/1M | ||
| 25 | 2139_2 | USD | 00000029707970+ | 0 | 00000000000000+ | 00000000000000+ | 00000040000000+ | 100 | 0001.35930000 | -000000031007751.94 | EUR | PORT_02AA | 20100726 | 20100728 | USD/LIBOR/3M | ||
| 35 | 23052_1 | CHF | 00000003536306- | 0 | 00000000000000+ | 00000000000000+ | 00000004290000- | 100 | 0001.23260000 | +000000003480447.83 | CHF | PORT_02MM | 20100324 | 20100326 | CHF/LIBOR/1M | ||
| 36 | 23054_1 | CHF | 00000003513283- | 0 | 00000000000000+ | 00000000000000+ | 00000004290000- | 100 | 0001.23260000 | +000000003480447.83 | CHF | PORT_02MM | 20100324 | 20100326 | CHF/LIBOR/1M | ||
| 37 | 23100_1 | CHF | 00000005935536- | 0 | 00000000000000+ | 00000000000000+ | 00000007200000- | 100 | 0001.23260000 | +000000005841311.04 | CHF | PORT_02MM | 20100407 | 20100409 | CHF/LIBOR/1M | ||
| 38 | 23102_1 | CHF | 00000005976468- | 0 | 00000000000000+ | 00000000000000+ | 00000007200000- | 100 | 0001.23260000 | +000000005841311.04 | CHF | PORT_02MM | 20100407 | 20100409 | CHF/LIBOR/1M | ||
| 42 | 55856_2 | EUR | 00000000506961+ | 0 | 00000000000000+ | 00000000000000+ | 00000000500000+ | 100 | 0001.00000000 | -000000000500000.00 | EUR | PORT_02BB | 20101028 | 20101101 | |||
| 46 | 56139_2 | EUR | 00000000278782+ | 0 | 00000000000000+ | 00000000000000+ | 00000000275000+ | 100 | 0001.00000000 | -000000000275000.00 | EUR | PORT_02BB | 20101102 | 20101104 | |||
| 49 | 56439_2 | EUR | 00000000304049+ | 0 | 00000000000000+ | 00000000000000+ | 00000000300000+ | 100 | 0001.00000000 | -000000000300000.00 | USD | PORT_02MM | 20101104 | 20101108 | |||
| 50 | 56441_2 | EUR | 00000000106417+ | 0 | 00000000000000+ | 00000000000000+ | 00000000105000+ | 100 | 0001.00000000 | -000000000105000.00 | USD | PORT_02MM | 20101104 | 20101108 | |||
| 51 | 56529_2 | EUR | 00000000810745+ | 0 | 00000000000000+ | 00000000000000+ | 00000000800000+ | 100 | 0001.00000000 | -000000000800000.00 | EUR | PORT_02BB | 20101105 | 20101109 | |||
| 54 | 56690_2 | EUR | 00000000316171+ | 0 | 00000000000000+ | 00000000000000+ | 00000000312000+ | 100 | 0001.00000000 | -000000000312000.00 | EUR | PORT_02BB | 20101108 | 20101110 | |||
| 57 | 57727_1 | CHF | 00000002861480- | 0 | 00000000000000+ | 00000000000000+ | 00000003500000- | 100 | 0001.23260000 | +000000002839526.20 | CHF | PORT_02BB | 20101117 | 20101119 | |||
| 58 | 57972_2 | EUR | 00000000303534+ | 0 | 00000000000000+ | 00000000000000+ | 00000000300000+ | 100 | 0001.00000000 | -000000000300000.00 | EUR | PORT_02CC | 20101119 | 20101123 | |||
| 63 | 59120_2 | EUR | 00000000303574+ | 0 | 00000000000000+ | 00000000000000+ | 00000000300000+ | 100 | 0001.00000000 | -000000000300000.00 | EUR | PORT_02MM | 20101130 | 20101202 | |||
| 64 | 59167_2 | EUR | 00000000232533+ | 0 | 00000000000000+ | 00000000000000+ | 00000000230000+ | 100 | 0001.00000000 | -000000000230000.00 | EUR | PORT_02MM | 20101130 | 20101202 | |||
| 65 | 59277_1 | JPY | 00000000591418- | 0 | 00000000000000+ | 00000000000000+ | 00000061286924- | 100 | 0104.26000000 | +000000000587827.77 | JPY | PORT_02MM | 20101126 | 20101130 | |||
| 66 | 59967_2 | EUR | 00000002023405+ | 0 | 00000000000000+ | 00000000000000+ | 00000002000000+ | 100 | 0001.00000000 | -000000002000000.00 | EUR | PORT_02MM | 20101202 | 20101206 | |||
