LONG NAME,ISIN,TIDM,TRADING SERVICE,SEDOL,ISSUE DATE,MATURITY DATE,COUPON VALUE,COUPON TYPE,SEGMENT,SECTOR,CODE CONVENTION CALCULATE ACCRUAL,MINIMUM DENOMINATION,DENOMINATION CURRENCY,TRADING CURRENCY,TYPE,LAST PRICE,FLAT YIELD,PAYMENT COUPON DATE,PERIOD OF COUPON,EX COUPON DATE,DATE OF INDEX INFLATION,UNIT OF QUOTATION EMIRATE OF ABU DHABI 3.125% NTS 16/04/30 (REG S),XS2125308168,LLRK,Fixed interest (Trade reporting Only),BLGVN60,16-Apr-2020,16-Apr-2030,3.125,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 QNB FINANCE 3.75% NTS DUE 21/03/24,XS1966042860,62UT,Fixed interest (Trade reporting Only),BJ1F0F1,21-Mar-2019,21-Mar-2024,3.75,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ABBEY NATIONAL TREASURY SERVS PLC 3.875% CVRD BNDS 13/02/2022,XS0746420719,51JB,Fixed interest (Trade reporting Only),B7H2DB9,13-Feb-2012,13-Feb-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL ZRO CPN NTS 23/12/46,XS1539834611,58HG,Fixed interest (Trade reporting Only),BYQ4KT2,23-Dec-2016,23-Dec-2046,0,Z,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 METROPOLIS OF TOKYO 2.625% BDS 29/05/24 (UNRES),XS1995917892,68CE,Fixed interest (Trade reporting Only),BJS9DL3,30-May-2019,29-May-2024,2.625,F,PSNR,NIOP,0,0,,USD,PSNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PREF SRS 663 09/12/22,XS1499731179,56VR,Fixed interest (Trade reporting Only),BD8N841,09-Dec-2016,09-Dec-2022,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 PLACES FOR PEOPLE TREASURY PLC 3.90% GTD NTS 05/06/25,XS1832438888,43YK,Fixed interest (Trade reporting Only),BFYRBM0,05-Jun-2018,05-Jun-2025,3.9,F,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. FLTG RTE NTS 01/04/21,XS1972629239,63OG,Fixed interest (Trade reporting Only),BJ5S1J7,01-Apr-2019,01-Apr-2021,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 5.225% CALL NTS 08/04/2031,XS0612439769,96DC,Fixed interest (Trade reporting Only),B5LRTK7,08-Apr-2011,08-Apr-2031,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC GBP KICK OUT NOTES DUE 23/06/23,XS1619826107,73JE,Fixed interest (Trade reporting Only),BF1XKJ1,23-Jun-2017,23-Jun-2023,0,O,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 MRG FINANCE UK PLC 8.75% NTS 26/10/23,XS1897122278,59AY,Fixed interest (Trade reporting Only),BGYLSF1,08-Nov-2018,26-Oct-2023,8.75,F,CRTR,UIOR,0,0,,EUR,CRTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT RDPN SEC 12/02/24,XS1883116870,94RN,Fixed interest (Trade reporting Only),BJFV0S8,11-Feb-2019,12-Feb-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK ZRO CPN NTS 10/06/34,XS1074232817,71XP,Fixed interest (Trade reporting Only),BN89MW5,10-Jun-2014,10-Jun-2034,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 COMPAGNIE DE FINANCEMENT FONCIER CFF 5 1/2 01/26/27,FR0000486763,13DB,Order book for Fixed Income Securities,BYVZ6Y7,,26-Jan-2027,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SRS 1 CLS B MTGE BKD NTS 15/07/42 REG S,XS1302959082,46DR,Fixed interest (Trade reporting Only),BYNZBC8,20-Oct-2015,15-Jul-2042,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 WARWICK FINANCE RES.MORT.NO.THREE CLASS C MTG BKD FLT NTS 21/12/49 (REG S),XS1697696059,93AY,Fixed interest (Trade reporting Only),BYP6ZX8,20-Oct-2017,21-Dec-2049,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 ADCB FINANCE (CAYMAN) LD 5.10% NTS 02/04/2027,XS0761317089,43BI,Fixed interest (Trade reporting Only),B79TRT4,02-Apr-2012,02-Apr-2027,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ANNINGTON FUNDING PLC 3.184% NTS 12/07/29,XS1645518652,75TL,Fixed interest (Trade reporting Only),BYXCMD7,12-Jul-2017,12-Jul-2029,3.184,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NORSK HYDRO ASA 6.50% NTS 07/06/21 £(VAR)(BR),XS0094018495,04NK,Trade Reporting only,0492254,,07-Jun-2021,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 UK TREASURY STRIP 07SEP2036CPN,GB00B61BCQ39,59ZL,Gilts,B61BCQ3,,07-Sep-2036,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 3.265% NTS 24/03/27,XS1581376404,62WE,Fixed interest (Trade reporting Only),BD6K338,,24-Mar-2027,0,,PSNR,NIDP,0,0,,HKD,PSNR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6 YR PHNX KO NTS 07/11/23,XS1694222149,95LA,Fixed interest (Trade reporting Only),BZ7MQ16,10-Nov-2017,07-Nov-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC GBP RVRSE CNV NTS DUE 22/08/22,GB00BZ04N307,79PH,Fixed interest (Trade reporting Only),BZ04N30,21-Aug-2017,22-Aug-2022,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6YR PHNX KO NTS CAR 12/02/25,XS1946887764,93ZL,Fixed interest (Trade reporting Only),BHZHHF8,15-Feb-2019,12-Feb-2025,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BARCLAYS BANK PLC CALL ZRO CPN NTS 18/01/33,XS0855576533,19UY,Fixed interest (Trade reporting Only),B8D5K29,18-Jan-2013,18-Jan-2033,0,,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 CHINA DEV BANK CORP HONG KONG 1.875% NTS 03/11/2021,XS1513492188,55GN,Fixed interest (Trade reporting Only),BDSFG32,30-Nov-2016,03-Nov-2021,1.875,F,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 NETWORK RAIL INFRASTRUCTURE FIN PLC 1.125% IDX-LKD NTS 22/11/47,XS0322049296,42JG,Fixed interest (Trade reporting Only),B27Y7W9,,22-Nov-2047,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SOLAR FUNDING II LD SEC ASSET BKD INST NTS 31/12/35,XS0225364354,40XR,Fixed interest (Trade reporting Only),B19CM29,,31-Dec-2035,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 WELLS FARGO FINANCE LLC 3.15% NTS 25/03/30,XS2145277237,77IG,Fixed interest (Trade reporting Only),BMGJVB2,25-Mar-2020,25-Mar-2030,3.15,F,MWNU,NIDM,0,0,,USD,MWNU,0,,,0,,,100 BARCLAYS BANK PLC INF LKD NTS 13/04/21,XS0586130022,96ES,Fixed interest (Trade reporting Only),B3VL7Q7,13-Apr-2011,13-Apr-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 EKSPORTFINANS ASA MULTI-CALL ZERO CPN NTS 10/06/33,XS0169838538,84YA,Trade Reporting only,3316544,,10-Jun-2033,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 2.215% CVD BDS 30/12/22,XS1017269082,34YP,Fixed interest (Trade reporting Only),BJ59YS0,21-Jan-2014,30-Dec-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 QNB FINANCE FLT RTE NTS 03/03/25,XS2122922573,67LS,Fixed interest (Trade reporting Only),BKVDDK8,03-Mar-2020,03-Mar-2025,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS WITH CAR 25/07/23,XS1636452622,77GQ,Fixed interest (Trade reporting Only),BD0B6Q1,28-Jul-2017,25-Jul-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC SINGLE CALL STEP-UP NTS 14/02/28,XS1769041861,17MC,Fixed interest (Trade reporting Only),BFMC484,,14-Feb-2028,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 FINGRID OYJ 3.50% NTS 03/04/2024,XS0768448796,43CY,Fixed interest (Trade reporting Only),B4VG5V0,03-Apr-2012,03-Apr-2024,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 1.819% RPI-LKD INST 11/05/56,XS0253545080,90AA,Fixed interest (Trade reporting Only),B14YT63,,11-May-2056,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CYPRUS(REPUBLIC OF) 1.500% NTS 16/04/27,XS2157184255,F6OY,Fixed interest (Trade reporting Only),BL96P99,,16-Apr-2027,0,,PSNR,NIDP,0,0,,EUR,PSNR,0,,,0,,,100 WESTPAC SECURITIES NZ LTD FLGT RTE INST 29/03/21,XS1386385618,30FR,Fixed interest (Trade reporting Only),BD2MTD0,29-Mar-2016,29-Mar-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 COVENTRY BUILDING SOCIETY SER 10 0.125% CVD BDS 20/06/26,XS2015230365,62XU,Fixed interest (Trade reporting Only),BK8JV16,20-Jun-2019,20-Jun-2026,0.125,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 3.00% CVD BDS 04/09/26,XS0822509138,14JY,Fixed interest (Trade reporting Only),B8NW4G2,04-Sep-2012,04-Sep-2026,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 INVESTEC BANK PLC GBP KCK OUT NTS CAP RSK DUE 21/08/23,XS1638022449,79QX,Fixed interest (Trade reporting Only),BDFBQW2,21-Aug-2017,21-Aug-2023,0,O,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT RED SECS 08/12/25,XS1654983565,12YE,Fixed interest (Trade reporting Only),BDFKH15,05-Jan-2018,08-Dec-2025,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 HBOS PLC 5.75% UND SUBORD STEP-UP NTS £(VAR)(BR),XS0158313758,68FF,Trade Reporting only,3227077,,31-Dec-9999,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 LLOYDS BANK PLC ZERO CPN CALL 14/10/30,XS0547093400,45NA,Fixed interest (Trade reporting Only),B4N2K99,,14-Oct-2030,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 B.A.T.INTERNATIONAL FINANCE PLC 5.75% GTD NTS 05/07/40,XS0522408599,78AD,Fixed interest (Trade reporting Only),B3RS4H2,,05-Jul-2040,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 2.50% COVRD BDS 16/01/25,XS1014018045,89NO,Fixed interest (Trade reporting Only),BJ05PD5,16-Jan-2014,16-Jan-2025,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 OP MORTGAGE BANK 0.05% CVD NTS 22/02/23,XS1721478011,99IM,Fixed interest (Trade reporting Only),BF2VCM1,22-Nov-2017,22-Feb-2023,0.05,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHNX KCK OUT NTE CAP RSK DUE 23/06/23,XS1626217696,73MF,Fixed interest (Trade reporting Only),BF1XK79,23-Jun-2017,23-Jun-2023,0,O,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 1.54% SRS 2015-12 REG CVD BDS 05/11/36,XS1316442992,59DZ,Fixed interest (Trade reporting Only),BYZY3K5,05-Nov-2015,05-Nov-2036,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 GE CAPITAL EUROPEAN FUND.UNLTD.CO. FLTG RTE NTS 15/10/32,XS0322844779,50UA,Fixed interest (Trade reporting Only),B28KQM9,,15-Oct-2032,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 7.10% NTS 13/01/23,XS2100580872,94UO,Fixed interest (Trade reporting Only),BL9BS06,13-Jan-2020,13-Jan-2023,7.1,F,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 LLOYDS BANK PLC 3.1925% NTS 18/08/25,XS1275478664,93DZ,Fixed interest (Trade reporting Only),BYW6M18,18-Aug-2015,18-Aug-2025,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 4 CLS A1 FRN 17/02/52 (144A),US041239AJ30,33JL,Fixed interest (Trade reporting Only),B1GJVR1,,17-Feb-2052,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 13/03/28,GB00BG8HLD41,77IB,Fixed interest (Trade reporting Only),BG8HLD4,25-Mar-2020,13-Mar-2028,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SEVERN TRENT UTILITIES FIN PLC 1.6675% IDX-LKD NTS 01/08/57,XS0301292453,91SF,Fixed interest (Trade reporting Only),B1YBTY2,,01-Aug-2057,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL 5.30% NTS 03/03/31,XS0596620749,62ZF,Fixed interest (Trade reporting Only),B3TX787,03-Mar-2011,03-Mar-2031,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SHAFTESBURY CARNABY PLC 2.487% GTD 1ST MTG-BKD BDS 30/09/31,XS1493395070,48QZ,Fixed interest (Trade reporting Only),BZ0CCZ9,10-Oct-2016,30-Sep-2031,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 24/04/23,XS1560886092,61IQ,Fixed interest (Trade reporting Only),BDZCLZ3,24-Apr-2017,24-Apr-2023,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 TRANSPORT FOR LONDON 4% NTS 07/04/64,XS1045127393,47AF,Fixed interest (Trade reporting Only),BKRTYB8,07-Apr-2014,07-Apr-2064,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NATIONAL WESTMINSTER BANK PLC FLTNG RTE CVRD BDS 15/05/21,XS1612956638,68GV,Fixed interest (Trade reporting Only),BZ4FNV7,15-May-2017,15-May-2020,0.26,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC FLTG RTE NTS 13/01/21,XS1993027520,65EM,Fixed interest (Trade reporting Only),BKBF4C3,13-May-2019,13-Jan-2021,0,V,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 NORDEA BANK ABP 5.83% NTS 15/03/23,XS0904876983,69AI,Fixed interest (Trade reporting Only),B9L8SC3,15-Mar-2013,15-Mar-2023,0,,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 RIO DE JANEIRO,STATE OF GUANABARA 5% GOLD BDS 1904(PLAN'A' 1 5/8%)(BR),BRP80977AB03,46ID,Trade Reporting only,0740209,,31-Dec-9999,0,,MISC,CSTF,0,0,,GBP,MISC,0,,,0,,,100 INVESTEC BANK PLC IMP TRIP IDX 6YR PHX KO NTS CAR 18/06/24,XS1826227024,44WO,Fixed interest (Trade reporting Only),BDZSD00,21-Jun-2018,18-Jun-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC STP UP FXD RTE NTS 12/12/23,XS1001665188,41UF,Fixed interest (Trade reporting Only),BH7J871,12-Dec-2013,12-Dec-2023,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 GLASGOW CORP WATERWORKS FUNDED DEBT 4%,GB0003710638,37GX,Trade Reporting only,0371063,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 EASYJET PLC 1.750% NTS 09/02/23,XS1361115402,14MZ,Fixed interest (Trade reporting Only),BZ82JX8,09-Feb-2016,09-Feb-2023,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 STANDARD BANK GROUP LIMITED 5.95% RESET TIER 2 NTS 31/05/29,XS2001739379,68IG,Fixed interest (Trade reporting Only),BJVRG93,30-May-2019,31-May-2029,0,O,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT & RED NTS 13/09/24,XS1417399307,45QB,Fixed interest (Trade reporting Only),BD5TC06,13-Sep-2016,13-Sep-2024,0,,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 0.000% GRN GLBL NTS 10/01/24 (TEMP),XS2069275340,92NI,Fixed interest (Trade reporting Only),BK221G6,22-Oct-2019,10-Jan-2024,0,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 STOCKHOLMS LANS LANDSTING 0.750% NTS DUE 27/09/21,XS1420355023,38AK,Fixed interest (Trade reporting Only),BDF18K4,27-May-2016,27-Sep-2021,0,,PSTR,UIDP,0,0,,SEK,PSTR,0,,,0,,,100 SMITHS GROUP PLC 3.625% GTD NTS 12/10/22 (144A),US83238PAD69,15GM,Fixed interest (Trade reporting Only),B8NYFV0,15-Oct-2012,12-Oct-2022,0,,CRTR,UIOR,0,0,,USD,CRTR,0,,,0,,,100 WELLS FARGO & COMPANY 3.23% NTS 30/09/24,XS1113337429,56ER,Fixed interest (Trade reporting Only),BRB32H7,30-Sep-2014,30-Sep-2024,0,,CWNR,NIDW,0,0,,NOK,CWNR,0,,,0,,,100 MONDI FINANCE EUROPE GMBH 2.375% GTD NTS 01/04/28,XS2151059206,77LC,Fixed interest (Trade reporting Only),BKSG5S2,01-Apr-2020,01-Apr-2028,2.375,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION 3.84% CAP NTS 30/06/17,XS0158547827,88YN,Trade Reporting only,3230990,,30-Jun-2017,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 2.71% NTS 21/07/26,XS1453547736,43HK,Fixed interest (Trade reporting Only),BD82FH0,21-Jul-2016,21-Jul-2026,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 BARCLAYS BANK PLC WRNT LKD SEC 17/06/21,XS1218167762,87HY,Fixed interest (Trade reporting Only),BYP9T80,22-Jun-2015,17-Jun-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 UK TREASURY STRIP 07JUN2050CPN,GB00B0BDTG68,90ER,Gilts,B0BDTG6,,07-Jun-2050,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 1.865% NTS 18/04/48,XS1808871211,40FB,Fixed interest (Trade reporting Only),BZ1MCN6,,18-Apr-2048,0,,PSTR,UIDP,0,0,,SEK,PSTR,0,,,0,,,100 LLOYDS BANK PLC CAPD&FLD CMS-LNKD CALL SRA NTS 11/02/31,XS1357880316,14OK,Fixed interest (Trade reporting Only),BDD9QN9,11-Feb-2016,11-Feb-2031,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 UK TREASURY STRIP 07DEC2033CPN,GB00B0125M18,72XE,Gilts,B0125M1,,07-Dec-2033,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.29% NTS 21/09/21,XS1881854522,47DG,Fixed interest (Trade reporting Only),BFM4QJ5,21-Sep-2018,21-Sep-2021,0.29,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT SECS 07/06/27,XS1549191804,71GP,Fixed interest (Trade reporting Only),BF03PJ7,06-Jun-2017,07-Jun-2027,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 INVESTEC BANK PLC GBP KO CAR 28/12/23,XS1706566871,11MB,Fixed interest (Trade reporting Only),BD3FTT4,28-Dec-2017,28-Dec-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CITY OF MALMO FLTG RTE GREEN NTS 14/03/25,XS2072775500,92OY,Fixed interest (Trade reporting Only),BK1K053,,14-Mar-2025,0,,PSTR,UIDP,0,0,,SEK,PSTR,0,,,0,,,100 HEALTHCARE SUPPORT(NTH.STAF)FIN.PLC 2.067% IDX-LKD GTD SEC BDS 19/02/43 £ BR,XS0304936213,66YC,Fixed interest (Trade reporting Only),B1Z2KL8,,19-Feb-2043,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 QNB FINANCE FLTG RTE NTS 18/07/21,XS1442084122,42PI,Fixed interest (Trade reporting Only),BD03TT1,18-Jul-2016,18-Jul-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR PHX KO NTS CAR 04/09/25,XS2038040080,75CL,Fixed interest (Trade reporting Only),BKBR0H6,06-Sep-2019,04-Sep-2025,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS A3 FLTG RTE NTS 24/04/31,XS0252425995,49NN,Fixed interest (Trade reporting Only),B15MS81,,24-Apr-2031,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 WESTERN POWER DIST.(SOUTH WEST) PLC 2.375% NTS 16/05/29,XS1718489898,96KU,Fixed interest (Trade reporting Only),BDRYRX7,16-Nov-2017,16-May-2029,2.375,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 8.01% NTS 11/12/21,XS1917719079,59IL,Fixed interest (Trade reporting Only),BHR3YJ7,11-Dec-2018,11-Dec-2021,8.01,F,PSNR,NIDP,0,0,,IDR,PSNR,0,,,0,,,100 ARAB REPUBLIC OF EGYPT (THE) 8.7002% NTS 01/03/2049 (144A),US03846JW891,94ZA,Fixed interest (Trade reporting Only),BGSGVZ3,26-Feb-2019,01-Mar-2049,8.7002,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC FLTG RT NTS 26/02/21,XS1038900715,83NN,Fixed interest (Trade reporting Only),BK359Z9,26-Feb-2014,26-Feb-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 JAPAN FIN ORG FOR MUNICIPALITIES 3.000% NTS 12/03/24 (REG S),XS1959967685,93IL,Fixed interest (Trade reporting Only),BJBM0B8,13-Mar-2019,12-Mar-2024,3,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 URENCO FINANCE N.V. 2.375% NTS 02/12/2024,XS1145750037,44ZP,Fixed interest (Trade reporting Only),BST6V90,02-Dec-2014,02-Dec-2024,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 CITY OF MALMO FLTG RTE NTS 15/03/2023,XS2154359462,77MS,Fixed interest (Trade reporting Only),BKPSNG5,,15-Mar-2023,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 6.00% NTS 06/04/21,XS2059777677,91WW,Fixed interest (Trade reporting Only),BK5MCW6,,06-Apr-2021,0,,CRNR,NIDR,0,0,,CRC,CRNR,0,,,0,,,100 HSBC BANK PLC MRKT ACCESS WRNTS LKD ORD A SHS 23/11/20,GB00BZY3HS68,85XU,Fixed interest (Trade reporting Only),BZY3HS6,29-Sep-2017,23-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MARSTON'S ISSUER PLC CLASS B SEC FXD/FRN 15/07/35 £ (BR),XS0226897030,48VL,Fixed interest (Trade reporting Only),B0GDY11,,15-Jul-2035,0,,CRTR,UIOR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 01/09/28,GB00BFRNFP62,51SE,Fixed interest (Trade reporting Only),BFRNFP6,10-Sep-2018,01-Sep-2028,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 STATE OF MONTENEGRO 3.375% NTS DUE 21/04/25 (REG S),XS1807201899,40GR,Fixed interest (Trade reporting Only),BF3T310,20-Apr-2018,21-Apr-2025,3.375,F,CWNR,NIOW,0,0,,EUR,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 15/07/14,XS0196519754,72YU,Trade Reporting only,B01XG09,,15-Jul-2014,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 1.617% CVD BDS 25/01/39,XS1940989012,61NC,Fixed interest (Trade reporting Only),BJ0CFX6,25-Jan-2019,25-Jan-2039,1.617,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 NATWEST MARKETS PLC 10YR BULLET 8.25% NTS 05/05/21,XS0621635936,47EW,Fixed interest (Trade reporting Only),B3XBJ14,05-May-2011,05-May-2021,0,,CWTR,UIDW,0,0,,NZD,CWTR,0,,,0,,,100 JYSKE BANK 3.25% FLTG RTE CALL SUBT2 NTS 19/05/26,XS1415181863,35YE,Fixed interest (Trade reporting Only),BZ01T44,20-May-2016,19-May-2026,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. 3.00% NTS 01/07/25,XS1082485217,45TC,Fixed interest (Trade reporting Only),BNG6BN2,01-Jul-2014,01-Jul-2025,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 JSC NC KAZMUNAYGAS 4.75% NTS 19/04/27 (RULE 144A),US48667QAN51,66ZS,Fixed interest (Trade reporting Only),BZ0X445,19-Apr-2017,19-Apr-2027,4.75,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 23/12/25,XS2068115877,76UQ,Fixed interest (Trade reporting Only),BGMJRQ1,23-Dec-2019,23-Dec-2025,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC STEP-UP FXD RTE NTS 02/05/27,XS1815076598,42QY,Fixed interest (Trade reporting Only),BFMFCR8,,02-May-2027,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 RAMS MORTGAGE CORPORATION LD 'B' MTG BCKD FLTG RTE NTS26/09/32EUR(BR),XS0103646807,05OP,Trade Reporting only,0935696,,26-Sep-2032,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 SOUTHERN PACIFIC SECS 04-2 PLC A2C MTG BCKD FRN 10/12/42 £(BR)(REG S),XS0196612963,52LW,Trade Reporting only,B02FX14,,10-Dec-2042,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC KICK OUT NTS CAP 06/06/22,XS1389864387,38DL,Fixed interest (Trade reporting Only),BDD8DD5,06-Jun-2016,06-Jun-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 23/05/22,JE00BYYLKR34,41AE,Fixed interest (Trade reporting Only),BYYLKR3,07-Jun-2016,23-May-2022,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 TOYOTA FINANCE AUSTRALIA LIMITED 2.280% NTS 21/10/27,XS2156236452,NFLW,Fixed interest (Trade reporting Only),BKVKSC6,21-Apr-2020,21-Oct-2027,2.28,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 10/09/24,XS1856837965,96MF,Fixed interest (Trade reporting Only),BD0P2Q5,10-Sep-2018,10-Sep-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC MAWS LKD ORD A SHS SHENZHEN 23/11/20,GB00BZY3L401,43KL,Fixed interest (Trade reporting Only),BZY3L40,17-May-2018,23-Nov-2020,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL ZRO CPN NTS 19/03/43,XS0903094984,17TU,Fixed interest (Trade reporting Only),B9418K7,19-Mar-2013,19-Mar-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR PHNX KO NTS 29/01/24,GB00BF8S3Y59,16DA,Fixed interest (Trade reporting Only),BF8S3Y5,02-Feb-2018,29-Jan-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MDGH - GMTN B.V. 6.875% NTS 14/03/26,XS0605560084,63AH,Fixed interest (Trade reporting Only),B5KVSK3,14-Mar-2011,14-Mar-2026,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 QNB FINANCE FLTG RTE NTS 13/09/2023,XS1877162096,51TU,Fixed interest (Trade reporting Only),BGK1ZK9,13-Sep-2018,13-Sep-2023,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HBOS TREASURY SERVICES PLC CMS LKD VAR CAPD RTE NTS 08/06/20,XS0220362460,40IC,Trade Reporting only,B0B3Z80,,08-Jun-2020,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC CALL STEP-UP NTS 25/09/30,XS1292581953,14RL,Fixed interest (Trade reporting Only),BYVYKR5,25-Sep-2015,25-Sep-2030,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 RIYAD SUKUK LIMITED 3.174% RST TIER 2 TRST CRTS 25/02/30,XS2120069047,67SW,Fixed interest (Trade reporting Only),BKMGCB0,25-Feb-2020,25-Feb-2030,3.174,F,SUNM,SKPM,0,0,,USD,SUNM,0,,,0,,,100 STOCKHOLMS LANS LANDSTING FLTG RTE NTS 01/09/20,XS1282901922,94DO,Fixed interest (Trade reporting Only),BZ1K4M3,,01-Sep-2020,0,,CWNR,EIDW,0,0,,NOK,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGES SECS 17 PLC A2C MTG-BCKD FRN 13/05/37EUR(BR)(REGS),XS0186355268,39VQ,Trade Reporting only,3428858,,13-May-2037,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 PARAGON MORTGAGES (NO. 15) PLC CLS B1B MORT BKD FR NT 15/12/39 EUR REGS,XS0310521496,96NV,Fixed interest (Trade reporting Only),B23DSB6,,15-Dec-2039,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 SANTANDER PERP. S.A. UNIPERSONAL SER 2 GTD PERP STP-UP SUB NTS (144A),US80281YAA55,72DD,Fixed interest (Trade reporting Only),B28RZG7,,31-Dec-9999,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 01/03/40,XS0488519918,60WQ,Fixed interest (Trade reporting Only),B61RLT7,,01-Mar-2040,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 BANK OF SCOTLAND PLC SRS 2008-2 SOC. HOUSING CVD BDS 08/11/22,XS0406239227,67UV,Fixed interest (Trade reporting Only),B3KL285,,08-Nov-2022,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC SUBORD FLTG RTE NTS 22/03/21,XS0126504421,BN91,Trade Reporting only,3030792,,22-Mar-2021,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 EKSPORTFINANS ASA ZERO CPN CALL NTS 14/12/37,XS0334809620,54XO,Fixed interest (Trade reporting Only),B2B0G26,,14-Dec-2037,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 WELLS FARGO & COMPANY CDT LKD NTS CITIGP 20/12/23,XS1498570289,54Y0,Fixed interest (Trade reporting Only),BDR6N79,22-Nov-2016,20-Dec-2023,0,O,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 POLYUS FINANCE PLC 4.70% GTD NTS 29/01/24 (144A),US73181LAA98,17VF,Fixed interest (Trade reporting Only),BD6W9J2,31-Jan-2018,29-Jan-2024,4.7,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 30/10/14,XS0204084726,32AJ,Trade Reporting only,B09C9J8,,30-Oct-2014,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 CANADIAN IMPERIAL BANK OF COMMERCE 2.726% NTS 06/02/23,XS1765323438,16EQ,Fixed interest (Trade reporting Only),BDZW799,,06-Feb-2023,0,,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.5 PLC CLASS 'C' MTG-BCKD FRN 10/06/37 (REG S),XS0095070354,74NK,Trade Reporting only,0540658,,10-Jun-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED SECS 23/04/2024,XS1719285832,40JS,Fixed interest (Trade reporting Only),BD5KCX2,23-Apr-2018,23-Apr-2024,0,O,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SERIES 1 CLASS M FR NTS 17/02/52 (REGS),XS0301559398,58TK,Fixed interest (Trade reporting Only),B1YB3D9,,17-Feb-2052,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SANTANDER UK GROUP HOLDINGS PLC FLTG RTE SNR NTS 18/05/23,XS1615065320,68OI,Fixed interest (Trade reporting Only),BD1R419,18-May-2017,18-May-2023,0,V,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN 5.625% NTS 15/11/24,XS0274270817,82YM,Fixed interest (Trade reporting Only),B1GHMJ4,,15-Nov-2024,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 BARCLAYS BANK PLC WRNT LKD SECS 12/07/21,XS1229522401,89WR,Fixed interest (Trade reporting Only),BZ22031,13-Jul-2015,12-Jul-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NOTES 25/10/2029,GB00BG8HJS55,92TK,Fixed interest (Trade reporting Only),BG8HJS5,01-Nov-2019,25-Oct-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK LNKD INT NTS 07/06/31,XS1367226039,38GM,Fixed interest (Trade reporting Only),BDB7F05,08-Jun-2016,07-Jun-2031,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 3.57% NTS 27/08/20,XS0535302656,96PG,Fixed interest (Trade reporting Only),B660N84,,27-Aug-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 11/02/25,XS2110953341,77RE,Fixed interest (Trade reporting Only),BLJMD93,11-Feb-2020,11-Feb-2025,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 THAMES WATER UTILITIES FINANCE PLC 4% GTD UNWPD BDS 19/06/25,XS1078777114,43NM,Fixed interest (Trade reporting Only),BNBP0B5,19-Jun-2014,19-Jun-2026,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 BIBM PREFERENTS LD SERIES A EURO CMS LD NON-CUM PERP GTD,XS0258060770,90KT,Fixed interest (Trade reporting Only),B17WXL7,,31-Dec-9999,0,,CWNR,NIOW,0,0,,EUR,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC ACCRETING CALL ZERO CPN NTS 28/03/36,XS0248315078,40LD,Fixed interest (Trade reporting Only),B125XV1,,28-Mar-2036,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 OP CORPORATE BANK PLC 1.097% INST 16/02/24,XS1365484259,14UM,Fixed interest (Trade reporting Only),BZ1FC35,16-Feb-2016,16-Feb-2024,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. FLTG RTE NTS 19/02/24,XS1952818232,61RT,Fixed interest (Trade reporting Only),BJLR808,19-Feb-2019,19-Feb-2024,90,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION CAP FLTG RTE NTS 18/02/14,XS0287356009,50GB,Fixed interest (Trade reporting Only),B1RVNF8,,18-Feb-2014,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 CENTRICA PLC 5.375% SNR NTS 16/10/43 (144A),US15639KAB89,89YC,Fixed interest (Trade reporting Only),BFPCY14,17-Oct-2013,16-Oct-2043,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC MANS OOREDOO ORD SHS QAR 1.00 28/01/21,XS2102443368,88HN,Fixed interest (Trade reporting Only),BKMG3G2,13-Jan-2020,28-Jan-2021,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 18 PLC B1C MTG BCKD FRN 14/11/37 EUR(BR)(144A),US76112SAM52,39YR,Trade Reporting only,B01SNR0,,14-Nov-2037,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 DIAGEO FINANCE PLC 0.000% INST 17/11/2020,XS1719154657,96QW,Fixed interest (Trade reporting Only),BYQKYW1,17-Nov-2017,17-Nov-2020,0,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 LONDON STOCK EXCHANGE GROUP PLC 0.875% SNR NTS 19/09/24,XS1685653302,83TP,Fixed interest (Trade reporting Only),BZ02BF2,19-Sep-2017,19-Sep-2024,0.875,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NORDIC INVESTMENT BANK 1.80% NTS 15/04/21,XS1982106764,93ON,Fixed interest (Trade reporting Only),BJ0CHL8,15-Apr-2019,15-Apr-2021,1.8,F,PSNR,EIDP,0,0,,HKD,PSNR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR PHX KO NTS CAR 09/05/25,XS1984647831,67XW,Fixed interest (Trade reporting Only),BK0VH78,14-May-2019,09-May-2025,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SG ISSUER NTS 07/02/2024,GB00BF9B4V71,17YG,Fixed interest (Trade reporting Only),BF9B4V7,21-Feb-2018,07-Feb-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 FINNVERA PLC 0.750% NTS 07/08/28,XS1904312318,95YU,Fixed interest (Trade reporting Only),BGL7ZG2,,07-Aug-2028,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. FLTG RTE NTS 22/02/24,XS1955045478,61TE,Fixed interest (Trade reporting Only),BJ5CJT5,22-Feb-2019,22-Feb-2024,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 MUTHOOT FINANCE LIMITED SNR SEC NTS 31/10/22 (REG S),US62828M2A84,89UO,Fixed interest (Trade reporting Only),BKL9QB8,31-Oct-2019,31-Oct-2022,6.125,F,MWNU,NIDM,0,0,,USD,MWNU,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS PRF SHS SER 1352 22/06/26,XS1984466885,94IA,Fixed interest (Trade reporting Only),BHR36M4,24-Jun-2019,22-Jun-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EKSPORTFINANS ASA CALL ZERO CPN NTS 11 21/10/41,XS0694615732,11TT,Fixed interest (Trade reporting Only),B6ZB4K7,21-Oct-2011,21-Oct-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. ZRO CPN NTS 15/07/45,XS1254619213,89ZS,Fixed interest (Trade reporting Only),BYPKGL5,15-Jul-2015,15-Jul-2045,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAP AT RSK 25/04/22,XS1355425981,31LI,Fixed interest (Trade reporting Only),BZ3CN64,25-Apr-2016,25-Apr-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC MRKT ACC WNT LKD ORD A SHS 23/11/20,GB00BZY3JP77,15PP,Fixed interest (Trade reporting Only),BZY3JP7,26-Jan-2018,23-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SYDBANK A/S PERP NON-CUM RESET ADD TIER 1 CAP NTS,XS1713462742,96SH,Fixed interest (Trade reporting Only),BZ19BN0,31-May-2018,31-Dec-2049,0,O,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA IL INT CALL NTS 27/01/21,XS0580455359,62MW,Fixed interest (Trade reporting Only),B6109L4,29-Jan-2011,27-Jan-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC 2020-1 CLS 1A MB FRN 21/01/70 (144A),XS2109794508,83VA,Fixed interest (Trade reporting Only),BKT6536,06-Feb-2020,21-Jan-2070,0,Z,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR PHNX KO NT CAR 22/09/22,XS1469672304,46SW,Fixed interest (Trade reporting Only),BYQB9N0,20-Sep-2016,22-Sep-2022,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CITY OF STOCKHOLM 0.332% NTS 21/05/24,XS1999835470,67ZH,Fixed interest (Trade reporting Only),BJJMN55,,21-May-2024,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 BARCLAYS BANK PLC WRNT LNKD SEC 09/12/2020,XS1113707027,45CC,Fixed interest (Trade reporting Only),BSXNNZ7,03-Dec-2014,09-Dec-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 JP MORGAN CHASE & CO 2.750% NTS 01/02/23,XS0883614231,19LL,Fixed interest (Trade reporting Only),B95QX28,01-Feb-2013,01-Feb-2023,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 MERRILL LYNCH SA BR DYNAMIC FX BSKT LKD TRIG NTS 14/05/27,XS0299054956,33VP,Fixed interest (Trade reporting Only),B1XGHF5,,14-May-2027,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 3.675% NTS 25/03/2024,XS1967583565,63GJ,Fixed interest (Trade reporting Only),BJYLSS5,25-Mar-2019,25-Mar-2024,3.675,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 LLOYDS BANK PLC UND SUBORD STEP-UP NTS CALL 2015,XS0107695586,84OS,Trade Reporting only,0110482,,31-Dec-9999,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 SOUTH PACIFIC SECS 05-1 PLC A1C MTG BCKD FRN 10/06/25 GBP(REGS),XS0212690852,36AW,Trade Reporting only,B0698M8,,10-Jun-2025,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BARCLAYS BANK PLC WARRANT LKD SECS 02/11/23,XS1641385262,94JQ,Fixed interest (Trade reporting Only),BYWSNB1,02-Nov-2017,02-Nov-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED SECS 25/10/23,XS1850732626,57HH,Fixed interest (Trade reporting Only),BFM0WL7,25-Oct-2018,25-Oct-2023,0,O,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 1.336% SRS 16-05 REG CVD BDS 26/02/42,XS1371979284,15RA,Fixed interest (Trade reporting Only),BDCP0Q9,26-Feb-2016,26-Feb-2042,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 GOSFORTH FUNDING 2016-1 PLC A1A MTG-BCKD FLTG RTE NTS 15/02/58 144A,US383122AA68,12OW,Fixed interest (Trade reporting Only),BYYWS38,26-Jan-2016,15-Feb-2058,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 BANK OF AMERICA CORPORATION 9% SNR NTS 20/07/20,XS0522586188,45DS,Fixed interest (Trade reporting Only),B40T0V5,,20-Jul-2020,0,,CWNR,NIDW,0,0,,MXN,CWNR,0,,,0,,,100 ASSA ABLOY AB 1.217% NTS 25/02/25,XS1195432585,33XA,Fixed interest (Trade reporting Only),BW0DHZ6,25-Feb-2015,25-Feb-2025,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IL INT & RED SEC 17/01/28,XS1996611916,77VV,Fixed interest (Trade reporting Only),BKVL6T2,20-Jan-2020,17-Jan-2028,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZERO CPN CALL NTS 22/02/2042,XS0746862498,42BJ,Fixed interest (Trade reporting Only),B79WDV7,22-Feb-2012,22-Feb-2042,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 LONDON WALL MORTGAGE CAPITAL PLC S.FLEET 18-01 CLASS A NTS 16/05/50,XS1728162667,16KS,Fixed interest (Trade reporting Only),BF5DS60,09-Feb-2018,16-May-2050,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS 20/11/43,XS0993266468,40PU,Fixed interest (Trade reporting Only),BG6LP36,20-Nov-2013,20-Nov-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 UK TREASURY STRIP 07DEC2022CPN,GB0002442738,03NL,Gilts,0244273,,07-Dec-2022,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 DIVERSITY FUNDING NO1 LD CLASS A VAR REF RTE NTS 10/02/46 £,XS0330903401,58ZM,Fixed interest (Trade reporting Only),B29QTM7,,10-Feb-2046,0,,CWNR,NIOW,0,0,,GBP,CWNR,0,,,0,,,100 LONDON & QUADRANT HOUSING TRUST 5.486% SEC BDS 15/06/42,XS0788589074,13IJ,Fixed interest (Trade reporting Only),B80NJ85,18-Jun-2012,15-Jun-2042,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 ALS 3 LD 3.795% GTD NTS 14/11/21 (REGS),USG02317AA61,94LB,Fixed interest (Trade reporting Only),B3XR9K1,,14-Nov-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 IDB TRUST SERVICES LD 3.2867% TRUST CERT 26/11/21,XS1916450064,60FQ,Fixed interest (Trade reporting Only),BHJWLL3,26-Nov-2018,26-Nov-2021,3.2867,F,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 2.746% IDX NTS 17/07/24,XS0116636217,78PI,Trade Reporting only,0966395,,17-Jul-2024,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 ARKLE MASTER ISSUER PLC 3 A1 RES MORT BCKD NTS 17/05/2060 REGS,XS0651278060,10GA,Fixed interest (Trade reporting Only),B4WB923,28-Jul-2011,17-May-2060,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN LNKD NTS 20/08/40,XS0535300361,96VI,Fixed interest (Trade reporting Only),B62JVM5,14-Jun-2011,20-Aug-2040,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BARCLAYS BANK PLC CALL ZERO CPN NTS 13/04/32,XS0743097551,12QH,Fixed interest (Trade reporting Only),B80GS54,16-Apr-2012,13-Apr-2032,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LLOYDS BANK PLC CALL ZERO CPN NTS 05/06/37,XS0302748222,70ZB,Fixed interest (Trade reporting Only),B1YFV04,,05-Jun-2037,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 REPUBLIC OF URUGUAY 7.625% BDS 21/03/36 $ (BR),US760942AS16,82HM,Fixed interest (Trade reporting Only),B11PLF2,,21-Mar-2036,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 GRANITE MORTGAGES 04-3 PLC SER 1 M FRN 20/09/44 $,US38741SAD45,56QV,Trade Reporting only,B02YSJ4,,20-Sep-2044,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 HSBC BANK PLC MRKT ACC NTS LKD TO ORD SHS 10/08/2020,XS1662530986,77XG,Fixed interest (Trade reporting Only),BF6WKC6,08-Aug-2017,10-Aug-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC MLTI-EQTY KO NTS WITH CAR 01/09/21,XS1251929631,92CK,Fixed interest (Trade reporting Only),BZ1K4R8,01-Sep-2015,01-Sep-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 PT JASA MARGA (PERSERO) TBK 7.50% RUP DENOM SNR NTS 11/12/20 (REG S),USY71285AT09,10NK,Fixed interest (Trade reporting Only),BF4BJP1,12-Dec-2017,11-Dec-2020,7.5,F,MWNU,NIOM,0,0,,IDR,MWNU,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 2.685% NTS 27/07/26,XS1451566027,43TO,Fixed interest (Trade reporting Only),BD89N66,27-Jul-2016,27-Jul-2026,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 SG ISSUER NTS 04/04/24,GB00BF6XFH98,39GB,Fixed interest (Trade reporting Only),BF6XFH9,11-Apr-2018,04-Apr-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMP CRDT LKD NTS 20/12/21,XS1571991709,61XV,Fixed interest (Trade reporting Only),BYXYWS8,09-Mar-2017,20-Dec-2021,0,Z,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 2.125% NTS 27/09/21,US219868BX31,47PK,Fixed interest (Trade reporting Only),BDCG2G6,,27-Sep-2021,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 SVENSKA HANDELSBANKEN 2.625% NTS 23/08/22,XS0819759571,13JZ,Fixed interest (Trade reporting Only),B6WWY03,23-Aug-2012,23-Aug-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMPALA QUAD 6 YR KICK OUT NTS 03/11/23,XS1694221927,94MR,Fixed interest (Trade reporting Only),BF2DMC7,03-Nov-2017,03-Nov-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 17.50% NTS 10/07/20,XS2029700106,71ST,Fixed interest (Trade reporting Only),BJV2R28,18-Jul-2019,10-Jul-2020,17.5,F,PSNR,EIDP,0,0,,TRY,PSNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED SECS 24/10/28,XS1850731909,57KI,Fixed interest (Trade reporting Only),BFM0WM8,25-Oct-2018,24-Oct-2028,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 DUNCAN FUNDING 2015-1 PLC CLASS A2B A/B FLTG RTE NTS 17/12/62,XS1304472100,60HB,Fixed interest (Trade reporting Only),BYQ91N8,13-Nov-2015,17-Dec-2062,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 YORKSHIRE WATER FINANCE PLC GRNTD RT PRC IDX-LNKD BDS 22/05/42,XS0785387670,23EX,Fixed interest (Trade reporting Only),B66BQX3,22-May-2012,22-May-2042,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 DEVA FINANCING PLC CLASS A3 ASSET BKD FRN 19/11/53,XS0392644984,34SD,Fixed interest (Trade reporting Only),B3DTC75,,19-Nov-2053,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 NETWORK RAIL INFRASTRUCTURE FIN PLC 1.1795% IDX-LKD NTS 22/11/41,XS0443779938,99ZC,Fixed interest (Trade reporting Only),B44DTJ4,,22-Nov-2041,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MAWS LKD ORD A SHS HANGZHOU 23/11/21,GB00BG64FD58,65TR,Fixed interest (Trade reporting Only),BG64FD5,24-May-2019,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BAHIA(STATE OF)BRAZIL 5% GOLD LN 1904(NOW 1 5/8%),BRP06739AA73,95GE,Trade Reporting only,0070100,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 SG ISSUER NTS 27/09/22,JE00BD5Z0R74,46XI,Fixed interest (Trade reporting Only),BD5Z0R7,22-Sep-2016,27-Sep-2022,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 1.718% COV BD 22/01/36,XS1346839373,12RX,Fixed interest (Trade reporting Only),BD9WQL0,22-Jan-2016,22-Jan-2036,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 16 PLC B1A MTG BCKD FRN 11/12/36 £(BR)(REG S),XS0175740868,80XI,Fixed interest (Trade reporting Only),3361500,,11-Dec-2036,0,,CWNU,EIOU,0,0,,GBP,CWNU,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PRF SHS 1025 22/04/24,GB00BG06HS68,40SV,Fixed interest (Trade reporting Only),BG06HS6,23-Apr-2018,22-Apr-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 GOLD FIELDS OROGEN HLNGS (BVI) LD 4.875% GTS NTS 07/10/20 (REG S),XS0547082973,61ZG,Fixed interest (Trade reporting Only),B4JWJ30,,07-Oct-2020,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 HEATHROW FUNDING LD SUB-CLS A-25 IDX BDS 28/01/41,XS1008232925,36FI,Fixed interest (Trade reporting Only),BJFLG79,28-Jan-2014,28-Jan-2041,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ULSTER BANK IRELAND DAC 11 3/8% SUB BDS,IE0004325399,57LY,Trade Reporting only,0432539,,31-Dec-9999,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 6.600% NTS 24/04/23,XS2157760930,77BU,Fixed interest (Trade reporting Only),BMYM8F6,24-Apr-2020,24-Apr-2023,6.6,F,CRTR,UIDR,0,0,,IDR,CRTR,0,,,0,,,100 NATIONAL GRID NORTH AMERICA INC. 0.750% INSTR 11/02/22,XS1188094673,54JP,Fixed interest (Trade reporting Only),BVVT7V2,11-Feb-2015,11-Feb-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 2.375% NTS 07/07/27,US4581X0CY26,75QA,Fixed interest (Trade reporting Only),BYVKV70,07-Jul-2017,07-Jul-2027,2.375,F,CRNR,NIDR,0,0,,USD,CRNR,0,,,0,,,100 LLOYDS BANK PLC ZRO CPN CALL NTS 11/10/43,XS0979488367,15VR,Fixed interest (Trade reporting Only),BFPC6C9,11-Oct-2013,11-Oct-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT & RDPN SECS 24/08/26,XS1810545738,51HG,Fixed interest (Trade reporting Only),BYZLSD4,23-Aug-2018,24-Aug-2026,0,O,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 AVIVA PLC 6.125% PERP RESET SUB NTS GBP (VAR)(BR),XS0177447983,72RK,Order book for Fixed Income Securities,3359970,30-Sep-2003,31-Dec-9999,6.125,F,RCNT,CRDQ,12,10000,GBP,GBP,RCNT,0,5.882352941176471,29-Sep-2015,12,31-Dec-2099,,100 COMMONWEALTH BANK OF AUSTRALIA CALL ZRO CPN NTS 21/12/46,XS1539577384,58FL,Fixed interest (Trade reporting Only),BDCMRF8,21-Dec-2016,21-Dec-2046,0,Z,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 2.750% INSTR 06/02/35,XS1884008928,61CE,Fixed interest (Trade reporting Only),BJJQH11,06-Feb-2019,06-Feb-2035,2.75,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED NTS 22/01/24,XS1279289166,12TI,Fixed interest (Trade reporting Only),BD9WQQ5,22-Jan-2016,22-Jan-2024,0,,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 30/08/40,XS0533752787,45IE,Fixed interest (Trade reporting Only),B62D4S4,,30-Aug-2040,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK ZERO CPN CALL NTS 28/07/36,XS1458464390,43WP,Fixed interest (Trade reporting Only),BD05997,29-Jul-2016,28-Jul-2036,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 7% NTS 04/05/2021,XS0621112324,63ML,Fixed interest (Trade reporting Only),B65Q297,04-May-2011,04-May-2021,0,,CWNR,NIDW,0,0,,NZD,CWNR,0,,,0,,,100 WESSEX WATER SERVICES FINANCE PLC 4.000% GTD BDS 24/09/21 GBP (BR),XS0731849831,96BH,Fixed interest (Trade reporting Only),B783N44,25-Jan-2012,24-Sep-2021,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 QNB FINANCE FLTG RTE NTS 09/09/21,XS1484521304,47SL,Fixed interest (Trade reporting Only),BD5M3B3,09-Sep-2016,09-Sep-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 GREECE,(KINGDOM OF) 6% PUB WOR STLG LN 1928 FDG BDS 1965,GB0003865408,36GY,Trade Reporting only,0386540,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 TORONTO-DOMINION BANK 0.10% SER CBL28 CVD BDS 19/07/27,XS2028803984,71VU,Fixed interest (Trade reporting Only),BK5T506,19-Jul-2019,19-Jul-2027,0,O,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 3.000% NOTES 06/05/26,XS1405807592,34VE,Fixed interest (Trade reporting Only),BZ05DQ6,06-May-2016,06-May-2026,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 1.564 NTS 27/07/37,XS1651452325,77DF,Fixed interest (Trade reporting Only),BD0B5H5,,27-Jul-2037,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 9% NTS 11/12/20,XS2091975966,88QQ,Fixed interest (Trade reporting Only),BJBYDJ3,,11-Dec-2020,0,,PSNR,NIDP,0,0,,UZS,PSNR,0,,,0,,,100 HSBC BANK PLC MKT ACC NTS PETRO TRANS 23/11/21,XS1800540228,38RA,Fixed interest (Trade reporting Only),BFWMY62,29-Mar-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BARCLAYS BANK PLC 6% CALL PERP CORE TIER 1 NTS £(VAR)(BR),XS0150052388,30CG,Fixed interest (Trade reporting Only),3174474,,31-Dec-9999,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG FLTG RTE GTD NTS 22/11/21,XS1953804066,61DU,Fixed interest (Trade reporting Only),BJP0V26,,22-Nov-2021,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 ROYAL BANK OF CANADA CALL 5.16% NTS 12/06/29,XS0432405107,68BZ,Fixed interest (Trade reporting Only),B5B72W0,,12-Jun-2029,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL ZERO CPN NTS 14/09/40,XS0541611587,45JU,Fixed interest (Trade reporting Only),B3M4G02,,14-Sep-2040,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 11 PLC MTG ERLY RED CERTS 11/03/35 (144 A),US76111LAD10,AC94,Trade Reporting only,3099232,,11-Mar-2035,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC IM EV 30 6YR 90% CAP PRO UP NTS 24/02/22,XS1346703637,15AA,Fixed interest (Trade reporting Only),BYYWBB7,19-Feb-2016,24-Feb-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 18/11/21,JE00BZ091D17,71XF,Fixed interest (Trade reporting Only),BZ091D1,26-Nov-2015,18-Nov-2021,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 ROYAL BANK OF CANADA 1.125% SNR NTS 15/12/25,XS2109790423,78VK,Fixed interest (Trade reporting Only),BKKL1X2,28-Jan-2020,15-Dec-2025,1.125,F,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA FLTG RTE NTS 10/10/20,XS2064756500,93AO,Fixed interest (Trade reporting Only),BK8JCT1,10-Oct-2019,10-Oct-2020,0,V,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 1.556% NTS 13/02/25,XS2117673751,67JX,Fixed interest (Trade reporting Only),BLKQFP4,,13-Feb-2025,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 HSBC BANK PLC UND FLTG RTE PRIM CAP NTS $,XS0015190423,64HO,Trade Reporting only,0590299,,31-Dec-9999,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 2.17% NTS 24/09/29,XS1295662727,15YS,Fixed interest (Trade reporting Only),BYXJFZ1,24-Sep-2015,24-Sep-2029,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC 2A4 RMB FRN 17/05/2060 144A,XS0744002055,51KH,Fixed interest (Trade reporting Only),B7331M3,14-Feb-2012,17-May-2060,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC GBP PHOENIX KO NTS CAR 12/02/26,GB00BF8S3R82,12WJ,Fixed interest (Trade reporting Only),BF8S3R8,12-Feb-2018,12-Feb-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 6.87% NTS 29/05/20,XS2002004385,68DK,Fixed interest (Trade reporting Only),BJYJ889,29-May-2019,29-May-2020,6.87,F,PSNR,EIDP,0,0,,RUB,PSNR,0,,,0,,,100 HSBC HLDGS PLC 4.00% NTS 08/09/36,XS1481811872,45LF,Fixed interest (Trade reporting Only),BD8DS85,08-Sep-2016,08-Sep-2036,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 FOSSE MASTER ISSUER PLC CLS Z RES MORT BKD FRN 18/10/54 (REG S),XS0715271747,11FU,Fixed interest (Trade reporting Only),B4R6LQ1,06-Dec-2011,18-Oct-2054,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MDGH - GMTN B.V. 3.000% NTS 19/04/24,XS1596070547,66RV,Fixed interest (Trade reporting Only),BYQJ9L2,19-Apr-2017,19-Apr-2024,3,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SONAR 1 PLC CLASS'C'MTG-BCKD FRN 08/2021 #(BR),XS0054726871,BM61,Trade Reporting only,0821999,,15-Aug-2021,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS 23/11/21,GB00BZY3LP16,43ZQ,Fixed interest (Trade reporting Only),BZY3LP1,07-Jun-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 0.125% GTD NTS 07/03/24 (TEMP),XS2095327511,86JK,Fixed interest (Trade reporting Only),BKWC241,,07-Mar-2024,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 HEATHROW FUNDING LD SB-CLS A-32 1.500% BDS 11/02/32,XS1186176571,63PM,Fixed interest (Trade reporting Only),BVVJ8H5,11-Feb-2015,11-Feb-2032,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC KICK OUT NTS CAP RSK 05/01/21,GB00BRWR2G74,47VM,Fixed interest (Trade reporting Only),BRWR2G7,05-Jan-2015,05-Jan-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN INVESTMENT BANK EIB 6 12/07/28,XS0085727559,13LR,Order book for Fixed Income Securities,BYVZ7L1,,07-Dec-2028,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 HYDRO-QUEBEC 10.50% DEB SER'HX' 15/10/21 CAD1000(REG),CA448814DW08,83HB,Trade Reporting only,0449357,,15-Oct-2021,0,,MISL,FSLL,0,0,,CAD,MISL,0,,,0,,,100 WELLS FARGO & COMPANY 4.11% NTS 02/07/25,XS0947848593,10NS,Fixed interest (Trade reporting Only),BC1J5N7,02-Jul-2013,02-Jul-2025,0,,CWNR,NIDW,0,0,,NOK,CWNR,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 2.375% NTS 12/05/23,US219868CC84,895R,Fixed interest (Trade reporting Only),BL97JF6,,12-May-2023,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 HOLMES MASTER ISSUER PLC 2011-3 A5 RMB FRN 15/10/54 REG S,XS0679915081,75UR,Fixed interest (Trade reporting Only),B56RVD9,21-Sep-2011,15-Oct-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 GOSFORTH FUNDING 2017-1 PLC CLS M MORT BKD FRNS 19/12/59 (REG S),XS1679337185,84AT,Fixed interest (Trade reporting Only),BYXGQM6,26-Sep-2017,19-Dec-2059,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 UK TREASURY STRIP 07MAR2022CPN,GB0030884125,DZ05,Gilts,3088412,,07-Mar-2022,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 COMMERZBANK AG AUTO CALL NTS 22/12/23,XS1641259715,12XZ,Fixed interest (Trade reporting Only),BF2WR63,05-Jan-2018,22-Dec-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX PHNX KO NTS CAR 27/02/24,XS1762235379,99IC,Fixed interest (Trade reporting Only),BFX13D8,02-Mar-2018,27-Feb-2024,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 BK NEDERLANDSE GEMEENTEN BNG 2 1/2 01/23/23,XS0877608124,13GG,Order book for Fixed Income Securities,BYVZL08,,23-Jan-2023,0,,EXED,INRE,0,0,,USD,EXED,0,,,0,,,100 SG ISSUER NTS 09/02/22,JE00BZCTQM30,15DB,Fixed interest (Trade reporting Only),BZCTQM3,23-Feb-2016,09-Feb-2022,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BPHA FINANCE PLC 4.816% SEC BDS 11/04/44,XS1052218358,59DP,Fixed interest (Trade reporting Only),BL95HW3,14-Apr-2014,11-Apr-2044,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 1.057% NTS 26/02/29,XS1953838049,62AI,Fixed interest (Trade reporting Only),BHZPY51,26-Feb-2019,26-Feb-2029,1.057,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY CALL ZER CPN NTS 02/02/2042,XS0737133826,50TV,Fixed interest (Trade reporting Only),B7MKNX0,02-Feb-2012,02-Feb-2042,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 YORKSHIRE HOUSING FINANCE PLC 4.125% SEC BDS 31/10/44,XS1131276864,60OT,Fixed interest (Trade reporting Only),BSD98Z0,07-Nov-2014,31-Oct-2044,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS TONGHUA D 23/11/20,GB00BZY3J249,93DP,Fixed interest (Trade reporting Only),BZY3J24,18-Oct-2017,23-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP DUAL IDX 6 YR KO NT CAR 25/04/23,GB00BZ04MW23,67MY,Fixed interest (Trade reporting Only),BZ04MW2,03-May-2017,25-Apr-2023,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 14 PLC M2 MTG BCKD FRN 10/06/36 EUR(BR)(144A),US76112KAJ97,56BG,Trade Reporting only,3275957,,10-Jun-2036,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 BRITISH TELECOMMUNICATIONS PLC 3.64% NTS 25/06/33,XS1833075259,44UT,Fixed interest (Trade reporting Only),BDFXM97,25-Jun-2018,25-Jun-2033,3.64,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS INDX LD INT AND RED SEC 24/03/28,XS2053769415,77HW,Fixed interest (Trade reporting Only),BMF33H5,24-Mar-2020,24-Mar-2028,0,O,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 CAMBRIDGESHIRE HOUSING CAPITAL PLC 4.25% SEC BDS 15/09/45 (TEMP),XS2069295538,88VC,Fixed interest (Trade reporting Only),BK96BM7,02-Dec-2019,15-Sep-2045,4.25,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC PHNX KO NTS CAR 11/04/23,XS1575046229,64KP,Fixed interest (Trade reporting Only),BYX1PF7,10-Apr-2017,11-Apr-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NATWEST MARKETS PLC 1.80% NTS 15/04/25,XS2153620278,397R,Fixed interest (Trade reporting Only),BLGYLR6,14-Apr-2020,15-Apr-2025,1.8,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 30/01/09,XS0182029262,85SY,Trade Reporting only,B0951V3,,31-Dec-9999,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 INVESTEC BANK PLC IMPTRIP IDX 6YR NTS WITHOUT CAR 10/02/26,XS2100595045,84CE,Fixed interest (Trade reporting Only),BL9BNS9,13-Feb-2020,10-Feb-2026,0,Z,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION FLTG RTE NTS 18/01/22,XS1935017530,61IG,Fixed interest (Trade reporting Only),BJ2KVY1,,18-Jan-2022,0,,PSNR,NIDP,0,0,,GBP,PSNR,0,,,0,,,100 WESTPAC BANKING CORPORATION 3.173% INST 16/07/43,XS0953569661,12ZK,Fixed interest (Trade reporting Only),BCCW557,16-Jul-2013,16-Jul-2043,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP TRIP IDX 6 YR PHNX KO NTS 23/05/23,XS1604357712,71DE,Fixed interest (Trade reporting Only),BF0P236,02-Jun-2017,23-May-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 TOYOTA FINANCE AUSTRALIA LIMITED 1.625% NTS 11/07/22,XS1854082994,45OG,Fixed interest (Trade reporting Only),BD3FZC9,11-Jul-2018,11-Jul-2022,1.625,F,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 WELLS FARGO & COMPANY ZRO CPN CALL NTS 05/03/43,XS0898661383,19XP,Fixed interest (Trade reporting Only),B7SZ179,05-Mar-2013,05-Mar-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 GE CAPITAL UK FUNDING UNLTD. CO. 5.875% NTS 04/11/20,XS0463588052,60IY,Order book for Fixed Income Securities,B59ZZ83,04-Nov-2009,04-Nov-2020,5.875,F,RCNT,CRDQ,3,2000,GBP,GBP,RCNT,0,5.759803921568627,02-Nov-2018,12,31-Dec-2099,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 4.00% NTS 28/07/20,XS1265191095,92LN,Fixed interest (Trade reporting Only),BYSFBM3,28-Jul-2015,28-Jul-2020,0,,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 WELLS FARGO FINANCE LLC 4.35% NTS 01/04/25,XS2147882760,77LL,Fixed interest (Trade reporting Only),BM7VR53,02-Apr-2020,01-Apr-2025,4.35,F,MWNU,NIDM,0,0,,CNY,MWNU,0,,,0,,,100 TOYOTA FINANCE AUSTRALIA LIMITED 0.00% NOTES 09/04/21,XS1978200555,63SN,Fixed interest (Trade reporting Only),BJHK072,09-Apr-2019,09-Apr-2021,0,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 BANK OF AMERICA CORPORATION 5.09% NTS 15/02/33,XS0263428210,57TL,Fixed interest (Trade reporting Only),B1CN508,,15-Feb-2033,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.7 PLC MTG EARLY RED CERTS 11/02/38 (144A),US76111CAC38,67OJ,Trade Reporting only,0877356,,11-Feb-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZERO CPN CALL NTS 11/10/35,XS0231495085,81YN,Fixed interest (Trade reporting Only),B0M57J0,,11-Oct-2035,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 TESCO CORPORATE TREASURY SRVCS PLC 2.750% NTS 27/04/30,XS2163089563,3T8E,Fixed interest (Trade reporting Only),BMBVH60,27-Apr-2020,27-Apr-2030,2.75,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC CALL ZRO CPN NTS 19/09/44,XS1110320337,44WE,Fixed interest (Trade reporting Only),BQXKTM3,19-Sep-2014,19-Sep-2044,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS WITH CAR 13/01/21,XS1344540759,10QT,Fixed interest (Trade reporting Only),BDGN3Q0,14-Jan-2016,13-Jan-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BRISTOL WATER PLC 4% CONS DEB STK IRRD,GB0001264455,BD26,Trade Reporting only,0126445,,31-Dec-9999,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. 4.12% NTS 11/02/24,XS1947579055,61JW,Fixed interest (Trade reporting Only),BJFV0V1,11-Feb-2019,11-Feb-2024,4.12,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 TRANSPORT FOR LONDON 3.625% NTS 15/05/2045,XS0928618569,34EE,Fixed interest (Trade reporting Only),B6VGKK8,15-May-2013,15-May-2045,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP UPSIDE NTS CAR 19/12/22,XS1702848950,11KG,Fixed interest (Trade reporting Only),BD9G311,19-Dec-2017,19-Dec-2022,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA ZERO CPN CALL NTS 28/11/46,XS1522967626,55KU,Fixed interest (Trade reporting Only),BDJ0BB9,28-Nov-2016,28-Nov-2046,0,O,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION CAP FLTG RTE 30/05/14,XS0241030567,32SP,Fixed interest (Trade reporting Only),B0XPRS8,,30-May-2014,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV FLTG RTE GBL NTS 13/03/23,US29874QEF72,D53E,Fixed interest (Trade reporting Only),BLJP6L5,13-Mar-2020,13-Mar-2020,0,V,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.4 PLC CLASS 'B' MTG-BCKD FRN 2038 £(BR)(REG S),XS0087427406,49LS,Trade Reporting only,0293305,,11-Sep-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SWEDEN(KINGDOM OF) 13.5% LN STK 2010(BR),GB0008674540,52IL,Trade Reporting only,0867454,,31-Dec-9999,0,,MISC,SIOB,0,0,,GBP,MISC,0,,,0,,,100 NORDEA BANK ABP 3.25% NTS 05/07/22,XS0801636902,38AA,Fixed interest (Trade reporting Only),B7MTQ61,05-Jul-2012,05-Jul-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 CITY OF GOTHENBURG FLTNG RTE NTS 07/02/23,XS1713492731,94XF,Fixed interest (Trade reporting Only),BF3FLW5,,07-Feb-2023,0,,PSNR,EIDP,0,0,,NOK,PSNR,0,,,0,,,100 SG ISSUER NTS 01/12/23,JE00BF335T41,69BO,Fixed interest (Trade reporting Only),BF335T4,19-May-2017,01-Dec-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BANK OF BAHRAIN AND KUWAIT (B.S.C.) 5.500% NTS 09/07/24,XS2017807301,93GQ,Fixed interest (Trade reporting Only),BKLH203,09-Jul-2019,09-Jul-2024,5.5,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 DIAGEO FINANCE PLC 2.500% INST 27/03/32,XS2147889690,77KX,Fixed interest (Trade reporting Only),BMHQWP3,30-Mar-2020,27-Mar-2032,2.5,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 OP CORPORATE BANK PLC 5.25% SUBORD INST 14/09/21,XS0677081993,88YD,Fixed interest (Trade reporting Only),B6T2FC5,14-Sep-2011,14-Sep-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 1 CLS C FRN 17/02/52 (REGS),XS0370507765,54SS,Fixed interest (Trade reporting Only),B39YLW2,,17-Feb-2052,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC EQTY IDX LKD SEC 15/06/21,XS1218156724,87HO,Fixed interest (Trade reporting Only),BYNCLN0,17-Jun-2015,15-Jun-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 UK TREASURY STRIP 07JUN2045CPN,GB00B0BDT443,90EH,Gilts,B0BDT44,,07-Jun-2045,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 HSBC BANK PLC MRKT ACCESS WRNTS LKD ORD A SHS 23/11/20,GB00BZY3HY29,85VZ,Fixed interest (Trade reporting Only),BZY3HY2,29-Sep-2017,23-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 23/02/39,XS0413240408,84FF,Fixed interest (Trade reporting Only),B5958L7,,23-Feb-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 BANK OF MONTREAL ZRO CPN CALL NTS 28/12/46,XS1538352508,58OO,Fixed interest (Trade reporting Only),BDTZ0M8,28-Dec-2016,28-Dec-2046,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ARRAN RESIDENTIAL MOR FD NO.2 PLC CLS CB AST BKD FRN 20/09/56 REGS USD,XS0267360138,82TQ,Fixed interest (Trade reporting Only),B1FJ2B3,,20-Sep-2056,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC MAW DR.PENG TELECOM&MEDIA 23/10/20,GB00BG8HFP45,92OO,Fixed interest (Trade reporting Only),BG8HFP4,28-Oct-2019,23-Oct-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SEVERN TRENT UTILITIES FIN PLC IDX LKD NTS 01/02/58,XS0305016916,66XX,Fixed interest (Trade reporting Only),B1Z2VF9,,01-Feb-2058,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 ASHTEAD CAPITAL INC 5.625% SCND PRI SNR SEC NT01/10/24(REGS),USU04503AB12,55MF,Fixed interest (Trade reporting Only),BQWJGL9,08-Oct-2014,01-Oct-2024,0,,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS 23/11/21,GB00BZY3LJ55,44AS,Fixed interest (Trade reporting Only),BZY3LJ5,06-Jun-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 2.85% NTS 01/11/24,XS2074686226,76SV,Fixed interest (Trade reporting Only),BK268J0,,01-Nov-2024,0,,PSNR,NIDP,0,0,,RON,PSNR,0,,,0,,,100 SG ISSUER NTS 27/10/23,JE00BDGKK151,63VO,Fixed interest (Trade reporting Only),BDGKK15,07-Apr-2017,27-Oct-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 CANADIAN IMPERIAL BANK OF COMMERCE 0.250% SER CBL19 CVRD BDS 24/01/23,XS1756725831,15HS,Fixed interest (Trade reporting Only),BF5DXS7,24-Jan-2018,24-Jan-2023,2.726,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 ASB FINANCE LD 2.00% NTS DUE 16/11/20,XS1719265057,96KK,Fixed interest (Trade reporting Only),BFN45Q4,16-Nov-2017,16-Nov-2020,2,F,CWNR,EIDW,0,0,,HKD,CWNR,0,,,0,,,100 ANZ NEW ZEALAND (INT'L) LD 3.783% NTS 20/02/2029,XS1951361655,94YV,Fixed interest (Trade reporting Only),BJP0TY4,20-Feb-2019,20-Feb-2029,3.783,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 08/03/27,GB00BFRNHN88,93IB,Fixed interest (Trade reporting Only),BFRNHN8,08-Mar-2019,08-Mar-2027,0,V,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZERO CPN NTS 08/04/40,XS0499377256,44ZF,Fixed interest (Trade reporting Only),B5W0HF6,,08-Apr-2040,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 14 PLC C MTG BCKD FRN 10/06/36 £(BR)(144A),US76112KAQ31,88ZT,Trade Reporting only,3276013,,10-Jun-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SER 1 CLS 1M MTG BKD NTS 15/07/42,XS0909783143,17RZ,Fixed interest (Trade reporting Only),B979239,05-Apr-2013,15-Jul-2042,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC 9% PERM INT BRG CAP BDS #(VAR)(BR),XS0046132014,06GH,Fixed interest (SEAQ),0087025,,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 BARCLAYS BANK PLC WT LKD SEC 01/09/20,XS1069390711,53DO,Fixed interest (Trade reporting Only),BQN29V8,02-Sep-2014,01-Sep-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMMERZBANK AG AUTO CALL NTS 24/01/24,XS1724626186,16BF,Fixed interest (Trade reporting Only),BF0QD36,02-Feb-2018,24-Jan-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 15/03/16,XS0247905846,48VB,Fixed interest (Trade reporting Only),B11DPG5,,15-Mar-2016,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 BANK OF AMERICA CORPORATION 2.500% SNR NTS 27/07/20,XS0954946926,14PQ,Fixed interest (Trade reporting Only),BCDYVP4,25-Jul-2013,27-Jul-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 TOWN CENTRE SECURITIES PLC 5.375% FIRST MORT DEB STK 20/11/2031,GB00B1HHKK03,50BF,Fixed interest (SEAQ),B1HHKK0,,20-Nov-2031,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD SHS JSC BNK VIETNAM 29/10/20,GB00BG64F794,94BT,Fixed interest (Trade reporting Only),BG64F79,17-Apr-2019,29-Oct-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INNOGY FINANCE BV RWEG 6.5 20/04/21,XS0127992336,ER21,Order book for Fixed Income Securities,BFWM860,,20-Apr-2021,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZRO CPN NTS 12/09/2046,XS1488055986,45SX,Fixed interest (Trade reporting Only),BD5TC51,,12-Sep-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 RUSSIAN FEDERATION 4.50% BDS 04/04/22 (UNRES),XS0767472458,11NH,Fixed interest (Trade reporting Only),B5N4JH3,05-Apr-2012,04-Apr-2022,0,,CRNR,NIOR,0,0,,USD,CRNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PRF SRS 1483 09/11/26,XS2043659114,66ZI,Fixed interest (Trade reporting Only),BHR37C1,08-Nov-2019,09-Nov-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP SCOT WID 1.9% INFL NTS 16/06/23 GBP,XS0963352025,IM30,Fixed interest (SEAQ),BDC7QD4,23-Sep-2013,16-Jun-2023,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 18 PLC A2B MTG BCKD FRN 14/11/37 USD(BR)(REGS),XS0195868046,81EM,Trade Reporting only,B01SND6,,14-Nov-2037,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 B.A.T. NETHERLANDS FINANCE B.V. 3.125% GTD NTS 07/04/28,XS2153597518,PCXZ,Fixed interest (Trade reporting Only),BM97P77,07-Apr-2020,07-Apr-2028,3.125,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 GREAT HALL MORTGAGES NO.1 PLC CLS CA SER 2007-02 NTS 18/06/39 (REGS),XS0308357358,75DR,Fixed interest (Trade reporting Only),B1Z97Y1,,18-Jun-2039,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SOUTHERN PACIFIC SECS 04-2 PLC A1B MTG BCKD FRN 10/06/25 $(REG S),XS0196610835,52LM,Trade Reporting only,B02FW39,,10-Jun-2025,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 SIGMA FINANCE CORPORATION FLT RTE CAP NTS 30/08/17,XS0274193720,38DB,Fixed interest (Trade reporting Only),B1GNJ80,,30-Aug-2017,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL ZERO CPN NTS 24/10/42,XS0847782736,15JD,Fixed interest (Trade reporting Only),B80HVP8,24-Oct-2012,24-Oct-2042,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 0.375% CVD NTS 16/02/24,XS1550143421,59JR,Fixed interest (Trade reporting Only),BYWFZH2,16-Jan-2017,16-Feb-2024,0.375,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SBAB BANK AB (PUBL) FLTG RTE NTS 19/10/21,XS1506391587,50ZX,Fixed interest (Trade reporting Only),BD3WQ38,19-Oct-2016,19-Oct-2021,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG 0.000% GTD NTS 06/04/23,XS2152924952,Y4OV,Fixed interest (Trade reporting Only),BM638F7,07-Apr-2020,06-Apr-2023,0,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 PLATFORM HOME LOANS NO.2 PLC CLASS 'B' MTG BCKD FRN 11/12/32,XS0118479350,BR32,Trade Reporting only,0057341,,11-Dec-2032,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC IMP TRIPLE IDX 6YR REV CNV NT 17/02/22,XS1344718165,14RB,Fixed interest (Trade reporting Only),BYT2XW7,12-Feb-2016,17-Feb-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MERRILL LYNCH SA BR CMS LKD ELY RED NTS HSBC CAP 30/06/30,XS0300133872,58RP,Fixed interest (Trade reporting Only),B1XF8L5,,30-Jun-2030,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 10/08/40,XS0530924033,61OI,Fixed interest (Trade reporting Only),B5052J2,,10-Aug-2040,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 TESCO CORPORATE TREASURY SRVCS PLC 2.500% NTS 02/05/25,XS1989383192,94DE,Fixed interest (Trade reporting Only),BJK4CV9,02-May-2019,02-May-2025,2.5,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 15/12/13,XS0175837946,68MN,Trade Reporting only,3351501,,15-Dec-2013,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 HEATHROW FINANCE PLC 3.875% SEN SEC NTS 01/03/27,XS1622694617,71JG,Fixed interest (Trade reporting Only),BDG0134,09-Jun-2017,01-Mar-2027,3.875,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF AMERICA CORPORATION 3.00% & CMS LKD NTES 10/07/31,XS1259646724,89UW,Fixed interest (Trade reporting Only),BYMM5X9,10-Jul-2015,10-Jul-2031,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 ANZ NEW ZEALAND (INT'L) LD 3.450% NTS DUE 17/07/2027(REG S),US00182FBF27,76VW,Fixed interest (Trade reporting Only),BDC3VM6,19-Jul-2017,17-Jul-2027,3.45,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 MERRILL LYNCH SA UF ADJ 4.48% CDT LKD NTS LKD BS 16/08/37,XS0314428342,75FC,Fixed interest (Trade reporting Only),B2426R4,,16-Aug-2037,0,,CWNR,EIDW,0,0,,CLP,CWNR,0,,,0,,,100 HEATHROW FUNDING LD 4.875% BDS 15/07/23 (144A),US05607MAA53,63YP,Fixed interest (Trade reporting Only),B5SFRG6,28-Jun-2011,15-Jul-2023,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LLOYDS BANK PLC STRCTD FLTG RTE NTS 15/09/27,XS1291469580,69GA,Fixed interest (Trade reporting Only),BYQCS69,15-Sep-2015,15-Sep-2027,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SHELL INTERNATIONAL FINANCE B.V 1.250% GTD NTS 12/05/28,XS1411401083,35CI,Fixed interest (Trade reporting Only),BYZK1K9,12-May-2016,12-May-2028,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 NATIONAL GRID GAS PLC 1.7864% IDX-LKD INST 12/01/37,XS0280586081,33QT,Fixed interest (Trade reporting Only),B1N4FS8,,12-Jan-2037,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 5.10% CALL CVD NTS 01/04/48,XS0352169527,91ZN,Fixed interest (Trade reporting Only),B2QNXJ6,,01-Apr-2048,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 A2DOMINION HOUSING GROUP LIMITED 3.500% NTS 15/11/28,XS1517173149,54XE,Fixed interest (Trade reporting Only),BD0NBF1,15-Nov-2016,15-Nov-2028,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BOSTON MAYFLOWER FINANCE PLC 4.321% GTD SEC BDS 08/09/59,XS1100110672,90IY,Fixed interest (Trade reporting Only),BQ1JV04,09-Sep-2014,08-Sep-2059,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CLAVIS SECURITIES PLC CLASS B1B NTS 15/12/40,XS0302271829,58TA,Fixed interest (Trade reporting Only),B1YB0N8,,15-Dec-2040,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NEWCASTLE BUILDING SOCIETY 12 5/8% PERM INT BEARING SHS #1000,GB0006361371,NBSR,Fixed interest (SEAQ),0636137,,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 5.07% CALL NTS 29/07/39,XS0441253407,88FS,Fixed interest (Trade reporting Only),B3YDT64,,29-Jul-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ARRAN RESIDENTIAL MTG FDG NO.1 PLC CLASS CA AST BKD FRN 12/04/56 £ (REGS),XS0256206235,49RU,Fixed interest (Trade reporting Only),B16DFN7,,12-Apr-2056,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 1.598% CVD BDS 28/03/43,XS1799999948,38GC,Fixed interest (Trade reporting Only),BD5G661,28-Mar-2018,28-Mar-2043,1.598,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 GRANITE MORTGAGES 04-1 PLC SER 1 'B' FRN 20/03/44 $(VAR),US38741VAC90,85DJ,Trade Reporting only,3421794,,20-Mar-2044,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 ROYAL BANK OF SCOTLAND GROUP PLC UND FLTG RTE PRIM CAP NTS $(BR),GB0007547507,80PL,Trade Reporting only,0754750,,31-Dec-9999,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 NATIONAL EXPRESS GROUP PLC 2.50% NTS 11/11/23,XS1514188488,54YU,Fixed interest (Trade reporting Only),BD24FS3,11-Nov-2016,11-Nov-2023,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA ZRO CPN CALL NTS 17/04/43,XS0918207811,17WL,Fixed interest (Trade reporting Only),B8H7NH7,17-Apr-2013,17-Apr-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC GBP PHOENIX KO NTS 26/03/26,GB00BF8S3V29,37OA,Fixed interest (Trade reporting Only),BF8S3V2,26-Mar-2018,26-Mar-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 QUADGAS FINANCE PLC 3.18% GRTD SEC SRS 3 NTS 31/10/32,GB00BDRV3T62,40KY,Fixed interest (Trade reporting Only),BDRV3T6,23-Apr-2018,31-Oct-2032,3.18,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ARAB REPUBLIC OF EGYPT (THE) 7.500% NTS 31/01/27 (REG S),XS1558078736,61RJ,Fixed interest (Trade reporting Only),BF047Q1,02-Mar-2017,31-Jan-2027,7.5,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 YORKSHIRE BUILDING SOCIETY 0.125% SER 14 CVD BDS 08/05/25,XS1991186500,94GF,Fixed interest (Trade reporting Only),BJGTL00,08-May-2019,08-May-2025,0.125,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ELENIA FINANCE OYJ 2.602% GTD BDS 11/09/34,XS1678466969,82ZS,Fixed interest (Trade reporting Only),BDH4919,11-Sep-2017,11-Sep-2034,2.602,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INTERCONTINENTAL HOTELS GROUP PLC 2.125% NTS 15/05/27,XS1908370171,60AU,Fixed interest (Trade reporting Only),BH0M606,15-Nov-2018,15-May-2027,2.125,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC MAW LKD TO ORD SHS 23/11/2021,GB00BG64DC02,45XJ,Fixed interest (Trade reporting Only),BG64DC0,16-Jul-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SIGMA FINANCE CORPORATION 3.505% NTS 15/03/13,XS0248135419,89XX,Fixed interest (Trade reporting Only),B11KB68,,15-Mar-2013,0,,CWNU,NIDU,0,0,,EUR,CWNU,0,,,0,,,100 INVESTEC BANK PLC 6.57% CR LKD NTS 02/05/22,XS1832860057,44GU,Fixed interest (Trade reporting Only),BF2G293,12-Jun-2018,02-May-2022,6.57,F,CRTR,UIDR,0,0,,SEK,CRTR,0,,,0,,,100 WELLS FARGO FINANCE LLC FLTG RTE NTS 09/04/26,XS1976867231,71KJ,Fixed interest (Trade reporting Only),BK0P6L7,12-Jul-2019,09-Apr-2026,0,V,MWNU,NIDM,0,0,,USD,MWNU,0,,,0,,,100 VODAFONE GROUP PLC 2.200% NTS 25/08/26,XS1372839214,15NU,Fixed interest (Trade reporting Only),BD879Z1,25-Feb-2016,25-Aug-2026,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BARCLAYS BANK PLC FXD FLTG RTE NTS 17/09/20,XS0541072699,96QM,Fixed interest (Trade reporting Only),B3YRW23,,17-Sep-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ARQIVA FINANCING PLC 5.340% NTS 30/12/37,XS1024447010,85EZ,Fixed interest (Trade reporting Only),BJL57B6,05-Feb-2014,30-Dec-2037,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC FLTG RTE NTS 19/09/23,XS1685690411,83TF,Fixed interest (Trade reporting Only),BZ02BK7,19-Sep-2017,19-Sep-2023,0,V,CWTR,UIDW,0,0,,ZAR,CWTR,0,,,0,,,100 TELSTRA CORPORATION LD 3.500% NTS 21/09/22,XS0760187400,12LL,Fixed interest (Trade reporting Only),B5ZZT18,21-Mar-2012,21-Sep-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 BARCLAYS BANK PLC INDX LNKD SECS 17/08/20,XS1068800777,70UF,Fixed interest (Trade reporting Only),BQ0QSM7,18-Aug-2014,17-Aug-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MAW'S LKD TO ORD GUANGZOU 23/11/21,GB00BZY3KK95,33TU,Fixed interest (Trade reporting Only),BZY3KK9,15-Mar-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 1.83% ENV SUST NTS 26/04/24,XS1986379474,64VD,Fixed interest (Trade reporting Only),BJLW591,,26-Apr-2024,0,,PSTR,UIDP,0,0,,NOK,PSTR,0,,,0,,,100 WELLS FARGO & COMPANY ZERO CPN CALL NTS 17/04/49,XS1980077900,63EO,Fixed interest (Trade reporting Only),BK8Y1R7,17-Apr-2019,17-Apr-2049,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL NTS 09/01/47,XS1542624744,58WB,Fixed interest (Trade reporting Only),BZ7P9R2,09-Jan-2017,09-Jan-2047,0,O,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC 1.210% NTS 15/09/20,XS0539975465,61SZ,Fixed interest (Trade reporting Only),B3LRTJ2,,15-Sep-2020,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZERO CPN NTS 27/09/46,XS1496026664,47KO,Fixed interest (Trade reporting Only),BD5CSZ2,27-Sep-2016,27-Sep-2046,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION FLTG RTE COV NTS 15/09/21,XS1490725519,45YZ,Fixed interest (Trade reporting Only),BD8GFK5,15-Sep-2016,15-Sep-2021,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK ZERO CPN CALL NTS 02/05/36,XS1400355308,34NH,Fixed interest (Trade reporting Only),BYN5719,03-May-2016,02-May-2036,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS TONGWEI 23/11/22,GB00BG64F356,55TX,Fixed interest (Trade reporting Only),BG64F35,12-Nov-2018,23-Nov-2022,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SCOTTISH INV TST PLC 5% PERP DEB STK,GB0007826547,44IF,Trade Reporting only,0782654,,31-Dec-9999,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 MOUND FINANCING (NO.4) PLC SERIES2 CLASSB AST BKD FRN08/02/42 $REGS,XS0229399554,65OV,Fixed interest (Trade reporting Only),B0MTB90,,08-Feb-2042,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 3.20% NTS 02/09/26,XS1105489584,54DD,Fixed interest (Trade reporting Only),BQPW745,02-Sep-2014,02-Sep-2026,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL FR CDT LKD NT NAT AUS BK 30/06/26,XS1367229306,42WQ,Fixed interest (Trade reporting Only),BD1DQL1,11-Jul-2016,30-Jun-2026,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 3.05% NTS 11/03/30,XS1042940491,85GK,Fixed interest (Trade reporting Only),BKRCLW7,12-Mar-2014,11-Mar-2030,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 STATE OF KUWAIT 3.50% NTS 20/03/27 (RULE 144A),US501499AB36,62MM,Fixed interest (Trade reporting Only),BDZWR44,20-Mar-2017,20-Mar-2027,3.5,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 22/09/20,JE00BQVBP192,36XO,Fixed interest (Trade reporting Only),BQVBP19,06-Oct-2014,22-Sep-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 JYSKE BANK PRP NON-CUM NTS CAP NTS,XS1577953331,83UV,Fixed interest (Trade reporting Only),BDZV2W4,22-Sep-2017,01-Jan-2999,0,O,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC MAW'S LKD TO ORD WUXI LITTLE 23/11/21,GB00BZY3KH66,33VF,Fixed interest (Trade reporting Only),BZY3KH6,15-Mar-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SG ISSUER NTS 17/09/26,GB00BFRNFW30,53LB,Fixed interest (Trade reporting Only),BFRNFW3,24-Sep-2018,17-Sep-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HBOS TREASURY SERVICES PLC 4.5%/CMS LKD DAILY RGE ACC NT21/11/21,XS0273801158,74RR,Fixed interest (Trade reporting Only),B1HP123,,21-Nov-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZRO CPN NTS 12/08/43,XS0957297897,14XD,Fixed interest (Trade reporting Only),BCZW8B1,12-Aug-2013,12-Aug-2043,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 31/03/14,XS0291942208,50IX,Fixed interest (Trade reporting Only),B1VV8N7,,31-Mar-2014,0,,CWNU,NIDU,0,0,,EUR,CWNU,0,,,0,,,100 LLOYDS BANK CORPORATE MARKETS PLC FLTG RTE NTS 08/07/21,XS2023634582,94JG,Fixed interest (Trade reporting Only),BK74KS2,08-Jul-2019,08-Jul-2021,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 AKADEMISKA HUS AB 2.08% NTS 02/02/29,XS1559462459,60DV,Fixed interest (Trade reporting Only),BDRJ0X3,02-Feb-2017,02-Feb-2049,2.08,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 BARCLAYS PLC 1.875% NTS 23/03/21,XS1385051112,23BM,Fixed interest (Trade reporting Only),BDCVWZ0,23-Mar-2016,23-Mar-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 1.785% CALL NTS 04/05/46,XS1403700450,34OX,Fixed interest (Trade reporting Only),BYQ8146,,04-May-2046,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 SG ISSUER NTS 03/10/23,GB00BF6XCZ65,88KE,Fixed interest (Trade reporting Only),BF6XCZ6,10-Oct-2017,03-Oct-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 6% FR CDT LKD NTS WESTPAC 30/06/26,XS1367228753,42YB,Fixed interest (Trade reporting Only),BD0Q570,13-Jul-2016,30-Jun-2026,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 UNITED UTILITIES WATER LTD 1.847% IND-LKD NTS 07/07/56,XS0260401244,41HM,Fixed interest (Trade reporting Only),B18SJ38,,07-Jul-2056,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 WESTPAC BANKING CORPORATION 3.01% INST 25/01/27,XS1555703856,59RE,Fixed interest (Trade reporting Only),BDFFS28,25-Jan-2017,25-Jan-2027,3.06,F,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAP RSK 30/07/24,XS1834768316,48FR,Fixed interest (Trade reporting Only),BF2FNV9,30-Jul-2018,30-Jul-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 UK TREASURY STRIP 07SEP2035CPN,GB0032729815,35IK,Gilts,3272981,,07-Sep-2035,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED SEC 03/07/24,XS1782020223,45DI,Fixed interest (Trade reporting Only),BFYDPB5,03-Jul-2018,03-Jul-2024,0,O,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 CLARION FUNDING PLC 1.875% SEC NTS 22/01/35,XS2105779800,77VL,Fixed interest (Trade reporting Only),BL39680,22-Jan-2020,22-Jan-2035,1.875,F,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 INVESTEC BANK PLC IMP TRIP IDX 6YR PHX KO NTS CAR 28/08/25,XS2026814686,92AP,Fixed interest (Trade reporting Only),BKS3FG1,30-Aug-2019,28-Aug-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 4 CLS C FRN 17/02/52 (144A),US041239AM68,66JY,Fixed interest (Trade reporting Only),B1GJW45,,17-Feb-2052,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 G4S INTERNATIONAL FINANCE PLC 1.875% NTS DUE 24/05/25,XS1824462896,43RT,Fixed interest (Trade reporting Only),BFYFDV7,24-May-2018,24-May-2025,1.875,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 EQUITY RELEASE FUNDING (NO.5) PLC CLASS A MTG BKD FRN 14/07/45 £(BR),XS0225883387,32GB,Fixed interest (Trade reporting Only),B0GSGJ8,,14-Jul-2045,0,,CRTR,UIOR,0,0,,GBP,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALLABLE 5.20% NTS 18/08/39,XS0445637548,76EW,Fixed interest (Trade reporting Only),B457PM0,,18-Aug-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 10 YR EQTY NTS DUE 29/09/27,XS1539822285,87SC,Fixed interest (Trade reporting Only),BYWL4K6,03-Oct-2017,29-Sep-2027,0,O,CRNR,EIDR,0,0,,NZD,CRNR,0,,,0,,,100 WESTPAC BANKING CORPORATION 4.51% INST 01/08/28,XS1861292883,47NP,Fixed interest (Trade reporting Only),BFYYTH2,01-Aug-2018,01-Aug-2028,4.51,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK LKD INT NTS 03/02/27,XS1490302392,60FG,Fixed interest (Trade reporting Only),BD3F3V4,03-Feb-2017,03-Feb-2027,0,O,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC 1A3 MTGE BCK NTS 15/07/2042 REGS,XS0700166720,11WK,Fixed interest (Trade reporting Only),B753L09,01-Nov-2011,15-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.10% NTS 14/09/20,XS1838042866,44LG,Fixed interest (Trade reporting Only),BFFKKQ5,14-Jun-2018,14-Sep-2020,0.1,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 HSBC BANK PLC MANS LKD ORDS CITY CEMENT 02/01/21,XS2097334127,88LU,Fixed interest (Trade reporting Only),BKWC702,23-Dec-2019,02-Jan-2021,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 2.00% NTS 23/03/26,XS1384914716,20AT,Fixed interest (Trade reporting Only),BYY2PL5,22-Mar-2016,23-Mar-2026,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT RDPN SEC 30/06/25,XS1566928757,75MU,Fixed interest (Trade reporting Only),BF0J733,06-Jul-2017,30-Jun-2025,0,O,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK LNKD INT NTS 25/01/27,XS1490301154,59SU,Fixed interest (Trade reporting Only),BDFFRT8,25-Jan-2017,25-Jan-2027,10,F,CWNU,EIDU,0,0,,USD,CWNU,0,,,0,,,100 BARCLAYS BANK PLC 5.80% CALL NTS 08/12/26,XS0548456853,48HC,Fixed interest (Trade reporting Only),B74T6W5,08-Dec-2011,08-Dec-2026,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BARCLAYS BANK PLC CMS FRN 02/12/21,XS0563098614,95EJ,Fixed interest (Trade reporting Only),B4T4QQ8,,02-Dec-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SG ISSUER NTS 29/06/28,GB00BF9B5K32,45EY,Fixed interest (Trade reporting Only),BF9B5K3,04-Sep-2018,29-Jun-2028,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 LLOYDS BANK PLC 6.00% NTS 18/01/23,XS0873219595,19OC,Fixed interest (Trade reporting Only),B964ST3,18-Jan-2013,18-Jan-2023,0,,CWTR,UIDW,0,0,,NZD,CWTR,0,,,0,,,100 LLOYDS BANK PLC 3.31% NTS 03/09/24,XS2049070720,92CA,Fixed interest (Trade reporting Only),BKBRYN0,03-Sep-2019,03-Sep-2024,3.31,F,CWTR,UIDW,0,0,,CNY,CWTR,0,,,0,,,100 BARCLAYS BANK PLC 6.33% SUB NTS 23/09/32,XS0102307724,AC48,Trade Reporting only,3096697,,23-Sep-2032,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 BRITISH TELECOMMUNICATIONS PLC 3.125% NTS 21/11/31,XS1720922415,99AF,Fixed interest (Trade reporting Only),BFMC280,21-Nov-2017,21-Nov-2031,3.125,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 04/04/24,GB00BF6XFC44,39FW,Fixed interest (Trade reporting Only),BF6XFC4,11-Apr-2018,04-Apr-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS SHS LKD INT & REDPN SEC 19/04/23,XS1699607120,42CP,Fixed interest (Trade reporting Only),BD96P59,26-Apr-2018,19-Apr-2023,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL 0.85% NTS 25/11/39,XS2080394401,84RJ,Fixed interest (Trade reporting Only),BL4PQC1,25-Nov-2019,25-Nov-2039,0.85,F,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 ROYAL BANK OF SCOTLAND GROUP PLC 2.000% TO FLTG RTE NTS 08/03/23,XS1575979148,61XL,Fixed interest (Trade reporting Only),BF04GS6,08-Mar-2017,08-Mar-2023,2,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 16/06/14,XS0193256103,68VQ,Trade Reporting only,B01HS61,,16-Jun-2014,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 SWEDBANK MORTGAGE AB 5.07% CVD BDS 22/05/29,XS0430266741,71SJ,Fixed interest (Trade reporting Only),B4ZYC19,,22-May-2029,0,,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 29/05/09,XS0157820480,55YJ,Trade Reporting only,3227646,,29-May-2009,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 1.375% INSTR 16/09/26,XS2051669633,75OF,Fixed interest (Trade reporting Only),BK7CQY4,16-Sep-2019,16-Sep-2026,1.375,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HOLMES MASTER ISSUER PLC 2012-3 B1 RES MORT BCK FRN 15/10/54 REGS,XS0790113558,15TW,Fixed interest (Trade reporting Only),B8388X5,08-Jun-2012,15-Oct-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 FEDERAL REPUBLIC OF NIGERIA (THE) 7.625% NTS 21/11/25 (144A),US65412JAJ25,59UF,Fixed interest (Trade reporting Only),BFY66X3,21-Nov-2018,21-Nov-2025,7.625,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 2.765% CVD BDS 19/01/29,XS0953107025,14DC,Fixed interest (Trade reporting Only),BCDYTF0,19-Jul-2013,19-Jan-2029,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 BARCLAYS BANK PLC WRNT LKD SEC 10/09/21,XS1266216982,95FZ,Fixed interest (Trade reporting Only),BYSJSS0,11-Sep-2015,10-Sep-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 QNB FINANCE ZERO CPN NTS 07/02/60,XS2106579324,83ZH,Fixed interest (Trade reporting Only),BKKK3J9,07-Feb-2020,07-Feb-2060,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BANK OF AMERICA CORPORATION 1.375% SNR NTS 10/09/21,XS1107731702,45GJ,Fixed interest (Trade reporting Only),BQQLMG8,10-Sep-2014,10-Sep-2021,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 GENERAL ELECTRIC COMPANY 6.310% NTS 07/10/21,XS0456392587,43UU,Fixed interest (Trade reporting Only),B4WKG85,,07-Oct-2021,0,,CRNR,NIDR,0,0,,NOK,CRNR,0,,,0,,,100 DEPFA ACS BANK ZERO CPN CALL ACS INST 17/02/34,XS0185262630,32JC,Fixed interest (Trade reporting Only),B0JY756,,17-Feb-2034,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 KOMMUNALBANKEN AS CALL ZER INST 20/04/41,XS0616949516,63KQ,Fixed interest (Trade reporting Only),B5LGMG1,26-Apr-2011,20-Apr-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 02/08/2040,XS0529373614,47QQ,Fixed interest (Trade reporting Only),B51TXP6,11-Jul-2011,02-Aug-2040,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 WESTERN POWER DIST. (STH WALES) PLC 9 1/4% BDS 09/11/20 #(REG),XS0061222484,60IH,Trade Reporting only,0831415,,09-Nov-2020,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HOLMES MASTER ISSUER PLC C A3 RES MTG-BCKD NTS 15/10/54 (144A),XS1791483826,34TJ,Fixed interest (Trade reporting Only),BYVSDR8,16-Mar-2018,15-Oct-2054,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ROYAL BANK OF CANADA CALL ZERO CPN NTS 28/12/37,XS0869252659,18XQ,Fixed interest (Trade reporting Only),B94DJG6,28-Dec-2012,28-Dec-2037,0,,CWNU,NIDU,0,0,,CAD,CWNU,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG FLTG RTE GTD NTS 22/11/21 (TEMP),XS2157198719,77BK,Fixed interest (Trade reporting Only),BMD7S63,,22-Nov-2021,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 CITIGROUP INC C 5 7/8 07/01/24,XS0195612592,13PI,Order book for Fixed Income Securities,BYVZGL4,,01-Jul-2024,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 VODAFONE GROUP PLC 2.925% NTS DUE 06/07/27,XS1643462002,75PV,Fixed interest (Trade reporting Only),BF1YCL0,07-Jul-2017,06-Jul-2027,2.925,F,CWNR,NIDW,0,0,,NOK,CWNR,0,,,0,,,100 GOSFORTH FUNDING 2018-1 PLC CLS A2 MTGE BKD FRN 25/08/60 144A,XS1863917131,52XQ,Fixed interest (Trade reporting Only),BGQVV49,25-Sep-2018,25-Aug-2060,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SANDVIK AB 3.70% NTS 12/07/23,XS0803481695,38PF,Fixed interest (Trade reporting Only),B7W7795,13-Jul-2012,12-Jul-2023,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC MRKT ACC NTS LKD TO ORD SHS 09/11/20,XS1716613408,95HK,Fixed interest (Trade reporting Only),BFDZ0F1,09-Nov-2017,09-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 STANDARD CHARTERED PLC 1.12% NTS 21/08/29,XS1865271867,46YO,Fixed interest (Trade reporting Only),BDTYJQ2,21-Aug-2018,21-Aug-2029,1.12,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 2.285% NOTES DUE 16/09/2022,XS1665379167,79LR,Fixed interest (Trade reporting Only),BDH2XY4,17-Aug-2017,16-Sep-2022,0,O,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 NEWDAY FUNDING 2019-1 PLC CLS F ASST BKD FRN 15/06/27 (REG S),XS2001276257,93VV,Fixed interest (Trade reporting Only),BJLPGH5,12-Jun-2019,15-Jun-2027,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 MANCHESTER CORP 1891 3% RED STK(1941),GB0005600431,01HL,Trade Reporting only,0560043,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 EDGBASTON RMBS 2010-1 PLC CB MRTG BKD FLN 18/12/51 (£),XS0533535844,45HZ,Fixed interest (Trade reporting Only),B610R32,,18-Dec-2051,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL RTE LKD INT CRED LKD NTS 30/12/29,XS1566943129,92FB,Fixed interest (Trade reporting Only),BF09J93,16-Oct-2017,30-Dec-2029,0,O,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 JAPAN FIN ORG FOR MUNICIPALITIES 3.375% NTS 27/09/23 (REG S),XS1880915472,53RD,Fixed interest (Trade reporting Only),BF55L01,28-Sep-2018,27-Sep-2023,3.375,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 WESTPAC BANKING CORPORATION 1.58% REG S CVRD BDS SER 08/02/38,XS1768126135,16OZ,Fixed interest (Trade reporting Only),BD965N7,08-Feb-2018,08-Feb-2038,1.58,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 WELLS FARGO FINANCE LLC 8.40% NTS 26/08/26,XS2042394283,81OG,Fixed interest (Trade reporting Only),BJP09X3,27-Aug-2019,26-Aug-2026,8.4,F,MWNU,NIDM,0,0,,ZAR,MWNU,0,,,0,,,100 REPUBLIC OF GHANA (THE) 8.950% AMORTISING NTS 26/03/51 (REG S),XS1968714623,63MB,Fixed interest (Trade reporting Only),BJXMKG1,27-Mar-2019,26-Mar-2051,8.95,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 WESTERN POWER DIST. (STH WALES) PLC RPI IDX LKD SNR UNSEC NTS 26/03/36,XS1797949267,37XD,Fixed interest (Trade reporting Only),BFWMPX6,26-Mar-2018,26-Mar-2036,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 WESSEX WATER SERVICES FINANCE PLC GTD 3.52% RPI '0'FLR BDS 2023 £(VAR)(BR),XS0138444020,AG35,Trade Reporting only,3112010,,30-Jul-2023,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA FLTG RTE NTS 25/09/20,XS2056685949,94PI,Fixed interest (Trade reporting Only),BKBMHP8,25-Sep-2019,25-Sep-2020,0,V,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 05/11/39,XS0462167254,60JX,Fixed interest (Trade reporting Only),B55WLL3,,05-Nov-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 16/06/20,JE00BN8T4Q35,46BM,Fixed interest (Trade reporting Only),BN8T4Q3,01-Jul-2014,16-Jun-2020,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMPALA QUAD INDX 18/08/23,XS1649769632,80BM,Fixed interest (Trade reporting Only),BF1CX88,25-Aug-2017,18-Aug-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 QNB FINANCE FLTG RT NTS 07/09/23,XS1875274737,51IM,Fixed interest (Trade reporting Only),BFY08V7,07-Sep-2018,07-Sep-2023,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS 23/11/21,GB00BG64CH81,61DK,Fixed interest (Trade reporting Only),BG64CH8,14-Feb-2019,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ONESAVINGS BANK PLC FXD RTE PERPETUAL SUBORDINATED BONDS,GB00B67JQX63,1SBB,Fixed interest (SEAQ),B67JQX6,02-Mar-2011,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 QUEBEC 2.750% GLBL NTS SER QK 25/08/21 $,US748149AF82,79NC,Fixed interest (Trade reporting Only),B5MLKZ0,27-Sep-2011,25-Aug-2021,0,,CRNR,NIOR,0,0,,USD,CRNR,0,,,0,,,100 NORDIC INVESTMENT BANK 1.375% NTS 19/06/23,XS1989185472,93XG,Fixed interest (Trade reporting Only),BGV1M52,30-Apr-2019,19-Jun-2023,1.375,F,PSNR,EIDP,0,0,,NOK,PSNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA ZERO CPN CALL NTS 13/09/30,XS0540067724,45JK,Fixed interest (Trade reporting Only),B68QS63,,13-Sep-2030,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY ZERO CPN CLL NTS 09/01/43,XS0872611156,19ST,Fixed interest (Trade reporting Only),B8HQ3V8,10-Jan-2013,09-Jan-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ORIGINATED MORTGAGE LOANS 7 PLC CLASS 'A' MTG BCKD FLTG RTE NTS 15/11/32,XS0120525612,BM46,Trade Reporting only,0283317,,15-Nov-2032,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 LLOYDS BANK PLC CALL ZRO CPN NTS 16/09/44,XS1107554732,55EI,Fixed interest (Trade reporting Only),BQT50M9,17-Sep-2014,16-Sep-2044,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY 1.000% NTS 02/02/27,XS1463043973,43XV,Fixed interest (Trade reporting Only),BD89W25,02-Aug-2016,02-Feb-2027,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 UNIQUE PUB FINANCE CO ENTINN 5.659 06/30/27,XS0154960537,13ER,Order book for Fixed Income Securities,BYVZGB4,,30-Jun-2027,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.13 PLC M2A MTG BCKD FRN 12/12/36 £ (BR)(144A),US76112JAJ25,47TR,Trade Reporting only,3216666,,12-Dec-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ANZ NEW ZEALAND (INT'L) LD 2.750% NTS 03/02/21 (144A),US00182EAZ25,13OB,Fixed interest (Trade reporting Only),BZ97169,03-Feb-2016,03-Feb-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 WELLS FARGO & COMPANY FLTG RTE NTS 02/06/20,XS1240966348,83FG,Fixed interest (Trade reporting Only),BYMSV73,02-Jun-2015,02-Jun-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 BRISTOL WATER PLC 2.701% IDX-LINKED BDS 25/03/41,XS0609003701,78VA,Fixed interest (Trade reporting Only),B5MQB96,28-Mar-2011,25-Mar-2041,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 02/10/23,GB00BF6XD083,93AE,Fixed interest (Trade reporting Only),BF6XD08,16-Oct-2017,02-Oct-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SG ISSUER NTS 22/03/24,GB00BF6XBR17,81TR,Fixed interest (Trade reporting Only),BF6XBR1,08-Sep-2017,22-Mar-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 PERMANENT CUSTODIANS LD 'A' MTG BCKD FLTG RTE BDS 10/06/33 $(BR),XS0149964198,30DM,Trade Reporting only,3182369,,10-Jun-2033,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 WELLS FARGO & COMPANY 2.125% NTS 20/12/23,XS1556174461,59YW,Fixed interest (Trade reporting Only),BD7Y4X6,30-Jan-2017,20-Dec-2023,2.125,F,CWNR,NIOW,0,0,,GBP,CWNR,0,,,0,,,100 UNITED UTILITIES WATER FINANCE PLC 0.01% IDX LNKD NTS 30/09/28,XS1497735412,48NE,Fixed interest (Trade reporting Only),BZ0BM90,30-Sep-2016,30-Sep-2028,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 HSBC BANK PLC MAN LKD ORD SHS ETIHAD ETISALAT 09/11/20,XS1716539751,95KL,Fixed interest (Trade reporting Only),BFDZ0M8,10-Nov-2017,09-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ARRAN RESIDENTIAL MTG FDG NO.1 PLC CLASS BC AST BKD FRN 12/04/56 EUR(REGS),XS0256210427,82NE,Fixed interest (Trade reporting Only),B16DFB5,,12-Apr-2056,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 SWEDBANK MORTGAGE AB CALL 3.325% BDS 18/01/33,XS0876113704,19UE,Fixed interest (Trade reporting Only),B8VY567,17-Jan-2013,18-Jan-2033,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ASB FINANCE LD FLTG RT MED TERM NTS 05/08/21,XS1467498959,43ZG,Fixed interest (Trade reporting Only),BD4GT96,05-Aug-2016,05-Aug-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PRF SRS 1665 14/04/27,XS2123356904,W3XK,Fixed interest (Trade reporting Only),BJBKDY6,16-Apr-2020,14-Apr-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 FINANCE FOR RES SOCIAL HOUSING PLC SER 1'A2'/8.569% YLD NTS 2058(BR)(REG S),USG34346AB50,73KA,Trade Reporting only,5227172,,04-Oct-2058,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ROLLS-ROYCE PLC 2.125% NTS 18/06/21,XS0944838241,60MY,Fixed interest (Trade reporting Only),BBJNJW1,18-Jun-2013,18-Jun-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY 3.15% NTS 31/07/49,XS2035097075,93BU,Fixed interest (Trade reporting Only),BKDKL25,02-Aug-2019,31-Jul-2049,3.15,F,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 CANADIAN IMPERIAL BANK OF COMMERCE FLTG RTE NTS 22/06/21,XS1843234276,44SY,Fixed interest (Trade reporting Only),BG0ZZZ6,22-Jun-2018,22-Jun-2021,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 1 CLS B FRN 17/02/52 (144A),US041239AV67,87CS,Fixed interest (Trade reporting Only),B1L71L4,,17-Feb-2052,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY ZERO CPN CALL NTS 07/06/52,XS0788030616,15ZY,Fixed interest (Trade reporting Only),B8L1VV5,07-Jun-2012,07-Jun-2052,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 THE REPUBLIC OF UZBEKISTAN SERIES 2 5.375% NTS 20/02/29 (144 A),US91822Q2A42,61GL,Fixed interest (Trade reporting Only),BHZQ175,20-Feb-2019,20-Feb-2029,5.375,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BANCA LOMBARDA PREFERRED SEC TRUST STEP-UP NON-VTG NON-CUM TST PFD SEC,XS0108805564,82OU,Trade Reporting only,0252403,,31-Dec-9999,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 HSBC BANK PLC MANS LKD ORDS AL MOUWASAT MED 24/02/21,XS1784085349,19VU,Fixed interest (Trade reporting Only),BDCXVW6,27-Feb-2018,24-Feb-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/10/08,XS0320266215,34AY,Fixed interest (Trade reporting Only),B24D4S4,,30-Oct-2008,0,,CWNU,NIDU,0,0,,EUR,CWNU,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS INDX LKD INT RDT NTS 18/11/24,XS1417404404,55HJ,Fixed interest (Trade reporting Only),BYVQ5R6,21-Nov-2016,18-Nov-2024,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 01/10/29,XS0454094144,76NZ,Fixed interest (Trade reporting Only),B4TQ9J8,,01-Oct-2029,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED NTS 04/11/23,XS1279280538,59DF,Fixed interest (Trade reporting Only),BYZQXW3,04-Nov-2015,04-Nov-2023,0,,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 QNB FINANCE 3.885% NTS 10/01/25,XS2100597413,94TZ,Fixed interest (Trade reporting Only),BJVLN16,10-Jan-2020,10-Jan-2025,3.885,F,CWNR,EIDW,0,0,,CNY,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.7 PLC 'M' MTG-BCKD FRN 11/02/38 £(BR)(REG S),XS0102820981,60OJ,Trade Reporting only,0877282,,11-Feb-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 30-YR CALL ZRO CPN NT 03/07/43,XS0947661251,10OY,Fixed interest (Trade reporting Only),BBPJZ14,03-Jul-2013,03-Jul-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED NTS 08/02/21,XS1334477418,14KU,Fixed interest (Trade reporting Only),BD5JX92,08-Feb-2016,08-Feb-2021,0,,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 ING BANK N.V. CALL ZERO NT LNKD £ 10YR GILT YD05/03/29,XS0095047295,95NM,Trade Reporting only,0568865,,05-Mar-2029,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 BANK OF NOVA SCOTIA 1.500% CVD BDS 31/03/23 (144 A),US06416AAB89,79RT,Fixed interest (Trade reporting Only),BMQ5KY6,31-Mar-2020,31-Mar-2023,1.5,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MAN LKD SAUDI GROUND SER 29/06/20,XS2005580142,68GB,Fixed interest (Trade reporting Only),BK5CVJ6,29-May-2019,29-Jun-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 TEMPLE BAR INV TST PLC 5.50% SEC BDS 2021 £(VAR)(BR),XS0094618336,01NN,Trade Reporting only,0530529,,08-Mar-2021,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC IMPALA QUAD IDX 6 YR PHOENIX 12/12/23,XS1711255023,11IL,Fixed interest (Trade reporting Only),BFX4L44,18-Dec-2017,12-Dec-2023,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 KOMMUNALBANKEN AS CALL ZERO CPN RTE INSTR 18/11/38,XS0398317676,55IZ,Fixed interest (Trade reporting Only),B3FMKF6,,18-Nov-2038,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN NTS 13/04/29,XS0268278768,90ZO,Fixed interest (Trade reporting Only),B1G3009,,13-Apr-2029,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 1.25% NTS 15/12/25,XS1991124063,65DX,Fixed interest (Trade reporting Only),BJGTSL0,14-May-2019,15-Dec-2025,1.25,F,PSNR,NIDP,0,0,,GBP,PSNR,0,,,0,,,100 GREECE,(KINGDOM OF) 4% LN 1910(ASSD WITH ACCEPTANCE CERT),GB0003862728,BC89,Trade Reporting only,0386272,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 NETWORK RAIL INFRASTRUCTURE FIN PLC ZERO CPN IL PUTT NTS 22/11/51,XS0331999887,42LS,Fixed interest (Trade reporting Only),B29KTL8,,22-Nov-2051,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EXPERIAN FINANCE PLC EXPNLN 3 1/2 10/15/21,XS1030998469,13OW,Order book for Fixed Income Securities,BYVZL75,,15-Oct-2021,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 29/10/40,XS0552077801,63SD,Fixed interest (Trade reporting Only),B533PQ1,,29-Oct-2040,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MAW'S LKD CHINA INT TRAVEL 23/11/20,GB00BZY3JL30,15EH,Fixed interest (Trade reporting Only),BZY3JL3,22-Jan-2018,23-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BLUESTONE SECURITIES PLC CLASS D NTS 09/06/43,XS0264883207,57TB,Fixed interest (Trade reporting Only),B1BV3V0,,09-Jun-2043,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC 5.00% NTS 12/12/29,XS1153303224,46HO,Fixed interest (Trade reporting Only),BTGCZ74,12-Dec-2014,12-Dec-2029,0,,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 1.60% CVD NTS 19/10/38,XS1895579909,56CM,Fixed interest (Trade reporting Only),BFZRLC9,19-Oct-2018,19-Oct-2038,1.6,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 10/10/22,XS1471853918,44VZ,Fixed interest (Trade reporting Only),BYWYKH4,10-Oct-2016,10-Oct-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 AKADEMISKA HUS AB 2.24% NTS 01/10/38,XS1885666690,51OO,Fixed interest (Trade reporting Only),BD2PBF5,01-Oct-2018,01-Oct-2038,2.24,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. 4.10% NT 24/09/32,XS0831089247,14MF,Fixed interest (Trade reporting Only),B8GJ2Z5,25-Sep-2012,24-Sep-2022,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 JAPAN FIN ORG FOR MUNICIPALITIES 0.875% NTS 22/09/2021,XS1111108830,58MT,Fixed interest (Trade reporting Only),BQT3TV5,22-Sep-2014,22-Sep-2021,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 21/01/40,XS0480119188,47BB,Fixed interest (Trade reporting Only),B3MYSJ5,,21-Jan-2040,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 PARAGON MORTGAGES (NO. 27) PLC CLS C MTG BKD FLTG RTE NTS 15/04/47,XS2132137410,79TE,Fixed interest (Trade reporting Only),BMBS943,01-May-2020,15-Apr-2047,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 FOSSE MASTER ISSUER PLC CLS A3 RES MTG BKD FRN 18/10/54 (REGS),XS0525764071,78CP,Fixed interest (Trade reporting Only),B4W2RW2,,18-Oct-2054,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 DEPFA BANK PLC BERMUDAN CALL NTS 17/02/34,XS0186331830,81BB,Trade Reporting only,3430198,,17-Feb-2034,0,,MISC,DIPS,0,0,,JPY,MISC,0,,,0,,,100 HIGHER EDUCATION SECS INV 1 PLC CLASS A1 ASSET BCKD FRN 2028 REGS,XS0085726155,83LI,Trade Reporting only,0263881,,10-Apr-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SG ISSUER NTS 30/12/26,GB00BFRNGZ36,60RK,Fixed interest (Trade reporting Only),BFRNGZ3,09-Jan-2019,30-Dec-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 ASHTEAD CAPITAL INC 4.250% 2ND PTY SNR NTS 01/11/29 REGS,USU04503AG09,76TJ,Fixed interest (Trade reporting Only),BKDQFN2,06-Nov-2019,01-Nov-2029,4.25,F,MWNU,NIOM,0,0,,USD,MWNU,0,,,0,,,100 INVESTEC BANK PLC UPSD PLS NTS W CAP AT RSK 24/11/20,GB00BQSTTZ80,43GV,Fixed interest (Trade reporting Only),BQSTTZ8,04-Dec-2014,01-Dec-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC 2019-1 CLS 2A RES M/BKD FRN 21/01/70 (S),XS1966746759,64NG,Fixed interest (Trade reporting Only),BK8XQL3,24-Apr-2019,21-Jan-2070,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MAN'S LKD SAUDI TELECOM ORD 05/04/21,XS1805268460,38YI,Fixed interest (Trade reporting Only),BYVJJ51,06-Apr-2018,05-Apr-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 LLOYDS BANK PLC 5.125% NTS 30/09/24,XS1115420587,85VP,Fixed interest (Trade reporting Only),BRB32F5,30-Sep-2014,30-Sep-2024,0,,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 HBOS PLC 4.5% STEP-UP SUB NTS 18/03/30,XS0214965534,40EM,Fixed interest (Trade reporting Only),B06LJM1,,18-Mar-2030,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 HBOS TREASURY SERVICES PLC CMS LKD CAP RTE NTS 06/10/21,XS0269390034,69ZW,Fixed interest (Trade reporting Only),B1FSC54,,06-Oct-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ARRAN RESIDENTIAL MOR FD NO.2 PLC CLS CA AST BKD FRN 20/09/56 REGS £,XS0267352200,82TG,Fixed interest (Trade reporting Only),B1FJ1N8,,20-Sep-2056,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 06/03/32,XS0752395136,11LM,Fixed interest (Trade reporting Only),B7RHX03,06-Mar-2012,06-Mar-2032,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 13/03/39,XS0416241916,92OE,Fixed interest (Trade reporting Only),B64SXL3,,13-Mar-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NOTES 25/10/2029,GB00BG8HK375,76SL,Fixed interest (Trade reporting Only),BG8HK37,01-Nov-2019,25-Oct-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 EQUINOR ASA 0.875% NTS 17/02/23,XS1190624111,75BW,Fixed interest (Trade reporting Only),BVXC850,17-Feb-2015,17-Feb-2023,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 DIAGEO FINANCE PLC 1.750% INST 12/10/26,XS1982100643,63VE,Fixed interest (Trade reporting Only),BGC2Y81,12-Apr-2019,12-Oct-2026,1.75,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 GE CAPITAL UK FUNDING UNLTD. CO. 5.125% NTS 24/05/23,XS0254673964,49MY,Fixed interest (SEAQ),B151HK3,24-May-2006,24-May-2023,5.125,F,STBS,SBDL,3,100,GBP,GBP,STBS,0,4.8009367681498825,24-May-2016,12,31-Dec-2099,,100 WESTPAC BANKING CORPORATION CALL ZERO CPN INSTR 08/10/43,XS0976364199,69CU,Fixed interest (Trade reporting Only),BFLR190,08-Oct-2013,08-Oct-2043,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAP AT RISK 08/06/21,GB00BWK24B86,83MY,Fixed interest (Trade reporting Only),BWK24B8,08-Jun-2015,08-Jun-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 PEARSON FUNDING PLC 1.875% GTD NTS 19/05/21,XS1068765418,93HW,Fixed interest (Trade reporting Only),BMM23G4,20-May-2014,19-May-2021,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 2 CLS C FRN 17/02/52 (REGS),XS0277528617,33NI,Fixed interest (Trade reporting Only),B1L7211,,17-Feb-2052,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ROYAL BANK OF SCOTLAND GROUP PLC CALL FXD TO FLTG RTE NTS 04/10/30,XS2056577203,91WC,Fixed interest (Trade reporting Only),BKP5PB5,04-Oct-2019,04-Oct-2030,0,O,CRTR,UIDR,0,0,,JPY,CRTR,0,,,0,,,100 CLAVIS SECURITIES PLC CLASS M2A NTS 15/12/39,XS0255425414,66AL,Fixed interest (Trade reporting Only),B17FGN9,,15-Dec-2039,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CMS-LKD CALL RGE ACC NT 28/06/46,XS1435296220,41WR,Fixed interest (Trade reporting Only),BD06BZ0,29-Jun-2016,28-Jun-2046,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 20/04/40,XS0501531262,61MN,Fixed interest (Trade reporting Only),B3PTDX6,,20-Apr-2040,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK IL INT & IL RED NTS 01/09/20,XS0536189011,78FQ,Fixed interest (Trade reporting Only),B667GC0,,01-Sep-2020,0,,CWNR,EIDW,0,0,,MXN,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 04/11/25,XS2050541460,92PU,Fixed interest (Trade reporting Only),BKLGC55,04-Nov-2019,04-Nov-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/06/17,XS0306998823,75DH,Fixed interest (Trade reporting Only),B1Z97B8,,30-Jun-2017,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 LLOYDS BANKING GROUP PLC ADS (EACH REPR 1 PREF SHR) (144A),US539439AA71,LLD8,Trade Reporting only,B1HKYH4,,31-Dec-9999,0,,MISL,ADPL,0,0,,USD,MISL,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT & RED NTS 04/02/21,XS1334476873,13XE,Fixed interest (Trade reporting Only),BZ6SFC9,05-Feb-2016,04-Feb-2021,0,,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 LANARK MASTER ISSUER PLC 2007-1 CLS1C1 MORT BKD FRN 22/12/54 REGS,XS0312954752,83OJ,Fixed interest (Trade reporting Only),B23W631,,22-Dec-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA FLTG RTE NTS 12/05/21,XS1409748115,35AN,Fixed interest (Trade reporting Only),BYZK1C1,12-May-2016,12-May-2021,0,,CWNR,NIDW,0,0,,ZAR,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP TRPLE IDX 6YR RVSE CONV NTE 26/08/21,GB00BWK1RJ40,93JH,Fixed interest (Trade reporting Only),BWK1RJ4,21-Aug-2015,26-Aug-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL 1.23% NTS 18/02/50,XS2121403179,67SQ,Fixed interest (Trade reporting Only),BKV0LY9,18-Feb-2020,18-Feb-2050,1.23,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SCOTTISH POWER UK PLC 6.75% BDS 29/05/23,XS0087240163,01LQ,Order book for Fixed Income Securities,0290146,,29-May-2023,0,,RCNT,CWDQ,0,0,,GBP,RCNT,0,,,0,,,100 SG ISSUER NTS 15/04/21,JE00BWV62S24,77NO,Fixed interest (Trade reporting Only),BWV62S2,22-Apr-2015,15-Apr-2021,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA FLTG RTE NTS 23/09/20,XS2054025601,91XS,Fixed interest (Trade reporting Only),BKBPXD7,23-Sep-2019,23-Sep-2020,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 REPUBLIC OF URUGUAY 8.00% BDS 18/11/22 USD,US917288BC52,85YQ,Fixed interest (Trade reporting Only),B0Q7435,,18-Nov-2022,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL ZERO CPN NTS 19/01/2032,XS0730111241,48WH,Fixed interest (Trade reporting Only),B6YVBD0,19-Jan-2012,19-Jan-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHNX KO NTS CAR 13/11/25,GB00BF8S3H84,95TO,Fixed interest (Trade reporting Only),BZ7MJS4,13-Nov-2017,13-Nov-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CANADIAN IMPERIAL BANK OF COMMERCE FLTG RTE DEB 07/2084 $(VAR)(BR),XS0010557121,BH29,Trade Reporting only,0170367,,30-Jul-2084,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 03/11/39,XS0460419681,76VM,Fixed interest (Trade reporting Only),B5BJWD7,,03-Nov-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 27/10/23,JE00BDGKHL41,63YF,Fixed interest (Trade reporting Only),BDGKHL4,07-Apr-2017,27-Oct-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 RAMS MORTGAGE CORPORATION LD CLASS A2 MTG BCKD FLTG RTE NTS 2032$(BR),XS0090889899,02NC,Trade Reporting only,0436854,,10-Oct-2032,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 HSBC BANK PLC NTS EUK INV PREF SHS SER 1273 15/03/27,XS1922177099,93KX,Fixed interest (Trade reporting Only),BHR34T7,15-Mar-2019,15-Mar-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 21/11/22,XS1493422817,54WZ,Fixed interest (Trade reporting Only),BYVQ606,21-Nov-2016,21-Nov-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NETWORK RAIL INFRASTRUCTURE FIN PLC 1.375% IDX-LKD NTS 22/11/37,XS0299655448,87LV,Fixed interest (Trade reporting Only),B1WTWC7,,22-Nov-2037,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 WESTPAC BANKING CORPORATION 0.9615% INSTR 07/03/25,XS1785872935,30OA,Fixed interest (Trade reporting Only),BYWRRS3,07-Mar-2018,07-Mar-2025,0.9615,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 MORTIMER BTL 2019-1 PLC CLASS C MTG BKD FRN 20/06/51,XS1998884636,63BD,Fixed interest (Trade reporting Only),BJVR2D9,24-Jun-2019,20-Jun-2051,0,O,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 WALES & WEST UTILITIES FINANCE PLC 6.25% GTD BDS 30/11/21 (BR) £,XS0438200361,51UQ,Fixed interest (Trade reporting Only),B3LWJC0,,30-Nov-2021,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 WARWICK FINANCE RES.MORT.NO.TWO PLC CLS B MRTG BCK FLTG RTE NTS 21/09/49,XS1255425735,14SH,Fixed interest (Trade reporting Only),BYTBV19,28-Sep-2015,21-Sep-2049,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CLAVIS SECURITIES PLC CLASS M1A NTS 15/12/40,XS0302269682,58SV,Fixed interest (Trade reporting Only),B1Y9XY4,,15-Dec-2040,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 30/11/10,XS0121413867,61PO,Trade Reporting only,0365185,,30-Nov-2010,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 BARCLAYS BANK PLC WRNT LKD SEC 24/12/20,XS1132097632,47HD,Fixed interest (Trade reporting Only),BTL14B3,29-Dec-2014,24-Dec-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NOTES 25/10/2029,GB00BG8HK482,92SV,Fixed interest (Trade reporting Only),BG8HK48,01-Nov-2019,25-Oct-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SOUTHERN WATER SERVICES (FIN) LTD SUB-CLS B1 7.869%/FR UN-WRAP BD 31/03/38,XS0173044024,31HS,Fixed interest (Trade reporting Only),3333985,,31-Mar-2038,0,,CWNU,NIDU,0,0,,GBP,CWNU,0,,,0,,,100 ELECTRICITE DE FRANCE SA ELECTRICITE DE FRANCE SA,FR0011401728,EDF1,Order book for Fixed Income Securities,BFWM967,,31-Dec-9999,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 1.125% COV BDS 22/12/21,XS1548960407,59MI,Fixed interest (Trade reporting Only),BZ7P8L9,18-Jan-2017,22-Dec-2021,1.125,F,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 QNB FINANCE 4.13% NTS 13/06/39,XS2008739802,69HG,Fixed interest (Trade reporting Only),BKC9M53,13-Jun-2019,13-Jun-2039,4.13,F,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 11/03/25,XS1935061868,60XM,Fixed interest (Trade reporting Only),BHNGK70,11-Mar-2019,11-Mar-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 5.95% NTS 19/01/31,XS0579738039,79CE,Fixed interest (Trade reporting Only),B5LXDC5,14-Jun-2011,19-Jan-2031,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 CITY OF MALMO FLTG RTE NTS 25/08/20,NO0010743222,93MI,Fixed interest (Trade reporting Only),BYZ3J71,,25-Aug-2020,0,,CWNR,EIDW,0,0,,NOK,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK CALLABLE ZERO CPN NTS 10/05/52,XS1991508125,67VR,Fixed interest (Trade reporting Only),BJDQNR5,10-May-2019,10-May-2052,0,Z,PSNR,NIDP,0,0,,EUR,PSNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PRF SRS 1640 31/03/27,GB00BZY3JB32,77QP,Fixed interest (Trade reporting Only),BZY3JB3,27-Mar-2020,31-Mar-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LLOYDS BANK PLC 3.00% NTS 26/11/24,XS1140114528,43MX,Fixed interest (Trade reporting Only),BSTLL84,26-Nov-2014,26-Nov-2024,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 MORGAN STANLEY B.V. EQTY LKD NTS 09/05/2023,XS0915174931,17WB,Fixed interest (Trade reporting Only),B8DMC57,24-Apr-2013,09-May-2023,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 15/06/17,XS0305790031,87NG,Fixed interest (Trade reporting Only),B1YYB78,,15-Jun-2017,0,,CWNU,EIDU,0,0,,USD,CWNU,0,,,0,,,100 BARCLAYS BANK UK PLC SER 2012-1 4.25% CVD BDS 12/01/22,XS0729895200,63CT,Fixed interest (Trade reporting Only),B71KLP9,12-Jan-2012,12-Jan-2022,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ALDERMORE GROUP PLC CALL DTD SUB NTS 28/10/26,XS1507529144,51WB,Fixed interest (Trade reporting Only),BYX9896,31-Oct-2016,28-Oct-2026,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 25/02/41,XS0594515701,95WP,Fixed interest (Trade reporting Only),B63P0H0,25-Feb-2011,25-Feb-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 WESTPAC BANKING CORPORATION 1.615% REG S CVD BDS SRS 16-C1 29/01/36,XS1352986381,13DD,Fixed interest (Trade reporting Only),BZ971S1,29-Jan-2016,29-Jan-2036,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 UK TREASURY STRIP 4 1/4%07JUN2032PRINCIPAL,GB0009139048,68PE,Gilts,0913904,,07-Jun-2032,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 SUMITOMO CORP CAPITAL EUROPE PLC CALL STEP-UP NTS 15/10/20,XS0548226264,78KC,Fixed interest (Trade reporting Only),B4PZGW1,,15-Oct-2020,0,,CWNU,NIDU,0,0,,JPY,CWNU,0,,,0,,,100 SIGMA FINANCE CORPORATION 4.96% NTS 31/01/11,XS0144966453,AL68,Trade Reporting only,3145403,,31-Jan-2011,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 SG ISSUER NTS 29/12/25,JE00BYSRJW57,10AZ,Fixed interest (Trade reporting Only),BYSRJW5,06-Jan-2016,29-Dec-2025,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BANK OF NOVA SCOTIA 0.25% CVD BDS 28/09/23,XS1799545758,38HI,Fixed interest (Trade reporting Only),BD5G6D8,28-Mar-2018,28-Sep-2023,0.25,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 VODAFONE GROUP PLC 1.250% NTS 25/08/21,XS1372838240,15NK,Fixed interest (Trade reporting Only),BD879F1,25-Feb-2016,25-Aug-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SG ISSUER NTS 03/06/2024,GB00BF6XCP67,96QC,Fixed interest (Trade reporting Only),BF6XCP6,17-Nov-2017,03-Jun-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.6 PLC RESIDUAL CERTS 2037 £(BR)(REG S),XS0098795015,59NY,Trade Reporting only,0764038,,13-Sep-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ALFA BOND ISSUANCE PLC 7.75% LOAN NTS 28/04/21 (144A),US01538RAB50,62KR,Fixed interest (Trade reporting Only),B5MR069,03-May-2011,28-Apr-2021,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 SKIPTON BUILDING SOCIETY 1.750% NTS 30/06/22,XS1640528854,72FP,Fixed interest (Trade reporting Only),BDC3PR9,30-Jun-2017,30-Jun-2022,1.75,F,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 HSBC BANK PLC 5.22% NTS 09/02/31,XS0585389736,79DU,Fixed interest (Trade reporting Only),B3TNQ24,09-Feb-2011,09-Feb-2031,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZERO CPN NTS 09/05/27,XS1605702536,67XC,Fixed interest (Trade reporting Only),BF0P6M3,,09-May-2027,0,,PSNR,NIDP,0,0,,TRY,PSNR,0,,,0,,,100 WESTPAC BANKING CORPORATION CALL ZRO CPN INST 18/09/43,XS0969833440,82CG,Fixed interest (Trade reporting Only),BDZRS46,18-Sep-2013,18-Sep-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZERO CPN CALL NTS 17/02/32,XS0745116789,51XR,Fixed interest (Trade reporting Only),B6QYH73,17-Feb-2012,17-Feb-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC FR CRED LNKD SECS 04/03/21,XS0568922909,95YA,Fixed interest (Trade reporting Only),B4MBDS7,07-Mar-2011,04-Mar-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BARCLAYS PLC FLTG RTE DEBT INTS 26/06/24,AU3FN0048773,70XS,Fixed interest (Trade reporting Only),BK4PG68,27-Jun-2019,26-Jun-2024,0,V,MWTU,UIDM,0,0,,AUD,MWTU,0,,,0,,,100 SG ISSUER NTS 22/09/23,JE00BDGTNH99,61SP,Fixed interest (Trade reporting Only),BDGTNH9,03-Mar-2017,22-Sep-2023,0,V,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 ALS 3 LD 3.215% GTD NTS 10/12/21 (REG S),US02110LAC00,94HL,Fixed interest (Trade reporting Only),B44TBG3,,10-Dec-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC S 2010-1 CA1 RM BKD NTS 21/01/55 (REGS),XS0552146465,78LS,Fixed interest (Trade reporting Only),B5NTQM2,,21-Jan-2055,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 MOUND FINANCING (NO.4) PLC SERIES1 CLASSC AST BKD FRN08/02/42 $REGS,XS0229398150,65OL,Fixed interest (Trade reporting Only),B0MT9Z2,,08-Feb-2042,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAP AT RSK 25/04/22,XS1355425635,31KT,Fixed interest (Trade reporting Only),BDGSFX6,25-Apr-2016,25-Apr-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 UK TREASURY STRIP 07DEC2028CPN,GB0002443926,BB28,Gilts,0244392,,07-Dec-2028,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS M3 FLTG RTE NTS 25/12/54 (REGS),XS0240607480,73XU,Fixed interest (Trade reporting Only),B0XKLQ9,,25-Dec-2054,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 RMPA SERVICES PLC 5.337% GTD SEC BD 2038 £(VAR)(BR)(REGS),XS0185540621,48DW,Trade Reporting only,3424782,,30-Sep-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION ZRO CPN NTS 19/10/46,XS1506458758,51AP,Fixed interest (Trade reporting Only),BD3WYK1,,19-Oct-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK IDX LKD RDMP SEC DUE 21/09/20,XS1566939523,83UL,Fixed interest (Trade reporting Only),BZ6CLP6,20-Sep-2017,21-Sep-2020,0,O,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 GRACECHURCH CARD PROGRAMME FUND.PLC SRS 18-1 CLS D FTG RT A/B NTS 15/07/20,XS1856941197,46SC,Fixed interest (Trade reporting Only),BFY8DV6,20-Jul-2018,15-Jul-2020,0,V,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 CO-OPERATIVE GROUP LD 5.125% GTD NTS 17/05/24,XS1910137949,67YS,Fixed interest (Trade reporting Only),BK6S6M1,20-May-2019,17-May-2024,5.125,F,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 HSBC BANK PLC MAN LKD MAHARAH HUMAN 25/06/20,XS2017344362,70VL,Fixed interest (Trade reporting Only),BJVR2F1,24-Jun-2019,25-Jun-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MORTIMER BTL 2020-1 PLC CLS D MTG BKD FRN 21/06/52,XS2128027195,BELS,Fixed interest (Trade reporting Only),BL6C0C8,20-Mar-2020,21-Jun-2052,0,O,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IL INT RED SECS 31/01/2028,XS2048869031,77TQ,Fixed interest (Trade reporting Only),BK6KY34,29-Jan-2020,31-Jan-2028,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 NORDIC INVESTMENT BANK 1.90% CALL NTS 26/03/48,XS1797799274,37QW,Fixed interest (Trade reporting Only),BFWMNZ4,26-Mar-2018,26-Mar-2048,0,Z,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 MACQUARIE GROUP LD 4.895% DBT INTS 28/11/22,XS0856551758,14WY,Fixed interest (Trade reporting Only),B914J39,28-Nov-2012,28-Nov-2023,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BANK OF MONTREAL ZRO CPN CALL NTS 29/01/46,XS1354245109,13GE,Fixed interest (Trade reporting Only),BZ971K3,29-Jan-2016,29-Jan-2046,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC 5.90% CALL NTS 28/10/2031,XS0548374452,11UP,Fixed interest (Trade reporting Only),B5L71B2,28-Oct-2011,28-Oct-2031,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 21/09/20,JE00BQV0TF81,44JL,Fixed interest (Trade reporting Only),BQV0TF8,03-Oct-2014,21-Sep-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PRF SRS 1564 04/01/27,XS2069950413,88JZ,Fixed interest (Trade reporting Only),BJ9TZ27,03-Jan-2020,04-Jan-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. FLTG RTE NTS 15/06/21,XS1429734053,38KJ,Fixed interest (Trade reporting Only),BD0NTF7,15-Jun-2016,15-Jun-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC NTS LKD INVT LTD PREF SHS 26/05/25,XS1800209188,96TD,Fixed interest (Trade reporting Only),BG0ZGH5,25-May-2018,26-May-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BRITISH TELECOMMUNICATIONS PLC 1.500% NTS DUE 23/06/2027,XS1637333748,73ZF,Fixed interest (Trade reporting Only),BYXKYC4,23-Jun-2017,23-Jun-2027,1.589,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 3.90% SEN NON-PREF NTS 13/11/28,XS1906305526,59QZ,Fixed interest (Trade reporting Only),BH45FB5,13-Nov-2018,13-Nov-2028,3.9,F,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZC CALL NTS 27/01/41,XS0580447174,62NS,Fixed interest (Trade reporting Only),B66TKP7,31-Jan-2011,27-Jan-2041,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 BABCOCK INTERNATIONAL GROUP PLC 1.750% NTS 06/10/22,XS1117528189,36YU,Fixed interest (Trade reporting Only),BRB3880,06-Oct-2014,06-Oct-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC PHOENIX KO NTS 04/02/26,XS2101534464,79GV,Fixed interest (Trade reporting Only),BKV1J93,07-Feb-2020,04-Feb-2026,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 3.535% NTS 24/04/23,XS1984577871,93QZ,Fixed interest (Trade reporting Only),BJMXQM3,24-Apr-2019,24-Apr-2023,3.535,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 1.875% GLB NTS 21/02/22,US29874QCT94,33WL,Fixed interest (Trade reporting Only),BVZ6W25,23-Feb-2015,23-Feb-2022,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 NATWEST MARKETS PLC ZERO CPN CALLABLE NTS 07/06/40,XS0514749968,77VB,Fixed interest (Trade reporting Only),B5NQPT3,,07-Jun-2040,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BANK OF AMERICA CORPORATION 2.300% SNR NTS 25/07/25,XS1458411276,43RJ,Fixed interest (Trade reporting Only),BDH4HM6,26-Jul-2016,25-Jul-2025,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 ROYAL MAIL PLC 1.250% GTD NTS 08/10/26,XS2063268754,76EM,Fixed interest (Trade reporting Only),BKLXFZ7,09-Oct-2019,08-Oct-2026,1.25,F,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 NEWDAY FUNDING 2019-2 PLC CLASS D ASST BKD FRN 15/11/27 (144A),XS2052209769,74SX,Fixed interest (Trade reporting Only),BKT9N86,20-Sep-2019,15-Nov-2027,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 MITSUBISHI UFJ SECURITIES INTL PLC FXD/ FLTG RTE CALL NTS 02/02/35,XS0210793088,40PA,Fixed interest (Trade reporting Only),B0K1SD1,,02-Feb-2035,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 NORDIC INVESTMENT BANK 1.82% NTS 08/08/21,XS2038519521,73CD,Fixed interest (Trade reporting Only),BJX8J84,,08-Aug-2021,0,,PSNR,EIDP,0,0,,HKD,PSNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 20/08/40,XS0532692141,61VQ,Fixed interest (Trade reporting Only),B5NKJF9,,20-Aug-2040,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ORIGINATED MORTGAGE LOANS 2 PLC S MTG BCKD FRN 15/12/30 £(BR)(REG S),XS0092534915,47NF,Trade Reporting only,0452377,,15-Dec-2030,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC IMPALA N IDX LKD NTS WITH CAR 07/09/21,GB00BWK1RM78,94KM,Fixed interest (Trade reporting Only),BWK1RM7,04-Sep-2015,07-Sep-2021,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL RTE LKD INT NTS 24/11/25,XS1279270737,68TV,Fixed interest (Trade reporting Only),BZ4BTS4,24-Nov-2015,24-Nov-2025,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC EQUITY IDX LKD SECS 13/07/26,XS1962298847,71QO,Fixed interest (Trade reporting Only),BKKJHF0,12-Jul-2019,13-Jul-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LEGAL & GENERAL FINANCE PLC 5.55% RE SUBORD NTS 24/04/52,XS1600847666,67DB,Fixed interest (Trade reporting Only),BYWMYP4,24-Apr-2017,24-Apr-2052,5.55,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LEEK FINANCE NUMBER FIFTEEN PLC AA' MTG-BCKD FRN 21/03/37 £(REG S),XS0216896372,81NF,Trade Reporting only,B07T571,,21-Mar-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT RED SECS 19/09/28,XS1819074524,55WO,Fixed interest (Trade reporting Only),BGGLZS1,17-Oct-2018,19-Sep-2028,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 ROYAL BANK OF SCOTLAND GROUP PLC 11% CUM PRF #1,GB0007548133,91ID,Trade Reporting only,0754813,,,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 HITACHI CAPITAL(UK) PLC FLTG RTE NTS 12/10/21,XS1117528932,65RM,Fixed interest (Trade reporting Only),BRJL723,13-Oct-2014,12-Oct-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 08/10/38,XS0390556198,42ZH,Fixed interest (Trade reporting Only),B3DQ0B6,,08-Oct-2038,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 MANCHESTER AIRPORT GRP FDG PLC 4.75% BDS 31/03/34,XS1032630771,38LZ,Fixed interest (Trade reporting Only),BJTMRG4,14-Feb-2014,31-Mar-2034,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL 5.38% NTS 31/03/41,XS0610336702,46VD,Fixed interest (Trade reporting Only),B4Z4ZB0,31-Mar-2011,31-Mar-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 15 PLC A2A MTG BCKD FRN 09/09/36 £(BR)(REG S),XS0172080805,35JQ,Trade Reporting only,3329531,,09-Sep-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BARCLAYS BANK PLC AUTOCALL NTS 12/02/21,XS0856180830,19NX,Fixed interest (Trade reporting Only),B97HXX0,12-Feb-2013,12-Feb-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC FLT RTE NTS 04/10/22 (TEMP),XS2104043414,77WR,Fixed interest (Trade reporting Only),BKX9P53,,04-Oct-2022,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. FLTG RTE NTS 03/12/29,XS2047618769,92BV,Fixed interest (Trade reporting Only),BKBRYM9,03-Sep-2019,03-Dec-2029,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 RINGKJOEBING LANDBOBANK CALL SUB TIER 2 NTS 20/05/25,XS1234253836,80VD,Fixed interest (Trade reporting Only),BWVFXG4,21-May-2015,20-May-2025,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 2.45% SNR NTS 27/07/21 (US GBL NT),US63859UBD46,43SZ,Fixed interest (Trade reporting Only),BYV6FX2,27-Jul-2016,27-Jul-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 DANEION 2007-1 PLC CLS A AST BKD FRN 16/11/27 EUR (BR),XS0332722353,87TI,Fixed interest (Trade reporting Only),B29MZ61,,16-Nov-2027,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 SOLAR FINANCING 2012-1 PLC 3.61% SCRD RPI-LKD NTS 22/07/39,XS0852709400,16LO,Fixed interest (Trade reporting Only),B4QZ7V6,14-Nov-2012,22-Jul-2039,0,,CWNU,EIOU,0,0,,GBP,CWNU,0,,,0,,,100 SG ISSUER NTS 19/11/21,JE00BD610Z28,14ZZ,Fixed interest (Trade reporting Only),BD610Z2,19-Feb-2016,19-Nov-2021,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 30/07/12,XS0204374994,36DD,Trade Reporting only,B08XCB5,,30-Jul-2012,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 LANARK MASTER ISSUER PLC SER 2019-2 CLASS 2A NTS 22/12/69 REG S,XS2004370719,68VG,Fixed interest (Trade reporting Only),BKBDLX7,06-Jun-2019,22-Dec-2069,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC DUAL UNDERLYNG LKD UP NTS CAR 26/08/22,XS1442213200,44MM,Fixed interest (Trade reporting Only),BZ9NBY5,26-Aug-2016,26-Aug-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ARQIVA FINANCING PLC 4.882% NTS 31/12/32,XS0895820834,20BZ,Fixed interest (Trade reporting Only),B9JHHL4,28-Feb-2013,31-Dec-2032,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MDGH - GMTN B.V. 3.25% NTS 28/04/22 (REGS),XS1062852253,48II,Fixed interest (Trade reporting Only),BLY2FC5,29-Apr-2014,28-Apr-2022,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 9.50% NTS 20/08/23,XS1867122183,51FB,Fixed interest (Trade reporting Only),BD5DLH8,20-Aug-2018,20-Aug-2023,9.5,F,CWNR,NIDW,0,0,,ZAR,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 08/04/2041,XS0612367598,46WT,Fixed interest (Trade reporting Only),B66TF07,11-Apr-2011,08-Apr-2041,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 MORGAN STANLEY 1.342% FLTG RTE SEN REG NTS 23/10/26,XS1706111793,12RD,Fixed interest (Trade reporting Only),BF2HDY8,02-Jan-2018,23-Oct-2026,1.342,F,CWNR,NIOW,0,0,,EUR,CWNR,0,,,0,,,100 STANDARD CHARTERED PLC FLTG RTE NTS 10/09/22 (RESTRICT),US853254BR03,87UY,Fixed interest (Trade reporting Only),BK5W8T5,10-Sep-2019,10-Sep-2022,0,V,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 RECKITT BENCKISER TREASURY SERV.PLC 3.000% NTS 26/06/27 (R144A),US75625QAE98,74VY,Fixed interest (Trade reporting Only),BF5SP97,28-Jun-2017,26-Jun-2027,3,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SER2 A2 MTGE BCKD NTE 15/07/2042,XS0617235956,63KG,Fixed interest (Trade reporting Only),B4Q8Q30,20-Apr-2011,15-Jul-2042,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MANS SAUDI AUTO SRVS SAR 10.00 23/12/20,XS2084655203,84SP,Fixed interest (Trade reporting Only),BKZ1074,26-Nov-2019,23-Dec-2020,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 17/04/2042,XS0771956298,13KV,Fixed interest (Trade reporting Only),B74G1W1,17-Apr-2012,17-Apr-2042,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 BOS (SHARED APPRECIATION MTGS) NO3 MTG-BCKD FXD RTE NTS 2073 £(BR),XS0084337475,57LE,Trade Reporting only,0248101,,28-Feb-2073,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 5.875% BDS 02/02/24 £(VAR)(BR),XS0094073672,BD56,Order book for Fixed Income Securities,0491938,03-Jul-2002,02-Feb-2024,5.875,F,EXPQ,PDCQ,14,1000,GBP,GBP,EXPQ,0,5.021367521367521,01-Feb-2019,12,31-Dec-2099,,100 WESTPAC BANKING CORPORATION CALL ZERO CPN INSTR 10/12/42,XS0860921153,17GR,Fixed interest (Trade reporting Only),B94Y011,10-Dec-2012,10-Dec-2042,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CLOSE BROTHERS FINANCE PLC FLTG RTE NTS 29/07/21,XS2034638556,95HA,Fixed interest (Trade reporting Only),BK77LG6,29-Jul-2019,29-Jul-2021,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC FLTG RTE NTS 04/10/22,XS1941811322,61BP,Fixed interest (Trade reporting Only),BGHFH86,,04-Oct-2022,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 BARCLAYS BANK PLC WRT LNKD SECS 07/01/21,XS1113728296,45HP,Fixed interest (Trade reporting Only),BSZLZH5,05-Dec-2014,07-Jan-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SWEDBANK MORTGAGE AB FLTG RTE S.O. BDS 27/09/20,XS0523143567,77ZS,Fixed interest (Trade reporting Only),B3XQMZ4,,27-Sep-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 WESTERN POWER DISTRIBUTION (EAST MI 1.750% NTS 09/09/31,XS2050806434,92EW,Fixed interest (Trade reporting Only),BKBS3G9,09-Sep-2019,09-Sep-2031,1.75,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SRS 2 CLS C FLTG RTE NTS 17/02/52 (REGS),XS0381721314,55CN,Fixed interest (Trade reporting Only),B3CGZB2,,17-Feb-2052,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 15/03/13,XS0310218630,42FG,Fixed interest (Trade reporting Only),B23CD41,,15-Mar-2013,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 MOUND FINANCING (NO.4) PLC SER3 CLASSB AST BKD FRN08/02/42 EUR 144A,US62052MAH16,49DL,Fixed interest (Trade reporting Only),B0MTBN4,,08-Feb-2042,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL 5.450% NTS 23/03/41,XS0607032991,96AS,Fixed interest (Trade reporting Only),B52FHY0,23-Mar-2011,23-Mar-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 UK TREASURY STRIP 2 T% 07SEP2024PRINCIPAL,GB00BLSNW788,47RW,Gilts,BLSNW78,,07-Sep-2024,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 BANK OF AMERICA CORPORATION 0.736% TO FLTG RTE SNR NTS 07/02/22,XS1560863554,60JN,Fixed interest (Trade reporting Only),BYYBT10,08-Feb-2017,07-Feb-2022,0.736,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 UK TREASURY STRIP 2% 07SEP2025PRINCIPAL,GB00BWXBPL93,78TF,Gilts,BWXBPL9,,07-Sep-2025,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 BARCLAYS PLC FLTG RTE NTS 07/07/23,XS1435048753,38QL,Fixed interest (Trade reporting Only),BD5W1C0,20-Jun-2016,07-Jul-2023,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 3.70% NOTES 18/03/24,XS1963829418,62TU,Fixed interest (Trade reporting Only),BJ32276,18-Mar-2019,18-Mar-2024,3.7,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS 29/10/48,XS1896593776,58GH,Fixed interest (Trade reporting Only),BGHW0Z5,29-Oct-2018,29-Oct-2048,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC WRT LKD SEC 08/02/21,XS1132007151,46ZU,Fixed interest (Trade reporting Only),BTHHG31,22-Dec-2014,08-Feb-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC SECS 15/12/23,XS2033231155,89JO,Fixed interest (Trade reporting Only),BKP4YR1,12-Nov-2019,15-Dec-2023,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NOTES 30/09/26,GB00BG8HK045,74YZ,Fixed interest (Trade reporting Only),BG8HK04,27-Sep-2019,30-Sep-2026,0,O,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 LLOYDS BANK PLC CLBL DL RNG ACRL NTS 05/02/25,XS1172438423,63NH,Fixed interest (Trade reporting Only),BVVT0S0,05-Feb-2015,05-Feb-2025,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC MRKT ACC WNTS ORD SHS 23/11/20,GB00BZY3J793,96CD,Fixed interest (Trade reporting Only),BZY3J79,13-Nov-2017,23-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 LLOYDS BANK PLC 0.01% NTS 15/08/24,XS2041099826,73IF,Fixed interest (Trade reporting Only),BK1KK42,15-Aug-2019,15-Aug-2024,0,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 STANDARD LIFE ABERDEEN PLC 4.25% RESET SUBORD NTS 30/06/48,XS1698906259,94QO,Fixed interest (Trade reporting Only),BZ1GZ17,19-Oct-2017,30-Jun-2048,4.25,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 JSC HALYK SAVINGS BK OF KAZAKHSTAN JSC HALYK SAVINGS BANK OF KAZAKHSTAN,US46627JAB08,78UV,Fixed interest (Trade reporting Only),B67GZ30,02-Feb-2011,28-Jan-2021,0,,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV FLTG RTE NTS 28/04/22,XS1603820744,67JD,Fixed interest (Trade reporting Only),BYPFDH5,28-Apr-2017,28-Apr-2022,0,V,PSNR,EIDP,0,0,,GEL,PSNR,0,,,0,,,100 EUROFIMA 2.05% INST 28/06/23,XS0945987021,10LN,Fixed interest (Trade reporting Only),BBVJ4V1,01-Jul-2013,28-Jun-2023,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 LONDON BOROUGH OF REDBRIDGE ZERO CPN INSTAL IDX REDP BDS 07/11/69,XS2062384701,80CS,Fixed interest (Trade reporting Only),BK71XT5,08-Nov-2019,07-Nov-2069,0,Z,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 THAMES WATER UTILITIES FINANCE PLC 3.375% INDEX-LNKD GTD NTS 21/07/21,XS0143275419,AK07,Fixed interest (Trade reporting Only),3132762,,21-Jul-2021,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUK INV LTD PREF SHS 01/03/24,GB00BFNNGR97,20GL,Fixed interest (Trade reporting Only),BFNNGR9,02-Mar-2018,01-Mar-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PRF SRS 1535 14/12/26,XS2064230134,85PD,Fixed interest (Trade reporting Only),BHR37N2,13-Dec-2019,14-Dec-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6YR PHNX KON'S CAR 27/12/24,XS1919527074,59YM,Fixed interest (Trade reporting Only),BHZ0CR4,04-Jan-2019,27-Dec-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. 3.955% NTS 26/03/24,XS1968464682,62VF,Fixed interest (Trade reporting Only),BJXFTN0,26-Mar-2019,26-Mar-2024,3.955,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.40% NTS 24/04/23,XS2158696794,SCY0,Fixed interest (Trade reporting Only),BMYM8C3,24-Apr-2020,24-Apr-2023,0.4,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 HSBC BANK PLC MAWS LKD ORDS SJIANGSU HENGRUI 22/11/22,GB00BG64DW08,51JS,Fixed interest (Trade reporting Only),BG64DW0,13-Sep-2018,22-Nov-2022,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 3.125% SNR NTS 26/07/24 (144A),US45262BAA17,95KB,Fixed interest (Trade reporting Only),BJMSS77,29-Jul-2019,26-Jul-2024,3.125,F,CWTU,UIOU,0,0,,USD,CWTU,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 4.75% NTS 29/04/22,XS1892845600,58HX,Fixed interest (Trade reporting Only),BGHW196,29-Oct-2018,29-Apr-2022,4.75,F,CWTR,UIDW,0,0,,CNY,CWTR,0,,,0,,,100 WELLS FARGO FINANCE LLC 8.00% NTS 21/06/24,XS2016222981,71HR,Fixed interest (Trade reporting Only),BK0P6F1,12-Jul-2019,21-Jun-2024,8,F,MWNU,NIDM,0,0,,ZAR,MWNU,0,,,0,,,100 PREMIERTEL PLC CLASS A 5.683% BDS 08/08/29 £ (BR),XS0180245515,35PS,Trade Reporting only,3383452,,08-Aug-2029,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC BANK PLC MAN BANQUE SA ORD SHS SAR 10 24/03/21,XS2130786408,79OI,Fixed interest (Trade reporting Only),BLLV8P9,03-Mar-2020,24-Mar-2021,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 TELSTRA CORPORATION LD 2.500% NTS 15/09/23,XS0903136736,93YM,Fixed interest (Trade reporting Only),B92YHB2,15-Mar-2013,15-Sep-2023,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR PHX KO NTS CAR 21/05/25,XS1982707926,68CV,Fixed interest (Trade reporting Only),BKF1VD7,24-May-2019,21-May-2025,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 ARRAN RESIDENTIAL MTG FDG NO.1 PLC CLASS A1C AST BKD FRN 12/04/36 EUR(REGS),XS0256209502,82MZ,Fixed interest (Trade reporting Only),B16DF26,,12-Apr-2036,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 NORTHERN ELECTRIC FINANCE PLC 5.125% GTD BDS 04/05/35 £ (VAR)(BR),XS0218520582,56WD,Trade Reporting only,B0837S7,,04-May-2035,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 GREAT PORTLAND ESTATES PLC 5.625% 1ST MTG DEB STK 2029,GB0004841101,32NJ,Fixed interest (SEAQ),0484110,,31-Jan-2029,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 ROYAL BANK OF CANADA 0.25% SNR NTS 02/05/24,XS1989375412,65AM,Fixed interest (Trade reporting Only),BJK4D50,02-May-2019,02-May-2024,0.25,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. FLTG RT NTS 23/06/21,XS1436993239,39LO,Fixed interest (Trade reporting Only),BD4FGP8,23-Jun-2016,23-Jun-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SOUTH STAFFORDSHIRE WATER PLC 4% PERM DEB STK,GB0008267675,42IH,Trade Reporting only,0826767,,31-Dec-9999,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 MOUND FINANCING (NO.5) PLC 2 CLASS C AST BKD FRN 08/02/42 $ REGS,XS0255919762,73JV,Fixed interest (Trade reporting Only),B15SV57,,08-Feb-2042,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 29/06/28,GB00BF9B5V47,50RQ,Fixed interest (Trade reporting Only),BF9B5V4,20-Sep-2018,29-Jun-2028,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA IL INT CALL NTS 02/02/21,XS0583557714,46ED,Fixed interest (Trade reporting Only),B3MP3H1,02-Feb-2011,02-Feb-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZRO CPN NTS 06/05/46,XS1402346727,34XQ,Fixed interest (Trade reporting Only),BYV1QS9,,06-May-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 INVESTEC BANK PLC PHX KO NTS CAR 23/07/26,XS2108473328,78WG,Fixed interest (Trade reporting Only),BK6KY67,29-Jan-2020,23-Jul-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WARWICK FINANCE RES.MORT.NO.THREE CLASS E MTG BKD FLT NTS 21/12/49 (REG S),XS1697705140,93BK,Fixed interest (Trade reporting Only),BYP7036,20-Oct-2017,21-Dec-2049,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 4.20% NTS 09/05/28,XS1334473938,43BZ,Fixed interest (Trade reporting Only),BFMHKT2,09-May-2018,09-May-2028,4.2,F,PSTR,UIDP,0,0,,USD,PSTR,0,,,0,,,100 UNILEVER NV 1.625% NTS 12/02/33,XS1769091296,17LD,Fixed interest (Trade reporting Only),BDZW7T9,12-Feb-2018,12-Feb-2033,1.625,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 1 CLS A FRN 17/11/20 (REGS),XS0277497128,87CI,Fixed interest (Trade reporting Only),B1L7181,,17-Nov-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SUNDERLAND CORP(RIVER WEAR COMM) 4 1/2% FUNDED DEBT ANNS,GB0008606468,64IK,Trade Reporting only,0860646,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS FLTG RTE NTS 01/02/21,XS1699596414,15ZO,Fixed interest (Trade reporting Only),BG0PTQ5,01-Feb-2018,01-Feb-2021,0,V,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 ORIGINATED MORTGAGE LOANS 1 PLC M1 MTG BCKD FRN 06/2029 £(BR)(144 A),XS0088533475,95LR,Trade Reporting only,0304597,,15-Jun-2029,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 MITSUBISHI UFJ SECURITIES INTL PLC FXD RTE STEP-UP CALL NTS 17/07/20,XS0113665540,BP96,Fixed interest (Trade reporting Only),0928049,,17-Jul-2020,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA ZRO CPN NTS 21/12/46,XS1536790709,58JI,Fixed interest (Trade reporting Only),BDCMRH0,21-Dec-2016,21-Dec-2046,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK PLC SRS 16-2 0.375% CVD BDS 18/01/22,XS1346089359,11GQ,Fixed interest (Trade reporting Only),BZ4SW97,18-Jan-2016,18-Jan-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 0.625% NTS 19/04/23,XS1599125157,66SR,Fixed interest (Trade reporting Only),BYQJBG1,19-Apr-2017,19-Apr-2023,0.625,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NATWEST MARKETS PLC 5.00% TO IDX LKD INT NTS 06/12/20,XS0235714804,32OZ,Fixed interest (Trade reporting Only),B0TBDX7,,06-Dec-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ROYAL BANK OF CANADA CALL ZER CPN NTS 29/11/2032,XS0707793237,12AD,Fixed interest (Trade reporting Only),B4LKC00,29-Nov-2011,29-Nov-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ARAB REPUBLIC OF EGYPT (THE) 8.1500% NTS 20/11/59 (144A),US03846JX394,78XW,Fixed interest (Trade reporting Only),BKLKMY6,20-Nov-2019,20-Nov-2059,8.15,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ROYAL BANK OF CANADA FLTNG RTE CVD BDS 08/12/22,XS1733227554,10OO,Fixed interest (Trade reporting Only),BYVHX31,08-Dec-2017,08-Dec-2022,0,V,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 PERMANENT TSB PLC CALL RGE ACC NTS 24/05/27,XS0301569355,91RG,Fixed interest (Trade reporting Only),B1XX0T1,,24-May-2027,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 REN FINANCE B.V. 4.750% NTS 16/10/20,XS0982774399,90AR,Fixed interest (Trade reporting Only),BFPMHW6,17-Oct-2013,16-Oct-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 20/03/23,XS1571993150,62YG,Fixed interest (Trade reporting Only),BF2BZV1,27-Mar-2017,20-Mar-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CARDIFF UNIVERSITY 3.000% BDS 07/12/55,XS1351950149,14KK,Fixed interest (Trade reporting Only),BYMM829,09-Feb-2016,07-Dec-2055,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 EUROFIMA 3.125% INSTR 15/11/22,XS0557553533,61HR,Fixed interest (Trade reporting Only),B5VCJ91,,15-Nov-2022,0,,CWNU,EIDU,0,0,,EUR,CWNU,0,,,0,,,100 UK TREASURY STRIP 07MAR2025CPN,GB0030884786,DZ11,Gilts,3088478,,07-Mar-2025,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 INVESTEC BANK PLC GBP KCK OUT NTS CAP RSK DUE 21/08/23,XS1638023256,79RJ,Fixed interest (Trade reporting Only),BDFBQY4,21-Aug-2017,21-Aug-2023,0,O,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 1.673% SER 16-01 CVD BDS 28/01/41,XS1350139439,12YV,Fixed interest (Trade reporting Only),BYN6994,28-Jan-2016,28-Jan-2041,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 MORGAN STANLEY 8.47% NTS 27/08/27,XS0318915237,71CP,Fixed interest (Trade reporting Only),B248QD8,,27-Aug-2027,0,,CWNR,NIDW,0,0,,MXN,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT NTS 14/12/26,XS1457327358,56ZE,Fixed interest (Trade reporting Only),BZCDJ15,12-Dec-2016,14-Dec-2026,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 RMAC 1999 - NS1 PLC B NTS MTG BCKD FRN 12/12/35 £(BR)(144A),US74961WAC55,45NR,Trade Reporting only,0608590,,12-Dec-2035,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 AXIS BANK LD 3.00% SNR NOTES DUE 08/08/22,US05463CAE21,78AU,Fixed interest (Trade reporting Only),BZ607R4,,08-Aug-2022,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 DP WORLD PLC 4.700% NTS 30/09/2049 (UNRES),XS2056719359,92KY,Fixed interest (Trade reporting Only),BJLBK60,30-Sep-2019,30-Sep-2049,4.7,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SOUTH EAST WATER LD 4% PERP DEB STK,GB0009518852,55IP,Trade Reporting only,0951885,,31-Dec-9999,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR PHX KO NTS CAR 02/10/24,XS1868878759,96GU,Fixed interest (Trade reporting Only),BF8Q134,12-Oct-2018,02-Oct-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG FLTG RTE GTD NTS 22/11/21 (TEMP),XS2101535438,94VA,Fixed interest (Trade reporting Only),BKDX168,14-Jan-2020,22-Nov-2021,0,V,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 BLUESTONE SECURITIES PLC CLASS A1 NTS 09/06/43,XS0264881508,57SW,Fixed interest (Trade reporting Only),B1BV3T8,,09-Jun-2043,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CITY OF STOCKHOLM FLTG RTE NTS 15/02/22,XS1565301071,60PP,Fixed interest (Trade reporting Only),BYWPHY3,,15-Feb-2022,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 CADENT FINANCE PLC 2.89% GTD SER 3 NTS 19/03/34,GB00BJVP2X35,93EL,Fixed interest (Trade reporting Only),BJVP2X3,23-Jul-2019,19-Mar-2034,2.89,F,CWTU,UIOU,0,0,,GBP,CWTU,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC 4.50% GTD CLS B UNWRAP BDS 22/02/26,XS0890564544,17OE,Fixed interest (Trade reporting Only),B8XWB38,22-Feb-2013,22-Feb-2026,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 15/10/20,JE00BRJ9B816,38WN,Fixed interest (Trade reporting Only),BRJ9B81,29-Oct-2014,15-Oct-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC WRT LKD SEC 15/06/21,XS1218157029,85TU,Fixed interest (Trade reporting Only),BZ0D6L6,16-Jun-2015,15-Jun-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 RHP FINANCE PLC 3.25% SEC BDS 05/02/48,XS1181693364,62ZW,Fixed interest (Trade reporting Only),BVV23F7,06-Feb-2015,05-Feb-2048,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BIRMINGHAM CITY COUNCIL 9.675% NTS 21/04/30 £,GB00B07KV875,48RL,Trade Reporting only,B07KV87,,21-Apr-2030,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IND 6YR KO NT CAR 01/11/22,XS1495641950,51OE,Fixed interest (Trade reporting Only),BYMB473,01-Nov-2016,01-Nov-2022,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 VODAFONE GROUP PLC 4.65% NTS 20/01/22,XS0479869744,47AW,Fixed interest (Trade reporting Only),B60XLT6,,20-Jan-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN PHYSICALLY SET. NTS 14/02/23,XS0343530001,79SZ,Fixed interest (Trade reporting Only),B2PFBH7,,14-Feb-2023,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WELLS FARGO & COMPANY CL NTS LKD HUTCHISON WHAMPOA 20/06/23,XS1417272223,45PC,Fixed interest (Trade reporting Only),BD37BH2,27-Sep-2016,20-Jun-2023,0,,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 EQUITY RELEASE FUNDING (NO.3) PLC B'MTG BCKD FRN 26/04/38 £(VAR)(BR),XS0169951000,39QA,Trade Reporting only,3321786,,26-Apr-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NORDEA BANK ABP 4.875% SUB NTS 13/05/2021 (REG S),US65557HAA05,63TJ,Fixed interest (Trade reporting Only),B4VSJM5,13-May-2011,13-May-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 AXA SA AXA SA,XS0260056717,EAX2,Order book for Fixed Income Securities,BFWM9C3,,31-Dec-9999,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 LLOYDS BANK PLC ZERO CPN CALL NTS 07/10/30,XS0545960733,94WQ,Fixed interest (Trade reporting Only),B40XLW5,,07-Oct-2030,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BRITISH GUIANA DEMERARA RAILW ANNS(PER #1 OF ANNS),GB0001351401,09GL,Trade Reporting only,0135140,,31-Dec-9999,0,,MISC,COMG,0,0,,GBP,MISC,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 10/10/22,XS1471853835,44XA,Fixed interest (Trade reporting Only),BYWYKK7,10-Oct-2016,10-Oct-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SANTANDER UK PLC 0.25% CVD BDS 09/08/21,XS1360443979,80IU,Fixed interest (Trade reporting Only),BZCTT91,20-Mar-2020,09-Aug-2021,0.25,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 6.19% CALL NTS 01/03/22,XS0143348406,AK69,Trade Reporting only,3141014,,01-Mar-2022,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 BARCLAYS BANK PLC WRNT LKD SEC 14/02/24,XS1714484927,17PU,Fixed interest (Trade reporting Only),BG0RZY1,14-Feb-2018,14-Feb-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC GBP KCK OT NTS DUE 02/10/23,XS1661728706,87GZ,Fixed interest (Trade reporting Only),BD6JXJ1,02-Oct-2017,02-Oct-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC 2.05% CLS A SNR GTD REG RPI BDS 01/02/33,GB00B6R38W19,14NL,Fixed interest (Trade reporting Only),B6R38W1,05-Oct-2012,01-Feb-2033,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INTU DEBENTURE PLC 5.562% FST MTGE DEB STK 31/12/27,GB00B1DBF788,69ZM,Fixed interest (SEAQ),B1DBF78,,31-Dec-2027,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 GENERAL ELECTRIC COMPANY FXD INT AMT NTS 30/12/26,XS0391028205,84EQ,Fixed interest (Trade reporting Only),B3DJD38,,30-Dec-2026,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK PLC 2.00% NTS DUE 23/08/29,XS1665888399,79UK,Fixed interest (Trade reporting Only),BF1D4P5,23-Aug-2017,23-Aug-2029,2,F,CWTR,UIDW,0,0,,SEK,CWTR,0,,,0,,,100 SOCIETY OF LLOYD'S (THE) 5.625% / FR SUB NTS 17/11/24 EUR(BR),XS0205875395,89RB,Trade Reporting only,B040JH5,,17-Nov-2024,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 BARCLAYS BANK PLC WRNT LKD SEC 08/06/21,XS1183619110,76SB,Fixed interest (Trade reporting Only),BWTNLT9,13-Apr-2015,08-Jun-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CITY OF GOTHENBURG 1.455% NTS 30/06/21,XS1253847815,88AM,Fixed interest (Trade reporting Only),BYR4YZ5,30-Jun-2015,30-Jun-2021,1.455,F,PSTR,UIDP,14,10000,SEK,SEK,PSTR,0,,30-Jun-2018,12,31-Dec-2099,30-Jun-2015,100 SG ISSUER NTS 14/09/23,GB00BF6XCJ08,86OX,Fixed interest (Trade reporting Only),BF6XCJ0,29-Sep-2017,14-Sep-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 PENARTH MASTER ISSUER PLC 18-2 A1 CLS A AST BKD FRN 18/09/20 REG S,XS1885682622,96JV,Fixed interest (Trade reporting Only),BZ06F96,11-Oct-2018,18-Sep-2020,0,V,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 NESTLE FINANCE INTERNATIONAL LD 1.500% NTS 01/04/30,XS2148390755,CJ3R,Fixed interest (Trade reporting Only),BMGJYN5,01-Apr-2020,01-Apr-2030,1.5,F,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 5.30% NTS 12/10/30,XS0548570398,94YB,Fixed interest (Trade reporting Only),B4PPVS2,,12-Oct-2030,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 02/02/40,XS0483948500,60SQ,Fixed interest (Trade reporting Only),B643705,,02-Feb-2040,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL LKD INT NTS 30/04/24,XS1061707037,93HM,Fixed interest (Trade reporting Only),BM68V08,30-Apr-2014,30-Apr-2024,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RDPN SECS 12/06/26,XS1782019720,44YQ,Fixed interest (Trade reporting Only),BFWFXC0,,12-Jun-2026,0,,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 THE AFRICAN DEVELOPMENT BANK 0.750% GBL NTS 03/04/23,US008281BC08,07WH,Fixed interest (Trade reporting Only),BK8TZ36,,03-Apr-2023,0,,PSTR,UIDP,0,0,,USD,PSTR,0,,,0,,,100 BANK OF AMERICA CORPORATION FLTG RTE NTS 23/12/44,XS0328978514,54TO,Fixed interest (Trade reporting Only),B294KN9,,23-Dec-2044,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 03/04/43,XS0909800921,53CZ,Fixed interest (Trade reporting Only),B95R860,03-Apr-2013,03-Apr-2043,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 PARAGON MORTGAGES (NO.13) PLC CLASS A1 MGT BKD FRN 15/01/39 S $,XS0272533935,74JK,Fixed interest (Trade reporting Only),B1GCP01,,15-Jan-2039,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 17/01/2042,XS0730050514,48UM,Fixed interest (Trade reporting Only),B7LGSV2,17-Jan-2012,17-Jan-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.9 PLC CLASS M MTG BCKD FRN 09/02/28 (144A),US76111HAH12,58PK,Trade Reporting only,0973113,,09-Feb-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ARKLE MASTER ISSUER PLC SRS1 CLS A2 FLNG RTE NTS 17/05/60 144A,US041239CE25,47DX,Fixed interest (Trade reporting Only),B571YP3,,17-May-2060,0,,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 LLOYDS BANK PLC 5.335% NTS 03/06/24,XS1074200459,50AQ,Fixed interest (Trade reporting Only),BN65PF9,03-Jun-2014,03-Jun-2024,0,,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 HULL(KINGSTON UPON HULL)CORP 2 1/2% RED STK 1938,GB0004441035,71HB,Trade Reporting only,0444103,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 INTERNATIONAL ENDESA B.V. 5.735% NTS 12/11/31,XS0138625750,AE37,Trade Reporting only,3106347,,12-Nov-2031,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 NORDIC INVESTMENT BANK 1.88% CALL NTS 16/03/48,XS1791755843,34GQ,Fixed interest (Trade reporting Only),BYVSCH1,16-Mar-2018,16-Mar-2048,1.88,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC MRKT ACC NTS LKD TO ORD SHS 10/08/2020,XS1663967435,78FG,Fixed interest (Trade reporting Only),BZ609N4,09-Aug-2017,10-Aug-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS 14/06/32,XS0790011802,11MS,Fixed interest (Trade reporting Only),B7JJDY1,14-Jun-2012,14-Jun-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK ZRO CPN CALL NTS 29/11/46,XS1527284845,55NB,Fixed interest (Trade reporting Only),BD38GJ2,29-Nov-2016,29-Nov-2046,0,Z,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA FLTG RTE NTS 04/11/20,XS2075960430,76TR,Fixed interest (Trade reporting Only),BKLGC11,04-Nov-2019,04-Nov-2020,0,V,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 LLOYDS BANK PLC 1.375% CVD BDS 16/04/21,XS1057478023,42PZ,Fixed interest (Trade reporting Only),BLP5HF0,16-Apr-2014,16-Apr-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION CAP NTS 28/02/12,XS0163559411,31EH,Trade Reporting only,3264977,,28-Feb-2012,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 SG ISSUER NTS 01/09/28,GB00BFRNFS93,50ZD,Fixed interest (Trade reporting Only),BFRNFS9,10-Sep-2018,01-Sep-2028,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 FEDERAL REPUBLIC OF NIGERIA (THE) 7.875% NTS 16/02/32 (144A),US65412JAA16,60UB,Fixed interest (Trade reporting Only),BYQ2MJ0,16-Feb-2017,16-Feb-2032,7.875,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 BARCLAYS BANK PLC FXD RTE STEP UP NTS 25/02/21,XS0568506199,46LV,Fixed interest (Trade reporting Only),B3PN413,28-Feb-2011,25-Feb-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 29/07/24,XS1650573097,77NE,Fixed interest (Trade reporting Only),BF54H33,03-Aug-2017,29-Jul-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 KREDITANSTALT FÜR WIEDERAUFBAU KFW 5 09/10/24,XS0200320579,13HF,Order book for Fixed Income Securities,BFMTXX3,,10-Sep-2024,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 HOUSING ASSOCIATION FUNDING PLC 8.25% SEC LN-BCKD NTS 06/2027 £(BR),XS0073407537,BK48,Trade Reporting only,0439336,,07-Jun-2027,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 LLOYDS BANKING GROUP PLC 0.625% RESET CALL NTS 15/01/24,XS1749378342,14QM,Fixed interest (Trade reporting Only),BZ3DXQ7,15-Jan-2018,15-Jan-2024,0.625,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC S3 CA1 FLTG RTE NTS 17/05/60 (REG S),XS0506556793,94CP,Fixed interest (Trade reporting Only),B3WKC35,,17-May-2060,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CONSORT HEALTHCARE (BIRMINGHAM) FD 1.972% I-L GD SEC BD 14/08/44 £(VAR)(BR),XS0257525112,57AG,Fixed interest (Trade reporting Only),B16V4Z6,,14-Aug-2044,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RDPN SEC 17/03/25,XS1719281336,34IB,Fixed interest (Trade reporting Only),BYVSC59,16-Mar-2018,17-Mar-2025,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PRF SRS 1514 29/11/27,XS2052334823,78GW,Fixed interest (Trade reporting Only),BHR37H6,29-Nov-2019,29-Nov-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 2.200% NTS DUE 18/07/20,US219868BY14,76VC,Fixed interest (Trade reporting Only),BF42567,,18-Jul-2020,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SERIES 1 CLSB AST BKD FRN 15/07/42,US71419GAC42,91AG,Fixed interest (Trade reporting Only),B1G3139,,15-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 REPUBLIC OF ANGOLA (THE) 8.25% NTS 09/05/28 REG S,XS1819680288,42RK,Fixed interest (Trade reporting Only),BG206C3,10-May-2018,09-May-2028,8.25,F,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KCK OUT NTS W CAP AT RSK 02/03/21,GB00BSTK4J37,75EN,Fixed interest (Trade reporting Only),BSTK4J3,02-Mar-2015,02-Mar-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SOUTHERN PACIFIC SECS 04-2 PLC D1C MTG BCKD FRN 10/12/42 £(REG S),XS0196618069,52MI,Trade Reporting only,B02FXZ8,,10-Dec-2042,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN 1.125% NTS 23/03/26,XS1793349926,36SI,Fixed interest (Trade reporting Only),BD9MJ66,23-Mar-2018,23-Mar-2026,1.125,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 EKSPORTFINANS ASA ZERO CPN CALL ACCRETING NTS 10/06/39,XS0432266228,35BT,Fixed interest (Trade reporting Only),B560D54,,10-Jun-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 AKADEMISKA HUS AB 3.270% NTS 09/10/20,XS0979745865,56IE,Fixed interest (Trade reporting Only),BFN0P73,09-Oct-2013,09-Oct-2020,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 REPUBLIC OF GHANA (THE) 8.750% AMRTSING NTS 11/03/61 (RULE 144A),US37443GAJ04,77OU,Fixed interest (Trade reporting Only),BKT6WG8,11-Feb-2020,11-Mar-2061,8.75,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 21/11/22,XS1493422650,54WP,Fixed interest (Trade reporting Only),BYVQ5Z4,21-Nov-2016,21-Nov-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BARCLAYS BANK PLC CALL ZRO CPN NTS 12/04/43,XS0889657101,17UG,Fixed interest (Trade reporting Only),B7L5VP4,12-Apr-2013,12-Apr-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 1.250% CVRD NTS 19/04/2033,XS1808480534,40IT,Fixed interest (Trade reporting Only),BFX1T18,19-Apr-2018,19-Apr-2033,1.25,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SG ISSUER NTS 14/07/27,JE00BD46FT84,58SL,Fixed interest (Trade reporting Only),BD46FT8,04-Jan-2017,14-Jul-2027,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 TRANSPORT FOR LONDON 4.650% NTS 19/12/31,XS0279542350,50DR,Fixed interest (Trade reporting Only),B1LBXP4,,19-Dec-2031,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SUMITOMO CORP CAPITAL EUROPE PLC CALL STEP-UP NTS 24/11/20,XS0559062111,45VE,Fixed interest (Trade reporting Only),B46BMY2,,24-Nov-2020,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL 5.50% NTS 29/11/46,XS1526087991,55QC,Fixed interest (Trade reporting Only),BD38GD6,,29-Nov-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 INDUSTRIAL & COMMERCIAL BK CHINA LD FLTG RTE NTS 14/06/21,XS1831163396,44EP,Fixed interest (Trade reporting Only),BFML6R4,15-Jun-2018,14-Jun-2021,0,V,PSTR,IIDP,0,0,,EUR,PSTR,0,,,0,,,100 RESIDENTIAL MORTGAGES SECS 17 PLC B1A MTG-BCKD FRN 13/05/37£(BR)(REGS),XS0186369210,39WC,Trade Reporting only,3428955,,13-May-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SOUTHERN WATER SERVICES (FIN) LTD SUB-CLASS A1 6.192% WRAP BDS 31/03/29,XS0172989252,31HI,Fixed interest (Trade reporting Only),3333930,,31-Mar-2029,0,,CWNU,NIDU,0,0,,GBP,CWNU,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS 25/01/38,XS1758589896,15LP,Fixed interest (Trade reporting Only),BG06NV1,25-Jan-2018,25-Jan-2038,0,O,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC REV CNV NTS WITH CAR 11/03/2024,GB00BF8S5270,60XC,Fixed interest (Trade reporting Only),BF8S527,11-Mar-2019,11-Mar-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MDGH - GMTN B.V. 2.750% NTS 11/05/23 (144A),US55276VAF94,35DE,Fixed interest (Trade reporting Only),BYZK1H6,12-May-2016,11-May-2023,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV (AZN LKD) AMORTISING 4.50% NTS 17/01/25,XS2113171164,79BZ,Fixed interest (Trade reporting Only),BKSL833,04-Feb-2020,17-Jan-2025,4.5,F,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 JP MORGAN CHASE & CO 8.210% NTS 16/01/27,XS0282382588,33RP,Fixed interest (Trade reporting Only),B1NFD43,,16-Jan-2027,0,,CWNR,NIDW,0,0,,MXN,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.8 PLC MTG EARLY RED CERT 12/05/38 (144A),US76111DAC11,80OW,Trade Reporting only,0308209,,12-May-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC IMP EVN 30 6YR CAP PRTD UPSD NT 01/11/21,XS1299903507,54YA,Fixed interest (Trade reporting Only),BYWQH80,27-Oct-2015,01-Nov-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC MAW A SHS BOE TECH GRP DUE 23/11/21,GB00BZY3L732,43MN,Fixed interest (Trade reporting Only),BZY3L73,21-May-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 LUKOIL INTERNATIONAL FINANCE B.V. 4.563% NTS 24/04/23 $ (REGS),XS0919504562,17VW,Fixed interest (Trade reporting Only),B92YSM0,25-Apr-2013,24-Apr-2023,0,,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 1.692% RPI-LKD INST 27/07/56,XS0261438377,90JU,Fixed interest (Trade reporting Only),B19KCT0,,27-Jul-2056,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 3.05% NTS 24/09/32,XS0832690738,16FC,Fixed interest (Trade reporting Only),B8KY7D9,27-Sep-2012,24-Sep-2032,0,,CRNR,EIDR,0,0,,SEK,CRNR,0,,,0,,,100 PARAGON MORTGAGES (NO.11) PLC CLASS A2B MGT BKD FRN 15/10/41 REGS EUR,XS0246902885,40KE,Fixed interest (Trade reporting Only),B11ZJ36,,15-Oct-2041,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL RTE LKD INT NTS 13/11/25,XS1279270224,61QU,Fixed interest (Trade reporting Only),BZ09777,13-Nov-2015,13-Nov-2025,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 12 PLC 'M2' MTGE BCKD FRN 11/07/36 £(BR)(REG S),XS0147275662,AO87,Trade Reporting only,3159686,,11-Jul-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BP CAPITAL MARKETS PLC 0.831% GTD NTS 08/11/27,XS1992931508,94FQ,Fixed interest (Trade reporting Only),BK5BB15,08-May-2019,08-Nov-2027,0.831,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION ZRO CPN NTS 25/01/47,XS1554111556,60AA,Fixed interest (Trade reporting Only),BYQFQD1,,25-Jan-2047,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 ADECCO INTERNATIONAL FIN SRVS B.V 1.500% NTS 22/11/22,XS1237184533,81IJ,Fixed interest (Trade reporting Only),BY2ZP49,22-May-2015,22-Nov-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC SRS 2016-1 CLASS 1A2 FRN 21/01/70 (REGS),XS1369648958,15NA,Fixed interest (Trade reporting Only),BYXZVN9,25-Feb-2016,21-Jan-2070,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 FIRST FLEXIBLE NO.6 PLC A1 MTGE BCKD FRN 01/12/35 £(BR)(REG S),XS0183653756,85EF,Trade Reporting only,3422979,,01-Dec-2035,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 5.500% NTS 07/02/23,XS2111942608,79DK,Fixed interest (Trade reporting Only),BKKK3F5,07-Feb-2020,07-Feb-2023,5.5,F,CWNR,NIDW,0,0,,IDR,CWNR,0,,,0,,,100 FINNVERA PLC 0.375% NTS 09/04/29,XS1979447064,93NO,Fixed interest (Trade reporting Only),BJQS312,,09-Apr-2029,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 WAL-MART STORES INC WMT 5.25 28/09/35,XS0202077953,EWM5,Order book for Fixed Income Securities,BFWM7N0,,28-Sep-2035,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 HSBC BANK PLC MAW'S LKD ORD SHS RITEK CORP 23/11/21,GB00BZY3K981,32CL,Fixed interest (Trade reporting Only),BZY3K98,09-Mar-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ROYAL BANK OF CANADA 1.616% COV BDS 15/12/34 REG S,XS1331756442,87OM,Fixed interest (Trade reporting Only),BZ776H7,15-Dec-2015,15-Dec-2034,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SANTANDER UK GROUP HOLDINGS PLC 4.750% DTD SUB NTS 15/09/25 (144A),US80281LAA35,95XV,Fixed interest (Trade reporting Only),BZ0V290,15-Sep-2015,15-Sep-2025,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 PENARTH MASTER ISSUER PLC CLS A ASSET BCK FRN 18/05/22 RLE 144A,XS1237349714,84MD,Fixed interest (Trade reporting Only),BZ0P6G7,11-Jun-2015,18-May-2022,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NEWDAY FUNDING 2018-2 PLC CLASS A1 AB FRN 15/12/2026 (144A),US65120BAA17,58VM,Fixed interest (Trade reporting Only),BFM88B3,07-Nov-2018,15-Dec-2026,0,V,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS SHR LKD RED NTS 03/03/25,XS1485010760,61SF,Fixed interest (Trade reporting Only),BF07DR3,03-Mar-2017,03-Mar-2025,0,,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 INVESTEC BANK PLC 1.26% CR LKD NTS 20/06/24,XS1989273252,94HB,Fixed interest (Trade reporting Only),BK9CSW4,11-Jun-2019,20-Jun-2024,1.26,F,CRTR,UIDR,0,0,,SEK,CRTR,0,,,0,,,100 HIGHER EDUCATION SECS INV 1 PLC CLASS B1 ASSET BCKD FRN 2028 £(BR) 144A,QQ0002636769,78LI,Trade Reporting only,0263676,,10-Apr-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 21/10/41,XS0691588031,11SU,Fixed interest (Trade reporting Only),B75L590,21-Oct-2011,21-Oct-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMPALA KO NTS CAR 04/04/22 (TEMP),XS2077713092,92VM,Fixed interest (Trade reporting Only),BKLGC22,04-Nov-2019,04-Apr-2022,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 04/06/24,GB00BF9B5J27,44HQ,Fixed interest (Trade reporting Only),BF9B5J2,12-Jun-2018,04-Jun-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BANK OF AMERICA CORPORATION 3.648% FLTG RTE SNR NTS 31/03/29,XS2148370211,76ZT,Fixed interest (Trade reporting Only),BMGJY68,31-Mar-2020,31-Mar-2029,3.648,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 0.375% CVD NTS 05/10/20,XS1300812077,38IO,Fixed interest (Trade reporting Only),BYWVJM3,05-Oct-2015,05-Oct-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC 4.15% CRED LKD NTS 21/06/21,XS1810023017,96RI,Fixed interest (Trade reporting Only),BFNC4F0,27-Apr-2018,21-Jun-2021,4.15,F,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS A5 FLTG RTE NTS 25/12/54 (REGS),USG41441BG38,73XK,Fixed interest (Trade reporting Only),B0XKLC5,,25-Dec-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 29/11/27,GB00BG8HK938,85FV,Fixed interest (Trade reporting Only),BG8HK93,06-Dec-2019,29-Nov-2027,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 CLOSE BROTHERS FINANCE PLC 2.750% NTS 19/10/26,XS1506033239,51AF,Fixed interest (Trade reporting Only),BYM79Z4,19-Oct-2016,19-Oct-2026,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INNOGY FINANCE BV RWEG 6.25 03/06/30,XS0147048762,ER30,Order book for Fixed Income Securities,BFWM8B5,,03-Jun-2030,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC CLS 1A RES MTGE BKD FRNS 21/01/55 144A,US82846GAG55,12MH,Fixed interest (Trade reporting Only),B77P3T6,22-Mar-2012,21-Jan-2055,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BARCLAYS BANK PLC WRT LKD SECS 15/05/25,GB00B7NNTZ21,67YI,Fixed interest (Trade reporting Only),B7NNTZ2,15-May-2019,15-May-2025,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 WESTPAC BANKING CORPORATION FXD RTE CVD BDS SRS15-C7 09/11/20 144A,US96122WAK62,70VB,Fixed interest (Trade reporting Only),BYZKL76,09-Nov-2015,09-Nov-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 UK TREASURY STRIP 07MAR2029CPN,GB0032728510,89BR,Gilts,3272851,,07-Mar-2029,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 NATIONAL WESTMINSTER BANK PLC PRIM CAP FLTG RTE NTS'C'$(VAR)(BR),LU0001547172,66HT,Trade Reporting only,0626729,,31-Dec-9999,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 MORTGAGES NO 2 PLC 'S' MTG BCKD FRN 15/12/32 £(VAR)(BR),XS0120238125,43PO,Trade Reporting only,0257248,,15-Dec-2032,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 STATE OF MONTENEGRO 2.550% NTS 03/10/29 (REG S),XS2050982755,76CR,Fixed interest (Trade reporting Only),BK71919,04-Oct-2019,03-Oct-2029,2.55,F,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK CALL ZERO CPN NTS 24/08/39,XS0445994816,39CB,Fixed interest (Trade reporting Only),B3Y76C1,,24-Aug-2039,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 MEADOWHALL FINANCE PLC CLS B 4.988% BDS 12/07/37 £ (BR),XS0278326441,37QM,Fixed interest (Trade reporting Only),B1L9B87,,12-Jul-2037,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC 5.39% NTS 15/03/41,XS0603705160,95ZG,Fixed interest (Trade reporting Only),B3P9Y99,15-Mar-2011,15-Mar-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LANGTON SECURITIES (2008-1) PLC FLOATING RATE CLASS A2 NTS 18/12/54,XS0607449559,61TV,Fixed interest (Trade reporting Only),B4RLZ53,28-Mar-2011,18-Dec-2054,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 UK TREASURY STRIP 07DEC2043CPN,GB00B0BDT112,57GI,Gilts,B0BDT11,,07-Dec-2043,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 EURASIAN DEVELOPMENT BANK 5.000% NTS 26/09/20 144A,US29843YAC93,65PR,Fixed interest (Trade reporting Only),BF262Y8,27-Sep-2013,26-Sep-2020,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC GBP PHOENIX KO NTS CAR 08/05/2026,GB00BF8S4539,42XM,Fixed interest (Trade reporting Only),BFMGLL8,09-May-2018,08-May-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 GENERAL ELECTRIC COMPANY GE 5 3/8 12/18/40,XS0182703743,13GT,Order book for Fixed Income Securities,BYVZGJ2,,18-Dec-2040,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 GLASGOW CORP GAS 6 3/4% ANN STK(PERP),GB0003712451,41GX,Trade Reporting only,0371245,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 RELX FINANCE BV 1.000% GTD NTS 22/03/24,XS1576838376,62NI,Fixed interest (Trade reporting Only),BF2BZ44,23-Mar-2017,22-Mar-2024,1,F,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS INV SRS 1137 28/07/25,XS1825537944,46TI,Fixed interest (Trade reporting Only),BDZ4MJ0,27-Jul-2018,28-Jul-2025,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 PRS FINANCE PLC 2.000% GTD SECD BDS 23/01/29 (TEMP),XS2174487947,45CT,Fixed interest (Trade reporting Only),BMFH526,15-May-2020,23-Jan-2029,2,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 15 PLC A1R MTG BCKD FRN 09/09/26 $(BR)(REG S),XS0172080391,89DC,Trade Reporting only,3329508,,09-Sep-2026,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 HSBC BANK PLC NTS LKD TO EUKAIROS INV SHS DUE 29/09/23,XS1651880046,87RN,Fixed interest (Trade reporting Only),BF51H89,02-Oct-2017,29-Sep-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HBOS TREASURY SERVICES PLC CMS LKD FLTG RTE NTS 09/03/25,XS0213355174,64XP,Trade Reporting only,B06H8K0,,09-Mar-2025,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 HSBC UK BANK PLC FLTG RTE NTS 09/09/20,XS2050976195,74SN,Fixed interest (Trade reporting Only),BJXC3Z1,09-Sep-2019,09-Dec-2020,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANKING GROUP PLC FLTNG RTE NTS DUE 21/06/24,XS1633845158,73BY,Fixed interest (Trade reporting Only),BD5F4F3,21-Jun-2017,21-Jun-2024,0.78,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 EKSPORTFINANS ASA CALL ZERO CPN NTS 08/09/39,XS0449247906,60ER,Fixed interest (Trade reporting Only),B40L260,,08-Sep-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 EMIRATE OF ABU DHABI 2.125% NTS 03/05/21 (144A),US29134WAA53,34PT,Fixed interest (Trade reporting Only),BYYXY55,03-May-2016,03-May-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SWEDEN(KINGDOM OF) 2.375 NTS 15/02/23 (144A,US87020DBC74,99WS,Fixed interest (Trade reporting Only),BFWJWX6,,15-Feb-2023,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ASHTEAD CAPITAL INC 6.50% 2ND PTY SNR SEC NTS 15/07/22(144A),US045054AB98,38LP,Fixed interest (Trade reporting Only),B8N54G1,06-Aug-2012,15-Jul-2022,0,,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN NTS 18/02/31,XS0568899065,96UJ,Fixed interest (Trade reporting Only),B46ZYC6,10-Jun-2011,18-Feb-2031,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 4.60% NTS 04/09/23,XS1874112540,51DG,Fixed interest (Trade reporting Only),BFYM998,04-Sep-2018,04-Sep-2023,4.6,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 INVESTEC BANK PLC GBP PHOENIX KO NTS 13/11/25,GB00BF8S3D47,95DU,Fixed interest (Trade reporting Only),BZ7MJX9,13-Nov-2017,13-Nov-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC FLTG RTE NT 09/06/20,XS1242369830,83XC,Fixed interest (Trade reporting Only),BZ07FZ5,09-Jun-2015,09-Jun-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV FLTG RTE NTS 27/12/21,XS1741484734,12PI,Fixed interest (Trade reporting Only),BFNPG64,27-Dec-2017,27-Dec-2021,0,V,CWNR,EIDW,0,0,,RON,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT & RED SECS 09/05/25,XS1549182134,70YC,Fixed interest (Trade reporting Only),BYTPH35,31-May-2017,09-May-2025,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 UNITED UTILITIES WATER FINANCE PLC 2.92% NTS 23/02/26,XS1777190130,19NN,Fixed interest (Trade reporting Only),BDFKCV0,23-Feb-2018,23-Feb-2026,2.92,F,PSTR,UIDP,0,0,,HKD,PSTR,0,,,0,,,100 WESTPAC BANKING CORPORATION FLTG RTE INST 09/10/20,XS2063663384,76FS,Fixed interest (Trade reporting Only),BKTR960,09-Oct-2019,09-Oct-2020,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC FLTG RT NTS 08/04/21,XS1975630366,61WW,Fixed interest (Trade reporting Only),BJ06594,08-Apr-2019,08-Apr-2021,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 4.27% NT 14/09/28,XS1784701168,50LE,Fixed interest (Trade reporting Only),BDZ2RW2,17-Sep-2018,14-Sep-2028,4.27,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL ZERO CPN NTS 03/11/47,XS1707057854,94LS,Fixed interest (Trade reporting Only),BF2DM72,03-Nov-2017,03-Nov-2047,0,O,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANKING GROUP PLC 1.500% NTS DUE 12/09/27,XS1681050610,83AA,Fixed interest (Trade reporting Only),BD9GVF1,12-Sep-2017,12-Sep-2027,1.5,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 LONDON & QUADRANT HOUSING TRUST 2.625% SEC BDS 05/05/26,XS1350965478,34RE,Fixed interest (Trade reporting Only),BYZ7PP3,06-May-2016,05-May-2026,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC SECS 12/03/26,XS2076265896,81OL,Fixed interest (Trade reporting Only),BLH12W8,13-Mar-2020,12-Mar-2026,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 0.50% NTS 15/06/23,XS1839125264,44MC,Fixed interest (Trade reporting Only),BFMF9T9,15-Jun-2018,15-Jun-2023,0.5,F,CRNR,EIDR,0,0,,CZK,CRNR,0,,,0,,,100 SOCIETY OF LLOYD'S (THE) PERP SUB CALL SECS 21/06/17 £ (BR),XS0307055995,54HA,Fixed interest (Trade reporting Only),B1YYW20,,31-Dec-9999,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 TESCO CORPORATE TREASURY SRVCS PLC 2.125% NTS 12/11/20,XS0992638220,17EW,Fixed interest (Trade reporting Only),BGCZKH1,12-Nov-2013,12-Nov-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CANADIAN IMPERIAL BANK OF COMMERCE FLTG RTE NTS 29/03/21,XS1799157588,38NA,Fixed interest (Trade reporting Only),BFMNXM4,29-Mar-2018,29-Mar-2021,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 18/03/43,XS0901336676,69OO,Fixed interest (Trade reporting Only),B9G5539,18-Mar-2013,18-Mar-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZRO CPN CALL NTS 15/07/43,XS0951161834,46WJ,Fixed interest (Trade reporting Only),BCBVKN8,15-Jul-2013,15-Jul-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NEWDAY FUNDING 2019-1 PLC CLS C ASST BKD FRN 15/06/27 (REG S),XS2001274393,93TQ,Fixed interest (Trade reporting Only),BJLPG31,12-Jun-2019,15-Jun-2027,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 THAMES WATER UTILITIES FINANCE PLC 2.091% CA GTD UNWRPD IL BDS 06/10/42,XS0455926260,43UA,Fixed interest (Trade reporting Only),B4WPL18,,06-Oct-2042,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 METRO BANK PLC 9.500% RST SNR NON-PRF NTS 08/10/25,XS2063492396,76HD,Fixed interest (Trade reporting Only),BJK69S1,10-Oct-2019,08-Oct-2025,9.5,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ASB FINANCE LD 1.691% NTS 04/10/32,XS1689250774,87UO,Fixed interest (Trade reporting Only),BF6S4M2,04-Oct-2017,04-Oct-2032,1.691,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 LANGTON SECURITIES (2010-1) PLC FLTG RTE CLS Z1 NTS 18/12/54 £,XS0546220665,61YH,Fixed interest (Trade reporting Only),B4JPXT3,,18-Dec-2054,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF MONTREAL 3.65% CPN CALL DEP NTS 28/08/32,XS0818969411,13KL,Fixed interest (Trade reporting Only),B88LMY8,28-Aug-2012,28-Aug-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMPALA UPSIDE NTS 31/10/22,XS1687389947,94ND,Fixed interest (Trade reporting Only),BF2DMF0,03-Nov-2017,31-Oct-2022,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 22/10/26,XS1869580800,55ZF,Fixed interest (Trade reporting Only),BGT3NK2,22-Oct-2018,22-Oct-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 AXA SA AXASA 7 1/8 12/15/20,XS0122028904,13QY,Order book for Fixed Income Securities,BYVZG81,,15-Dec-2020,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 WELLS FARGO FINANCE LLC 4.05% NTS 07/04/25,XS2151013120,07YZ,Fixed interest (Trade reporting Only),BMPRWB4,07-Apr-2020,07-Apr-2025,4.05,F,MWNU,NIDM,0,0,,CNY,MWNU,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 5.85% NTS 30/06/31,XS0641956205,96XK,Fixed interest (Trade reporting Only),B604MS5,30-Jun-2011,30-Jun-2031,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 DEVELOPMENT BANK OF JAPAN INC. 1.81% GTD NTS 2028 JPY (BR),XS0090304097,85LX,Trade Reporting only,0431967,,04-Sep-2028,0,,MISL,FSLL,0,0,,JPY,MISL,0,,,0,,,100 WESTPAC BANKING CORPORATION 3.345% INSTRS 27/11/23,XS1914947095,59VB,Fixed interest (Trade reporting Only),BH43KS1,27-Nov-2018,27-Nov-2023,3.345,F,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 LLOYDS BANK PLC CALL ZRO CPN NTS 21/10/45,XS1309700364,46XZ,Fixed interest (Trade reporting Only),BYZR2Y1,21-Oct-2015,21-Oct-2045,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC KCK OUT NTS DUE 08/08/22,XS1658982738,77ZI,Fixed interest (Trade reporting Only),BZ60774,08-Aug-2017,08-Aug-2022,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL ZERO CPN NTS 02/04/43,XS0908694853,76IT,Fixed interest (Trade reporting Only),B96HG87,02-Apr-2013,02-Apr-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 AKBANK T.A.S. 5.000% NTS 24/10/22 REGS S,USM0375YAK49,16OF,Fixed interest (Trade reporting Only),B8QYJZ9,26-Oct-2012,24-Oct-2022,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 GREAT HALL MORTGAGES NO.1 PLC CLASS BB FR RES MTG BKD NTS18/03/39,XS0288628810,37WO,Fixed interest (Trade reporting Only),B1VJRB2,,18-Mar-2039,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC CMS LKD NTS 09/06/25,XS0221346041,73GK,Trade Reporting only,B0BB4G5,,09-Jun-2025,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 QNB FINANCE 4.68% SEN UNS NTS 10/08/33,XS1862430136,47RM,Fixed interest (Trade reporting Only),BG0CCV2,10-Aug-2018,10-Aug-2033,4.68,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ROYAL BANK OF SCOTLAND GROUP PLC SER 1 NON CUM EUR PRF EUR0.01 (144A),XS0108764274,94OT,Trade Reporting only,0221704,,31-Dec-9999,0,,MISL,STBL,0,0,,EUR,MISL,0,,,0,,,1 NATIONAL GRID ELECTRICITY TRANS.PLC RPI-LKD 2.0353% INST 28/09/35,XS0230845207,81RM,Fixed interest (Trade reporting Only),B0LL948,,28-Sep-2035,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZERO CPN NTS 13/04/40,XS0501360787,44PD,Fixed interest (Trade reporting Only),B5VXFV8,,13-Apr-2040,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS SHR LKD INT AND RED SECS 01/12/22,XS1654982161,10JS,Fixed interest (Trade reporting Only),BFFF0J3,01-Dec-2017,01-Dec-2022,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 HSBC BANK PLC MAW'S LKD TO ORD A SHS JIANGSU 23/11/21,GB00BZY3JW45,17HX,Fixed interest (Trade reporting Only),BZY3JW4,09-Feb-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SG ISSUER NTS 16/05/25,GB00BG8HJ526,93WR,Fixed interest (Trade reporting Only),BG8HJ52,31-May-2019,16-May-2025,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 11 PLC M1 MTG BCKD FRN 11/03/35 £(BR)(144 A),US76111LAE92,AC85,Trade Reporting only,3099157,,11-Mar-2035,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZERO CPN CALL NTS 15/12/24,XS0205206559,32LO,Fixed interest (Trade reporting Only),B0L4YH5,,15-Dec-2024,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 SUTTON BRIDGE FINANCING LD 7.97% GTD SEC BDS 2022 $(BR)(144A),US869434AB68,76KE,Trade Reporting only,0042228,,30-Jun-2022,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN NTS 21/03/23,XS0288688475,74YP,Fixed interest (Trade reporting Only),B1TFL87,,21-Mar-2023,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CYBG PLC CYBGLN 8 PERP,XS1346644799,13GC,Order book for Fixed Income Securities,BYVZMK5,,31-Dec-9999,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 YORKSHIRE WATER SERVICES FIN LD 3.048%GTD RPI-LNKD BD 29/07/33£(VAR)(BR),XS0163125502,84VG,Trade Reporting only,3258903,,29-Jul-2033,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 LLOYDS BANK PLC 2012-4 5.125% CVRD BNDS 07/03/2025,XS0737747211,50PV,Fixed interest (Trade reporting Only),B73M9V5,27-Jan-2012,07-Mar-2025,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SANCTUARY CAPITAL PLC 6.697% SEC BDS 23/03/39 £ (BR),XS0417918298,71WG,Fixed interest (Trade reporting Only),B666KM5,,23-Mar-2039,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 ORSTED A/S 4.875% NTS 16/12/21,XS0473783891,60KT,Fixed interest (Trade reporting Only),B4Z0Y88,,16-Dec-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 18/06/24,XS1811467882,44QT,Fixed interest (Trade reporting Only),BFXG3M2,18-Jun-2018,18-Jun-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WESTPAC BANKING CORPORATION FLTG RT INST 20/04/21,XS1397753333,33FB,Fixed interest (Trade reporting Only),BD2YD56,20-Apr-2016,20-Apr-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 8.80% NTS 11/10/22,XS1696281143,88RC,Fixed interest (Trade reporting Only),BZ0XPM0,,11-Oct-2022,0,,PSNR,EIDP,0,0,,TRY,PSNR,0,,,0,,,100 PLACES FOR PEOPLE HOMES LD 5.875% NTS 23/05/2031,XS0629811216,80CI,Fixed interest (Trade reporting Only),B459V06,23-May-2011,23-May-2031,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS SHR LKD INT AND RED SCRTIS DUE 11/07/22,XS1566929300,75SC,Fixed interest (Trade reporting Only),BF2DXT1,11-Jul-2017,11-Jul-2022,4.6,F,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 NETWORK RAIL INFRASTRUCTURE FIN PLC 4.75% NTS 22/01/24,XS0210467873,85OY,Trade Reporting only,B05L665,,22-Jan-2024,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 WESTPAC BANKING CORPORATION 4.60% INST 07/09/23,XS1877173705,51JI,Fixed interest (Trade reporting Only),BFY09G9,07-Sep-2018,07-Sep-2023,4.6,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LNKD RDMPTN SECS 03/05/27,XS1517434715,69TA,Fixed interest (Trade reporting Only),BF2MTC3,24-May-2017,03-May-2027,0,V,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 GREAT HALL MORTGAGES NO.1 PLC CLS BA NTS 2006-01 NTS 18/06/38,XS0276086989,58HN,Fixed interest (Trade reporting Only),B1L65W0,,18-Jun-2038,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CHARM FINANCE PLC 3.126% SEC BDS 28/08/48,XS1276745236,93YC,Fixed interest (Trade reporting Only),BYNQSY2,01-Sep-2015,28-Aug-2048,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP K/O NTS CAR 08/09/20,XS1487746338,45KG,Fixed interest (Trade reporting Only),BD8DS96,08-Sep-2016,08-Sep-2020,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 STANDARD CHARTERED PLC 3.950% DTD SUBRD NTS 11/01/23 (UNRES),XS0874014722,19TP,Fixed interest (Trade reporting Only),B7WBB17,11-Jan-2013,11-Jan-2023,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL ZERO CPN NTS 05/08/46,XS1465313267,43YR,Fixed interest (Trade reporting Only),BD4GTB8,05-Aug-2016,05-Aug-2046,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK PLC SRS 2015-2 1.750% CVD BDS 31/03/23,XS1212747361,76LU,Fixed interest (Trade reporting Only),BWNQZ81,02-Apr-2015,31-Mar-2023,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 FINNVERA PLC 1.875% NTS 05/10/20 R,US31808LAB80,87ZA,Fixed interest (Trade reporting Only),BYZ29G7,05-Oct-2017,05-Oct-2020,1.875,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 NATWEST MARKETS PLC 2.375% SNR NTS 21/05/2023 (144A),US63906YAA64,16RG,Fixed interest (Trade reporting Only),BLBCZ06,21-May-2020,21-May-2023,2.375,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC CALL NTS 31/05/22,XS0302449748,37ZP,Fixed interest (Trade reporting Only),B1YCF47,,31-May-2022,0,,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZRO CPN NTS 17/09/27,XS1289186550,96DJ,Fixed interest (Trade reporting Only),BYRJQN2,,17-Sep-2027,0,,CRNR,EIDR,0,0,,BRL,CRNR,0,,,0,,,100 NGG FINANCE PLC FXD RTE RESET CAP SECS 05/09/82,XS2010045511,73JL,Fixed interest (Trade reporting Only),BKS11J0,06-Sep-2019,05-Sep-2082,2.125,F,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD FLTG RTE NTS 20/12/20,XS1924322354,60ME,Fixed interest (Trade reporting Only),BGPKT10,20-Dec-2018,20-Dec-2020,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 BANK OF MONTREAL 3.71% CPN CALL NTS 12/08/30,XS1274519583,93BA,Fixed interest (Trade reporting Only),BYT75B5,12-Aug-2015,12-Aug-2030,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO COUPON CALLABLE NTS 10/05/40,XS0506317709,44SE,Fixed interest (Trade reporting Only),B42X4H9,,10-May-2040,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ESURE GROUP PLC 6.75% SUB NTS 19/12/24,XS1155568436,10MT,Fixed interest (Trade reporting Only),BTL1KW6,23-Dec-2014,19-Dec-2024,0,,CRTR,UIOR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC MAWS BEIJING SANJU ENV 20/11/20,GB00BG8HFX29,88SS,Fixed interest (Trade reporting Only),BG8HFX2,27-Nov-2019,20-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 WELLS FARGO & COMPANY CALL ZERO CPN NTS 12/10/41,XS0686790790,91PL,Fixed interest (Trade reporting Only),B716GL8,12-Oct-2011,12-Oct-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 TORONTO-DOMINION BANK FLTG RTE NTS 19/03/21,XS2140947891,8HB3,Fixed interest (Trade reporting Only),BL68FZ4,20-Mar-2020,19-Mar-2021,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 INDUSTRIAL & COMMERCIAL BK CHINA LD FLT RTE NTS 17/10/22,XS2066372777,92MN,Fixed interest (Trade reporting Only),BJM0237,17-Oct-2019,17-Oct-2022,0,V,MWNU,NIDM,0,0,,USD,MWNU,0,,,0,,,100 PARAGON MORTGAGES NO.26 PLC CLS B MORT BKD FRN 15/05/45,XS1938531024,95LH,Fixed interest (Trade reporting Only),BK959M0,04-Jul-2019,15-May-2045,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.15% NTS 15/06/20,XS1631465843,72RJ,Fixed interest (Trade reporting Only),BD5BF36,19-Jun-2017,15-Jun-2020,0.15,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 1.90% NTS 12/03/50,XS2133553508,79PO,Fixed interest (Trade reporting Only),BLDRLR8,12-Mar-2020,12-Mar-2050,1.9,F,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 4.60% NTS 22/02/22,XS1785150712,19VA,Fixed interest (Trade reporting Only),BDT56D1,27-Feb-2018,22-Feb-2022,4.6,F,CWTR,UIDW,0,0,,CNY,CWTR,0,,,0,,,100 STANDARD CHARTERED PLC 4.05% NTS 12/04/26 (RES),US853254AZ38,34AE,Fixed interest (Trade reporting Only),BZBGN02,22-Apr-2016,12-Apr-2026,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP CDT LKD NTS 05/10/21,XS1435746109,49HS,Fixed interest (Trade reporting Only),BD3V8L7,05-Oct-2016,05-Oct-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 PARAGON MORTGAGES (NO.12) PLC CLASS A2B MTG BKD FRN 15/11/38 EUR(REGS),XS0261646565,40XY,Fixed interest (Trade reporting Only),B19DD52,,15-Nov-2038,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 CANARY WHARF FINANCE II PLC CLS B3 FLTG RTE 1ST MORT DEBS 22/10/37 £,XS0295172075,83HS,Fixed interest (Trade reporting Only),B1W72F4,,22-Oct-2037,0,,CWNU,EIOU,0,0,,GBP,CWNU,0,,,0,,,100 ANGLIAN WATER (OSPREY) FINANCINGPLC 5% GRNT SEC NTS 30/04/23,XS1223283091,78XM,Fixed interest (Trade reporting Only),BWXC9V0,30-Apr-2015,30-Apr-2023,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD REDP SEC 21/06/28,XS1782020579,44TU,Fixed interest (Trade reporting Only),BDZS9W4,21-Jun-2018,21-Jun-2028,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 POWER FINANCE CORPORATION LIMITED 3.75% NTS 06/12/27,XS1725342288,10OE,Fixed interest (Trade reporting Only),BFF9BS1,07-Dec-2017,06-Dec-2027,3.75,F,PSTR,IIDP,0,0,,USD,PSTR,0,,,0,,,100 MORTGAGES NO 1 PLC 'S' MTG BCKD FRN 12/04/33 £(VAR)(BR),XS0111092093,98PB,Trade Reporting only,0656049,,12-Apr-2033,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BANK OF AMERICA CORPORATION ZERO CPN NTS 31/05/21,XS0239470304,90AH,Fixed interest (Trade reporting Only),B0XL106,,31-May-2021,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 VODAFONE GROUP PLC FLTG RTE NTS 30/03/21,XS1386298563,30FY,Fixed interest (Trade reporting Only),BYYQ1F3,30-Mar-2016,30-Mar-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC MAN'S LKD COMMS BANK OF QATAR 19/01/21,XS1750033984,14KA,Fixed interest (Trade reporting Only),BF7PBT8,11-Jan-2018,19-Jan-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CENTRICA PLC 5.25% NTS 25/09/2045,XS0975608463,71CF,Fixed interest (Trade reporting Only),BFDTS37,03-Oct-2013,25-Sep-2045,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SWEDISH MATCH AB 4.00% NTS 31/05/28,XS0939505003,56YZ,Fixed interest (Trade reporting Only),BBCRCL0,31-May-2013,31-May-2028,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 THE REPUBLIC OF KENYA 7.250% NTS 28/02/28 (REG S),XS1781710543,19WQ,Fixed interest (Trade reporting Only),BG1TX42,02-Mar-2018,28-Feb-2028,7.25,F,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 03/02/26,XS2090973541,78AK,Fixed interest (Trade reporting Only),BL6TWY5,30-Jan-2020,03-Feb-2026,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMP KO NTS CAR 25/04/22,XS1578649045,66TX,Fixed interest (Trade reporting Only),BYWMWP0,24-Apr-2017,25-Apr-2022,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK 10YR PHYSICAL SETT CALL RGE NTS 30/12/25,XS1279272600,76OV,Fixed interest (Trade reporting Only),BYVTGL6,03-Dec-2015,30-Dec-2025,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC STEP-UP COUP CLBE NTS 29/05/26,XS1071377425,73MM,Fixed interest (Trade reporting Only),BN406Q4,29-May-2014,29-May-2026,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA FLTG RTE NTS 13/01/21,XS2100594667,94UV,Fixed interest (Trade reporting Only),BKF2GN5,13-Jan-2020,13-Jan-2021,0,V,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 5.22% CALL NTS 08/02/31,XS0583354369,46GZ,Fixed interest (Trade reporting Only),B3QK8F5,08-Feb-2011,08-Feb-2031,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ACCRETING NTS 20/09/29,XS0452146136,93EB,Fixed interest (Trade reporting Only),B4PPTB1,,20-Sep-2029,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 NATWEST MARKETS PLC FLTG RTS NTS 25/02/25,XS2124966859,67NK,Fixed interest (Trade reporting Only),BLGL2H4,25-Feb-2020,25-Feb-2025,0,V,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 GRANITE MORTGAGES 03-2 PLC SER 1 CLS A2 FRN 20/07/20 $ (VAR),US38741QAB23,56BX,Trade Reporting only,3305490,,20-Jul-2020,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 9.50% NTS 21/06/21,XS1839713523,44VF,Fixed interest (Trade reporting Only),BDZS344,21-Jun-2018,21-Jun-2021,9.5,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 LEGAL & GENERAL GROUP PLC 3.750% RST SUBORD NTS 26/11/49,XS2083961370,88VT,Fixed interest (Trade reporting Only),BL1GVS8,26-Nov-2019,26-Nov-2049,3.75,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NEWDAY PARTNERSHIP FDING 2017-1 PLC CLASS D ASS BKD FRN 15/12/27 (REG S),XS1674678732,91SM,Fixed interest (Trade reporting Only),BD88J43,18-Oct-2017,15-Dec-2027,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 09/02/26,GB00BF6XF575,17NZ,Fixed interest (Trade reporting Only),BF6XF57,14-Feb-2018,09-Feb-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SWEDBANK MORTGAGE AB 3.60% NTS 01/12/20,XS0223127746,85TK,Trade Reporting only,B0CL497,,01-Dec-2020,0,,MISC,DIPS,0,0,,SEK,MISC,0,,,0,,,100 RESIDENTIAL MORTGAGES SECS 17 PLC MTG EARLY RED CETS 13/05/37£(REGS),XS0186662432,72UK,Fixed interest (Trade reporting Only),3431179,,13-May-2037,0,,CWNU,EIOU,0,0,,GBP,CWNU,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ACCRETING NTS 20/01/40,XS0478315392,47AM,Fixed interest (Trade reporting Only),B6112F2,,20-Jan-2040,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 INVESTEC BANK PLC KICK OUT NTS CAR 05/06/23,XS1598699384,71DV,Fixed interest (Trade reporting Only),BF3MGJ8,05-Jun-2017,05-Jun-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HEATHROW FUNDING LD 7.125% BDS 14/02/24,XS0746068732,11JH,Fixed interest (Trade reporting Only),B7FBK84,14-Feb-2012,14-Feb-2024,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EQUITY RELEASE FUNDING (NO.3) PLC A1'MTG BCKD FRN 26/04/28 £(VAR)(BR),XS0169949954,39PV,Trade Reporting only,3325216,,26-Apr-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 7.875% NTS 14/03/23,XS1377496457,16VX,Fixed interest (Trade reporting Only),BYSXRG3,14-Mar-2016,14-Mar-2023,0,,PSNR,NIDP,0,0,,IDR,PSNR,0,,,0,,,100 NIE FINANCE PLC 2.500% GTD NTS 27/10/2025,XS1820002308,52HM,Fixed interest (Trade reporting Only),BG49C53,01-Oct-2018,27-Oct-2025,2.5,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 JSC NC KAZMUNAYGAS 6.375% NTS 09/04/21 (144A),US48667QAF28,62CK,Fixed interest (Trade reporting Only),B5N09Q0,,09-Apr-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 03/02/2042,XS0734584989,50VX,Fixed interest (Trade reporting Only),B7MS8H3,03-Feb-2012,03-Feb-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 EKSPORTFINANS ASA ZERO CPN CALL NTS 25/10/41,XS0696588739,13TO,Fixed interest (Trade reporting Only),B40FNJ2,25-Oct-2011,25-Oct-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SOUTH PACIFIC SECS 05-1 PLC D1C MTG BCKD FRN 10/06/43 GBP(REGS),XS0212692122,69AP,Trade Reporting only,B0698Z1,,10-Jun-2043,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6 YR PHNX KO NTS 16/10/23,XS1684196782,93FR,Fixed interest (Trade reporting Only),BF4W6G4,19-Oct-2017,16-Oct-2023,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 21/06/23,XS1834054386,44WV,Fixed interest (Trade reporting Only),BDZSD44,21-Jun-2018,21-Jun-2023,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SEVERN TRENT UTILITIES FIN PLC 1.399% IDX LKD NTS 09/02/57,XS0285349907,87GP,Fixed interest (Trade reporting Only),B1RBLR6,,09-Feb-2057,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 INVESTEC BANK PLC IMP 2.25% CDT LKD NTS 21/06/21,XS1406012507,38XT,Fixed interest (Trade reporting Only),BDC73B1,21-Jun-2016,21-Jun-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 M&G PLC 6.500% RESET DTD TIER 2 NTS 20/10/48,XS1888930150,51PK,Fixed interest (Trade reporting Only),BGS4PL1,03-Oct-2018,20-Oct-2048,6.5,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 QNB FINANCE 3.35% NTS 11/03/27,XS2133078787,84EG,Fixed interest (Trade reporting Only),BJL96S8,11-Mar-2020,11-Mar-2027,3.35,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD FLTG RTE NTS 22/03/21,XS1795386363,35VK,Fixed interest (Trade reporting Only),BYVSK33,22-Mar-2018,22-Mar-2021,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 TESCO PLC 5.50% NTS 13/01/33,XS0159013142,31CM,Fixed interest (SEAQ),3231971,,13-Jan-2033,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 SG ISSUER NTS 27/10/23,JE00BDZCKB29,63UP,Fixed interest (Trade reporting Only),BDZCKB2,07-Apr-2017,27-Oct-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 VIRGIN MONEY UK PLC 7.875% RESET CALL T2 CAP NTS 14/12/2028,XS1921970668,60SG,Fixed interest (Trade reporting Only),BFMY1F6,14-Dec-2018,14-Dec-2028,7.875,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP TRPLE IDX 6YR RVRS CONV NTS 18/11/22,XS1505151149,54TE,Fixed interest (Trade reporting Only),BYXW077,11-Nov-2016,18-Nov-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 UK TREASURY STRIP 07DEC2053CPN,GB00B0BDTP59,90EY,Gilts,B0BDTP5,,07-Dec-2053,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 HSBC BANK PLC MRKT ACCESS WRNTS LKD ORD A SHS 23/11/20,GB00BZY3J025,85WL,Fixed interest (Trade reporting Only),BZY3J02,29-Sep-2017,23-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 UK TREASURY STRIP 07JUN2037CPN,GB00B0127L41,72XL,Gilts,B0127L4,,07-Jun-2037,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 TOYOTA MOTOR FIN (NETHERLANDS) B.V FLTG RTE NTS 26/02/21,XS1956114596,94AU,Fixed interest (Trade reporting Only),BJRJDR0,27-Feb-2019,26-Feb-2021,0,V,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 ARRAN RESIDENTIAL MOR FD NO.2 PLC CLS CC AST BKD FRN 20/09/56 REGS EUR,XS0267364981,82UC,Fixed interest (Trade reporting Only),B1FH8D1,,20-Sep-2056,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION ZRO CPN CALL NTS 13/09/46,XS1487341270,45RY,Fixed interest (Trade reporting Only),BD5TC40,,13-Sep-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 CITY OF MALMO 0.250% GREEN NTS 14/03/25,XS2072775765,92PA,Fixed interest (Trade reporting Only),BK1JYG9,,14-Mar-2025,0,,PSTR,UIDP,0,0,,SEK,PSTR,0,,,0,,,100 INVESTEC BANK PLC IMP BARC BK PERP FRN,XS0894194769,IM21,Fixed interest (SEAQ),B9NWGT6,08-May-2013,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/05/17,XS0279940166,75CS,Fixed interest (Trade reporting Only),B1Y96T0,,30-May-2017,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZRO CPN NTS 01/10/24,XS1292978910,38CC,Fixed interest (Trade reporting Only),BYM9228,,01-Oct-2024,0,,CWNR,EIDW,0,0,,BRL,CWNR,0,,,0,,,100 SB CAPITAL S.A. 6.125% LOAN PART NTS 07/02/2022 144A,US78406JAB08,50YY,Fixed interest (Trade reporting Only),B4JS6F9,07-Feb-2012,07-Feb-2022,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HOUSING DEVELOPMENT FINANCE CORP LD 8.750% NTS 29/11/23,XS1914315293,60CX,Fixed interest (Trade reporting Only),BGSQKR8,28-Nov-2018,29-Nov-2023,8.75,F,MWNU,NIDM,0,0,,INR,MWNU,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 3.65% NTS 08/05/23,XS1989215998,94ZH,Fixed interest (Trade reporting Only),BK5BBB5,08-May-2019,08-May-2023,3.65,F,CRTR,UIDR,0,0,,CNY,CRTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 30/09/16,XS0188932155,69DQ,Trade Reporting only,B08ZS68,,30-Sep-2016,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA ZERO CPN NTS 08/12/46,XS1527754748,56GJ,Fixed interest (Trade reporting Only),BYNXST8,08-Dec-2016,08-Dec-2046,0,O,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP UP NTS W/O CAR 06/09/22,XS1457607551,44ZW,Fixed interest (Trade reporting Only),BYZTC70,02-Sep-2016,06-Sep-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZRO CPN NTS 14/11/36,XS1517284482,54UU,Fixed interest (Trade reporting Only),BYMJ5B8,,14-Nov-2036,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 ESIC SUKUK LIMITED TRUST CERTS 30/07/24,XS2034896840,72KX,Fixed interest (Trade reporting Only),BJMSRW5,30-Jul-2019,30-Jul-2024,0,O,SUNM,SKPM,0,0,,USD,SUNM,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 4.444% NTS 14/09/21,XS1875414846,95SZ,Fixed interest (Trade reporting Only),BDRN3K3,,14-Sep-2021,0,,PSNR,NIDP,0,0,,PEN,PSNR,0,,,0,,,100 AMEY ROADS NI FINANCIAL PLC 2.267% IDX LKD GTD SEC BD 13/12/37 £(BR),XS0336266068,84HH,Fixed interest (Trade reporting Only),B29ZNL1,,13-Dec-2037,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF QUEENSLAND LD FLTNG RTE NTS 30/10/22,XS1710459915,94CF,Fixed interest (Trade reporting Only),BDBRBN0,31-Oct-2017,30-Oct-2022,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BANK OF NOVA SCOTIA FRNS 16/07/20,XS1856980179,45TJ,Fixed interest (Trade reporting Only),BYVJ188,16-Jul-2018,16-Jul-2020,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 MORGAN STANLEY 1.875% SNR REG NTS 06/03/2030,XS1200147731,66ZZ,Fixed interest (Trade reporting Only),BWB99H9,04-Jun-2015,06-Mar-2030,0,,CWNR,NIOW,0,0,,EUR,CWNR,0,,,0,,,100 SG ISSUER NTS 02/08/22,JE00BD89SG17,44CU,Fixed interest (Trade reporting Only),BD89SG1,16-Aug-2016,02-Aug-2022,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CALL A2 FLTG RTE NTS 21/06/30,XS0229614036,65JF,Fixed interest (Trade reporting Only),B0LCYN5,,20-Jun-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BROMFORD HOUSING GROUP LIMITED 3.125% GTD SEC BDS 03/05/48,XS1815429342,42RA,Fixed interest (Trade reporting Only),BG44XD3,04-May-2018,03-May-2048,3.125,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 2.875% GRNTD NTS 07/03/23 144A,US62630CAN11,31FN,Fixed interest (Trade reporting Only),BYWRRL6,,07-Mar-2023,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 THAMES WATER UTILITIES FINANCE PLC A5 IDX-LKD UNWRAP BDS 28/08/42,XS0318577912,38DS,Fixed interest (Trade reporting Only),B248PL9,,28-Aug-2042,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 WESTPAC SECURITIES NZ LTD FLTG RT INSTR 07/06/23,XS1426815954,41AL,Fixed interest (Trade reporting Only),BYQLSN3,07-Jun-2016,07-Jun-2023,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 JSC NC KAZMUNAYGAS 5.75% NTS 30/04/43 $ S,XS0925015157,15JU,Fixed interest (Trade reporting Only),B9071F5,01-May-2013,30-Apr-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EDINBURGH INV TST PLC 7 3/4% DEB STK 2022,GB0000401033,59KD,Fixed interest (SEAQ),0040103,,30-Sep-2022,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 SG ISSUER NTS 01/12/23,JE00BF335X86,69FB,Fixed interest (Trade reporting Only),BF335X8,19-May-2017,01-Dec-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK FLTG RTE CL MIZUHO BK 30/06/23,XS1367223523,35BJ,Fixed interest (Trade reporting Only),BYZK1D2,12-May-2016,30-Jun-2023,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT & RED SECS 10/02/28,XS2048872506,67TM,Fixed interest (Trade reporting Only),BKSBJL8,24-Feb-2020,10-Feb-2028,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL ZERO CPN NTS 13/12/46,XS1529779990,56HZ,Fixed interest (Trade reporting Only),BYV1Y74,13-Dec-2016,13-Dec-2046,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 MORTIMER BTL 2019-1 PLC CLASS A MTG BKD FRN 20/06/51,XS1998883588,63AO,Fixed interest (Trade reporting Only),BJVR206,24-Jun-2019,20-Jun-2051,0,O,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SHELL INTERNATIONAL FINANCE B.V 1.250% GTD NTS 15/03/22,XS1292484323,95UK,Fixed interest (Trade reporting Only),BYNPNT9,15-Sep-2015,15-Mar-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 CANADIAN IMPERIAL BANK OF COMMERCE 0.375% SNR NTS 03/05/24,XS1991125896,94DV,Fixed interest (Trade reporting Only),BJLT3B0,07-May-2019,03-May-2024,0.375,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SANTANDER UK PLC 0.875% NTS 25/11/20,XS1325080890,71JX,Fixed interest (Trade reporting Only),BYSZ5M1,25-Nov-2015,25-Nov-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP OLD MUT 5.2%/FRN 3/6/21 GBP1000,XS1066346294,IM52,Fixed interest (SEAQ),BMP36S7,28-May-2014,03-Jun-2021,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 EQUINOR ASA 4.250% NTS 10/04/41,XS0969574598,55PX,Fixed interest (Trade reporting Only),BCZRNT9,07-Oct-2013,10-Apr-2041,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK ZERO CPN CALL NTS 17/12/36,XS1474172928,44EF,Fixed interest (Trade reporting Only),BD3BNX4,17-Aug-2016,17-Dec-2036,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS SHR LKD RDMP SEC DUE 20/07/20,XS1566935299,76WI,Fixed interest (Trade reporting Only),BF3ZR50,20-Jul-2017,20-Jul-2020,0,O,CRNR,NIDR,0,0,,EUR,CRNR,0,,,0,,,100 ADECCO INTERNATIONAL FIN SRVS B.V 1.250% NTS 20/11/29,XS1995662027,65KV,Fixed interest (Trade reporting Only),BK78BD6,20-May-2019,20-Nov-2029,1.125,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGES SECS 17 PLC M1C MTG-BCKD FRN 13/05/37£(BR)(144A),US76112RAG02,39VX,Trade Reporting only,3431083,,13-May-2037,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 TRANSPORT FOR LONDON 4% NTS 12/09/33,XS0969795920,62IM,Fixed interest (Trade reporting Only),BCZS7L2,12-Sep-2013,12-Sep-2033,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6YR PHNX KO NTS CAR 09/06/25,XS1989297947,69GR,Fixed interest (Trade reporting Only),BJ9K2W9,12-Jun-2019,09-Jun-2025,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 16/02/23,GB00BZ04MR79,60WX,Fixed interest (Trade reporting Only),BZ04MR7,16-Feb-2017,16-Feb-2023,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 TOYOTA CREDIT CANADA INC FLTG RTE NTS 27/09/21,CA892329BH55,93LT,Fixed interest (Trade reporting Only),BJVKHY4,27-Mar-2019,27-Sep-2021,0,V,CRNR,NIDR,0,0,,CAD,CRNR,0,,,0,,,100 EUROPEAN INVESTMENT BANK EIB 5 3/8 06/07/21,XS0091457027,13KK,Order book for Fixed Income Securities,BYVZ7T9,,07-Jun-2021,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 1.455% NTS 13/04/2032,XS1598825518,66EI,Fixed interest (Trade reporting Only),BZ0XHX5,13-Apr-2017,13-Apr-2032,1.455,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC HLDGS PLC 2.50% NTS 15/03/27,XS1379184473,17VM,Fixed interest (Trade reporting Only),BYXVBJ3,15-Mar-2016,15-Mar-2027,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 YORKSHIRE WATER SERVICES FIN LD 1.8225% GTD RETAIL IL BD 01/02/50 £ (BR),XS0304850927,87MR,Fixed interest (Trade reporting Only),B1YQ7K9,,01-Feb-2050,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MAW SDIC POWER 23/10/20,GB00BG8HFM14,90JK,Fixed interest (Trade reporting Only),BG8HFM1,24-Oct-2019,23-Oct-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC CLS A 2.93% SNR UNWRPD GTD BDS 27/04/26,GB00BYP7VV13,16EX,Fixed interest (Trade reporting Only),BYP7VV1,09-Mar-2016,27-Apr-2026,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CELTIC RESDNTL IRISH MTGE SECS2 PLC 'B' SEC FLTG RTE NTS 2030 EUR(BR),XS0091080761,37NB,Trade Reporting only,0436315,,18-Aug-2030,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 2.000% INSTR 17/04/40,XS2157487237,C9QX,Fixed interest (Trade reporting Only),BL96WB0,17-Apr-2020,17-Apr-2040,2,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 QUADGAS FINANCE PLC 3.66% GRTD SEC SRS 4 NTS 31/10/24,GB00BDRV3V84,40JZ,Fixed interest (Trade reporting Only),BDRV3V8,23-Apr-2018,31-Oct-2024,3.66,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 STONEWATER FUNDING PLC 3.375% SEC BDS 02/11/45,XS1603460608,94FG,Fixed interest (Trade reporting Only),BD2BQQ9,03-Nov-2017,02-Nov-2045,3.375,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HIGHER EDUCATION SECS INV 1 PLC CLASS A1 ASSET BCKD FRN 2028 £(BR) REGS,XS0085726155,71LI,Trade Reporting only,0263621,,10-Apr-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 UK TREASURY STRIP 07JUN2028CPN,GB0002443819,BB03,Gilts,0244381,,07-Jun-2028,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC SRS 2016-1 CLASS 2A1 FRN 21/01/70 (144A),XS1367138846,15MV,Fixed interest (Trade reporting Only),BD6RFV1,25-Feb-2016,21-Jan-2070,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 0.75% SRS 15-11 REG CVD BDS 26/10/23,XS1308693867,69IC,Fixed interest (Trade reporting Only),BYV0WT9,26-Oct-2015,26-Oct-2023,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC CONT CPN AUTOCALL NTS INDX 07/02/30,GB00BJ345624,79DA,Fixed interest (Trade reporting Only),BJ34562,07-Feb-2020,07-Feb-2030,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC KCK OT NTS 18/10/23,XS1701887991,93NE,Fixed interest (Trade reporting Only),BYP50S5,25-Oct-2017,18-Oct-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAP AT RSK 23/11/21,XS1291331988,67WN,Fixed interest (Trade reporting Only),BZ1MY85,23-Nov-2015,23-Nov-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LLOYDS BANK PLC CALL ZERO CPN NTS 24/04/44,XS1061668205,32CB,Fixed interest (Trade reporting Only),BLWF2Y7,24-Apr-2014,24-Apr-2044,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 NORDIC INVESTMENT BANK 1.125% NTS 16/03/22,XS2060685158,76AW,Fixed interest (Trade reporting Only),BK71C09,,16-Mar-2022,0,,PSNR,EIDP,0,0,,GBP,PSNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZERO CPN NTS 18/10/34,XS0203032122,64UE,Trade Reporting only,B03BLQ2,,18-Oct-2034,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 SG ISSUER NTS 17/09/26,GB00BFRNG082,53IR,Fixed interest (Trade reporting Only),BFRNG08,24-Sep-2018,17-Sep-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 GVRNMNT DEM. SOC. REP. SRI LANKA 6.35% BDS 28/06/24 (144A),US85227SBA33,70ZD,Fixed interest (Trade reporting Only),BKFHSN4,01-Jul-2019,28-Jun-2024,6.35,F,MWNU,NIOM,0,0,,USD,MWNU,0,,,0,,,100 KOMMUNALBANKEN AS CALL ZER CPN NTS 29/03/41,XS0607808549,63DP,Fixed interest (Trade reporting Only),B5NXM48,29-Mar-2011,29-Mar-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 WESTERN POWER DIST.(SOUTH WEST) PLC 1.541% IDX-LKD NTS 01/12/56 £ (BR),XS0276994216,37OR,Fixed interest (Trade reporting Only),B1KKY59,,01-Dec-2056,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF QUEENSLAND LD 0.125% CVD BDS SER 2019-1 04/06/24,XS2003420465,68QA,Fixed interest (Trade reporting Only),BJX9RL6,04-Jun-2019,04-Jun-2024,0.125,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 BARCLAYS BANK PLC WTS LKD SECS 21/05/26,XS1945713482,94GW,Fixed interest (Trade reporting Only),BK6RYV3,21-May-2019,21-May-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 14.75% NTS 28/10/20,XS2071384361,89YJ,Fixed interest (Trade reporting Only),BKS8VW4,,28-Oct-2020,0,,CRTR,UIDR,0,0,,UAH,CRTR,0,,,0,,,100 BARCLAYS BANK PLC RUSSIAN FED BD LKD NTS 22/04/21,XS0614686177,38IE,Fixed interest (Trade reporting Only),B7KLV97,03-Jul-2012,03-Jul-2026,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC UPSIDE NTS CAR 06/06/22,XS1598697339,69JS,Fixed interest (Trade reporting Only),BF13XH0,05-Jun-2017,06-Jun-2022,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CLYDESDALE BANK PLC SRS 1 FLTG RTE CVD BDS 22/03/25,XS1968589116,46RN,Fixed interest (Trade reporting Only),BJSDWY1,28-Mar-2019,22-Mar-2025,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CYPRUS(REPUBLIC OF) 3.875% NTS 06/05/22,XS1227247191,79EQ,Fixed interest (Trade reporting Only),BX8ZT55,,06-May-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 CITY OF STOCKHOLM FLTG RTE NTS 27/05/20,XS1238246364,82DC,Fixed interest (Trade reporting Only),BYL7MK1,,27-May-2020,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 MORGAN STANLEY 1.750% SNR REG NTS 11/03/24,XS1379171140,33UG,Fixed interest (Trade reporting Only),BYYSBD7,25-Apr-2016,11-Mar-2024,0,,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK 1.96% CALL NTS 21/02/48,XS1777969483,17YN,Fixed interest (Trade reporting Only),BFX15C1,21-Feb-2018,21-Feb-2048,1.96,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 MEADOWHALL FINANCE PLC CLS A1 4.986% BDS 12/07/37 £ (BR),XS0278325476,37QC,Fixed interest (Trade reporting Only),B1L8SK5,,12-Jul-2037,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 LCR FINANCE PLC 4.50% GTD BDS 2038 £ (REG S),XS0094835278,84NJ,Trade Reporting only,0539991,,07-Dec-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BARCLAYS BANK PLC FIXED AND FLTG RTE SECS 22/02/24,XS1913913650,61TL,Fixed interest (Trade reporting Only),BJDQ375,22-Feb-2019,22-Feb-2024,1,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BANK OF NOVA SCOTIA 0.05% NTS 23/12/22,XS1859550367,47LA,Fixed interest (Trade reporting Only),BFZ4M05,25-Jul-2018,23-Dec-2022,0.05,F,CWNR,NIDW,0,0,,CHF,CWNR,0,,,0,,,100 ORESUNDSBRO KONSORTIET 0.97% NTS 01/02/22,XS1353627786,13FP,Fixed interest (Trade reporting Only),BYQGBP1,,01-Feb-2022,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 NESTLE FINANCE INTERNATIONAL LD 0.375% NTS 18/01/24,XS1707074941,94IH,Fixed interest (Trade reporting Only),BYWSN00,02-Nov-2017,18-Jan-2024,0.375,F,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PREF SER 1490 26/10/26,GB00BJ344213,89ZZ,Fixed interest (Trade reporting Only),BJ34421,25-Oct-2019,26-Oct-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EKSPORTFINANS ASA 6.90% RGE ACC TO ZRO CPN CALL NT16/03/35,XS0213720724,81LA,Trade Reporting only,B06L0C8,,16-Mar-2035,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 AGRICULTURAL BANK OF CHINA LIMITED 2.750% NTS 20/10/20,XS1303791336,44IW,Fixed interest (Trade reporting Only),BYN3P42,21-Oct-2015,20-Oct-2020,0,,PSTR,PIDP,0,0,,USD,PSTR,0,,,0,,,100 INVESTEC BANK PLC IMP DUAL INDX6YR PNX KON CAPRSK 03/11/22,XS1515048418,54DU,Fixed interest (Trade reporting Only),BD0NJP7,08-Nov-2016,03-Nov-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR PHNX KO NTS 02/05/24,XS1800964857,42XC,Fixed interest (Trade reporting Only),BG21XT2,04-May-2018,02-May-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HALIFAX PLC 13 5/8% PERP SUB BDS #,GB0000394915,HALB,Fixed interest (SEAQ),0039491,,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 2.60% NTS 05/07/22,XS1566936933,75KF,Fixed interest (Trade reporting Only),BYP2HT6,05-Jul-2017,05-Jul-2022,2.6,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 THE KINGDOM OF BAHRAIN 6.125% BDS 05/07/22 (144A),US05674RAB06,38JU,Fixed interest (Trade reporting Only),B7XB8K4,06-Jul-2012,05-Jul-2022,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 SANTANDER UK PLC 10 1/16% EXCH CAP SEC #1000 (REG),GB0000272145,BB34,Fixed interest (SEAQ),0027214,,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 LLOYDS BANK PLC 5.225% CVD BDS 23/03/27,XS0762210739,12NN,Fixed interest (Trade reporting Only),B7ZN1B0,23-Mar-2012,23-Mar-2027,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 JP MORGAN CHASE & CO 0.625% NTS 25/01/24,XS1456422135,43QU,Fixed interest (Trade reporting Only),BZ9NKW6,25-Jul-2016,25-Jan-2024,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.4 PLC MTG EARLY RED CERTS 2038 £(BR)(REG S),XS0087427661,53LS,Trade Reporting only,0293350,,11-Sep-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 3.31% NTS 12/12/28,XS1003743827,42AA,Fixed interest (Trade reporting Only),BH7J848,13-Dec-2013,12-Dec-2028,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 4.875% GTD NTS 07/06/32,XS1040508597,94JX,Fixed interest (Trade reporting Only),BK3F528,28-Feb-2014,07-Jun-2032,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV ZERO CPN CALL NTS 31/10/2041,XS0697222700,11VL,Fixed interest (Trade reporting Only),B71Q6J6,31-Oct-2011,31-Oct-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC SECS LKD BSKT OF IND 26/08/25,GB00B8SVW156,55VZ,Fixed interest (Trade reporting Only),B8SVW15,17-Oct-2018,26-Aug-2025,0,O,CRTR,UIOR,0,0,,GBP,CRTR,0,,,0,,,100 DEPFA ACS BANK PP CMS LKD ACS INSTS 25/04/25,XS0217803914,81MQ,Trade Reporting only,B07W0S6,,25-Apr-2025,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 BANK OF MONTREAL FLTG RTE NTS 14/06/21,XS1837073706,44KH,Fixed interest (Trade reporting Only),BFFKJK2,14-Jun-2018,14-Jun-2021,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 LLOYDS BANKING GROUP PLC 2.94% NTS 24/01/28,XS1757711665,99WI,Fixed interest (Trade reporting Only),BF5DYZ1,24-Jan-2018,24-Jan-2028,2.94,F,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX-LKD RED SECS 24/11/22,XS1654981197,10EW,Fixed interest (Trade reporting Only),BF5TRP0,24-Nov-2017,24-Nov-2022,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 3.345% NTS 02/07/26,XS1251927189,88KV,Fixed interest (Trade reporting Only),BYVTYW3,02-Jul-2015,02-Jul-2026,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 ROYAL BANK OF CANADA 1.384% CVD BDS 14/03/39 (REG S),XS1960477864,62OO,Fixed interest (Trade reporting Only),BFY8BZ6,14-Mar-2019,14-Mar-2039,1.164,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 WELLS FARGO BANK N.A 8.32% NTS 22/08/26,XS2044467418,92AT,Fixed interest (Trade reporting Only),BKTMX85,22-Aug-2019,22-Aug-2026,8.32,F,MWNU,NIDM,0,0,,ZAR,MWNU,0,,,0,,,100 SWEDISH MATCH AB 1.450% NTS 09/06/20,XS1244090129,83WX,Fixed interest (Trade reporting Only),BZ07G96,09-Jun-2015,09-Jun-2020,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 SG ISSUER NTS 19/02/24,GB00BF6XDZ31,19ND,Fixed interest (Trade reporting Only),BF6XDZ3,26-Feb-2018,19-Feb-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC FLTG RTE NTS 25/05/21,XS1826189000,43SF,Fixed interest (Trade reporting Only),BDC55S6,25-May-2018,25-May-2021,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 WELLS FARGO FINANCE LLC 7.90% NTS 12/03/30,XS2133303813,76ZC,Fixed interest (Trade reporting Only),BJP4VX9,13-Mar-2020,12-Mar-2030,7.9,F,MWNU,NIDM,0,0,,ZAR,MWNU,0,,,0,,,100 INVESTOR AB 5.25% NTS 17/02/22,XS0747516952,42BQ,Fixed interest (Trade reporting Only),B6X2HV4,17-Feb-2012,17-Feb-2022,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 SKIPTON BUILDING SOCIETY 12 7/8% PERM INT BEARING SHS #1000 (REG),GB0008194119,SKIP,Fixed interest (SEAQ),0819411,,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN 0.625% NTS 15/03/24,XS1962554785,61WM,Fixed interest (Trade reporting Only),BH3W8J6,15-Mar-2019,15-Mar-2024,0.625,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION CPTL FLTG RTE NTS 15/05/12,XS0219324422,36CO,Trade Reporting only,B08V167,,15-May-2012,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 BARCLAYS BANK PLC RUSSIAN FED BD NTS 21/04/41,XS0614686250,13IQ,Fixed interest (Trade reporting Only),B8HWSN3,20-Jun-2012,21-Apr-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INCOME CONTINGENT STUDENT LOANS 2 ( CLASS A2 ASSET BKD 2.5% NTS 24/07/58,XS1915119132,60FX,Fixed interest (Trade reporting Only),BH3J693,12-Dec-2018,24-Jul-2058,2.5,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK FLTG RTE NTS 15/07/20,US45818WBE57,92ZT,Fixed interest (Trade reporting Only),BYS2PN3,07-Aug-2015,15-Jul-2020,0,,CRNR,NIDR,0,0,,USD,CRNR,0,,,0,,,100 BANK OF MONTREAL 2.100% CVD BDS 15/06/23 (144A),US06368B4Q83,70AV,Fixed interest (Trade reporting Only),BK747K3,,15-Jun-2023,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC FLTG RTE NTS 06/07/20,XS1640937352,75NG,Fixed interest (Trade reporting Only),BF0J799,06-Jul-2017,06-Jul-2020,0,V,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 SG ISSUER NTS 27/10/23,JE00BDGKL670,64BT,Fixed interest (Trade reporting Only),BDGKL67,07-Apr-2017,27-Oct-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HSBC BANK PLC MAN'S LKD ORD SHS 26/01/21,XS1762674296,15SX,Fixed interest (Trade reporting Only),BD6V427,29-Jan-2018,26-Jan-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC STEP-UP FXD PARTLY-PAID NTS 28/06/24,XS0195376339,48HT,Trade Reporting only,B01RN44,,28-Jun-2024,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 GOSFORTH FUNDING 2017-1 PLC CLS A1B MORT BKD FRNS 19/12/59 (144A),XS1679334240,83YI,Fixed interest (Trade reporting Only),BYXGQJ3,26-Sep-2017,19-Dec-2059,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 WARWICK FINANCE RES.MORT.NO.ONE PLC CLS A NTS 21/09/49,XS1221082958,79JC,Fixed interest (Trade reporting Only),BWT3HW4,07-May-2015,21-Sep-2049,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 GOSFORTH FUNDING 2016-1 PLC A2A MTG-BCKD FLTG RTE NTS 15/02/58 144A,XS1340859328,12QO,Fixed interest (Trade reporting Only),BYYWS94,26-Jan-2016,15-Feb-2058,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 BARCLAYS BANK PLC NTS 17/08/20,XS0532159471,45FK,Fixed interest (Trade reporting Only),B58DQF2,,17-Aug-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 1.00% CVD BDS 27/07/36,XS1452595090,43TV,Fixed interest (Trade reporting Only),BD89MV4,27-Jul-2016,27-Jul-2036,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 ABU DHABI NATIONAL ENERGY COM 4.375% NTS 22/06/26 (144A),US00388WAC55,39GI,Fixed interest (Trade reporting Only),BD37VW7,22-Jun-2016,22-Jun-2026,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 PENSION INSURANCE CORPORATION PLC 5.625% SUB NTS 20/09/30,XS1872365256,50MK,Fixed interest (Trade reporting Only),BDZ4JZ5,21-Sep-2018,20-Sep-2030,5.625,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 EQUITY RELEASE FUNDING (NO.4) PLC DMTG BKD DEF INT FRN2049£(VAR)(BR)(REGS),XS0197424400,68WC,Trade Reporting only,B02DWZ5,,30-Jul-2049,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC 1.46% CREDIT LKD NTS DUE 20/12/2023,XS1908270975,60HI,Fixed interest (Trade reporting Only),BHR3Z16,11-Dec-2018,20-Dec-2023,1.46,F,CRTR,UIDR,0,0,,SEK,CRTR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. 4.60% NTS 30/11/20,XS1726105528,10HX,Fixed interest (Trade reporting Only),BD3HP36,30-Nov-2017,30-Nov-2020,4.6,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 RSA INSURANCE GROUP PLC 8.95% SUBORD GTD BDS 15/10/29 $(BR),US78004VAB99,BS69,Trade Reporting only,0138644,,15-Oct-2029,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.8 PLC CLASS 'B' MTG BCKD FRN 12/05/38 (REG S),XS0109158302,75OW,Trade Reporting only,0301220,,12-May-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC HLDGS PLC 5.75% SUBORD NTS 20/12/27,XS0159497162,64DE,Fixed interest (SEAQ),3235382,,20-Dec-2027,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 BANK OF AMERICA CORPORATION 7.00% SNR NTS 31/07/28,XS0379947236,38OG,Fixed interest (Trade reporting Only),B3BXWM4,,31-Jul-2028,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA ZERO CPN CALL NTS 06/09/41,XS0670843902,15UI,Fixed interest (Trade reporting Only),B528VN6,06-Sep-2011,06-Sep-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 27/03/30,XS2108162913,09VG,Fixed interest (Trade reporting Only),BLGYMF1,21-Apr-2020,27-Mar-2030,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 WELLS FARGO & COMPANY ZRO CPN CALL NTS 30/01/33,XS0879325321,19QE,Fixed interest (Trade reporting Only),B87GKC8,30-Jan-2013,30-Jan-2033,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC CALL INVERSE FLTG ZERO CPN NTS 27/10/30,XS0232780907,92EC,Fixed interest (Trade reporting Only),B3C9PJ9,,27-Oct-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 16 PLC MTG EARLY RED CERTS 11/12/36 (144A),US76112PAW95,80XP,Trade Reporting only,3361599,,11-Dec-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ANZ NEW ZEALAND (INT'L) LD 2.125% NTS 28/07/21 REGS,US00182FBA30,43VG,Fixed interest (Trade reporting Only),BD3GLS0,28-Jul-2016,28-Jul-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP SEC BT BD 4.20%/FRN 10/12/25 (TEMP),XS2066578803,76IJ,Fixed interest (Trade reporting Only),BKV4J58,14-Oct-2019,10-Dec-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NATWEST MARKETS PLC PASS THROUGH NTS 29/07/21,XS0264653113,90SN,Fixed interest (Trade reporting Only),B1C0SY4,,29-Jul-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 VODAFONE GROUP PLC CAP SEC 03/10/78,XS1888180996,53QE,Fixed interest (Trade reporting Only),BD9PM11,04-Oct-2018,03-Oct-2078,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BP CAPITAL MARKETS PLC 2.519% GTD NTS 07/04/28,XS2135799679,03QT,Fixed interest (Trade reporting Only),BMC45C0,07-Apr-2020,07-Apr-2028,2.519,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 B.A.T.INTERNATIONAL FINANCE PLC 2.250% GRNTD NTS 09/09/52,XS1488409977,47RC,Fixed interest (Trade reporting Only),BDFT3H0,09-Sep-2016,09-Sep-2052,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ARSENAL SECURITIES PLC 5.1418% GTD SEC BDS 01/09/29 £ (BR),XS0261374200,57MA,Fixed interest (Trade reporting Only),B197SG0,,01-Sep-2029,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZRO CPN NTS 25/04/43,XS0918611608,78SQ,Fixed interest (Trade reporting Only),B8DT6D4,25-Apr-2013,25-Apr-2043,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SANDWELL COMMERCIAL FIN. NO.2 PLC B MTG BKD FLTG RTE NTS 30/09/37 £(BR),XS0229030472,81RC,Fixed interest (Trade reporting Only),B0LDFY6,,30-Sep-2037,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC WRT LKD SECS 20/01/21,XS1144601173,44OY,Fixed interest (Trade reporting Only),BVFCRW8,21-Jan-2015,20-Jan-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC CMS LKD FLTG RTE NTS 29/10/20,XS0552578923,80AN,Fixed interest (Trade reporting Only),B580KQ2,,29-Oct-2020,0,,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 GRACECHURCH CARD PROGRAMME FUND.PLC S15-1 CLS A FR AB NTS 15/11/23 (REG S),XS1321880418,64EU,Fixed interest (Trade reporting Only),BYTQ8L3,20-Nov-2015,15-Nov-2023,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZRO CPN NTS 20/10/36,XS1506590865,52YC,Fixed interest (Trade reporting Only),BD5GGY9,,20-Oct-2036,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 INVESTEC BANK PLC IMPALA QUAD IDX 6 YR KO NTS 29/12/2023,XS1738390068,12TP,Fixed interest (Trade reporting Only),BDRJHY3,29-Dec-2017,29-Dec-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CITY OF MALMO FLTG RTE NTS 15/03/21,XS2004793274,93WH,Fixed interest (Trade reporting Only),BJYJ867,,15-Mar-2021,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 SG ISSUER NTS 19/02/24,GB00BF6XDX17,19RU,Fixed interest (Trade reporting Only),BF6XDX1,26-Feb-2018,19-Feb-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 COMMERZBANK AG AUTO-CALL NTS LKD 107 PREF SHS 15/07/21,GB00BWVFY161,92FS,Fixed interest (Trade reporting Only),BWVFY16,24-Jul-2015,15-Jul-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WELLS FARGO FINANCE LLC 8.20% NTS 05/12/26,XS2089369131,88RA,Fixed interest (Trade reporting Only),BKM67M6,06-Dec-2019,05-Dec-2026,8.2,F,MWNU,NIDM,0,0,,ZAR,MWNU,0,,,0,,,100 MUNICIPALITY FINANCE PLC 1.89% CALL NTS 11/10/48,XS1892254076,55DJ,Fixed interest (Trade reporting Only),BGHHB46,,11-Oct-2048,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALLABLE ZERO CPN NTS 23/06/39,XS0434227152,76JZ,Fixed interest (Trade reporting Only),B680RB3,,23-Jun-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 1.88% NTS 23/03/48,XS1797132500,36HA,Fixed interest (Trade reporting Only),BD9MKV8,,23-Mar-2048,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.10 PLC CLASS 'M' MTG BCKD FRN 10/08/29 (REG S),XS0128634622,94PZ,Trade Reporting only,3042849,,10-Aug-2029,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC BANK PLC MAW'S PT NIPPON INDOSARI 23/11/21,GB00BZY3KM10,34VL,Fixed interest (Trade reporting Only),BZY3KM1,20-Mar-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 NORDIC INVESTMENT BANK 0.555% NTS 18/03/23,XS2139595578,81SS,Fixed interest (Trade reporting Only),BLSQ8Y6,,18-Mar-2023,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 0.500% GLBL NTS 19/05/25,US29874QEG55,77DM,Fixed interest (Trade reporting Only),BMFFY12,19-May-2020,19-May-2025,0.5,F,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC MAN'S LKD TO EZDAN HLDNGS 08/12/20,XS1733331703,10KY,Fixed interest (Trade reporting Only),BYVW585,05-Dec-2017,08-Dec-2020,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BARCLAYS PLC 0.750% RST NTS 09/06/25,XS2082324364,88QX,Fixed interest (Trade reporting Only),BL0NDL7,09-Dec-2019,09-Jun-2025,0.75,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS WITH CAR 20/07/21,XS1234270681,91NQ,Fixed interest (Trade reporting Only),BYSGDF3,20-Jul-2015,20-Jul-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 20/06/13,XS0249469080,65WZ,Fixed interest (Trade reporting Only),B130JT5,,20-Jun-2013,0,,CWNU,NIDU,0,0,,JPY,CWNU,0,,,0,,,100 SG ISSUER NTS 10/03/21,JE00BVVPY533,75RX,Fixed interest (Trade reporting Only),BVVPY53,18-Mar-2015,10-Mar-2021,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 HSBC BANK PLC MAW'S LKD DEPPON LOGISTICS 23/11/21,GB00BZY3JQ84,15XJ,Fixed interest (Trade reporting Only),BZY3JQ8,31-Jan-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS SHR LKD INT & RED NTS 23/03/22,XS1517424245,62UQ,Fixed interest (Trade reporting Only),BD9BP10,23-Mar-2017,23-Mar-2022,0,V,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 GREAT HALL MORTGAGES NO.1 PLC CLS A1A 2006-01 NTS 18/06/38,XS0276085403,58HD,Fixed interest (Trade reporting Only),B1L65J7,,18-Jun-2038,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC CALL ZRO CPN NTS 22/09/45,XS1291590658,12VA,Fixed interest (Trade reporting Only),BYTBTJ3,22-Sep-2015,22-Sep-2045,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 0.625% NTS 30/01/24,XS1943474483,93XX,Fixed interest (Trade reporting Only),BJFT3G1,,30-Jan-2024,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 UNITED UTILITIES WATER FINANCE PLC 0.01% RPI LKD NTS 09/12/36,XS1531582747,56VO,Fixed interest (Trade reporting Only),BDRKWB8,09-Dec-2016,09-Dec-2036,0.01,F,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 7.25% NTS 12/11/26,XS2077560162,89KK,Fixed interest (Trade reporting Only),BKP50D2,,12-Nov-2026,0,,PSNR,NIDP,0,0,,ZAR,PSNR,0,,,0,,,100 JAPAN 5 1/2% CONVS LN 1930(ENF),GB0004706692,BC49,Trade Reporting only,0470669,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 SEVERN TRENT UTILITIES FIN PLC 1.5225% IDX-LKD NTS 01/08/58,XS0314295956,42HS,Fixed interest (Trade reporting Only),B23Y530,,01-Aug-2058,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 TELECOM ITALIA SPA TITIM 5 7/8 05/19/23,XS0254907388,13OS,Order book for Fixed Income Securities,BYVZGN6,,19-May-2023,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY FLTG RTE NTS 19/02/21,XS1369257172,15AH,Fixed interest (Trade reporting Only),BYXFBJ5,19-Feb-2016,19-Feb-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MANS LKD QATAR ELEC 11/09/20,XS2051079759,73JB,Fixed interest (Trade reporting Only),BJXC2B0,05-Sep-2019,11-Sep-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 OP MORTGAGE BANK CVD NTS 11/06/20,XS1076088001,71XM,Fixed interest (Trade reporting Only),BN7ZCZ7,11-Jun-2014,11-Jun-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 ROLLS-ROYCE PLC 3.375% NTS 18/06/26,XS0944831154,60LZ,Fixed interest (Trade reporting Only),BBJNJX2,18-Jun-2013,18-Jun-2026,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION CAP FLTG RTE NTS 30/09/13,XS0269556022,33GH,Fixed interest (Trade reporting Only),B1FPTQ5,,30-Sep-2013,0,,CWNU,NIDU,0,0,,EUR,CWNU,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/04/14,XS0297386616,91PB,Fixed interest (Trade reporting Only),B1WQWD9,,30-Apr-2014,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 INVESTEC BANK PLC 5.45% CR LKD NTS 20/12/24,XS2083186325,80DO,Fixed interest (Trade reporting Only),BL6VLK0,29-Nov-2019,20-Dec-2024,5.45,F,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC 4.50% GTD A SEN UW BNDS 05/10/2027,XS0764876693,43BF,Fixed interest (Trade reporting Only),B78F3W8,02-Apr-2012,05-Oct-2027,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ANNINGTON FUNDING PLC 1.650% NTS 12/07/24,XS1645519031,75TI,Fixed interest (Trade reporting Only),BYXCMM6,12-Jul-2017,12-Jul-2024,1.65,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 PENARTH MASTER ISSUER PLC CLS B ASS BKD FLT RT NTS 18/09/25 (RG S),XS1117709219,38SX,Fixed interest (Trade reporting Only),BRKX869,20-Oct-2014,18-Sep-2025,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC 7.005% NTS 20/07/22,XS0806451125,15YZ,Fixed interest (Trade reporting Only),B83S998,31-Aug-2012,20-Jul-2022,0,,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 ABU DHABI NATIONAL ENERGY COM 3.875% NTS 06/05/24 (144A),US00386SAM44,74CT,Fixed interest (Trade reporting Only),BMBN238,06-May-2014,06-May-2024,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 UK TREASURY STRIP 07MAR2037CPN,GB00B61NZ372,59ZI,Gilts,B61NZ37,,07-Mar-2037,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALLABLE ZERO CPN NTS 22/06/39,XS0434141437,68DR,Fixed interest (Trade reporting Only),B603MB5,,22-Jun-2039,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 SINFONIA FINANCE B.V. INSTALMENT SEC NTS 17/02/42,XS0164618570,39MK,Trade Reporting only,3273304,,17-Feb-2042,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 5.31% NTS 14/03/24,XS1045208987,96EP,Fixed interest (Trade reporting Only),BKS8FP5,14-Mar-2014,14-Mar-2024,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC CLASS A UNWRAP 1.449% IDX BDS 13/07/62,XS0317554417,50SM,Fixed interest (Trade reporting Only),B24GJ55,,13-Jul-2062,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 1.50% CVD BDS 12/05/36,XS1408408406,34YM,Fixed interest (Trade reporting Only),BYZK1B0,12-May-2016,12-May-2036,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 4.75% THEN SWITCH FLTG RTE NTS 08/06/22,XS0303531619,54OI,Fixed interest (Trade reporting Only),B1YN2C7,,08-Jun-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 ASB FINANCE LD FLTG RTE NTS 19/07/21,XS1449870713,43CV,Fixed interest (Trade reporting Only),BZ976B9,19-Jul-2016,19-Jul-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC GBP PHNX KCK OUT NTS 02/10/25,GB00BF8S3903,87DE,Fixed interest (Trade reporting Only),BF8S390,03-Oct-2017,02-Oct-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BARCLAYS PLC 4.327% DEBT INSTR 15/06/2023,AU3CB0253771,44KB,Fixed interest (Trade reporting Only),BF4HX57,18-Jun-2018,15-Jun-2023,4.327,F,MWTU,UIOM,0,0,,AUD,MWTU,0,,,0,,,100 HSBC BANK PLC MULTI CALL 3.70% NTS 19/07/32,XS0804150109,12YB,Fixed interest (Trade reporting Only),B8MGHC2,19-Jul-2012,19-Jul-2032,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ORIGINATED MORTGAGE LOANS 6 PLC M MTG BCKD FRN 15/08/32 £(BR)(REG S),XS0116247239,82PG,Trade Reporting only,0961475,,15-Aug-2032,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 TOYOTA FINANCE AUSTRALIA LIMITED 2.04% NTS 09/12/21,XS1531749890,56YP,Fixed interest (Trade reporting Only),BDRKW74,09-Dec-2016,09-Dec-2021,2.04,F,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 01/07/30,XS0521427418,78AA,Fixed interest (Trade reporting Only),B44TPB6,,01-Jul-2030,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 NORDIC INVESTMENT BANK 0.00% NTS 25/09/26,XS2055786763,92KE,Fixed interest (Trade reporting Only),BK8VGQ2,25-Sep-2019,25-Sep-2026,0,F,PSNR,NIDP,0,0,,EUR,PSNR,0,,,0,,,100 INVESTEC BANK PLC KCK OUT NTS CAP RSK DUE 17/07/23,XS1616551476,76OL,Fixed interest (Trade reporting Only),BDVJ6H5,17-Jul-2017,17-Jul-2023,0,,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.6 PLC CLASS'M'MTG BCKD FLTG RTE NTS 2038 £(BR),XS0084293322,86LC,Trade Reporting only,0247380,,09-Jun-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SOUTH EASTERN POWER NETWORKS PLC RPI LKD NTS 13/02/25,XS1189156745,63RE,Fixed interest (Trade reporting Only),BVXLLM5,13-Feb-2015,13-Feb-2025,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 4.05% NTS 19/01/2033,XS1755413140,15DI,Fixed interest (Trade reporting Only),BYZKH45,19-Jan-2018,19-Jan-2033,1.125,F,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 OOREDOO INTERNATIONAL FINANCE LD 5.00% GTD NTS 19/10/25 (144A),US74733LAE20,62AP,Fixed interest (Trade reporting Only),B4TV841,,19-Oct-2025,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 QNB FINANCE 3.91% NTS 29/04/30,XS2162954478,83IY,Fixed interest (Trade reporting Only),BMT7WK9,29-Apr-2020,29-Apr-2030,3.91,F,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS YIFEND PHAR 23/11/20,GB00BZY3J462,93DW,Fixed interest (Trade reporting Only),BZY3J46,18-Oct-2017,23-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ROYAL BANK OF CANADA CALL ZERO CPN NTS 23/07/29,XS0439847137,88VJ,Fixed interest (Trade reporting Only),B3Y9B66,,23-Jul-2029,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC CALL ZERO CPN NTS 23/06/41,XS0602952631,80GP,Fixed interest (Trade reporting Only),B6R50T8,24-Jun-2011,23-Jun-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 3.500% SNR NTS 11/02/23 (REG S),USG4721VBL74,17NP,Fixed interest (Trade reporting Only),B8HFFH5,12-Feb-2013,11-Feb-2023,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 BROADGATE FINANCING PLC CLASS C2 5.098% BDS 05/04/35 £(BR),XS0211898126,31XT,Trade Reporting only,B06FM24,,05-Apr-2035,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 5.080% NTS 02/03/31,XS0595723932,62ZC,Fixed interest (Trade reporting Only),B3P8G56,02-Mar-2011,02-Mar-2031,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD FLTG RTE NTS 28/09/2025,XS1886615308,51NP,Fixed interest (Trade reporting Only),BF55KJ3,28-Sep-2018,28-Sep-2025,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 05/01/24,GB00BF6XDR56,14LG,Fixed interest (Trade reporting Only),BF6XDR5,12-Jan-2018,05-Jan-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 NEWDAY PARTNERSHIP FUNDING 2015-1 CLASS E AST BKD FR NTS 15/04/21,XS1134528626,61IN,Fixed interest (Trade reporting Only),BWB8XY1,11-Mar-2015,15-Apr-2021,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INDUSTRIAL & COMMERCIAL BK CHINA LD FLTG RT NTS 08/02/21,XS1768102623,19XW,Fixed interest (Trade reporting Only),BF4TNJ7,01-Mar-2018,08-Feb-2021,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 16/12/24,XS2081277217,78BQ,Fixed interest (Trade reporting Only),BL0L0J8,13-Dec-2019,16-Dec-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL LKD INT NTS 20/07/25,XS1256192151,92LU,Fixed interest (Trade reporting Only),BYQJSN7,05-Aug-2015,20-Jul-2025,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC ZRO CPN SECS 22/08/43,XS0934778043,49KJ,Fixed interest (Trade reporting Only),BD4TYX4,22-Aug-2013,22-Aug-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ARAB REPUBLIC OF EGYPT (THE) 6.2004% NTS 01/03/24 (144A),US03846JW636,62CA,Fixed interest (Trade reporting Only),BHL9383,26-Feb-2019,01-Mar-2024,6.2004,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 INVESTEC BANK PLC IMPALA QUAD IDX 6 YR KO NTS 20/03/24,XS1772753106,36NC,Fixed interest (Trade reporting Only),BD9MKC9,23-Mar-2018,20-Mar-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA ZERO CPN CALL NTS 25/10/41,XS0696650711,13TE,Fixed interest (Trade reporting Only),B4TBCQ1,25-Oct-2011,25-Oct-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 MONTREAL (CITY OF) 3% PERM DEB STK,GB0006010382,02HR,Trade Reporting only,0601038,,31-Dec-9999,0,,MISC,SIOB,0,0,,GBP,MISC,0,,,0,,,100 KOMMUNALBANKEN AS CALL ZERO RTE INSTR 25/06/40,XS0518440762,44WL,Fixed interest (Trade reporting Only),B66Q4Y5,,25-Jun-2040,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 VIRGIN MONEY UK PLC 4.00% RESET CALL SNR NTS 25/09/26,XS1775239095,54RJ,Fixed interest (Trade reporting Only),BF2PL15,25-Sep-2018,25-Sep-2026,4,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SBAB BANK AB (PUBL) 1.00% NTS 15/05/23,XS1820047824,43FW,Fixed interest (Trade reporting Only),BFZ8GB6,15-May-2018,15-May-2023,1,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 BANK OF SCOTLAND PLC UND FLTG RTE PRIM CAP NTS $(BR),GB0000765403,87GF,Trade Reporting only,0076540,,31-Dec-9999,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 BARCLAYS BANK PLC FRN 21/10/20,XS0614648086,97BD,Fixed interest (Trade reporting Only),B7KNYQ1,31-May-2012,21-Oct-2020,0,,CWTR,UIDW,0,0,,SEK,CWTR,0,,,0,,,100 SG ISSUER NTS 05/01/24,GB00BF6XDQ40,14MW,Fixed interest (Trade reporting Only),BF6XDQ4,12-Jan-2018,05-Jan-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 QNB FINANCE FLTNG RTE NTS 20/12/20,XS1738490017,11KN,Fixed interest (Trade reporting Only),BFNX431,20-Dec-2017,20-Dec-2020,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ACCRETING NTS 17/05/2041,XS0624856471,63UF,Fixed interest (Trade reporting Only),B3X7451,17-May-2011,17-May-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BARCLAYS BANK PLC WRT LKD SECS 14/10/20,XS1099437110,38AH,Fixed interest (Trade reporting Only),BRJFS77,15-Oct-2014,14-Oct-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ANHEUSER-BUSCH INBEV SA/NV 1.150% NTS 22/01/27,BE6301510028,15GJ,Fixed interest (Trade reporting Only),BF0SWX5,23-Jan-2018,22-Jan-2027,1.15,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL 5.34% NTS 26/04/31,XS0617345623,96JB,Fixed interest (Trade reporting Only),B3MXHF1,26-Apr-2011,26-Apr-2031,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED SECS 07/11/2024,XS1630608922,94XM,Fixed interest (Trade reporting Only),BF3FND0,07-Nov-2017,07-Nov-2024,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 ASSA ABLOY AB 1.500% NTS 19/10/29,XS1701868009,93GX,Fixed interest (Trade reporting Only),BF2KGW6,20-Oct-2017,19-Oct-2029,1.5,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 AKADEMISKA HUS AB 4.35% NTS 08/07/2041,XS0644672049,80JQ,Fixed interest (Trade reporting Only),B59GT84,08-Jul-2011,08-Jul-2041,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 3 CLS M FRN 17/02/52 (REGS),XS0370506015,54SZ,Fixed interest (Trade reporting Only),B39YMD0,,17-Feb-2052,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC CALL ZRO CPN NTS 21/07/46,XS1454975589,43HH,Fixed interest (Trade reporting Only),BD7XQY8,21-Jul-2016,21-Jul-2046,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 UK TREASURY STRIP 07DEC2048CPN,GB00B0BDTC21,90EO,Gilts,B0BDTC2,,07-Dec-2048,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS 17/03/60,XS2137295197,RLTI,Fixed interest (Trade reporting Only),BL69NW0,17-Mar-2020,17-Mar-2060,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 UK TREASURY STRIP 4 3/4%07DEC2038PRINCIPAL,GB00B0125J88,72XB,Gilts,B0125J8,,07-Dec-2038,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SER1 A1 MTGE BCKD NTE 15/07/2042 S,XS0618260920,79VG,Fixed interest (Trade reporting Only),B4KMZ42,20-Apr-2011,15-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ARRAN RESIDENTIAL MOR FD NO.2 PLC CLS A2C AST BKD FRN 20/09/56 144A EUR,US042707AM10,82TX,Fixed interest (Trade reporting Only),B1FJ2M4,,20-Sep-2056,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY SER 16 CDT LKD NTS 20/12/20,XS1322064491,78ER,Fixed interest (Trade reporting Only),BYZW6X3,11-Dec-2015,20-Dec-2020,0,,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION MULTI-CALL 3.00% NTS 07/07/46,XS1439083053,42PF,Fixed interest (Trade reporting Only),BZ000B5,,07-Jul-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 ROAD MANAGEMENT SERVICES (FIN) PLC 2.8332% SEC GTD £ IDX-LNKD BDS 2035£(BR),XS0163076457,31DS,Trade Reporting only,3261473,,31-Mar-2035,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 EQUINOR ASA 1.625% NTS 17/02/35,XS1190624202,75CI,Fixed interest (Trade reporting Only),BVG9ZF7,17-Feb-2015,17-Feb-2035,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL 1.786% NTS 16/11/47,XS1719090158,96KR,Fixed interest (Trade reporting Only),BFN45P3,16-Nov-2017,16-Nov-2047,1.786,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA GTD UND CAP NTS US$(VAR)(BR),GB0008424284,59II,Trade Reporting only,0842428,,31-Dec-9999,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 WESTPAC BANKING CORPORATION 1.305% INSTR 16/03/29,XS1580316559,62FB,Fixed interest (Trade reporting Only),BF2CMS0,16-Mar-2017,16-Mar-2029,1.305,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 1.670% CVD BD 12/02/35,XS1152541899,46LB,Fixed interest (Trade reporting Only),BTGCZ18,12-Dec-2014,12-Feb-2035,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 NATWEST MARKETS PLC FLT RTE NTS 26/12/20,XS1848822489,44ZM,Fixed interest (Trade reporting Only),BFWFXM0,,26-Dec-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZERO CPN NTS 22/07/46,XS1448473857,43IX,Fixed interest (Trade reporting Only),BD202J1,,22-Jul-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 SWEDEN(KINGDOM OF) 2.375% NTS 15/02/21 (REG S),XS1771768428,17SB,Fixed interest (Trade reporting Only),BF0V9J9,,15-Feb-2021,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 NATWEST MARKETS PLC 7.375% UND SUB NTS,XS0116447599,64PI,Trade Reporting only,0961408,,31-Aug-2050,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 SG ISSUER NTS 06/09/29,GB00BG8HJD03,85XR,Fixed interest (Trade reporting Only),BG8HJD0,13-Sep-2019,06-Sep-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 MARSTON'S ISSUER PLC CLASS A1 SEC FRN 15/07/20 £(BR),XS0226787280,48VI,Fixed interest (Trade reporting Only),B0GLLH0,,15-Jul-2020,0,,CRTR,UIOR,0,0,,GBP,CRTR,0,,,0,,,100 BARCLAYS BANK PLC WT LKD SECS 05/09/24,XS1828560455,51SB,Fixed interest (Trade reporting Only),BGMJ4H1,05-Sep-2018,05-Sep-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN 20-YEAR EUR CMS LKD NTS 18/04/33,XS1807423105,40GO,Fixed interest (Trade reporting Only),BZ1MCL4,18-Apr-2018,18-Apr-2033,0,O,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 3.05% NTS 01/08/22,XS2035461909,72YR,Fixed interest (Trade reporting Only),BJBLR70,01-Aug-2019,01-Aug-2022,3.05,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 INVESTEC BANK PLC UPSIDE NTS CAR 03/01/23,XS1513737475,58QG,Fixed interest (Trade reporting Only),BD70CV8,03-Jan-2017,03-Jan-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BPE FINANCE INTERNATIONAL LD ZERO CPN NTS 16/02/38,XS0084549731,68LE,Trade Reporting only,0248769,,16-Feb-2038,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 18 PLC M1C MTG BCKD FRN 14/11/37 EUR(BR)(144A),US76112SAK96,81ET,Trade Reporting only,B01SNL4,,14-Nov-2037,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 HITACHI CAPITAL(UK) PLC FLTG RTE NTS 11/06/21,XS1834001346,44CK,Fixed interest (Trade reporting Only),BFML5R7,11-Jun-2018,11-Jun-2021,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC HLDGS PLC SUB 3.00% NTS 30/06/25,XS1254428896,88CY,Fixed interest (Trade reporting Only),BYTHNJ9,01-Jul-2015,30-Jun-2025,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ELERING AS 0.875% NTS 03/05/23,XS1713464102,42QV,Fixed interest (Trade reporting Only),BDD4MH0,04-May-2018,03-May-2023,0.875,F,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 LLOYDS BANK PLC CMS-LKD FLTG RT NTS 19/02/30,XS1183515508,75DY,Fixed interest (Trade reporting Only),BVYPNM0,19-Feb-2015,19-Feb-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC KICK OUT NTS CAP 06/06/22,XS1389863819,38DI,Fixed interest (Trade reporting Only),BDD8DC4,06-Jun-2016,06-Jun-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 10/09/24,XS1856837536,96MC,Fixed interest (Trade reporting Only),BF5K7P3,10-Sep-2018,10-Sep-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 GALP GAS NATURAL DISTRIBUICAO S.A. 1.375% NTS 19/09/23,PTGGDAOE0001,46MR,Fixed interest (Trade reporting Only),BD37DD2,19-Sep-2016,19-Sep-2023,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 11/01/10,XS0281463967,33PK,Fixed interest (Trade reporting Only),B1LSYC9,,11-Jan-2010,0,,CWNU,NIDU,0,0,,GBP,CWNU,0,,,0,,,100 HSBC BANK PLC PRINCIPAL PROTECTED NTS 01/09/37,XS0320030363,91YE,Fixed interest (Trade reporting Only),B28XM75,,01-Sep-2037,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 JAPAN FIN ORG FOR MUNICIPALITIES 2.125% NTS 12/02/21 (UNRES),XS1358935952,14RI,Fixed interest (Trade reporting Only),BD5JVK9,15-Feb-2016,12-Feb-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BP CAPITAL MARKETS PLC 1.876% GTD NTS 07/04/24,XS2135797202,03FV,Fixed interest (Trade reporting Only),BMC5DD0,07-Apr-2020,07-Apr-2024,1.876,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BARCLAYS PLC 3.25% DEBT INTS 26/06/24,AU3CB0264513,70XO,Fixed interest (Trade reporting Only),BJVR7N4,27-Jun-2019,26-Jun-2024,3.25,F,MWTU,UIDM,0,0,,AUD,MWTU,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL 3.70% NTS 29/11/36,XS1522929964,55PN,Fixed interest (Trade reporting Only),BD38GC5,,29-Nov-2036,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 RESIDENTIAL MORTGAGES SECS 17 PLC A2A MTG-BCKD FRN 13/05/37£(BR)(144A),US76112RAB15,39VN,Trade Reporting only,3430994,,13-May-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 EKSPORTFINANS ASA MULTI-CALL ZERO CPN NTS 17/06/33,XS0169801296,31GT,Trade Reporting only,3319327,,17-Jun-2033,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 PARAGON MORTGAGES (NO. 15) PLC CLS A2C MORT BKD FR NT 15/12/39 $ 144A,US69913GAB14,96NS,Fixed interest (Trade reporting Only),B23DS49,,15-Dec-2039,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 05/01/2029,GB00BFRNH270,59LJ,Fixed interest (Trade reporting Only),BFRNH27,07-Jan-2019,05-Jan-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 JYSKE BANK 4.955% NTS 10/12/30,XS0567143085,62IC,Fixed interest (Trade reporting Only),B51LJ98,,10-Dec-2030,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ACCRETING NTS 26/02/30,XS0487202268,60WN,Fixed interest (Trade reporting Only),B629VH0,,26-Feb-2030,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LLOYDS BANK PLC CALL FTG RT DUAL RGE ACCRL NTS 16/12/24,XS1150776786,46OC,Fixed interest (Trade reporting Only),BTHH8Y6,16-Dec-2014,16-Dec-2024,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 WESTPAC BANKING CORPORATION 3.680% INST 27/03/24,XS1969612750,93LJ,Fixed interest (Trade reporting Only),BJVKJ04,27-Mar-2019,27-Mar-2024,3.68,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 COMMERZBANK HOLDINGS (UK) LD PRIM CAP UND FLTG RTE NTS $(BR),GB0004955547,97HF,Fixed interest (Trade reporting Only),0495554,,31-Dec-9999,0,,CWNU,EIOU,0,0,,USD,CWNU,0,,,0,,,100 LLOYDS BANK PLC 6.12% NTS 21/03/21,XS0603620500,63BU,Fixed interest (Trade reporting Only),B3QPTT1,21-Mar-2011,21-Mar-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CAIXA GERAL FINANCE LD PERP NON-CUM GTD PREF SHS EUR,XS0230957424,40JP,Fixed interest (Trade reporting Only),B0LG608,,31-Dec-9999,0,,CWNR,NIOW,0,0,,EUR,CWNR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC 3.537% CLS A SNR UNWRP GTD BDS 15/10/23,GB00BBT33X02,14SY,Fixed interest (Trade reporting Only),BBT33X0,31-Jul-2013,15-Oct-2023,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC KCK OUT NTS CAP RSK 27/04/21,GB00BVL8RN13,78JD,Fixed interest (Trade reporting Only),BVL8RN1,27-Apr-2015,27-Apr-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NOTES 25/10/2027,GB00BG8HJV84,92TH,Fixed interest (Trade reporting Only),BG8HJV8,01-Nov-2019,25-Oct-2027,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 COVENTRY BUILDING SOCIETY SERIES 11 FLT RTE CVD BDS 15/01/26,XS2101343528,88FZ,Fixed interest (Trade reporting Only),BJVL8G6,15-Jan-2020,15-Jan-2026,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 08/05/24,XS1791573063,42TW,Fixed interest (Trade reporting Only),BF4NDF5,08-May-2018,08-May-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CITY OF STOCKHOLM FLTG RTE NTS 28/03/23,XS1799535874,38GJ,Fixed interest (Trade reporting Only),BD5G6B6,,28-Mar-2023,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 11.50% NTS 17/03/2022,XS1577411108,62JS,Fixed interest (Trade reporting Only),BF33H65,,17-Mar-2022,0,,PSNR,NIDP,0,0,,UYU,PSNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 15/05/16,XS0252782163,69HX,Fixed interest (Trade reporting Only),B154G49,,15-May-2016,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 28/05/10,XS0112171680,02PE,Trade Reporting only,0709590,,28-May-2010,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 ROYAL BANK OF SCOTLAND GROUP PLC FXD TO FXD RTE NTS 28/03/27,XS1970533219,93MZ,Fixed interest (Trade reporting Only),BJMJ148,28-Mar-2019,28-Mar-2027,3.125,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CAP CMS FLTG RT NTS 09/09/20,XS0538839159,67WD,Fixed interest (Trade reporting Only),B3PC6D6,,09-Sep-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 GLAXOSMITHKLINE CAPITAL PLC 1.250% NTS 21/05/26,XS1822828122,43NJ,Fixed interest (Trade reporting Only),BFM2H18,21-May-2018,21-May-2026,1.25,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6YR PHNX KO NTS CAR 13/02/24,XS1744628956,17WS,Fixed interest (Trade reporting Only),BZ1CV84,16-Feb-2018,13-Feb-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BANCO BILBAO VIZCAYA ARGENTARIA S.A FXD RESET NTS 11/04/24,XS1055241373,32BW,Fixed interest (Trade reporting Only),BLD36W6,11-Apr-2014,11-Apr-2024,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 BLUESTONE SECURITIES PLC CLASS A1B SERIES 2007-01 NTS 09/06/44,XS0301239561,87NX,Fixed interest (Trade reporting Only),B1YXQC5,,09-Jun-2044,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 MORGAN STANLEY FLTG RTE NTS 26/07/21,XS0262081739,90KQ,Fixed interest (Trade reporting Only),B19JBM3,,26-Jul-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NATIONAL WESTMINSTER BANK PLC SER 8 REG 5.125% CVD BDS 13/01/25,XS0731407655,63DF,Fixed interest (Trade reporting Only),B7KDMH8,13-Jan-2012,13-Jan-2025,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL ZERO CPN NTS 16/06/44,XS1076638789,37OH,Fixed interest (Trade reporting Only),BNCBN80,16-Jun-2014,16-Jun-2044,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 UK MUNICIPAL BONDS AGENCY FINANCE C GTD FLTG RTE NTS 12/03/25,XS2125007554,1NDC,Fixed interest (Trade reporting Only),BLHTY71,13-Mar-2020,12-Mar-2025,0,O,MWNU,EIOM,0,0,,GBP,MWNU,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 12 PLC MTG EARLY RED CERTS 11/07/36 £(REG S),XS0147280746,AO93,Trade Reporting only,3159749,,11-Jul-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 3.155% NTS 02/09/25,XS1284715619,94GM,Fixed interest (Trade reporting Only),BYN2ZK5,02-Sep-2015,02-Sep-2025,0,,CWTR,UIDW,0,0,,HKD,CWTR,0,,,0,,,100 GLAXOSMITHKLINE CAPITAL PLC 1.375% NTS DUE 12/09/29,XS1681520356,82ZZ,Fixed interest (Trade reporting Only),BF2PDL9,12-Sep-2017,12-Sep-2029,1.375,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 18 PLC B1A MTG BCKD FRN 14/11/37 £(BR)(REGS),XS0195876817,39YO,Trade Reporting only,B01SNN6,,14-Nov-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 QUEBEC 12 1/4% LN STK 2020,GB0007164485,BB19,Trade Reporting only,0716448,,15-Mar-2020,0,,MISC,SIOB,0,0,,GBP,MISC,0,,,0,,,100 NORDIC INVESTMENT BANK ZRO CPN CALL NTS 10/06/36,XS1431758983,38HZ,Fixed interest (Trade reporting Only),BZB1Q19,,10-Jun-2036,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 NATWEST MARKETS PLC 2.00% NTS 23/09/20,XS0543106685,96QT,Fixed interest (Trade reporting Only),B3NC4Z6,,23-Sep-2020,0,,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 17/06/25,XS1982106418,69JI,Fixed interest (Trade reporting Only),BKC61N5,17-Jun-2019,17-Jun-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 11/03/25,XS1935061942,60ZO,Fixed interest (Trade reporting Only),BHNGKC5,11-Mar-2019,11-Mar-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC EUKAIROS INV LTD PREFS 1309 11/05/27,XS1960391636,67XT,Fixed interest (Trade reporting Only),BHR36J1,14-May-2019,11-May-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 29/06/21,GB00BFRNFD41,45AO,Fixed interest (Trade reporting Only),BFRNFD4,02-Jul-2018,29-Jun-2021,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 QNB FINANCE 0.00% NTS 05/02/21,XS2113249291,77SR,Fixed interest (Trade reporting Only),BK5BXD1,05-Feb-2020,05-Feb-2021,0,Z,CWNR,NIDW,0,0,,CHF,CWNR,0,,,0,,,100 TRAFFORD CENTRE FINANCE LD A3' FLTG RTE SEC NTS 28/07/38 £ (BR),XS0222488396,32DH,Trade Reporting only,B0C6K49,,28-Jul-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 COVENTRY BUILDING SOCIETY SRS 6 0.625% GBL CVD BDS 03/11/22,XS1131109537,39BM,Fixed interest (Trade reporting Only),BSFWQV9,03-Nov-2014,03-Nov-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 TCHG CAPITAL PLC 4.665% SEC BDS 03/07/45,XS1080221598,37PX,Fixed interest (Trade reporting Only),BNY87Y3,04-Jul-2014,03-Jul-2045,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 01/02/27,GB00BFRNH940,61TB,Fixed interest (Trade reporting Only),BFRNH94,08-Feb-2019,01-Feb-2027,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 PRUNELLI HONG KONG ASSET PURCHASER SRS 18-1 AFC (HK) VAR FUND NTS 15/06/20,HK0000469301,46KD,Fixed interest (Trade reporting Only),BGPFSY1,28-Dec-2018,15-Jun-2020,0,V,MWNU,NIOM,0,0,,USD,MWNU,0,,,0,,,100 SOUTH EAST WATER LD 5% PERP DEB STK,GB0005882492,50HO,Trade Reporting only,0588249,,31-Dec-9999,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 LLOYDS BANK PLC SUB CALL 5.75% TO FLTG RTE NTS 09/07/25,XS0195762991,39ZJ,Order book for Fixed Income Securities,B01QM88,,09-Jul-2025,0,,RCNT,CWDQ,0,0,,GBP,RCNT,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PREF SER 1492 26/10/26,GB00BJ344320,89ZP,Fixed interest (Trade reporting Only),BJ34432,25-Oct-2019,26-Oct-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/10/08,XS0320266132,67AR,Fixed interest (Trade reporting Only),B24D6J9,,30-Oct-2008,0,,CWNU,NIDU,0,0,,EUR,CWNU,0,,,0,,,100 GOSFORTH FUNDING 2018-1 PLC CLS A2 MTGE BKD FRN 25/08/60 REG S,XS1863917057,52RV,Fixed interest (Trade reporting Only),BGM5KX7,25-Sep-2018,25-Aug-2060,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 23/04/24,GB00BF6XFK28,96SE,Fixed interest (Trade reporting Only),BF6XFK2,30-Apr-2018,23-Apr-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/07/12,XS0244713573,73YG,Fixed interest (Trade reporting Only),B0Z7MK9,,30-Jul-2012,0,,CWNU,NIDU,0,0,,EUR,CWNU,0,,,0,,,100 STATE OF KUWAIT 2.75% NTS 20/03/22 (RULE 144A),US501499AC19,62MT,Fixed interest (Trade reporting Only),BDZWR55,20-Mar-2017,20-Mar-2022,2.75,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IL RED SECS 06/06/25,XS1923124348,95BP,Fixed interest (Trade reporting Only),BKBDLY8,06-Jun-2019,06-Jun-2025,0,V,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 BARCLAYS BANK PLC SECS 24/03/24,XS2054894444,77UC,Fixed interest (Trade reporting Only),BL1NMB9,24-Jan-2020,24-Mar-2024,0,O,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY ZERO CPN CALL NTS 02/10/49,XS2058019527,76DN,Fixed interest (Trade reporting Only),BK5MCY8,03-Oct-2019,02-Oct-2049,0,Z,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 MERRILL LYNCH SA IL TRIGGER RED NTS 27/07/37,XS0309590197,87QY,Fixed interest (Trade reporting Only),B23MCQ6,,27-Jul-2037,0,,CWNR,EIDW,0,0,,JPY,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 01/08/43,XS0956850993,63GG,Fixed interest (Trade reporting Only),BCT5DH7,01-Aug-2013,01-Aug-2043,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INTERCONTINENTAL HOTELS GROUP PLC 3.875% NTS 28/11/22,XS0859098351,14XK,Fixed interest (Trade reporting Only),B99C2Q9,28-Nov-2012,28-Nov-2022,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 0.000% GRN TRNS GLBL NTS 17/10/24 (TEMP),XS2079297193,84OP,Fixed interest (Trade reporting Only),BKRRHQ8,13-Nov-2019,17-Oct-2024,0,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 1.636% COVERED BDS 02/11/37,XS1711352903,94JN,Fixed interest (Trade reporting Only),BD3FP29,02-Nov-2017,02-Nov-2037,1.636,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 LLOYDS BANK PLC CALL 4.30% NTS 09/11/28,XS1906304552,55VP,Fixed interest (Trade reporting Only),BH0BRN3,09-Nov-2018,09-Nov-2028,4.3,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 0.625% CVD NTS 07/10/21,XS1117542412,10EM,Fixed interest (Trade reporting Only),BRGCLW7,07-Oct-2014,07-Oct-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 LANARK MASTER ISSUER PLC SRS 17-1 2A RES M.BKD FRN 22/12/69 REG S,XS1639251922,75LL,Fixed interest (Trade reporting Only),BYXL126,05-Jul-2017,22-Dec-2069,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC ACC CALL ZERO CPN NTS 10/07/36,XS0259705787,41HT,Fixed interest (Trade reporting Only),B18WC64,,10-Jul-2036,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 INDUSTRIAL & COMMERCIAL BK CHINA LD FLTG RTE NTS 25/10/21,XS1897342041,96GD,Fixed interest (Trade reporting Only),BGT1607,25-Oct-2018,25-Oct-2021,0,V,MWNU,NIDM,0,0,,USD,MWNU,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC FXD-RTE STP UP NTS 04/2/21,XS0584263189,48FY,Fixed interest (Trade reporting Only),B3PST91,03-Feb-2011,04-Feb-2021,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZERO CPN CALL NTS 22/02/41,XS0592660392,79HH,Fixed interest (Trade reporting Only),B4353D3,22-Feb-2011,22-Feb-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION ZERO CPN NTS 24/01/50,XS2104917757,77VS,Fixed interest (Trade reporting Only),BL1NMS6,,24-Jan-2050,0,,PSNR,NIDP,0,0,,ZAR,PSNR,0,,,0,,,100 PUMA FINANCE LD FLTG RTE NTS 27/10/29,XS0075009125,66KA,Trade Reporting only,0705220,,27-Oct-2029,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CPTL NTS 18/04/17,XS0295142839,42BG,Fixed interest (Trade reporting Only),B1W3S76,,18-Apr-2017,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 LLOYDS BANK PLC 5.525% NTES 24/09/29,XS1112800617,84QA,Fixed interest (Trade reporting Only),BQZJ6Q1,24-Sep-2014,24-Sep-2029,0,,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP KO NTS WTH CAR 06/04/21,XS1575872939,61WC,Fixed interest (Trade reporting Only),BF0D3N7,07-Mar-2017,06-Apr-2021,0,Z,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC 4.15% NTS 17/01/24,XS1016052992,34QP,Fixed interest (Trade reporting Only),BJ4GNL8,17-Jan-2014,17-Jan-2024,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 THE REPUBLIC OF NAMIBIA 5.50% NTS 03/11/2021 UNREST,XS0686701953,11WR,Fixed interest (Trade reporting Only),B71SXN5,04-Nov-2011,03-Nov-2021,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHX KO NTS CAR 23/12/27,GB00BF8S5J49,92ZJ,Fixed interest (Trade reporting Only),BF8S5J4,24-Dec-2019,23-Dec-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 17/09/12,XS0154752348,55XA,Trade Reporting only,3202007,,17-Sep-2012,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 LLOYDS BANK PLC FLTG RTE NTS 21/07/24,XS1089903923,52UW,Fixed interest (Trade reporting Only),BP8Y5Z8,21-Jul-2014,21-Jul-2024,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BAZALGETTE FINANCE PLC 1.035% IDX-LKD BDS 15/06/48,XS1430587433,38ML,Fixed interest (Trade reporting Only),BD0NT91,15-Jun-2016,15-Jun-2048,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN LNKD NTS 19/08/40,XS0533844980,96VF,Fixed interest (Trade reporting Only),B59SD55,14-Jun-2011,19-Aug-2040,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ROYAL BANK OF CANADA FLTG RTE NTS 16/08/21,XS1865683897,51EC,Fixed interest (Trade reporting Only),BFCMRM9,16-Aug-2018,16-Aug-2021,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 5.00% NTS 14/06/21,XS1629687697,72KS,Fixed interest (Trade reporting Only),BF6TYB4,14-Jun-2017,14-Jun-2021,5,F,PSNR,EIDP,0,0,,INR,PSNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 15 PLC M2 MTG BCKD FRN 09/09/36 £(BR)(144A),US76112LAP31,35KC,Trade Reporting only,3329649,,09-Sep-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 MUNICIPALITY FINANCE PLC FRN 02/03/41,XS0594550013,79IX,Fixed interest (Trade reporting Only),B3M4PM7,02-Mar-2011,02-Mar-2041,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 SG ISSUER NTS 22/03/24,GB00BF65SH67,82HJ,Fixed interest (Trade reporting Only),BF65SH6,08-Sep-2017,22-Mar-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 GRANITE MORTGAGES 04-3 PLC SER 1 A2 FRN 20/09/28 EUR(REG S),XS0201482766,56QS,Trade Reporting only,B02W508,,20-Sep-2028,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS 1A1 FLTG RTE NTS 17/04/32,US38741YDQ98,42CW,Fixed interest (Trade reporting Only),B1XN682,,17-Apr-2032,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BARCLAYS BANK PLC WT LKD SECS 08/09/20,XS1068115713,37UJ,Fixed interest (Trade reporting Only),BPFJYB5,31-Jul-2014,08-Sep-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 THAMES WATER UTILITIES CAYMANFIN.LD KMBWT 2.375 03/05/23,XS1605392676,ETW3,Order book for Fixed Income Securities,BFWM8Z9,,31-Dec-9999,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 INVESTEC BANK PLC IMP CRDT LKD NTS 20/12/21,XS1571991022,61XS,Fixed interest (Trade reporting Only),BYXYWP5,09-Mar-2017,20-Dec-2021,0,Z,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY ZERO CPN NTS 23/08/42,XS0819973735,13JW,Fixed interest (Trade reporting Only),B6Y6VR9,23-Aug-2012,23-Aug-2042,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZRO CPN NTS 03/05/46,XS1400946924,34SA,Fixed interest (Trade reporting Only),BYQ8135,,03-May-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 RUSSIAN FEDERATION 4.875% BDS 16/09/23 RES,US78307ADG58,64CZ,Fixed interest (Trade reporting Only),BDT7ZD0,19-Sep-2013,16-Sep-2023,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KICK OT NTS CAP AT RSK 04/01/22,XS1314342780,96WV,Fixed interest (Trade reporting Only),BZ8W2R3,04-Jan-2016,04-Jan-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BANK OF NOVA SCOTIA 3.586% NTS 23/07/25,XS1857989252,48IZ,Fixed interest (Trade reporting Only),BG1VDC6,23-Jul-2018,23-Jul-2025,3.586,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK PLC 0.125% CVD BDS 18/06/27,XS2013525501,69PK,Fixed interest (Trade reporting Only),BKC99W9,18-Jun-2019,18-Jun-2026,0.125,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 UNITED UTILITIES WATER FINANCE PLC 1.750% NTS 10/02/38,XS2114778140,83ZO,Fixed interest (Trade reporting Only),BKSLRT2,10-Feb-2020,10-Feb-2038,1.75,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 WARWICK FINANCE RES.MORT.NO.ONE PLC CLS D NTS 21/09/49,XS1221084657,79KI,Fixed interest (Trade reporting Only),BXB0690,07-May-2015,21-Sep-2049,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IM TRI IDX PNX KO NTS CAP RIS 20/01/22,XS1323608049,11BA,Fixed interest (Trade reporting Only),BYW8LK6,15-Jan-2016,20-Jan-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 16 PLC M2B MTG BCKD FRN 11/12/36 $(BR)(144A),US76112PAK57,80XF,Trade Reporting only,3361469,,11-Dec-2036,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 PENARTH MASTER ISSUER PLC CLASS A ASSET FLTG NTS 18/03/23 (144A),XS1779703286,37VZ,Fixed interest (Trade reporting Only),BFWMPR0,26-Mar-2018,18-Mar-2023,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION ZERO CPN NTS 13/03/24,XS1577729020,61ZD,Fixed interest (Trade reporting Only),BDH3QM6,,13-Mar-2024,0,,PSNR,NIDP,0,0,,TRY,PSNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 0.75% NTS 29/09/26,XS1496758092,47QX,Fixed interest (Trade reporting Only),BDQPPP9,29-Sep-2016,29-Sep-2026,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS WITH CAR 20/12/24,XS1899438573,60IO,Fixed interest (Trade reporting Only),BGPFVJ7,20-Dec-2018,20-Dec-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC PHOENIX KO NTS CAR 16/03/28,GB00BF8S5Q16,78SG,Fixed interest (Trade reporting Only),BF8S5Q1,16-Mar-2020,16-Mar-2028,0,F,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 30/11/09,XS0104968457,44OO,Trade Reporting only,0936398,,30-Nov-2009,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 INVESTEC BANK PLC PHOENIX KO NTS 04/05/28,GB00BF8S5S30,77BR,Fixed interest (Trade reporting Only),BF8S5S3,04-May-2020,04-May-2028,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 09/03/09,XS0290214146,91LV,Fixed interest (Trade reporting Only),B1TYBK6,,09-Mar-2009,0,,CWNU,NIDU,0,0,,EUR,CWNU,0,,,0,,,100 SANTANDER UK PLC 30YR STEPUP PERP CALL SUB NTS £(VAR)(BR),XS0117973429,38PM,Trade Reporting only,0971593,,31-Dec-9999,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 TOYOTA MOTOR FIN (NETHERLANDS) B.V 1.00% NTS 11/06/21,XS2092434237,85MT,Fixed interest (Trade reporting Only),BJBYDM6,11-Dec-2019,11-Jun-2021,1,F,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 ANHEUSER-BUSCH INBEV SA/NV 2.875% NTS 02/04/32,BE6320935271,02YH,Fixed interest (Trade reporting Only),BMQ5TZ0,02-Apr-2020,02-Apr-2032,2.875,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 ITV PLC 1.375% NTS 26/09/26,XS2050543839,95HR,Fixed interest (Trade reporting Only),BKRSRS3,27-Sep-2019,26-Sep-2026,1.375,F,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 CADENT FINANCE PLC 2.625% INSTRS 22/09/38,XS1492681033,46YV,Fixed interest (Trade reporting Only),BD8C5T2,22-Sep-2016,22-Sep-2038,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 TOYOTA CREDIT CANADA INC 2.11% NTS 26/02/25,CA892329BK84,79LY,Fixed interest (Trade reporting Only),BLH8Z97,26-Feb-2020,26-Feb-2025,2.11,F,CWNR,NIDW,0,0,,CAD,CWNR,0,,,0,,,100 HSBC BANK PLC 6.25% & VAR CPN AMT RECV NTS 14/12/20,XS0236440888,82KK,Fixed interest (Trade reporting Only),B0TS5S7,,14-Dec-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC KICK OUT NTS CAP AT RISK 05/12/22,XS1721365325,11CQ,Fixed interest (Trade reporting Only),BF2QY97,13-Dec-2017,05-Dec-2022,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUK INV PRF SHS SE 1470 18/10/27,GB00BJ343Z70,76JP,Fixed interest (Trade reporting Only),BJ343Z7,18-Oct-2019,18-Oct-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WELLS FARGO & COMPANY ZRO CPN CALL NTS 22/10/45,XS1306623668,50PB,Fixed interest (Trade reporting Only),BYRPMP4,22-Oct-2015,22-Oct-2045,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK 1.050% NTS 12/05/25,XS1768066729,17IT,Fixed interest (Trade reporting Only),BG0W2V2,12-Feb-2018,12-May-2025,1.05,F,CWNR,NIDW,0,0,,SEK,CWNR,0,,,0,,,100 LLOYDS BANK PLC CALL STEEP NTS 28/08/34,XS1101390125,52ZI,Fixed interest (Trade reporting Only),BQJZTT9,28-Aug-2014,28-Aug-2034,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ANHEUSER-BUSCH INBEV SA/NV 0.875% NTS 17/03/22,BE6285452460,30CD,Fixed interest (Trade reporting Only),BDCVX02,30-Mar-2016,17-Mar-2022,0,,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6Y PHNX KONS CAR 03/12/24,XS1914383531,59XN,Fixed interest (Trade reporting Only),BGWL1Z4,07-Dec-2018,03-Dec-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 2.500% GTD NTS 15/11/23 (REG S),XS1964628991,62UG,Fixed interest (Trade reporting Only),BJH1718,,15-Nov-2023,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 UK TREASURY STRIP 07DEC2030CPN,GB0009140939,72PE,Gilts,0914093,,07-Dec-2030,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL ZRO CPN NTS 28/12/46,XS1537782218,58GY,Fixed interest (Trade reporting Only),BDTZ0N9,28-Dec-2016,28-Dec-2046,0,Z,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 LLOYDS BANK PLC 4.50% TO FLTG RTE NTS 07/11/22,XS0504251850,61DR,Fixed interest (Trade reporting Only),B3Y1D55,,07-Nov-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY CALL ZERO CPN NTS 17/11/41,XS0706270278,11EB,Fixed interest (Trade reporting Only),B54YGW6,17-Nov-2011,17-Nov-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 FINANCE FOR RES SOCIAL HOUSING PLC SER 2'B'VAR RTE NTS 2058 (BR)(REG S),USG34346AF64,89KA,Trade Reporting only,5227213,,04-Oct-2058,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 11 PLC C MTG BCKD FRN 11/03/35 £(BR)(REG S),XS0137277322,AC91,Trade Reporting only,3099209,,11-Mar-2035,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SG ISSUER NTS 20/09/27,GB00BG8HJK79,74ZL,Fixed interest (Trade reporting Only),BG8HJK7,27-Sep-2019,20-Sep-2027,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HOME GROUP LD ZERO CPN LN STK 2027,GB0006442155,86HW,Trade Reporting only,0644215,,11-May-2027,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 PERPETUAL TRUSTEE CO LD A3 MTG BKD FRN 12/05/37 SWAN EUR(BR),XS0254988529,73IW,Fixed interest (Trade reporting Only),B15DWS2,,12-May-2037,0,,CWNR,NIOW,0,0,,EUR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.13 PLC C MTG BCKD FRN 12/12/36 £ (BR) (REG S),XS0155577454,47TY,Trade Reporting only,3216741,,12-Dec-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR PHX KO NTS CAR 28/10/24,XS1882661777,57OW,Fixed interest (Trade reporting Only),BYWGJR3,26-Oct-2018,28-Oct-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 COVENTRY BUILDING SOCIETY SERIES 12 FLT RTE CVD BDS 02/04/25,XS2149428109,AN2Q,Fixed interest (Trade reporting Only),BM7VR08,02-Apr-2020,02-Apr-2025,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 09/02/47,XS1555711446,60LP,Fixed interest (Trade reporting Only),BDFLGP5,,09-Feb-2047,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 BANK OF NOVA SCOTIA 0.750% COV BDS 14/09/22,XS1490159149,46DE,Fixed interest (Trade reporting Only),BD5MDW4,15-Sep-2016,14-Sep-2022,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG 1.125% GTD NTS 15/12/22 (TEMP),XS2080770238,93AL,Fixed interest (Trade reporting Only),BKY5884,18-Nov-2019,15-Dec-2022,1.125,F,PSNR,EIDP,0,0,,GBP,PSNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.14% NTS 21/06/21,XS1839002349,44RP,Fixed interest (Trade reporting Only),BFZNTS9,20-Jun-2018,21-Jun-2021,0.14,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NT 28/04/17,XS0249571521,91OW,Fixed interest (Trade reporting Only),B17Q4F0,,28-Apr-2017,0,,CWNU,NIDU,0,0,,CHF,CWNU,0,,,0,,,100 INVESTEC BANK PLC GBP PHXN KCK OT NTS 29/08/25,GB00BZ04N521,80DE,Fixed interest (Trade reporting Only),BZ04N52,29-Aug-2017,25-Aug-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 26/04/30,GB00BG8HLP62,17KE,Fixed interest (Trade reporting Only),BG8HLP6,01-May-2020,26-Apr-2030,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SOQ SUKUK A Q.S.C. 3.241% TST CERTS 18/01/23 $,XS0801656330,38LC,Fixed interest (Trade reporting Only),B79G9P5,19-Jul-2012,18-Jan-2023,0,,SUKM,SK01,0,0,,USD,SUKM,0,,,0,,,100 SG ISSUER NTS 29/06/28,GB00BF9B5X60,51KE,Fixed interest (Trade reporting Only),BF9B5X6,17-Sep-2018,29-Jun-2028,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC 4.125% I-L GTD NTS 28/07/20 £(VAR)(BR),XS0109808013,79OZ,Trade Reporting only,0350147,,28-Jul-2020,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 LUKOIL INTERNATIONAL FINANCE B.V. 6.656% NTS 07/06/22 $ (144A),US549876AA88,71AA,Fixed interest (Trade reporting Only),B1YLLM4,,07-Jun-2022,0,,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 ARRAN RESIDENTIAL MTG FDG NO.1 PLC CLASS DC AST BKD FRN 12/04/56 EUR(144A),US042706AQ41,82NL,Fixed interest (Trade reporting Only),B16DMD6,,12-Apr-2056,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 STANDARD CHARTERED BANK FLTG RTE NTS 10/09/22 (REG S),XS2053862541,92IJ,Fixed interest (Trade reporting Only),BKTC062,17-Sep-2019,10-Sep-2022,0,V,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 13/12/29,GB00BG8HKT36,86JH,Fixed interest (Trade reporting Only),BG8HKT3,20-Dec-2019,13-Dec-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 NEXT GROUP PLC 5.375% BDS 26/10/2021,XS0630204351,94SQ,Fixed interest (Trade reporting Only),B42DRZ8,27-May-2011,26-May-2021,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR PHX KO NTS CAR 23/10/24,XS1892445765,57QH,Fixed interest (Trade reporting Only),BYWGKG9,26-Oct-2018,23-Oct-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ASSA ABLOY AB FLTG RTE NTS 13/03/23,XS1791182899,34YC,Fixed interest (Trade reporting Only),BDZ9VQ5,20-Mar-2018,13-Mar-2023,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL FXD RTE ENVIR SUSTAIN NTS 13/02/33,XS1766717778,17LU,Fixed interest (Trade reporting Only),BFMC462,13-Feb-2018,13-Feb-2033,0,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 DIAGEO CAPITAL PLC 2.375% NTS 24/10/29,US25243YBB48,87CZ,Fixed interest (Trade reporting Only),BK21TQ9,11-Nov-2019,24-Oct-2029,2.375,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 04/12/25,GB00BG8HKY88,85RF,Fixed interest (Trade reporting Only),BG8HKY8,18-Dec-2019,04-Dec-2025,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMPALA Q.IDX 6YR PHNX KO NT CAR 01/03/23,XS1559741258,61GS,Fixed interest (Trade reporting Only),BD6VBV5,27-Feb-2017,01-Mar-2023,0,V,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 UK TREASURY STRIP 07SEP2020CPN,GB0030883606,DZ02,Gilts,3088360,,07-Sep-2020,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 STANDARD CHARTERED PLC CALL SUB NTS 12/07/22,XS0803659340,12XW,Fixed interest (Trade reporting Only),B7XS7C0,12-Jul-2012,12-Apr-2027,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 MARKS & SPENCER PLC 7.125% NTS 01/12/37 USD (REGS),USG5825LAA64,71BQ,Fixed interest (Trade reporting Only),B29ST90,,01-Dec-2037,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 FAB SUKUK COMPANY LIMITED TRUST CERTS 22/01/24,XS1938532857,60ZV,Fixed interest (Trade reporting Only),BJCYLH6,22-Jan-2019,22-Jan-2024,0,O,SUKM,SK01,0,0,,USD,SUKM,0,,,0,,,100 BANK OF AMERICA CORPORATION DUAL RNG ACCRL NTS 06/08/22,XS0810610179,22SU,Fixed interest (Trade reporting Only),B8BH4L4,06-Aug-2012,06-Aug-2022,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 WELLS FARGO & COMPANY ZERO CPN CALL NTS 26/09/49,XS2053825001,92JZ,Fixed interest (Trade reporting Only),BKTDVF1,26-Sep-2019,26-Sep-2049,0,O,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BANK OF NOVA SCOTIA 0.375% CVD BDS 10/03/24,XS2158559539,BC70,Fixed interest (Trade reporting Only),BLGYPR4,20-Apr-2020,10-Mar-2024,0.375,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP DUAL QUAD 6YR PHX KO NT CAR 05/04/23,XS1589576047,63QZ,Fixed interest (Trade reporting Only),BD1WWZ4,05-Apr-2017,05-Apr-2023,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NORDEA BANK ABP 5.285% NTS 16/05/23,XS0932229387,49IO,Fixed interest (Trade reporting Only),B9B3MJ3,16-May-2013,16-May-2023,0,,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 ITV PLC 2.125% NTS 21/09/22,XS1292425664,96FV,Fixed interest (Trade reporting Only),BYNVHB7,22-Sep-2015,21-Sep-2022,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 NATIONAL WESTMINSTER BANK PLC 3.875% CVD BDS 19/10/20,XS0551478844,62AF,Fixed interest (Trade reporting Only),B4NGG60,,19-Oct-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/09/09,XS0167742351,47WZ,Trade Reporting only,3289497,,30-Sep-2009,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 25/08/40,XS0532267951,94UB,Fixed interest (Trade reporting Only),B61MQ86,,25-Aug-2040,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SOCIETY OF LLOYD'S (THE) 4.75% SUB NTS 30/10/24,XS1130913558,60OQ,Fixed interest (Trade reporting Only),BRJZTL8,31-Oct-2014,30-Oct-2024,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 14 PLC M1 MTG BCKD FRN 10/06/36 EUR(BR)(REG S),XS0165457242,56BD,Trade Reporting only,3275924,,10-Jun-2036,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 INVESTEC BANK PLC PHNX KO NTS CAR 04/03/26,XS2113619303,80GF,Fixed interest (Trade reporting Only),BKKJQK8,06-Mar-2020,04-Mar-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC ZERO CPN CALL CRD NTS KAUPTHING 20/04/46,XS0251255252,74FK,Fixed interest (Trade reporting Only),B17TGL9,,20-Apr-2046,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SNCF MOBILITES EPIC SNCFE 5.375 18/03/27,XS0144628053,ESN7,Order book for Fixed Income Securities,BFWM893,,18-Mar-2027,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZERO CPN NTS 03/11/34,XS0203704837,40BS,Trade Reporting only,B03QM75,,03-Nov-2034,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 SANTANDER UK PLC FLT RTE CVD BDS 12/02/28 (144A),XS2115122702,84CB,Fixed interest (Trade reporting Only),BKT16L6,12-Feb-2020,12-Feb-2028,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NEWDAY PARTNERSHIP FUNDING 2015-1 CLASS C AST BKD FR NTS 15/04/21,XS1134519393,61ID,Fixed interest (Trade reporting Only),BWB8XW9,11-Mar-2015,15-Apr-2021,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BIRMINGHAM CORP WATER ANNS,GB0000991496,68GI,Trade Reporting only,0099149,,,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 HUNGARY 5.375% NTS 21/02/23,US445545AH91,19XM,Fixed interest (Trade reporting Only),B7WNKN8,19-Feb-2013,21-Feb-2023,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 JSC GEORGIAN OIL AND GAS CORP 6.750% NTS 26/04/21 (UNRES),XS1319820384,34CQ,Fixed interest (Trade reporting Only),BD2WZ98,27-Apr-2016,26-Apr-2021,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 3.25% NTS 20/01/28,XS1347435577,11IS,Fixed interest (Trade reporting Only),BYVXZD3,20-Jan-2016,20-Jan-2028,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC 4.40% NTS 24/07/20,XS1265972155,92LK,Fixed interest (Trade reporting Only),BYY9VQ3,24-Jul-2015,24-Jul-2020,0,,CWTR,UIDW,0,0,,CNY,CWTR,0,,,0,,,100 INVESTEC BANK PLC KCK OUT NTS CAP RSK DUE 17/07/23,XS1616550585,76PR,Fixed interest (Trade reporting Only),BDVJ6K8,17-Jul-2017,17-Jul-2023,0,,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY SRS 2018-01 FLTG RT BDS 12/04/23,XS1806359714,39PB,Fixed interest (Trade reporting Only),BG4TGS4,12-Apr-2018,12-Apr-2023,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 DUNCAN FUNDING 2016-1 PLC CLASS A2 FLTG RTE NTS 17/04/63 (144A),XS1409668354,36MX,Fixed interest (Trade reporting Only),BD972H3,31-May-2016,17-Apr-2063,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 2.21% NTS 06/11/37,XS1566944879,94VR,Fixed interest (Trade reporting Only),BDGHWG5,06-Nov-2017,06-Nov-2037,2.21,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 BBVA GLOBAL FINANCE LD ZERO CPN RTE NTS 29/09/39,XS0101928892,67OG,Trade Reporting only,0851327,,29-Sep-2039,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 16/03/26,XS2107304276,81YK,Fixed interest (Trade reporting Only),BK9RPH3,16-Mar-2020,16-Mar-2026,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WESTPAC BANKING CORPORATION 1.500% CVRD BDS 2014-C2 24/03/21,XS1047122665,10QQ,Fixed interest (Trade reporting Only),BKS8RT3,24-Mar-2014,24-Mar-2021,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC MAW A SHS HAN'S LASER TECH 23/11/20,GB00BZY3KZ49,43FM,Fixed interest (Trade reporting Only),BZY3KZ4,16-May-2018,23-Nov-2020,0,O,CWTU,UIDU,0,0,,USD,CWTU,0,,,0,,,100 UNITED UTILITIES WATER FINANCE PLC 2.000% NTS 14/02/25,XS1769818227,17OV,Fixed interest (Trade reporting Only),BG02P24,14-Feb-2018,14-Feb-2025,2,F,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 HEATHROW FUNDING LD 3.40% BDS 08/03/2030,CA42246QAC20,31YZ,Fixed interest (Trade reporting Only),BYZQM82,08-Mar-2018,08-Mar-2030,3.4,F,CWNR,EIDW,0,0,,CAD,CWNR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 2.30% NTS 01/09/26,XS1104585333,53AK,Fixed interest (Trade reporting Only),BQN29T6,01-Sep-2014,01-Sep-2026,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 SG ISSUER NTS 06/09/29,GB00BG8HJG34,85UG,Fixed interest (Trade reporting Only),BG8HJG3,13-Sep-2019,06-Sep-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 CITY OF STOCKHOLM 0.370% NTS 02/03/26,XS2126079594,84DR,Fixed interest (Trade reporting Only),BL5MHP1,28-Feb-2020,02-Mar-2026,0.37,F,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 31/08/10,XS0228506100,65FP,Fixed interest (Trade reporting Only),B0JHY98,,31-Aug-2010,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 FINNVERA PLC 1.125% GTD NTS 17/05/32,XS1613374559,69BL,Fixed interest (Trade reporting Only),BZ05RM0,17-May-2017,17-May-2032,1.125,F,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 BARCLAYS BANK PLC 6.125% UND SUBORD NTS £(VAR)(BR),XS0145875513,AN94,Trade Reporting only,3149397,,31-Dec-9999,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 MARKS & SPENCER PLC 3.250% NTS 10/07/27,XS2024535036,93GN,Fixed interest (Trade reporting Only),BKLH753,11-Jul-2019,10-Jul-2027,3.25,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 DIAGEO FINANCE PLC 1.875% INST 27/03/27,XS2147889427,77KU,Fixed interest (Trade reporting Only),BMGWCQ3,30-Mar-2020,27-Mar-2027,1.875,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 1 CLS A FRN 17/02/52 (REGS),XS0370503855,54SP,Fixed interest (Trade reporting Only),B39YLK0,,17-Feb-2052,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUK INV PRF SHS SE 1427 27/09/27,XS2031319929,75ZA,Fixed interest (Trade reporting Only),BHR3754,30-Sep-2019,27-Sep-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC MANS ASTRA ORD SHS SAR 10.00 28/01/21,XS2101521644,87HL,Fixed interest (Trade reporting Only),BKY75T0,09-Jan-2020,28-Jan-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC MRKT ACCESS WRNTS LKD ORD A SHS 23/11/20,GB00BZY3HV97,85VW,Fixed interest (Trade reporting Only),BZY3HV9,29-Sep-2017,23-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ASB FINANCE LD FLTG RTE NTS 31/08/22,XS1874090712,51QG,Fixed interest (Trade reporting Only),BF29872,31-Aug-2018,31-Aug-2022,0,V,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 GOVERNMENT OF THE REPUBLIC OF FIJI 6.30% GREEN BDS 01/11/2030,FJ0406990632,40ET,Fixed interest (Trade reporting Only),BFXQ9K2,18-Apr-2018,01-Nov-2030,6.3,F,PSTR,IIDP,0,0,,FJD,PSTR,0,,,0,,,100 VATTENFALL AB SUB FXD RST 7YR CAP SECS 19/03/77,XS1205627547,61LE,Fixed interest (Trade reporting Only),BWDP6X0,20-Mar-2015,19-Mar-2077,0,,CWNR,EIOW,0,0,,SEK,CWNR,0,,,0,,,100 ARRAN RESIDENTIAL MOR FD NO.2 PLC CLS A3B AST BKD FRN 20/09/56 144A USD,US042707AH25,82TN,Fixed interest (Trade reporting Only),B1FJ224,,20-Sep-2056,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION ZRO CPN CALL NTS 13/09/46,XS1489402740,45RE,Fixed interest (Trade reporting Only),BD5TC17,,13-Sep-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 CENTRICA PLC 4.000% SNR NTS 16/10/23 (REGS),USG2071AAE04,89RS,Fixed interest (Trade reporting Only),BFPL1W1,17-Oct-2013,16-Oct-2023,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC MAW CHINA NATIONAL ACCORD 19/10/20,GB00BG8HFQ51,92OL,Fixed interest (Trade reporting Only),BG8HFQ5,28-Oct-2019,19-Oct-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 3.05% NTS 21/05/35,XS1232312956,81CY,Fixed interest (Trade reporting Only),BY7SBS9,,21-May-2035,0,,CWNR,EIDW,0,0,,NOK,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6 YR KO NTS CAR 05/06/24,XS1819537728,44AP,Fixed interest (Trade reporting Only),BF4J3V9,08-Jun-2018,05-Jun-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 1.425% SRS 2016-09 REG CVRD BDS 16/03/39,XS1380330826,18JY,Fixed interest (Trade reporting Only),BYYP9D4,16-Mar-2016,16-Mar-2039,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 08/06/2041,XS0633008379,63VL,Fixed interest (Trade reporting Only),B3S2TG7,08-Jun-2011,08-Jun-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 WESSEX WATER SERVICES FINANCE PLC 1.499% IDX LKD GTD BDS 29/11/58 £ (BR),XS0320200032,38BN,Fixed interest (Trade reporting Only),B283VV2,,29-Nov-2058,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 MORGAN STANLEY B.V. EQTY LKD NTS 24/04/28,XS0923315989,15HP,Fixed interest (Trade reporting Only),B94R786,29-Apr-2013,24-Apr-2028,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MAN LKD ORD JUHAYNA FOOD 09/11/20,XS1716605305,94YS,Fixed interest (Trade reporting Only),BDGJLV9,07-Nov-2017,09-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BARCLAYS PLC 3.375% RST NTS 02/04/25,XS2150054026,77MF,Fixed interest (Trade reporting Only),BJL9NB0,02-Apr-2020,02-Apr-2025,3.375,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 7.30% NTS 08/04/21,XS1971573214,94BQ,Fixed interest (Trade reporting Only),BJ06561,08-Apr-2019,08-Apr-2021,7.3,F,PSNR,EIDP,0,0,,IDR,PSNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 03/09/40,XS0537112780,78FX,Fixed interest (Trade reporting Only),B675YJ6,,03-Sep-2040,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 HBOS TREASURY SERVICES PLC 5.25%/ FLTG CMS LKD NTS 17/02/25,XS0211811293,89TD,Trade Reporting only,B068PB3,,17-Feb-2025,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 18 PLC A1B MTG BCKD FRN 14/11/27 USD(BR)(144A),US76112SAG84,81EJ,Trade Reporting only,B01SN92,,14-Nov-2027,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 BANK OF NOVA SCOTIA FRN 11/06/21,XS1837043204,44CA,Fixed interest (Trade reporting Only),BFML5V1,11-Jun-2018,11-Jun-2021,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IL INT RED SECS 08/11/27,XS1996599368,76UD,Fixed interest (Trade reporting Only),BG0TZW5,08-Nov-2019,08-Nov-2027,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 GREAT HALL MORTGAGES NO.1 PLC CLS AC SER 2007-02 NTS 18/06/39 (REGS),XS0308462141,75DO,Fixed interest (Trade reporting Only),B1Z97Q3,,18-Jun-2039,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SOUTHERN PACIFIC SECS 04-2 PLC A1A MTG BCKD FRN 10/06/25 EUR(144A),US84359VAA08,52LJ,Trade Reporting only,B02FV43,,10-Jun-2025,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 WESTPAC BANKING CORPORATION 2.10% CVD BD SER 2016-C2 25/02/21 (REGS),US96122XAL29,15JA,Fixed interest (Trade reporting Only),BYXZVQ2,25-Feb-2016,25-Feb-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 06/09/29,GB00BG8HJB88,73RZ,Fixed interest (Trade reporting Only),BG8HJB8,13-Sep-2019,06-Sep-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 CITY OF GOTHENBURG FLTG RT NTS 12/06/24,XS2010159361,69EM,Fixed interest (Trade reporting Only),BJ9K2S5,,12-Jun-2024,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 25/02/41,XS0592419740,46MH,Fixed interest (Trade reporting Only),B666F53,28-Feb-2011,25-Feb-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 COVENTRY BUILDING SOCIETY 1.875% NTS 24/10/23,XS1705893789,93JO,Fixed interest (Trade reporting Only),BF4WC00,24-Oct-2017,24-Oct-2023,1.875,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL LNKD INT NTS 20/06/24,XS1078014054,67SX,Fixed interest (Trade reporting Only),BNGXTB7,20-Jun-2014,20-Jun-2024,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 5.25% NTS 18/12/20,XS1004162126,17TH,Fixed interest (Trade reporting Only),BHBFG15,18-Dec-2013,18-Dec-2020,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 BBV INTERNATIONAL FINANCE LD ZERO CPN NTS 13/05/28,XS0087221023,74LM,Trade Reporting only,0283663,,13-May-2028,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 SAMPO PLC 3.10% NTS 07/09/28,XS1877343803,51TH,Fixed interest (Trade reporting Only),BFY0903,07-Sep-2018,07-Sep-2028,3.1,F,CWNR,EIDW,0,0,,NOK,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL LKD INT NTS 27/08/25,XS1275808712,94DB,Fixed interest (Trade reporting Only),BZ184M7,28-Aug-2015,27-Aug-2025,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 TOYOTA MOTOR CREDIT CORPORATION FXD RTE STEP-UP NTS 24/10/25,XS1885506813,57AX,Fixed interest (Trade reporting Only),BFM0YB1,25-Oct-2018,24-Oct-2025,0,F,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 SWEDBANK MORTGAGE AB UND SUB FLTG RTE STEP-UP NTS $(144A),US848929AB15,34IS,Trade Reporting only,2834371,,31-Dec-9999,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 EKSPORTFINANS ASA ZERO CPN NTS 19/10/2041,XS0693175613,11OU,Fixed interest (Trade reporting Only),B4QKFF1,19-Oct-2011,19-Oct-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC S 2009-1 C A2 RES MORTG BKD FRN 21/01/55,XS0462896415,76VT,Fixed interest (Trade reporting Only),B57Y0G5,,21-Jan-2055,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS INV PREF SRS 1666 26/04/28,GB00BZY3J918,05PS,Fixed interest (Trade reporting Only),BZY3J91,27-Apr-2020,26-Apr-2028,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 METROPOLITAN FUNDING PLC 4.125% SEC BDS 05/04/48,XS1299286382,38EO,Fixed interest (Trade reporting Only),BYMLKH5,06-Oct-2015,05-Apr-2048,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 WESTERN POWER DISTRIBUTION (WEST MI 5.50% NTS 09/05/25,XS0568142052,62HX,Fixed interest (Trade reporting Only),B4VFMN8,,09-May-2025,0,,CWNU,EIDU,0,0,,GBP,CWNU,0,,,0,,,100 NATIONAL BANK OF CANADA 0.375% SRS CBL10 CVRD BDS 15/01/24,XS1935153632,60WD,Fixed interest (Trade reporting Only),BGMKCY7,15-Jan-2019,15-Jan-2024,0.375,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. 3.80% NTS 15/03/28,XS1791803676,33QQ,Fixed interest (Trade reporting Only),BFMHNG0,15-Mar-2018,15-Mar-2028,3.8,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CADENT FINANCE PLC 2.1798% RPI-LKD INSTS 10/08/48,XS0264020347,66DT,Fixed interest (Trade reporting Only),B1BMQH0,,10-Aug-2048,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 21/11/22,XS1493422908,54XB,Fixed interest (Trade reporting Only),BYVQ617,21-Nov-2016,21-Nov-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 REN - REDES ENERGETICAS NACIONAIS 2.71% NTS 26/06/24,PTRELDOM0007,43LO,Fixed interest (Trade reporting Only),B62JYK4,,26-Jun-2024,0,,CWNR,EIDW,0,0,,JPY,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA ZRO CPN CALL NTS 07/03/48,XS1784067016,30OH,Fixed interest (Trade reporting Only),BYWRRH2,07-Mar-2018,07-Mar-2048,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ANZ NEW ZEALAND (INT'L) LD 0.40% NTS 01/03/22,XS1572429030,61PV,Fixed interest (Trade reporting Only),BYXQMS4,01-Mar-2017,01-Mar-2022,0.4,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 TOYOTA MOTOR CREDIT CORPORATION 1.000% NTS 27/09/22,XS1496010155,47LN,Order book for Fixed Income Securities,BD0D8W7,27-Sep-2016,27-Sep-2022,1,F,RCNT,CRDQ,3,1000,GBP,GBP,RCNT,0,1.011378002528445,27-Sep-2018,12,31-Dec-2099,,100 HSBC BANK PLC MRKET ACCESS NTS 17/08/20,GB00BF0QV652,79ZN,Fixed interest (Trade reporting Only),BF0QV65,24-Aug-2017,17-Aug-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BPE FINANCE INTERNATIONAL LD NON INT BRNG NTS 15/06/28,XS0088236343,BO26,Trade Reporting only,0292766,,15-Jun-2028,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 KOMMUNALBANKEN AS CALL ACCRETING NTS 01/10/40,XS0543938731,78IY,Fixed interest (Trade reporting Only),B3QQTF0,,01-Oct-2040,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EKSPORTFINANS ASA CALL NTS 01/11/34,XS0204057326,81HK,Trade Reporting only,B03NGV8,,01-Nov-2034,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK CALL 5.17% NTS 29/07/39,XS0441195798,88FP,Fixed interest (Trade reporting Only),B3YT8V0,,29-Jul-2039,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CZECHOSLOVAKIA(REPUBLIC OF) 8%(NOW 6%)STLG BDS 1922(ENF),GB0002420064,75GP,Trade Reporting only,0242006,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 GENERAL ELECTRIC COMPANY GE 5 1/4 12/07/28,XS0096298822,13GP,Order book for Fixed Income Securities,BYVZ7X3,,07-Dec-2028,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 ARRAN RESIDENTIAL MTG FDG NO.1 PLC CLASS BA AST BKD FRN 12/04/56 £ (144A),US042706AC54,49RR,Fixed interest (Trade reporting Only),B16DP60,,12-Apr-2056,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 4.26% NTS 29/08/28,XS1784700194,96OY,Fixed interest (Trade reporting Only),BGB66K0,29-Aug-2018,29-Aug-2028,4.26,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 NATWEST MARKETS PLC 2.22% NTS 11/01/29,XS1934567824,59MP,Fixed interest (Trade reporting Only),BHZS5G8,11-Jan-2019,11-Jan-2029,2.22,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 LLOYDS BANK PLC IL DGTL INT & ILR NTS 20/10/25,XS1309082508,69HN,Fixed interest (Trade reporting Only),BYNZ9P7,20-Oct-2015,20-Oct-2025,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CANADIAN IMPERIAL BANK OF COMMERCE CALL 2.83% NTS 16/10/37,XS0323564947,83RR,Fixed interest (Trade reporting Only),B28MCM7,,16-Oct-2037,0,,CWNR,NIDW,0,0,,JPY,CWNR,0,,,0,,,100 LLOYDS BANK PLC CALL ZRO CPN NTS 20/09/46,XS1487924968,46PI,Fixed interest (Trade reporting Only),BYQB9C9,20-Sep-2016,20-Sep-2046,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BANK OF AMERICA CORPORATION CMS-LKD NTS 14/08/29,XS1094674485,70SR,Fixed interest (Trade reporting Only),BQ1KKW2,14-Aug-2014,14-Aug-2029,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 UBS AG ZRO CPN CALL NT 24/04/43,XS0918673384,17WI,Fixed interest (Trade reporting Only),B7JS8C1,24-Apr-2013,24-Apr-2043,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 EMIRATE OF ABU DHABI 2.5% NTS 30/09/29 (REG S),XS2057865979,76AC,Fixed interest (Trade reporting Only),BKPGWW8,30-Sep-2019,30-Sep-2029,2.5,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 29/04/39,XS0425811436,84LE,Fixed interest (Trade reporting Only),B417245,,29-Apr-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 UK TREASURY STRIP 3 3/4%07SEP2020PRINCIPAL,GB00B3X8RF54,61RG,Gilts,B3X8RF5,,07-Sep-2020,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 3.35% INTS 27/09/32,XS0834487414,13DK,Fixed interest (Trade reporting Only),B8PLG94,27-Sep-2012,27-Sep-2032,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 6.00% NTS 23/12/30,XS0569525784,94GC,Fixed interest (Trade reporting Only),B60LRT2,,23-Dec-2030,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC 2011-1 2A RMB FRN 21/01/2055 144A,XS0692718041,11RV,Fixed interest (Trade reporting Only),B4XN9S4,21-Oct-2011,21-Jan-2055,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF MONTREAL FRN 13/06/23,XS1837278859,44GR,Fixed interest (Trade reporting Only),BG1D849,13-Jun-2018,13-Jun-2023,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MRKT ACC NTS LKD TO ORD SHS 20/07/20,XS1651543636,76YU,Fixed interest (Trade reporting Only),BDC3QC1,20-Jul-2017,20-Jul-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ANGLO AMERICAN CAPITAL PLC 5.625% SEN NTS 01/04/30 (144A),US034863AW07,YFM4,Fixed interest (Trade reporting Only),BM636C0,06-Apr-2020,01-Apr-2030,5.625,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMPALA QUAD 6 YR IDX KCK OT NTS 29/09/23,XS1672168975,88HA,Fixed interest (Trade reporting Only),BF8J898,06-Oct-2017,29-Sep-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 GRANITE MORTGAGES 04-2 PLC SER 1 M FRN 20/06/44 $,US38741WAD56,39YE,Trade Reporting only,B018N58,,20-Jun-2044,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 3.20% CVD BDS 13/11/23,XS1028253901,85EW,Fixed interest (Trade reporting Only),BJSP515,05-Feb-2014,13-Nov-2023,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT RED SECS 25/10/25,XS1630606637,93OA,Fixed interest (Trade reporting Only),BD8SS68,25-Oct-2017,25-Oct-2025,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS WITH CAR 28/05/21,XS1242977293,67XJ,Fixed interest (Trade reporting Only),BYZFYH2,04-Jun-2015,28-May-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 AKADEMISKA HUS AB 0.39% NTS 06/09/2021,XS1485592791,45AE,Fixed interest (Trade reporting Only),BDF5FN8,06-Sep-2016,06-Sep-2021,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 REPUBLIC OF ANGOLA (THE) 9.125% NTS 26/11/49 (144A),US035198AE02,89AS,Fixed interest (Trade reporting Only),BL5L758,26-Nov-2019,26-Nov-2049,9.125,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 02/11/28,GB00BFRNGB91,95YH,Fixed interest (Trade reporting Only),BFRNGB9,09-Nov-2018,02-Nov-2028,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 VODAFONE GROUP PLC 0.375% NTS 22/11/21,XS1574681620,61SW,Fixed interest (Trade reporting Only),BF00KK4,06-Mar-2017,02-Nov-2021,0.375,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 ROYAL BANK OF CANADA FLTG RTE NTS 10/07/20,XS1854908230,45YW,Fixed interest (Trade reporting Only),BDCXCF6,10-Jul-2018,10-Jul-2020,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC S 2010-1 CA3 RM BKD NTS 21/01/55 (144A),US82846GAC42,78LZ,Fixed interest (Trade reporting Only),B5NP3M9,,21-Jan-2055,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS INV LTD SHS 23/11/23,XS1698219505,10CR,Fixed interest (Trade reporting Only),BF3RH90,27-Nov-2017,23-Nov-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 DEVELOPMENT BANK OF JAPAN INC. 4.75% GTD BDS 26/11/27 EUR,XS0332257335,75JQ,Fixed interest (Trade reporting Only),B29HD06,,26-Nov-2027,0,,CWNR,NIOW,0,0,,EUR,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 4.61% NTS 13/09/23,XS1878589255,52RL,Fixed interest (Trade reporting Only),BGK1WP3,13-Sep-2018,13-Sep-2023,4.61,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 STATKRAFT AS 1.125% NTS 20/03/25,XS1582205040,62MJ,Fixed interest (Trade reporting Only),BDZWR33,20-Mar-2017,20-Mar-2025,1.125,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK 1.50% NTS 13/03/25,XS1185971923,51AW,Fixed interest (Trade reporting Only),BVG1K81,10-Feb-2015,13-Mar-2025,0,,CWNR,EIDW,0,0,,NOK,CWNR,0,,,0,,,100 PHOENIX LIFE LTD PHOENIX LIFE LTD,XS0133173137,EPA7,Order book for Fixed Income Securities,BFWM901,,31-Dec-9999,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 ROYAL BANK OF CANADA FLTG RTE SNR NTS 06/09/23,XS1484802902,45BU,Fixed interest (Trade reporting Only),BDF5G13,06-Sep-2016,06-Sep-2023,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZERO CPN NTS 20/11/29,XS2079682345,89CD,Fixed interest (Trade reporting Only),BKYBZ70,,20-Nov-2029,0,,PSNR,NIDP,0,0,,ZAR,PSNR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS A3 NTS 20/12/24,US38741YAB56,64WQ,Trade Reporting only,B05Q7F6,,20-Dec-2024,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 INVESTEC BANK PLC IMP TRI IDX 6YR PHNX KO NTS CAR 02/07/25,XS2008929411,94JD,Fixed interest (Trade reporting Only),BK6NB43,08-Jul-2019,02-Jul-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ORESUNDSBRO KONSORTIET FLTG RTE NTS 04/05/22,XS1404931989,34OU,Fixed interest (Trade reporting Only),BYQ8168,,04-May-2022,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 LLOYDS BANK PLC 2.00% NTS 11/11/20,XS0558072210,78NK,Fixed interest (Trade reporting Only),B5Q8HV2,,11-Nov-2020,0,,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 UK TREASURY STRIP 07SEP2039CPN,GB00B61NVD94,92XO,Gilts,B61NVD9,,07-Sep-2039,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 28/03/43,XS0909790601,44JS,Fixed interest (Trade reporting Only),B947W36,28-Mar-2013,28-Mar-2043,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PRF SRS 1565 04/01/27,XS2069950504,88KB,Fixed interest (Trade reporting Only),BJ9TYY2,03-Jan-2020,04-Jan-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BARCLAYS PLC 3.360% NTS 13/11/23,XS1908376376,59RB,Fixed interest (Trade reporting Only),BH45F59,13-Nov-2018,13-Nov-2023,3.36,F,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 ABU DHABI NATIONAL ENERGY COM 5.875% NTS 13/12/2021 144A,US00386SAJ15,48FO,Fixed interest (Trade reporting Only),B759XQ7,13-Dec-2011,13-Dec-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC 2020-1 CLS 3AR MB FRN 21/01/70 (REG S),XS2109588603,83WD,Fixed interest (Trade reporting Only),BKT6569,06-Feb-2020,21-Jan-2070,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 UK TREASURY STRIP 07MAR2034CPN,GB0032729583,35IH,Gilts,3272958,,07-Mar-2034,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK IDC LKD RED SECS 26/10/2020,XS1566939952,93RB,Fixed interest (Trade reporting Only),BF929R1,26-Oct-2017,26-Oct-2020,0,O,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS 22/01/60,XS2106580413,77VI,Fixed interest (Trade reporting Only),BKKKW92,22-Jan-2020,22-Jan-2060,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 3 CLS C FRN 17/02/52 (144A),US041239AH73,66JV,Fixed interest (Trade reporting Only),B1GJW34,,17-Feb-2052,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HEATHROW FUNDING LD SUB 0.147% IDX INSTAL BDS 01/07/60,XS1825514067,43RQ,Fixed interest (Trade reporting Only),BFYFHP9,24-May-2018,01-Jul-2060,0,O,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR PHX KO NTS CAR 01/10/25,XS2044296932,76ET,Fixed interest (Trade reporting Only),BKP5NQ6,04-Oct-2019,01-Oct-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CLOSE BROTHERS FINANCE PLC FLTG RTE NTS 10/07/21,XS2026308473,94KT,Fixed interest (Trade reporting Only),BJR6263,10-Jul-2019,10-Jul-2021,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 TORONTO-DOMINION BANK 2.100% CBL26 CV BD 15/07/22 (144A),US891160RY17,71QV,Fixed interest (Trade reporting Only),BKLBZB7,15-Jul-2019,15-Jul-2022,2.1,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC 1A2 MTGE BCK NTS 15/07/2042 144A,US71419GAT76,11WH,Fixed interest (Trade reporting Only),B3Y9N26,01-Nov-2011,15-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LEEK FINANCE NUMBER FIFTEEN PLC AC' MTG-BCKD FRN 21/03/37 EUR(REG S),XS0216897859,81NM,Trade Reporting only,B07MXB0,,21-Mar-2037,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION ZERO CPN NTS 24/08/26,XS1480880555,44LD,Fixed interest (Trade reporting Only),BD06Z70,,24-Aug-2026,0,,PSNR,NIDP,0,0,,ZAR,PSNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL FXD RTE ENVIRONMENTAL NTS 27/11/32,XS1720202917,10FS,Fixed interest (Trade reporting Only),BD063L0,27-Nov-2017,27-Nov-2032,0,O,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 DAILY MAIL & GENERAL TRUST PLC 10% BDS 09/04/21 £VAR)(BR),XS0064908592,98GP,Fixed interest (Trade reporting Only),0250225,,09-Apr-2021,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.9 PLC CLASS C MTG BCKD FRN 09/02/38 (144A),US76111HAK41,62PK,Trade Reporting only,0973180,,09-Feb-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SANTANDER UK PLC FLTG RTE SNR NTS 14/08/20,XS1865333212,51DX,Fixed interest (Trade reporting Only),BF4Q3G5,14-Aug-2018,14-Aug-2020,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC FLTG RTE NT 10/09/20,XS1288462630,95EG,Fixed interest (Trade reporting Only),BYMKF00,10-Sep-2015,10-Sep-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LNKD INT AND RED SEC 16/06/25,XS1566924764,72KI,Fixed interest (Trade reporting Only),BZ4CKQ2,14-Jun-2017,16-Jun-2025,0,O,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV ZERO CPN NTS 13/02/40,XS2114222388,79IN,Fixed interest (Trade reporting Only),BLKQFM1,13-Feb-2020,13-Feb-2040,0,Z,PSNR,EIDP,0,0,,ZAR,PSNR,0,,,0,,,100 INVESTEC BANK PLC UPSIDE NTS CAR 20/12/23,XS1730872097,12PZ,Fixed interest (Trade reporting Only),BFNPG86,27-Dec-2017,20-Dec-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BANK OF MONTREAL ZRO CPN CLBLE DPT NTS 18/11/30,XS1322064228,70YT,Fixed interest (Trade reporting Only),BDB6LN7,18-Nov-2015,18-Nov-2030,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 05/07/23,XS1840823147,45EV,Fixed interest (Trade reporting Only),BD3FV43,05-Jul-2018,05-Jul-2023,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 2.45% SNR NTS 27/07/21 (INTL GBL NT),US63859VBD29,43TB,Fixed interest (Trade reporting Only),BD89N55,27-Jul-2016,27-Jul-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CYPRUS(REPUBLIC OF) 0.625% NTS 03/12/24,XS1989405425,64ZR,Fixed interest (Trade reporting Only),BJK3YL0,,03-Dec-2024,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 QUILTER PLC 4.478% RESET SUB NTS 28/02/2028,XS1713473780,39FT,Fixed interest (Trade reporting Only),BDQPZK4,13-Apr-2018,28-Feb-2028,4.478,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 LONDON WALL MORTGAGE CAPITAL PLC S.FLEET 18-01 CLASS Z2 NTS 16/05/50,XS1728165173,16LV,Fixed interest (Trade reporting Only),BZ1JVC9,09-Feb-2018,16-May-2050,0,Z,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MAN ARABIAN CMT SAR10.00 09/12/20,XS2084067441,84RG,Fixed interest (Trade reporting Only),BL1GTN9,22-Nov-2019,09-Dec-2020,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL ZERO CPN NTS 08/03/47,XS1572441837,61XI,Fixed interest (Trade reporting Only),BYXD3J3,08-Mar-2017,08-Mar-2047,0,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 POLYUS FINANCE PLC 5.250% GTD NTS 07/02/23 REG S,XS1533922933,60GT,Fixed interest (Trade reporting Only),BDRJ497,08-Feb-2017,07-Feb-2023,5.25,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 11/06/24,XS1815425605,44MT,Fixed interest (Trade reporting Only),BFFKKV0,14-Jun-2018,11-Jun-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BARCLAYS BANK PLC CALL ZERO CPN NTS 24/07/42,XS0784015082,99YU,Fixed interest (Trade reporting Only),B8FSMY2,24-Jul-2012,24-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HBOS TREASURY SERVICES PLC 3.75%/ CMS LKD NTS 01/02/21,XS0241421675,65TE,Fixed interest (Trade reporting Only),B0XXR71,,01-Feb-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY 3.60% CALL NTS 09/08/32,XS0811124014,38NR,Fixed interest (Trade reporting Only),B8FWH83,09-Aug-2012,09-Aug-2032,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HOLMES MASTER ISSUER PLC 2012-3 A RES MORT BCK FR NTS 15/10/54 A,XS0790113632,15TT,Fixed interest (Trade reporting Only),B87F821,08-Jun-2012,15-Oct-2054,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 GOSFORTH FUNDING 2017-1 PLC CLS A2 MORT BKD FRNS 19/12/59 (REG S),XS1679335486,83ZE,Fixed interest (Trade reporting Only),BYXGQK4,26-Sep-2017,19-Dec-2059,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 QNB FINANCE 5.32% NTS 06/07/21,XS1851293495,45GG,Fixed interest (Trade reporting Only),BD3FV65,05-Jul-2018,06-Jul-2021,5.32,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 AKADEMISKA HUS AB 1.96% NTS 02/03/48,XS1785357812,22MI,Fixed interest (Trade reporting Only),BFX1FH6,02-Mar-2018,02-Mar-2048,1.96,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FXD RTE CAP NTS 30/07/15,XS0312350498,33ZT,Fixed interest (Trade reporting Only),B23P6B8,,30-Jul-2015,0,,CWNU,NIDU,0,0,,CHF,CWNU,0,,,0,,,100 NORDIC INVESTMENT BANK 1.50% NTS 13/03/25 (TEMP),XS2102305997,77YJ,Fixed interest (Trade reporting Only),BKV1Q25,,13-Mar-2025,0,,PSNR,EIDP,0,0,,NOK,PSNR,0,,,0,,,100 SHELL INTERNATIONAL FINANCE B.V 2.500% GRNTD NTS 24/03/26,XS1048529041,11AV,Fixed interest (Trade reporting Only),BKX5CS3,24-Mar-2014,24-Mar-2026,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZERO CPN NTS 27/07/46,XS1457591458,43UR,Fixed interest (Trade reporting Only),BD89N00,,27-Jul-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 SHELL INTERNATIONAL FINANCE B.V 1.625% GRTD NTS 20/01/27,XS1135277140,39HE,Fixed interest (Trade reporting Only),BSHZ3T3,06-Nov-2014,20-Jan-2027,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 MOTABILITY OPERATIONS GROUP PLC 3.625% NOTES 10/03/36,XS1377228959,16NG,Fixed interest (Trade reporting Only),BYQ71R6,10-Mar-2016,10-Mar-2036,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ABBEY NATIONAL TREASURY SERVS PLC EQTY IL RED NTS 21/04/2021,XS0617204648,63KN,Fixed interest (Trade reporting Only),B4MNKR1,21-Apr-2011,21-Apr-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC MANS ALANDALUS PRPTY SAR 10.00 23/12/20,XS2084656193,84SW,Fixed interest (Trade reporting Only),BKZ1085,26-Nov-2019,23-Dec-2020,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 OP MORTGAGE BANK 0.250% CVRD NTS 13/03/24,XS1576693110,61YY,Fixed interest (Trade reporting Only),BF0B3H5,13-Mar-2017,13-Mar-2024,0.25,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 08/09/2040,XS0540040010,47QN,Fixed interest (Trade reporting Only),B63CG17,11-Jul-2011,08-Sep-2040,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ARRAN RESIDENTIAL MTG FDG NO.3 PLC A1B AST BKD FRN 16/09/36 (REG S) $,XS0304467557,50NG,Fixed interest (Trade reporting Only),B1Z2LP9,,16-Sep-2036,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 PENARTH MASTER ISSUER PLC 2019-1 A3 CLSA AST BKD FRN 18/07/24 (S),XS2022173384,71TW,Fixed interest (Trade reporting Only),BJV2QZ4,22-Jul-2019,18-Jul-2024,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAP AT RSK 23/11/21,XS1291332796,67GJ,Fixed interest (Trade reporting Only),BZ1MY52,23-Nov-2015,23-Nov-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 21/12/39,XS0472835072,77BH,Fixed interest (Trade reporting Only),B50ZC92,,21-Dec-2039,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD TO INV LTD PREF SHS 814 07/07/23,XS1604043296,75PS,Fixed interest (Trade reporting Only),BF5L9K5,07-Jul-2017,07-Jul-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 16/02/21,JE00BDD9NX82,15VE,Fixed interest (Trade reporting Only),BDD9NX8,01-Mar-2016,16-Feb-2021,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 NETWORK RAIL INFRASTRUCTURE FIN PLC 4.75% NTS 29/11/35,XS0206361221,85MJ,Fixed interest (Trade reporting Only),B046P19,,29-Nov-2035,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 15.50% NTS 29/01/21,XS2030556687,95HH,Fixed interest (Trade reporting Only),BK77LN3,,29-Jan-2021,0,,PSNR,EIDP,0,0,,UAH,PSNR,0,,,0,,,100 FINANCE FOR RES SOCIAL HOUSING PLC SER 1'B'/8.769% YLD NTS 2058 (BR)(144A),US31737RAD70,82KA,Trade Reporting only,2742430,,04-Oct-2058,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 AKADEMISKA HUS AB 2.297% NTS 23/10/38,XS1897160526,56TJ,Fixed interest (Trade reporting Only),BGDPZC0,23-Oct-2018,23-Oct-2038,2.297,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 01/07/30,XS0521427921,77ZZ,Fixed interest (Trade reporting Only),B3RSX53,,01-Jul-2030,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 11/12/20,JE00BD0NHB93,55CU,Fixed interest (Trade reporting Only),BD0NHB9,25-Nov-2016,11-Dec-2020,0,O,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 CELTIC RESDNTL IRISH MTGE SECS7 PLC CLASS 'A' MTG BCKD FRN 18/10/33 EUR (BR),XS0136994885,AC76,Trade Reporting only,3098994,,18-Oct-2033,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 HSBC BANK PLC MANS LKD EMIRATES 15/10/20,XS2066860227,76JF,Fixed interest (Trade reporting Only),BHR40P8,15-Oct-2019,15-Oct-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 AKADEMISKA HUS AB 1.337% NTS 04/10/32,XS1681849649,87WQ,Fixed interest (Trade reporting Only),BF6S4L1,04-Oct-2017,04-Oct-2032,1.337,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 15/03/13,XS0309788973,42FN,Fixed interest (Trade reporting Only),B23CDH4,,15-Mar-2013,0,,CWNU,NIDU,0,0,,EUR,CWNU,0,,,0,,,100 MOUND FINANCING (NO.4) PLC SERIES4 CLASSC AST BKD FRN08/02/42 £REGS,XS0229409023,49DS,Fixed interest (Trade reporting Only),B0MTBY5,,08-Feb-2042,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SANDVIK AB 4.100% NTS 02/07/27,XS0798497409,37XA,Fixed interest (Trade reporting Only),B8N4XG1,02-Jul-2012,02-Jul-2027,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC 5.30% NTS 23/03/41,XS0607044905,96AZ,Fixed interest (Trade reporting Only),B4LC842,23-Mar-2011,23-Mar-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 REPUBLIC OF URUGUAY 4.375% UI GLBL BDS 15/12/28,US917288BD36,50OW,Fixed interest (Trade reporting Only),B6XYGZ7,03-Jan-2012,15-Dec-2028,0,,CRNR,EIOR,0,0,,UYU,CRNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SRS 1 CLS A2 MTGE BKD NTS 15/07/42 REG S,XS1302966533,46BJ,Fixed interest (Trade reporting Only),BYZR2L8,20-Oct-2015,15-Jul-2042,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 AKADEMISKA HUS AB 1.252% NTS 13/02/43,XS2117465646,67HZ,Fixed interest (Trade reporting Only),BLKQFL0,13-Feb-2020,13-Feb-2043,1.252,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 UK TREASURY STRIP 07DEC2024CPN,GB0002443140,07NL,Gilts,0244314,,07-Dec-2024,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 GOSFORTH FUNDING PLC CLS A3 MORT BKD FRN 17/03/46 (BR),XS0462966564,77CX,Fixed interest (Trade reporting Only),B3MZ4F6,,17-Mar-2046,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMPALA QUAD INDX 18/08/23,XS1649769806,80BJ,Fixed interest (Trade reporting Only),BF1CYB8,25-Aug-2017,18-Aug-2023,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 NATWEST MARKETS PLC FLTG RTE NTS 17/10/21,XS1984142551,64FQ,Fixed interest (Trade reporting Only),BK8Y1N3,17-Apr-2019,17-Oct-2021,0,V,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LLOYDS BANK PLC INDX LKD DGTL NTS 21/10/24,XS1123397280,38QS,Fixed interest (Trade reporting Only),BRKX892,20-Oct-2014,21-Oct-2024,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 WELLS FARGO FINANCE LLC 4% NTS 06/04/25,XS2150009822,77AM,Fixed interest (Trade reporting Only),BMPRW81,07-Apr-2020,06-Apr-2025,4,F,MWNU,NIDM,0,0,,CNY,MWNU,0,,,0,,,100 HSBC BANK PLC MAWS ANHUI HELI CO LTD 09/12/20,GB00BG8HG282,85NZ,Fixed interest (Trade reporting Only),BG8HG28,13-Dec-2019,09-Dec-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS SHENWAN 23/11/22,GB00BG64DT78,51IJ,Fixed interest (Trade reporting Only),BG64DT7,28-Aug-2018,23-Nov-2022,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 KUWAIT PROJECTS CO SPC LIMITED 4.500% NTS 23/02/27,XS1567906059,61DH,Fixed interest (Trade reporting Only),BDZCM61,23-Feb-2017,23-Feb-2027,4.5,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED NTS 26/01/21,XS1279290925,12UL,Fixed interest (Trade reporting Only),BZ8FLL9,26-Jan-2016,26-Jan-2021,0,,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 SG ISSUER NTS 01/05/25,GB00BFRNJD21,93XD,Fixed interest (Trade reporting Only),BFRNJD2,16-May-2019,01-May-2025,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SANTANDER UK PLC 3.77% NTS 13/09/20,XS0540526935,45JH,Fixed interest (Trade reporting Only),B3M4TR0,,13-Sep-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 AKADEMISKA HUS AB 2.22% NTS 15/11/21,XS1524558449,55EF,Fixed interest (Trade reporting Only),BYWJJL6,23-Nov-2016,15-Nov-2021,2.22,F,CWNR,EIDW,0,0,,HKD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT RDPN SECS 29/05/26,XS1766066739,43XS,Fixed interest (Trade reporting Only),BZ15VL6,04-Jun-2018,29-May-2026,0,O,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 8.645% NTS 05/10/23,XS1689566906,87YB,Fixed interest (Trade reporting Only),BYZ29C3,05-Oct-2017,05-Oct-2023,8.645,F,CWNR,EIDW,0,0,,ZAR,CWNR,0,,,0,,,100 THE REPUBLIC OF KAZAKHSTAN SRS 1 NTS 14/10/24 (REG S),XS1120709669,37YQ,Fixed interest (Trade reporting Only),BRJ3KR5,14-Oct-2014,14-Oct-2024,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SCOTLAND GAS NETWORKS PLC IDX LKD BDS 21/10/22,XS0232332154,73IM,Fixed interest (Trade reporting Only),B0MWBN3,,21-Oct-2022,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.13 PLC M1 MTG BCKD FRN 12/12/36 £ (BR)(REG S),XS0155576050,47TO,Trade Reporting only,3216633,,12-Dec-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC KO NTS WITH CAR 28/01/27,XS1911667282,60LF,Fixed interest (Trade reporting Only),BGHFHC0,28-Jan-2019,28-Jan-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP TRIP INDX 6 YR PHNX KO CAR 03/05/23,XS1602283423,67JK,Fixed interest (Trade reporting Only),BD460Z9,02-May-2017,03-May-2023,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 22/03/24,GB00BF65SF44,81TO,Fixed interest (Trade reporting Only),BF65SF4,08-Sep-2017,22-Mar-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BARCLAYS BANK PLC CALL ZERO CPN NTS 17/07/42,XS0783988172,38SD,Fixed interest (Trade reporting Only),B8KKDK6,18-Jul-2012,17-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ABERDEEN DIVERSIFIED INC & GWTH TST 6.25% BDS 10/09/31 £(VAR)(BR),XS0134340180,AA00,Trade Reporting only,3086676,,10-Sep-2031,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 2.817%GTD IDX-LNKD BD 08/07/32£(VAR)(BR),XS0150038395,30DJ,Fixed interest (Trade reporting Only),3176340,,08-Jul-2032,0,,CWTU,UIOU,0,0,,GBP,CWTU,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 6.15% NTS 11/02/31,XS0585670945,62VM,Fixed interest (Trade reporting Only),B444TF3,11-Feb-2011,11-Feb-2031,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 JYSKE BANK 4.31% CALL NTS 09/09/30,XS0540499786,51JZ,Fixed interest (Trade reporting Only),B3M96N0,,09-Sep-2030,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 ARRAN RESIDENTIAL MTG FDG NO.1 PLC CLASS A2C AST BKD FRN 12/04/56 EUR(REGS),XS0256209924,82NB,Fixed interest (Trade reporting Only),B16DF71,,12-Apr-2056,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 GE CAPITAL EUROPEAN FUND.UNLTD.CO. 2.625% NTS 15/03/23,XS0874840845,19UB,Fixed interest (Trade reporting Only),B73J3K3,15-Jan-2013,15-Mar-2023,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 NATIONAL GRID NORTH AMERICA INC. FLTG RTE INST 06/12/23,XS1832999996,43ZD,Fixed interest (Trade reporting Only),BZ1NMT5,06-Jun-2018,06-Dec-2023,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZER CPN CALL NTS 31/01/2032,XS0732182174,50RX,Fixed interest (Trade reporting Only),B740GP1,31-Jan-2012,31-Jan-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC RPI LKD 1.8204% INST 23/11/35,XS0236362470,36JM,Fixed interest (Trade reporting Only),B0R7J62,,23-Nov-2035,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ASB FINANCE LD FLTG RTE NTS 07/03/24,XS1959959666,94SG,Fixed interest (Trade reporting Only),BJBSZP5,07-Mar-2019,07-Mar-2024,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 NATIONAL GRID GAS PLC FXD RTE STEP-UP INST 12/11/29,XS0103148010,BG11,Trade Reporting only,0922290,,12-Nov-2029,0,,MISC,DIPS,0,0,,JPY,MISC,0,,,0,,,100 AVIVA PLC 4.50% TIER 3 NTS 10/05/21,CAG0683QC318,34XX,Fixed interest (Trade reporting Only),BYMYGB0,09-May-2016,10-May-2021,0,,CWTR,UIDW,0,0,,CAD,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZRO CPN NTS 21/06/43,XS0944439545,44SV,Fixed interest (Trade reporting Only),BBPLDQ1,21-Jun-2013,21-Jun-2043,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK CORPORATE MARKETS PLC 0.375% NTS 28/01/25,XS2109394077,80EK,Fixed interest (Trade reporting Only),BL1J4N3,28-Jan-2020,28-Jan-2025,0.375,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP 3.00% CDT LKD NTS 20/06/20,XS1438555036,43CB,Fixed interest (Trade reporting Only),BD03TR9,18-Jul-2016,20-Jun-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 DIAGEO CAPITAL PLC 2.125% NTS 24/10/24,US25243YBA64,87CP,Fixed interest (Trade reporting Only),BJXT2M2,11-Nov-2019,24-Oct-2024,2.125,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC MAN'S LKD AL RAJHI BANK 23/11/2021,GB00BZY3JR91,15ZV,Fixed interest (Trade reporting Only),BZY3JR9,01-Feb-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SWEDISH MATCH AB 3.875% NTS 16/02/2022,XS0745894138,51LK,Fixed interest (Trade reporting Only),B7LH053,16-Feb-2012,16-Feb-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 STATNETT SF FLTG RTE NTS 15/02/21,XS0286772784,58JP,Fixed interest (Trade reporting Only),B1SW2G4,,15-Feb-2021,0,,CWTR,UIDW,0,0,,SEK,CWTR,0,,,0,,,100 UK TREASURY STRIP 3 3/4 07SEP2021PRINCIPAL,GB00B458RZ05,T21,Gilts,B458RZ0,,07-Sep-2021,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 SILK ROAD FINANCE NUMBER FOUR PLC CLS A MTG BKD FLTG RTE NTS 22/03/60,XS1434562002,71BG,Fixed interest (Trade reporting Only),BDFZSS4,06-Jun-2017,22-Mar-2060,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 08/12/23,GB00BF6XDJ72,11GX,Fixed interest (Trade reporting Only),BF6XDJ7,15-Dec-2017,08-Dec-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BCL INTERNATIONAL FINANCE LD 40 YR CALL NTS 30/06/39,XS0099185745,76NW,Trade Reporting only,0745549,,30-Jun-2039,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 NATWEST MARKETS PLC CMS LKD NTS 07/02/21,XS0242655107,49IE,Fixed interest (Trade reporting Only),B0YBX10,,07-Feb-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL 2.95% NTS 27/06/46,XS1438107986,40YK,Fixed interest (Trade reporting Only),BD37XR6,,27-Jun-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 LLOYDS BANK PLC FR NTS 04/02/23,XS0883715186,15CT,Fixed interest (Trade reporting Only),B7Y6HR8,04-Feb-2013,04-Feb-2023,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 28/02/22,XS1534123598,59DC,Fixed interest (Trade reporting Only),BDZTS08,28-Feb-2017,28-Feb-2022,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 SANDVIK AB 4.150% NTS 01/02/2021,XS0738946622,50TI,Fixed interest (Trade reporting Only),B7LPRL2,31-Jan-2012,01-Feb-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SG ISSUER NTS 08/03/27,GB00BFRNHL64,94TW,Fixed interest (Trade reporting Only),BFRNHL6,08-Mar-2019,08-Mar-2027,0,V,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SG ISSUER NTS 12/01/24,JE00BZ0XLY42,71ZY,Fixed interest (Trade reporting Only),BZ0XLY4,30-Jun-2017,12-Jan-2024,0,O,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 GUINNESS PARTNERSHIP (THE) LD 4.00% SEC BDS 24/10/44,XS1124319002,60OG,Fixed interest (Trade reporting Only),BRWQX72,27-Oct-2014,24-Oct-2044,0,,CWNU,EIOU,0,0,,GBP,CWNU,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 14 PLC A1R MTG BCKD FRN 10/06/26 $(BR)(144A),US76112KAB61,56AY,Trade Reporting