| 9 | 7458_2 | CHF | 00000064342235+ | 0 | 00000000000000+ | 00000000000000+ | 00000079314000+ | 100 | 0001.23260000 | +000000064346908.97 | CHF | PORT_02MM | 20100922 | 20100924 | CHF/LIBOR/3M | ||
| 4 | 7459_1 | EUR | 00000090190212- | 0 | 00000000000000+ | 00000000000000+ | 00000090000000- | 100 | 0001.00000000 | +000000096527665.09 | CHF | PORT_02MM | 20100922 | 20100924 | EUR/EURIBOR/6M | ||
| 3 | 7459_2 | CHF | 00000096520654+ | 0 | 00000000000000+ | 00000000000000+ | 00000118980000+ | 100 | 0001.23260000 | +000000096527665.09 | CHF | PORT_02MM | 20100922 | 20100924 | CHF/LIBOR/6M | ||
| 67 | 80600_2 | USD | 00000000074078+ | 0 | 00000000000000+ | 00000000000000+ | 00000000100000+ | 100 | 0001.35930000 | -000000000073567.27 | USD | PORT_02MM | 20101209 | 20101213 | |||
| 68 | 80751_2 | EUR | 00000001516811+ | 0 | 00000000000000+ | 00000000000000+ | 00000001500000+ | 100 | 0001.00000000 | -000000001500000.00 | EUR | PORT_02MM | 20101210 | 20101214 | |||
| 69 | 80970_1 | CHF | 00000000267473- | 0 | 00000000000000+ | 00000000000000+ | 00000000326685- | 100 | 0001.23260000 | +000000000265037.31 | CHF | PORT_02MM | 20101213 | 20101215 | |||
| 70 | 81075_2 | EUR | 00000000829064+ | 0 | 00000000000000+ | 00000000000000+ | 00000000820000+ | 100 | 0001.00000000 | -000000000820000.00 | EUR | PORT_02MM | 20101214 | 20101216 | |||
| 71 | 81229_1 | CHF | 00000000131377- | 0 | 00000000000000+ | 00000000000000+ | 00000000160486- | 100 | 0001.23260000 | +000000000130201.42 | CHF | PORT_02MM | 20101215 | 20101217 | |||
| 72 | 81530_1 | CHF | 00000001227772- | 0 | 00000000000000+ | 00000000000000+ | 00000001500000- | 100 | 0001.23260000 | +000000001216939.80 | CHF | PORT_02MM | 20101217 | 20101220 | |||
| 73 | 81994_2 | EUR | 00000000075794+ | 0 | 00000000000000+ | 00000000000000+ | 00000000075000+ | 100 | 0001.00000000 | -000000000075000.00 | USD | PORT_02MM | 20101222 | 20101224 | |||
| 6 | 93297_1 | EUR | 00000079864367- | 0 | 00000000000000+ | 00000000000000+ | 00000080000000- | 100 | 0001.00000000 | +000000086808372.54 | CHF | PORT_02MM | 20101005 | 20101007 | EUR/EURIBOR/3M | ||
| 5 | 93297_2 | CHF | 00000086804319+ | 0 | 00000000000000+ | 00000000000000+ | 00000107000000+ | 100 | 0001.23260000 | +000000086808372.54 | CHF | PORT_02MM | 20101005 | 20101007 | CHF/LIBOR/3M | ||
| 8 | 93298_1 | EUR | 00000064889798- | 0 | 00000000000000+ | 00000000000000+ | 00000065000000- | 100 | 0001.00000000 | +000000070531802.69 | CHF | PORT_02MM | 20101005 | 20101007 | EUR/EURIBOR/3M | ||
| 7 | 93298_2 | CHF | 00000070528509+ | 0 | 00000000000000+ | 00000000000000+ | 00000086937500+ | 100 | 0001.23260000 | +000000070531802.69 | CHF | PORT_02MM | 20101005 | 20101007 | CHF/LIBOR/3M | ||
| 1 | 93457_1 | EUR | 00000150542586- | 0 | 00000000000000+ | 00000000000000+ | 00000150000000- | 100 | 0001.00000000 | +000000162583157.55 | CHF | PORT_02MM | 20101006 | 20101008 | EUR/EURIBOR/6M | ||
| 2 | 93457_2 | CHF | 00000162575204+ | 0 | 00000000000000+ | 00000000000000+ | 00000200400000+ | 100 | 0001.23260000 | +000000162583157.55 | CHF | PORT_02MM | 20101006 | 20101008 | CHF/LIBOR/6M |