only,3275797,,10-Jun-2026,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 HSBC BANK PLC CMS LKD NTS 14/04/25,XS0273324045,33IT,Fixed interest (Trade reporting Only),B1GJCK1,,14-Apr-2025,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LIVERPOOL CORP 2 3/4% RED STK(ON OR AFTER)1925,GB0005200257,77HJ,Trade Reporting only,0520025,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 5.0625% CALL NTS 22/07/31,XS0649570826,10OV,Fixed interest (Trade reporting Only),B6WC889,22-Jul-2011,22-Jul-2031,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NEWDAY PARTNERSHIP FDING 2017-1 PLC CLASS B ASS BKD FRN 15/12/27 (REG S),XS1674678492,91RN,Fixed interest (Trade reporting Only),BF2F483,18-Oct-2017,15-Dec-2027,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY FLTG RTE SRS 2009-2 CVD BDS 17/07/23,XS0408327004,75VU,Fixed interest (Trade reporting Only),B3L43M4,,17-Jul-2023,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BRISTOL WATER PLC 4 1/4% PERP DEB STK,GB0001265429,30GK,Trade Reporting only,0126542,,31-Dec-9999,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 HSBC UK BANK PLC FLTG RTE NTS 27/06/20,XS2019375158,62YN,Fixed interest (Trade reporting Only),BK5VG09,27-Jun-2019,27-Jun-2020,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC CALL ACCRETING NTS 17/09/30,XS0540925475,61HY,Fixed interest (Trade reporting Only),B64HKV9,,17-Sep-2030,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC GBP KCK OUT NTS CAP RSK DUE 21/08/23,XS1638023504,79RQ,Fixed interest (Trade reporting Only),BDFBQZ5,21-Aug-2017,21-Aug-2023,0,O,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 WELLS FARGO & COMPANY ZRO CPN CALL NTS 19/02/53,XS0888097267,19XC,Fixed interest (Trade reporting Only),B90MRN0,19-Feb-2013,19-Feb-2053,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 COOPERATIEVE RABOBANK UA RABO 4.55 30/08/29,XS0228265574,ERA9,Order book for Fixed Income Securities,BFWM7P2,,30-Aug-2029,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 MITSUBISHI UFJ SECURITIES INTL PLC 2.80%/FLTG TRGT RED CMS LNKD NTS 24,XS0200939352,89OH,Fixed interest (Trade reporting Only),B0302S8,,24-Sep-2024,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 LLOYDS BANK PLC 4.53% NTS 24/07/25,XS1264601714,92LA,Fixed interest (Trade reporting Only),BYY9VT6,24-Jul-2015,24-Jul-2025,0,,CWTR,UIDW,0,0,,CNY,CWTR,0,,,0,,,100 EUROFIMA 6.00% NTS 30/03/22,AU3CB0022002,66UJ,Fixed interest (Trade reporting Only),B1VVBB6,,30-Mar-2022,0,,CRNR,EIDR,0,0,,AUD,CRNR,0,,,0,,,100 SG ISSUER NTS 10/07/25,JE00BWV04W29,CL04,Order book for Fixed Income Securities,BWV04W2,21-Apr-2015,10-Jul-2025,2.5,F,RCNT,CRDQ,14,100,GBP,GBP,RCNT,0,2.5173698519786525,10-Jul-2018,6,31-Dec-2099,,100 J.P.MORGAN TRUST AUSTRALIA LD CLASS A4 MORT BKD FLTG RTE NTS 12/06/38,XS0302449078,83JU,Fixed interest (Trade reporting Only),B1XQXV3,,12-Jun-2038,0,,CWNR,NIOW,0,0,,GBP,CWNR,0,,,0,,,100 SEGRO PLC 7% NTS 14/03/22 £(VAR)(BR),XS0125077122,60PW,Trade Reporting only,3019252,,14-Mar-2022,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SERIES 2 CLASS A NTS 15/07/42,XS0454744375,93ES,Fixed interest (Trade reporting Only),B4QJWW4,,15-Jul-2042,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC CALL ZRO CPN NTS 25/06/48,XS1839540678,44VW,Fixed interest (Trade reporting Only),BDFXNZ0,25-Jun-2018,25-Jun-2048,0,Z,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BANK OF AMERICA CORPORATION CALL LIBOR ACC NTS 12/08/21,XS0657030333,10QG,Fixed interest (Trade reporting Only),B6X73T9,12-Aug-2011,21-Aug-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC SER 2015-1 CLS 2A2 FRN 21/01/70 (144A),US82846GAP54,54QU,Fixed interest (Trade reporting Only),BVXVRP0,19-Feb-2015,21-Jan-2070,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BP CAPITAL MARKETS PLC 3.643% GTD NTS 14/05/23,XS1821830160,43FC,Fixed interest (Trade reporting Only),BG5NQ96,14-May-2018,14-May-2023,3.643,F,CWTR,UICW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC MAWS ZHONGTIAN FIN GRP CO LTD 04/01/21,GB00BG8HGF12,87FQ,Fixed interest (Trade reporting Only),BG8HGF1,08-Jan-2020,04-Jan-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC MRKT ACC WNTS LKD ORD A SHS 23/11/21,GB00BZY3KR64,38WU,Fixed interest (Trade reporting Only),BZY3KR6,05-Apr-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MIDLAND HEART CAPITAL PLC 5.087% SEC BDS 20/09/44,XS0829538338,14MC,Fixed interest (Trade reporting Only),B7F57N0,21-Sep-2012,20-Sep-2044,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SERIES 1 CLS C AST BKD FRN 15/07/42,US71419GAN07,58MQ,Fixed interest (Trade reporting Only),B1TC757,,15-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 NATWEST MARKETS PLC 2.35% NTS 15/04/30,XS2158612445,79TB,Fixed interest (Trade reporting Only),BLR6074,15-Apr-2020,15-Apr-2030,2.35,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 LLOYDS BANK CORPORATE MARKETS PLC FLTG RTE NTS 05/07/21,XS2023380467,71EH,Fixed interest (Trade reporting Only),BK6NB54,05-Jul-2019,05-Jul-2021,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ECOBANK TRANSNATIONAL INCORPORATED FLTG RTE RESET CNV NTS 19/10/22,CI0000002408,99XA,Fixed interest (Trade reporting Only),BF1G818,20-Oct-2017,19-Oct-2022,0,V,MWNU,NICM,0,0,,USD,MWNU,0,,,0,,,100 SEPLAT PETROLEUM DEVELOPMENT CO.PLC 9.25% SNR NTS 01/04/23 (REG S),XS1789190243,46ZI,Fixed interest (Trade reporting Only),BG1XGW3,29-Aug-2018,01-Apr-2023,9.25,F,MWNU,NIOM,0,0,,USD,MWNU,0,,,0,,,100 MUNICIPALITY FINANCE PLC SINGLE CALL STEP-UP NTS 01/03/28,XS1778489309,19YS,Fixed interest (Trade reporting Only),BF4TP35,,01-Mar-2028,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 ASSA ABLOY AB 4.00% NTS 15/02/27,XS0744935130,11JY,Fixed interest (Trade reporting Only),B7JKMP8,15-Feb-2012,15-Feb-2027,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 18/07/22,XS1409751762,42NA,Fixed interest (Trade reporting Only),BD03V73,18-Jul-2016,18-Jul-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NOTES 12/04/27,GB00BFRNHR27,63TQ,Fixed interest (Trade reporting Only),BFRNHR2,15-Apr-2019,12-Apr-2027,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BANK OF MONTREAL 2.500% CVD BDS 11/01/23 (144A),US06367XD243,59GD,Fixed interest (Trade reporting Only),BDDXT43,11-Jan-2017,11-Jan-2023,2.5,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 3.875% NTS 28/10/41,US4581X0BT40,13UA,Fixed interest (Trade reporting Only),B75J0X3,27-Oct-2011,28-Oct-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION ZERO CPN NTS 15/02/29,XS1566184385,60RH,Fixed interest (Trade reporting Only),BYWPJL4,,15-Feb-2029,0,,PSNR,NIDP,0,0,,TRY,PSNR,0,,,0,,,100 INVESTEC BANK PLC 4.90% CDT LKD NTS 20/12/24,XS2063534817,91UO,Fixed interest (Trade reporting Only),BK8JDF4,10-Oct-2019,20-Dec-2024,5.3,F,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 LLOYDS BANKING GROUP PLC 1.000% NTS 09/11/23,XS1517174626,54SF,Fixed interest (Trade reporting Only),BYWLP14,09-Nov-2016,09-Nov-2023,1,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INTERNATIONAL BUS MACH CORP IBM 2.75 21/12/20,XS0996288717,EIB0,Order book for Fixed Income Securities,BFWM8H1,,21-Dec-2020,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 INVESTEC BANK PLC IMPALA TRPLE IDX 25/05/23,XS1590695836,69ZT,Fixed interest (Trade reporting Only),BF0MDY5,25-May-2017,25-May-2023,0,,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS SRS 1611 12/03/27,GB00BJ345848,84EX,Fixed interest (Trade reporting Only),BJ34584,13-Mar-2020,12-Mar-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MUFG BANK, LTD CALL ZRO CPN NTS 13/04/45,XS1211497612,76SI,Fixed interest (Trade reporting Only),BVYTZT3,13-Apr-2015,13-Apr-2045,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 FOSSE MASTER ISSUER PLC CLS A6 RES BKD NTS 18/10/2054 (144A),XS0630108800,63VB,Fixed interest (Trade reporting Only),B3YGQV7,25-May-2011,18-Oct-2054,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SBAB BANK AB (PUBL) 0.626% NTS 17/01/22,XS1887495932,52JO,Fixed interest (Trade reporting Only),BF55KX7,28-Sep-2018,17-Jan-2022,0.626,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 WESTPAC BANKING CORPORATION 0.250% INSTR 17/01/22,XS1506396974,50XZ,Fixed interest (Trade reporting Only),BD3D9F4,17-Oct-2016,17-Jan-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC HLDGS PLC 3.10% NTS 02/03/27,XS1481198213,44YX,Fixed interest (Trade reporting Only),BYZTBV7,02-Sep-2016,02-Mar-2027,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 CLAVIS SECURITIES PLC CLASS A3B NTS 15/12/31,XS0255438748,66AI,Fixed interest (Trade reporting Only),B16NSX8,,15-Dec-2031,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SSE PLC 2.375% NTS 10/02/22,XS1003017099,17RM,Fixed interest (Trade reporting Only),BH4T3T1,10-Dec-2013,10-Feb-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SANTANDER UK PLC FLTG RTE CVD BDS 20/09/22,XS1880870784,53DB,Fixed interest (Trade reporting Only),BDVPQJ5,20-Sep-2018,20-Sep-2022,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 PARAGON MORTGAGES (NO.13) PLC CLASS A2C MGT BKD FRN 15/01/39 A $,US69913DAD49,74JR,Fixed interest (Trade reporting Only),B1GCP45,,15-Jan-2039,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.70% NTS 19/05/23,XS2170186410,84GI,Fixed interest (Trade reporting Only),BM955J3,19-May-2020,19-May-2023,0.7,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 SOUTHERN HOUSING GROUP LD 4.50% SEC BDS 04/02/39,XS1023042507,58PR,Fixed interest (Trade reporting Only),BJMZDY0,05-Feb-2014,04-Feb-2039,0,,CWNU,EIOU,0,0,,GBP,CWNU,0,,,0,,,100 UNITED UTILITIES WATER FINANCE PLC 2.867% NTS 21/01/26,XS1937712898,61MK,Fixed interest (Trade reporting Only),BFMY189,21-Jan-2019,21-Jan-2026,2.867,F,PSTR,UIDP,0,0,,HKD,PSTR,0,,,0,,,100 NESTLE FINANCE INTERNATIONAL LD 0.125% NTS 12/11/27,XS2170362672,79WC,Fixed interest (Trade reporting Only),BMQ60S3,12-May-2020,12-Nov-2027,0.125,F,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 CITY OF GOTHENBURG FLTG RTE NTS 16/03/23,XS1791485441,34GX,Fixed interest (Trade reporting Only),BYVSCX7,,16-Mar-2023,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 LONDON WALL MORTGAGE CAPITAL PLC S.FLEET 17-01 CLASS A NTS 15/11/49,XS1654186979,78FN,Fixed interest (Trade reporting Only),BZ602G8,11-Aug-2017,15-Nov-2049,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 31/01/11,XS0123661596,92PR,Trade Reporting only,3004333,,31-Jan-2011,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 SG ISSUER NTS 04/06/24,GB00BF9B5H03,44BV,Fixed interest (Trade reporting Only),BF9B5H0,11-Jun-2018,04-Jun-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 AGRICULTURAL DEVELOPMENT BANK OF CH 3.18% BDS 06/11/22,HK0000536349,76TY,Fixed interest (Trade reporting Only),BJN4M61,07-Nov-2019,06-Nov-2022,3.18,F,PSTR,IIDP,0,0,,CNY,PSTR,0,,,0,,,100 HEATHROW FUNDING LD 9.20% CLS A UNWRAP BDS 29/04/23,XS0383000675,88CE,Fixed interest (Trade reporting Only),B3CPYT0,,29-Apr-2023,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SERIES 1 CLASS A3 MRT BKD NT 15/07/42,XS0359635298,42QB,Fixed interest (Trade reporting Only),B2R3ST0,,15-Jul-2042,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF AMERICA CORPORATION 2.75% AND CMS-LKD NTS 18/02/30,XS1183915351,75DE,Fixed interest (Trade reporting Only),BVYJ4P2,18-Feb-2015,18-Feb-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALLABLE 2.43% NTS 01/12/35,XS1279271974,73RP,Fixed interest (Trade reporting Only),BZ1K627,01-Dec-2015,01-Dec-2035,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 LLOYDS BANKING GROUP PLC ADR (EACH REPR 6.657% PREF SHS) REGS,US539439AE93,LLD5,Trade Reporting only,B3L4LN1,,31-Dec-9999,0,,MISL,ADPL,0,0,,USD,MISL,0,,,0,,,100 LLOYDS BANK PLC SER 2019-1 FLTG RTE CVRD BDS 14/01/22,XS1934739209,60UI,Fixed interest (Trade reporting Only),BHQSRW7,14-Jan-2019,14-Jan-2022,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NEW LOOK SENIOR ISSUER NWLKS 8.0 01/07/23,XS1248518232,ENL3,Order book for Fixed Income Securities,BFWM8R1,,01-Jul-2023,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 SG ISSUER NTS DUE 30/09/26,GB00BG8HJZ23,91XP,Fixed interest (Trade reporting Only),BG8HJZ2,25-Sep-2019,30-Sep-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 NATWEST MARKETS PLC 10 YEAR BULLET 8.31% NTS 10/05/2021,XS0622451663,47FP,Fixed interest (Trade reporting Only),B4PYDM7,10-May-2011,10-May-2021,0,,CWTR,UIDW,0,0,,NZD,CWTR,0,,,0,,,100 ANZ NEW ZEALAND (INT'L) LD 2.200% NTS DUE 17/07/20 (144A),US00182EBE86,76VJ,Fixed interest (Trade reporting Only),BF41TT5,19-Jul-2017,17-Jul-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 0.2770% SRS 2015-15 REG CVD BDS 17/12/21,XS1334768733,91AN,Fixed interest (Trade reporting Only),BD5JPH4,17-Dec-2015,17-Dec-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 26/08/22,XS1437014761,42RR,Fixed interest (Trade reporting Only),BD8F137,26-Aug-2016,26-Aug-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC UPSD PLS NTS W CAP AT RSK 02/03/21,GB00BSTK4R11,75EU,Fixed interest (Trade reporting Only),BSTK4R1,02-Mar-2015,02-Mar-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 22/03/24,XS1772752801,38EE,Fixed interest (Trade reporting Only),BG372D6,27-Mar-2018,22-Mar-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ANHEUSER-BUSCH INBEV SA/NV 2.25% NTS DUE 24/05/29,BE6295393936,69WH,Order book for Fixed Income Securities,BYQMFM4,24-May-2017,24-May-2029,2.25,F,RCNT,CWDQ,0,0,,GBP,RCNT,0,2.2449488650536296,,0,,,100 BARCLAYS BANK PLC WRT LKD SECS 03/09/21,XS1245592511,69FS,Fixed interest (Trade reporting Only),BZ18J88,04-Sep-2015,03-Sep-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL 1.92% NTS 18/03/44,XS1961113799,93KU,Fixed interest (Trade reporting Only),BJ32265,18-Mar-2019,18-Mar-2044,1.92,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 UBS AG 8.75% SUB BDS 18/12/25 £(VAR),XS0062270581,56IL,Trade Reporting only,0867636,,18-Dec-2025,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 KHADRAWY LIMITED 2.471% TST CERTS 31/03/25 (144A),US49374GAA76,66XO,Fixed interest (Trade reporting Only),BWT6B10,,31-Mar-2025,0,,SUKM,SK01,0,0,,USD,SUKM,0,,,0,,,100 CAMBRIDGESHIRE HOUSING CAPITAL PLC 4.25% SEC BDS 15/09/45,XS1103297849,54WW,Fixed interest (Trade reporting Only),BQSV6C0,16-Sep-2014,15-Sep-2045,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY CDT LKD NTS LKD CITIGROUP 20/06/23,XS1444484213,43LE,Fixed interest (Trade reporting Only),BD3GMQ5,27-Jul-2016,20-Jun-2023,0,,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 T.H.F.C.(INDEXED 2) LD 5.5% INDEX-LINKED STK 2024,GB0008701624,90IL,Fixed interest (Trade reporting Only),0870162,,30-Nov-2024,0,,CWTU,UIOU,0,0,,GBP,CWTU,0,,,0,,,100 BARCLAYS BANK PLC WRT LKD SECS 08/03/21,XS1144614580,64RU,Fixed interest (Trade reporting Only),BVFNSH3,23-Jan-2015,08-Mar-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NORDIC INVESTMENT BANK 1.125% NTS 15/12/23,XS1750210780,14SE,Fixed interest (Trade reporting Only),BFWCRG3,16-Jan-2018,15-Dec-2023,1.125,F,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 CLAVIS SECURITIES PLC CLASS A3B NTS 15/12/32,XS0302269096,58SS,Fixed interest (Trade reporting Only),B1Y9VG2,,15-Dec-2032,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN CALL NTS 16/05/33,XS0898439871,50DY,Fixed interest (Trade reporting Only),B9B3M93,16-May-2013,16-May-2033,0,,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA FLTG RTE NTS 13/03/21,XS2134427918,79ZD,Fixed interest (Trade reporting Only),BKV4T47,13-Mar-2020,13-Mar-2021,0,V,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 HSBC BANK PLC MAW QUANG NGAI SUGAR 29/10/20,GB00BG8HFR68,89VZ,Fixed interest (Trade reporting Only),BG8HFR6,29-Oct-2019,29-Oct-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CITIZEN TREASURY PLC 4.625% SEC BDS 03/12/42 (TEMP),XS2104310391,76WZ,Fixed interest (Trade reporting Only),BKV1MJ4,17-Jan-2020,03-Dec-2042,4.625,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 GENERAL ELECTRIC COMPANY 4.875% SUB NTS 18/09/37,XS0229561831,65LH,Fixed interest (SEAQ),B0KCMD2,,18-Sep-2037,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 LEEDS BUILDING SOCIETY 13 3/8% PERM INT BEARING SHS,GB0005104913,LBS,Fixed interest (SEAQ),0510491,,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 UNILEVER PLC 1.375% NTS 15/09/24,XS1684780031,83RH,Fixed interest (Trade reporting Only),BDZTYD3,15-Sep-2017,15-Sep-2024,1.375,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MACQUARIE GROUP LD 0.625% PD DEB INST 03/02/27,XS2105735935,79CB,Fixed interest (Trade reporting Only),BL1NPL0,03-Feb-2020,03-Feb-2027,0.625,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INTERMEDIATE CAPITAL GROUP PLC 1.625% GTD NTS 17/02/27,XS2117435904,77QM,Fixed interest (Trade reporting Only),BKTZQK7,18-Feb-2020,17-Feb-2027,1.625,F,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS A3 FLTG RTE NTS 20/06/30,XS0220174469,32BC,Trade Reporting only,B09G127,,20-Jun-2030,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 BANK OF NOVA SCOTIA FLTG RTE NTS 23/07/20,XS1859197656,47IQ,Fixed interest (Trade reporting Only),BG1VDD7,23-Jul-2018,23-Jul-2020,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 LLOYDS BANK PLC CALL ZRO CPN NTS 23/09/45,XS1291944137,13DA,Fixed interest (Trade reporting Only),BYVYKQ4,23-Sep-2015,23-Sep-2045,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL 5.125% NTS 23/12/30,XS0568882921,94FX,Fixed interest (Trade reporting Only),B669H34,,23-Dec-2030,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SVENSKA HANDELSBANKEN 4.375% NTS 20/10/2021,XS0693812355,11RL,Fixed interest (Trade reporting Only),B73S4Y1,20-Oct-2011,20-Oct-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 23 PLC CLASS C MORT BKD FLTG RTE NTS 16/03/41,XS0398242304,55RZ,Fixed interest (Trade reporting Only),B4NBL93,,16-Mar-2041,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 29/12/25,JE00BYSRJY71,10AW,Fixed interest (Trade reporting Only),BYSRJY7,06-Jan-2016,29-Dec-2025,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 COVENTRY BUILDING SOCIETY SRS 2 FLTG RTE CVD BDS 24/11/23,XS0400750542,88GV,Fixed interest (Trade reporting Only),B3FND94,,24-Nov-2023,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EMIRATE OF ABU DHABI 3.875% NTS 16/04/50 (REG S),XS2125308242,LFZU,Fixed interest (Trade reporting Only),BLGVPM0,16-Apr-2020,16-Apr-2050,3.875,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 TURKIYE GARANTI BANKASI 6.25% NTS 20/04/2021 (144A),US900148AA51,62KO,Fixed interest (Trade reporting Only),B4V27R8,21-Apr-2011,20-Apr-2021,0,,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC NOTES EUKAIROS PREF SHS 1353 14/06/27,XS1984642956,69IT,Fixed interest (Trade reporting Only),BHR36N5,14-Jun-2019,14-Jun-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BARCLAYS BANK PLC WTS LKD SEC 19/09/23,XS1620540408,83SX,Fixed interest (Trade reporting Only),BF2PG32,19-Sep-2017,19-Sep-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ANHEUSER-BUSCH INBEV SA/NV 1.950% NTS 30/09/21,BE6265141083,46QO,Fixed interest (Trade reporting Only),BL25KR6,31-Mar-2014,30-Sep-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 B.A.T. CAPITAL CORPORATION 2.125% GRNTD NTS DUE 15/08/25,XS1664647499,79DR,Fixed interest (Trade reporting Only),BF53JK1,16-Aug-2017,15-Aug-2025,2.125,F,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZRO CPN NTS 18/09/43,XS0970834106,82CD,Fixed interest (Trade reporting Only),BDZRS24,18-Sep-2013,18-Sep-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EIKA BOLIGKREDITT AS 0.375% CVD NTS 20/04/23,XS1397054245,33TH,Fixed interest (Trade reporting Only),BD2YCD7,20-Apr-2016,20-Apr-2023,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 4.435% NTS 19/02/48,XS1772758162,17XO,Fixed interest (Trade reporting Only),BF0VF57,19-Feb-2018,19-Feb-2048,4.435,F,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 NORTHUMBRIAN WATER FINANCE PLC 1.6274% IDX-LKD GUAR BDS 30/01/41 £ (BR),XS0240294339,90LM,Fixed interest (Trade reporting Only),B0XP7G6,,30-Jan-2041,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 REPUBLIC OF CHILE 2.550% NTS 27/01/32,US168863DN50,84MK,Fixed interest (Trade reporting Only),BL1N060,05-Feb-2020,27-Jan-2032,2.55,F,PSTR,IIDP,0,0,,USD,PSTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL RTE LKT INT NTS 03/03/27,XS1490302806,61SM,Fixed interest (Trade reporting Only),BF07DV7,03-Mar-2017,03-Mar-2027,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 TORONTO-DOMINION BANK FLTG RTE SER CBL25 CVD BDS 24/06/22,XS2016805496,94HI,Fixed interest (Trade reporting Only),BJN6R51,24-Jun-2019,24-Jun-2022,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.5 PLC CLASS 'A' MTG-BCKD FRN 10/06/37 (144A),US76110UAA88,71NK,Trade Reporting only,0540573,,10-Jun-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS GREE 23/11/21,GB00BG64D203,60BX,Fixed interest (Trade reporting Only),BG64D20,21-Nov-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 COMMERZBANK AG AUTOCALLABLE NOTES DUE 07/10/21,GB00BYW6Q612,44HX,Fixed interest (Trade reporting Only),BYW6Q61,16-Oct-2015,07-Oct-2021,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS B4 FLTG RTE NTS 25/12/54 (REGS),XS0240606755,73XR,Fixed interest (Trade reporting Only),B0X7TB1,,25-Dec-2054,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SINFONIA FINANCE B.V. INSTALMENT SEC NTS 15/06/41,XS0150972726,35GM,Trade Reporting only,3257728,,15-Jun-2041,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 BANK OF MONTREAL ZRO CPN CALL DEP NTS 12/03/43,XS0901592088,19KT,Fixed interest (Trade reporting Only),B9M04N1,12-Mar-2013,12-Mar-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 UK TREASURY STRIP 07SEP2032CPN,GB0032729252,89BY,Gilts,3272925,,07-Sep-2032,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 EDP FINANCE B.V 4.125% NTS 29/06/20,XS0223447227,32ED,Trade Reporting only,B0C6JD1,,29-Jun-2020,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 SG ISSUER NTS 17/09/26,GB00BFRNG314,53KT,Fixed interest (Trade reporting Only),BFRNG31,24-Sep-2018,17-Sep-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BHP BILLITON FINANCE LD 2.25% NTS 25/09/20,XS0834386228,16IK,Fixed interest (Trade reporting Only),B8FBDH1,25-Sep-2012,24-Sep-2027,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 BAE SYSTEMS PLC 3.400% NTS 15/04/30 (144A),US05523RAD98,BH7W,Fixed interest (Trade reporting Only),BKY6326,15-Apr-2020,15-Apr-2030,3.4,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 THAMES WATER UTILITIES CAYMANFIN.LD THAMES 1 7/8 01/24/24,XS1555168282,13EJ,Order book for Fixed Income Securities,BYVZML6,,24-Jan-2024,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 SG ISSUER NTS 15/08/24,JE00BYZCV615,60DI,Fixed interest (Trade reporting Only),BYZCV61,01-Feb-2017,15-Aug-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BANK OF AMERICA CORPORATION 8.49% BR NTS 13/09/27,XS0320690885,67BN,Fixed interest (Trade reporting Only),B24F640,,13-Sep-2027,0,,CWNR,NIDW,0,0,,MXN,CWNR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLS M1 FLTG RTE NTS 19/12/54,US38741YCJ64,49VY,Fixed interest (Trade reporting Only),B1FHCX9,,19-Dec-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 DORIC NIMROD AIR FINANCE ALPHA LTD CLS A PT CERTS 2012-1 30/11/24 (REGS),USG2901NAA66,38KG,Fixed interest (Trade reporting Only),B8N48Q6,12-Jul-2012,30-Nov-2024,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 THE REPUBLIC OF KAZAKHSTAN 2.375% NTS 09/11/28 (144A),XS1901845526,59QW,Fixed interest (Trade reporting Only),BG47ZL4,12-Nov-2018,09-Nov-2028,2.375,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. MUTLI-CALL ZERO CPN 12/03/49,XS1959469575,62NP,Fixed interest (Trade reporting Only),BHRWS47,12-Mar-2019,12-Mar-2049,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK ZERO CPN CALL NTS 30/07/57,XS2034906581,72IN,Fixed interest (Trade reporting Only),BK1XKN0,,30-Jul-2057,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 SUMITOMO CORP CAPITAL EUROPE PLC 1.53% CALL NTS 22/02/21,XS0591965537,79GS,Fixed interest (Trade reporting Only),B4L7BT3,22-Feb-2011,22-Feb-2021,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG 1.125% GTD NTS 15/12/22,XS2010155880,93QW,Fixed interest (Trade reporting Only),BJ9K315,12-Jun-2019,15-Dec-2022,1.125,F,PSNR,EIDP,0,0,,GBP,PSNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL FLTG CORRIDOR NTS 30/03/22,XS0291329844,33WI,Fixed interest (Trade reporting Only),B1XGK45,,30-Mar-2022,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 4 CLS M FRN 17/02/52 (144A),US041239AL85,66JL,Fixed interest (Trade reporting Only),B1GJW12,,17-Feb-2052,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD FLT RTE NTS 10/09/20,XS2051127079,92AC,Fixed interest (Trade reporting Only),BJVQNW2,10-Sep-2019,10-Sep-2020,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 TRFC 2013-1 PLC 2.928% SEC RPI-LKD NTS 02/08/36,XS1006069766,32FT,Fixed interest (Trade reporting Only),BHBFSV9,27-Dec-2013,02-Aug-2036,0,,CWNU,EIOU,0,0,,GBP,CWNU,0,,,0,,,100 SVENSK EXPORTKREDIT(AB) ZERO CPN CALL INSTR 22/04/39,XS0424103066,76EJ,Fixed interest (Trade reporting Only),B41X2G5,,22-Apr-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 TORONTO-DOMINION BANK 0.50% SRS CBL17 COV BDS 03/04/24,XS1588284056,63HC,Fixed interest (Trade reporting Only),BD0XP37,03-Apr-2017,03-Apr-2024,0.5,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PREF SER 1403 02/08/27,XS2008529666,73CA,Fixed interest (Trade reporting Only),BHR3721,02-Aug-2019,02-Aug-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NATWEST MARKETS PLC FLTG RTS NTS 01/03/21 (TEMP),XS2082802443,84PL,Fixed interest (Trade reporting Only),BL1GR35,20-Nov-2019,01-Mar-2021,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 WESTPAC BANKING CORPORATION FLTG RTE INST 04/12/20,XS1917808849,60EY,Fixed interest (Trade reporting Only),BGRCH10,04-Dec-2018,04-Dec-2020,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 1.250% GTD NTS 07/12/22 (TEMP),XS2078550576,92YU,Fixed interest (Trade reporting Only),BG0V190,,07-Dec-2022,0,,PSNR,EIDP,0,0,,GBP,PSNR,0,,,0,,,100 ITV PLC 2.00% NTS 01/12/23,XS1525536840,55WL,Fixed interest (Trade reporting Only),BDSFBP9,02-Dec-2016,01-Dec-2023,2,F,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 MORRISON(WM.)SUPERMARKETS PLC 3.50% NTS 27/07/26,XS0808629389,99WZ,Fixed interest (Trade reporting Only),B8KGKN6,27-Jul-2012,27-Jul-2026,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC WRT LKD SEC 09/08/21,XS1229499402,88LH,Fixed interest (Trade reporting Only),BYY08Y3,03-Jul-2015,09-Aug-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 30/03/15,XS0216787167,52UC,Trade Reporting only,B091KD6,,30-Mar-2015,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 3.20% NOTES DUE 07/08/42,US4581X0BX51,38LW,Fixed interest (Trade reporting Only),B8Q8QF0,07-Aug-2012,07-Aug-2042,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS INV PREF SRS 1149 02/09/24,GB00BFZNGC25,51DN,Fixed interest (Trade reporting Only),BFZNGC2,03-Sep-2018,02-Sep-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BARCLAYS BANK PLC CMS LKD SECS 30/03/21,XS0568877095,46VA,Fixed interest (Trade reporting Only),B51Z1H2,31-Mar-2011,30-Mar-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NOMURA BANK INTERNATIONAL PLC 0.80% NTS 20/12/20,XS0458261715,79ID,Fixed interest (Trade reporting Only),B3LTN07,01-Mar-2011,20-Dec-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 TOYOTA MOTOR FIN (NETHERLANDS) B.V FLTG RTE NTS 27/10/20,XS1706971469,93SH,Fixed interest (Trade reporting Only),BF543F7,27-Oct-2017,27-Oct-2020,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN NTS 05/04/24,XS0294035208,42CC,Fixed interest (Trade reporting Only),B1WKZR6,,05-Apr-2024,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 AUBURN SECURITIES 5 PLC A1 MTG BKD FLTG RTE NTS 01/12/41 £(BR),XS0228779509,49AH,Fixed interest (Trade reporting Only),B0LDHF1,,01-Dec-2041,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 MORGAN STANLEY 3.24% NTS 14/12/22,XS0866852485,14ZW,Fixed interest (Trade reporting Only),B7KV3V3,17-Dec-2012,14-Dec-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 PUMA FINANCE LD CLASS A3 FLTG RTE NTS 15/04/31,XS0099620261,03OE,Trade Reporting only,0824738,,15-Apr-2031,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 17/08/09,XS0199034603,36DA,Trade Reporting only,B08X2H1,,17-Aug-2009,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 INCOMMUNITIES TREASURY PLC 3.250% SEC BDS 21/03/49,XS1963842437,94BD,Fixed interest (Trade reporting Only),BHZS3H5,22-Mar-2019,21-Mar-2049,3.25,F,MWTU,UIOM,0,0,,GBP,MWTU,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC 1.625% GRNTD GREEN BNDS 10/08/25,XS1659112616,78QB,Fixed interest (Trade reporting Only),BF08MW4,10-Aug-2017,10-Aug-2025,1.625,F,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 BLEND FUNDING PLC 3.459% SECURED NTS 21/09/49,XS1879603717,51NF,Fixed interest (Trade reporting Only),BFZ6JW2,21-Sep-2018,21-Sep-2049,3.459,F,MWNM,EICT,0,0,,GBP,MWNM,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 10.00% NTS 13/10/21,XS1698526263,91JQ,Fixed interest (Trade reporting Only),BZ1HF65,13-Oct-2017,13-Oct-2021,10,F,CWTR,UIDW,0,0,,TRY,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL 1.53% NTS 07/07/47,XS1640500333,75NX,Fixed interest (Trade reporting Only),BF1YBS0,,07-Jul-2047,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC SU CALL NTS 24/04/26,XS1061666092,48IF,Fixed interest (Trade reporting Only),BLZH7Y5,28-Apr-2014,24-Apr-2026,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 SWEDISH MATCH AB 1.20% NTS 10/11/25,XS1715328768,95FM,Fixed interest (Trade reporting Only),BF06LL0,08-Nov-2017,10-Nov-2025,1.2,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 MORGAN STANLEY B.V. EQTY LKD NTS 20/03/28,XS0906361117,69OV,Fixed interest (Trade reporting Only),B8RHY63,20-Mar-2013,20-Mar-2028,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC 2020-1 CLS 4AR MB FRN 21/01/70 (REG S),XS2109588868,83YZ,Fixed interest (Trade reporting Only),BKT6581,06-Feb-2020,21-Jan-2070,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 01/08/23,XS1860218608,46WQ,Fixed interest (Trade reporting Only),BFYYTL6,01-Aug-2018,01-Aug-2023,0,O,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 GOSFORTH FUNDING 2016-1 PLC M MTG-BCKD FLTG RTE NTS 15/02/58 REG S,XS1340860177,12RA,Fixed interest (Trade reporting Only),BYYWSF0,26-Jan-2016,15-Feb-2058,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 LUKOIL INTERNATIONAL FINANCE B.V. 6.656% NTS 07/06/22 $ (REG S),XS0304274599,70ZZ,Fixed interest (Trade reporting Only),B1YC5G9,,07-Jun-2022,0,,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 KOMATSU FINANCE AMERICA INC 2.437% GTD NTS 11/09/22,XS1678457463,82IF,Fixed interest (Trade reporting Only),BF93VK1,12-Sep-2017,11-Sep-2022,2.437,F,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 6.70% NTS 09/08/21,XS0656973863,11AL,Fixed interest (Trade reporting Only),B6RYP23,09-Aug-2011,09-Aug-2021,0,,CWNR,NIDW,0,0,,NZD,CWNR,0,,,0,,,100 SANTOS(CITY OF) 7% CONS STLG LN 1927('A' 2 1/8%)(BR),QQ0007763014,BC09,Trade Reporting only,0776301,,31-Dec-9999,0,,MISC,CSTF,0,0,,GBP,MISC,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV (MNT LKD) AMORT 9.80% NTS 10/12/23,XS1806486749,39GZ,Fixed interest (Trade reporting Only),BFNSQ29,12-Apr-2018,10-Dec-2023,9.8,O,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZERO CPN NTS 10/03/37,XS1574116916,61YO,Fixed interest (Trade reporting Only),BYPZY38,,10-Mar-2037,0,,PSNR,NIDP,0,0,,TRY,PSNR,0,,,0,,,100 SIGMA FINANCE CORPORATION 5.17% NTS 28/03/13,XS0248256470,36EQ,Fixed interest (Trade reporting Only),B11PRB0,,28-Mar-2013,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 EDP FINANCE B.V 8.625% NTS 04/01/24,XS0397015537,71TM,Fixed interest (Trade reporting Only),B3F8XJ9,,04-Jan-2024,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 THE AFRICAN DEVELOPMENT BANK 0.2425% NTS 14/04/23,XS2155367266,83BX,Fixed interest (Trade reporting Only),BLR6063,,14-Apr-2023,0,,PSTR,UIDP,0,0,,SEK,PSTR,0,,,0,,,100 FOSSE MASTER ISSUER PLC CLS 2A2 RES BKD NTS 18/10/2054 (REGS),XS0784926353,23FQ,Fixed interest (Trade reporting Only),B8CL062,23-May-2012,18-Oct-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC PHX KO NTS CAR 22/12/25,XS2089315399,88OI,Fixed interest (Trade reporting Only),BGMJRM7,23-Dec-2019,22-Dec-2025,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC SSTEP-UP FXD RTE NTS 09/02/28,XS1766510678,17GO,Fixed interest (Trade reporting Only),BG04F19,,09-Feb-2028,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PREF SHS 04/11/22,XS1488059038,52XD,Fixed interest (Trade reporting Only),BYX8WW4,07-Nov-2016,04-Nov-2022,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 GREECE,(KINGDOM OF) 4% RENTES 1889(ASSD WITH ACCEPT CERT),GB0003861753,BB87,Trade Reporting only,0386175,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 WELLS FARGO & COMPANY STP UP CALL NTS 16/06/56,XS1432729157,38OX,Fixed interest (Trade reporting Only),BD04529,16-Jun-2016,16-Jun-2056,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ARGENTARIA GLOBAL FINANCE LD ZERO CPN NTS 17/02/28,XS0084438281,79LE,Trade Reporting only,0251853,,17-Feb-2028,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 17/08/40,XS0531069358,45HM,Fixed interest (Trade reporting Only),B50W4Y2,,17-Aug-2040,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 FEDERAL REPUBLIC OF NIGERIA (THE) 7.696% NTS 23/02/38 (REG S),XS1777972941,19QV,Fixed interest (Trade reporting Only),BDFK953,23-Feb-2018,23-Feb-2038,7.696,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 27/05/21,JE00BXNSW054,80YB,Fixed interest (Trade reporting Only),BXNSW05,22-May-2015,27-May-2021,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS 1089 03/06/24,GB00BDVQ2L22,43VX,Fixed interest (Trade reporting Only),BDVQ2L2,04-Jun-2018,03-Jun-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CAPD FLTG RTE NTS 01/07/2021,XS1438199579,42FD,Fixed interest (Trade reporting Only),BD9WSH0,01-Jul-2016,01-Jul-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC 7.00% CRED LKD NTS 20/06/23,XS1794365236,37WV,Fixed interest (Trade reporting Only),BFWMN87,26-Mar-2018,20-Jun-2023,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL 5.40% NTS 22/03/41,XS0607105383,96AP,Fixed interest (Trade reporting Only),B43K480,22-Mar-2011,22-Mar-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BANK OF AMERICA CORPORATION CALL ZERO CPN NTS 28/03/32,XS0763531232,13MD,Fixed interest (Trade reporting Only),B7V7KQ4,28-Mar-2012,28-Mar-2032,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 05/11/39,XS0462171108,60JK,Fixed interest (Trade reporting Only),B58W295,,05-Nov-2039,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 4.775% NTS 17/12/22,XS0564643525,78TC,Fixed interest (Trade reporting Only),B52VPT9,,17-Dec-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NIBC BANK N.V. CALL NON-INT-BRNG INST 23/04/31,XS0127089554,88PY,Trade Reporting only,3040735,,23-Apr-2031,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 NATWEST MARKETS PLC 0.43% NTS 16/04/21,XS1983360253,64FG,Fixed interest (Trade reporting Only),BK8Y1K0,17-Apr-2019,16-Apr-2021,0.43,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 EUROFIMA 5.50% NTS 07/06/32,XS0132378166,38QI,Trade Reporting only,3068038,,07-Jun-2032,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 BBVA INTERNATIONAL PREF S.A SERIES B FXD/FLTG RTE NON-CUM 20/09/16BR,XS0266971745,41NB,Fixed interest (Trade reporting Only),B1DGKT0,,31-Dec-9999,0,,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 UBS AG FLIPPER 5.11%/CMS RTE NTS 07/01/23,XS0337719594,59WY,Fixed interest (Trade reporting Only),B2NRMV6,,07-Jan-2023,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 BARCLAYS BANK PLC FLTG RTE SECS 15/03/22,XS1913984594,62TR,Fixed interest (Trade reporting Only),BJH7KF1,15-Mar-2019,15-Mar-2022,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC EUR KCK OT NTS DUE 18/08/22,XS1632770001,79MU,Fixed interest (Trade reporting Only),BF2N108,18-Aug-2017,18-Aug-2022,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 HSBC BANK PLC MAN LKD ABU COM BNK ORD SHS 18/08/20,XS2041147658,93WY,Fixed interest (Trade reporting Only),BFZ9J32,13-Aug-2019,18-Aug-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. 4.80% NTS DUE 01/06/21,XS1824235482,43XI,Fixed interest (Trade reporting Only),BG43KD9,01-Jun-2018,01-Jun-2021,4.8,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 29/07/39,XS0441636916,76KL,Fixed interest (Trade reporting Only),B3V91V4,,29-Jul-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC CALL ZERO CPN NTS 24/02/2032,XS0549976040,42GT,Fixed interest (Trade reporting Only),B7N0RF9,24-Feb-2012,24-Feb-2032,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC EUR KICK OUT NOTES DUE 27/06/22,XS1591578734,74YW,Fixed interest (Trade reporting Only),BZBYDB7,27-Jun-2017,27-Jun-2022,0,O,CRNR,NIDR,0,0,,EUR,CRNR,0,,,0,,,100 STOCKHOLMS LANS LANDSTING 1.45% NTS 03/02/25,XS1181161511,63NE,Fixed interest (Trade reporting Only),BVVT2F1,05-Feb-2015,03-Feb-2025,0,,CWTR,UIDW,0,0,,SEK,CWTR,0,,,0,,,100 INVESTEC BANK PLC GBP KO NTS CAR 26/03/24,XS1758702457,37YG,Fixed interest (Trade reporting Only),BFWMNF4,26-Mar-2018,26-Mar-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LONDON & QUADRANT HOUSING TRUST 4.625% BDS 05/12/33 (GBP) (BR),XS0769361709,96CA,Fixed interest (Trade reporting Only),B6RY8B3,10-Apr-2012,05-Dec-2033,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 REASSURE GROUP PLC 4.016% TIER 3 SUB NTS 13/06/26,XS2012048281,73IC,Fixed interest (Trade reporting Only),BK79M03,15-Aug-2019,13-Jun-2026,4.016,F,CWTU,UIOU,0,0,,GBP,CWTU,0,,,0,,,100 HOLMES MASTER ISSUER PLC 2012-2 A RES MORT BCK FR NTS 15/10/2054,XS0773322606,13NT,Fixed interest (Trade reporting Only),B7NFV74,19-Apr-2012,15-Oct-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 UK TREASURY STRIP 4 1/4%07DEC2049PRINCIPAL,GB00B3FMYZ45,71WN,Gilts,B3FMYZ4,,07-Dec-2049,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 FEDERAL REPUBLIC OF NIGERIA (THE) 6.75% NTS 28/01/21(RES),US65412AAA07,78US,Fixed interest (Trade reporting Only),B52DHR7,02-Feb-2011,28-Jan-2021,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC 10.00% SUBORD NTS 21/05/21,XS0429325748,88RJ,Fixed interest (Trade reporting Only),B4XDHN5,,21-May-2021,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMPALA TRPLE INDX 23/08/23,XS1652809465,80CP,Fixed interest (Trade reporting Only),BF04Q31,29-Aug-2017,23-Aug-2023,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 LLOYDS BANK PLC ZERO COUPON NTS 30/06/26,XS0567300958,64GW,Fixed interest (Trade reporting Only),BG0L479,17-Apr-2019,30-Jun-2026,0,Z,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS FLTG RTE NTS 22/03/24,XS1883116441,62VC,Fixed interest (Trade reporting Only),BJMHS85,22-Mar-2019,22-Mar-2024,0,V,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC 2A1 RMB FRN 17/05/2060 REGS,XS0743625088,51JP,Fixed interest (Trade reporting Only),B7FMYY1,14-Feb-2012,17-May-2060,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 13/12/23,GB00BF6XDD11,12VR,Fixed interest (Trade reporting Only),BF6XDD1,29-Dec-2017,13-Dec-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 ARRAN RESIDENTIAL MTG FDG NO.1 PLC CLASS DB AST BKD FRN 12/04/56 USD(144A),US042706AK70,82MW,Fixed interest (Trade reporting Only),B16DG34,,12-Apr-2056,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL ZERO CPN NTS 05/08/46,XS1462035665,43YY,Fixed interest (Trade reporting Only),BD4GTC9,05-Aug-2016,05-Aug-2046,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CONSORT HEALTHCARE (TAMESIDE) PLC 1.9810% IDX-LKD GTD SEC BD 29/08/41 £ BR,XS0321115130,42IE,Fixed interest (Trade reporting Only),B27W8Q4,,29-Aug-2041,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 1.375% GTD NTS 21/09/21 REG S,XS1498532271,49GJ,Fixed interest (Trade reporting Only),BYX4R05,,21-Sep-2021,0,,PSTR,UIDP,0,0,,USD,PSTR,0,,,0,,,100 MOUND FINANCING (NO.5) PLC 2 CLASS B AST BKD FRN 08/02/42 $ REGS,XS0255918871,73JS,Fixed interest (Trade reporting Only),B15SV35,,08-Feb-2042,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP OLD MUT 6.50% FRN 03/06/21,XS1327061823,13PE,Fixed interest (Trade reporting Only),BZCTLB7,04-Feb-2016,03-Jun-2021,0,,CWTR,UIDW,0,0,,ZAR,CWTR,0,,,0,,,100 QNB FINANCE FLTG RTE NTS 18/02/22,XS2115361870,67KQ,Fixed interest (Trade reporting Only),BK8ZK84,18-Feb-2020,18-Feb-2022,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 CITY OF STOCKHOLM FLT RTE NTS 27/01/25,XS2109608997,81UU,Fixed interest (Trade reporting Only),BL71J05,,27-Jan-2025,0,,PSNR,EIDP,0,0,,NOK,PSNR,0,,,0,,,100 GREECE,(KINGDOM OF) 5% 1914 STLG FDG BDS 1965,GB0003864872,33GY,Trade Reporting only,0386487,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 HSBC BANK PLC MAWS TIANQI LITHIUM CORP 20/11/20,GB00BG8HFY36,88SZ,Fixed interest (Trade reporting Only),BG8HFY3,27-Nov-2019,20-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA ZERO CPN CALL NTS 12/10/41,XS0690980882,91PS,Fixed interest (Trade reporting Only),B4PXZL7,12-Oct-2011,12-Oct-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 06/06/41,XS0631903571,80EA,Fixed interest (Trade reporting Only),B560TJ0,06-Jun-2011,06-Jun-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.6 PLC CLASS'M'NTS 2037 £(BR)(144 A),XS0098794125,98NX,Trade Reporting only,0763659,,13-Sep-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS INV P/S SRS 1212 12/12/25,GB00BFMWYX97,59ZZ,Fixed interest (Trade reporting Only),BFMWYX9,14-Dec-2018,12-Dec-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HEYLO HOUSING SECURED BOND PLC 1.625% INF LKD GBP BNDS 2028,XS1880955007,HEY1,Order book for Fixed Income Securities,BGDQ0W8,26-Oct-2018,30-Sep-2028,1.625,F,RCNT,CRDQ,0,0,,GBP,RCNT,0,1.8523795953263038,,6,,,100 PARAGON MORTGAGES NO.26 PLC CLS Z MORT BKD FRN 15/05/45,XS1938532006,95LO,Fixed interest (Trade reporting Only),BK959Q4,04-Jul-2019,15-May-2045,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC SECS 19/03/26,XS2076300982,79PV,Fixed interest (Trade reporting Only),BK942J5,19-Mar-2020,19-Mar-2026,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BARCLAYS PLC 1.43% NTS 28/01/21,XS1354313113,12XC,Fixed interest (Trade reporting Only),BYN6767,28-Jan-2016,28-Jan-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 MANCHESTER CORP 4% CONS IRRD STK,GB0005600217,99HK,Trade Reporting only,0560021,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 BRIT LIMITED 6.625% SUB NTS 09/12/30 £ (BR),XS0237631097,32OW,Fixed interest (SEAQ),B0SRM51,,09-Dec-2030,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 XSTRATA CANADA FINANCIAL CORP. 7.375% GTD NTS 27/05/20,XS0366204393,86KD,Fixed interest (Trade reporting Only),B39HF07,,27-May-2020,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 PARAGON MORTGAGES (NO.12) PLC CLASS A2C MTG BKD FRN 15/11/38 USD(144A),US69913BAB27,40YA,Fixed interest (Trade reporting Only),B19DD74,,15-Nov-2038,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL FLTG RNGE ACC NTS 26/04/21,XS0250343174,73LD,Fixed interest (Trade reporting Only),B13MPJ3,,26-Apr-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 LEGAL & GENERAL GROUP PLC 5.125% RESET SUBORD NTS 14/11/48,XS1907317660,46FQ,Fixed interest (Trade reporting Only),BH05DR1,14-Nov-2018,14-Nov-2048,5.125,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ARAB REPUBLIC OF EGYPT (THE) 4.5500% NTS 20/11/23 (REG S),XS2079842485,78XT,Fixed interest (Trade reporting Only),BJTM258,20-Nov-2019,20-Nov-2023,4.55,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 1.481% SER 2017-03 REG CVD BDS 08/12/38,XS1731837123,10OL,Fixed interest (Trade reporting Only),BFF5BY5,08-Dec-2017,08-Dec-2038,1.481,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK FLTG RT CRD LKD NTS NAT AUS BK 30/06/23,XS1279280298,31WU,Fixed interest (Trade reporting Only),BYQRT61,08-Apr-2016,30-Jun-2023,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK 2.75% NTS 07/09/32,XS0824127277,14KH,Fixed interest (Trade reporting Only),B71CZM0,07-Sep-2012,07-Sep-2032,0,,PSTR,UIDP,0,0,,SEK,PSTR,0,,,0,,,100 ANHEUSER-BUSCH INBEV SA/NV 2.85% NTS DUE 25/05/37,BE6295395956,69WI,Fixed interest (Trade reporting Only),BYQMDY2,24-May-2017,25-Mar-2037,2.85,F,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 COMMERZBANK AG AUTO CLLBLE DUE 13/09/23,XS1657666019,84BM,Fixed interest (Trade reporting Only),BYV44K6,22-Sep-2017,13-Sep-2023,0,Z,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 UK TREASURY STRIP 1 3/4% 07SEP2037PRINCIPAL,GB00BZ4TGS74,T37,Gilts,BZ4TGS7,,07-Sep-2037,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 THE REPUBLIC OF KENYA 8.250% NTS 28/02/48 (144A),US491798AH73,19WX,Fixed interest (Trade reporting Only),BG1TXT7,02-Mar-2018,28-Feb-2048,8.25,F,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 BRITISH TELECOMMUNICATIONS PLC 0.500% NTS 12/09/25,XS2051494222,92KV,Fixed interest (Trade reporting Only),BK4W830,30-Sep-2019,12-Sep-2025,0.5,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INTER-AMERICAN INVEST CORP FLTG RT NTS 12/10/21,XS1892115111,55IM,Fixed interest (Trade reporting Only),BF8Q123,,12-Oct-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 OP CORPORATE BANK PLC NON-CUM PERP CAP SECURITIES EUR (BR),XS0213603177,50UO,Fixed interest (Trade reporting Only),B23MPW3,,31-Dec-9999,0,,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 CITY OF STOCKHOLM 0.675% NTS 15/02/22,XS1565309728,60PM,Fixed interest (Trade reporting Only),BYWPHW1,,15-Feb-2022,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 SG ISSUER NTS 31/03/27,JE00BZ76TR53,46HB,Fixed interest (Trade reporting Only),BZ76TR5,16-Sep-2016,31-Mar-2027,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 UNILEVER NV 1.375% NTS DUE 31/07/29,XS1654192274,77IP,Fixed interest (Trade reporting Only),BYX38R6,31-Jul-2017,31-Jul-2029,1.375,F,CRNR,NIDR,0,0,,EUR,CRNR,0,,,0,,,100 DAIMLER AG DAIGR 2 3/8 12/16/21,XS1334170799,13IR,Order book for Fixed Income Securities,BYVZM49,,16-Dec-2021,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 AKADEMISKA HUS AB 4.35% NTS 27/06/36,XS0641758403,80HB,Fixed interest (Trade reporting Only),B4XXQ94,27-Jun-2011,27-Jun-2036,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG FLTG RTE GTD NTS 22/11/21,XS2168090095,17OB,Fixed interest (Trade reporting Only),BM8R2D3,05-May-2020,22-Nov-2021,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 16.00% NTS 05/01/22,XS2019814172,62ZT,Fixed interest (Trade reporting Only),BJDX901,05-Jul-2019,05-Jan-2022,16,F,CRNR,EIDR,0,0,,TRY,CRNR,0,,,0,,,100 SG ISSUER NTS 05/01/24,GB00BF6XDC04,14LX,Fixed interest (Trade reporting Only),BF6XDC0,12-Jan-2018,05-Jan-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 5.50% NTS DUE 23/08/21,XS1665173974,79SW,Fixed interest (Trade reporting Only),BF5KF60,23-Aug-2017,23-Aug-2021,5.5,F,CRNR,NIDR,0,0,,INR,CRNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL ZERO CPN NTS 01/03/48,XS1785320570,19YI,Fixed interest (Trade reporting Only),BF4TND1,01-Mar-2018,01-Mar-2048,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 WELLS FARGO & COMPANY FLTG RTE NTS 26/04/21,XS1400169428,34DM,Fixed interest (Trade reporting Only),BD0Z492,26-Apr-2016,26-Apr-2021,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 A2DOMINION HOUSING GROUP LIMITED 2.625% NTS 11/12/30,XS2089975994,78CC,Fixed interest (Trade reporting Only),BJBYD93,11-Dec-2019,11-Dec-2030,2.625,F,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 HBOS TREASURY SERVICES PLC CALL ZERO CPN NTS 28/09/34,XS0201491080,89PN,Trade Reporting only,B0315M6,,28-Sep-2034,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 3.10% NTS 23/01/24,XS1334469316,15FK,Fixed interest (Trade reporting Only),BF0SXW1,23-Jan-2018,23-Jan-2024,3.1,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 MOTABILITY OPERATIONS GROUP PLC 2.375% NTS 14/03/32,XS1578213933,62CR,Fixed interest (Trade reporting Only),BYXYH61,14-Mar-2017,14-Mar-2032,2.375,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NIBC BANK N.V. INST 07/05/29,XS0097284573,36NT,Trade Reporting only,0684965,,07-May-2029,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 EKSPORTFINANS ASA ZERO CALL NTS 26/10/41,XS0697815198,13TV,Fixed interest (Trade reporting Only),B7687X8,26-Oct-2011,26-Oct-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 FINANCE FOR RES SOCIAL HOUSING PLC SER 1'A3'/8.369% YLD NTS 2058(BR)(REG S),USG34346AC34,77KA,Trade Reporting only,5227183,,04-Oct-2058,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6 PHNX KO NTS CAR 10/05/24,XS1803101184,43GI,Fixed interest (Trade reporting Only),BFZPVS9,15-May-2018,10-May-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HBOS TREASURY SERVICES PLC CMS LKD FLTG RTE NTS 15/04/25,XS0216717974,31ZV,Trade Reporting only,B07G5H2,,15-Apr-2025,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 ELECTRICITY NORTH WEST LD 1.4746% INDX-LKD NTS 06/04/46,XS0249492652,85VC,Fixed interest (Trade reporting Only),B12G2F1,,06-Apr-2046,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC 3.983% CLS A SNR GTD REG BDS 01/10/22,GB00B8HYC601,14NI,Fixed interest (Trade reporting Only),B8HYC60,05-Oct-2012,01-Oct-2022,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 24/04/23,XS1560891258,61KP,Fixed interest (Trade reporting Only),BDZCM50,24-Apr-2017,24-Apr-2023,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.10 PLC MTG EARLY RED CERTS 10/08/29 (144A),US76111KAE10,01QB,Trade Reporting only,3042980,,10-Aug-2029,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 LLOYDS BANK PLC CALL ZERO CPN NTS 06/07/46,XS1438551043,42OG,Fixed interest (Trade reporting Only),BD07LJ7,06-Jul-2016,06-Jul-2046,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 DIAGEO FINANCE PLC 0.125% INST 12/10/23,XS1982107903,63UW,Fixed interest (Trade reporting Only),BK1W6Y0,12-Apr-2019,12-Oct-2023,0.125,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BHP BILLITON FINANCE LD 6.500% SUB NC7 FXD RTE RST NTS 22/10/77,XS1309437215,49ML,Fixed interest (Trade reporting Only),BYZTSL6,23-Oct-2015,22-Oct-2077,0,,CWNR,NIOW,0,0,,GBP,CWNR,0,,,0,,,100 T.H.F.C.(INDEXED) LD 5.65% INDEX-LINKED STK 2020,GB0008714882,96JS,Fixed interest (Trade reporting Only),0871488,,30-Sep-2020,0,,CWTU,UICU,0,0,,GBP,CWTU,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL TS 03/11/41,XS0698407011,13VG,Fixed interest (Trade reporting Only),B6T0YJ9,07-Nov-2011,03-Nov-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 1.750% NTS DUE 14/09/22,US4581X0CZ90,83ML,Fixed interest (Trade reporting Only),BDH44T2,14-Sep-2017,14-Sep-2022,1.75,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 INVESTEC BANK PLC 6.25% CRDT LKD NTS 20/12/2023,XS1920465058,60SN,Fixed interest (Trade reporting Only),BGK1985,18-Dec-2018,20-Dec-2023,6.25,F,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZRO CPN NTS 19/09/46,XS1490972103,46KC,Fixed interest (Trade reporting Only),BZCR5D1,,19-Sep-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 KINGDOM OF SAUDI ARABIA (THE) 2.000% NTS 09/07/39 (RESTRICTED),XS2024543725,93HJ,Fixed interest (Trade reporting Only),BKLH6D4,09-Jul-2019,09-Jul-2039,0.2,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP 6 YR RGE ACC INC NT CAR 26/08/22,GB00BWK1RT48,44YN,Fixed interest (Trade reporting Only),BWK1RT4,01-Sep-2016,26-Aug-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SUMMIT FINANCE (LAW) LD 6.484% GTD SEC BDS 2028 £(VAR)(BR),XS0088523328,77LQ,Trade Reporting only,0293703,,31-Mar-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SWEDBANK AB FXD/FXD RTE SUB CALL NTS 05/12/22,XS0861583887,17RC,Fixed interest (Trade reporting Only),B92MJM1,18-Dec-2012,05-Dec-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 UK TREASURY STRIP 07DEC2054CPN,GB00B0BDTR73,90FA,Gilts,B0BDTR7,,07-Dec-2054,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.7 PLC 'C' MTG-BCKD FRN 11/02/38 £(BR)(REG S),XS0102822417,64OJ,Trade Reporting only,0877323,,11-Feb-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BARCLAYS BANK PLC CALL ZERO CPN NTS 02/04/33,XS0881465735,53CW,Fixed interest (Trade reporting Only),B97NZG5,03-Apr-2013,02-Apr-2033,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 5.07% NTS 07/03/21,XS1373906715,16AN,Fixed interest (Trade reporting Only),BDGSPQ9,07-Mar-2016,07-Mar-2021,0,,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 16.00% NTS 01/08/23,XS1860980058,48UJ,Fixed interest (Trade reporting Only),BFYYTK5,,01-Aug-2023,0,,PSNR,NIDP,0,0,,TRY,PSNR,0,,,0,,,100 GREECE,(KINGDOM OF) 5% 1890 STLG FDG BDS OF 1965,GB0003860011,BA26,Trade Reporting only,0386001,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 PREFERRED RESIDENTIAL SEC 05-1 PLC A2C MTG BCKD FRN 15/06/43 £(144A),US740378AF16,40FP,Trade Reporting only,B07X6H0,,15-Jun-2043,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ARKLE MASTER ISSUER PLC SRS1 CLS A1 FLNG RTE NTS 17/05/60 REG S,XS0551621401,47DU,Fixed interest (Trade reporting Only),B5872L2,,17-May-2060,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 1.455% NTS 11/05/23,XS2163336089,79VX,Fixed interest (Trade reporting Only),BMZ7XZ5,11-May-2020,11-May-2023,1.455,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 NATWEST MARKETS PLC 2.1% NTS 03/04/25,XS2151038382,82UJ,Fixed interest (Trade reporting Only),BMC5JR6,06-Apr-2020,03-Apr-2025,2.1,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 3I GROUP PLC PUT & CALL NTS 11/03/33,XS0354769464,34GN,Fixed interest (Trade reporting Only),B2RK2H7,,11-Mar-2033,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL ZERO CPN NTS 11/08/30,XS0532345187,78FD,Fixed interest (Trade reporting Only),B58LRH5,,11-Aug-2030,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 JSC NC KAZMUNAYGAS 4.75% NTS 19/04/27 (REG S),XS1595713782,66YQ,Fixed interest (Trade reporting Only),BZ0X423,19-Apr-2017,19-Apr-2027,4.75,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ARAB REPUBLIC OF EGYPT (THE) 7.903% NTS 21/02/48 (144A),US03846JW552,18KU,Fixed interest (Trade reporting Only),BF0V3R5,21-Feb-2018,21-Feb-2048,7.903,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV FLTNG RTE GLBL NTS DUE 19/11/2020,US29874QDF81,76TO,Fixed interest (Trade reporting Only),BDC3VR1,19-Jul-2017,19-Nov-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC MAWS SICHUAN SWELLFUN CO 12/01/21,GB00BG8HGJ59,88BZ,Fixed interest (Trade reporting Only),BG8HGJ5,17-Jan-2020,12-Jan-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CITY OF STOCKHOLM FLTG RT NTS 18/02/22,XS1190992930,75CZ,Fixed interest (Trade reporting Only),BVYJ515,18-Feb-2015,18-Feb-2022,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 STANDARD CHARTERED BANK ZERO CPN STRUCTURED NTS 20/02/31,XS0130721169,86QF,Trade Reporting only,3059894,,20-Feb-2031,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 1.546% FRST BDS 04/11/21,XS1415664405,52KU,Fixed interest (Trade reporting Only),BZ1BNQ3,,04-Nov-2021,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 BLEND FUNDING PLC 3.459% SEC NTS 21/09/49 (TEMP),XS2132826970,79ZB,Fixed interest (Trade reporting Only),BLDRLP6,12-Mar-2020,21-Sep-2049,3.459,F,MWTU,UIDM,0,0,,GBP,MWTU,0,,,0,,,100 HSBC BANK PLC MAN LKD ORD EMAAR 09/11/20,XS1716478943,94ZO,Fixed interest (Trade reporting Only),BDGJLT7,07-Nov-2017,09-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.4 PLC CLASS 'A' MTG-BCKD FRN 2038 £(BR)(144A),US76110TAA16,46LS,Trade Reporting only,0293264,,11-Sep-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BAE SYSTEMS PLC 4.75% NTS 11/10/2021 $ (144A),US05523RAB33,12GC,Fixed interest (Trade reporting Only),B76VWM1,13-Oct-2011,11-Oct-2021,0,,CRTR,UIOR,0,0,,USD,CRTR,0,,,0,,,100 STANDARD CHARTERED PLC 3.885%-TO-FLTG RTE NTS 15/03/24 (UNRES),XS1793294767,33OL,Fixed interest (Trade reporting Only),BFD2524,15-Mar-2018,15-Mar-2024,3.885,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 NATIONAL GRID GAS PLC 1.808% IDX-LKD INST 26/10/37,XS0327278247,91XF,Fixed interest (Trade reporting Only),B28VXF4,,26-Oct-2037,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LUKOIL SECURITIES B.V. 3.875% NTS 06/05/30 (144A),US54988LAB27,80LS,Fixed interest (Trade reporting Only),BJP44P2,07-May-2020,06-May-2030,3.875,F,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MANS SAUDI RM ORD SHS SAR 10.00 28/01/21,XS2101399587,87JX,Fixed interest (Trade reporting Only),BKY75P6,10-Jan-2020,28-Jan-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV ZERO CPN CALLABLE NTS 25/03/38,XS0353374407,51SS,Fixed interest (Trade reporting Only),B2QHG99,,25-Mar-2038,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA FLTG RTE NTS 11/08/20,XS0530735496,61NQ,Fixed interest (Trade reporting Only),B51R3M7,,11-Aug-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 7.12% NTS 09/05/21,XS0622793031,47FF,Fixed interest (Trade reporting Only),B45DVL9,09-May-2011,09-May-2021,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 QNB FINANCE FLTG RTE NTS 05/03/25,XS2130137776,79XI,Fixed interest (Trade reporting Only),BLCH6Q3,05-Mar-2020,05-Mar-2025,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SERIES 5 CLSA AST BKD FRN 15/07/33,US71419GAG55,91AD,Fixed interest (Trade reporting Only),B1G30V0,,15-Jul-2033,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CENTRICA PLC 4.375% NTS 13/03/29,XS0753789980,42RH,Fixed interest (Trade reporting Only),B7KHK87,14-Mar-2012,13-Mar-2029,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SOUTHERN PACIFIC SECS 04-2 PLC D1A MTG BCKD FRN 10/12/42 EUR(144A),US84359VAN29,52MF,Trade Reporting only,B02FXH0,,10-Dec-2042,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 PRUDENTIAL PLC 5.25% UNDATED TIER 2 NTS,XS1426796477,41AS,Fixed interest (Trade reporting Only),BYQLSV1,07-Jun-2016,31-Dec-2049,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 03/06/2024,GB00BF6XCM37,96MT,Fixed interest (Trade reporting Only),BF6XCM3,17-Nov-2017,03-Jun-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SG ISSUER NTS 05/01/2029,GB00BFRNH056,59KK,Fixed interest (Trade reporting Only),BFRNH05,07-Jan-2019,05-Jan-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BANK OF AMERICA CORPORATION 6.00% INFLATION-LKD NTS 18/11/20,XS0234546538,36SF,Fixed interest (Trade reporting Only),B0PBD53,,18-Nov-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 ARAB REPUBLIC OF EGYPT (THE) 7.0529% NTS 15/01/32 (REG S),XS2079842642,79AG,Fixed interest (Trade reporting Only),BJV9CF7,20-Nov-2019,15-Jan-2032,7.0529,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 17/10/2041,XS0687050889,12HS,Fixed interest (Trade reporting Only),B4YS3T7,17-Oct-2011,17-Oct-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 REPUBLIC OF GHANA (THE) 6.375% AMRTSING NTS 11/02/27 (RULE 144A),US37443GAG64,77OR,Fixed interest (Trade reporting Only),BKT61T4,11-Feb-2020,11-Feb-2027,6.375,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS WITH CAR 27/10/21,XS1299905544,54WM,Fixed interest (Trade reporting Only),BYPK392,27-Oct-2015,27-Oct-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HIGHER EDUCATION SECS INV 1 PLC CLASS A2 ASSET BCKD FRN 2028 REGS,XS0085726239,87LI,Trade Reporting only,0263922,,10-Apr-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NATIONAL GRID GAS PLC 1.9211% IDX-LKD INST 01/05/37,XS0287794456,41ZF,Fixed interest (Trade reporting Only),B1T2HQ8,,01-May-2037,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 VIRGIN MONEY UK PLC 4.00% RTE RST CLBL SNR NTS 03/09/27,XS2049149821,74MI,Fixed interest (Trade reporting Only),BHNG887,03-Sep-2019,03-Sep-2027,0,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 5.190% NTS 16/02/26,XS0592437643,95UR,Fixed interest (Trade reporting Only),B3VXJG7,17-Feb-2011,16-Feb-2026,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 03/01/23,XS1513738101,58SI,Fixed interest (Trade reporting Only),BD70DD7,03-Jan-2017,03-Jan-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION ZRO CPN CALL ACC NTS 22/09/46,XS1492703290,47GV,Fixed interest (Trade reporting Only),BD87RN5,,22-Sep-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 7.1% NTS 11/12/21,XS2091565395,76WP,Fixed interest (Trade reporting Only),BJBYDK4,,11-Dec-2021,0,,PSNR,NIDP,0,0,,DOP,PSNR,0,,,0,,,100 BBVA INTERNATIONAL PREF S.A SER D NON-SU FXD/FR NC PERP PRF SEC,XS0308305803,96OE,Fixed interest (Trade reporting Only),B1Z6N22,,31-Dec-9999,0,,CWNR,EIOW,0,0,,GBP,CWNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SER1 CL A3 RES MTG BKD NTS 15/07/58 REGS,XS1835962330,46OT,Fixed interest (Trade reporting Only),BFWG215,28-Jun-2018,15-Jul-2058,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MAWS KWEICHOW MOUTAI 10/02/2021,GB00BG8HGK64,79BW,Fixed interest (Trade reporting Only),BG8HGK6,31-Jan-2020,10-Feb-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SG ISSUER NTS 17/05/21,JE00BXDZ9M78,80OT,Fixed interest (Trade reporting Only),BXDZ9M7,21-May-2015,17-May-2021,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY FLTG RTE NTS 19/06/19,XS1078805188,43MK,Fixed interest (Trade reporting Only),BNGNB22,19-Jun-2014,19-Jun-2035,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LLOYDS BANK PLC CALL FXD RTE RGE ACRL NTS 11/09/24,XS1103674229,84KP,Fixed interest (Trade reporting Only),BQSBWQ6,11-Sep-2014,11-Sep-2024,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 TELEFONAKTIEBOLAGET LM ERICSSON 0.875% NTS 01/03/21,XS1571293171,61QR,Fixed interest (Trade reporting Only),BF0SGQ6,01-Mar-2017,01-Mar-2021,0.875,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 12 PLC 'A2B' MTG BCKD FRN 11/07/36 $(BR)(144A),US76111NAG07,AO84,Trade Reporting only,3159653,,11-Jul-2036,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 MUTHOOT FINANCE LIMITED 4.40% SNR SEC NTS 02/09/23 (REG S),US62828M2B67,82CF,Fixed interest (Trade reporting Only),BKSB2T7,02-Mar-2020,02-Sep-2023,4.4,F,MWNU,NIDM,0,0,,USD,MWNU,0,,,0,,,100 EQUINOR ASA 2.000% NTS 10/09/20,XS0969574325,55RP,Fixed interest (Trade reporting Only),BCZS790,07-Oct-2013,10-Sep-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 CITY OF GOTHENBURG 0.373% NTS 25/02/25,XS2125030614,76YA,Fixed interest (Trade reporting Only),BLGM3T6,,25-Feb-2025,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 STANDARD CHARTERED BANK 2.819%-TO-FRN 30/01/26 (UNRESTRICTED),XS2100414866,88GL,Fixed interest (Trade reporting Only),BKMFPL8,14-Jan-2020,30-Jan-2026,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 08/05/24,XS1791572925,42UI,Fixed interest (Trade reporting Only),BF4NF37,08-May-2018,08-May-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BAZALGETTE FINANCE PLC 0.688% IDX-LNKED BDS 27/06/50,XS1436288846,41DT,Fixed interest (Trade reporting Only),BD8D2R2,27-Jun-2016,27-Jun-2050,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 HUNGARY 1.750% NTS 10/10/27,XS1696445516,96PU,Fixed interest (Trade reporting Only),BF22RD0,11-Oct-2017,10-Oct-2027,1.75,F,CRNR,EIOR,0,0,,EUR,CRNR,0,,,0,,,100 PARAGON MORTGAGES (NO.12) PLC CLASS C1A MTG BKD FRN 15/11/38 £ (REGS),XS0261650161,73VW,Fixed interest (Trade reporting Only),B19DDL8,,15-Nov-2038,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION ZRO CPN NTS 20/01/37,XS1551056234,59NL,Fixed interest (Trade reporting Only),BYX8127,,20-Jan-2037,0,,PSNR,NIDP,0,0,,MXN,PSNR,0,,,0,,,100 JP MORGAN CHASE & CO 1.500% NTS 26/10/22,XS1310493744,69IJ,Fixed interest (Trade reporting Only),BYNK8Z5,26-Oct-2015,26-Oct-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 ANGLO AMERICAN CAPITAL PLC 1.625% GTD NTS 18/09/25,XS1686846061,83SN,Fixed interest (Trade reporting Only),BF17004,18-Sep-2017,18-Sep-2025,1.625,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS PRF SHS SER 1317 13/05/25,GB00BJQT9R38,67WU,Fixed interest (Trade reporting Only),BJQT9R3,13-May-2019,13-May-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION ZRO CPN NTS 23/11/26,XS1523319322,54ZN,Fixed interest (Trade reporting Only),BYWJJN8,,23-Nov-2026,0,,PSNR,NIDP,0,0,,ZAR,PSNR,0,,,0,,,100 BANK OF SCOTLAND PLC 7.375% SUB UND INST,XS0083932144,90LC,Trade Reporting only,0245771,,31-Dec-9999,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 HUNGARY 7.625% NTS 29/03/41,US445545AF36,63DW,Fixed interest (Trade reporting Only),B4MXDK5,29-Mar-2011,29-Mar-2041,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 BANKERS INV TST PLC 8% DEB STK 2023,GB0000871771,BA88,Fixed interest (SEAQ),0087177,,31-Oct-2023,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 YORKSHIRE BUILDING SOCIETY SER 15 FLTG RTE CVD BDS 21/11/25,XS2080769909,78LF,Fixed interest (Trade reporting Only),BL1GL44,21-Nov-2019,21-Nov-2025,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 IDB TRUST SERVICES LD TST CERTS 01/03/23,XS1373222691,15TK,Fixed interest (Trade reporting Only),BDGNZW0,29-Feb-2016,01-Mar-2023,0,,SUKM,SK01,0,0,,EUR,SUKM,0,,,0,,,100 WESTPAC SECURITIES ADMIN LD 'A' MTG BCKD FLTG RTE NTS 19/05/30 $,US96121RAC60,BE44,Trade Reporting only,0685720,,19-May-2030,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS A2 FLTG RTE NTS 20/12/30,XS0275943958,91EU,Fixed interest (Trade reporting Only),B1JR6L1,,20-Dec-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 1.795% NTS 27/09/48,XS1883997386,54CL,Fixed interest (Trade reporting Only),BGNKGZ5,,27-Sep-2048,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 LLOYDS BANK PLC SERIES 2018-4 FLTG RTE CVD BDS 13/09/22,XS1878123303,52QW,Fixed interest (Trade reporting Only),BF2HM96,13-Sep-2018,13-Sep-2022,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN 4.0% NTS 08/10/32,XS0838882453,15ON,Fixed interest (Trade reporting Only),B80FCW6,08-Oct-2012,08-Oct-2032,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX PHNX KO NTS CAR 22/05/24,XS1815323867,96RF,Fixed interest (Trade reporting Only),BF50P48,25-May-2018,22-May-2024,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS A2 FLTG RTE NTS 25/12/30 (REGS),XS0240602176,73XH,Fixed interest (Trade reporting Only),B0XKL36,,25-Dec-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 25/06/38,XS0371190918,51AC,Fixed interest (Trade reporting Only),B3B8G27,,25-Jun-2038,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 GRACECHURCH CARD PROGRAMME FUND.PLC SRS 18-1 CLS A FTG RT A/B NTS 15/07/20 S,XS1856940892,46RU,Fixed interest (Trade reporting Only),BFY7XY6,20-Jul-2018,15-Jul-2020,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SBAB BANK AB (PUBL) SER A FXD TO FLTG RTE PERP NTS,XS1412406503,35GC,Fixed interest (Trade reporting Only),BYVDB13,18-May-2016,01-Jan-2999,0,,CWNR,EIOW,0,0,,SEK,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR PHX KO NTS CAR 09/05/25,XS1974813823,67YF,Fixed interest (Trade reporting Only),BJCXL95,14-May-2019,09-May-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SUMITOMO CORP CAPITAL EUROPE PLC CALL STEP-UP NTS 09/07/20,XS0522839819,45BA,Fixed interest (Trade reporting Only),B3W9XV7,,09-Jul-2020,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 KINGDOM OF SAUDI ARABIA (THE) 2.750% NTS 03/02/32 (UNRESTRICTED),XS2109766472,77TD,Fixed interest (Trade reporting Only),BKM1NM3,03-Feb-2020,03-Feb-2032,2.75,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 UK TREASURY STRIP 07SEP2027CPN,GB0032728288,89BO,Gilts,3272828,,07-Sep-2027,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 LLOYDS BANK PLC 1.60% CALL FXD RTE NTS 30/08/32,XS1673088990,80RU,Fixed interest (Trade reporting Only),BF16896,30-Aug-2017,30-Aug-2032,1.6,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP EVEN 30 6YR 90% CPN 15/07/21,GB00BWK1RF02,90MS,Fixed interest (Trade reporting Only),BWK1RF0,15-Jul-2015,15-Jul-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 5.03% NTS 15/03/31,XS0601604654,95ZD,Fixed interest (Trade reporting Only),B65M433,15-Mar-2011,15-Mar-2031,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SRS 1 CLS A FLTG RTE NTS 17/02/52 (REGS),XS0381719177,71OQ,Fixed interest (Trade reporting Only),B3CGYX7,,17-Feb-2052,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 UK TREASURY STRIP 07DEC2042CPN,GB00B0BDSZ82,57GF,Gilts,B0BDSZ8,,07-Dec-2042,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 LLOYDS BANK PLC S 2011-2 4.875% CVRD BDS 13/01/23,XS0577606725,45ZS,Fixed interest (Trade reporting Only),B3VLSN1,,13-Jan-2023,0,,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 0.69% CVD BDS 15/11/39,XS2080265189,78MV,Fixed interest (Trade reporting Only),BKV94P8,18-Nov-2019,15-Nov-2039,0.69,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 JSC NC KAZMUNAYGAS 3.875% NTS 19/04/22 (RULE 144A),US48667QAM78,67BD,Fixed interest (Trade reporting Only),BZ0X412,19-Apr-2017,19-Apr-2022,3.875,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC GBP PHOENIX KO NTS CAR 08/05/2026,GB00BF8S4422,42XJ,Fixed interest (Trade reporting Only),BFMGLK7,09-May-2018,08-May-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NATIONAL GRID NORTH AMERICA INC. 3.067% INST 05/07/24,XS1641603193,75KM,Fixed interest (Trade reporting Only),BYVXFR7,05-Jul-2017,05-Jul-2024,3.067,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLS A1 FLTG RTE NTS 19/12/30,US38741YBX67,49VO,Fixed interest (Trade reporting Only),B1FHC28,,19-Dec-2030,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 NORDIC INVESTMENT BANK ZERO CPN CALL NTS 20/10/46,XS1506631305,52SH,Fixed interest (Trade reporting Only),BD5GGZ0,20-Oct-2016,20-Oct-2046,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 02/11/26,GB00BFRNGH53,59QM,Fixed interest (Trade reporting Only),BFRNGH5,12-Nov-2018,02-Nov-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 3.805% NTS 11/03/24,XS1961028922,62NF,Fixed interest (Trade reporting Only),BHNGK47,11-Mar-2019,11-Mar-2024,3.805,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 4.75% NTS 10/06/20,XS1041115137,83VO,Fixed interest (Trade reporting Only),BK6MNG6,10-Mar-2014,10-Jun-2020,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS INV SRS 1139 28/07/25,XS1825691352,46TF,Fixed interest (Trade reporting Only),BF0RH59,27-Jul-2018,28-Jul-2025,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BIRMINGHAM CORP 3 1/2% STK 1946,GB0000993211,79GI,Trade Reporting only,0099321,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC PHNX KO NTS CAR 17/06/27,GB00BF8S5833,93QM,Fixed interest (Trade reporting Only),BF8S583,17-Jun-2019,17-Jun-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 STANDARD CHARTERED PLC 4.305%-TO-FLTG RTE NTS 21/05/30,XS2001211122,67ZV,Fixed interest (Trade reporting Only),BFZ9DF2,21-May-2019,21-May-2030,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 04/02/43,XS0879044070,19LZ,Fixed interest (Trade reporting Only),B8K0QH4,04-Feb-2013,04-Feb-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 25/06/24,GB00BF9B5P86,45CQ,Fixed interest (Trade reporting Only),BF9B5P8,17-Sep-2018,25-Jun-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC GBP KCK OT NTS DUE 02/10/23,XS1661728292,87RK,Fixed interest (Trade reporting Only),BD6JXD5,02-Oct-2017,02-Oct-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP TRIP IDX PHNX KO NT CAR 02/12/20,XS1310068702,74SK,Fixed interest (Trade reporting Only),BYPHQL6,11-Dec-2015,02-Dec-2020,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZER CPN NTS DUE 08/04/2041,XS0611955997,63GX,Fixed interest (Trade reporting Only),B63NT66,08-Apr-2011,08-Apr-2041,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PREF SER 1390 03/08/26,XS2003403966,73BV,Fixed interest (Trade reporting Only),BHR36V3,02-Aug-2019,03-Aug-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 5.60% NTS 19/08/30 (REG S),US63859VAY74,61VD,Fixed interest (Trade reporting Only),B5BFX87,,19-Aug-2030,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LLOYDS BANK PLC 5.60% NTS 18/06/29,XS1077864814,50JQ,Fixed interest (Trade reporting Only),BNFX305,17-Jun-2014,18-Jun-2029,0,,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 2.25% NTS 29/10/29,XS2077741622,78OG,Fixed interest (Trade reporting Only),BKRRHS0,13-Nov-2019,29-Oct-2029,2.25,F,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 SG ISSUER NTS 03/11/27,JE00BYYPL165,67CT,Fixed interest (Trade reporting Only),BYYPL16,21-Apr-2017,03-Nov-2027,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 1.125% GLBL NTS 24/08/20,US29874QCX07,44KO,Fixed interest (Trade reporting Only),BZ02X01,24-Aug-2016,24-Aug-2020,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 27/02/15,XS0212392087,52TX,Trade Reporting only,B091F97,,27-Feb-2015,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 25/02/33,XS0887933314,15RO,Fixed interest (Trade reporting Only),B8B3KJ2,25-Feb-2013,25-Feb-2033,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL 2.26% NTS 26/04/48,XS1813268247,96UG,Fixed interest (Trade reporting Only),BD96P15,26-Apr-2018,26-Apr-2048,2.26,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 NEWDAY FUNDING 2018-1 PLC CLASS A2 ASST BKD FLTG RTE NTS 15/08/26,XS1846632013,46UV,Fixed interest (Trade reporting Only),BZ8VKQ5,11-Jul-2018,15-Aug-2026,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 GOSFORTH FUNDING 2016-1 PLC A1B MTG-BCKD FLTG RTE NTS 15/02/58 144A,XS1340857975,12PF,Fixed interest (Trade reporting Only),BYYWS50,26-Jan-2016,15-Feb-2058,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 EVERSHOLT FUNDING PLC 3.529% SEC BDS 07/08/42,XS1653876869,77WE,Fixed interest (Trade reporting Only),BF54Q69,07-Aug-2017,07-Aug-2042,3.529,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 27/10/23,JE00BD6K7G96,66KR,Fixed interest (Trade reporting Only),BD6K7G9,19-Apr-2017,27-Oct-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK 4.72% NTS 29/05/23,XS1367228837,43SM,Fixed interest (Trade reporting Only),BZ175T8,29-May-2018,29-May-2023,4.72,F,CWNR,EIDW,0,0,,CNY,CWNR,0,,,0,,,100 INNOGY FINANCE BV IGYGY 5 1/2 07/06/22,XS0437307464,13HO,Order book for Fixed Income Securities,BYVZH00,,06-Jul-2022,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 CITY OF STOCKHOLM 0.665% NTS 12/05/2025,XS1978676390,61WT,Fixed interest (Trade reporting Only),BJ06505,,12-May-2025,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 29/05/09,XS0193635629,36CV,Trade Reporting only,B08X2B5,,29-May-2009,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 LANARK MASTER ISSUER PLC SER 2019-2 CLSS 2A NTS 22/12/69 144A,XS2004371527,68UY,Fixed interest (Trade reporting Only),BJ0CB16,06-Jun-2019,22-Dec-2069,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NTPC LIMITED 4.50% NOTES 19/03/28,XS1792122266,38YB,Fixed interest (Trade reporting Only),BFD1DK5,10-Apr-2018,19-Mar-2028,4.5,F,MWNU,NIOM,0,0,,USD,MWNU,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL ZERO CPN NTS 03/05/41,XS1401969164,34RB,Fixed interest (Trade reporting Only),BYN56V2,03-May-2016,03-May-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 RECKITT BENCKISER TREASURY SERV.PLC 1.750% SNR NTS 19/05/32 (144A),XS2177007015,129D,Fixed interest (Trade reporting Only),BMFH4X0,20-May-2020,19-May-2032,1.75,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BHP BILLITON FINANCE LD 1.500% NTS 29/04/30,XS1224955408,78PW,Fixed interest (Trade reporting Only),BX1DCR9,28-Apr-2015,29-Apr-2030,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 LAW DEBENTURE FINANCE PLC 6.125% GTD SEC BDS 2034,GB0008409509,81OI,Trade Reporting only,0840950,,12-Oct-2034,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INCOME CONTINGENT STU.LOAN1 (02-06) CLASS A2 NTS 24/07/56,XS1722900864,99YA,Fixed interest (Trade reporting Only),BYVZLX1,14-Dec-2017,24-Jul-2056,0.025,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6YR PHONX KO CAR 13/04/23,XS1587900686,65SP,Fixed interest (Trade reporting Only),BD0YTP0,11-Apr-2017,13-Apr-2023,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 TAURON POLSKA ENERGIA S.A. 2.375% NTS 05/07/2027,XS1577960203,75NN,Fixed interest (Trade reporting Only),BF1W8F0,10-Jul-2017,05-Jul-2027,2.375,F,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 1.305% NTS 23/10/20,NO0010748106,51ET,Fixed interest (Trade reporting Only),BZ16B97,,23-Oct-2020,0,,PSNR,EIDP,0,0,,NOK,PSNR,0,,,0,,,100 ANZ NEW ZEALAND (INT'L) LD 0.125% CVD BDS 22/09/23,XS1492834806,46WG,Fixed interest (Trade reporting Only),BD8GFD8,22-Sep-2016,22-Sep-2023,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 ANZ NEW ZEALAND (INT'L) LD 2.550% NTS 13/02/2030 (RULE 144A),US00182EBM03,79JJ,Fixed interest (Trade reporting Only),BKLJ931,13-Feb-2020,13-Feb-2030,2.55,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA ZERO CPN CALL NTS 23/09/41,XS0682314421,11AB,Fixed interest (Trade reporting Only),B4YL0X9,23-Sep-2011,23-Sep-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 WESTPAC BANKING CORPORATION 1.125% INS DUE 05/09/27,XS1676933853,80WG,Fixed interest (Trade reporting Only),BF16DY6,05-Sep-2017,05-Sep-2027,1.125,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC DUAL UL LNKD UPSDE NTS 24/11/22,XS1513838745,55AP,Fixed interest (Trade reporting Only),BYX7J31,24-Nov-2016,24-Nov-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 TORONTO-DOMINION BANK FLTG RTE NTS 11/09/20,XS2051778921,87UL,Fixed interest (Trade reporting Only),BKFBHB7,11-Sep-2019,11-Sep-2020,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 SG ISSUER NTS 04/04/24,GB00BF6XFJ13,39GP,Fixed interest (Trade reporting Only),BF6XFJ1,11-Apr-2018,04-Apr-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 RECKITT BENCKISER TREASURY SERV.PLC 2.750% SEN NTS 26/06/24 (REG S),USG7420TAD84,74VL,Fixed interest (Trade reporting Only),BF1XL54,28-Jun-2017,26-Jun-2024,2.75,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC PHX KO NTS CAR 13/11/25,XS2063664861,84SC,Fixed interest (Trade reporting Only),BL4PND1,25-Nov-2019,13-Nov-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.60% NTS 24/04/23,XS2158696877,481Y,Fixed interest (Trade reporting Only),BMYM8D4,24-Apr-2020,24-Apr-2023,0.6,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 THAMES WATER UTILITIES FINANCE PLC 6.75% GTD BDS 16/11/28,XS0092157600,94NA,Fixed interest (Trade reporting Only),0444255,,16-Nov-2028,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HOLMES MASTER ISSUER PLC C A2 RES MTG-BCKD NTS 15/10/54 (REG S),XS1791715466,34SR,Fixed interest (Trade reporting Only),BYVSDJ0,16-Mar-2018,15-Oct-2054,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 3.750% SNR NTS 21/07/22 REG S,USG4721VNT72,91KW,Fixed interest (Trade reporting Only),BYSGC23,22-Jul-2015,21-Jul-2022,0,,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 ANGLO AMERICAN CAPITAL PLC 3.750% SNR NTS 10/04/22 (REG S),USG0446NAK03,64DL,Fixed interest (Trade reporting Only),BDD98R7,11-Apr-2017,10-Apr-2022,3.75,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 BARCLAYS BANK PLC FLTG RTE SEC 09/11/20,XS1641384703,95GS,Fixed interest (Trade reporting Only),BF50B62,09-Nov-2017,09-Nov-2020,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EURO-VIP LD SER'B'WTS(STD CHART)(TO PUR S.CHART),QQ0003154929,01GT,Trade Reporting only,0315492,,31-Dec-9999,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 3.21% INST 30/01/35,XS0882170391,19QL,Fixed interest (Trade reporting Only),B9G9940,30-Jan-2013,30-Jan-2035,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC CALL LINEAR ACCRETING NTS 15/07/30,XS0525770045,77ZF,Fixed interest (Trade reporting Only),B45DMM7,,15-Jul-2030,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LLOYDS BANK PLC CALL AUTO-RESET SNOW RANGE NTS 13/09/21,XS0267507332,90SU,Fixed interest (Trade reporting Only),B1FBCF3,,13-Sep-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 GREAT HALL MORTGAGES NO.1 PLC CLASS A2A FR RES MTG BKD NTS18/03/39,XS0288626525,37WL,Fixed interest (Trade reporting Only),B1S83Z8,,18-Mar-2039,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC 5.24% NTS 22/03/41,XS0606358389,96AF,Fixed interest (Trade reporting Only),B40ZQW6,22-Mar-2011,22-Mar-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 PETROBRAS GLOBAL FINANCE PETRD 6.25 14/12/26,XS0718502007,EPB6,Order book for Fixed Income Securities,BFWM7X0,,14-Dec-2026,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 NATWEST MARKETS PLC P-P FLTG RTE NTS 15/10/20,XS0545871559,61ZU,Fixed interest (Trade reporting Only),B4VMYS8,,15-Oct-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS LONGI GREEN 20/08/20,GB00BG64FT19,94OQ,Fixed interest (Trade reporting Only),BG64FT1,20-Aug-2019,20-Aug-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS B1 FLTG RTE NTS 25/12/54 (144A),US38741YBK47,57MH,Fixed interest (Trade reporting Only),B0XKLM5,,25-Dec-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BANCO BILBAO VIZCAYA ARGENTARIA S.A 4.75% TO INFLATION LKD SUB NTS 19/05/23,XS0361684391,67HF,Fixed interest (Trade reporting Only),B39DVK7,,19-May-2023,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 GLAXOSMITHKLINE CAPITAL PLC 1.625% NTS 12/05/35,XS2170609072,77CD,Fixed interest (Trade reporting Only),BM8R6B9,12-May-2020,12-May-2035,1.625,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION 3.46625% NTS 28/03/13,XS0248605072,65VQ,Fixed interest (Trade reporting Only),B126YT9,,28-Mar-2013,0,,CWNU,NIDU,0,0,,EUR,CWNU,0,,,0,,,100 SG ISSUER NTS 26/04/2024,GB00BF6XC895,91MH,Fixed interest (Trade reporting Only),BF6XC89,13-Oct-2017,26-Apr-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 LLOYDS BANK PLC CMS LKD FLTG RTE NTS 29/10/20,XS0553806273,80AU,Fixed interest (Trade reporting Only),B5T41L5,,29-Oct-2020,0,,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 WELLS FARGO & COMPANY ZRO CPN CALL NTS 05/12/42,XS0858674582,17HU,Fixed interest (Trade reporting Only),B885L10,05-Dec-2012,05-Dec-2027,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 TOYOTA FINANCE AUSTRALIA LIMITED 2.875% NTS 21/11/22,XS1720814950,98KM,Fixed interest (Trade reporting Only),BF0WD89,21-Nov-2017,21-Nov-2022,2.875,F,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 BAZALGETTE FINANCE PLC 0.787% IDX-LNKED BDS 27/06/52,XS1436289497,41MW,Fixed interest (Trade reporting Only),BD8D2S3,27-Jun-2016,27-Jun-2052,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 ANZ BANK NEW ZEALAND LD 2.715% NTS 30/01/23,XS1759995233,15WA,Fixed interest (Trade reporting Only),BF1GH44,30-Jan-2018,30-Jan-2023,2.715,F,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 5.61% NTS 15/06/31,XS0635862427,62TH,Fixed interest (Trade reporting Only),B3QW8Z1,15-Jun-2011,15-Jun-2031,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 1.125% NOTES 14/08/23,XS1951313680,61CS,Fixed interest (Trade reporting Only),BJFTS77,12-Feb-2019,14-Aug-2023,1.125,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS SHR LKD INT & RDPN SECS 17/08/23,XS1810545902,46ZH,Fixed interest (Trade reporting Only),BDRMF60,24-Aug-2018,17-Aug-2023,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 PRUDENTIAL PLC 5 7/8% BDS 2029 £(VAR)(BR),XS0096874671,35NU,Fixed interest (Trade reporting Only),0669694,,11-May-2029,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 WESTERN POWER DIST.(SOUTH WEST) PLC 5.75% NTS 23/03/40 (BR),XS0496975110,93WO,Fixed interest (Trade reporting Only),B4PY0R1,,23-Mar-2040,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6YR PHX KO NTS CAR 04/07/24,XS1837203410,45IS,Fixed interest (Trade reporting Only),BFZ5ZP4,06-Jul-2018,04-Jul-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ESKMUIR GROUP FINANCE PLC 4.255% SECD GTD BDS 12/12/47,XS1727497122,11DC,Fixed interest (Trade reporting Only),BF2RCT6,15-Dec-2017,12-Dec-2047,4.255,F,CWTU,UIOU,0,0,,GBP,CWTU,0,,,0,,,100 WAL-MART STORES INC WMT 5 5/8 03/27/34,XS0419834931,13RT,Order book for Fixed Income Securities,BYVZGW5,,27-Mar-2034,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 11 PLC A2 MTG BCKD FRN 11/03/35 $(BR)(REG S),XS0137250634,AC82,Trade Reporting only,3099124,,11-Mar-2035,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 BANK OF AMERICA CORPORATION 0.580%/FLTG RTE SNR NTS 08/08/29,XS2038039074,73HX,Fixed interest (Trade reporting Only),BKDKSR9,08-Aug-2019,08-Aug-2029,0,O,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC REV CON NTS CAP RSK 05/01/24,GB00BRWR2H81,47SZ,Fixed interest (Trade reporting Only),BRWR2H8,05-Jan-2015,05-Jan-2024,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 PETERBOROUGH (PROGRESS HEALTH) PLC 5.58% GTD SECD BDS 02/10/42 £ (BR),XS0308856276,50PS,Fixed interest (Trade reporting Only),B231S09,,02-Oct-2042,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS SRS 1256 09/02/26,XS1911589627,94QB,Fixed interest (Trade reporting Only),BH47XY0,08-Feb-2019,09-Feb-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6YR PHNX KO NTS 04/06/25,XS1993780318,68ZK,Fixed interest (Trade reporting Only),BK1MFF4,07-Jun-2019,04-Jun-2025,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC MAN'S LKD TO QATAR ISLAMIC 08/12/20,XS1733331539,10LA,Fixed interest (Trade reporting Only),BYVJ1P5,05-Dec-2017,08-Dec-2020,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CITY OF STOCKHOLM 1.85% NTS 12/11/24,XS1136155162,65XB,Fixed interest (Trade reporting Only),BSKRW66,12-Nov-2014,12-Nov-2024,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 PARAGON MORTGAGES (NO.14) PLC A2A MORT BKD FR NTS 15/09/39(REGS) £,XS0291722931,54LO,Fixed interest (Trade reporting Only),B1VNWK8,,15-Sep-2039,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF MONTREAL ZRO CPN CALL NTS 30/11/42,XS0858503187,17JF,Fixed interest (Trade reporting Only),B92PVL3,30-Nov-2012,30-Nov-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA ZRO CPN NTS 07/11/46,XS1513016227,52ZZ,Fixed interest (Trade reporting Only),BZ8V968,07-Nov-2016,07-Nov-2046,0,O,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 0.125% SRS 2016-07 REG CVRD BDS 25/01/22,XS1374414891,15XQ,Fixed interest (Trade reporting Only),BYQ6957,03-Mar-2016,25-Jan-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 AUTOLINK CONCESSIONAIRES (M6) PLC 11.27% CLASS'B1'SUB SEC BDS 2022(BR),XS0079211362,BI93,Trade Reporting only,0063111,,15-Jun-2022,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SWEDBANK AB 2.865% NTS 13/06/22,XS0792596594,12VH,Fixed interest (Trade reporting Only),B7XC108,13-Jun-2012,13-Jun-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 VODAFONE GROUP PLC 1.625% NTS 24/11/30,XS2002018500,68CI,Fixed interest (Trade reporting Only),BJ02901,24-May-2019,24-Nov-2030,1.625,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK 3.50% NTS 30/10/25,XS1279269481,56VV,Fixed interest (Trade reporting Only),BYT5GQ1,30-Oct-2015,30-Oct-2025,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 LONDON & QUADRANT HOUSING TRUST 2.625% SEC BDS 28/02/28,XS1778763133,19TM,Fixed interest (Trade reporting Only),BDRTD78,01-Mar-2018,28-Feb-2028,2.625,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INDUSTRIAL & COMMERCIAL BK CHINA LD FLTNG RTE NTS 14/12/20,XS1734577239,11ES,Fixed interest (Trade reporting Only),BF0CGS0,14-Dec-2017,14-Dec-2020,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CHINA CONSTRUCTION BANK CORP., HK FLTG RTE NTS 22/10/22,XS2066780466,76LR,Fixed interest (Trade reporting Only),BK9SQ84,23-Oct-2019,22-Oct-2022,0,V,PSTR,IIDP,0,0,,USD,PSTR,0,,,0,,,100 BANK OF AMERICA CORPORATION CALL 5.41% SEN NTS 27/02/2027,XS0747760865,42HZ,Fixed interest (Trade reporting Only),B7D5GX5,27-Feb-2012,27-Feb-2027,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 STANDARD CHARTERED PLC ADS (EACH REPR 1 NON-CUM RED PRF)144A,US853254AB69,37ZM,Trade Reporting only,B1Y3Y87,,31-Dec-9999,0,,MISL,ADPL,0,0,,USD,MISL,0,,,0,,,1 NATIONWIDE BUILDING SOCIETY 2.31% NTS 22/02/36,XS1368735806,15AO,Fixed interest (Trade reporting Only),BYY7L23,22-Feb-2016,22-Feb-2036,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SG ISSUER NTS 27/05/2020,JE00BMQWJT51,71XT,Fixed interest (Trade reporting Only),BMQWJT5,11-Jun-2014,27-May-2020,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR PHX KO NTS CAR 28/10/24,XS1882662072,57PI,Fixed interest (Trade reporting Only),BYWGKD6,26-Oct-2018,28-Oct-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP TRIP INDX 6 YR PHNX KO CAR 03/05/23,XS1602283696,67KG,Fixed interest (Trade reporting Only),BD46101,02-May-2017,03-May-2023,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ANNINGTON FUNDING PLC 3.685% NTS 12/07/34,XS1645518736,75TP,Fixed interest (Trade reporting Only),BF1Y1M4,12-Jul-2017,12-Jul-2034,3.685,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ANHEUSER-BUSCH INBEV SA/NV 2.000% NTS 17/03/28,BE6285455497,30EF,Fixed interest (Trade reporting Only),BZ6D7P1,30-Mar-2016,17-Mar-2028,0,,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO COUPN NTS 15/02/41,XS0587954453,62WI,Fixed interest (Trade reporting Only),B3V3YN9,15-Feb-2011,15-Feb-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV (UZS LINKED) AMTSNG 10.00% NTS 28/02/23,XS2129433475,79PL,Fixed interest (Trade reporting Only),BJK0J83,11-Mar-2020,28-Feb-2023,10,F,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 PARAGON MORTGAGES (NO.12) PLC CLASS A1 MTG BKD FRN 15/11/38 USD (REGS),XS0261644941,40XV,Fixed interest (Trade reporting Only),B19DD18,,15-Nov-2038,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 NATIONAL GRID NORTH AMERICA INC. 2.85% INST 10/07/26,XS1853349295,46FG,Fixed interest (Trade reporting Only),BDCXCB2,10-Jul-2018,10-Jul-2026,2.85,F,CWNR,NIDW,0,0,,NOK,CWNR,0,,,0,,,100 TRAVIS PERKINS PLC 4.50% GTD NTS 07/09/23,XS1407695680,34YT,Fixed interest (Trade reporting Only),BZ05HT7,13-May-2016,07-Sep-2023,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC INFL LKD NTS 21/12/20,XS0498012110,93CN,Fixed interest (Trade reporting Only),B5TVNN2,,21-Dec-2020,0,,CWTR,UIDW,0,0,,MXN,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6 YR KO NTS CAR 25/07/23,XS1642803909,77GU,Fixed interest (Trade reporting Only),BF2VSW3,28-Jul-2017,25-Jul-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP DUL IDX 6YR PHX KO NTS CAR 07/10/25,XS2051495203,91QY,Fixed interest (Trade reporting Only),BK8JDB0,10-Oct-2019,07-Oct-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 STATNETT SF 0.875% NTS 08/03/25,XS1788494257,31WK,Fixed interest (Trade reporting Only),BG1VNN7,,08-Mar-2025,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 INVESTEC BANK PLC IMP TRI IDX 6-YR UP NTS CAR 15/12/25,XS2076255152,85RW,Fixed interest (Trade reporting Only),BL3SR40,18-Dec-2019,15-Dec-2025,0,O,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 PT WIJAYA KARYA (PERSERO) TBK 7.70% SNR NTS 31/01/21 (REG S),XS1746134516,15XS,Fixed interest (Trade reporting Only),BG05JZ4,01-Feb-2018,31-Jan-2021,7.7,F,MWNU,NIOM,0,0,,IDR,MWNU,0,,,0,,,100 SG ISSUER NTS 14/07/23,JE00BDS6CV54,58KL,Fixed interest (Trade reporting Only),BDS6CV5,22-Dec-2016,14-Jul-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 MOTABILITY OPERATIONS GROUP PLC 1.750% NTS 03/07/29,XS2021471862,71CC,Fixed interest (Trade reporting Only),BK6ZJ23,03-Jul-2019,03-Jul-2029,1.75,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL ZERO CPN NTS 23/01/43,XS0875807256,19WN,Fixed interest (Trade reporting Only),B9BMG43,23-Jan-2013,23-Jan-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION FLTG RTE CVRD BDS 27/09/20,XS0523112927,78AH,Fixed interest (Trade reporting Only),B3ZKFH7,,27-Sep-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 PROCTER & GAMBLE CO PG 6.25 31/01/30,XS0106655235,EPG0,Order book for Fixed Income Securities,BFWM826,,31-Jan-2030,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 31/03/14,XS0293841341,66TU,Fixed interest (Trade reporting Only),B1VV9F6,,31-Mar-2014,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 BANK OF NOVA SCOTIA 0.5% CVD BDS 23/07/21,XS1264790939,92KL,Fixed interest (Trade reporting Only),BYSGC78,23-Jul-2015,23-Jul-2021,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC 2018-1 CLS 2A RMB NTS 21/01/70 (REG S),XS1770381215,99IQ,Fixed interest (Trade reporting Only),BFX14X5,21-Feb-2018,21-Jan-2070,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZERO COUPON CALLABLE NTS 24/08/40,XS0535889488,63RL,Fixed interest (Trade reporting Only),B537FG3,,24-Aug-2030,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 3.815% CVRD BNDS 01/02/2027,XS0737866060,50UE,Fixed interest (Trade reporting Only),B779ZQ9,01-Feb-2012,01-Feb-2027,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SG ISSUER NTS 31/03/27,JE00BZ76VJ18,46GW,Fixed interest (Trade reporting Only),BZ76VJ1,16-Sep-2016,31-Mar-2027,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 FINANCE FOR RES SOCIAL HOUSING PLC SER 1'A1'/8.369% NTS 2058 (BR)(144A),US31737RAA32,70KA,Trade Reporting only,2742407,,04-Oct-2058,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BRITISH TELECOMMUNICATIONS PLC 3.883% NTS 25/06/39,XS1833075846,44VC,Fixed interest (Trade reporting Only),BDFXMC0,25-Jun-2018,25-Jun-2039,3.883,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK FLTG RT C/L NTS NAT AUST BK 30/06/23,XS1367220693,33JP,Fixed interest (Trade reporting Only),BYY8RD9,19-Apr-2016,30-Jun-2023,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHNX KO NTS CAR 05/03/26,XS2113023563,80GW,Fixed interest (Trade reporting Only),BKV41S5,10-Mar-2020,05-Mar-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC SER 2015-1 CLS 1A FRN 21/01/70(144A),XS1191555504,54QA,Fixed interest (Trade reporting Only),BVY9SR2,19-Feb-2015,21-Jan-2070,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 STANDARD CHARTERED PLC UND PRIM CAP FLTG RTE NTS SER'2'$,XS0010826633,BD14,Trade Reporting only,0838966,,31-Dec-9999,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 CENTRICA PLC ZERO CPN NTS 05/01/2032,XS0721258860,43EN,Fixed interest (Trade reporting Only),B7YHB13,05-Apr-2012,05-Jan-2032,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC PHX KO NTS CAR 15/12/25,XS2076255400,85TH,Fixed interest (Trade reporting Only),BL3SR62,18-Dec-2019,15-Dec-2025,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 PREFERRED RESIDENTIAL SECS 7 PLC A1 MTG BCKD FRN 15/03/25 GBP(BR)(REG S),XS0183095727,72UH,Trade Reporting only,3404557,,15-Mar-2025,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 1.151% INST 20/02/40,XS2123085958,84CS,Fixed interest (Trade reporting Only),BKTZSL2,20-Feb-2020,20-Feb-2040,1.151,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ROYAL BANK OF CANADA FLTG RTE SNR NTS 25/01/21,XS1939278070,61IU,Fixed interest (Trade reporting Only),BJCZ663,25-Jan-2019,25-Jan-2021,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 25/07/42,XS0806468103,12ZY,Fixed interest (Trade reporting Only),B8KZY19,25-Jul-2012,25-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC KICK OUT NTS CAR 05/06/23,XS1598699624,71DS,Fixed interest (Trade reporting Only),BF13XK3,05-Jun-2017,05-Jun-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LUKOIL INTERNATIONAL FINANCE B.V. 6.125% NTS 09/11/20 $ (REG S),XS0554659671,62CH,Fixed interest (Trade reporting Only),B5WLFP5,,09-Nov-2020,0,,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY FR S2011-22 COV BNDS 27/10/32,XS0697790425,13TL,Fixed interest (Trade reporting Only),B3SD7K0,27-Oct-2011,27-Oct-2032,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SOUTH PACIFIC SECS 05-1 PLC B1C MTG BCKD FRN 10/06/43 GBP(144A),US84359WAE03,69AM,Trade Reporting only,B0698V7,,10-Jun-2043,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR PHX KO NTS CAR 14/02/23,XS1548532438,60QS,Fixed interest (Trade reporting Only),BD5D361,14-Feb-2017,14-Feb-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BANK OF AMERICA CORPORATION FXD 2 CMF-LKD NTS 10/02/23,XS0588061530,46IH,Fixed interest (Trade reporting Only),B3SH360,10-Feb-2011,10-Feb-2023,0,,CRNR,NIDR,0,0,,EUR,CRNR,0,,,0,,,100 ACCENT CAPITAL PLC 2.625% SEC BDS 18/07/49,XS2024772910,93FO,Fixed interest (Trade reporting Only),BK5T9R1,19-Jul-2019,18-Jul-2049,2.625,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANKING GROUP PLC LLOYDS BANKING GROUP PLC,XS1043552261,ELB9,Order book for Fixed Income Securities,BFWM934,,31-Dec-9999,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 LLOYDS BANK PLC 6.500% SUB LOW TIER 2 NTS 14/09/20(144A),US53947NAA28,44WS,Fixed interest (Trade reporting Only),B68L8V3,,14-Sep-2020,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BARCLAYS BANK PLC WRT LKD SECS 19/04/21,XS1167115242,10RC,Fixed interest (Trade reporting Only),BW1YYQ8,04-Mar-2015,19-Apr-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/11/16,XS0275466331,41UJ,Fixed interest (Trade reporting Only),B1KBH86,,30-Nov-2016,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 ADECCO FINANCIAL SRVCS (N. AMERICA) 1.05% NTS 03/10/33,XS1885555513,51PH,Fixed interest (Trade reporting Only),BFZNGM2,03-Oct-2018,03-Oct-2033,1.05,F,CWNR,EIDW,0,0,,JPY,CWNR,0,,,0,,,100 QNB FINANCE 3.315% NTS 11/03/25,XS2132472809,84ED,Fixed interest (Trade reporting Only),BJK0JC7,11-Mar-2020,11-Mar-2025,3.315,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT AND RED NTS 19/12/24,XS1457327432,58NM,Fixed interest (Trade reporting Only),BYQ4KW5,23-Dec-2016,19-Dec-2024,0,O,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 24/04/23,XS1560890870,61KF,Fixed interest (Trade reporting Only),BDZCM49,24-Apr-2017,24-Apr-2023,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC KICK OUT NTS CAR 05/06/23,XS1598698063,71FD,Fixed interest (Trade reporting Only),BF13XF8,05-Jun-2017,05-Jun-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BANK OF MONTREAL 3.905% CPN CALL NTS 21/03/38,XS0904663720,34ES,Fixed interest (Trade reporting Only),B9MBWY1,21-Mar-2013,21-Mar-2038,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC GBP PHOENIX KICK OUT NTS 29/12/25,GB00BF8S3M38,11KU,Fixed interest (Trade reporting Only),BYX5CR0,28-Dec-2017,29-Dec-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV INF LKD NTS 21/11/21,XS1522918256,55LD,Fixed interest (Trade reporting Only),BYVQ5S7,21-Nov-2016,21-Nov-2021,0,O,CWNR,EIDW,0,0,,KZT,CWNR,0,,,0,,,100 ORIGINATED MORTGAGE LOANS 1 PLC B MTG BCKD FRN 06/2029 £(BR)(144 A),US67574VAE65,99LR,Trade Reporting only,0304780,,15-Jun-2029,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK 10YR CALL FLGT RTE CRED NTS 30/06/2025,XS1211657249,76RT,Fixed interest (Trade reporting Only),BWV6B41,10-Apr-2015,30-Jun-2025,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 QNB FINANCE FLTG RTE NTS 11/04/24,XS1980830894,63UM,Fixed interest (Trade reporting Only),BJJNWK6,11-Apr-2019,11-Apr-2024,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK PLC INDX LKD DIGI INT & IDX LKD NTS 29/12/25,XS1335437593,94XT,Fixed interest (Trade reporting Only),BYWP895,29-Dec-2015,29-Dec-2025,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SG ISSUER NTS 26/04/30,GB00BG8HLM32,83MB,Fixed interest (Trade reporting Only),BG8HLM3,01-May-2020,26-Apr-2030,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS INV P/S SRS 1214 12/12/25,XS1892587806,60SD,Fixed interest (Trade reporting Only),BFXCKC9,14-Dec-2018,12-Dec-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALLABLE ZERO CPN NTS 18/08/33,XS0173874644,56EV,Trade Reporting only,3347470,,18-Aug-2033,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 MORGAN STANLEY FLTG RTE NTS 15/06/20,XS0514782746,44YD,Fixed interest (Trade reporting Only),B62GLM6,,15-Jun-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 16/11/2040,XS0552611054,80JX,Fixed interest (Trade reporting Only),B4LYBB6,11-Jul-2011,16-Nov-2040,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED SECS 14/09/26,XS1819074011,54TB,Fixed interest (Trade reporting Only),BF55KQ0,28-Sep-2018,14-Sep-2026,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN 2.875% NTS 05/12/23,XS0938999629,43HO,Fixed interest (Trade reporting Only),BBGB7G8,06-Jun-2013,05-Dec-2023,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG 1.125% GTD NTS 15/12/22 (TEMP),XS2059753223,75ZR,Fixed interest (Trade reporting Only),BJRFDM3,02-Oct-2019,15-Dec-2022,1.125,F,PSNR,EIDP,0,0,,GBP,PSNR,0,,,0,,,100 UK TREASURY STRIP 07JUN2052CPN,GB00B0BDTL12,90EV,Gilts,B0BDTL1,,07-Jun-2052,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 BARCLAYS BANK PLC FX LNKD NTS 05/09/22,XS0784145889,16AD,Fixed interest (Trade reporting Only),B8CJWW6,05-Sep-2012,05-Sep-2022,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 26/03/26,GB00BG8HLZ60,OQA3,Fixed interest (Trade reporting Only),BG8HLZ6,09-Apr-2020,26-Mar-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HSBC BANK PLC MRKT ACCESS WRNTS LKD ORD A SHS 23/11/20,GB00BZY3HZ36,85WI,Fixed interest (Trade reporting Only),BZY3HZ3,29-Sep-2017,23-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 UK TREASURY STRIP 07DEC2035CPN,GB00B0127928,72XI,Gilts,B012792,,07-Dec-2035,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 PROVINCE OF ALBERTA 1.750% NTS 26/08/20 (REG S),XS1283668736,94AR,Fixed interest (Trade reporting Only),BYNQT27,,26-Aug-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS SHR LKD INT AND RED SEC DUE 09/08/22,XS1566934995,78EY,Fixed interest (Trade reporting Only),BF47RH7,09-Aug-2017,09-Aug-2022,0,O,CRNR,NIDR,0,0,,EUR,CRNR,0,,,0,,,100 BRITISH TELECOMMUNICATIONS PLC 4.250% SNR NTS 08/11/49 (REG S),USG15820DX14,66YG,Fixed interest (Trade reporting Only),BG0TR07,12-Nov-2019,08-Nov-2049,4.25,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 HSBC HLDGS PLC 1.50% TO FLTG RT NTS 04/12/24,XS1917601582,55MT,Fixed interest (Trade reporting Only),BGY2QK5,04-Dec-2018,04-Dec-2024,1.5,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/05/12,XS0303148083,75CP,Fixed interest (Trade reporting Only),B1Y96H8,,30-May-2012,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 RMAC 1999 - NS1 PLC C NTS MTG BCKD FRN 12/12/35 £(BR)(144A),US74961WAD39,49NR,Trade Reporting only,0608608,,12-Dec-2035,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SB CAPITAL S.A. 6.125% LOAN PART NTS 07/02/2022 REGS,XS0743596040,50YV,Fixed interest (Trade reporting Only),B7MS7N2,07-Feb-2012,07-Feb-2022,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 31/03/14,XS0189726382,69DN,Trade Reporting only,B08ZNY1,,31-Mar-2014,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 INVESTEC BANK PLC PHOENIX KO NTS CAR 29/07/27,GB00BF8S5C79,72AG,Fixed interest (Trade reporting Only),BF8S5C7,29-Jul-2019,29-Jul-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LANARK MASTER ISSUER PLC 2007-1 CLS1A3 MORT BKD FRN 22/07/32 REGS,XS0312953515,83NR,Fixed interest (Trade reporting Only),B23W5C3,,22-Jul-2032,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MAWS LKD ORD A FOCUS MEDIA 23/11/21,GB00BZY3LX99,44ZT,Fixed interest (Trade reporting Only),BZY3LX9,27-Jun-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV ZERO CPN MULTI-CALL NTS 03/08/37,XS1654313599,77MW,Fixed interest (Trade reporting Only),BYXD0B4,,03-Aug-2037,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HIGHER EDUCATION SECS INV 1 PLC CLASS B1 ASSET BCKD FRN 2028 144A,XS0085726668,80LI,Trade Reporting only,0263717,,10-Apr-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SG ISSUER NTS 23/09/24,GB00BFRNGT75,54UR,Fixed interest (Trade reporting Only),BFRNGT7,05-Oct-2018,23-Sep-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 QNB FINANCE FLTG RTE NTS 15/02/23,XS1769381887,17SI,Fixed interest (Trade reporting Only),BF56858,15-Feb-2018,15-Feb-2023,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 PARAGON MORTGAGES (NO.14) PLC A2C MORT BKD FR NTS 15/09/39(144A) $,US69913FAB31,87JN,Fixed interest (Trade reporting Only),B1VNX83,,15-Sep-2039,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 REVS LD 8.50% SUB NTS 09/04/21,XS0082515841,30LX,Trade Reporting only,0399537,,09-Apr-2021,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN LNKD NTS 20/08/40,XS0535300106,95SW,Fixed interest (Trade reporting Only),B5WGML5,14-Jun-2011,20-Aug-2040,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BANK OF NOVA SCOTIA 2.980% NTS 20/05/31,XS1415478954,35YI,Fixed interest (Trade reporting Only),BZ01T00,20-May-2016,20-May-2031,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 WILLIAM HILL PLC 4.750% GTD NTS 01/05/26,XS1989833816,94CC,Fixed interest (Trade reporting Only),BJRFDB2,02-May-2019,01-May-2026,4.75,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 PRUDENTIAL PLC INDX-LNKD NTS 10/07/23,XS0171435497,68LL,Trade Reporting only,3330782,,10-Jul-2023,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 MORGAN STANLEY 1.875% SNR REG NTS 27/04/27,XS1603892149,71IE,Fixed interest (Trade reporting Only),BZ7PJF0,08-Jun-2017,27-Apr-2027,1.875,F,CWNR,NIOW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS INV SRS 1131 14/01/25,GB00BFZQ1Q08,45TG,Fixed interest (Trade reporting Only),BFZQ1Q0,16-Jul-2018,14-Jan-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL ZERO CPN NTS 16/03/48,XS1789507032,34HT,Fixed interest (Trade reporting Only),BYVSCQ0,16-Mar-2018,16-Mar-2048,0,O,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 LONDON & QUADRANT HOUSING TRUST 2.25% SEC BDS 20/07/29,XS1648468491,76UU,Fixed interest (Trade reporting Only),BDVJ608,21-Jul-2017,20-Jul-2029,2.25,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 UNITED UTILITIES WATER FINANCE PLC 0.359% CPI LKD NTS 05/10/48,XS1694666451,88DA,Fixed interest (Trade reporting Only),BYZ29J0,05-Oct-2017,05-Oct-2048,0.359,F,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 ASIAN INFRASTRUCTURE INVESTMENT BAN 2.250% NTS 16/05/24,US04522KAA43,65JC,Fixed interest (Trade reporting Only),BK8KJT3,,16-May-2024,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 THAMES WATER UTILITIES FINANCE PLC A2 IDX-LKD UNWRAP BDS 28/08/57,XS0318577599,38DP,Fixed interest (Trade reporting Only),B248P97,,28-Aug-2057,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION 3.755% CAP NTS 30/06/09,XS0244965462,41AI,Fixed interest (Trade reporting Only),B0Z7M87,,30-Jun-2009,0,,CWNU,NIDU,0,0,,EUR,CWNU,0,,,0,,,100 ORESUNDSBRO KONSORTIET 0.3775% NTS 24/08/23,XS1867704550,96MJ,Fixed interest (Trade reporting Only),BDRMF48,,24-Aug-2023,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 SG ISSUER NTS 05/01/2029,GB00BFRNH163,59KA,Fixed interest (Trade reporting Only),BFRNH16,07-Jan-2019,05-Jan-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SG ISSUER NTS 21/03/24,JE00BYPZR953,62GY,Fixed interest (Trade reporting Only),BYPZR95,16-Mar-2017,21-Mar-2024,0,V,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 FINGRID OYJ FLTG RTE NTS 20/09/20,XS1492712440,46MY,Fixed interest (Trade reporting Only),BYQB9W9,20-Sep-2016,20-Sep-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 BARCLAYS BANK PLC NTS 30/11/20,XS0352288616,35BG,Fixed interest (Trade reporting Only),B2QG4G9,,30-Nov-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 FINANCE FOR RES SOCIAL HOUSING PLC SER'3'ASSET BCKD 6.5% NTS 2058 (BR),XS0075185958,93KA,Trade Reporting only,5227149,,31-Dec-9999,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 1.52% MULTI-CALLABLE NTS DUE 30/08/37,XS1673828783,80MY,Fixed interest (Trade reporting Only),BF16885,30-Aug-2017,30-Aug-2037,1.52,F,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 SWEDEN(KINGDOM OF) 2.375% NTS 15/02/21 (144),US87020DBE31,17TY,Fixed interest (Trade reporting Only),BF0VF79,,15-Feb-2021,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 ORSTED A/S 2.625% NTS 19/09/22,XS0829114999,16DE,Fixed interest (Trade reporting Only),B8NXQH0,19-Sep-2012,19-Sep-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 14/03/41,XS0598971876,63AL,Fixed interest (Trade reporting Only),B3RVL69,14-Mar-2011,14-Mar-2041,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 GATWICK FUNDING LTD 2012/1 A 5.25% BNDS 23/01/2026,XS0733794407,48XA,Fixed interest (Trade reporting Only),B7LGMF4,20-Jan-2012,23-Jan-2026,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 06/08/26,GB00BFRNF894,51TY,Fixed interest (Trade reporting Only),BFRNF89,20-Sep-2018,06-Aug-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS WITH CAR 01/03/22,XS1331737491,14RP,Fixed interest (Trade reporting Only),BD3Z7F6,01-Mar-2016,01-Mar-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 STANDARD CHARTERED PLC 4.247% TO FRN 20/01/23 (UNRESTRICT),XS1887493309,95UH,Fixed interest (Trade reporting Only),BG10D01,04-Oct-2018,20-Jan-2023,4.247,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 30/04/12,XS0147242811,AO69,Trade Reporting only,3159244,,30-Apr-2012,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 BULLET FINANCE BV SECD SER ZERO CPN NTS #(REG S),QQ0001530013,47GL,Trade Reporting only,0153001,,31-Dec-9999,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SG ISSUER NTS 09/11/26,JE00BD5JWN91,34JE,Fixed interest (Trade reporting Only),BD5JWN9,29-Apr-2016,09-Nov-2026,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 ONTARIO(PROVINCE OF) 3.00% INST 28/09/20,XS0544936817,78HZ,Fixed interest (Trade reporting Only),B3ZLX65,,28-Sep-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 PLACES FOR PEOPLE TREASURY PLC 2.875% GTD NTS 17/08/26,XS1475716822,44EC,Fixed interest (Trade reporting Only),BYZVW10,17-Aug-2016,17-Aug-2026,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LEGAL & GENERAL GROUP PLC 4.500% RST SUBORD NTS 01/11/50,XS2166022934,32XP,Fixed interest (Trade reporting Only),BLF7ZP2,01-May-2020,01-Nov-2050,4.5,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGES SECS 17 PLC M1B MTG-BCKD FRN 13/05/37$(BR)(REGS),XS0186356407,39VU,Trade Reporting only,3431050,,13-May-2037,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 PEABODY CAPITAL NO 2 PLC 3.25% SEC BDS 14/09/48 (REG S),XS1875300912,52NL,Fixed interest (Trade reporting Only),BF5KX77,17-Sep-2018,14-Sep-2048,3.25,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 1.875% NTS 29/05/21,XS1072571364,38FA,Fixed interest (Trade reporting Only),BMTS1N8,30-May-2014,29-May-2021,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 BISHOPSGATE ASSET FINANCE LD GTD ASSET BKD 4.808% NTS 14/08/44,XS0263456344,36TL,Fixed interest (Trade reporting Only),B19Z0Z7,,14-Aug-2044,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHX KONS CAR 11/03/27,GB00BF8S5163,60WU,Fixed interest (Trade reporting Only),BF8S516,11-Mar-2019,11-Mar-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT RED NTS 30/04/21,XS1223084564,79BM,Fixed interest (Trade reporting Only),BX9BYT1,01-May-2015,30-Apr-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NORTHERN GAS NETWORKS FINANCE PLC 4.875% GUAR BDS 30/06/2027 (BR) £,XS0234964459,90JH,Fixed interest (Trade reporting Only),B0P51W8,,30-Jun-2027,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 UNITED UTILITIES WATER LTD 1.9799% IDX-LKD NTS 05/10/35,XS0231917765,40JW,Fixed interest (Trade reporting Only),B0LS8R5,,05-Oct-2035,0,,PSTR,PIDP,0,0,,GBP,PSTR,0,,,0,,,100 UNIFUND PLC GTD SECD BDS 07/12/47,XS0302391643,58TO,Fixed interest (Trade reporting Only),B1Y1LB3,,07-Dec-2047,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 TURKIYE GARANTI BANKASI 5.25% NTS 13/09/22 REG S,USM8931TAF68,13CL,Fixed interest (Trade reporting Only),B849R74,14-Sep-2012,13-Sep-2022,0,,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 ORANGE SA ORAFP 5 3/8 11/22/50,XS0562107762,13QQ,Order book for Fixed Income Securities,BYVZH22,,22-Nov-2050,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 MAS A330 CAYMAN I LD 2.312% GTD NTS 05/08/24 (RES),US55278YAB02,10AC,Fixed interest (Trade reporting Only),BBDQDY6,05-Jun-2013,05-Aug-2024,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 5.04% CALL NTS 28/07/39,XS0441092987,88GB,Fixed interest (Trade reporting Only),B3XJLL2,,28-Jul-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN EUR 10YR CMS LKD NTS 28/06/24,XS0795838126,38GQ,Fixed interest (Trade reporting Only),B7JC5K0,28-Jun-2012,28-Jun-2024,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 LLOYDS BANK PLC 4.50% NTS 27/08/20,XS0536400954,96PK,Fixed interest (Trade reporting Only),B641VS5,,27-Aug-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL 1.92% NTS 07/03/44,XS1960015813,62JZ,Fixed interest (Trade reporting Only),BJBSZW2,07-Mar-2019,07-Mar-2044,1.92,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 BRITISH TELECOMMUNICATIONS PLC CALL 6.375% NTS 23/06/37,XS0306772699,70TD,Fixed interest (SEAQ),B1YYD83,,23-Jun-2037,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 INVESTEC BANK PLC UP PLS NTS CAR 02/09/20,GB00BNQ4SH93,53IO,Fixed interest (Trade reporting Only),BNQ4SH9,02-Sep-2014,02-Sep-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 KSA SUKUK LD 4.303% TRUST CERT 19/01/29 (REG S),XS1881581968,95TI,Fixed interest (Trade reporting Only),BFX3CW6,19-Sep-2018,19-Jan-2029,4.303,F,SUKM,SK01,0,0,,USD,SUKM,0,,,0,,,100 JYSKE BANK FLTG RTE PERPET NON CUM T1 CAP NTS,XS1489817525,45XX,Fixed interest (Trade reporting Only),BD2BMS3,19-Sep-2016,01-Dec-2999,0,,CWNR,EIOW,0,0,,SEK,CWNR,0,,,0,,,100 BARCLAYS BANK PLC INT RT LNKD NTS 20/10/26,XS0548373058,11SH,Fixed interest (Trade reporting Only),B75KJC8,21-Oct-2011,20-Oct-2026,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 18 PLC MTG EARLY RED CERTS 14/11/37 £ (144A),US76112SAP83,39YV,Trade Reporting only,B01SNW5,,14-Nov-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 WARWICK FINANCE RES.MORT.NO.TWO PLC CLS F MRTG BCK FLTG RTE NTS 21/09/49,XS1255426899,15OD,Fixed interest (Trade reporting Only),BYXJM38,28-Sep-2015,21-Sep-2049,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 NATIONAL GRID GAS PLC 1.7762% IDX-LKD INST 28/08/37,XS0291522091,33UD,Fixed interest (Trade reporting Only),B1VS5Z9,,28-Aug-2037,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EUROFIMA 0.15% INST 10/10/34 (TEMP),XS2112492264,77SY,Fixed interest (Trade reporting Only),BKKDL61,,10-Oct-2034,0,,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZRO CPN NTS 30/04/43,XS0921486881,17YK,Fixed interest (Trade reporting Only),B7VS067,30-Apr-2013,30-Apr-2043,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHNX KO NTS CAR 27/02/23,GB00BZ04MJ95,58WP,Fixed interest (Trade reporting Only),BZ04MJ9,27-Feb-2017,27-Feb-2023,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ASSA ABLOY AB 0.875% NTS 22/02/23,XS1953826549,61TI,Fixed interest (Trade reporting Only),BJ5BM59,22-Feb-2019,22-Feb-2023,0.875,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 WELLS FARGO & COMPANY 2.64% NTS 05/11/34,XS2076164867,92WP,Fixed interest (Trade reporting Only),BK724X9,06-Nov-2019,05-Nov-2034,2.64,F,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 ADECCO INTERNATIONAL FIN SRVS B.V 1.000% NTS 02/12/24,XS1527526799,55UG,Fixed interest (Trade reporting Only),BYYNGD7,02-Dec-2016,02-Dec-2024,1,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 MOUND FINANCING (NO.4) PLC SERIES2 CLASSC AST BKD FRN08/02/42 $REGS,XS0229399984,65PE,Fixed interest (Trade reporting Only),B0MSWM7,,08-Feb-2042,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN 4.625% NTS 09/10/29,XS0837769354,15PT,Fixed interest (Trade reporting Only),B86RX34,09-Oct-2012,09-Oct-2029,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 SUMITOMO CORP CAPITAL EUROPE PLC CALL STEP UP NTS 18/05/2021,XS0621516334,96SL,Fixed interest (Trade reporting Only),B46ZVC5,18-May-2011,18-May-2021,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 SG ISSUER NTS 02/11/26,GB00BFRNGK82,59QC,Fixed interest (Trade reporting Only),BFRNGK8,12-Nov-2018,02-Nov-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BARCLAYS BANK PLC WRT LKD NTS 30/03/22,XS0550256142,12NK,Fixed interest (Trade reporting Only),B7ZN4T9,23-Mar-2012,30-Mar-2022,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ECOBANK TRANSNATIONAL INCORPORATED 9.50% NTS 18/04/24 (144A),US27889PAA12,93QC,Fixed interest (Trade reporting Only),BK6N336,24-Apr-2019,18-Apr-2024,9.5,F,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.6 PLC CLASS'C'NTS 2037 £(BR)(144 A),XS0098791378,56NY,Trade Reporting only,0764005,,13-Sep-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 AFFINITY WATER FINANCE PLC SUB CLS A2 4.50% BDS 31/03/36,XS0883686650,19LP,Fixed interest (Trade reporting Only),B970VV3,04-Feb-2013,30-Sep-2036,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV AMRTNG 8.25% NTS DUE 04/08/22,XS1659091273,77UJ,Fixed interest (Trade reporting Only),BF6WZX2,,04-Aug-2022,0,,PSNR,NIDP,0,0,,AMD,PSNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 05/05/39,XS0426682497,76DU,Fixed interest (Trade reporting Only),B41C035,,05-May-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 STATE OF MONTENEGRO 5.750% NOTES 10/03/21 (144A),XS1377511511,16JG,Fixed interest (Trade reporting Only),BYZ0FL8,11-Mar-2016,10-Mar-2021,0,,CWNR,NIOW,0,0,,EUR,CWNR,0,,,0,,,100 REPUBLIC OF GHANA (THE) 7.875% AMORTISING NTS 26/03/27 (REG S),XS1968714110,63GN,Fixed interest (Trade reporting Only),BJ1DL07,27-Mar-2019,26-Mar-2027,7.875,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 UNIVERSITY OF LEEDS (THE) 3.125% BDS 19/12/50,XS1366919535,14XR,Fixed interest (Trade reporting Only),BZ1F503,22-Feb-2016,19-Dec-2050,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CITY OF GOTEBORG 2.000% NTS 03/06/20,XS1073488675,73BL,Fixed interest (Trade reporting Only),BN65PC6,03-Jun-2014,03-Jun-2020,2,F,PSTR,UIDP,14,10000,SEK,SEK,PSTR,0,,03-Jun-2018,12,31-Dec-2099,03-Jun-2014,100 COMMONWEALTH BANK OF AUSTRALIA 1.636% COVERED BDS 03/11/37,XS1710679959,94JU,Fixed interest (Trade reporting Only),BF2DM61,03-Nov-2017,03-Nov-2037,1.636,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS WITH CAR 03/12/24,XS1891441138,60EE,Fixed interest (Trade reporting Only),BGLJX08,03-Dec-2018,03-Dec-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC HLDGS PLC 7.35% SUB NTS 27/11/32 $ (144A),US404280AC35,81MN,Trade Reporting only,B07W0J7,,27-Nov-2032,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 BANK OF NOVA SCOTIA 1% NTS 14/06/25,XS1838929914,44KE,Fixed interest (Trade reporting Only),BFFKKP4,14-Jun-2018,14-Jun-2025,1,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 25/07/2031,XS0649728556,10ET,Fixed interest (Trade reporting Only),B6WG1H1,25-Jul-2011,25-Jul-2031,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN 3.625% NTS 28/03/2022,XS0760364116,42YP,Fixed interest (Trade reporting Only),B737307,28-Mar-2012,28-Mar-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC MAWS LKD ORD A SHS JIANGSU YAN 11/09/20,GB00BG64G214,75LS,Fixed interest (Trade reporting Only),BG64G21,16-Sep-2019,11-Sep-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP EVEN 30 6YR 100% CAP PRO UP 03/03/22,XS1349556198,15RE,Fixed interest (Trade reporting Only),BDCP0M5,26-Feb-2016,03-Mar-2022,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SANDWELL COMMERCIAL FINANCE NO1 PLC B MTGE BCKD FRN 11/05/39 £(BR)(REG S),XS0191371391,48GA,Trade Reporting only,B013QN2,,11-May-2039,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC 1.45% NTS 01/12/22,XS0562428051,95DH,Fixed interest (Trade reporting Only),B4MB2N5,,01-Dec-2022,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC 2020-1 CLS 3AR MB FRN 21/01/70 (144A),XS2109792809,83WU,Fixed interest (Trade reporting Only),BKT6570,06-Feb-2020,21-Jan-2070,0,Z,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 IDB TRUST SERVICES LD 2.843% TST CERT 25/04/24,XS1984261484,93RS,Fixed interest (Trade reporting Only),BJK43R2,25-Apr-2019,25-Apr-2024,2.843,F,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 YORKSHIRE WATER SERVICES FIN LD 5.125% GTD BDS 28/05/37 £ (BR),XS0302054050,70XU,Fixed interest (Trade reporting Only),B1XHSD3,,28-May-2037,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN SECS 31/10/43,XS0961919957,77VZ,Fixed interest (Trade reporting Only),BG5H5Q8,31-Oct-2013,31-Oct-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV AMORTISING FRN 25/05/23,XS1827045631,43SC,Fixed interest (Trade reporting Only),BF50P04,25-May-2018,25-May-2023,0,V,PSNR,EIDP,0,0,,GEL,PSNR,0,,,0,,,100 DIVERSITY FUNDING NO1 LD CLASS E VAR REF RTE NTS 10/02/46 £,XS0330907659,58ZQ,Fixed interest (Trade reporting Only),B29QVV0,,10-Feb-2046,0,,CWNR,NIOW,0,0,,GBP,CWNR,0,,,0,,,100 HEATHROW FUNDING LD SUB-CLS A-45 1.875% BDS 14/03/36,XS1960589155,61WJ,Fixed interest (Trade reporting Only),BFY89X0,14-Mar-2019,14-Mar-2036,1.875,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION CPTL FLTG RTE NTS 18/02/14,XS0186593793,36CL,Trade Reporting only,B08V101,,18-Feb-2014,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 17.00% NTS 07/12/2021,XS1919332574,60FU,Fixed interest (Trade reporting Only),BH3JLV0,07-Dec-2018,07-Dec-2021,17,F,PSNR,EIDP,0,0,,TRY,PSNR,0,,,0,,,100 WALES & WEST UTILITIES FINANCE PLC SC A3 4.625% SEC G BNDS 13/12/2023,XS0702021311,11WY,Fixed interest (Trade reporting Only),B6TV9M0,04-Nov-2011,13-Dec-2023,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NATWEST MARKETS PLC 5.625% UNDATED SUBORD NTS,XS0154144132,55XH,Trade Reporting only,3202621,,31-Dec-9999,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 SG ISSUER NTS 09/03/22,JE00BD04SD12,44LU,Fixed interest (Trade reporting Only),BD04SD1,25-Aug-2016,09-Mar-2022,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC GBP REV CNV NTS 28/12/22,GB00BF8S3J09,10GE,Fixed interest (Trade reporting Only),BYX5CV4,28-Dec-2017,28-Dec-2022,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAP AT RSK 25/04/22,XS1355426013,31ON,Fixed interest (Trade reporting Only),BYZJ9F7,25-Apr-2016,25-Apr-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZRO CPN NTS 21/10/46,XS1504185775,51EJ,Fixed interest (Trade reporting Only),BDFVGF5,,21-Oct-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 15 PLC MTG EARLY RED CERTS 09/09/36 (144A),US76112LAW81,35KJ,Trade Reporting only,3329713,,09-Sep-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NORDIC INVESTMENT BANK 0.125% NTS 22/03/22 (TEMP),XS2103014887,77XK,Fixed interest (Trade reporting Only),BL394H5,16-Jan-2020,22-Mar-2022,0.125,F,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 SG ISSUER NTS 27/10/23,JE00BD6K7C58,66LX,Fixed interest (Trade reporting Only),BD6K7C5,19-Apr-2017,27-Oct-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV ZERO CPN NTS 30/12/27,XS0080713497,BM03,Trade Reporting only,0167693,,30-Dec-2027,0,,MISC,DIPS,0,0,,ZAR,MISC,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 15/09/39,XS0450615587,43TS,Fixed interest (Trade reporting Only),B4K9LK1,,15-Sep-2039,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 EUROFIMA 0.15% INST 10/10/34,XS2055744689,76GV,Fixed interest (Trade reporting Only),BJRFX90,10-Oct-2019,10-Oct-2034,0.15,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 TRFC 2014-2 PLC 1.713% SEC RPI-LKD NTS 03/03/33,XS1225609533,84RX,Fixed interest (Trade reporting Only),BZ0Y910,19-Jun-2015,03-Mar-2033,0,,CWNU,EIOU,0,0,,GBP,CWNU,0,,,0,,,100 ASB FINANCE LD 0.500% NTS 10/06/22,XS1576035155,61XZ,Fixed interest (Trade reporting Only),BF056B2,10-Mar-2017,10-Jun-2022,0.5,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV MULTI-CALL ZERO CPN NTS 12/07/29,XS2022434018,94MV,Fixed interest (Trade reporting Only),BK5T5M8,12-Jul-2019,12-Jul-2029,0,Z,PSNR,EIDP,0,0,,ZAR,PSNR,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 1.208% RPI-LKD INST 27/08/38,XS0965111676,71SX,Fixed interest (Trade reporting Only),BD5P0P5,27-Aug-2013,27-Aug-2038,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ORIGINATED MORTGAGE LOANS 2 PLC B MTG BCKD FRN 15/12/30 £(BR)(144A),XS0092534832,44NF,Trade Reporting only,0452344,,15-Dec-2030,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 3.62% NTS 29/11/27,XS1725676651,99ZG,Fixed interest (Trade reporting Only),BD2B498,29-Nov-2017,29-Nov-2027,3.62,F,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 SSE PLC 2.00% NTS 17/06/20,XS0944451243,10HU,Fixed interest (Trade reporting Only),BBHX2D5,17-Jun-2013,17-Jun-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SSE PLC 1.250% NTS 16/04/25,XS2156787090,I3OD,Fixed interest (Trade reporting Only),BMD7SB8,16-Apr-2020,16-Apr-2025,1.25,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 ADCB FINANCE (CAYMAN) LD 4.75% NTS 06/12/37,XS0859241688,17FZ,Fixed interest (Trade reporting Only),B8H5WS5,06-Dec-2012,06-Dec-2037,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 B.A.T.INTERNATIONAL FINANCE PLC 1.25% GRNTD NTS 13/03/27,XS1203859928,75OT,Fixed interest (Trade reporting Only),BWC4P19,16-Mar-2015,13-Mar-2027,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 RUSSIAN FEDERATION 5.875% BDS 16/09/43 RES,US78307ADH32,64DB,Fixed interest (Trade reporting Only),BCRXP99,19-Sep-2013,16-Sep-2043,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 BANK OF MONTREAL 1.750% CVD BDS 15/06/22 (144A),US06367XF305,38OD,Fixed interest (Trade reporting Only),BD0NT68,15-Jun-2016,15-May-2022,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NATIONAL GRID NORTH AMERICA INC. 3.000% INST 10/06/22,XS1244567035,83ZV,Fixed interest (Trade reporting Only),BYZZ7Q2,10-Jun-2015,10-Jun-2022,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 AKADEMISKA HUS AB FLTG RTE NTS 21/10/20,XS1309513924,46XM,Fixed interest (Trade reporting Only),BYQ5LQ9,21-Oct-2015,21-Oct-2020,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 WARWICK FINANCE RES.MORT.NO.ONE PLC CLS E NTS 21/09/49,XS1221084731,79KP,Fixed interest (Trade reporting Only),BXB0764,07-May-2015,21-Sep-2049,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY ZRO CPN CALL NTS 30/01/53,XS0882279564,19QB,Fixed interest (Trade reporting Only),B7X5JM5,30-Jan-2013,30-Jan-2053,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 16 PLC C MTG BCKD FRN 11/12/36 £(BR)(REG S),XS0175741247,80XM,Fixed interest (Trade reporting Only),3361555,,11-Dec-2036,0,,CWNU,EIOU,0,0,,GBP,CWNU,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 1.125% SERIES 2018-02 BDS 31/05/29,XS1829215562,43VD,Fixed interest (Trade reporting Only),BF3SKN8,31-May-2018,31-May-2029,1.125,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NORTHERN POWERGRID (YORKSHIRE) PLC 4.375% BDS 05/07/32,XS0790894355,37WB,Fixed interest (Trade reporting Only),B8N47R0,06-Jul-2012,05-Jul-2032,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 LVMH MOET HENNESSY LOUIS VUITTON SE LVMH 1.0 14/06/22,FR0013260841,ELV2,Order book for Fixed Income Securities,BFWM7G3,,14-Jun-2022,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 HEATHROW FUNDING LD SUB-CLS A-26 IDX BDS 28/01/51,XS1008235514,36FM,Fixed interest (Trade reporting Only),BJFLG80,28-Jan-2014,28-Jan-2051,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 RSA INSURANCE GROUP PLC 8.95% SUB GTD BDS 15/10/29 $(BR)(144A),US78004VAA17,94OG,Trade Reporting only,0851833,,15-Oct-2029,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 QIIB SENIOR SUKUK LIMITED TST CERT 05/03/24,XS1959301471,94SE,Fixed interest (Trade reporting Only),BJLSNM8,05-Mar-2019,05-Mar-2024,0,O,SUKM,SK01,0,0,,USD,SUKM,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LNKD INT AND RED SEC 28/06/27,XS1566927270,71UI,Fixed interest (Trade reporting Only),BYXL0P2,28-Jun-2017,28-Jun-2027,0,O,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS 1A3 FLTG RTE NTS 24/12/30,XS0284070504,83CT,Fixed interest (Trade reporting Only),B1P7411,,24-Dec-2030,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV ZERO CPN CALL NTS 04/04/22,XS0145412689,AN08,Trade Reporting only,3151303,,04-Apr-2022,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 FOSSE MASTER ISSUER PLC CLS 3A2 RES BKD NTS 18/10/2054 (144A),XS0785328237,23GM,Fixed interest (Trade reporting Only),B7YJK23,23-May-2012,18-Oct-2054,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ROYAL BANK OF SCOTLAND GROUP PLC FXD TO FXD RTE NTS 19/09/26,XS1795261822,34TX,Fixed interest (Trade reporting Only),BG21PF2,19-Mar-2018,19-Sep-2026,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC SECS 13/02/26,XS2064072981,78SN,Fixed interest (Trade reporting Only),BKTX1R3,13-Feb-2020,13-Feb-2026,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC GBP PHOENIX KO NTS 18/06/26,GB00BF8S4976,44OV,Fixed interest (Trade reporting Only),BF8S497,19-Jun-2018,18-Jun-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC STEP-UP NTS 28/03/24,XS1046896715,33DD,Fixed interest (Trade reporting Only),BL0RGB0,27-Mar-2014,28-Mar-2024,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.700% NTS 11/05/23,XS2167940282,77BY,Fixed interest (Trade reporting Only),BMCT8H1,12-May-2020,11-May-2023,0.7,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX PHNX K/O NT 22/12/20,XS1330435949,88PE,Fixed interest (Trade reporting Only),BD5JLJ8,17-Dec-2015,22-Dec-2020,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SOLAR FUNDING II LD SEC AST-BKD INSTALMENT NTS 31/12/35,XS0233576668,65VG,Fixed interest (Trade reporting Only),B125Z71,,31-Dec-2035,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 01/08/38,XS0378559362,38PT,Fixed interest (Trade reporting Only),B3CDB82,,01-Aug-2038,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 0.23% NTS 29/01/25,XS1759194142,15VV,Fixed interest (Trade reporting Only),BD71XG3,29-Jan-2018,29-Jan-2025,0,O,CWNR,NIDW,0,0,,CHF,CWNR,0,,,0,,,100 SG ISSUER NTS 07/09/23,JE00BYX7RH19,61CI,Fixed interest (Trade reporting Only),BYX7RH1,23-Feb-2017,07-Sep-2023,0,V,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMP TRIP IDX 6YR PHX KO NTS CAR 06/08/25,XS2035463194,93WE,Fixed interest (Trade reporting Only),BK5XZ64,09-Aug-2019,06-Aug-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 JP MORGAN CHASE & CO 4.92% CALL NT12/05/21&CDT ML 12/05/16,XS0252825582,82KR,Fixed interest (Trade reporting Only),B16BRZ7,,12-May-2021,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 GOLDMAN SACHS GROUP INC. (THE) IDX NTS 18/08/20,XS0535799497,45II,Fixed interest (Trade reporting Only),B67JV86,,18-Aug-2020,0,,CWTR,UIDW,0,0,,MXN,CWTR,0,,,0,,,100 REPUBLIC OF URUGUAY UI BDS 10/07/30 UYU,USP80557AD64,92FP,Fixed interest (Trade reporting Only),B3BVWC8,,10-Jul-2030,0,,CRNR,NIOR,0,0,,UYU,CRNR,0,,,0,,,100 JP MORGAN CHASE & CO 1.375% NTS 16/09/21,XS1110449458,55DG,Fixed interest (Trade reporting Only),BQS2SW7,16-Sep-2014,16-Sep-2021,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS 1092 03/06/24,GB00BDVQ2N46,43WT,Fixed interest (Trade reporting Only),BDVQ2N4,04-Jun-2018,03-Jun-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS PRF SHS SER 1293 31/03/25,GB00BJFSYQ55,63MP,Fixed interest (Trade reporting Only),BJFSYQ5,29-Mar-2019,31-Mar-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTOR AB 5.50% NTS 05/05/37,XS0298709188,37XR,Fixed interest (Trade reporting Only),B1WGPV8,,05-May-2037,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 MERCHANTS TRUST PLC 4% PERP DEB STK,GB0005800858,73HN,Trade Reporting only,0580085,,31-Dec-9999,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 GLOBAL YATIRIM HLDG ANONIM SIRKETI 8.00% NTS 30/06/22 REG S,XS0725354566,50PI,Fixed interest (Trade reporting Only),B5L4ZZ5,04-Jan-2012,30-Jun-2022,0,,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL NTS 10/02/47,XS1564366588,60KG,Fixed interest (Trade reporting Only),BDGKMF3,10-Feb-2017,10-Feb-2047,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV ZERO CPN NTS 20/05/22,XS2152337403,77DJ,Fixed interest (Trade reporting Only),BLCJ0T0,18-May-2020,20-May-2022,0,O,CRTR,UIDR,0,0,,TRY,CRTR,0,,,0,,,100 HSBC BANK PLC CALLBLE ACCRETING NTS 20/05/39,XS0428183726,88QU,Fixed interest (Trade reporting Only),B4X2QR9,,20-May-2039,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP N BARR IL NTS CAR 20/07/21,GB00BXDZ3H08,91NN,Fixed interest (Trade reporting Only),BXDZ3H0,20-Jul-2015,20-Jul-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF QUEENSLAND LD 0.500% CVRD BNDS SRS 2017 DUE 10/07/22,XS1640827843,75RU,Fixed interest (Trade reporting Only),BYVT3V5,10-Jul-2017,10-Jul-2022,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 GRACECHURCH CARD PROGRAMME FUND.PLC S15-1 CLS D FR AB NTS 15/11/23 (REG S),XS1321880509,64GC,Fixed interest (Trade reporting Only),BYTQ8M4,20-Nov-2015,15-Nov-2023,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MKT ACC NTS BINH DUONG 23/11/21,XS1800551423,38RE,Fixed interest (Trade reporting Only),BFWNKY5,29-Mar-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ANZ NEW ZEALAND (INT'L) LD 3.400% NTS 19/03/24 (RULE 144A),US00182EBK47,62UN,Fixed interest (Trade reporting Only),BJML8V0,20-Mar-2019,19-Mar-2024,3.4,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HEATHROW FUNDING LD SUB-CLS A 3.00% FXD RTE BNDS 17/06/23,CA42246QAA63,69SS,Fixed interest (Trade reporting Only),BNFX2Y2,17-Jun-2014,17-Jun-2023,0,,CWNR,EIDW,0,0,,CAD,CWNR,0,,,0,,,100 STANDARD CHARTERED PLC ADR (REPR NON-CUM RED PREF SHS) 144A,US853254AA86,58HA,Fixed interest (Trade reporting Only),B1L6412,,31-Dec-9999,0,,CWNU,EIOU,0,0,,USD,CWNU,0,,,0,,,100 INVESTEC BANK PLC FLTG RTE CREDIT LKD NTS 20/12/23,XS1828133113,43YE,Fixed interest (Trade reporting Only),BFYRBQ4,05-Jun-2018,20-Dec-2023,0,V,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 24/02/40,XS0488071431,63OA,Fixed interest (Trade reporting Only),B64T1C3,,24-Feb-2040,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC IM KCK OT NTS WTHOT CAP AT RSK 23/02/22,XS1338976233,15AE,Fixed interest (Trade reporting Only),BYXFBH3,19-Feb-2016,23-Feb-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.13 PLC MTG EARLY RED CERTS 12/12/36 £ (REG S),XS0155578346,47UA,Trade Reporting only,3216774,,12-Dec-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ROYAL BANK OF CANADA FLTG RTE SNR NTS 24/07/20,XS2031172567,71XJ,Fixed interest (Trade reporting Only),BJGWJ72,24-Jul-2019,24-Jul-2020,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 ELLAND RMBS 2018 PLC CLASS Z RESIDENTIAL MORT FRN 12/12/63,XS1921544216,60LW,Fixed interest (Trade reporting Only),BDR0RZ7,19-Dec-2018,12-Dec-2063,0,Z,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 ARRAN RESIDENTIAL MRTGS FD 2011-1 CLS A1B MORT BKD FRNS 19/11/2047 (REGS),XS0566755079,78VO,Fixed interest (Trade reporting Only),B3XS8F2,14-Apr-2011,19-Nov-2047,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC PHX KO NTS CAR 23/12/27,GB00BF8S5K53,93AS,Fixed interest (Trade reporting Only),BF8S5K5,24-Dec-2019,23-Dec-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SIGMA FINANCE CORPORATION CAP FLTG RTE NTS 30/09/13,XS0269232558,33GE,Fixed interest (Trade reporting Only),B1FPTF4,,30-Sep-2013,0,,CWNU,NIDU,0,0,,EUR,CWNU,0,,,0,,,100 MACQUARIE BANK LD 4.00% DBT INST 12/10/22,XS0840959661,17KL,Fixed interest (Trade reporting Only),B8YV7L4,11-Jan-2013,12-Oct-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SOUTHERN WATER SERVICES (FIN) LTD 5.00% WRAP BDS 31/03/21,XS0220565732,87BQ,Fixed interest (Trade reporting Only),B09KDD4,,31-Mar-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 3.875% SNR NTS 26/07/29 (144A),US45262BAC72,95KZ,Fixed interest (Trade reporting Only),BJMSS44,29-Jul-2019,26-Jul-2029,3.875,F,CWTU,UIOU,0,0,,USD,CWTU,0,,,0,,,100 BAGLAN MOOR HEALTHCARE PLC 3.920% GTD IDX-LKD BD 30/04/29£(VAR)(BR),XS0111208814,79PB,Trade Reporting only,0615909,,30-Apr-2029,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC GBP PHOENIX KO NTS CAR 12/02/26,GB00BF8S3S99,12WN,Fixed interest (Trade reporting Only),BF8S3S9,12-Feb-2018,12-Feb-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ROYAL BANK OF CANADA FLTG RTE NTS 19/01/21,XS1346650929,68DO,Fixed interest (Trade reporting Only),BDGN6Q1,19-Jan-2016,19-Jan-2021,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 NATIONAL WESTMINSTER BANK PLC 6.5% NTS 2021 £(VAR)(BR),XS0090254722,89LX,Fixed interest (Trade reporting Only),0424570,,07-Sep-2021,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMPALA UPSDE NTS CAP RSK DUE 19/07/21,XS1644984418,76MX,Fixed interest (Trade reporting Only),BDVJ6B9,17-Jul-2017,19-Jul-2021,0,,CRNR,NIDR,0,0,,USD,CRNR,0,,,0,,,100 DP WORLD CRESCENT LIMITED TST CERT 31/05/23 (UNRES),XS1419869968,38DM,Fixed interest (Trade reporting Only),BDB4XC4,31-May-2016,31-May-2023,0,,SUKM,SK01,0,0,,USD,SUKM,0,,,0,,,100 JAPAN FIN ORG FOR MUNICIPALITIES 2.375% NTS 13/02/25 (RESTRICTED),US471068AD80,63PQ,Fixed interest (Trade reporting Only),BVG1K25,13-Feb-2015,13-Feb-2025,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT RED SECS 24/06/21,XS1367214969,40XL,Fixed interest (Trade reporting Only),BD6KSV1,24-Jun-2016,24-Jun-2021,0,,CRNR,NIDR,0,0,,EUR,CRNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA ZERO CPN CALL NTS 27/12/42,XS0868442814,15BU,Fixed interest (Trade reporting Only),B6T34S7,27-Dec-2012,27-Dec-2042,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC UPSDE PLS NTS CAP RSK 05/01/21,GB00BRWR2W33,47VQ,Fixed interest (Trade reporting Only),BRWR2W3,05-Jan-2015,05-Jan-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 1.00% SRS 2015-01 REG CVD BDS 30/01/31,XS1177825814,50SJ,Fixed interest (Trade reporting Only),BVTVZH2,30-Jan-2015,30-Jan-2031,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SG ISSUER NTS 26/04/2024,GB00BF6XC903,91QO,Fixed interest (Trade reporting Only),BF6XC90,13-Oct-2017,26-Apr-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 EQUINOR ASA 0.750% NTS 09/11/26,XS1515222385,54OF,Fixed interest (Trade reporting Only),BZ1BPX4,09-Nov-2016,09-Nov-2026,0.75,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 BARCLAYS BANK PLC WRT LKD SECS 21/10/20,XS1099460443,38UF,Fixed interest (Trade reporting Only),BRKFLL1,22-Oct-2014,21-Oct-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 20/02/24,GB00BF9B4Z10,30FL,Fixed interest (Trade reporting Only),BF9B4Z1,06-Mar-2018,20-Feb-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC 2.27% NTS 05/02/21,XS1356741766,14JS,Fixed interest (Trade reporting Only),BZCTDX3,05-Feb-2016,05-Feb-2021,0,,CWTU,UIDU,0,0,,HKD,CWTU,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 28/10/30,XS0551639015,61GZ,Fixed interest (Trade reporting Only),B5MW7B8,,28-Oct-2030,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 UK TREASURY STRIP 07MAR2024CPN,GB0030884562,DZ09,Gilts,3088456,,07-Mar-2024,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 INVESTEC BANK PLC GBP KCK OUT NTS CAP RSK DUE 21/08/23,XS1638019221,79QR,Fixed interest (Trade reporting Only),BDFBQV1,21-Aug-2017,21-Aug-2023,0,O,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 ROYAL BANK OF CANADA PP NTS 27/10/37,XS0356199843,71BX,Fixed interest (Trade reporting Only),B2RC7W3,,27-Oct-2037,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 0.805% FLTG RTE SNR NO PREF NTS 24/10/24,XS1897623309,56YM,Fixed interest (Trade reporting Only),BFZNRP2,24-Oct-2018,24-Oct-2024,0.805,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 STANDARD CHARTERED PLC 4.375% NTS 18/01/38,XS0876756452,19WD,Fixed interest (Trade reporting Only),B8T0XM9,17-Jan-2013,18-Jan-2038,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 AVIVA PLC DTD TIER2 4.375% TO FRN 12/09/49,XS1488459485,45MZ,Fixed interest (Trade reporting Only),BDF5PP0,12-Sep-2016,12-Sep-2049,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MACQUARIE BANK LD 4.70% DEBT INSTR 27/04/22,XS0776301128,99IG,Fixed interest (Trade reporting Only),B7NBJV2,30-Jul-2012,27-Apr-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC KCK OUT NTS CAP RSK DUE 17/07/23,XS1616554496,76OI,Fixed interest (Trade reporting Only),BDVJ6G4,17-Jul-2017,17-Jul-2023,0,,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 COMMERZBANK AG AUTOCALL NTS 09/09/21,GB00BYSFKJ36,42KQ,Fixed interest (Trade reporting Only),BYSFKJ3,09-Oct-2015,09-Sep-2021,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 WESTPAC BANKING CORPORATION 1.253% REG S CVD BDS 2019-C4 05/04/39,XS1979271431,63RB,Fixed interest (Trade reporting Only),BJ065D8,09-Apr-2019,05-Apr-2039,1.253,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 CANADIAN IMPERIAL BANK OF COMMERCE CALL ZERO CPN NTS 08/08/48,XS1743795210,47XB,Fixed interest (Trade reporting Only),BD6HLZ7,08-Aug-2018,08-Aug-2048,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC 4.10% NTS 25/08/25,XS0536189284,94UI,Fixed interest (Trade reporting Only),B64P1Y3,,25-Aug-2025,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 LLOYDS BANK CORPORATE MARKETS PLC FLTG RTE NTS 24/07/21,XS2032722436,93DT,Fixed interest (Trade reporting Only),BJGWJ50,24-Jul-2019,24-Jul-2021,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 14 PLC B1B MTG BCKD FRN 10/06/36 $(BR)(144A),US76112KAN00,56BK,Trade Reporting only,3275991,,10-Jun-2036,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 ASB FINANCE LD 2.125% NTS 01/09/21,XS1483161631,44UX,Fixed interest (Trade reporting Only),BD609G3,01-Sep-2016,01-Sep-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SVENSKA HANDELSBANKEN 6.4611% TO FR CAP CONTRIBUTION SECS,XS0303911795,54PV,Fixed interest (Trade reporting Only),B1YMRH4,,31-Dec-9999,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HSBC BANK PLC CALL ACCRETING NTS 22/04/39,XS0424017571,51NM,Fixed interest (Trade reporting Only),B45X5T5,,22-Apr-2039,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 WPP FINANCE 2010 3.625% SNR NTS 07/09/22,US92936MAC10,14LD,Fixed interest (Trade reporting Only),B8N5ZK2,13-Sep-2012,07-Sep-2022,0,,CWNU,EIOU,0,0,,USD,CWNU,0,,,0,,,100 ROYAL BANK OF CANADA 0.25% CVD BDS 29/01/24,XS1942615607,61IK,Fixed interest (Trade reporting Only),BG5Q7B4,29-Jan-2019,29-Jan-2024,0.25,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 BAZALGETTE FINANCE PLC 0.828% IDX-LKD BDS 25/08/47,XS1662621603,79SC,Fixed interest (Trade reporting Only),BYZ0422,29-Aug-2017,25-Aug-2047,0.828,F,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 CROYDON CORP 3 1/2% STK,GB0002390200,68GP,Trade Reporting only,0239020,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 NORDIC INVESTMENT BANK 1.55% NOTES 05/07/22,NO0010859275,71DI,Fixed interest (Trade reporting Only),BGMG7K6,,05-Jul-2022,0,,PSNR,EIDP,0,0,,NOK,PSNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZRO CPN NTS 05/03/43,XS0895037108,19XT,Fixed interest (Trade reporting Only),B8CKMD0,05-Mar-2013,05-Mar-2043,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL 0.602% ENV SUS NTS 17/12/34,XS2092034995,78BN,Fixed interest (Trade reporting Only),BKKL4S8,17-Dec-2019,17-Dec-2034,0.602,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 ORIGINATED MORTGAGE LOANS 1 PLC A2 MTG BCKD FRN 06/2029 £(BR)(REG S),XS0088533129,92LR,Trade Reporting only,0304489,,15-Jun-2029,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION ZERO CPN NTS 19/10/20,XS1700695445,93FE,Fixed interest (Trade reporting Only),BD95S79,,19-Oct-2020,0,,PSNR,NIDP,0,0,,TRY,PSNR,0,,,0,,,100 LLOYDS BANK PLC 5.705% NTS 26/06/23,XS0947212451,44WI,Fixed interest (Trade reporting Only),BBT3GS6,27-Jun-2013,26-Jun-2023,0,,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 LLOYDS BANK PLC STRCT FTG RTE NTS 20/02/25,XS1192775580,10QX,Fixed interest (Trade reporting Only),BVYVP88,20-Feb-2015,20-Feb-2025,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC MANS ALDREES ORD SHS SAR 10.00 28/01/21,XS2101398423,87GC,Fixed interest (Trade reporting Only),BKY72H7,09-Jan-2020,28-Jan-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ACCRETING NTS 19/03/39,XS0417228946,38XG,Fixed interest (Trade reporting Only),B65PR22,,19-Mar-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 FORTH PORTS AUTHORITY 3 3/4% FUNDED DEBT,GB0003472023,BA01,Trade Reporting only,0347202,,31-Dec-9999,0,,MISL,UKPL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 04/11/24,XS1879569272,58NC,Fixed interest (Trade reporting Only),BFM81R0,02-Nov-2018,04-Nov-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BARCLAYS BANK PLC EQTY IDX LKD SEC 17/05/23,XS1555611141,68IA,Fixed interest (Trade reporting Only),BYX1VQ0,17-May-2017,17-May-2023,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 PUMA FINANCE LD CLASS A2 FLTG RTE NTS 15/04/31,XS0095499355,08NR,Trade Reporting only,0608084,,15-Apr-2031,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 BARCLAYS BANK PLC FLTG RTE SECS 15/03/21,XS1731563083,34EI,Fixed interest (Trade reporting Only),BFMHFG4,15-Mar-2018,15-Mar-2021,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP 7 YR PHNX KO NTS CAR 16/12/24,XS1716972473,11KK,Fixed interest (Trade reporting Only),BD9G2X6,19-Dec-2017,16-Dec-2024,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 WESTERN POWER DISTRIBUTION (WEST MI 5.750% SNR UNS NTS 16/04/2032,XS0627336323,63UC,Fixed interest (Trade reporting Only),B4VRH62,17-May-2011,16-Apr-2032,0,,CWNU,EIDU,0,0,,GBP,CWNU,0,,,0,,,100 AVIVA PLC 0.625% SEN NTS 27/10/23,XS1509003361,52IP,Fixed interest (Trade reporting Only),BDR0CP2,27-Oct-2016,27-Oct-2023,0.625,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BARCLAYS BANK PLC CALL CMS SPD RNGE ACCRL SEC 05/11/30,XS1087486210,59GU,Fixed interest (Trade reporting Only),BYZY1P6,05-Nov-2015,05-Nov-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC FD BSKT STRAT LKD NTS CAR 09/04/24,XS1972730623,IBP5,Order book for Fixed Income Securities,BK1VW50,09-Apr-2019,09-Apr-2024,0,O,MXPE,PDCF,0,0,,SEK,MXPE,0,,,0,,,100 SANTANDER UK PLC 2.45% NTS 05/06/21,XS1240300217,83LW,Fixed interest (Trade reporting Only),BYZSFW3,05-Jun-2015,05-Jun-2021,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT & RED SECS 14/12/26,XS1883104355,60RY,Fixed interest (Trade reporting Only),BGK8XK6,14-Dec-2018,14-Dec-2026,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 KINGDOM OF SAUDI ARABIA (THE) 0.750% NTS 09/07/27 (RESTRICTED),XS2024541356,93GU,Fixed interest (Trade reporting Only),BKLH5P9,09-Jul-2019,09-Jul-2027,0.75,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 CANADIAN IMPERIAL BANK OF COMMERCE CBL21 3.150% CVD BDS 27/06/21 (REG S),USC2428PBL43,44XY,Fixed interest (Trade reporting Only),BD35VL0,27-Jun-2018,27-Jun-2021,3.15,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ELENIA FINANCE OYJ 4.102% BDS 17/12/30,XS1005287203,91VA,Fixed interest (Trade reporting Only),BHB27Y6,17-Dec-2013,17-Dec-2030,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 2 CLS C FRN 17/02/52 (REGS),XS0370507849,54SW,Fixed interest (Trade reporting Only),B39YM63,,17-Feb-2052,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC CALL ZRO CPN NTS 21/07/46,XS1454966596,43HE,Fixed interest (Trade reporting Only),BD7XQX7,21-Jul-2016,21-Jul-2046,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BARCLAYS BANK PLC CALL 0.50% TO FR SEC SBJ CURVE 16/06/30,XS1217851291,87HS,Fixed interest (Trade reporting Only),BYMWG58,16-Jun-2015,16-Jun-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 UK TREASURY STRIP 07JUN2047CPN,GB00B0BDT880,90EL,Gilts,B0BDT88,,07-Jun-2047,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 UNILEVER NV 0.500% BDS 06/01/25,XS1873208950,51QN,Fixed interest (Trade reporting Only),BF52KZ0,05-Sep-2018,06-Jan-2025,0.5,F,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHNX KO NTS CAR 03/01/23,GB00BWK1S029,58OS,Fixed interest (Trade reporting Only),BWK1S02,03-Jan-2017,03-Jan-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZRO CPN NTS 05/06/47,XS1626536103,71GJ,Fixed interest (Trade reporting Only),BF33Z83,,05-Jun-2047,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 ARRAN RESIDENTIAL MOR FD NO.2 PLC CLS A1C2 AST BKD FRN 20/09/36 REGS EUR,XS0268499851,82TU,Fixed interest (Trade reporting Only),B1FJ2D5,,20-Sep-2036,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 QUEBEC 3.50% GLBL NTS SERIES QJ 29/07/20,US748148RU93,78EO,Fixed interest (Trade reporting Only),B4YBHJ4,,29-Jul-2020,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 TSB BANKING GROUP PLC 5.750%/FR RESET CALL SUB NTS 06/05/26,XS1061206337,55MJ,Fixed interest (Trade reporting Only),BRJ9FT0,13-Oct-2014,06-May-2026,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 EKSPORTFINANS ASA 5.41% CALL NTS 09/10/29,XS0454796763,76SZ,Fixed interest (Trade reporting Only),B4TCMB9,,09-Oct-2029,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC NTS LKD TO EUKAIROS INV SHS DUE 29/09/23,XS1659723412,86PQ,Fixed interest (Trade reporting Only),BF51HD4,02-Oct-2017,29-Sep-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC GBP REV CNV NTS CAR 27/03/23,GB00BF8S3T07,38BU,Fixed interest (Trade reporting Only),BFWMR41,26-Mar-2018,27-Mar-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ARAB REPUBLIC OF EGYPT (THE) 8.7002% NTS 01/03/2049 (REG S),XS1953057491,94YZ,Fixed interest (Trade reporting Only),BGSGVT7,26-Feb-2019,01-Mar-2049,8.7002,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 31/03/14,XS0189725905,69DD,Trade Reporting only,B08ZQ53,,31-Mar-2014,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 SG ISSUER NTS 05/01/2029,GB00BFRNH494,60TJ,Fixed interest (Trade reporting Only),BFRNH49,07-Jan-2019,05-Jan-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 NATIONAL GRID GAS PLC 8 3/4% BDS 27/06/25 £(VAR)(BR),XS0058343251,06GL,Fixed interest (Trade reporting Only),0134653,,27-Jun-2025,0,,CWTU,UIOU,0,0,,GBP,CWTU,0,,,0,,,100 BANK OF MONTREAL 0.100% COV BND 18/10/24,XS1506604161,53DS,Fixed interest (Trade reporting Only),BDQZF71,20-Oct-2016,18-Oct-2024,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 WPP FINANCE 2010 4.75% SNR NTS 21/11/21 144A,US92936MAA53,41XA,Fixed interest (Trade reporting Only),B6ZLYD0,22-Nov-2011,21-Nov-2021,0,,CRTR,UIOR,0,0,,USD,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 18/11/43,XS0991975953,40GL,Fixed interest (Trade reporting Only),BGLP931,18-Nov-2013,18-Nov-2043,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 WESTPAC BANKING CORPORATION CALL 3.052% INST 26/01/43,XS0955084305,14PU,Fixed interest (Trade reporting Only),BCKFW68,26-Jul-2013,26-Jan-2043,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 LONDON POWER NETWORKS PLC 5.125% NTS 31/03/23,XS0638843598,95SM,Fixed interest (Trade reporting Only),B5L3XS1,17-Jun-2011,31-Mar-2023,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HEATHROW FUNDING LD 2.926% BDS 28/09/45 REG S,XS1853428248,47EQ,Fixed interest (Trade reporting Only),BF55KR1,28-Sep-2018,28-Sep-2045,2.926,F,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 BARCLAYS BANK PLC WT LKD SEC 07/07/20,XS1037777809,50BJ,Fixed interest (Trade reporting Only),BN56GT4,03-Jun-2014,07-Jul-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CITY OF GOTHENBURG FLTG RTE NTS 03/03/26,XS2127145261,79WT,Fixed interest (Trade reporting Only),BKVDDG4,,03-Mar-2026,0,,PSNR,EIDP,0,0,,NOK,PSNR,0,,,0,,,100 SBAB BANK AB (PUBL) FLTG RTE NTS 20/01/21,XS1347829274,11NL,Fixed interest (Trade reporting Only),BYYC979,20-Jan-2016,20-Jan-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SAMPO PLC FLTG RTE NTS 28/05/20,XS1238814278,66ZM,Fixed interest (Trade reporting Only),BYMSYP2,28-May-2015,28-May-2020,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 18 PLC M1A MTG BCKD FRN 14/11/37 £(BR)(REGS),XS0195870455,81EQ,Trade Reporting only,B01SNJ2,,14-Nov-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ANHEUSER-BUSCH INBEV SA/NV 2.125% NTS 02/12/27,BE6320934266,05OJ,Fixed interest (Trade reporting Only),BMQ5T27,02-Apr-2020,02-Dec-2027,2.125,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 GREAT HALL MORTGAGES NO.1 PLC CLS EA SER 2007-02 NTS 18/06/39 (REGS),XS0308357861,75DV,Fixed interest (Trade reporting Only),B1Z9848,,18-Jun-2039,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SOUTHERN PACIFIC SECS 04-2 PLC A1C MTG BCKD FRN 10/06/25 £(REG S),XS0196611569,52LQ,Trade Reporting only,B02FWV7,,10-Jun-2025,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SG ISSUER NTS 02/10/20,JE00BR30P336,38DF,Fixed interest (Trade reporting Only),BR30P33,16-Oct-2014,02-Oct-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA UND F/R NTS EXCH-DATED F/R NTS $(BR),GB0002153434,62GO,Trade Reporting only,0215343,,31-Dec-9999,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 ROAD MANAGEMENT SERVICES (A13) PLC 3.642% IDX-LKND GTD BD31/03/28£(VAR)(BR),XS0110354932,83OX,Trade Reporting only,0473646,,31-Mar-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC IMPALA EVEN 30 6YR 100% CAP NTE 27/08/21,GB00BWK1RH26,93JV,Fixed interest (Trade reporting Only),BWK1RH2,24-Aug-2015,27-Aug-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 TRAFFORD CENTRE FINANCE LD CLS A4 2.875% SEC NTS 28/04/24,XS1031620849,43KF,Fixed interest (Trade reporting Only),BK4Z5S3,05-Mar-2014,28-Apr-2024,0,,CWNR,NIOW,0,0,,GBP,CWNR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC CLASS A WRAPPED FLTG RTE BDS 26/01/57,XS0292942595,87KT,Fixed interest (Trade reporting Only),B1VQ9H3,,26-Jan-2057,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SOUTHERN PACIFIC SECURITIES D PLC 'B' MTG BCKD FRN 10/03/40 £(BR),XS0148241200,AR88,Trade Reporting only,3171356,,10-Mar-2040,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ABU DHABI NATIONAL ENERGY COM 2.75% NTS 02/05/24,XS1063422619,74LT,Fixed interest (Trade reporting Only),BM91PB3,02-May-2014,02-May-2024,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 STEEL CAPITAL S.A. 5.90% LN PART NTS 17/10/22 (144A),US85805RAB42,14RF,Fixed interest (Trade reporting Only),B6WDNZ4,18-Oct-2012,17-Oct-2022,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 03/01/23,XS1513738796,58RT,Fixed interest (Trade reporting Only),BD70DC6,03-Jan-2017,03-Jan-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WESTPAC BANKING CORPORATION SERIES 1395 1.45% INSTR 17/07/2028,XS1856797219,45UM,Fixed interest (Trade reporting Only),BDD1B74,17-Jul-2018,17-Jul-2028,1.45,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL NTS 03/03/38,XS0348111997,92RT,Fixed interest (Trade reporting Only),B2Q3SN5,,03-Mar-2038,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.9 PLC A2B MTG BCKD FRN 09/02/28WITH CPN(REG S),XS0117603331,55PK,Trade Reporting only,0973083,,09-Feb-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 GE CAPITAL EUROPEAN FUND.UNLTD.CO. FLTG RTE NTS 17/05/21,XS0254356057,32XF,Fixed interest (Trade reporting Only),B14TGW3,,17-May-2021,0,,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 RESIDENTIAL MORTGAGES SECS 17 PLC A1 MTG-BCKD FRN 13/05/27$(BR)(REGS),XS0186350111,39VK,Trade Reporting only,3430961,,13-May-2027,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 EQUITY RELEASE FUNDING (NO.1) PLC 9.00% CLASS 'M'MTG BCKD NTS 26/02/31,XS0121198286,05PZ,Trade Reporting only,3033638,,26-Feb-2031,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SG ISSUER NTS 02/09/20,JE00BYNQQ157,69GE,Fixed interest (Trade reporting Only),BYNQQ15,15-Sep-2015,02-Sep-2020,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC KO CAR NTS 05/05/23,XS1592868944,67UP,Fixed interest (Trade reporting Only),BF13L09,05-May-2017,05-May-2023,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CPTL NTS 17/01/17,XS0279701253,33QX,Fixed interest (Trade reporting Only),B1N9GV3,,17-Jan-2017,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. 3.35% NTS 13/02/25,XS2117472691,77PN,Fixed interest (Trade reporting Only),BLKQFN2,13-Feb-2020,13-Feb-2025,3.35,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 INVESTEC BANK PLC UP NTS WITH CAP AT RSK 07/08/20,XS1255409705,91ZR,Fixed interest (Trade reporting Only),BYS2QN0,07-Aug-2015,07-Aug-2020,0,,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL 5.455% NTS 21/03/41,XS0606225406,63BR,Fixed interest (Trade reporting Only),B3R6FK6,21-Mar-2011,21-Mar-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 04/05/28,XS2128543878,79ZU,Fixed interest (Trade reporting Only),BLB7WD3,04-May-2020,04-May-2028,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ASHTEAD CAPITAL INC 4.375% SP SEN SEC NTS 15/08/27 (REG S),USU04503AD77,78JA,Fixed interest (Trade reporting Only),BF4S0N7,14-Aug-2017,15-Aug-2027,4.375,F,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 SANTANDER FINANCE PREFERRED SA UNI S9 FXD/FLTG RTE NC PERP GTD PS,XS0441528600,88FW,Fixed interest (Trade reporting Only),B3XCY01,,31-Dec-9999,0,,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 26/08/22,XS1437014928,42TT,Fixed interest (Trade reporting Only),BD8F0Y1,26-Aug-2016,26-Aug-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NEWDAY FUNDING 2017-1 PLC CLASS C ASS BKD FRN 15/07/25,XS1634774084,75GW,Fixed interest (Trade reporting Only),BD71CC2,06-Jul-2017,15-Jul-2025,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 ORESUNDSFORBINELSEN A/S 5.3325%/CMS-LNKD INST 30/10/34,XS0205834442,52OR,Trade Reporting only,B04FG68,,30-Oct-2034,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 CITY OF STOCKHOLM FLTG RTE NTS 28/03/23,XS1799536922,38GG,Fixed interest (Trade reporting Only),BD5G694,,28-Mar-2023,0,,CWNR,EIDW,0,0,,NOK,CWNR,0,,,0,,,100 PEARSON FUNDING PLC 3.250% GTD NTS 08/05/23 $ (REGS),USG6964RAA26,15MI,Fixed interest (Trade reporting Only),B95HBJ4,09-May-2013,08-May-2023,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 WESTPAC SECURITIES NZ LTD 0.500% REG S CVD BDS SER 2019-1 17/01/24,XS1936779245,59MW,Fixed interest (Trade reporting Only),BHN9CG2,17-Jan-2019,17-Jan-2024,0.5,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 16 PLC A2A MTG BCKD FRN 11/12/36 £(BR)(REG S),XS0175735439,48BE,Fixed interest (Trade reporting Only),3361298,,11-Dec-2036,0,,CWNU,EIOU,0,0,,GBP,CWNU,0,,,0,,,100 HITACHI CAPITAL(UK) PLC FRNS 14/09/21,XS1681658115,83RY,Fixed interest (Trade reporting Only),BF16V42,15-Sep-2017,14-Sep-2021,0,V,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 QNB FINANCE 3.500% NTS 28/03/24,XS1970690829,93MW,Fixed interest (Trade reporting Only),BJYLLQ4,28-Mar-2019,28-Mar-2024,3.5,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 GULF INTERNATIONAL BANK B.S.C FLT RTE NTS 22/10/20,XS1896643209,56KN,Fixed interest (Trade reporting Only),BGT3NP7,22-Oct-2018,22-Oct-2020,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 THE REPUBLIC OF ZAMBIA 8.500% NTS 14/04/24 RES,US988895AE81,32BT,Fixed interest (Trade reporting Only),BLM7RT3,15-Apr-2014,14-Apr-2024,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 EMIRATE OF ABU DHABI 2.5% NTS 30/09/29 (144A),US29135LAE02,76AJ,Fixed interest (Trade reporting Only),BKS6G34,30-Sep-2019,30-Sep-2029,2.5,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC REV CNV NTS WITH CAR 02/09/20,GB00BNQ4GQ47,53IE,Fixed interest (Trade reporting Only),BNQ4GQ4,02-Sep-2014,02-Sep-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 12 PLC 'B' MTGE BCKD FRN 11/07/36 £(BR)(144 A),US76111NAM74,AO90,Trade Reporting only,3159716,,11-Jul-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC BANK PLC MAW LKD ORDS VINHOMES JNT STK 29/10/20,GB00BG64FC42,94GJ,Fixed interest (Trade reporting Only),BG64FC4,09-May-2019,29-Oct-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 NEXT GROUP PLC 4.375% BDS 02/10/26,XS0975833319,68PS,Fixed interest (Trade reporting Only),BFCB759,03-Oct-2013,02-Oct-2026,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PREF SER 1101 14/06/24,XS1800209931,44GY,Fixed interest (Trade reporting Only),BG0ZGF3,14-Jun-2018,14-Jun-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 OP MORTGAGE BANK COV NTS 17/03/21,XS1045726699,10BI,Fixed interest (Trade reporting Only),BKRC008,17-Mar-2014,17-Mar-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 LLOYDS BANKING GROUP PLC DTD SUB 1.750% RST CALL NTS 07/09/28,XS1788982996,31JR,Fixed interest (Trade reporting Only),BFLX4S8,07-Mar-2018,07-Sep-2028,1.75,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY CL NTS LKD CITIGROUP INC 20/12/22,XS1363163624,15NY,Fixed interest (Trade reporting Only),BDCNTQ6,01-Mar-2016,20-Dec-2022,0,,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 17/09/40,XS0540703732,96QQ,Fixed interest (Trade reporting Only),B3XHD43,,17-Sep-2040,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 QNB FINANCE 4.60% NTS 23/01/24,XS1938389795,59OH,Fixed interest (Trade reporting Only),BG5N6C9,23-Jan-2019,23-Jan-2024,4.6,F,CWNR,EIDW,0,0,,CNY,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV ZERO CPN NTS 14/06/21,XS2012058918,69JF,Fixed interest (Trade reporting Only),BKDSH87,14-Jun-2019,14-Jun-2021,0,Z,PSNR,EIDP,0,0,,TRY,PSNR,0,,,0,,,100 SG ISSUER NTS 01/09/23,JE00BDRVW002,60ZL,Fixed interest (Trade reporting Only),BDRVW00,21-Feb-2017,01-Sep-2023,0,V,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SG ISSUER NOTES 03/05/2029,GB00BFRNHY93,67XQ,Fixed interest (Trade reporting Only),BFRNHY9,13-May-2019,03-May-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 LLOYDS BANK PLC 4.97% NTS 26/05/30,XS1235695639,82CU,Fixed interest (Trade reporting Only),BY9D2B2,26-May-2015,26-May-2030,0,,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 LLOYDS BANK PLC CALL DUAL RGE ACRL NTS 18/09/24,XS1109344322,45AL,Fixed interest (Trade reporting Only),BQWJL47,18-Sep-2014,18-Sep-2024,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 IDB TRUST SERVICES LD TST CERT 12/04/22,XS1595895951,65WG,Fixed interest (Trade reporting Only),BYYHTZ2,12-Apr-2017,12-Apr-2022,0,O,SUKM,SK01,0,0,,USD,SUKM,0,,,0,,,100 HSBC BANK PLC MANS CLEO HOSP ORD SHS 01/02/2021,XS2113683226,77SO,Fixed interest (Trade reporting Only),BL6TK18,03-Feb-2020,01-Feb-2021,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SG ISSUER NOTES 12/11/25,GB00BG8HKM66,89AZ,Fixed interest (Trade reporting Only),BG8HKM6,26-Nov-2019,12-Nov-2025,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HSBC BANK PLC MANS LKD ORDS AL ABDULLATIF IND 05/04/21,XS1805370589,39BJ,Fixed interest (Trade reporting Only),BDZ77V6,09-Apr-2018,05-Apr-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 JAPAN 5% STLG LN 1907,GB0004704432,BA94,Trade Reporting only,0470443,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 INVESTEC BANK PLC REV CONV NTS CAR 27/02/23,GB00BZ04ML18,58WF,Fixed interest (Trade reporting Only),BZ04ML1,27-Feb-2017,27-Feb-2023,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MACQUARIE GROUP LD 2.10% DEBT INSTR 17/12/21,XS0638830850,47KS,Fixed interest (Trade reporting Only),B5L0BG6,17-Jun-2011,17-Dec-2021,0,,CRNR,NIDR,0,0,,JPY,CRNR,0,,,0,,,100 NORDIC INVESTMENT BANK 1.50% NTS 31/08/22,XS1914250730,60CJ,Fixed interest (Trade reporting Only),BG5QPV0,22-Nov-2018,31-Aug-2022,1.5,F,PSNR,EIDP,0,0,,NOK,PSNR,0,,,0,,,100 NATIONAL EXPRESS GROUP PLC 2.375% NTS 20/11/28,XS2081477817,78MB,Fixed interest (Trade reporting Only),BJTPBZ0,20-Nov-2019,20-Nov-2028,2.375,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PREF SER 1489 26/10/26,GB00BJ344106,89ZM,Fixed interest (Trade reporting Only),BJ34410,25-Oct-2019,26-Oct-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS INV LTD SHS 23/11/23,XS1698219760,10CY,Fixed interest (Trade reporting Only),BF3RHB2,27-Nov-2017,23-Nov-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 UNITED UTILITIES WATER LTD 1.5865% INDEX-LINKED NOTES DUE 16/08/56,XS0264460741,49UZ,Fixed interest (Trade reporting Only),B1BSMT2,,16-Aug-2056,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 GOSFORTH FUNDING 2018-1 PLC CLS A1 MTGE BKD FRN 25/08/60 REG S,XS1863916679,52RS,Fixed interest (Trade reporting Only),BGQVV61,25-Sep-2018,25-Aug-2060,0,V,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6 YR PHNX KO NTS CAR 24/04/24,XS1793261832,96SB,Fixed interest (Trade reporting Only),BFNC4H2,27-Apr-2018,24-Apr-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 NATWEST MARKETS PLC 0.30% NTS 05/12/24,XS2090754586,85GO,Fixed interest (Trade reporting Only),BKKCPN3,05-Dec-2019,05-Dec-2024,0.3,F,CWTR,UIDW,0,0,,CHF,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CLBLE 0 COUP NTS DUE 19/01/41,XS0576646060,62MQ,Fixed interest (Trade reporting Only),B3X9QP1,24-Jan-2011,19-Jan-2041,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 09/12/24,XS1861076328,48EF,Fixed interest (Trade reporting Only),BFZ4RP5,07-Aug-2018,09-Dec-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SAMPO PLC FXD/FLTG RTE DATED SUB NTS 23/05/49,XS1995716211,95BM,Fixed interest (Trade reporting Only),BK6QS18,24-May-2019,23-May-2049,3.375,F,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 IDB TRUST SERVICES LD TRST CERTS 07/12/21,XS1529847409,56CI,Fixed interest (Trade reporting Only),BYYMWB4,07-Dec-2016,07-Dec-2021,2.263,F,SUKM,SK01,0,0,,USD,SUKM,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 03/10/24,XS2046739269,76DK,Fixed interest (Trade reporting Only),BK5MF27,03-Oct-2019,03-Oct-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS M1 NTS 20/12/54,US38741YAE95,64WX,Trade Reporting only,B05Q7T0,,20-Dec-2054,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK FLTN RTE NTS DUE 15/07/22,US45818WBP05,73BB,Fixed interest (Trade reporting Only),BZCNBX1,20-Jun-2017,15-Jul-2022,0,V,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 0.190% INSTR 20/01/25,XS2104915033,84OM,Fixed interest (Trade reporting Only),BKKBHS9,20-Jan-2020,20-Jan-2025,0.19,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZRO CPN NTS 09/05/42,XS0779859726,13GS,Fixed interest (Trade reporting Only),B4T9WP4,09-May-2012,09-May-2042,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 3.375% GTD NTS 26/02/26,XS1040508241,94JK,Fixed interest (Trade reporting Only),BK3F539,28-Feb-2014,26-Feb-2026,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HONG KONG & SHANGHAI BANK CORP LD PRIM CAP UND FLTG RTE NTS(3)$(VAR)(BR),GB0004355490,57HB,Trade Reporting only,0435549,,31-Dec-9999,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 NORDIC INVESTMENT BANK 2.136% NTS 02/02/37,XS1555549085,60DZ,Fixed interest (Trade reporting Only),BDRJ129,02-Feb-2017,02-Feb-2037,2.136,F,PSNR,EIDP,0,0,,NOK,PSNR,0,,,0,,,100 ROYAL BANK OF CANADA FLTG RTE CVRD BDS 03/10/24,XS2060621005,92XV,Fixed interest (Trade reporting Only),BJRFW15,03-Oct-2019,03-Oct-2024,0,O,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 SEGRO PLC 2.875% NTS 11/10/37,XS1692836726,88KI,Fixed interest (Trade reporting Only),BF22YN9,12-Oct-2017,11-Oct-2037,2.875,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HIGHER EDUCATION SECS INV 1 PLC CLASS B2 ASSET BCKD FRN 2028 REGS,XS0085726742,75LI,Trade Reporting only,0263858,,10-Apr-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ARRAN RESIDENTIAL MOR FD NO.2 PLC CLS A3A AST BKD FRN 20/09/56 REGS £,XS0267350410,49WK,Fixed interest (Trade reporting Only),B1FJ172,,20-Sep-2056,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 DE MONTFORT UNIVERSITY HIGHER EDUCA 5.375% BDS 30/06/42,XS0805475364,38KX,Fixed interest (Trade reporting Only),B832MW4,19-Jul-2012,30-Jun-2042,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZRO CPN NTS 26/02/36,XS1372846342,15QZ,Fixed interest (Trade reporting Only),BDCP0P8,,26-Feb-2036,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 FEDERAL REPUBLIC OF NIGERIA (THE) 8.747% NTS 21/01/31 (144A),US65412JAK97,59RI,Fixed interest (Trade reporting Only),BFY66Y4,21-Nov-2018,21-Jan-2031,8.747,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SANTANDER UK GROUP HOLDINGS PLC FXD RTE RESET PEP ADD TIER 1 SEC,XS1244538523,83WK,Fixed interest (Trade reporting Only),BYZG5X8,11-Jun-2015,01-Jan-2999,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 MERRILL LYNCH SA FLTG RTE CREDIT LKD NTS OCEANIC 22/05/21,XS0305750597,33WZ,Fixed interest (Trade reporting Only),B1YYC31,,22-May-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MANS AL RAJHI ORD SHS QAR 10.00 02/03/21,XS2106579597,77VP,Fixed interest (Trade reporting Only),BL38NF3,21-Jan-2020,02-Mar-2021,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 QNB FINANCE 11.50% NTS 30/01/25,XS2109807417,77TP,Fixed interest (Trade reporting Only),BL6TX19,03-Feb-2020,30-Jan-2025,11.5,F,MWNU,NIDM,0,0,,TRY,MWNU,0,,,0,,,100 METROPOLIS OF TOKYO 4.90% BDS 31/01/35 EUR (BR),XS0332835635,63HT,Fixed interest (Trade reporting Only),B2PFBJ9,,31-Jan-2035,0,,CWNR,NIOW,0,0,,EUR,CWNR,0,,,0,,,100 MORTGAGES NO 2 PLC 'A' MTG BCKD FRN 15/12/32 £(VAR)(BR),XS0120226468,40PO,Trade Reporting only,0256676,,15-Dec-2032,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SG ISSUER NTS 19/07/24,GB00BFRNG207,47NT,Fixed interest (Trade reporting Only),BFRNG20,02-Aug-2018,19-Jul-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 EKSPORTFINANS ASA CALL ZERO CPN NTS 23/09/39,XS0451947104,60FK,Fixed interest (Trade reporting Only),B4MQJR3,,23-Sep-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS WITH CAR 29/04/22,XS1402949264,34QM,Fixed interest (Trade reporting Only),BYZQ5V6,29-Apr-2016,29-Apr-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LEEK FINANCE NUMBER FIFTEEN PLC BC' MTG-BCKD FRN 21/03/37 EUR(REG S),XS0216900406,81NT,Trade Reporting only,B07T5G0,,21-Mar-2037,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 PLACES FOR PEOPLE TREASURY PLC 1.21% GTD NTS 14/06/28,XS1833079830,44LK,Fixed interest (Trade reporting Only),BFFKKR6,14-Jun-2018,14-Jun-2028,1.21,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC 3 A1 RES MORT BCKD NTS 17/05/2060 144A,US041239CM41,10FZ,Fixed interest (Trade reporting Only),B449TZ8,28-Jul-2011,17-May-2060,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC UPSIDE NTS CAR 01/03/23,FI4000301510,20AX,Fixed interest (Trade reporting Only),BF4TP02,01-Mar-2018,01-Mar-2023,0,O,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BARCLAYS BANK PLC FRN 01/09/23,XS0289675604,96VC,Fixed interest (Trade reporting Only),B66F7L0,13-Jun-2011,01-Sep-2023,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 TRAFFORD CENTRE FINANCE LD 'B' 7.03% SEC NTS 28/01/29 £ (BR),XS0108043968,BP22,Trade Reporting only,0172642,,28-Jan-2029,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 GATWICK FUNDING LTD SERIES 2011/2 6.50% BNDS 02/03/43,XS0596919539,79IU,Fixed interest (Trade reporting Only),B67CB74,02-Mar-2011,02-Mar-2043,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 GOSFORTH FUNDING 2016-1 PLC A2A MTG-BCKD FLTG RTE NTS 15/02/58 REG S,XS1340858510,12QB,Fixed interest (Trade reporting Only),BYYWS72,26-Jan-2016,15-Feb-2058,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 NEWDAY FUNDING 2019-1 PLC CLS A ASST BKD FRN 15/06/27 (REG S),XS2001273668,93SY,Fixed interest (Trade reporting Only),BJLPDW9,12-Jun-2019,15-Jun-2027,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 OP CORPORATE BANK PLC CALL 6.5% TO FLTG RTE SUB UNDATED INST,XS0307750314,33YK,Fixed interest (Trade reporting Only),B1Z75K7,,31-Dec-9999,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 1.750% NTS 14/03/25,US4581X0DK13,77XA,Fixed interest (Trade reporting Only),BL394F3,16-Jan-2020,14-Mar-2025,1.75,F,CRNR,NIDR,0,0,,USD,CRNR,0,,,0,,,100 INVESTEC BANK PLC MLTI-EQTY KO NTS WITH CAR 01/09/21,XS1251929714,92CE,Fixed interest (Trade reporting Only),BZ1K4N4,01-Sep-2015,01-Sep-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 COVENTRY BUILDING SOCIETY DATED SUB FXD RTE NTS 25/06/22,XS0150313871,AT30,Trade Reporting only,3177796,,25-Jun-2022,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 ANZ NEW ZEALAND (INT'L) LD FLTG RT NTS 08/06/23,XS1428991670,42CT,Fixed interest (Trade reporting Only),BDB7F50,08-Jun-2016,08-Jun-2023,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV ZERO CPN NTS 25/11/20,XS2078932931,84RN,Fixed interest (Trade reporting Only),BL4PQD2,25-Nov-2019,25-Nov-2020,0,Z,PSNR,EIDP,0,0,,UAH,PSNR,0,,,0,,,100 WELLS FARGO & COMPANY ZERO CPN NTS 22/08/42,XS0816769508,13JT,Fixed interest (Trade reporting Only),B8HKKK8,22-Aug-2012,22-Aug-2042,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 GALP ENERGIA, SGPS, S.A. 3.00% NTS 14/01/21,PTGALJOE0008,71SN,Fixed interest (Trade reporting Only),BP3YP19,14-Jul-2014,14-Jan-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 2.3525% NTS 26/09/29,XS1114830513,55YN,Fixed interest (Trade reporting Only),BR4SZF8,29-Sep-2014,26-Sep-2029,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 LCR FINANCE PLC 4.50% GTD BDS 2028 £(REG S),XS0094804126,88NJ,Trade Reporting only,0539968,,07-Dec-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 09/03/26,XS1747451968,31PT,Fixed interest (Trade reporting Only),BYZQM71,08-Mar-2018,09-Mar-2026,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ELENIA FINANCE OYJ 3.038% BDS 02/07/26,XS1081230523,51FP,Fixed interest (Trade reporting Only),BNY8174,02-Jul-2014,02-Jul-2026,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 GOSFORTH FUNDING 2016-1 PLC Z MTG-BCKD FXD RTE NTS 15/02/58 REG S,XS1340860508,12RR,Fixed interest (Trade reporting Only),BYYWSH2,26-Jan-2016,15-Feb-2058,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS 23/11/21,GB00BG64D864,45GN,Fixed interest (Trade reporting Only),BG64D86,05-Jul-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BARCLAYS BANK PLC ZRO CPN CALL NTS 29/01/33,XS0855657960,19PW,Fixed interest (Trade reporting Only),B95GL24,29-Jan-2013,29-Jan-2033,0,,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 HSBC BANK PLC MAW'S LKD TO ORD SHS SEMICONDU 23/11/21,GB00BZY3K320,22MP,Fixed interest (Trade reporting Only),BFX2T88,05-Mar-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SRS 3 CLS A MORT BKD FRN'S 15/07/42,XS0520954255,77YQ,Fixed interest (Trade reporting Only),B46KBT7,,15-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HONOURS PLC A1 ASST-BCKD FLTG RTE NTS 10/04/29 £(BR),XS0097413305,BM19,Trade Reporting only,0685281,,10-Apr-2029,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 16 PLC M2A MTG BCKD FRN 11/12/36 £(BR)(REG S),XS0175739001,80XC,Fixed interest (Trade reporting Only),3361414,,11-Dec-2036,0,,CWNU,EIOU,0,0,,GBP,CWNU,0,,,0,,,100 UNITED UTILITIES WATER FINANCE PLC 2.37% NTS 04/10/27,XS1692878991,87VH,Fixed interest (Trade reporting Only),BF6S4P5,04-Oct-2017,04-Oct-2027,2.37,F,PSTR,UIDP,0,0,,HKD,PSTR,0,,,0,,,100 QNB FINANCE FLTG RTE NTS 17/04/21,XS1983293801,61ZA,Fixed interest (Trade reporting Only),BK8Y1Q6,17-Apr-2019,17-Apr-2021,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 WESTPAC BANKING CORPORATION 4.420% INST 14/08/23,XS1865270463,47QU,Fixed interest (Trade reporting Only),BF4Q3J8,14-Aug-2018,14-Aug-2023,4.42,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 30/10/39,XS0459478409,60IL,Fixed interest (Trade reporting Only),B57FF29,,30-Oct-2039,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ANHEUSER-BUSCH INBEV SA/NV 2.750% NTS 17/03/36,BE6285457519,23GC,Fixed interest (Trade reporting Only),BDCVX13,30-Mar-2016,17-Mar-2036,0,,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 INVESTEC BANK PLC FXD RTE CRED LKD NTS 20/06/26,SE0013647203,78SD,Fixed interest (Trade reporting Only),BJK0JB6,11-Mar-2020,20-Jun-2026,0,F,CRNR,EIDR,0,0,,SEK,CRNR,0,,,0,,,100 TELSTRA CORPORATION LD 3.75% NTS 16/05/2022,XS0706229555,11ZP,Fixed interest (Trade reporting Only),B6SPWM4,16-Nov-2011,16-May-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 WELLS FARGO FINANCE LLC STP-UP NTS 17/04/23,XS2153405381,77DN,Fixed interest (Trade reporting Only),BMFY9J2,20-May-2020,17-Apr-2023,0,F,MWNU,NIDM,0,0,,JPY,MWNU,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT AND RED SECS 19/01/26,XS1686381598,17HA,Fixed interest (Trade reporting Only),BG04DR1,09-Feb-2018,19-Jan-2026,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 LLOYDS BANK PLC FLTG RTE NTS 22/07/21,XS1089902875,52XU,Fixed interest (Trade reporting Only),BP8Y600,21-Jul-2014,22-Jul-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV ZERO CPN CALL NTS 01/08/38,XS0379017840,38PJ,Fixed interest (Trade reporting Only),B3CD8S1,,01-Aug-2038,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SEVERN TRENT UTILITIES FIN PLC 1.50% IDX LKD NTS 20/10/56,XS0271084740,41MC,Fixed interest (Trade reporting Only),B1G55R7,,20-Oct-2056,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 LLOYDS BANKING GROUP PLC 6.657% NON-CUM FXD/FLTG RTE PREF SHS,GB00B3KSBK12,LLPJ,Trade Reporting only,B3KSBK1,,,0,,MISL,STBL,0,0,,USD,MISL,0,,,0,,,1 BANK OF AMERICA CORPORATION SUB 5.50% NTS 22/11/21,XS0275719135,58FF,Fixed interest (Trade reporting Only),B1HKV28,,22-Nov-2021,0,,CWNR,NIOW,0,0,,GBP,CWNR,0,,,0,,,100 BANK OF MONTREAL 0.75% CVD BDS 21/09/23,XS1293495229,12TC,Fixed interest (Trade reporting Only),BYQD1H4,21-Sep-2015,21-Sep-2023,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC 5.42% NTS 18/03/41,XS0605539047,79LV,Fixed interest (Trade reporting Only),B3LD280,18-Mar-2011,18-Mar-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 02/08/27,GB00BG8HJ963,93VZ,Fixed interest (Trade reporting Only),BG8HJ96,09-Aug-2019,02-Aug-2027,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 B.A.T.INTERNATIONAL FINANCE PLC 1.000% NOTES 23/05/2022,XS1324928750,68AD,Fixed interest (Trade reporting Only),BZ1HQY0,23-Nov-2015,23-May-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC 5.00% CREDIT LKD NTS 20/12/22,XS1721412937,11CN,Fixed interest (Trade reporting Only),BF2QXV2,13-Dec-2017,20-Dec-2022,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 23/02/2032,XS0746176543,42FU,Fixed interest (Trade reporting Only),B75HKN7,23-Feb-2012,23-Feb-2032,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 QNB FINANCE 4.18% NTS 28/03/24,XS1970514854,63MF,Fixed interest (Trade reporting Only),BJSFKD2,29-Mar-2019,28-Mar-2024,4.18,F,CWNR,EIDW,0,0,,CNY,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LNKD INT AND RED SEC 28/06/23,XS1566926389,71VO,Fixed interest (Trade reporting Only),BYXL0R4,28-Jun-2017,28-Jun-2023,0,O,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 AKADEMISKA HUS AB FLTG RTE NTS 17/04/22,XS2157500351,83DZ,Fixed interest (Trade reporting Only),BMFJ1F7,17-Apr-2020,17-Apr-2022,0,V,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 BANK OF AMERICA CORPORATION 1.776%/FLTG RTE SEN NTS 04/05/27,XS1602547264,67IB,Fixed interest (Trade reporting Only),BF0L3H5,27-Apr-2017,04-May-2027,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 30-YR CALL ZRO CPN NTS 25/06/43,XS0944842862,10KL,Fixed interest (Trade reporting Only),BBQ32L4,25-Jun-2013,25-Jun-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS WANHUA CHEM 23/10/20,GB00BG64GC17,80BQ,Fixed interest (Trade reporting Only),BG64GC1,24-Oct-2019,23-Oct-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC CALL ACCRETING NTS 24/11/38,XS0399336329,59XK,Fixed interest (Trade reporting Only),B3K5GS5,,24-Nov-2038,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS 23/11/21,GB00BG64CB20,61DO,Fixed interest (Trade reporting Only),BG64CB2,14-Feb-2019,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MUFG BANK, LTD CALL ZERO CPN NTS 08/05/45,XS1225031431,79NG,Fixed interest (Trade reporting Only),BXC8C06,08-May-2015,08-May-2045,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZERO CPN CALL NTS 14/09/30,XS0539509900,45JO,Fixed interest (Trade reporting Only),B6703C7,,14-Sep-2030,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 QNB FINANCE 0.77% NTS 04/08/23,XS1464596417,43XZ,Fixed interest (Trade reporting Only),BD1FDM7,04-Aug-2016,04-Aug-2023,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 19/11/42,XS0852946440,16QO,Fixed interest (Trade reporting Only),B91X9T2,19-Nov-2012,19-Nov-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 20/09/27,GB00BG8HJL86,74ZI,Fixed interest (Trade reporting Only),BG8HJL8,27-Sep-2019,20-Sep-2027,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 NATWEST MARKETS PLC FLTG RTE NTS 29/09/22 (144A),US63906AAB61,63NV,Fixed interest (Trade reporting Only),BJP5YK0,29-Mar-2019,29-Sep-2022,0,V,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 MDGH - GMTN B.V. 2.875% NTS 21/05/30,XS2176021223,73IT,Fixed interest (Trade reporting Only),BL58V13,21-May-2020,21-May-2030,2.875,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.13 PLC B1A MTG BCKD FRN 12/12/36 £ (BR)(144A),US76112JAF03,47TV,Trade Reporting only,3216707,,12-Dec-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS PRF 1191 27/10/25,XS1877164381,57OT,Fixed interest (Trade reporting Only),BF5BLC1,26-Oct-2018,27-Oct-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ELLAND RMBS 2018 PLC CLASS A2 RESIDENTIAL MORT FRN 12/12/63,XS1921543168,60LM,Fixed interest (Trade reporting Only),BDR0RT1,19-Dec-2018,12-Dec-2063,0,O,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 FINNVERA PLC 2.375% NTS 04/06/25 (RES),US31808LAA08,67JR,Fixed interest (Trade reporting Only),BYZFY50,,04-Jun-2025,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK ZERO CPN NTS 30/08/58,XS1480879201,44RM,Fixed interest (Trade reporting Only),BD8D5B7,30-Aug-2016,30-Aug-2058,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 BG ENERGY CAPITAL PLC 1.250% NTS 21/11/22,XS1139688268,43AX,Fixed interest (Trade reporting Only),BSNBKJ4,21-Nov-2014,21-Nov-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CITY OF GOTHENBURG FLTG RTE NTS 29/03/21,XS1586710938,62VT,Fixed interest (Trade reporting Only),BD6K305,,29-Mar-2021,0,,PSNR,EIDP,0,0,,NOK,PSNR,0,,,0,,,100 MITSUBISHI UFJ SECURITIES INTL PLC CALL 3.00% TO CMS-LKD NTS 27/01/25,XS0210403555,48NI,Fixed interest (Trade reporting Only),B05QLB0,,27-Jan-2025,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 POLYUS FINANCE PLC 4.699% GTD NTS 28/03/22 (REG S),XS1405766384,51KB,Fixed interest (Trade reporting Only),BD6FT68,27-Oct-2016,28-Mar-2022,4.699,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 6.25% NTS 15/06/21,XS1626023904,72QR,Fixed interest (Trade reporting Only),BD5BF58,15-Jun-2017,15-Jun-2021,6.25,F,CWNR,NIDW,0,0,,IDR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.8 PLC MTG EARLY RED CERT 12/05/38 (REG S),XS0109182781,79OW,Trade Reporting only,0301446,,12-May-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SOUTH EAST WATER LD 5 1/2% PERP DEB STK,GB0005888077,82NI,Trade Reporting only,0588807,,31-Dec-9999,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 CALGARY & EDMONTON RAILWAY CO 4% CONS DEB STK(GTD BY C.P.LTD)2002,CA129587AA99,05GM,Trade Reporting only,0164605,,,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 SUTTON BRIDGE FINANCING LD 8.625% GTD SEC BDS 2022 #(VAR) (REG S),USG8598AAA90,73KE,Trade Reporting only,0042198,,30-Jun-2022,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. MLTI-CALL 4.70% CPN NTS 30/12/45,XS1337094442,94SN,Fixed interest (Trade reporting Only),BYSY7X3,30-Dec-2015,30-Dec-2045,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP KO NTS CAR 22/12/21,XS1321012053,93BY,Fixed interest (Trade reporting Only),BD8R7F7,18-Dec-2015,22-Dec-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 QNB FINANCE 6.90% NTS 23/01/25,XS2103204827,87XM,Fixed interest (Trade reporting Only),BKDRGF4,23-Jan-2020,23-Jan-2025,6.9,F,MWNU,NIDM,0,0,,IDR,MWNU,0,,,0,,,100 ELENIA FINANCE OYJ 2.875% BDS 17/12/20,XS1005068587,91QE,Fixed interest (Trade reporting Only),BH6Y0L5,17-Dec-2013,17-Dec-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC TPL IDX PHONX KO CAR 12/04/23,XS1572142765,65ZN,Fixed interest (Trade reporting Only),BYX1SG9,12-Apr-2017,12-Apr-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WESTPAC SECURITIES ADMIN LD 'B'MTG BCKD FLTG RTE NTS 2029,US96121RAB87,51LR,Trade Reporting only,0292410,,19-Jul-2029,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 HSBC BANK PLC MANS MABANEE ORD SHS KWD 100.00 29/03/21,XS2149313202,KBYO,Fixed interest (Trade reporting Only),BL5JXB0,30-Mar-2020,29-Mar-2021,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 18/09/23,XS1872033094,95MA,Fixed interest (Trade reporting Only),BDZ2SB8,17-Sep-2018,18-Sep-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS PHY STLD 1.1795% CL NTS 30/12/20,XS1485009838,61GP,Fixed interest (Trade reporting Only),BF1HH81,24-Feb-2017,30-Dec-2020,1.1795,F,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 BARCLAYS BANK PLC CALL ZERO CPN NTS 17/01/43,XS0855578075,19VY,Fixed interest (Trade reporting Only),B93PMK8,17-Jan-2013,17-Jan-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 NEW SOUTH WALES TREASURY CORP ZERO CPN GTD BDS 23/11/20 AUD(VAR)(BR),XS0028334687,32PI,Fixed interest (Trade reporting Only),0633138,,23-Nov-2020,0,,CWNU,NIDU,0,0,,AUD,CWNU,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 15/12/14,XS0224639186,65CL,Fixed interest (Trade reporting Only),B0DLND3,,15-Dec-2014,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 INVESTEC BANK PLC IMP EVN 30 6 CAP PROT UPSD NT 24/11/21,XS1310199127,63QW,Fixed interest (Trade reporting Only),BYSZ598,19-Nov-2015,24-Nov-2024,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BHP BILLITON FINANCE LD 5.625% SUB NC9 FXD RT RST NTS 22/10/79,XS1309436910,49IL,Fixed interest (Trade reporting Only),BYZTSX8,23-Oct-2015,22-Oct-2079,0,,CWNR,NIOW,0,0,,EUR,CWNR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. ZERO CPN NTS 28/04/38,XS1956153651,62AC,Fixed interest (Trade reporting Only),BJ5CJW8,22-Feb-2019,28-Apr-2038,0,Z,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 14 PLC A2A MTG BCKD FRN 10/06/36 £(BR)(144A),US76112KAC45,56BA,Trade Reporting only,3275816,,10-Jun-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 TORONTO-DOMINION BANK 2.250% SER CBL12 CVD BDS 15/03/21 (REGS),USC88660FF47,17NC,Fixed interest (Trade reporting Only),BD6SLN8,15-Mar-2016,15-Mar-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.10 PLC CLASS 'C' MTG BCKD FRN 10/08/39 (REG S),XS0128636163,98PZ,Trade Reporting only,3042957,,10-Aug-2039,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 30/10/12,XS0156836602,64KJ,Trade Reporting only,3376032,,30-Oct-2012,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 INVESTEC BANK PLC PHNX KO NTS CAR 16/03/26,XS2115458288,ZN4R,Fixed interest (Trade reporting Only),BKSL190,19-Mar-2020,16-Mar-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LLOYDS BANK PLC 0.85% NTS 29/03/24,XS1587985737,62YU,Fixed interest (Trade reporting Only),BD8QWC6,29-Mar-2017,29-Mar-2024,0.85,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 24/04/23,XS1560885797,61IA,Fixed interest (Trade reporting Only),BDZCLY2,24-Apr-2017,24-Apr-2023,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 COMMERZBANK AG AUTOCALL NTS 20/01/22,XS1321116268,12ZE,Fixed interest (Trade reporting Only),BZ971L4,29-Jan-2016,20-Jan-2022,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMPALA QUAD IDX 6 YR PHOENIX 12/12/23,XS1717097254,11IP,Fixed interest (Trade reporting Only),BFX4LL1,18-Dec-2017,12-Dec-2023,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 18/07/22,XS1409751176,42LW,Fixed interest (Trade reporting Only),BD5VVH2,18-Jul-2016,18-Jul-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WESTPAC BANKING CORPORATION FLTG RT INST 19/08/20,XS2042435730,73NF,Fixed interest (Trade reporting Only),BJXPS55,19-Aug-2019,19-Aug-2020,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/06/17,XS0307869718,91TF,Fixed interest (Trade reporting Only),B1ZB3S3,,30-Jun-2017,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PRF SHS 1103 14/05/24,XS1801138865,43FJ,Fixed interest (Trade reporting Only),BG36S46,15-May-2018,14-May-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NETWORK RAIL INFRASTRUCTURE FIN PLC 1.750% IDX-LKD NTS 22/11/27,XS0307538016,87FX,Fixed interest (Trade reporting Only),B1Z50H3,,22-Nov-2027,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HBOS TREASURY SERVICES PLC 6.05%/CMS LKD VAR CAP RTE NTS 31/05/2025,XS0220196199,48RZ,Trade Reporting only,B09QSL5,,31-May-2025,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 MORTGAGES NO 1 PLC 'A' MTG BCKD FRN 12/04/33 £(VAR)(BR),XS0111091368,95PB,Trade Reporting only,0631165,,12-Apr-2033,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SG ISSUER NTS 19/04/28,GB00BG8HLQ79,79TI,Fixed interest (Trade reporting Only),BG8HLQ7,27-Apr-2020,19-Apr-2028,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HEATHROW FUNDING LD SUB-CLS A-17 ZERO CPN BDS 26/01/34,XS0736965855,11KA,Fixed interest (Trade reporting Only),B6TDCM7,17-Feb-2012,26-Jan-2034,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC 2016-SRS 1 CLS A2 MTGE BKD NTS 15/07/58,XS1515233663,55KO,Fixed interest (Trade reporting Only),BDSFGN2,28-Nov-2016,15-Jul-2058,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK FXD RTE/LNKD INT NTS 15/04/31,XS1367220347,32SJ,Fixed interest (Trade reporting Only),BZBXFD0,15-Apr-2016,15-Apr-2031,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC EUR KCK OUT NTS CAP RSK DUE 27/06/22,XS1591581019,75AK,Fixed interest (Trade reporting Only),BZBYD84,27-Jun-2017,27-Jun-2022,0,O,CRNR,NIDR,0,0,,EUR,CRNR,0,,,0,,,100 SG ISSUER NTS 28/09/20,JE00BQWJB144,86NV,Fixed interest (Trade reporting Only),BQWJB14,03-Oct-2014,28-Sep-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 4.20% NTS 25/07/28,XS1784698943,49LM,Fixed interest (Trade reporting Only),BYWLBB6,25-Jul-2018,25-Jul-2028,4.2,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 PLATFORM HOME LOANS NO.2 PLC CLASS 'M' MTG BCKD FRN 11/12/32,XS0118479434,BQ68,Trade Reporting only,0057307,,11-Dec-2032,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC BANK PLC CALL ACCRETING NTS 25/01/36,XS0241098010,59GK,Fixed interest (Trade reporting Only),B3C9Q74,,25-Jan-2036,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 WELLS FARGO BANK N.A 3.05% NTS 03/04/25,XS2151011421,Q9CE,Fixed interest (Trade reporting Only),BMPRW70,07-Apr-2020,03-Apr-2025,3.05,F,MWNU,NIDM,0,0,,HKD,MWNU,0,,,0,,,100 MUNICIPALITY FINANCE PLC 3.50% NTS 14/12/20,XS1922058836,60RO,Fixed interest (Trade reporting Only),BGK8XM8,,14-Dec-2020,0,,PSNR,EIDP,0,0,,RON,PSNR,0,,,0,,,100 EKSPORTFINANS ASA ACC CALL NTS 30/09/2041,XS0682832646,12DS,Fixed interest (Trade reporting Only),B57CT62,30-Sep-2011,30-Sep-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC 1.125% CRED LKD NTS 20/12/24,XS2007244531,93GK,Fixed interest (Trade reporting Only),BK5T5V7,12-Jul-2019,20-Dec-2024,1.125,F,CRTR,UIDR,0,0,,SEK,CRTR,0,,,0,,,100 ANHEUSER-BUSCH INBEV SA/NV 1.500% NTS 18/04/30,BE6276040431,77KR,Fixed interest (Trade reporting Only),BWWCHX9,21-Apr-2015,18-Apr-2030,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 LEO 2 PLC CLASS'B'MTG-BCKD FRN 4/32 #(BR),XS0049184442,87HI,Trade Reporting only,0517652,,05-Apr-2032,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC BANK PLC MAWS LKD ORD A SHS IND SEC 23/11/21,GB00BZY3KS71,38YM,Fixed interest (Trade reporting Only),BZY3KS7,09-Apr-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC MRKT ACCESS WRNTS LKD ORD A SHS 23/11/20,GB00BZY3HT75,85VT,Fixed interest (Trade reporting Only),BZY3HT7,29-Sep-2017,23-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 21/02/2042,XS0745466762,51QD,Fixed interest (Trade reporting Only),B79P7H0,21-Feb-2012,21-Feb-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BARCLAYS BANK PLC EQTY IDX LKD SEC 23/12/20,XS1132091353,47CV,Fixed interest (Trade reporting Only),BTKHGD8,24-Dec-2014,23-Dec-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ARRAN RESIDENTIAL MOR FD NO.2 PLC CLS A2B AST BKD FRN 20/09/56 REG S USD,XS0267359049,82TK,Fixed interest (Trade reporting Only),B1FJ1W7,,20-Sep-2056,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC MRKT ACCS NTS DUE 10/08/20,XS1662529897,78EE,Fixed interest (Trade reporting Only),BF6SX14,08-Aug-2017,10-Aug-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BANK OF MONTREAL 2.300% NTS 23/10/24,XS2068976195,92OI,Fixed interest (Trade reporting Only),BKLF8C1,23-Oct-2019,23-Oct-2024,2.3,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ERB HELLAS FUNDING LD SERIES E 8.25% NC GTD NON VTG EX PR SECS,XS0470450700,44AM,Fixed interest (Trade reporting Only),B4XXMV8,,31-Dec-9999,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC 4.50% CREDIT LKD NTS 20/06/24,XS1980045709,63VI,Fixed interest (Trade reporting Only),BHL17Y3,12-Apr-2019,20-Jun-2024,4.5,F,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 WESTPAC BANKING CORPORATION 0.875% INSTR 17/04/27,XS1506398244,50YB,Fixed interest (Trade reporting Only),BD3D9D2,17-Oct-2016,17-Apr-2027,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. FLTNG RTE NTS 03/03/25,XS2126204325,67RE,Fixed interest (Trade reporting Only),BKVDDH5,03-Mar-2020,03-Mar-2025,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 EKSPORTFINANS ASA ZERO CPN NTS 28/12/35,XS0238265853,53DI,Fixed interest (Trade reporting Only),B0VTDF1,,28-Dec-2035,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 NATIONAL GRID GAS PLC 1.9158% IDX-LKD INST 20/02/37,XS0286452015,41WV,Fixed interest (Trade reporting Only),B1S2DQ1,,20-Feb-2037,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 PARAGON MORTGAGES (NO.13) PLC CLASS C1B MGT BKD FRN 15/01/39 S EUR,XS0272536524,74JY,Fixed interest (Trade reporting Only),B1G9160,,15-Jan-2039,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 BP CAPITAL MARKETS PLC 3.38% NTS 01/10/26,XS1117043171,85XE,Fixed interest (Trade reporting Only),BRCJKT2,01-Oct-2014,01-Oct-2026,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 HAMMERSON PLC 3.500% BDS 27/10/25,XS1311391012,51RT,Fixed interest (Trade reporting Only),BYQ5YG0,28-Oct-2015,27-Oct-2025,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SB CAPITAL S.A. 5.717% LN PTG NTS 16/06/21,XS0638572973,95SC,Fixed interest (Trade reporting Only),B5KV278,17-Jun-2011,16-Jun-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 AFFINITY WATER FINANCE (2004) PLC 5 7/8% GTD NTS13/07/26 £(VAR)(BR)(REGS),XS0195751523,72YE,Fixed interest (Trade reporting Only),B01PYH8,,13-Jul-2026,0,,CWTU,UIOU,0,0,,GBP,CWTU,0,,,0,,,100 INVESTEC BANK PLC PHNX KO NTS CAR 03/01/23,GB00BWK1RZ08,58PY,Fixed interest (Trade reporting Only),BWK1RZ0,03-Jan-2017,03-Jan-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 VATTENFALL AB SUB FLTG RST 7 YR CAP SECS 19/03/77,XS1205625251,61MR,Fixed interest (Trade reporting Only),BWDPGD0,20-Mar-2015,19-Mar-2077,0,,CWNR,EIOW,0,0,,SEK,CWNR,0,,,0,,,100 LLOYDS BANK PLC 2.000% NTS 21/07/28,XS1310647059,47EG,Fixed interest (Trade reporting Only),BYQ5M44,21-Oct-2015,21-Jul-2028,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NESTLE FINANCE INTERNATIONAL LD 0.375% NTS 12/05/32,XS2170362912,79WJ,Fixed interest (Trade reporting Only),BMQ60L6,12-May-2020,12-May-2032,0.375,F,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 28/05/40,XS0504318279,94BN,Fixed interest (Trade reporting Only),B56B8B8,,28-May-2040,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 GE CAPITAL UK FUNDING UNLTD. CO. 6.25% NTS 05/05/38,XS0361336356,71HP,Fixed interest (Trade reporting Only),B2R6BZ6,,05-May-2038,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LONDON WALL MORTGAGE CAPITAL PLC S.FLEET 17-01 CLASS S NTS 15/11/49,XS1654201950,78FU,Fixed interest (Trade reporting Only),BF47SR4,11-Aug-2017,15-Nov-2049,0,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 18 PLC A1A MTG BCKD FRN 14/11/27 £(BR)(REGS),XS0195860142,81EG,Trade Reporting only,B01SN69,,14-Nov-2027,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NATWEST MARKETS PLC 3.685% NTS 05/11/24,XS2076101190,76UA,Fixed interest (Trade reporting Only),BJN4NW4,05-Nov-2019,05-Nov-2024,3.685,F,CWTR,UIDW,0,0,,CNY,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/06/17,XS0307815620,75DL,Fixed interest (Trade reporting Only),B1Z97K7,,30-Jun-2017,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 HSBC HLDGS PLC 7.35% SUB NTS 27/11/32 USD (BR),US404280AE90,73RW,Fixed interest (Trade reporting Only),B0PHSC3,,27-Nov-2032,0,,CRTR,UIOR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 29/07/25,XS2004420753,72BC,Fixed interest (Trade reporting Only),BK6MK65,29-Jul-2019,29-Jul-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ORESUNDSBRO KONSORTIET FXD RTE/CMS LKD INTS 30/10/24,XS0208714823,35ZE,Trade Reporting only,B05BN20,,30-Oct-2024,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 TRANSNET SOC LD 4.00% NTS 26/07/22 144A,US89378TAC71,13AG,Fixed interest (Trade reporting Only),B79SHX5,26-Jul-2012,26-Jul-2022,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC 1.70% INDEX BDS 28/01/46,XS0252244347,57AU,Fixed interest (Trade reporting Only),B1407X4,,28-Jan-2046,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EKSPORTFINANS ASA CALL ZERO CPN NTS 29/03/35,XS0215312355,89UQ,Trade Reporting only,B06WGK1,,29-Mar-2035,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 NATWEST MARKETS PLC 1.3625% NTS 20/05/22,XS2177907438,76VQ,Fixed interest (Trade reporting Only),BLBCWX8,20-May-2020,20-May-2022,1.3625,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SAUDI ARABIAN OIL COMPANY 3.500% NTS 16/04/29 (RULE 144A),US80414L2D64,63YJ,Fixed interest (Trade reporting Only),BK0L4P5,17-Apr-2019,16-Apr-2029,3.5,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SEVERN TRENT UTILITIES FIN PLC 1.4570% GTD RPI-LKD BDS 01/08/58,XS0309568771,96NF,Fixed interest (Trade reporting Only),B234SD1,,01-Aug-2058,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 STATOILHYDRO ASA 6.125% NTS 27/11/28,XS0092541969,02NG,Trade Reporting only,0452634,,27-Nov-2028,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 3.47% NTS 23/04/22,XS1984616109,67UF,Fixed interest (Trade reporting Only),BGRX6F0,23-Apr-2019,23-Apr-2022,3.47,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 JSC NC KAZMUNAYGAS 4.750% NTS 24/04/25 (144A),US48667QAR65,41ZW,Fixed interest (Trade reporting Only),BYVYYQ2,,24-Apr-2025,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 5.08% CALL NTS 14/07/39,XS0438751165,51UU,Fixed interest (Trade reporting Only),B3MMCP3,,14-Jul-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS WITH CAR 01/03/22,XS1331737145,14SL,Fixed interest (Trade reporting Only),BD3Z7M3,01-Mar-2016,01-Mar-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 1.60% SER 2018-3 REGD COV BDS 04/10/39,XS1890083170,95VD,Fixed interest (Trade reporting Only),BGV5VY6,04-Oct-2018,04-Oct-2039,1.6,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CLAVIS SECURITIES PLC CLASS B1A NTS 15/12/40,XS0302270268,58SZ,Fixed interest (Trade reporting Only),B1Y9ZV5,,15-Dec-2040,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZRO CPN NTS 22/09/2046,XS1492709495,47HH,Fixed interest (Trade reporting Only),BD87RP7,,22-Sep-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SER 1 CLS 1A MTG BKD NTS 15/07/42,XS0909782764,78IV,Fixed interest (Trade reporting Only),B97MYM1,05-Apr-2013,15-Jul-2042,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NATIONAL GRID NORTH AMERICA INC. 2.598% INSTR 04/08/2020,XS1271671502,92SZ,Fixed interest (Trade reporting Only),BY9BLD1,04-Aug-2015,04-Aug-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 TOYOTA MOTOR CREDIT CORPORATION 0.250% NTS 16/07/26,XS2102948994,88FM,Fixed interest (Trade reporting Only),BL394W0,16-Jan-2020,16-Jul-2026,0.25,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 ARRAN RESIDENTIAL MTG FDG NO.1 PLC CLASS A1A AST BKD FRN 12/04/36 £ (REGS),XS0256204701,49RO,Fixed interest (Trade reporting Only),B16DFH1,,12-Apr-2036,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 29/08/23,GB00BFRNG645,96OV,Fixed interest (Trade reporting Only),BFRNG64,28-Aug-2018,29-Aug-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 NESTLE FINANCE INTERNATIONAL LD 0.75% NTS 16/05/23,XS1319652902,62JF,Fixed interest (Trade reporting Only),BZ97VX6,17-Nov-2015,16-May-2023,0,,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 SG ISSUER NTS 09/07/20,JE00BP0RQ298,69HK,Fixed interest (Trade reporting Only),BP0RQ29,23-Jul-2014,09-Jul-2020,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 PERPETUAL TRUSTEE CO LD A-1 MTG BCKD FLTG NTS 12/05/31 $(BR),XS0108114140,02OW,Trade Reporting only,0178747,,12-May-2031,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 BARCLAYS BANK PLC 6.86% CALL PERP TIER 1 NTS 2032 $ (144A),US06738CAG42,35DS,Trade Reporting only,3205255,,31-Dec-9999,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 6.05% NTS 14/01/31,XS0578180696,79CI,Fixed interest (Trade reporting Only),B66FB29,14-Jun-2011,14-Jan-2031,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAP AT RSK 23/11/21,XS1291332010,67VV,Fixed interest (Trade reporting Only),BZ1MY74,23-Nov-2015,23-Nov-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 YORKSHIRE WATER SERVICES FIN LD 1.75756% GTD RET PCE IL BD01/02/54 £(BR),XS0302790000,70SO,Fixed interest (Trade reporting Only),B1YC3M1,,01-Feb-2054,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 16/03/28,XS2107304433,82AZ,Fixed interest (Trade reporting Only),BK9RPJ5,16-Mar-2020,16-Mar-2028,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.2 PLC CLASS'A'MTG-BCKD FLTG RTE NTS 2037 #(BR),XS0076800829,56KD,Trade Reporting only,0040653,,15-Sep-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 VIRGIN MONEY HOLDINGS (UK) PLC VIRGIN MONEY HLGD,XS1090191864,EVM9,Order book for Fixed Income Securities,BFWM956,,31-Dec-9999,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 24/04/43,XS0918580027,17WF,Fixed interest (Trade reporting Only),B9B9Z25,24-Apr-2013,24-Apr-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SANTANDER UK PLC 0.375% CVD BDS 20/09/24,XS1880870602,53HZ,Fixed interest (Trade reporting Only),BGJYQ73,20-Sep-2018,20-Sep-2024,0.375,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 2.6025% COV BDS 24/09/27,XS0829366532,16FQ,Fixed interest (Trade reporting Only),B8FQ5N6,24-Sep-2012,24-Sep-2027,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 LLOYDS BANK PLC CALL ZERO CPN NTS 16/06/44,XS1074398972,37NZ,Fixed interest (Trade reporting Only),BN8T0S7,16-Jun-2014,16-Jun-2044,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ARAB REPUBLIC OF EGYPT (THE) 8.500% NTS 31/01/47 (144A),US038461AM14,61RD,Fixed interest (Trade reporting Only),BF047P0,02-Mar-2017,31-Jan-2047,8.5,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK PLC CALL 2.45% NTS 23/07/48,XS1859001189,47IX,Fixed interest (Trade reporting Only),BG1VDH1,23-Jul-2018,23-Jul-2048,2.45,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 JAPAN FIN ORG FOR MUNICIPALITIES 2.000% NTS DUE 08/09/20 (RES),US471068AL07,82ZM,Fixed interest (Trade reporting Only),BDH4942,,08-Sep-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 18/08/23,JE00BDDN9V00,60AO,Fixed interest (Trade reporting Only),BDDN9V0,27-Jan-2017,18-Aug-2023,0,V,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 7.09% NTS 21/12/20,XS0568420391,45XD,Fixed interest (Trade reporting Only),B5NZ2C2,,21-Dec-2020,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK 1.5275% CALL NTS 30/11/52,XS1527735440,55SB,Fixed interest (Trade reporting Only),BD8N852,30-Nov-2016,30-Nov-2052,1.5275,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 STANDARD CHARTERED PLC 0.70% NTS 13/06/25,XS1837973871,44GO,Fixed interest (Trade reporting Only),BG1D872,13-Jun-2018,13-Jun-2025,0.7,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA FLTG RTE NTS 16/03/21,XS2133496948,76YR,Fixed interest (Trade reporting Only),BK9RP39,16-Mar-2020,16-Mar-2021,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 SHELL INTERNATIONAL FINANCE B.V 1.500% GTD NTS 07/04/28,XS2154418730,OIP9,Fixed interest (Trade reporting Only),BM9RD17,07-Apr-2020,07-Apr-2028,1.5,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN SECS 29/01/44,XS0989483846,85ET,Fixed interest (Trade reporting Only),BJ36H73,30-Jan-2014,29-Jan-2044,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION ZERO CPN NTS 13/03/40,XS2128502411,TKZ1,Fixed interest (Trade reporting Only),BJP4VV7,,13-Mar-2040,0,,PSNR,NIDP,0,0,,ZAR,PSNR,0,,,0,,,100 NATIONAL GRID GAS PLC 1.375% INSTR 07/02/31,XS2112228676,79DY,Fixed interest (Trade reporting Only),BL71N25,31-Jan-2020,07-Feb-2031,1.375,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MOTABILITY OPERATIONS GROUP PLC 3.75% NTS 16/07/26,XS1088016206,67XG,Fixed interest (Trade reporting Only),BP8G2P3,17-Jul-2014,16-Jul-2026,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 14/07/23,JE00BDS6CS26,56LT,Fixed interest (Trade reporting Only),BDS6CS2,22-Dec-2016,14-Jul-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC CLS A UNWRAPPED 1.7164% IND BDS 03/07/56,XS0258730760,82CK,Fixed interest (Trade reporting Only),B188SJ7,,03-Jul-2056,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP TPL IDX 6YR PHNX KO NTS CAR 14/02/24,XS1740657991,19JK,Fixed interest (Trade reporting Only),BFX14V3,21-Feb-2018,14-Feb-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC FXD RTE NTS 07/02/28,XS1766619685,16HB,Fixed interest (Trade reporting Only),BF59HB6,,07-Feb-2028,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL 1.855% NTS 28/02/44,XS1956949744,61ST,Fixed interest (Trade reporting Only),BJ7Q252,28-Feb-2019,28-Feb-2044,1.855,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SBAB BANK AB (PUBL) FLTG RTE NTS 08/06/22,XS1626072356,71NR,Fixed interest (Trade reporting Only),BYSX7P2,08-Jun-2017,08-Jun-2022,0,V,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC S 2010-1 CA3 RM BKD NTS 21/01/55 (REGS),XS0553809533,78LW,Fixed interest (Trade reporting Only),B3PL0D1,,21-Jan-2055,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 REPUBLIC OF SERBIA 7.25% NTS 28/09/21 $ (144A),US817477AB81,11TD,Fixed interest (Trade reporting Only),B6TBH15,29-Sep-2011,28-Sep-2021,0,,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 ROYAL MAIL PLC 2.375% GTD NTS 29/07/24,XS1091654761,91FG,Fixed interest (Trade reporting Only),BPFJBG9,30-Jul-2014,29-Jul-2024,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS C4 FLTG RTE NTS 25/12/54 (REGS),XS0240608702,73XY,Fixed interest (Trade reporting Only),B0X26W6,,25-Dec-2054,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BAKETHIN FINANCE PLC 5.87526% GTD SEC BDS 2034 £(BR)(REGS),XS0191806461,85GE,Trade Reporting only,B013K41,,23-Jan-2034,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ROYAL BANK OF SCOTLAND GROUP PLC FXD TO FXD RTE RESET T2 NTS 14/08/30,XS2172960481,83UP,Fixed interest (Trade reporting Only),BMQ5YQ6,14-May-2020,14-Aug-2030,3.622,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MDGH - GMTN B.V. 3.76% NTS 24/03/31,XS0605113900,46SG,Fixed interest (Trade reporting Only),B63F5N1,24-Mar-2011,24-Mar-2031,0,,CWNR,EIDW,0,0,,JPY,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 1.198% CVD NTS 16/05/39,XS1997251571,67YW,Fixed interest (Trade reporting Only),BJXS252,16-May-2019,16-May-2039,1.198,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 BARCLAYS BANK PLC SECS 24/03/24,XS2054895417,77TU,Fixed interest (Trade reporting Only),BL1NMF3,24-Jan-2020,24-Mar-2024,0,O,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY 2.25% NTS 02/05/23,XS0925599556,17ZG,Fixed interest (Trade reporting Only),B94Q2L1,02-May-2013,02-May-2023,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HOUSING ASSOCIATION FUNDING PLC 8.25% SEC LN-BCKD NTS 07/06/27£(BR),XS0222506395,32EK,Trade Reporting only,B0CF6W6,,07-Jun-2027,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ABU DHABI NATIONAL ENERGY COM 4.000% NTS 03/10/49 (REG S),XS2060897506,76DA,Fixed interest (Trade reporting Only),BJYCNP0,03-Oct-2019,03-Oct-2049,4,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A CHINA INTL TRAVEL 28/06/21,GB00BG64FM40,94JA,Fixed interest (Trade reporting Only),BG64FM4,05-Jul-2019,28-Jun-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL FXD RTE ENVIRON NTS 29/11/33,XS1914326498,60DP,Fixed interest (Trade reporting Only),BGSXHY5,29-Nov-2018,29-Nov-2033,0,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 AFFORDABLE HOUSING FINANCE PLC 2.893% GRNT SEC BDS 11/08/45,XS1273543162,92XL,Fixed interest (Trade reporting Only),BYRKBX0,12-Aug-2015,11-Aug-2045,0,,CWTU,UIOU,0,0,,GBP,CWTU,0,,,0,,,100 QNB FINANCE FLTG RTE NTS 12/03/24,XS1900151496,62NW,Fixed interest (Trade reporting Only),BJKGNV2,13-Mar-2019,12-Mar-2024,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 LANDESBANK BADEN-WURTTEMBERG 8.125% STEP-DOWN NTS 16/03/39,XS0095331418,BP07,Trade Reporting only,0576512,,16-Mar-2039,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 LLOYDS BANK PLC 1.70% NTS 08/06/30,XS1243170617,83WA,Fixed interest (Trade reporting Only),BYZZKX0,08-Jun-2015,08-Jun-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BELFAST GAS TRANSMISSION FIN. PLC 2.207% IDX-LKD SEC GTD BDS 31/03/48 BR £,XS0354774977,92AJ,Fixed interest (Trade reporting Only),B2QH9K1,,31-Mar-2048,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 ARTESIAN FINANCE II PLC 6.00% GTD SEC BDS 30/09/33,XS0167358257,80TW,Fixed interest (Trade reporting Only),3290370,,30-Sep-2033,0,,CWTU,UIOU,0,0,,GBP,CWTU,0,,,0,,,100 SG ISSUER NTS 22/09/23,JE00BDGTN917,61VU,Fixed interest (Trade reporting Only),BDGTN91,07-Mar-2017,22-Sep-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 GOVERNMENT OF DUBAI 5.591% NTS 22/06/21,XS0640032594,47NJ,Fixed interest (Trade reporting Only),B3LFHR0,22-Jun-2011,22-Jun-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 TORONTO-DOMINION BANK 2.100% CBL26 CV BD 15/07/22 (REGS),USC8888MNU82,71QS,Fixed interest (Trade reporting Only),BJ9N411,15-Jul-2019,15-Jul-2022,2.1,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 PUMA FINANCE LD FLTG RTE NTS 10/2029,XS0075008820,BO85,Trade Reporting only,0704722,,27-Oct-2029,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 7.25% NTS 02/02/24,XS1558491004,60FA,Fixed interest (Trade reporting Only),BDRJ118,,02-Feb-2024,0,,PSNR,NIDP,0,0,,MXN,PSNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CMS CALL RGE ACC NTE 03/05/46,XS1403395632,34QC,Fixed interest (Trade reporting Only),BYQ8113,,03-May-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 MDGH - GMTN B.V. 6.875% NTS 01/11/2041 RES,US44985GAE17,11WE,Fixed interest (Trade reporting Only),B6Z0PT0,01-Nov-2011,01-Nov-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHOENIX KO NTS CAR 22/10/26,GB00BF8S4Q41,55WS,Fixed interest (Trade reporting Only),BF8S4Q4,22-Oct-2018,22-Oct-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BP CAPITAL MARKETS PLC 2.822% GTD NTS 07/04/32,XS2135801160,07IW,Fixed interest (Trade reporting Only),BMC4B33,07-Apr-2020,07-Apr-2032,2.822,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INCOME CONTINGENT STU.LOAN1 (02-06) CLASS A1 NTS 24/07/56,XS1722900518,99XB,Fixed interest (Trade reporting Only),BYVZLW0,14-Dec-2017,24-Jul-2056,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC WRNT LKD SEC 09/08/21,XS1229499584,88LO,Fixed interest (Trade reporting Only),BYY0887,03-Jul-2015,09-Aug-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 YORKSHIRE BUILDING SOCIETY 0.375% SER 12 CVD BDS 11/04/24,XS1594364033,65RQ,Fixed interest (Trade reporting Only),BD0YTL6,11-Apr-2017,11-Apr-2024,0.375,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 3I GROUP PLC 6.875% FXD RTE NTS 09/03/23,XS0084657039,BS41,Fixed interest (SEAQ),0248587,,09-Mar-2023,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 B.A.T.INTERNATIONAL FINANCE PLC 3.950% NTS 15/06/25 REG S,USG08820CH69,85JF,Fixed interest (Trade reporting Only),BZ0Y8Y6,16-Jun-2015,15-Jun-2025,0,,CWNU,EIOU,0,0,,USD,CWNU,0,,,0,,,100 DRAGON FINANCE B.V. CLASS'A'SEC FLTG RTE NTS 13/07/23(REG S),XS0116563668,62PH,Trade Reporting only,0962683,,13-Jul-2023,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS INV PREF SRS 1151 01/09/25,GB00BFZNGD32,51DU,Fixed interest (Trade reporting Only),BFZNGD3,03-Sep-2018,01-Sep-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 14/09/22,JE00BD8DQ584,46VH,Fixed interest (Trade reporting Only),BD8DQ58,21-Sep-2016,14-Sep-2022,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 15 PLC A2B MTG BCKD FRN 09/09/36 $(BR)(144A),US76112LAD01,35JU,Trade Reporting only,3329564,,09-Sep-2036,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 TORONTO-DOMINION BANK 0.375% SNR NTS 25/04/24,XS1985806600,93SO,Fixed interest (Trade reporting Only),BK8Y627,25-Apr-2019,25-Apr-2024,0.375,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SG ISSUER NTS 05/11/21,JE00BY7R0S97,70YQ,Fixed interest (Trade reporting Only),BY7R0S9,20-Nov-2015,05-Nov-2021,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 MCDONALD'S CORP MCD 4 1/8 06/11/54,XS1075996907,13RP,Order book for Fixed Income Securities,BYVZLC0,,11-Jun-2054,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC STEP UP FX RT NTS 30/10/23,XS0981804783,77WV,Fixed interest (Trade reporting Only),BG5H5X5,31-Oct-2013,30-Oct-2023,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS INV 08/04/24,GB00BDRHVV23,39FQ,Fixed interest (Trade reporting Only),BDRHVV2,10-Apr-2018,08-Apr-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ANGLO AMERICAN CAPITAL PLC 4.125% SNR NTS 15/04/21 (REGS),USG0446NAG90,47OZ,Fixed interest (Trade reporting Only),BLMZ4R4,15-Apr-2014,15-Apr-2021,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.4 PLC CLASS 'B' MTG-BCKD FRN 2038 £(BR)(144A),US76110TAB98,50LS,Trade Reporting only,0293316,,11-Sep-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 DEPFA BANK PLC 8.00% & CMS-LKD INST 16/05/35,XS0217724458,36DH,Trade Reporting only,B08X2Q0,,16-May-2035,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 MORGAN STANLEY FXD RTE NTS 15/08/2032,XS0816803539,13JJ,Fixed interest (Trade reporting Only),B7YQH01,16-Aug-2012,15-Aug-2032,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 15/04/2040,XS0501097710,94MB,Fixed interest (Trade reporting Only),B67XQP0,,15-Apr-2040,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 YORKSHIRE WATER SERVICES FIN LD 6.625% GTD BDS 17/04/31 £(VAR)(BR),XS0109437441,81OZ,Trade Reporting only,0299228,,17-Apr-2031,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NATIONAL WESTMINSTER BANK PLC FLTG RTE UNDATED SUBORD STEP-UP NTS,XS0102480786,64CM,Trade Reporting only,3242371,,31-Dec-9999,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 SG ISSUER NTS 19/05/27,JE00BD89J137,52VZ,Fixed interest (Trade reporting Only),BD89J13,04-Nov-2016,19-May-2027,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 5.40% NTS 09/12/30,XS0564563251,95FT,Fixed interest (Trade reporting Only),B50K2X1,,09-Dec-2030,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 JOHN LEWIS PLC 4.250% BDS 18/12/34,XS1140961563,45GD,Fixed interest (Trade reporting Only),BSXNQH0,05-Dec-2014,18-Dec-2034,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 1.803% NTS 21/04/31,XS1397740868,33ZQ,Fixed interest (Trade reporting Only),BD6SYS4,,21-Apr-2031,0,,PSNR,NIDP,0,0,,EUR,PSNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 6.68% NTS 09/08/23,XS0654831493,11AS,Fixed interest (Trade reporting Only),B6RNN82,09-Aug-2011,09-Aug-2023,0,,CWNR,NIDW,0,0,,NZD,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 16 PLC A2C MTG BCKD FRN 11/12/36 EUR(BR)(144A),US76112PAE97,80WX,Trade Reporting only,3361351,,11-Dec-2036,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 B.A.T.INTERNATIONAL FINANCE PLC 3.500% NTS 15/06/22 REG S,USG08820CJ26,84ST,Fixed interest (Trade reporting Only),BZ0Y8X5,16-Jun-2015,15-Jun-2022,0,,CWNU,EIOU,0,0,,USD,CWNU,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 10.00% NTS 10/03/21,XS1577360438,61YV,Fixed interest (Trade reporting Only),BYPZY50,,10-Mar-2021,0,,PSNR,NIDP,0,0,,TRY,PSNR,0,,,0,,,100 BARCLAYS BANK PLC WRRNT LKD SEC DUE 27/06/23,GB00B8SVW602,71TT,Fixed interest (Trade reporting Only),BYXKJN0,28-Jun-2017,27-Jun-2023,0,O,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX-LKD INT & RED NTS 21/04/25,XS1517432933,67GG,Fixed interest (Trade reporting Only),BD3DQR5,26-Apr-2017,21-Apr-2025,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 MUFG BANK, LTD CLBE ZERO CPN NTS 25/09/45,XS1292052534,33CO,Fixed interest (Trade reporting Only),BYZ5LR1,25-Sep-2015,25-Sep-2045,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HIGHER EDUCATION SECS INV 1 PLC CLASS A3 ASSET BCKD FRN 2028 REG S,XS0085726403,91LI,Trade Reporting only,0263773,,10-Apr-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 18/01/11,XS0122861122,BS72,Trade Reporting only,3002252,,18-Jan-2011,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY SE 2016-06 FLTG RTE REG COV BDS 01/03/24,XS1373029856,15VB,Fixed interest (Trade reporting Only),BD3Z7Y5,01-Mar-2016,01-Mar-2024,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 04/01/41,XS0570577261,95HE,Fixed interest (Trade reporting Only),B3PYH95,,04-Jan-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 01/02/27,GB00BFRNH833,61BT,Fixed interest (Trade reporting Only),BFRNH83,08-Feb-2019,01-Feb-2027,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC PHOENIX KO NTS CAR 24/02/26,XS2100784524,79LL,Fixed interest (Trade reporting Only),BL9B903,24-Feb-2020,24-Feb-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 NEWDAY FUNDING 2019-1 PLC CLS E ASST BKD FRN 15/06/27 (REG S),XS2001275879,93VP,Fixed interest (Trade reporting Only),BJLPGC0,12-Jun-2019,15-Jun-2027,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED SECS 04/10/23,XS1850725257,55CR,Fixed interest (Trade reporting Only),BGHHB24,11-Oct-2018,04-Oct-2023,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 DEPFA BANK EUROPE PLC CALL ZERO CPN INST 22/10/31,XS0137328760,AC73,Trade Reporting only,3099339,,22-Oct-2031,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 MOUND FINANCING (NO.4) PLC SERIES4 CLASSA AST BKD FRN08/11/32 £144A,US62052MAK45,49DP,Fixed interest (Trade reporting Only),B0MTBR8,,08-Nov-2032,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 NORTHUMBRIAN WATER FINANCE PLC 1.625% GTD BDS 11/10/26,XS1499724638,50OT,Fixed interest (Trade reporting Only),BYYHDY9,12-Oct-2016,11-Oct-2026,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SYDBANK A/S FLTNG RTE CALL SUB TIER 2 NTS 02/11/29,XS1705599915,94PC,Fixed interest (Trade reporting Only),BF2DMH2,03-Nov-2017,02-Nov-2029,0,V,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP EVEN 30 5 YR UP NTS CWR 18/07/22,XS1634336561,77CU,Fixed interest (Trade reporting Only),BF0F6H8,26-Jul-2017,18-Jul-2022,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMPALA TRPLE INDX 22/08/23,XS1640828734,80BG,Fixed interest (Trade reporting Only),BF1CY85,25-Aug-2017,22-Aug-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.8 PLC CLASS 'A' MTG BCKD FRN 12/05/32 (144A),US76111DAA54,72OW,Trade Reporting only,0308027,,12-May-2032,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL ZRO CPN NTS 23/02/32,XS1490302715,61DE,Fixed interest (Trade reporting Only),BYXQLT8,23-Feb-2017,23-Feb-2032,0,F,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 4.01% NTS 18/09/33,XS1881008137,46ZY,Fixed interest (Trade reporting Only),BDRN3J2,18-Sep-2018,18-Sep-2033,4.01,F,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD SHS VIET ENG & AGRI 13/08/20,GB00BG64FR94,93XA,Fixed interest (Trade reporting Only),BG64FR9,13-Aug-2019,13-Aug-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 0.45% CVD BDS 22/11/23,XS1523136247,55EC,Fixed interest (Trade reporting Only),BZ006D9,22-Nov-2016,22-Nov-2023,0.45,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC GBP KO NTS CAR 26/03/24,XS1758702028,37YN,Fixed interest (Trade reporting Only),BFWMNX2,26-Mar-2018,26-Mar-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SOUTHERN GAS NETWORKS PLC 4.875% BDS 21/03/29,XS0232335769,73IJ,Fixed interest (Trade reporting Only),B0M0YF0,,29-Mar-2029,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.13 PLC A2A MTG BCKD FRN 12/12/36 £ (BR)(144A),US76112JAD54,47TL,Trade Reporting only,3216592,,12-Dec-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 YORKSHIRE BUILDING SOCIETY GLBL CVRD BNDS 11/06/22,XS1076256400,71WU,Fixed interest (Trade reporting Only),BN894S5,11-Jun-2014,11-Jun-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BANK OF AMERICA CORPORATION FXD RTE STEP-UP CLBE NTS 02/06/27,XS1241550299,83FA,Fixed interest (Trade reporting Only),BYY5G00,02-Jun-2015,02-Jun-2027,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.7 PLC DETACHABLE 'A' CPN 11/02/38 £(BR)(144A),US76111CAB54,57OJ,Trade Reporting only,0877099,,11-Feb-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 FINNVERA PLC 2.375% NTS 04/06/25 (UNRES),XS1241947768,67JH,Fixed interest (Trade reporting Only),BYR8N61,,04-Jun-2025,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MAW'S LKD TIANJIN LVYIN 23/11/21,GB00BZY3LS47,44RC,Fixed interest (Trade reporting Only),BZY3LS4,19-Jun-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP TRI IDX 6-YR UP NTS CAR 03/11/25,XS2058882171,80CW,Fixed interest (Trade reporting Only),BK724K6,06-Nov-2019,03-Nov-2025,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC PHOENIX KO NTS CAR 05/09/25,XS2050969570,75SQ,Fixed interest (Trade reporting Only),BJSF9G8,19-Sep-2019,05-Sep-2025,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ISLE OF MAN TREASURY 5.625% BDS 29/03/30 £(VAR)(BR),XS0109719004,41OY,Trade Reporting only,0325424,,29-Mar-2030,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 LLOYDS BANK PLC CLBL ZRO CPN NTS 26/08/44,XS1100996146,59YQ,Fixed interest (Trade reporting Only),BQ8NSP3,26-Aug-2014,26-Aug-2044,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 4.795% NTS 14/09/23,XS1880315525,51JW,Fixed interest (Trade reporting Only),BFY76R0,14-Sep-2018,14-Sep-2023,4.795,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 HSBC BANK PLC MAN LKD ORD SHS RIYAD BANK ORD 09/11/20,XS1716484594,95KF,Fixed interest (Trade reporting Only),BFDZ0K6,10-Nov-2017,09-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT AND RED NTS 27/01/24,XS1279288515,12VY,Fixed interest (Trade reporting Only),BD5V1J4,27-Jan-2016,27-Jan-2024,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC MAN LKD LEEJAM SPORTS ORD SHS 25/05/21,XS2004413626,68CZ,Fixed interest (Trade reporting Only),BJSBCV2,28-May-2019,25-May-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SCOTTISH AMERICAN INV CO PLC 8% DEB STK 2022,GB0007785453,01KG,Fixed interest (SEAQ),0778545,,10-Apr-2022,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 JYSKE BANK 4.20% NTS 29/09/22,XS0543386865,45KU,Fixed interest (Trade reporting Only),B4PDY87,,29-Sep-2022,0,,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 STATE OF ISRAEL 2.000% NTS 03/07/69,XS2022179662,66RF,Fixed interest (Trade reporting Only),BKLC5T8,03-Jul-2019,03-Jul-2069,2,F,PSNR,NIDP,0,0,,EUR,PSNR,0,,,0,,,100 BANK OF AMERICA CORPORATION 2.10% NTS 05/06/33,XS1830926348,43ZA,Fixed interest (Trade reporting Only),BFYRBX1,05-Jun-2018,05-Jun-2033,2.1,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 BARCLAYS BANK PLC EQTY IDX LKD SEC 29/06/21,XS1229462665,87ZO,Fixed interest (Trade reporting Only),BYTH4B8,30-Jun-2015,29-Jun-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 7 - YR NZD EQU IDX NTS 13/03/23,XS1111454580,16RU,Fixed interest (Trade reporting Only),BZ3CN86,11-Mar-2016,13-Mar-2023,0,,CRNR,NIDR,0,0,,NZD,CRNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL LKD INT NTS 17/09/25,XS1285222391,96DX,Fixed interest (Trade reporting Only),BYRJQM1,17-Sep-2015,17-Sep-2025,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 1.80% CALL NTS 28/02/39,XS1953842587,94SD,Fixed interest (Trade reporting Only),BJ7Q1J9,28-Feb-2019,28-Feb-2039,1.8,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 QNB FINANCE 4.25% NTS 20/12/21,XS1926175453,60MS,Fixed interest (Trade reporting Only),BH3DMT7,21-Dec-2018,20-Dec-2021,4.25,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC FXD RTE SU NTS 03/02/21,XS0582763917,46EH,Fixed interest (Trade reporting Only),B3N2649,02-Feb-2011,03-Feb-2021,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 WESTPAC BANKING CORPORATION FLTG RTE INST 15/08/20,XS2041071817,93BO,Fixed interest (Trade reporting Only),BK1KK64,15-Aug-2019,15-Aug-2020,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 AVIVA PLC DTD TIER 2 3.375%/FLTG RTE NTS 04/12/25,XS1242413679,67KX,Fixed interest (Trade reporting Only),BYPCQ77,04-Jun-2015,04-Dec-2025,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 TOYOTA CREDIT CANADA INC 2.62% NTS 11/10/22,CA892329BD42,88TB,Fixed interest (Trade reporting Only),BZ0XRG8,11-Oct-2017,11-Oct-2022,2.62,F,CRNR,EIDR,0,0,,CAD,CRNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.10 PLC CLASS 'A1'MTG BCKD FRN 10/08/21 (144A),US76111KAA97,91PZ,Trade Reporting only,3042797,,10-Aug-2021,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 4.25% NTS DUE 13/07/20,XS1645498012,75UB,Fixed interest (Trade reporting Only),BF42642,,13-Jul-2020,0,,PSNR,NIDP,0,0,,PEN,PSNR,0,,,0,,,100 HSBC BANK PLC MAWS SHANXI XISHAN CL ELEC PWR 04/01/21,GB00BG8HGC80,87CM,Fixed interest (Trade reporting Only),BG8HGC8,08-Jan-2020,04-Jan-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALLABLE FXD RTE ACCR NTS 19/09/33,XS0176255866,64IO,Trade Reporting only,3359323,,19-Sep-2033,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 BROADGATE FINANCING PLC CLASS B 4.999% BDS 05/10/33 £(BR),XS0211898043,85QX,Trade Reporting only,B069754,,05-Oct-2032,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 FINNVERA PLC 0.625% NTS 22/09/22,XS1294518318,12XJ,Fixed interest (Trade reporting Only),BYSPYC4,,22-Sep-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ACCRETING NTS 28/09/40,XS0544376683,45MF,Fixed interest (Trade reporting Only),B3ZW807,,28-Sep-2040,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MANS LKD ORDS SAUDI CERAMIC 24/02/21,XS1784105048,19VO,Fixed interest (Trade reporting Only),BDCXW01,27-Feb-2018,24-Feb-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BARCLAYS BANK PLC ZRO CPN SEC 05/07/43,XS0908082570,11GU,Fixed interest (Trade reporting Only),BC5ZY23,05-Jul-2013,05-Jul-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC FLTG RT GRTD NTS 26/10/2020 (REG S),XS1897624539,55HD,Fixed interest (Trade reporting Only),BFM0WP1,,26-Oct-2020,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 LILE FINANCE LD 3.009% GTD NTS 28/02/25 (UNRES),USG54896AA61,15CQ,Fixed interest (Trade reporting Only),BD1P6J5,22-Aug-2013,28-Feb-2025,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MAN'S LKD TO ORD SHS BANK ALJAZ 16/11/20,XS1720211405,96FI,Fixed interest (Trade reporting Only),BF6N706,14-Nov-2017,16-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ELECTRICITE DE FRANCE SA EDF 5.875 18/07/31,XS0132424614,EED1,Order book for Fixed Income Securities,BFWM882,,18-Jul-2031,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6YR PHNX KO NTS CAR 02/01/25,XS1912816169,60OD,Fixed interest (Trade reporting Only),BHTD4L7,10-Jan-2019,02-Jan-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 4.875% NTS 19/03/21,XS1044893540,46FX,Fixed interest (Trade reporting Only),BKWPVM1,19-Mar-2014,19-Mar-2021,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 THAMES WATER UTILITIES FINANCE PLC IDX LKD CLS A GTD UNWRAP BDS 18/07/22,XS0649823035,10OS,Fixed interest (Trade reporting Only),B5ZVDW5,18-Jul-2011,18-Jul-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHNX KO NTS CAR 04/03/26,XS2113618917,80FX,Fixed interest (Trade reporting Only),BKKJQH5,06-Mar-2020,04-Mar-2026,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BP CAPITAL MARKETS PLC 1.573% GRNT NTS 16/02/27,XS1190974011,54PB,Fixed interest (Trade reporting Only),BVXCFN7,16-Feb-2015,16-Feb-2027,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 KUWAIT PROJECTS CO SPC LIMITED 5.00% NTS 15/03/23,XS1379107219,17MX,Fixed interest (Trade reporting Only),BZ586Y9,15-Mar-2016,15-Mar-2023,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC 6.875% GTD CLASS A FR BDS 16/01/34,XS0406687995,75VR,Fixed interest (Trade reporting Only),B3L43X5,,16-Jan-2034,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC CALL 4.15% NTS 21/09/28,XS1882675215,51MX,Fixed interest (Trade reporting Only),BFM4QR3,21-Sep-2018,21-Sep-2028,4.15,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY 1.5% NTS DUE 24/05/27,XS1617830721,69WP,Fixed interest (Trade reporting Only),BYXX4V2,24-May-2017,24-May-2027,1.5,F,CRNR,NIDR,0,0,,EUR,CRNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 2.50% NOTES DUE 22/09/22,XS1687477643,84BT,Fixed interest (Trade reporting Only),BYXHQ41,22-Sep-2017,22-Sep-2022,2.5,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ASB FINANCE LD 3.833% NTS 01/02/29,XS1944291183,61HV,Fixed interest (Trade reporting Only),BJK0YB1,01-Feb-2019,01-Feb-2029,3.833,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ABBEY NATIONAL TREASURY SERVS PLC EQTY IL RED NTS 09/04/21,XS0611916585,79RN,Fixed interest (Trade reporting Only),B5KTHH7,07-Apr-2011,09-Apr-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BANK OF AMERICA CORPORATION 8.50% BR NTS 31/08/27,XS0318562484,71CT,Fixed interest (Trade reporting Only),B248QN8,,31-Aug-2027,0,,CWNR,NIDW,0,0,,MXN,CWNR,0,,,0,,,100 SOUTH EASTERN POWER NETWORKS PLC 5.50% NTS 05/06/26,XS0169169355,52AF,Order book for Fixed Income Securities,3304323,,05-Jun-2026,0,,RCNT,CWDQ,0,0,,GBP,RCNT,0,,,0,,,100 NATIONAL GRID GAS PLC 7.0% BDS 16/12/24 £(BR),XS0103338496,BC83,Fixed interest (Trade reporting Only),0877378,04-Jul-2002,16-Dec-2024,7,F,CWNU,EIDU,14,1000,GBP,GBP,CWNU,0,,14-Jun-2018,12,31-Dec-2099,,100 KINGDOM OF SAUDI ARABIA (THE) 4.500% NTS 22/04/60 (UNRESTRICTED),XS2159975882,8VXN,Fixed interest (Trade reporting Only),BMVFTX3,22-Apr-2020,22-Apr-2060,4.5,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 KOMMUNALBANKEN AS CALL ZERO CPN NTS 08/04/41,XS0611337477,96GY,Fixed interest (Trade reporting Only),B64FGC6,08-Apr-2011,08-Apr-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 10.10% NOTES 09/09/25,XS1285080823,94VE,Fixed interest (Trade reporting Only),BZ0G5B8,,09-Sep-2025,0,,CRNR,EIDR,0,0,,BRL,CRNR,0,,,0,,,100 CADENT FINANCE PLC 2.99% GTD SRS 4 NTS 19/03/39,GB00BJVP2Z58,93EP,Fixed interest (Trade reporting Only),BJVP2Z5,23-Jul-2019,19-Mar-2039,2.99,F,CWTU,UIOU,0,0,,GBP,CWTU,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN FRN SNR UNSEC NTS 25/06/20,XS1844113933,44VT,Fixed interest (Trade reporting Only),BDFXLF6,25-Jun-2018,25-Jun-2020,0,V,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 YORKSHIRE WATER FINANCE PLC 3.30666% GTED RETAIL IL BDS 29/07/33,XS0439817817,88WC,Fixed interest (Trade reporting Only),B3Y54Q5,,29-Jul-2033,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC 4.75% NTS 22/02/23,XS0893630714,17OI,Fixed interest (Trade reporting Only),B976780,22-Feb-2013,22-Feb-2023,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY 1.125% NTS 29/10/21,XS1130067140,38WR,Fixed interest (Trade reporting Only),BRX7QS6,29-Oct-2014,29-Oct-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 LLOYDS BANK PLC 2012-1 5.38% CVRD BNDS 04/01/2024,XS0721326295,48RP,Fixed interest (Trade reporting Only),B79XY40,04-Jan-2012,04-Jan-2024,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SERIES 1 CLS B AST BKD FRN 15/07/42,US71419GAM24,58MN,Fixed interest (Trade reporting Only),B1TC724,,15-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 27/07/40,XS0527889785,78CJ,Fixed interest (Trade reporting Only),B4VCWT5,,27-Jul-2040,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 LINDE FINANCE BV LING 5.875 24/04/23,XS0297700006,EL23,Order book for Fixed Income Securities,BFWM7R4,,24-Apr-2023,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 PLACES FOR PEOPLE HOMES LD 3.625% GTD NTS 22/11/28,XS1721430673,99KS,Fixed interest (Trade reporting Only),BDRTW15,22-Nov-2017,22-Nov-2028,3.625,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 16/08/35,XS0226722154,65FC,Fixed interest (Trade reporting Only),B0H7P31,,16-Aug-2035,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 KERALA INFRASTRUCTURE INVESTMENT FU 9.723% SYNTH SEN SEC GTD NTS 29/03/24,XS1966673342,93NF,Fixed interest (Trade reporting Only),BJ5JY13,01-Apr-2019,29-Mar-2024,9.723,F,MWNU,NIOM,0,0,,INR,MWNU,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC 2.625% GTD CLS B UNWRPD BDS 15/06/27,XS1577797456,62CY,Fixed interest (Trade reporting Only),BYXBH40,15-Mar-2017,15-Jun-2027,2.625,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC WRNT LKD SEC 22/10/21,XS1087486137,50WG,Fixed interest (Trade reporting Only),BYNJTP9,23-Oct-2015,22-Oct-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LLOYDS BANK PLC CALL 3.500% NTS 15/02/27,XS1566127665,60RE,Fixed interest (Trade reporting Only),BYWPJM5,15-Feb-2017,15-Feb-2027,3.5,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CITIZEN TREASURY PLC 3.25% SEC BDS 20/10/48,XS1703979242,93GA,Fixed interest (Trade reporting Only),BFCBMR6,23-Oct-2017,20-Oct-2048,3.25,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 STANDARD BANK OF SOUTH AFRICA LD 2.875% NTS 02/03/30,XS2125158845,67PJ,Fixed interest (Trade reporting Only),BLLZL52,02-Mar-2020,02-Mar-2030,2.875,F,PSTR,UIDP,0,0,,USD,PSTR,0,,,0,,,100 BARCLAYS BANK PLC 4.70% FLTG RTE NTS 08/09/31,XS0628132531,10RT,Fixed interest (Trade reporting Only),B4KM4K1,08-Sep-2011,08-Sep-2031,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NEWDAY PARTNERSHIP FDING 2017-1 PLC CLASS F ASS BKD FRN 15/12/27 (REG S),XS1674678906,91UL,Fixed interest (Trade reporting Only),BD88J76,18-Oct-2017,15-Dec-2027,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANKING GROUP PLC 0.750% NTS 09/11/21,XS1517181167,54SC,Fixed interest (Trade reporting Only),BYWLP03,09-Nov-2016,09-Nov-2021,0.75,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HBOS TREASURY SERVICES PLC 6.00%/ CMS-LKD FLTG RTE NTS 07/02/35,XS0211568331,40EG,Trade Reporting only,B05QYK0,,07-Feb-2035,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 AKADEMISKA HUS AB 2.45% NOTES 10/02/31,XS1361565432,14NP,Fixed interest (Trade reporting Only),BYZY7G9,10-Feb-2016,10-Feb-2031,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 INVESTEC BANK PLC 2.00% CRDT LKD NTS DUE 21/06/2027,XS1664300206,79UO,Fixed interest (Trade reporting Only),BF5Q1N7,23-Aug-2017,21-Jun-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MANCHESTER BUILDING SOCIETY 8% PERM INTEREST BEARING SHS,GB0008775057,MBSR,Fixed interest (SEAQ),0877505,,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 4.07% NTS 20/02/24,XS1032628288,82TA,Fixed interest (Trade reporting Only),BK016K4,21-Feb-2014,20-Feb-2024,0,,CWNR,EIDW,0,0,,NOK,CWNR,0,,,0,,,100 BARCLAYS BANK PLC SPREAD-LKD INT SEC 15/03/33,XS1714556930,34FE,Fixed interest (Trade reporting Only),BFMHFK8,15-Mar-2018,15-Mar-2033,0,O,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SG ISSUER NTS 04/08/23,JE00BDJ00P62,59HQ,Fixed interest (Trade reporting Only),BDJ00P6,13-Jan-2017,04-Aug-2023,0,V,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PRF SRS 1587 25/01/27,GB00BJ345400,94YF,Fixed interest (Trade reporting Only),BJ34540,24-Jan-2020,25-Jan-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EASYJET PLC 0.875% NTS 11/06/25,XS2009152591,69CO,Fixed interest (Trade reporting Only),BK7Y0L5,11-Jun-2019,11-Jun-2025,0.875,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP TPLE IDX 6YR KO NTS CAR 17/12/24,XS1910825329,60SU,Fixed interest (Trade reporting Only),BHSRGX6,20-Dec-2018,17-Dec-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LLOYDS BANK PLC FLTG RTE NTS 09/07/24,XS2022412808,93HQ,Fixed interest (Trade reporting Only),BK917Z7,09-Jul-2019,09-Jul-2024,0,V,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 HEATHROW FUNDING LD SUB-CLS A-28 4.171% BDS 12/06/36 REG S,XS1072249128,67QZ,Fixed interest (Trade reporting Only),BNB7CN7,12-Jun-2014,12-Jun-2036,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 ASB FINANCE LD 1.15% NTS 08/12/26,XS1531403753,56FH,Fixed interest (Trade reporting Only),BYZN669,08-Dec-2016,08-Dec-2026,0.15,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 LLOYDS BANK PLC CALL ZERO CPN NTS 26/06/48,XS1840148826,44YU,Fixed interest (Trade reporting Only),BFWFXL9,26-Jun-2018,26-Jun-2048,0,Z,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 2 CLS M FRN 17/02/52 (REGS),XS0277521109,33NC,Fixed interest (Trade reporting Only),B1L71V4,,17-Feb-2052,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 30/01/09,XS0162163991,88ZD,Trade Reporting only,3255528,,31-Dec-9999,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 CORPORATE FINANCE BONDS LIMITED CORP FINANCE BONDS 0% 2021,GB00BD3H4G23,NQ7Q,Order book for Fixed Income Securities,BF2T4N0,,21-Dec-2021,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 CLAVIS SECURITIES PLC CLASS A1B NTS 15/12/31,XS0255438581,66AF,Fixed interest (Trade reporting Only),B17FG73,,15-Dec-2031,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC STEP UP CALL FXD RTE NTS 11/12/23,XS1000917556,17RJ,Fixed interest (Trade reporting Only),BH660Y4,10-Dec-2013,11-Dec-2023,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 INVESTEC BANK PLC UPSIDE NTS CAP AT RISK 27/01/23,XS1733255928,16AU,Fixed interest (Trade reporting Only),BG0PVD6,01-Feb-2018,27-Jan-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 PARAGON MORTGAGES (NO.13) PLC CLASS A2A MGT BKD FRN 15/01/39 S £,XS0272534313,74JO,Fixed interest (Trade reporting Only),B1GCNZ2,,15-Jan-2039,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 WELLS FARGO FINANCE LLC 4% TO FLTG RTE NTS 06/04/25,XS2151140154,77AV,Fixed interest (Trade reporting Only),BMPRW92,07-Apr-2020,06-Apr-2025,0,O,MWNU,NIDM,0,0,,USD,MWNU,0,,,0,,,100 HUNGARY 1.125% NTS 28/04/26,XS2161992198,48UQ,Fixed interest (Trade reporting Only),BL55FL2,30-Apr-2020,28-Apr-2026,1.125,F,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS INV PREF SRS 1147 01/09/25,XS1843113728,51RJ,Fixed interest (Trade reporting Only),BFZ5BG7,03-Sep-2018,01-Sep-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SIGMA FINANCE CORPORATION CALL IDX-LKD NTS 07/07/14,XS0194833801,72XZ,Trade Reporting only,B01W1H8,,07-Jul-2014,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 20/04/40,XS0501394174,61MH,Fixed interest (Trade reporting Only),B3MKGF5,,20-Apr-2040,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PRF SRS 1551 07/12/26,GB00BJ344N24,78FK,Fixed interest (Trade reporting Only),BJ344N2,06-Dec-2019,07-Dec-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IL RED SECS 05/11/29,XS1996597826,76TV,Fixed interest (Trade reporting Only),BJN4NR9,05-Nov-2019,05-Nov-2029,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 GOLDMAN SACHS GROUP INC. (THE) GS 5 1/2 10/12/21,XS0270349003,13QM,Order book for Fixed Income Securities,BYVZGQ9,,12-Oct-2021,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 HEATHROW FUNDING LD 5.225% CLS A UNWRAP BDS 15/02/25 (REG S),XS0383002291,88CB,Fixed interest (Trade reporting Only),B3CPYL2,,15-Feb-2025,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 SG ISSUER NTS 04/02/21,JE00BVTW2M98,75DB,Fixed interest (Trade reporting Only),BVTW2M9,18-Feb-2015,04-Feb-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 UBS AG ZRO CPN CALL NT 23/10/42,XS0843987214,15IS,Fixed interest (Trade reporting Only),B8PP481,23-Oct-2012,23-Oct-2042,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 03/06/2024,GB00BF6XCV28,96LK,Fixed interest (Trade reporting Only),BF6XCV2,17-Nov-2017,03-Jun-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 LLOYDS BANKING GROUP PLC ADR (EACH REPR 6.413% PREF SHS) 144A,US539439AC38,LLD2,Trade Reporting only,B3L47H7,,31-Dec-9999,0,,MISL,ADPL,0,0,,USD,MISL,0,,,0,,,100 SHELL INTERNATIONAL FINANCE B.V 0.500% NTS 11/05/24,XS2170384130,83OD,Fixed interest (Trade reporting Only),BMBPS47,11-May-2020,11-May-2024,0.5,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 BG ENERGY CAPITAL PLC 5.125% NTS 15/10/2041 (144A),US05541VAF31,12GJ,Fixed interest (Trade reporting Only),B65BYM9,13-Oct-2011,15-Oct-2021,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 TOYOTA MOTOR FIN (NETHERLANDS) B.V FLTG RTE NTS 30/09/21,XS2058707253,91XM,Fixed interest (Trade reporting Only),BK71B24,30-Sep-2019,30-Sep-2021,0,V,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC RVSE CONV NTS CAR 21/11/22,GB00BWK1RV69,54VD,Fixed interest (Trade reporting Only),BWK1RV6,21-Nov-2016,21-Nov-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 GREECE,(KINGDOM OF) 6% STB & REFUGEE STLG BDS 1928(ASSD),GB0003863577,BD67,Trade Reporting only,0386357,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 WELLS FARGO & COMPANY 3.50% NTS 12/09/29,XS0828013838,16CF,Fixed interest (Trade reporting Only),B7XQ5J7,12-Sep-2012,12-Sep-2029,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 HBOS TREASURY SERVICES PLC CMS LKD NTS 02/12/25,XS0235874160,85YK,Fixed interest (Trade reporting Only),B0SQ4L8,,02-Dec-2025,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BARCLAYS BANK PLC ZRO CPN SECS 20/08/43,XS0934769216,48WB,Fixed interest (Trade reporting Only),BD3CZW0,20-Aug-2013,20-Aug-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 01/09/28,GB00BFRNFN49,51SZ,Fixed interest (Trade reporting Only),BFRNFN4,10-Sep-2018,01-Sep-2028,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 STANDARD CHARTERED BANK 8.00% SUB ORD NTS 30/05/31,XS0130337735,BH23,Trade Reporting only,3051425,,30-May-2031,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN SECS 16/01/44,XS0989277784,79XP,Fixed interest (Trade reporting Only),BJ4XD64,20-Jan-2014,16-Jan-2044,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC S5 CA FLTG RTE NTS 17/05/60 (REG S),XS0506560399,94CT,Fixed interest (Trade reporting Only),B3XQ9G4,,17-May-2060,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COOPERATIEVE RABOBANK UA RABO 2.25 23/03/22,XS1205680785,ER22,Order book for Fixed Income Securities,BFWM8P9,,23-Mar-2022,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL 2.25% NTS 17/07/48,XS1857067885,45TX,Fixed interest (Trade reporting Only),BF7J576,17-Jul-2018,17-Jul-2048,2.25,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 QNB FINANCE 30 YR CALL ZERO CPN NTS 21/12/47,XS1739397526,11OH,Fixed interest (Trade reporting Only),BDD4C69,21-Dec-2017,21-Dec-2047,0,O,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EKSPORTFINANS ASA ZERO CPN CALL ACCRETING NTS 27/08/38,XS0384896741,88DR,Fixed interest (Trade reporting Only),B3CV421,,27-Aug-2038,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SERIES 1 CLSC AST BKD FRN 15/07/42,US71419GAE08,91AK,Fixed interest (Trade reporting Only),B1G31R3,,15-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 REPUBLIC OF ANGOLA (THE) 8.25% NTS 09/05/28 144A,US035198AB62,42RO,Fixed interest (Trade reporting Only),BFY6P69,10-May-2018,09-May-2028,8.25,F,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MAW'S GOUZUAN HIGH-TECH 23/11/21,GB00BZY3KQ57,38EB,Fixed interest (Trade reporting Only),BZY3KQ5,27-Mar-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 TOYOTA CREDIT CANADA INC 2.20% NTS 25/02/21,CA892329AV58,15KD,Fixed interest (Trade reporting Only),BD6RFN3,25-Feb-2016,25-Feb-2021,0,,CRNR,NIDR,0,0,,CAD,CRNR,0,,,0,,,100 SG ISSUER NTS 05/01/2029,GB00BFRNH387,59KR,Fixed interest (Trade reporting Only),BFRNH38,07-Jan-2019,05-Jan-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 PHOENIX GROUP HOLDINGS PLC 6.625% GTD SUB NTS 18/12/25,XS1171593293,60VV,Fixed interest (Trade reporting Only),BV0LR31,26-Jan-2015,18-Dec-2025,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC ZRO CPN SEC 21/01/44,XS0989479067,35BX,Fixed interest (Trade reporting Only),BJ59YP7,21-Jan-2014,21-Jan-2044,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 NATIONAL BANK OF CANADA 2.05% SER CBL11 CV BDS 20/06/22 (144A),US633469AA91,70QT,Fixed interest (Trade reporting Only),BJVR2S4,20-Jun-2019,20-Jun-2022,2.05,O,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IL INT RED SECS 04/02/2030,XS1996611080,77OY,Fixed interest (Trade reporting Only),BKSL800,04-Feb-2020,04-Feb-2030,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMPALA TRP IDX 6 YR CAR 15/05/24,XS1816345372,43LB,Fixed interest (Trade reporting Only),BD90670,18-May-2018,15-May-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 8.37% NTS 03/10/26,XS2060700056,87LP,Fixed interest (Trade reporting Only),BK5MCV5,03-Oct-2019,03-Oct-2026,8.37,F,CWNR,NIDW,0,0,,ZAR,CWNR,0,,,0,,,100 SANDWELL COMMERCIAL FINANCE NO1 PLC D MTGE BCKD FRN 11/05/39 £(BR)(REG S),XS0191373686,64RR,Trade Reporting only,B014L74,,11-May-2039,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC KO NTS WITH CAR 25/04/22,XS1355426286,16DV,Fixed interest (Trade reporting Only),BZ3CN20,25-Apr-2016,25-Apr-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CITY OF STOCKHOLM 0.708% NTS 04/10/23,XS1890102228,95UY,Fixed interest (Trade reporting Only),BGV5V35,,04-Oct-2023,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 CLAVIS SECURITIES PLC CLASS A1B NTS 15/12/32,XS0302268528,58SP,Fixed interest (Trade reporting Only),B1Y9VB7,,15-Dec-2032,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA FLTG RTE NTS 11/03/21,XS2133209044,79ZA,Fixed interest (Trade reporting Only),BJK0J49,11-Mar-2020,11-Mar-2021,0,V,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 CATALYST HEALTHCARE (WORCESTER) PLC 5.87% GTD SEC BDS 2002-30 £(VAR)(BR),XS0096207880,68NN,Trade Reporting only,0608534,,31-Dec-2030,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS 28/04/2046,XS1398441144,34JV,Fixed interest (Trade reporting Only),BYZ7P42,28-Apr-2016,28-Apr-2046,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK PLC CALL ZRO CPN NTS 28/04/44,XS1062903858,49RE,Fixed interest (Trade reporting Only),BMW3PR2,30-May-2014,28-Apr-2044,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 TOYOTA CREDIT CANADA INC FLTNG RTE NTS 24/07/20,CA892329BE25,15LT,Fixed interest (Trade reporting Only),BG06NR7,25-Jan-2018,24-Jul-2020,0,V,CRNR,NIDR,0,0,,CAD,CRNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY SER2019-01 FLTG RTE REG CVD BDS 10/01/24,XS1933035286,59MC,Fixed interest (Trade reporting Only),BHTD581,10-Jan-2019,10-Jan-2024,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 THAMES WATER UTILITIES FINANCE PLC GTD RPI-LKD NTS 11/07/55,XS0267219896,66EW,Fixed interest (Trade reporting Only),B1F0DH9,,11-Jul-2055,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NEWDAY FUNDING 2019-2 PLC CLASS B ASST BKD FRN 15/11/27 (REG S),XS2052208878,74OA,Fixed interest (Trade reporting Only),BJSF1L7,20-Sep-2019,15-Nov-2027,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZERO CPN CALL NTS 12/01/32,XS0730176020,63CN,Fixed interest (Trade reporting Only),B78K3Y5,12-Jan-2012,12-Jan-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 MERRILL LYNCH SA CALL LIBOR RGE ACC CDT LKD NTS 28/11/21,XS0275122595,37NP,Fixed interest (Trade reporting Only),B1HTR27,,28-Nov-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 PARAGON MORTGAGES (NO.11) PLC CLASS C1B MGT BKD FRN 15/10/41 REGS EUR,XS0246905805,40KI,Fixed interest (Trade reporting Only),B10SN23,,15-Oct-2041,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 LANARK MASTER ISSUER PLC 19-1 1A2 RES MTG BKD NTS 22/12/69 REG S,XS1950915444,61QY,Fixed interest (Trade reporting Only),BJJVSP7,14-Feb-2019,22-Dec-2069,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 31/07/39,XS0441724456,60AE,Fixed interest (Trade reporting Only),B3VC179,,31-Jul-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 NATWEST MARKETS PLC 3.46% NTS 27/05/23,XS2179925081,45WY,Fixed interest (Trade reporting Only),BMC5147,,27-May-2023,0,,CWTR,UIDW,0,0,,CNY,CWTR,0,,,0,,,100 HSBC BANK PLC MANS ALDAR ORD SHS AED 1.00 15/03/21,XS2130786234,76YH,Fixed interest (Trade reporting Only),BLLV8G0,04-Mar-2020,15-Mar-2021,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 FIRST FLEXIBLE NO.6 PLC M1MTGE BCKD FRN 01/12/35 £(BR)(REG S),XS0183655371,85EJ,Trade Reporting only,3419960,,01-Dec-2035,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 PHOENIX GROUP HOLDINGS PLC 4.125% TIER 3 NTS 20/07/22,XS1551285007,59NS,Fixed interest (Trade reporting Only),BDRVTP4,20-Jan-2017,20-Jul-2022,4.125,F,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 DIAGEO CAPITAL PLC 2.625% NTS 29/04/23,US25243YAU38,36VN,Fixed interest (Trade reporting Only),BD97820,27-May-2016,29-Apr-2023,0,,CRTR,UIOR,0,0,,USD,CRTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK 4.43% NTS 28/10/30,XS1309487822,69IQ,Fixed interest (Trade reporting Only),BYM2S07,28-Oct-2015,28-Oct-2030,0,,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 HSBC BANK PLC BAR REV CNV NTS LKD 30/06/23,XS1604042215,72FJ,Fixed interest (Trade reporting Only),BF5CKJ4,30-Jun-2017,30-Jun-2023,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 11/03/25,XS1935061272,60YW,Fixed interest (Trade reporting Only),BHNGKG9,11-Mar-2019,11-Mar-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV FLTG RTE NTS 30/01/23,XS2109595210,79DO,Fixed interest (Trade reporting Only),BL6TWX4,30-Jan-2020,30-Jan-2023,0,V,PSNR,EIDP,0,0,,GEL,PSNR,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS PRF SHS SER 1336 22/06/26,GB00BJLMXZ38,70TU,Fixed interest (Trade reporting Only),BJLMXZ3,24-Jun-2019,22-Jun-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 PERPETUAL TRUSTEE CO LD A2 MTG BKD FRN 12/05/37 SWAN AUD,AU300SQ30017,40LY,Fixed interest (Trade reporting Only),B15DWW6,,12-May-2037,0,,CWNR,NIOW,0,0,,AUD,CWNR,0,,,0,,,100 KOMMUNALBANKEN AS CALL ACCRETING NTS 24/09/40,XS0542592802,94HF,Fixed interest (Trade reporting Only),B40XK17,,24-Sep-2040,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP UPSIDE NTS W/O CAR 31/01/23,XS1514332789,60BU,Fixed interest (Trade reporting Only),BYQFQV9,27-Jan-2017,31-Jan-2023,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 24/01/41,XS0577399677,45YJ,Fixed interest (Trade reporting Only),B5515F2,28-Jan-2011,24-Jan-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 NEWDAY FUNDING 2017-1 PLC CLASS D ASS BKD FRN 15/07/25,XS1634774167,75JD,Fixed interest (Trade reporting Only),BD71CD3,06-Jul-2017,15-Jul-2025,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 JSC GEORGIAN RAILWAY 7.75% NTS 11/07/22 (REGS),XS0800346362,38IS,Fixed interest (Trade reporting Only),B7613F1,06-Jul-2012,11-Jul-2022,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 DAIMLER AG DAIG 1.5 13/01/22,XS1550144072,EDM2,Order book for Fixed Income Securities,BDGV621,,13-Jan-2022,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS B1 FLTG RTE NTS 25/12/54 (REGS),USG41441BH11,73XO,Fixed interest (Trade reporting Only),B0XKMB1,,25-Dec-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 02/11/28,GB00BFRNGG47,59PD,Fixed interest (Trade reporting Only),BFRNGG4,09-Nov-2018,02-Nov-2028,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 THE REPUBLIC OF KENYA 7.000% AMORT. NTS 22/05/27 (144A),US491798AJ30,95AX,Fixed interest (Trade reporting Only),BK5XNB5,23-May-2019,22-May-2027,7,F,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC CLS 2A2 RES MTGE BKD FRNS 21/01/55 144A,XS0758797921,12ML,Fixed interest (Trade reporting Only),B7GBGP2,22-Mar-2012,21-Jan-2055,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZERO CPN NTS 22/04/39,XS0424246170,67YM,Fixed interest (Trade reporting Only),B4639J2,,22-Apr-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROFIMA 6.31% CALL NTS 25/03/22,XS0144575007,AM15,Trade Reporting only,3147153,,25-Mar-2022,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 1.20% NTS 13/07/35,XS0520974287,45BH,Fixed interest (Trade reporting Only),B3WN353,,13-Jul-2035,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 UK TREASURY STRIP 07MAR2031CPN,GB0032728957,89BV,Gilts,3272895,,07-Mar-2031,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 RESIDENTIAL PROPERTY SECS NO.5 PLC CLASS'B1'MTG BCKD FRN 07/2023 # (BR),XS0080292377,53KQ,Trade Reporting only,0154167,,24-Nov-2023,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BARCLAYS BANK PLC SECS 08/05/28,XS2112013474,39CF,Fixed interest (Trade reporting Only),BMC5158,,08-May-2028,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMPALA SEC DRDN 02/12/25,XS2094052458,DD25,Fixed interest (SEAQ),BK70P18,24-Jan-2020,02-Dec-2025,0,Z,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 YORKSHIRE WATER SERVICES FIN LD 1.46% GTD RETAIL PRICE BDS 01/08/56 £ BR,XS0275222114,37QQ,Fixed interest (Trade reporting Only),B1LB1B6,,01-Aug-2056,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. FLOOR FLTG RTE NTS 27/09/20,XS1495633858,47LO,Fixed interest (Trade reporting Only),BD5CT59,27-Sep-2016,27-Sep-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SRS 2 CLS A FLTG RTE NTS 17/02/52 (REGS),XS0381719250,71OX,Fixed interest (Trade reporting Only),B3CGZ45,,17-Feb-2052,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HALIFAX PLC 9.375% PERP SUB BDS,GB0005242879,HALP,Fixed interest (SEAQ),0524287,,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.1 PLC CLASS'A'MTG-BCKD FLTG RTE NTS 2034 #(BR),XS0071737257,BS26,Trade Reporting only,0733908,,11-Mar-2034,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLS B1 FLTG RTE NTS 19/12/54,US38741YCE77,49VV,Fixed interest (Trade reporting Only),B1FHCS4,,19-Dec-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 UNITED UTILITIES WATER FINANCE PLC 2.90% NTS 13/06/31,XS1432572318,38KD,Fixed interest (Trade reporting Only),BZ9NGP1,15-Jun-2016,13-Jun-2031,0,,PSTR,UIDP,0,0,,HKD,PSTR,0,,,0,,,100 SG ISSUER NTS 19/02/26,JE00BYY2VR30,15QF,Fixed interest (Trade reporting Only),BYY2VR3,26-Feb-2016,19-Feb-2026,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 TOTAL CAPITAL INTL SA TOTAL 07/01/2019,XS1082839553,ETO9,Order book for Fixed Income Securities,BFWM989,,31-Dec-9999,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 HITACHI CAPITAL(UK) PLC FLTG RTE NTS 01/04/21,XS1048475286,46TM,Fixed interest (Trade reporting Only),BL3DXW5,31-Mar-2014,01-Apr-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 22/12/39,XS0473964418,93QT,Fixed interest (Trade reporting Only),B52N261,,22-Dec-2039,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT & RDPN SEC 14/06/28,XS1782020496,45CX,Fixed interest (Trade reporting Only),BD3FV98,05-Jul-2018,14-Jun-2028,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 NATS (EN ROUTE) PLC 5.25% GTD SEC AMT BDS 31/03/26£(VAR)(BR),XS0174424902,89DG,Fixed interest (Trade reporting Only),3345140,,31-Mar-2026,0,,CWTU,UIOU,0,0,,GBP,CWTU,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 3 CLS M FRN 17/02/52 (REGS),XS0273269786,66JI,Fixed interest (Trade reporting Only),B1GJX19,,17-Feb-2052,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZRO CPN NTS 25/07/46,XS1456578498,43RD,Fixed interest (Trade reporting Only),BDCHH97,,25-Jul-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 HSBC BANK PLC MAW'S LKD TO ORD YUNNAN 23/11/21,GB00BZY3KB05,32FQ,Fixed interest (Trade reporting Only),BZY3KB0,12-Mar-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SIGMA FINANCE CORPORATION 2.97% NTS 30/03/10,XS0109641133,06OZ,Trade Reporting only,0378268,,30-Mar-2010,0,,MISC,DIPS,0,0,,CHF,MISC,0,,,0,,,100 INVESTEC BANK PLC KO NTS WITH CAR 29/11/21,XS1317428784,74SR,Fixed interest (Trade reporting Only),BYPHQP0,11-Dec-2015,29-Nov-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 5.60% NTS 19/08/30 (144A),US63859UAZ66,61VK,Fixed interest (Trade reporting Only),B56JF77,,19-Aug-2030,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SOUTHERN PACIFIC FINANCING 04-A PLC D MTG BCKD FRN 10/12/42 £(BR)(REGS),XS0190205681,68TP,Trade Reporting only,B0107R4,,10-Dec-2042,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NORDIC INVESTMENT BANK 3.55% CALL NTS 01/02/47,XS1556278320,60EV,Fixed interest (Trade reporting Only),BYXQZ41,01-Feb-2017,01-Feb-2047,3.55,F,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 SOUTHERN HOUSING GROUP LD 3.50% SECD BDS 19/10/47,XS1893609161,55WI,Fixed interest (Trade reporting Only),BGR7FB1,22-Oct-2018,19-Oct-2047,3.5,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 AKADEMISKA HUS AB 2.31% NTS 15/12/37,XS1736672210,99WW,Fixed interest (Trade reporting Only),BYW7RL6,15-Dec-2017,15-Dec-2037,2.31,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 ANHEUSER-BUSCH INBEV SA/NV 4.00% NTS 24/09/25,BE6258029741,54FT,Fixed interest (Trade reporting Only),BF10BD3,24-Sep-2013,24-Sep-2025,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 GO-AHEAD GROUP PLC 2.500% GTD BDS 06/07/24,XS1642733932,75ME,Fixed interest (Trade reporting Only),BF2BL80,07-Jul-2017,06-Jul-2024,2.5,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 LIBRA (LONGHURST GROUP) TREASURY PL 5.125% SEC BDS 02/08/38 £ (BR),XS0806873385,38LT,Fixed interest (Trade reporting Only),B8L4GM0,03-Aug-2012,02-Aug-2038,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 GREECE,(KINGDOM OF) 5% 1884(ASSD WITH ACCEPTANCE CERT),GB0003861316,BB53,Trade Reporting only,0386131,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL ZRO CPN NTS 13/05/43,XS0930316525,15RV,Fixed interest (Trade reporting Only),B97B2V3,13-May-2013,13-May-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 7.50% NTS 11/06/20,XS1813142731,96UN,Fixed interest (Trade reporting Only),BD96PB5,26-Apr-2018,11-Jun-2020,7.5,F,PSNR,EIDP,0,0,,MXN,PSNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 2.25% 2014-02 REG CVRD BNDS 25/06/30,XS1081100239,51DK,Fixed interest (Trade reporting Only),BNGWY20,25-Jun-2014,25-Jun-2029,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 4.74% SER 11-14 COV BDS 03/03/31,XS0592707615,79IA,Fixed interest (Trade reporting Only),B3QJFF1,01-Mar-2011,03-Mar-2031,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC S2 CLASS A2 MORT BKD NTS 15/07/42,XS0484703516,93SE,Fixed interest (Trade reporting Only),B67V513,,15-Jul-2042,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BP CAPITAL MARKETS PLC 2.274% GTD NTS 03/07/26,XS1851278421,45EI,Fixed interest (Trade reporting Only),BG1ZTF3,05-Jul-2018,03-Jul-2026,2.274,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 10.20% NTS 20/08/24,XS2047540120,92BP,Fixed interest (Trade reporting Only),BHNV9G7,,20-Aug-2024,0,,PSNR,EIDP,0,0,,TRY,PSNR,0,,,0,,,100 INVESTEC BANK PLC IMP 30 6YR 90% CAP PRO UP NTE 13/04/22,XS1377851453,32HB,Fixed interest (Trade reporting Only),BD0SD38,13-Apr-2016,13-Apr-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 11/03/24,GB00BF9B4S43,37TR,Fixed interest (Trade reporting Only),BF9B4S4,26-Mar-2018,11-Mar-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BANK OF MONTREAL 4.53% NTS 19/09/21,XS1881519901,50LI,Fixed interest (Trade reporting Only),BGQVSK4,19-Sep-2018,19-Sep-2021,4.53,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMPALA 7 YR KICK OUT NTS 30/10/24,XS1691783721,94LW,Fixed interest (Trade reporting Only),BF2DM94,03-Nov-2017,30-Oct-2024,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 CITY OF MALMO FLTG RTE NTS 17/03/22,XS2137307208,81OP,Fixed interest (Trade reporting Only),BL69PB3,,17-Mar-2022,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 22/10/24,XS1869580479,55XY,Fixed interest (Trade reporting Only),BGT3NH9,22-Oct-2018,22-Oct-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK FR CDT LKD NTS PEOPLE REP CHINA 30/06/21,XS1417405989,44MG,Fixed interest (Trade reporting Only),BD8F0M9,26-Aug-2016,30-Jun-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA QUARTER CALL CMS COUNTDOWN NTS 10/08/20,XS0527712342,45FY,Fixed interest (Trade reporting Only),B4ZP5W4,,10-Aug-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 FEDERAL REPUBLIC OF NIGERIA (THE) 7.143% NTS 23/02/30 (RULE 144A),US65412JAD54,19PC,Fixed interest (Trade reporting Only),BF5G825,23-Feb-2018,23-Feb-2030,7.143,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 29/08/23,GB00BF6XBW69,80WN,Fixed interest (Trade reporting Only),BF6XBW6,05-Sep-2017,29-Aug-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZERO CPN NTS 25/11/46,XS1524560429,55AW,Fixed interest (Trade reporting Only),BYX7HY8,25-Nov-2016,25-Nov-2046,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 STANDARD CHARTERED PLC FLTG RTE NTS 10/09/22 (UNRESTRICT),XS2051669559,87US,Fixed interest (Trade reporting Only),BH4GQ15,10-Sep-2019,10-Sep-2022,0,V,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZERO CPN NTS 24/02/44,XS1033657831,90RL,Fixed interest (Trade reporting Only),BK0SGY9,24-Feb-2014,24-Feb-2044,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SHELL INTERNATIONAL FINANCE B.V 1.000% GRTD NTS 06/04/22,XS1135276332,39GW,Fixed interest (Trade reporting Only),BSHZXC6,06-Nov-2014,06-Apr-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ASB FINANCE LD 0.50% NTS 24/09/29,XS2055104785,74VS,Fixed interest (Trade reporting Only),BKTC8X5,24-Sep-2019,24-Sep-2029,0.5,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SER1 A3 MTGE BCKD NTE 15/07/2042 S,XS0617234801,63KA,Fixed interest (Trade reporting Only),B4ZFD75,20-Apr-2011,15-Jul-2042,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 2.66% NTS 26/11/49,XS2084091821,84SJ,Fixed interest (Trade reporting Only),BK6FCH9,26-Nov-2019,26-Nov-2049,2.66,F,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 ADECCO FINANCIAL SRVCS (N. AMERICA) 1.14% NTS 12/04/39,XS1976870532,61YL,Fixed interest (Trade reporting Only),BHL17P4,12-Apr-2019,12-Apr-2039,1.14,F,CWNR,EIDW,0,0,,JPY,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 4.50% NTS 14/08/21,XS1865261553,47QA,Fixed interest (Trade reporting Only),BF4Q3D2,14-Aug-2018,14-Aug-2021,4.5,F,PSNR,EIDP,0,0,,PHP,PSNR,0,,,0,,,100 NESTLE FINANCE INTERNATIONAL LD 1.125% NTS 01/04/26,XS2148372696,4P.Y,Fixed interest (Trade reporting Only),BMHQWQ4,01-Apr-2020,01-Apr-2026,1.125,F,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 PORTUGAL TELECOM INTL FIN BV. 4.50% NTS 16/06/25,XS0221854200,36EN,Trade Reporting only,B0B80R9,,16-Jun-2025,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 HSBC BANK PLC 4.125% SNR NTS 12/08/20 (REG S),USG4639DVV48,94NH,Fixed interest (Trade reporting Only),B50KL67,,12-Aug-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 NATWEST MARKETS PLC 1.03% NTS 14/04/22,XS2155364834,83BU,Fixed interest (Trade reporting Only),BLGYLV0,14-Apr-2020,14-Apr-2022,1.03,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 DUNCAN FUNDING 2015-1 PLC CLASS C A/B FLTG RTE NTS 17/12/62,XS1304472449,60HW,Fixed interest (Trade reporting Only),BYQ91Q1,13-Nov-2015,17-Dec-2062,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS PLC 6.10% NTS 24/03/31,XS1349043130,23FN,Fixed interest (Trade reporting Only),BZ6C8N3,24-Mar-2016,24-Mar-2031,0,,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 HEATHROW FUNDING LD SUB-CLS A36 2.50% BDS 07/12/31,XS1448391968,55ZJ,Fixed interest (Trade reporting Only),BYSLCG2,07-Dec-2016,07-Dec-2031,2.5,F,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 ARAB REPUBLIC OF EGYPT (THE) 6.588% NTS 21/02/28 (REG S),XS1775618439,18XA,Fixed interest (Trade reporting Only),BF0VM34,21-Feb-2018,21-Feb-2028,6.588,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 AKADEMISKA HUS AB 0.500% NTS 11/04/23,XS2153613653,77AZ,Fixed interest (Trade reporting Only),BKPSNF4,08-Apr-2020,11-Apr-2023,0.5,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL RTE LKD INT NTS 26/01/27,XS1490301402,59VF,Fixed interest (Trade reporting Only),BD361Z7,26-Jan-2017,26-Jan-2027,4.7,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC BARCAP EILS LKD BARCAP ARM 04/01/22,GB00B7F9YJ74,48JS,Fixed interest (Trade reporting Only),B7F9YJ7,19-Dec-2011,04-Jan-2022,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALLABLE FXD RTE ACCRETING NTS 26/08/33,XS0174288372,35ML,Trade Reporting only,3350940,,26-Aug-2033,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 SANDVIK AB 4.000% NTS 14/03/25,XS0781586200,12SN,Fixed interest (Trade reporting Only),B7Z9QB3,15-May-2012,14-Mar-2025,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SCOTTISH MORTGAGE INV TST PLC 6-12% STPD INT DEB STK 2026,GB0007867426,82JS,Fixed interest (SEAQ),0786742,,30-Jun-2026,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 17/08/40,XS0531962339,45HJ,Fixed interest (Trade reporting Only),B528BH0,,17-Aug-2040,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 10/02/26,XS2090077624,77ZM,Fixed interest (Trade reporting Only),BKTZFD3,10-Feb-2020,10-Feb-2026,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS WITH CAR 01/09/2021,XS1251929474,92EQ,Fixed interest (Trade reporting Only),BZ1K445,01-Sep-2015,01-Sep-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NATIONAL GRID NORTH AMERICA INC. 3.4625% INST 01/06/26,XS1830282866,43VU,Fixed interest (Trade reporting Only),BG43KF1,01-Jun-2018,01-Jun-2026,3.4625,F,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 HSBC BANK PLC FXD RTE INT STEP-UP TO FRN 28/09/24,XS1876165819,53QS,Fixed interest (Trade reporting Only),BF55KZ9,28-Sep-2018,28-Sep-2024,2.4,F,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SONAR 2 PLC CLASS'B'MTG BCKD FLTG RTE NTS 10/2022 #,XS0060615167,39IH,Trade Reporting only,0825582,,15-Oct-2022,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/01/17,XS0284603684,74XD,Fixed interest (Trade reporting Only),B1PXQ68,,30-Jan-2017,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 GREAT HALL MORTGAGES NO.1 PLC CLASS DB FR RES MTG BKD NTS18/03/39,XS0288630550,37WS,Fixed interest (Trade reporting Only),B1VJRY5,,18-Mar-2039,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ROYAL BANK OF CANADA 0.500% CVD BDS 16/12/20 (144A),XS1287846320,96AM,Fixed interest (Trade reporting Only),BYSJXG3,16-Sep-2015,16-Dec-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 17/08/26,XS1848872237,47RQ,Fixed interest (Trade reporting Only),BFCMRJ6,16-Aug-2018,17-Aug-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BARCLAYS BANK PLC EQTY LKD CERTS 24/01/2022,XS0549906690,50OJ,Fixed interest (Trade reporting Only),B74DLQ6,26-Jan-2012,24-Jan-2022,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS CHINA FORTUNE 20/08/20,GB00BG64FX54,94OX,Fixed interest (Trade reporting Only),BG64FX5,20-Aug-2019,20-Aug-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL ZERO CPN NTS 06/05/46,XS1367222632,34UJ,Fixed interest (Trade reporting Only),BZ05D88,06-May-2016,06-May-2046,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED SEC 14/02/28,XS2053759531,67HM,Fixed interest (Trade reporting Only),BKT16H2,12-Feb-2020,14-Feb-2028,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 INVESTEC BANK PLC EUR IMPALA KO NTS CAR 19/06/23,XS1819980753,44PH,Fixed interest (Trade reporting Only),BFXG3D3,18-Jun-2018,19-Jun-2023,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 BRITISH LAND CO PLC 5.357% 1ST MTG DEB BDS 31/03/28 £VAR(BR),XS0263450909,33DU,Fixed interest (SEAQ),B19ZMT5,,31-Mar-2028,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 LLOYDS BANK PLC STRUC FLTG RTE NTS 11/02/30,XS1185163208,54KF,Fixed interest (Trade reporting Only),BVG7B86,11-Feb-2015,11-Feb-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CITY GREENWICH LEWISHAM RAIL LINK 9 3/8% SEC BDS 2020 #(BR),XS0070020093,BS88,Trade Reporting only,0198961,,11-Oct-2020,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 WELLS FARGO & COMPANY 3.75% CALL NTS 13/09/32,XS0825707481,15WH,Fixed interest (Trade reporting Only),B8DH9C8,13-Sep-2012,13-Sep-2032,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK 6.10% CALL NTS 23/02/47,XS1569880658,61CZ,Fixed interest (Trade reporting Only),BYXQLY3,23-Feb-2017,23-Feb-2047,6.1,F,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 ROYAL BANK OF CANADA 4.3% NTS 17/07/23,XS1856992778,46ZO,Fixed interest (Trade reporting Only),BF7J5J8,17-Jul-2018,17-Jul-2023,4.3,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 INTERNATIONAL ENDESA B.V. ZERO CPN NTS 12/02/28,XS0084162147,82LD,Trade Reporting only,0248305,,12-Feb-2028,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 HSBC BANK PLC MAW KWEICHOW MOUTAI 05/05/21,GB00BG8HFV05,89JI,Fixed interest (Trade reporting Only),BG8HFV0,13-Nov-2019,05-May-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.9 PLC MTG EARLY RED CERTS 09/02/38 (144A),US76111HAG39,66PK,Trade Reporting only,0973221,,09-Feb-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ASB FINANCE LD 1.00% NTS 01/08/28,XS1449866448,43XF,Fixed interest (Trade reporting Only),BD08GZ1,01-Aug-2016,01-Aug-2028,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 11 PLC B MTG BCKD FRN 11/03/35 £(BR)(REG S),XS0137277165,AC89,Trade Reporting only,3099180,,11-Mar-2025,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 CITY OF STOCKHOLM FLT RTE NTS 27/01/25,XS2109605894,87XT,Fixed interest (Trade reporting Only),BL71J16,,27-Jan-2025,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 4.375% CVD BDS 28/02/23,XS0289011198,74YT,Fixed interest (Trade reporting Only),B1SCDN8,,28-Feb-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC UPSD PLS NTS W CAP RSK 14/10/20,GB00BPZ5X832,37YD,Fixed interest (Trade reporting Only),BPZ5X83,14-Oct-2014,14-Oct-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF MONTREAL FLTG RTE NTS 13/07/2020,XS1856270712,46CM,Fixed interest (Trade reporting Only),BF7J543,17-Jul-2018,13-Jul-2020,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 NATWEST MARKETS PLC 1.25% NTS 04/12/34,XS2089290386,88RG,Fixed interest (Trade reporting Only),BK51YQ1,04-Dec-2019,04-Dec-2034,1.25,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 27.50% NTS 11/09/20,XS1877869757,51JM,Fixed interest (Trade reporting Only),BG0K8J6,11-Sep-2018,11-Sep-2020,27.5,F,PSNR,EIDP,0,0,,TRY,PSNR,0,,,0,,,100 GREAT HALL MORTGAGES NO.1 PLC CLS DA NTS 2006-01 NTS 18/06/38,XS0276088506,58HR,Fixed interest (Trade reporting Only),B1KKXM9,,18-Jun-2038,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC FLTG RTE NTS 28/03/21,XS0610342775,79OC,Fixed interest (Trade reporting Only),B4S5NQ1,28-Mar-2011,28-Mar-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BARCLAYS BANK PLC 10.179% SUBORD NTS 12/06/21 (144A),US06739FFU03,68CP,Fixed interest (Trade reporting Only),B59LC13,,12-Jun-2021,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.10% NTS 05/06/20,XS1824457383,43YV,Fixed interest (Trade reporting Only),BZ15VP0,04-Jun-2018,05-Jun-2020,0.1,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 HSBC BANK PLC 5.27% NTS 20/03/28,XS0354110388,87ZE,Fixed interest (Trade reporting Only),B2RHY50,,20-Mar-2028,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 EXCHEQUER PARTNERSHIP (NO.2) PLC 5.396% GTD SEC BDS 13/07/36 £ (VAR)(BR),XS0161353999,39LI,Trade Reporting only,3250385,,13-Jul-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ROYAL BANK OF CANADA FLTG RTE SNR NTS 19/03/21,XS2139742972,N77A,Fixed interest (Trade reporting Only),BK940Z7,19-Mar-2020,19-Mar-2021,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 NORDEA BANK ABP 2.250% NTS 21/12/22,XS0868884676,15AV,Fixed interest (Trade reporting Only),B8NZCP6,21-Dec-2012,21-Dec-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 NEW SOUTH WALES TREASURY CORP 2.6% NTS 15/04/39,XS0422461409,96DN,Fixed interest (Trade reporting Only),B3V9NX0,,15-Apr-2039,0,,CWNU,NIDU,0,0,,JPY,CWNU,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 27/02/23,XS1535060435,59BE,Fixed interest (Trade reporting Only),BD6VBX7,27-Feb-2017,27-Feb-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 AA BOND CO LIMITED AABOND 5 1/2 07/31/22,XS1211308231,13ES,Order book for Fixed Income Securities,BFMTY07,,31-Jul-2022,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 2.037% INT 15/02/39,XS1952078365,94RY,Fixed interest (Trade reporting Only),BHZHHL4,15-Feb-2019,15-Feb-2039,2.037,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 1.8575% IDX-LKD INST 02/05/39,XS0294583322,83GG,Fixed interest (Trade reporting Only),B1VYZY6,,02-May-2039,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA ZERO CPN NTS 19/11/29,XS0465873676,60MI,Fixed interest (Trade reporting Only),B3VVZZ2,,19-Nov-2029,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NORDEA BANK ABP 4.875% UNSUB NTS 14/01/21 (REG S),US65557DAF87,78WA,Fixed interest (Trade reporting Only),B3Z2249,19-Jan-2011,14-Jan-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 WARWICK FINANCE RES.MORT.NO.THREE CLASS C MTG BKD FLTG NTS 21/12/49 (144A),XS1697698188,93BE,Fixed interest (Trade reporting Only),BYP7003,20-Oct-2017,21-Dec-2049,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 QNB FINANCE 4.30% NTS 20/06/24,XS2015217263,70HG,Fixed interest (Trade reporting Only),BJVR2T5,20-Jun-2019,20-Jun-2024,4.3,F,CWNR,EIDW,0,0,,CNY,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION CAP FLTG RTE NTS 30/09/16,XS0269878814,33GV,Fixed interest (Trade reporting Only),B1FPTB0,,30-Sep-2016,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 ANNINGTON FUNDING PLC 3.935% NTS 12/07/47,XS1645518819,75TW,Fixed interest (Trade reporting Only),BF1Y1D5,12-Jul-2017,12-Jul-2047,3.935,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT & RED SECS 11/12/30,XS1883104439,59ZW,Fixed interest (Trade reporting Only),BH3SQ56,12-Dec-2018,11-Dec-2030,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 27/12/41,XS0725482219,48OE,Fixed interest (Trade reporting Only),B45MMZ7,28-Dec-2011,27-Dec-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 PARAGON MORTGAGES NO.26 PLC CLS D MORT BKD FRN 15/05/45,XS1938531701,95LL,Fixed interest (Trade reporting Only),BK959P3,04-Jul-2019,15-May-2045,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MAWS LKD ORDS AMOREPACIFIC CORP 23/11/21,GB00BZY3JS09,19VE,Fixed interest (Trade reporting Only),BZY3JS0,27-Feb-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 STAGECOACH GROUP PLC 4.00% BDS 29/09/25,XS1298002244,34AI,Fixed interest (Trade reporting Only),BYVY8V5,30-Sep-2015,29-Sep-2025,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK MIDDLE EAST LD CALL ACCRTNG NTS 02/08/32,XS0809096166,99HH,Fixed interest (Trade reporting Only),B7V99B8,02-Aug-2012,02-Aug-2032,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 GREECE,(KINGDOM OF) 5% NAT LN 1907(ASSD WITH ACCEPT CERT),GB0003862504,BC68,Trade Reporting only,0386250,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 FINANCE FOR RES SOCIAL HOUSING PLC SER 2'A'VAR RTE NTS 2058 (BR)(144A),US31737RAE53,86KA,Trade Reporting only,2742452,,04-Oct-2058,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BARCLAYS PLC 8% RESET PERP SUBORD CONT CNV SEC,US06738EBG98,93LQ,Fixed interest (Trade reporting Only),BJ5S777,29-Mar-2019,01-Jan-2999,8,F,MWTU,UIOM,0,0,,USD,MWTU,0,,,0,,,100 CARDIFF AUTO RECEIVABLES SECURITISA CLS A ASSET-BACKED FRN 16/09/25,XS2061883752,84YL,Fixed interest (Trade reporting Only),BKMDPV2,05-Dec-2019,16-Sep-2025,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BRITISH TELECOMMUNICATIONS PLC 5.125% SNR NTS 04/12/28,US111021AL54,59CU,Fixed interest (Trade reporting Only),BHK1FJ5,05-Dec-2018,04-Dec-2028,5.125,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC FUND BASKET STRAT LKD NTS CAR 22/02/22,XS1771819353,IBP1,Order book for Fixed Income Securities,BDFK801,23-Feb-2018,22-Feb-2022,0,O,MXPE,PDCF,0,0,,SEK,MXPE,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.6 PLC RESIDUAL CERTS 2037 £(BR)(144 A),XS0098795015,60NY,Trade Reporting only,0764049,,13-Sep-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 LANARK MASTER ISSUER PLC SER 2020-1 CLS 1A NTS 22/12/69 (144A),US513770BE60,78XQ,Fixed interest (Trade reporting Only),BKX9W18,30-Jan-2020,22-Dec-2069,0,V,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ANGLIAN WATER (OSPREY) FINANCINGPLC 4.000% GTD SECURED NTS 08/03/26,XS1732478000,10OI,Fixed interest (Trade reporting Only),BYVHX08,08-Dec-2017,08-Mar-2026,4,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NORDIC INVESTMENT BANK 2.00% CALL NTS 23/09/26,XS2052948721,75VH,Fixed interest (Trade reporting Only),BKBPY56,23-Sep-2019,23-Sep-2026,0,O,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 BARCLAYS BANK PLC WRT LKD SECS 07/12/20,XS1099466481,38UW,Fixed interest (Trade reporting Only),BRKFLK0,23-Oct-2014,07-Dec-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC FXD RTE SU NTS 25/02/21,XS0590788799,62YA,Fixed interest (Trade reporting Only),B5V0586,24-Feb-2011,25-Feb-2021,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 MDGH - GMTN B.V. 5.000% NTS 15/11/20 (144A),US44985GAB77,61HL,Fixed interest (Trade reporting Only),B62P9V8,,15-Nov-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC GBP KCK OUT NTS CAP RSK DUE 21/08/23,XS1638023769,79RD,Fixed interest (Trade reporting Only),BD3R8S2,21-Aug-2017,21-Aug-2023,0,O,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 THE REPUBLIC OF KENYA 7.250% NTS 28/02/28 (144 A),US491798AG90,19WU,Fixed interest (Trade reporting Only),BDR5VK5,02-Mar-2018,28-Feb-2028,7.25,F,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ACCRTG NTS 28/03/43,XS0907876832,45NL,Fixed interest (Trade reporting Only),B9M8PK9,28-Mar-2013,28-Mar-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CREDIT INDUSTRIEL ET COMMERCIAL UND FLTG RTE DEBT INST,XS0066744888,99IX,Trade Reporting only,0214793,,31-Dec-9999,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG 1.824% GTD NTS 22/05/24 (TEMP),XS2101562085,94UZ,Fixed interest (Trade reporting Only),BKDX146,14-Jan-2020,22-May-2024,1.824,F,PSNR,EIDP,0,0,,NOK,PSNR,0,,,0,,,100 YORKSHIRE BUILDING SOCIETY 3.375% RST TIER 2 SUB NTS 13/09/28,XS1681849300,83JH,Fixed interest (Trade reporting Only),BF99W39,13-Sep-2017,13-Sep-2028,3.375,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LANDSHYPOTEK BANK AB 4.60% TO FLTG RTE DATED SUB NTS 08/06/20,XS0515652740,44VJ,Fixed interest (Trade reporting Only),B59K8D4,,08-Jun-2020,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 UNILEVER NV 0.000% NTS DUE 31/07/21,XS1654191623,77IM,Fixed interest (Trade reporting Only),BF54QN6,31-Jul-2017,31-Jul-2021,0,F,CRNR,NIDR,0,0,,EUR,CRNR,0,,,0,,,100 HSBC BANK PLC MANS LKD ORDS ARRIYADH DEV 23/12/20,XS2084653927,88VX,Fixed interest (Trade reporting Only),BKYC3D5,25-Nov-2019,23-Dec-2020,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV FLTG RTE GLBL 11/05/22,US29874QDM33,43EU,Fixed interest (Trade reporting Only),BFZBXJ2,11-May-2018,11-May-2022,0.01,V,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC 6.293% A UNWRAPPED BDS 30/07/30,XS0151948980,30HN,Fixed interest (Trade reporting Only),3186361,,30-Jul-2030,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD PREF SHS SER 1372 29/06/26,XS1990607597,62ZQ,Fixed interest (Trade reporting Only),BHR36R9,28-Jun-2019,29-Jun-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC B UNWRPPD GRNTD REG BDS 26/11/23,GB00BDZSWX68,84CZ,Fixed interest (Trade reporting Only),BDZSWX6,22-Nov-2013,26-Nov-2023,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HOUSING FINANCE CORP LD 5% DEB STK 2027,GB0004410071,68HB,Fixed interest (Trade reporting Only),0441007,,30-Sep-2027,0,,CWTU,UIOU,0,0,,GBP,CWTU,0,,,0,,,100 WESTPAC SECURITIES NZ LTD 0.300% INST 25/06/24,XS2016070430,71DZ,Fixed interest (Trade reporting Only),BJX9J65,25-Jun-2019,25-Jun-2024,0.3,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 ADCB FINANCE (CAYMAN) LD 4.5% SUB NTS 06/03/23,XS0897453493,19YF,Fixed interest (Trade reporting Only),B888HG6,06-Mar-2013,06-Mar-2023,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 7.25% PERM INTEREST BEARING SHS,GB0031049215,POB,Fixed interest (SEAQ),3104921,,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 LEEDS BUILDING SOCIETY SERIES 11 FLTG RTE CVD BDS DUE 15/04/23,XS1979287437,63TD,Fixed interest (Trade reporting Only),BK1VW72,09-Apr-2019,15-Apr-2023,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC 5.3304% STEP-UP CALL PERP RES INTS £(BR),XS0248675364,49KX,Fixed interest (Trade reporting Only),B11Q144,,31-Dec-9999,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 WESTERN POWER DIST. (STH WALES) PLC RPI IL SNR UNS NTS 14/03/29,XS1577901702,62CO,Fixed interest (Trade reporting Only),BYW8PJ3,14-Mar-2017,14-Mar-2029,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 2.25% CVD NTS 19/12/31,XS1537559574,57UB,Fixed interest (Trade reporting Only),BD3H5N6,19-Dec-2016,19-Dec-2031,2.25,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK ZERO CPN CALL NTS 15/02/47,XS1565691273,60QZ,Fixed interest (Trade reporting Only),BYWPJY7,15-Feb-2017,15-Feb-2047,0,Z,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC EQTY IDX LKD SECS 18/12/24,GB00B8SVVY14,46IO,Fixed interest (Trade reporting Only),B8SVVY1,18-Dec-2018,18-Dec-2024,0,V,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. 0.16% NTS 13/12/24,XS1734553131,10RJ,Fixed interest (Trade reporting Only),BF2QTD6,13-Dec-2017,13-Dec-2024,0.16,F,CWNR,NIDW,0,0,,CHF,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 29/02/12,XS0139374606,AK63,Trade Reporting only,3140840,,29-Feb-2012,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 QNB FINANCE FLTG RT NTS 05/04/23,XS1803115564,38XX,Fixed interest (Trade reporting Only),BFMNR88,05-Apr-2018,05-Apr-2023,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 PARAGON MORTGAGES (NO.25) PLC CLASS C MGT BKD FRN 15/05/50 S,XS1785821940,41UQ,Fixed interest (Trade reporting Only),BDSHMP2,27-Apr-2018,15-May-2050,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC 6.25% SUBORD NTS 30/01/41,XS0120514335,51PO,Fixed interest (Trade reporting Only),0255822,,30-Jan-2041,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS SHS LKD INT AND RDMTN 25/05/22,XS1549189493,69ZG,Fixed interest (Trade reporting Only),BYZ8H49,25-May-2017,25-May-2022,0,O,CRNR,NIDR,0,0,,EUR,CRNR,0,,,0,,,100 STATE OF ISRAEL 2.500% NTS 16/01/49,XS1936101291,61KM,Fixed interest (Trade reporting Only),BHPRFX2,16-Jan-2019,16-Jan-2049,2.5,F,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 5.00% NTS 18/04/31,XS0617212740,79UE,Fixed interest (Trade reporting Only),B4XHQT6,18-Apr-2011,18-Apr-2031,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KICK OUT NTS CAR 05/06/23,XS1598698576,71FK,Fixed interest (Trade reporting Only),BF13XG9,05-Jun-2017,05-Jun-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EUROPEAN INVESTMENT BANK EIB 2 1/2 10/31/22,XS0849420905,13JM,Order book for Fixed Income Securities,BYVZKY5,,31-Oct-2022,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 SOUTHERN ELECTRIC POWER DIST PLC 4.625% BDS 20/02/37 £ (BR),XS0244171236,32TF,Fixed interest (Trade reporting Only),B0YK908,,20-Feb-2037,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BIRMINGHAM CORP GAS ANNS,GB0000991058,65GI,Trade Reporting only,0099105,,,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 T.H.F.C.(SOCIAL HOUSING FINANCE) LD 8 3/4% DEB STK 2016/21,GB0008765918,96JP,Fixed interest (Trade reporting Only),0876591,,18-Dec-2021,0,,CWTU,UIOU,0,0,,GBP,CWTU,0,,,0,,,100 EUROFIMA 0.25% INST 09/02/24,XS1919899960,59HG,Fixed interest (Trade reporting Only),BFMXHR7,10-Dec-2018,09-Feb-2024,0.25,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 DUNCAN FUNDING 2016-1 PLC CLASS A3 FLTG RTE NTS 17/04/63 (REG S),XS1409679807,36PB,Fixed interest (Trade reporting Only),BD972J5,31-May-2016,17-Apr-2063,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 26/04/30,GB00BG8HLN49,83MI,Fixed interest (Trade reporting Only),BG8HLN4,01-May-2020,26-Apr-2030,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 LEGAL & GENERAL GROUP PLC FXD RTE RES SUBORD NTS 27/06/64,XS1079028566,67QP,Fixed interest (Trade reporting Only),BNH7004,27-Jun-2014,27-Jun-2064,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF MONTREAL 0.125% CVD BDS 19/04/22,XS1396763192,33MX,Fixed interest (Trade reporting Only),BYY7CT7,19-Apr-2016,19-Apr-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 30/01/09,XS0161999072,88YY,Trade Reporting only,3255432,,31-Dec-9999,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 THE REPUBLIC OF KAZAKHSTAN SRS 4 6.500% NTS 21/07/45 REG S,XS1263139856,91VR,Fixed interest (Trade reporting Only),BYQDTJ2,21-Jul-2015,21-Jul-2045,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 EMIRATE OF ABU DHABI 2.125% NTS 30/09/24 (144A),US29135LAD29,75ZY,Fixed interest (Trade reporting Only),BKS08B8,30-Sep-2019,30-Sep-2024,2.125,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK PLC CALL ZRO CPN NTS 15/04/44,XS1057309426,41WB,Fixed interest (Trade reporting Only),BLRLQV5,15-Apr-2014,15-Apr-2044,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SKANDINAVISKA ENSKILDA BANKEN 4.00% DATED SUB NTS 12/09/22,XS0828014133,16AK,Fixed interest (Trade reporting Only),B7XBMH9,13-Sep-2012,12-Sep-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 LLOYDS BANK PLC CLB DL RNG ACRL NTS 01/10/24,XS1113259870,85WP,Fixed interest (Trade reporting Only),BRCJKW5,01-Oct-2014,01-Oct-2024,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 PREFERRED RESIDENTIAL SEC 05-1 PLC A1A MTG BCKD FRN 15/09/24 EUR(REG S),XS0217068849,40FM,Trade Reporting only,B07LF77,,15-Sep-2024,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 NATWEST MARKETS PLC 4.70% NTS 20/10/20,XS0551565061,47DR,Fixed interest (Trade reporting Only),B59FTN6,,20-Oct-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP CRDT LKD NTS 20/12/21,XS1496897700,50AK,Fixed interest (Trade reporting Only),BYVQXR2,06-Oct-2016,20-Dec-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP TRP IDX CR LKD UPSD NTS CAR 22/06/26,XS2164672995,79VU,Fixed interest (Trade reporting Only),BMQ5LQ5,07-May-2020,22-Jun-2026,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 PROVINCE OF ALBERTA 1.750% NTS 26/08/20 (144A),US01306GAB95,94AY,Fixed interest (Trade reporting Only),BYYJCS2,,26-Aug-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IL INT RED SECS 06/12/27,XS1996601362,78FA,Fixed interest (Trade reporting Only),BKM64W5,06-Dec-2019,06-Dec-2027,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 SWEDBANK AB 3.00% NTS 14/06/22,XS0794127166,11MM,Fixed interest (Trade reporting Only),B7TRT25,14-Jun-2012,14-Jun-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 04/11/25,XS2050541387,92PE,Fixed interest (Trade reporting Only),BKLGC33,04-Nov-2019,04-Nov-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HEATHROW FUNDING LD SUB-CLASS A-37 2.75% BDS 09/08/51,XS1463242583,44BI,Fixed interest (Trade reporting Only),BYN9BM0,09-Aug-2016,09-Aug-2051,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 1.875% GNTD NTS 18/09/2020 (REG S),XS1647107009,76TL,Fixed interest (Trade reporting Only),BF0PYS5,,18-Sep-2020,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MANS LEEJAM ORD SHS SAR 10.00 08/02/21,XS2106548360,88BW,Fixed interest (Trade reporting Only),BL38MJ0,17-Jan-2020,08-Feb-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SANTANDER UK PLC FLTG RTE CVD BDS 16/11/23,XS1719070390,96LA,Fixed interest (Trade reporting Only),BF0PS72,16-Nov-2017,16-Nov-2023,0,V,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 DUBAI ELECTRICITY & WATER AUTHORITY 7.375% NTS 21/10/20 (144A),US26361LAB71,94ZL,Fixed interest (Trade reporting Only),B57T0Z9,,21-Oct-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SANTANDER UK PLC 5.75% CVRD BNDS 02/03/27,XS0596191360,46LP,Fixed interest (Trade reporting Only),B3YQM53,28-Feb-2011,02-Mar-2027,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PREF SER 1396 03/08/26,GB00BJX9P905,72ZA,Fixed interest (Trade reporting Only),BJX9P90,02-Aug-2019,03-Aug-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LLOYDS BANK PLC CALL FXD RTE RGE ACRL CPN NTS 11/09/24,XS1103652506,84HL,Fixed interest (Trade reporting Only),BQSBWP5,11-Sep-2014,11-Sep-2024,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC REV CONV NTS CAR 03/01/23,GB00BWK1RY90,58QU,Fixed interest (Trade reporting Only),BWK1RY9,03-Jan-2017,03-Jan-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 OP CORPORATE BANK PLC FLTG RTE INSTR 13/11/20,XS1321014422,61NN,Fixed interest (Trade reporting Only),BZ09818,13-Nov-2015,13-Nov-2020,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN NTS 28/09/58,XS1882692731,47FC,Fixed interest (Trade reporting Only),BF55KV5,28-Sep-2018,28-Sep-2058,0,Z,PSNR,NIDP,0,0,,EUR,PSNR,0,,,0,,,100 QNB FINANCE 4.0525% NTS 04/12/26,XS2089174390,78GQ,Fixed interest (Trade reporting Only),BK51YR2,04-Dec-2019,04-Dec-2026,4.0525,F,CWNR,EIDW,0,0,,CNY,CWNR,0,,,0,,,100 BARCLAYS BANK PLC WTS LKD SEC 12/10/22,XS1620612249,91AA,Fixed interest (Trade reporting Only),BYWH9V0,12-Oct-2017,12-Oct-2022,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS B1 FLTG RTE NTS 20/06/30,US38741YAR09,65JJ,Fixed interest (Trade reporting Only),B0LCZ10,,20-Dec-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BARCLAYS BANK PLC SUB FLTG RTE NTS 23/12/23,XS0183122398,39UL,Trade Reporting only,3404706,,23-Dec-2023,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 SOUTHERN PACIFIC SECS 04-2 PLC C1A MTG BCKD FRN 10/12/42 EUR(REG S),XS0196615396,52MC,Trade Reporting only,B02FXF8,,10-Dec-2042,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 SWEDEN(KINGDOM OF) 0.125% NTS 24/04/23 (144A),XS1756368202,15JY,Fixed interest (Trade reporting Only),BYZKH89,,24-Apr-2023,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL RTE LKD INT NTS 16/03/2027,XS1490303523,62HA,Fixed interest (Trade reporting Only),BF2CMJ1,16-Mar-2017,16-Mar-2027,4.9,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 PARAGON MORTGAGES (NO.10) PLC CLS B1B MORT BKD FRN 15/06/2041?(REGS),XS0235420303,36SC,Fixed interest (Trade reporting Only),B0QNZH4,,15-Jun-2041,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 EKSPORTFINANS ASA ZERO CPN CALL ACCRETING NTS 09/06/39,XS0431801850,35BN,Fixed interest (Trade reporting Only),B52YS33,,09-Jun-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 WESTPAC BANKING CORPORATION CALL ZERO CPN INST 18/10/2031,XS0693077280,12HP,Fixed interest (Trade reporting Only),B42S3Y4,18-Oct-2011,18-Oct-2031,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 1.41% CVD BDS 14/03/39,XS1963239378,93KH,Fixed interest (Trade reporting Only),BFY89S5,14-Mar-2019,14-Mar-2039,1.41,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 24.00% NTS DUE 05/10/22,XS1889053150,54WJ,Fixed interest (Trade reporting Only),BGV7XX5,05-Oct-2018,05-Oct-2022,24,F,PSNR,EIDP,0,0,,TRY,PSNR,0,,,0,,,100 ROYAL BANK OF CANADA CALL ZRO CPN NTS 19/03/43,XS0902414514,17UA,Fixed interest (Trade reporting Only),B9MB0X6,19-Mar-2013,19-Mar-2043,0,,CWNR,NIDW,0,0,,CAD,CWNR,0,,,0,,,100 LLOYDS BANK PLC CALL ZERO CPN NTS 08/05/37,XS0298710947,87LF,Fixed interest (Trade reporting Only),B1XB802,,08-May-2037,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC 5.35% NTS 14/03/41,XS0602875386,63AS,Fixed interest (Trade reporting Only),B650MF5,14-Mar-2011,14-Mar-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 06/08/26,GB00BFRNF902,51UA,Fixed interest (Trade reporting Only),BFRNF90,20-Sep-2018,06-Aug-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 0.250% CVRD NTS 19/04/2023,XS1808480377,40IN,Fixed interest (Trade reporting Only),BFM79D9,19-Apr-2018,19-Apr-2023,0.25,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 STANDARD CHARTERED PLC FRN 20/01/23 (UNRESTRICT),XS1887493481,95UO,Fixed interest (Trade reporting Only),BFZNZ14,04-Oct-2018,20-Jan-2023,0,V,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 MACQUARIE GROUP LD 2.00% DBT INST 20/05/2021,XS0629214809,47GS,Fixed interest (Trade reporting Only),B4M9LS7,20-May-2011,20-May-2021,0,,CRNR,NIDR,0,0,,JPY,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMP THA WTR 4%/FRN 19/6/25 GBP1000,XS1082769321,IM56,Fixed interest (SEAQ),BNLPWJ7,15-Jul-2014,19-Jun-2025,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 SANDVIK AB 4.00% NTS 17/09/25,XS0785373373,99QK,Fixed interest (Trade reporting Only),B872LY5,28-May-2012,17-Sep-2025,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 ASB FINANCE LD 1.04% NOTES DUE 04/03/27,XS1958313519,62IQ,Fixed interest (Trade reporting Only),BJT1N74,04-Mar-2019,04-Mar-2027,1.04,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHNX KO NTS CAR 01/07/24,XS1616566235,72DO,Fixed interest (Trade reporting Only),BYVKWL1,30-Jun-2017,01-Jul-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 2.000% SNR PRF NTS 27/01/2023 (144A),US63859UBE29,79BT,Fixed interest (Trade reporting Only),BKTLC63,28-Jan-2020,27-Jan-2023,2,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BARCLAYS BANK PLC WTS LKD SECS 02/08/22,XS1533368814,67VB,Fixed interest (Trade reporting Only),BYX1LL5,05-May-2017,02-Aug-2022,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SAMPO PLC 1.00% NTS 18/09/23,XS1520733301,54XZ,Fixed interest (Trade reporting Only),BYMF3B2,17-Nov-2016,18-Sep-2023,1,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC MAW SHANXILU?AN 23/10/20,GB00BG8HFN21,90JO,Fixed interest (Trade reporting Only),BG8HFN2,24-Oct-2019,23-Oct-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HBOS STERLING FIN JERSEY LLOYDS 7.881 PERP,GB0058327924,13OG,Order book for Fixed Income Securities,BYVZMH2,,31-Dec-9999,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 4.25% INDEX-LINKED LN STK 2024,GB0006315302,03HU,Fixed interest (Trade reporting Only),0631530,,28-Feb-2024,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 16/12/22,JE00BYV02J91,58TV,Fixed interest (Trade reporting Only),BYV02J9,03-Jan-2017,16-Dec-2022,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 12 PLC 'A2A' MTG BCKD FRN 11/07/36 £(BR)(REG S),XS0147273881,AO81,Trade Reporting only,3159620,,11-Jul-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 MUNICIPALITY FINANCE PLC SGLE CALL STP-UP NTS 01/03/27,XS1572438619,61QO,Fixed interest (Trade reporting Only),BF01V59,,01-Mar-2027,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 RIO DE JANEIRO(STATE OF)BRAZIL 5 1/2% CONV LN(# BDS)('A'1 3/4%)(BR),BRP81271AB79,47ID,Trade Reporting only,0740500,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 3.50% NTS 29/01/26,XS1279276346,13CS,Fixed interest (Trade reporting Only),BZ971N6,29-Jan-2016,29-Jan-2026,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC WT LKD SEC 01/09/21,XS1245584096,94FK,Fixed interest (Trade reporting Only),BZ0RXY0,02-Sep-2015,01-Sep-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BANK OF NOVA SCOTIA 1.250% NTS 08/06/22,XS1628013416,71LM,Fixed interest (Trade reporting Only),BF33497,08-Jun-2017,08-Jun-2022,1.25,F,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL DUAL RNGE ACC NTS 20/12/20,XS0568269129,45WO,Fixed interest (Trade reporting Only),B584PX6,,20-Dec-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMPALA K/O NTS CAR 30/11/21,XS1506438560,55RM,Fixed interest (Trade reporting Only),BD8N807,30-Nov-2016,30-Nov-2021,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 ASSA ABLOY AB 1.000% NTS 04/06/25,XS1819960219,44FZ,Fixed interest (Trade reporting Only),BF2G271,12-Jun-2018,04-Jun-2025,1,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SG ISSUER NTS 19/04/24,GB00BF6XC671,88GI,Fixed interest (Trade reporting Only),BF6XC67,06-Oct-2017,19-Apr-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 GLASGOW CORP WATERWORKS FUNDED DEBT 3 1/2%,GB0003710851,38GX,Trade Reporting only,0371085,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 ABU DHABI NATIONAL ENERGY COM 4.875% NTS 23/04/30 (144A),US00388WAG69,41DQ,Fixed interest (Trade reporting Only),BFZYKG7,23-Apr-2018,23-Apr-2030,4.875,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC 3.25% CRED LKD NTS 20/12/22,XS1755095186,15MZ,Fixed interest (Trade reporting Only),BG06NP5,25-Jan-2018,20-Dec-2022,3.25,F,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 4.65% NTS 27/08/22,XS0537250150,96PR,Fixed interest (Trade reporting Only),B65MVT8,,27-Aug-2022,0,,CWNR,NIDW,0,0,,CAD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALLABLE RTE LKD INT NTS 01/12/25,XS1279271461,73VT,Fixed interest (Trade reporting Only),BZ1K638,01-Dec-2015,01-Dec-2025,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ARRAN RESIDENTIAL MRTGS FD 2011-1 CLS A1B MORT BKD FRNS 19/11/2047 (144A),XS0566752480,62KB,Fixed interest (Trade reporting Only),B42SKV0,14-Apr-2011,19-Nov-2047,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 ANHEUSER-BUSCH INBEV SA/NV 1.650% NTS 28/03/31,BE6312822628,93NI,Fixed interest (Trade reporting Only),BJ0CMS0,29-Mar-2019,28-Mar-2031,1.65,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 AKADEMISKA HUS AB 0.272% NTS 20/06/24,XS2015238855,63DT,Fixed interest (Trade reporting Only),BJVR2H3,20-Jun-2019,20-Jun-2024,0.272,F,PSTR,UIDP,0,0,,SEK,PSTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS 13/11/23,XS1686884153,95XP,Fixed interest (Trade reporting Only),BD3FVG5,13-Nov-2017,13-Nov-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MOLINEUX RMBS 2016-1 PLC CLS D MTG BKD FLTG RTE NTS 18/03/63,XS1379586602,34MM,Fixed interest (Trade reporting Only),BYMYHK6,05-May-2016,18-Mar-2063,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CITY OF MALMO 0.294% NTS 17/09/25,XS2136688624,76ZN,Fixed interest (Trade reporting Only),BL6B6L6,,17-Sep-2025,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 JAPAN FIN ORG FOR MUNICIPALITIES 3.375% NTS 27/09/23 (144A),US471068AN62,54CI,Fixed interest (Trade reporting Only),BF55KW6,28-Sep-2018,27-Sep-2023,3.375,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHNX KCK OUT NTE CAP RSK DUE 23/06/23,XS1616718786,73XE,Fixed interest (Trade reporting Only),BF1XK80,23-Jun-2017,23-Jun-2023,0,O,CRNR,NIDR,0,0,,USD,CRNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.21% NTS 15/11/21,XS1909073253,59OY,Fixed interest (Trade reporting Only),BH45FN7,15-Nov-2018,15-Nov-2021,0.21,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 HSBC BANK PLC MULTI CALL 4.50% NTS 21/03/32,XS0757799928,12MB,Fixed interest (Trade reporting Only),B7BVYX1,21-Mar-2012,21-Mar-2032,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 DIAGEO FINANCE PLC 1.000% INST 22/04/25,XS1896660989,56MP,Fixed interest (Trade reporting Only),BZ13K91,22-Oct-2018,22-Apr-2025,1,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 KINGDOM OF SAUDI ARABIA (THE) 2.500% NTS 03/02/27 (RESTRICTED),US80413TAP49,77TA,Fixed interest (Trade reporting Only),BKVFBY4,03-Feb-2020,03-Feb-2027,2.5,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 UK TREASURY STRIP 07MAR2026CPN,GB0032727983,89BL,Gilts,3272798,,07-Mar-2026,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 SG ISSUER NTS 15/05/24,GB00BF9B5C57,43PI,Fixed interest (Trade reporting Only),BF9B5C5,22-May-2018,15-May-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 MEADOWHALL FINANCE PLC CLS A2 FLTG RTE BDS 12/07/37 £ (BR),XS0278327415,37QG,Fixed interest (Trade reporting Only),B1L9B76,,12-Jul-2037,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 DEVELOPMENT BANK OF JAPAN INC. 2.750% GTD NTS 16/09/25 (RES),US25159MAQ06,95ZA,Fixed interest (Trade reporting Only),BYMYNG4,16-Sep-2015,16-Sep-2025,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS NARI TECH 23/11/21,GB00BG64C908,61TP,Fixed interest (Trade reporting Only),BG64C90,25-Feb-2019,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 UK TREASURY STRIP 07JUN2041CPN,GB00B0BDSW51,57GC,Gilts,B0BDSW5,,07-Jun-2041,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ACC NTS 09/11/40,XS0554880459,78MS,Fixed interest (Trade reporting Only),B5KX6B6,,09-Nov-2040,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 2.71% INSTR 04/10/34,XS2058706958,92WW,Fixed interest (Trade reporting Only),BKP5NS8,04-Oct-2019,04-Oct-2034,2.71,F,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 WESTPAC BANKING CORPORATION 2.31% INS 13/10/2022,XS1698514509,91GC,Fixed interest (Trade reporting Only),BZ1HF43,13-Oct-2017,13-Oct-2022,2.31,F,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 MOUND FINANCING (NO.4) PLC SER3 CLASSA AST BKD FRN08/11/32 EUR 144A,US62052MAG33,65PL,Fixed interest (Trade reporting Only),B0MTBL2,,08-Nov-2032,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY FXD/FLTG RTE SNR NON-PREF NTS 01/08/24 S,US63861WAC91,49VL,Fixed interest (Trade reporting Only),BG0CW01,02-Aug-2018,01-Aug-2024,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 UNITED UTILITIES WATER LTD 5.00% NTS 28/02/35,XS0212708068,52SE,Fixed interest (Trade reporting Only),B066S41,,28-Feb-2035,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 VODAFONE GROUP PLC 2.875% NTS 20/11/2037,XS1721422902,96SS,Fixed interest (Trade reporting Only),BFN4GW7,20-Nov-2017,20-Nov-2037,2.875,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC 2020-1 CLS 2AR MB FRN 21/01/70 (REG S),XS2109588355,83VL,Fixed interest (Trade reporting Only),BKT6547,06-Feb-2020,21-Jan-2070,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 RAMS MORTGAGE CORPORATION LD PASS THRU NTS 26/09/32 EUR(BR),XS0103647441,06OP,Trade Reporting only,0935726,,26-Sep-2032,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 JSC NC KAZMUNAYGAS 5.375% NTS 24/04/30 (144A),US48667QAQ82,42AE,Fixed interest (Trade reporting Only),BYVYYS4,,24-Apr-2030,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZERO CPN CALL NTS 24/08/42,XS0820711561,16JN,Fixed interest (Trade reporting Only),B83YR69,24-Aug-2012,24-Aug-2042,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 5.88% NOTES 08/04/2031,XS0611923284,63GU,Fixed interest (Trade reporting Only),B3MV681,08-Apr-2011,08-Apr-2031,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 WELLS FARGO & COMPANY CDT LKD NTS LKD TO BK OF CHINA 20/12/20,XS1358044870,14XY,Fixed interest (Trade reporting Only),BYN5PD7,22-Feb-2016,20-Dec-2020,0,,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 4.55% NTS 22/11/30,XS0558946397,78OD,Fixed interest (Trade reporting Only),B3ZZBC9,,22-Nov-2030,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HISCOX LD 6.125% TO FLTG RT CALL SUB NTS 24/11/45,XS1323450236,67CQ,Fixed interest (Trade reporting Only),BDFXNR2,25-Nov-2015,24-Nov-2045,0,,CWNR,NIOW,0,0,,GBP,CWNR,0,,,0,,,100 SG ISSUER NTS 10/07/25,JE00BWV04X36,CL05,Fixed interest (Trade reporting Only),BWV04X3,21-Apr-2015,10-Jul-2025,2.5,F,CRNR,EIDR,14,100,GBP,GBP,CRNR,0,,10-Jan-2018,6,31-Dec-2099,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 27/02/15,XS0212342579,52TU,Trade Reporting only,B091F64,,27-Feb-2015,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 HOLMES MASTER ISSUER PLC SER 2018-2 CLASS A2 NTS 15/10/54 (144A),US43641NCA00,96UD,Fixed interest (Trade reporting Only),BG08F88,30-Aug-2018,15-Oct-2054,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAP RSK 30/07/24,XS1834768662,48GH,Fixed interest (Trade reporting Only),BF2FP46,30-Jul-2018,30-Jul-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BG ENERGY CAPITAL PLC 5.125% NTS 01/12/25,XS0564485273,95DO,Fixed interest (Trade reporting Only),B48V9D8,,01-Dec-2025,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 COMPASS GROUP FIN. NETHERLANDS B.V. 0.625% GTD NTS 03/07/24,XS1637093508,72JQ,Fixed interest (Trade reporting Only),BF47346,03-Jul-2017,03-Jul-2024,0.625,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BARCLAYS BANK PLC SEC 29/12/27,XS1658325235,12PC,Fixed interest (Trade reporting Only),BFNNJM5,22-Dec-2017,29-Dec-2027,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 RINGKJOEBING LANDBOBANK CALL SUBORD TIER 2 NTS 22/08/29,XS2044277395,92BF,Fixed interest (Trade reporting Only),BK6VT87,23-Aug-2019,22-Aug-2029,0,V,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 JAPAN FIN ORG FOR MUNICIPALITIES 2.125% NTS 13/04/21 UNRES,XS1392936651,32GW,Fixed interest (Trade reporting Only),BD3B8L7,14-Apr-2016,13-Apr-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG 0.00% GTD NTS 08/10/26,XS2062986422,76FM,Fixed interest (Trade reporting Only),BK6V170,08-Oct-2019,08-Oct-2026,0,F,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 R.E.A.HLDGS PLC 7.5% DOLLAR NTS 30/06/22,GB00BD8BTF36,RE22,Fixed interest (Trade reporting Only),BD8BTF3,,30-Jun-2022,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 GENERAL ELECTRIC COMPANY 4.96% NTS 30/11/22,XS0332843738,58ZX,Fixed interest (Trade reporting Only),B29QSD1,,30-Nov-2022,0,,CWNR,NIDW,0,0,,CZK,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 30/04/14,XS0191844801,36CS,Trade Reporting only,B08X260,,30-Apr-2014,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 3.65% NTS 12/06/24,XS1075673480,70AZ,Fixed interest (Trade reporting Only),BNB7CP9,12-Jun-2014,12-Jun-2024,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 2.950% SNR NTS 21/07/20 144A,US453140AD72,91JD,Fixed interest (Trade reporting Only),BYRYY99,22-Jul-2015,21-Jul-2020,0,,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 ANGLO AMERICAN CAPITAL PLC 4.750% SNR NTS 10/04/27 (144A),US034863AR12,64BX,Fixed interest (Trade reporting Only),BZ584F6,11-Apr-2017,10-Apr-2027,4.75,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 WESTPAC BANKING CORPORATION 3.60% INST 18/06/26,XS2013610790,69OI,Fixed interest (Trade reporting Only),BJ5FRX4,18-Jun-2019,18-Jun-2026,3.6,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 GOSFORTH FUNDING 2016-1 PLC A2B MTG-BCKD FLTG RTE NTS 15/02/58 REG S,XS1340859674,12QS,Fixed interest (Trade reporting Only),BYYWSB6,26-Jan-2016,15-Feb-2058,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 ORESUNDSFORBINELSEN A/S 3.82% NTS 01/12/20,XS0491160718,93TK,Fixed interest (Trade reporting Only),B6234N9,,01-Dec-2020,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 1.6747% RPI-LKD INTS 07/04/36,XS0250104774,82HX,Fixed interest (Trade reporting Only),B12H782,,07-Apr-2036,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HBOS TREASURY SERVICES PLC 5.20%/SWITCH. INV FLTG RTE NT 22/02/27,XS0286333355,74VI,Fixed interest (Trade reporting Only),B1S9JQ4,,22-Feb-2027,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 LLOYDS BANK PLC CLB FXD RT STP UP NTS 08/10/29,XS1117651627,37UX,Fixed interest (Trade reporting Only),BRJ6FZ7,08-Oct-2014,08-Oct-2029,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC CALL ACCRETING NTS 23/08/32,XS0816481666,13KF,Fixed interest (Trade reporting Only),B81CBR4,23-Aug-2012,23-Aug-2032,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ASB FINANCE LD 0.26% NOTES 24/03/21,XS1384278971,23FD,Fixed interest (Trade reporting Only),BZ8TLM2,24-Mar-2016,24-Mar-2021,0,,CWNR,EIDW,0,0,,JPY,CWNR,0,,,0,,,100 INVESTEC BANK PLC 4.79% CRD LKD NTS 20/06/25,XS2104996363,78RE,Fixed interest (Trade reporting Only),BL71J49,27-Jan-2020,20-Jun-2025,4.79,F,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BANK OF AMERICA CORPORATION 30Y AUTOCLL USD ZERO CPN NTS 26/09/43,XS0972857568,67FR,Fixed interest (Trade reporting Only),BF8HKJ6,30-Sep-2013,26-Sep-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK 5.20% NTS 07/06/32,XS0125851286,81PV,Trade Reporting only,3026638,,07-Jun-2032,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 BG ENERGY CAPITAL PLC 5.000% NTS 04/11/36,XS0702029132,99ZN,Fixed interest (Trade reporting Only),B6T5H84,04-Nov-2011,04-Nov-2036,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR PHNX KON CAR 18/07/23,XS1633205411,77AP,Fixed interest (Trade reporting Only),BF0F6J0,24-Jul-2017,18-Jul-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 26/04/2024,GB00BF6XCB22,91KT,Fixed interest (Trade reporting Only),BF6XCB2,13-Oct-2017,26-Apr-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SLOVAK REPUBLIC (MIN. OF FIN.) THE 4.00% NTS 26/03/21,XS0249239830,52WV,Fixed interest (Trade reporting Only),B124DG3,,26-Mar-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SG ISSUER NTS 19/02/26,JE00BYY2VP16,15UM,Fixed interest (Trade reporting Only),BYY2VP1,01-Mar-2016,19-Feb-2026,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 B.A.T.INTERNATIONAL FINANCE PLC 3.950% NTS 15/06/25 144A,US05530QAK67,85LR,Fixed interest (Trade reporting Only),BZ0W0B1,16-Jun-2015,15-Jun-2025,0,,CWNU,EIOU,0,0,,USD,CWNU,0,,,0,,,100 LLOYDS BANK PLC NTS LKD EUR EX TOB NR CPI 23/03/21,XS0604399310,46XT,Fixed interest (Trade reporting Only),B616J01,12-Apr-2011,23-Mar-2021,0,,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 NATWEST MARKETS PLC 3.48% NTS 31/12/24,XS2098281384,77ZC,Fixed interest (Trade reporting Only),BKPF8R2,31-Dec-2019,31-Dec-2024,3.48,F,CWTR,UIDW,0,0,,CNY,CWTR,0,,,0,,,100 HSBC BANK PLC ZERO CPN CRED. LKD NTS ZURICH 26/07/46,XS0261655715,92EG,Fixed interest (Trade reporting Only),B3C9PD3,,26-Jul-2046,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SWEDISH MATCH AB 0.550% NTS DUE 01/12/20,XS1830406937,43VK,Fixed interest (Trade reporting Only),BG43KG2,01-Jun-2018,01-Dec-2020,0.55,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 4.250% SNR NTS 21/07/25 144A,US453140AF21,91ME,Fixed interest (Trade reporting Only),BYSGC45,22-Jul-2015,21-Jul-2025,0,,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 30/03/16,XS0249570473,65VN,Fixed interest (Trade reporting Only),B126YG6,,30-Mar-2016,0,,CWNU,NIDU,0,0,,CHF,CWNU,0,,,0,,,100 MDGH - GMTN B.V. 2.500% NTS 21/05/26,XS2176018609,80AR,Fixed interest (Trade reporting Only),BMFFSY3,21-May-2020,21-May-2026,2.5,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HBOS PLC 7.881% SUB EXT MAT NT09/12/48 £(VAR)(BR),XS0105254626,30BB,Trade Reporting only,0942801,,09-Dec-2048,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 TOYOTA MOTOR FIN (NETHERLANDS) B.V FLT RTE NTS 13/12/21,XS2092449342,85NC,Fixed interest (Trade reporting Only),BL6XWL4,13-Dec-2019,13-Dec-2021,0,V,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN 1.375% NTS 14/06/27,XS1627193359,72OC,Fixed interest (Trade reporting Only),BF346Z0,14-Jun-2017,14-Jun-2027,0.01375,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 3.250% NTS 11/02/22,US219868CB02,61CP,Fixed interest (Trade reporting Only),BHXMF06,,11-Feb-2022,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 CADENT FINANCE PLC 2.750% INSTRS 22/09/46,XS1492681116,46ZE,Fixed interest (Trade reporting Only),BD8G5P0,22-Sep-2016,22-Sep-2046,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC EUR KCK OT NTS DUE 18/08/22,XS1632770183,79MH,Fixed interest (Trade reporting Only),BF2N0Y5,18-Aug-2017,18-Aug-2022,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 LLOYDS BANK PLC 1.663% COV BDS 25/01/37,XS1350035900,12TT,Fixed interest (Trade reporting Only),BDB5K37,25-Jan-2016,25-Jan-2037,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NORTHERN GAS NETWORKS FINANCE PLC 5.625% GTD BDS 23/03/40 (BR),XS0494932741,93WL,Fixed interest (Trade reporting Only),B64M6V6,,23-Mar-2040,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 OIL INSURANCE LD SER A PERP PREF SHS USD (REGS),USG67262AB43,82KY,Fixed interest (Trade reporting Only),B17MKL6,,31-Dec-9999,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP 2.30% CRDT LKD NTS 22/03/21,XS1339880509,19RY,Fixed interest (Trade reporting Only),BYSWRJ3,21-Mar-2016,22-Mar-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BARCLAYS BANK PLC UND FLTG RTE PRIM CAP NTS (3) #(BR),XS0015014615,08GG,Trade Reporting only,0077907,,31-Dec-9999,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 LLOYDS BANK PLC CALL DUAL RGE ACC NTS 16/09/24,XS1107555622,55DN,Fixed interest (Trade reporting Only),BQVC9G5,17-Sep-2014,16-Sep-2024,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BP CAPITAL MARKETS PLC 3.497% GTD NTS 09/11/20,CA05565QCK28,16PP,Fixed interest (Trade reporting Only),BGDWM86,08-Nov-2013,09-Nov-2020,0,,CWTR,UIDW,0,0,,CAD,CWTR,0,,,0,,,100 WELLS FARGO FINANCE LLC 3.15% NTS 25/03/23,XS2141643531,77ID,Fixed interest (Trade reporting Only),BMGJV90,25-Mar-2020,25-Mar-2023,3.15,F,MWNU,NIDM,0,0,,CNY,MWNU,0,,,0,,,100 WESTPAC BANKING CORPORATION FLTG RTE INST 27/11/20,XS2084077838,84VA,Fixed interest (Trade reporting Only),BKBY4P3,27-Nov-2019,27-Nov-2020,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 13/11/27,XS2077713415,78UF,Fixed interest (Trade reporting Only),BKRRHP7,13-Nov-2019,13-Nov-2027,0,Z,PSNR,EIDP,0,0,,MXN,PSNR,0,,,0,,,100 BARCLAYS PLC 2.00% SUBORD CALL NTS 07/02/28,XS1678970291,81SW,Fixed interest (Trade reporting Only),BF99PZ2,07-Sep-2017,07-Feb-2028,2,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC MAWS KWEICHOW MOUTAI CO LTD 04/01/21,GB00BG8HG738,87AH,Fixed interest (Trade reporting Only),BG8HG73,08-Jan-2020,04-Jan-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP 3.00% CRDT LKD NTS 20/12/20,XS1371735819,15XN,Fixed interest (Trade reporting Only),BYQ6980,03-Mar-2016,20-Dec-2020,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX-LKD INT & RED NTS 23/03/22,XS1517424328,62UU,Fixed interest (Trade reporting Only),BD9BP32,23-Mar-2017,23-Mar-2022,0,V,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 HSBC BANK PLC NTS LKD TO EUKAIROS INV LTD 02/01/24,GB00BF3TGB19,12VE,Fixed interest (Trade reporting Only),BDD7MR9,04-Jan-2018,02-Jan-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PREF SRS 664 09/12/22,XS1499731096,56VS,Fixed interest (Trade reporting Only),BD8N818,09-Dec-2016,09-Dec-2022,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WELLS FARGO & COMPANY ZERO CPN CLL NTS 09/01/53,XS0872911549,19TJ,Fixed interest (Trade reporting Only),B98F6M3,10-Jan-2013,09-Jan-2053,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ICELAND(REPUBLIC OF) 5.875% NTS 11/05/22 (144A),US451029AE22,11EP,Fixed interest (Trade reporting Only),B83LBB3,14-May-2012,11-May-2022,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 RAMS MORTGAGE SECURITIES PTY LD 1A' MTG BCKD PASS THGH FRN 2035EUR(BR),XS0191114155,89KO,Trade Reporting only,B00V6W6,,21-Jul-2035,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD SHS 23/11/21,GB00BZY3LN91,43YL,Fixed interest (Trade reporting Only),BZY3LN9,06-Jun-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ROYAL BANK OF CANADA 0.125% CVD BDS 11/03/21 REG S,XS1374751201,16RA,Fixed interest (Trade reporting Only),BZ3CNH5,11-Mar-2016,11-Mar-2021,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 DERBY HEALTHCARE PLC 5.564% GTD SEC BD 2041 £(VAR)(BR)(REG S),XS0176192689,52CU,Trade Reporting only,3353176,,30-Jun-2041,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BANK OF AMERICA CORPORATION VAC AMORTISING NTS 30/05/36,XS0302514749,37ZJ,Fixed interest (Trade reporting Only),B1YBVX5,,30-May-2036,0,,CWNR,NIDW,0,0,,PEN,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD FTLG RTE TO CMS LKD NTS 15/08/28,XS0956914393,15AL,Fixed interest (Trade reporting Only),BD02SV3,15-Aug-2013,15-Aug-2028,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 NGG FINANCE PLC FXD RTE RESET CAP SECS 05/12/79,XS2010044977,73JF,Fixed interest (Trade reporting Only),BKS11G7,06-Sep-2019,05-Dec-2079,1.625,F,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX-LKD INT AND REDP SECS 19/10/26,XS1856651358,59AZ,Fixed interest (Trade reporting Only),BGPBVV7,15-Nov-2018,19-Oct-2026,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 HSBC BANK PLC CALL ZERO CPN NTS 03/10/35,XS0230604422,36IU,Fixed interest (Trade reporting Only),B0LNTW2,,03-Oct-2035,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SSE PLC 1.750% NTS 08/09/23,XS1287779208,94RO,Fixed interest (Trade reporting Only),BYP4736,08-Sep-2015,08-Sep-2023,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 TOYOTA MOTOR FIN (NETHERLANDS) B.V FLTG RTE NTS 26/07/21,XS2034171798,71XQ,Fixed interest (Trade reporting Only),BKLV993,26-Jul-2019,26-Jul-2021,0,V,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC FLTG RTE CRD LKD NTS 20/12/22,XS2110795841,81UH,Fixed interest (Trade reporting Only),BK6KYW3,29-Jan-2020,20-Dec-2022,0,V,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.125% SNR NTS 29/11/22,XS2083299284,80DS,Fixed interest (Trade reporting Only),BL1GV55,29-Nov-2019,29-Nov-2022,0.125,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 UK TREASURY STRIP 07JUN2023CPN,GB0002442845,04NL,Gilts,0244284,,07-Jun-2023,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 INVESTEC BANK PLC KCK OUT NTE CAP RSK DUE 10/06/24,XS1629320638,74CX,Fixed interest (Trade reporting Only),BF1XKB3,23-Jun-2017,10-Jun-2024,0,O,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 ERB HELLAS FUNDING LD SRS D 8.25% NC GTD NV EX PR SECS EUR,XS0440371903,59ZM,Fixed interest (Trade reporting Only),B3VHKR7,,31-Dec-9999,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 SG ISSUER NOTES 03/05/2029,GB00BFRNJ094,62WF,Fixed interest (Trade reporting Only),BFRNJ09,13-May-2019,03-May-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 GE CAPITAL EUROPEAN FUND.UNLTD.CO. 4.050% NTS 13/02/2024,XS0746633469,51KS,Fixed interest (Trade reporting Only),B4P3874,14-Feb-2012,13-Feb-2024,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 PARAGON MORTGAGES NO.26 PLC CLS S MORT BKD FRN 15/05/45,XS1938532261,95LB,Fixed interest (Trade reporting Only),BK959R5,04-Jul-2019,15-May-2045,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 TP ICAP PLC 5.250% NTS 29/05/26,XS2004431107,68DV,Fixed interest (Trade reporting Only),BJYJ890,29-May-2019,29-May-2026,5.25,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV (AZN LKD) 8.0% NTS 20/01/23,XS2177023566,AAHZ,Fixed interest (Trade reporting Only),BMFY8Z1,20-May-2020,20-Jan-2023,8,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PRF SHS 1028 21/10/24,GB00BG06HT75,40XS,Fixed interest (Trade reporting Only),BG06HT7,23-Apr-2018,21-Oct-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HEATHROW FUNDING LD SUB CLS A-19 IDX BNDS 25/04/2024,XS0774767924,13QH,Fixed interest (Trade reporting Only),B81SJK1,25-Apr-2012,25-Apr-2024,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC 1.00% STEP UP NTS 27/01/21,XS0580271202,78XG,Fixed interest (Trade reporting Only),B520BS7,28-Jan-2011,27-Jan-2021,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 CLOSE BROTHERS FINANCE PLC 2.27% NTS 13/08/27,XS1275401872,93CK,Fixed interest (Trade reporting Only),BYTLC38,13-Aug-2015,13-Aug-2027,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC CALL ACCRETING NTS 22/02/40,XS0487389313,77GR,Fixed interest (Trade reporting Only),B62FCX1,,22-Feb-2040,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BP CAPITAL MARKETS PLC 1.109% GRNT NTS 16/02/23,XS1190973559,54OM,Fixed interest (Trade reporting Only),BVXC8Y9,16-Feb-2015,16-Feb-2023,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZRO CPN CALL NTS 21/07/36,XS1445750752,43CZ,Fixed interest (Trade reporting Only),BD7XQZ9,,21-Jul-2036,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 HSBC BANK PLC MAN'S LKD DOHA BANK 19/01/21,XS1750034362,14JZ,Fixed interest (Trade reporting Only),BF7PBV0,11-Jan-2018,19-Jan-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMPALA KCK OUT NTS CAP DUE 17/07/24,XS1630013818,72ST,Fixed interest (Trade reporting Only),BF10Z75,16-Jun-2017,17-Jul-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMPALA Q.IDX 6YR PHNX KO NT CAR 01/03/23,XS1563476040,61HB,Fixed interest (Trade reporting Only),BD6VBW6,27-Feb-2017,01-Mar-2023,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC GBP KCK OUT NTS CAP RSK DUE 21/08/23,XS1638022951,79QY,Fixed interest (Trade reporting Only),BDFBQX3,21-Aug-2017,21-Aug-2023,0,O,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 TORONTO-DOMINION BANK 0.25% SRS CBL8 CVD BDS 27/04/22,XS1223216497,78AE,Fixed interest (Trade reporting Only),BWXC6W0,27-Apr-2015,27-Apr-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 TORONTO-DOMINION BANK 0.375% SER CBL10 CVD BDS 12/01/21,XS1342818470,99IN,Fixed interest (Trade reporting Only),BDFYFY6,12-Jan-2016,12-Jan-2021,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK FLTG RTE NTS 15/10/20,US45818WBH88,63RI,Fixed interest (Trade reporting Only),BYTQ8R9,20-Nov-2015,15-Oct-2020,0,,CRNR,NIDR,0,0,,USD,CRNR,0,,,0,,,100 BAHIA(STATE OF)BRAZIL 5% GOLD LN 1913(NOW 1 5/8%),BRZVWZTDE078,96GE,Trade Reporting only,0070144,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PREF SRS 1157 12/09/25,XS1848676489,50UB,Fixed interest (Trade reporting Only),BD3BZF0,14-Sep-2018,12-Sep-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WESTPAC BANKING CORPORATION FLTG RTE INST 26/11/20,XS2084084297,88VN,Fixed interest (Trade reporting Only),BK6FCP7,26-Nov-2019,26-Nov-2020,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 JP MORGAN CHASE & CO 8.81% NTS 21/06/31,XS0624807698,80GT,Fixed interest (Trade reporting Only),B6R5173,24-Jun-2011,21-Jun-2031,0,,CWNR,NIDW,0,0,,MXN,CWNR,0,,,0,,,100 GREECE,(KINGDOM OF) 5% LN 1914(ASSD WITH ACCEPTANCE CERT),GB0003862942,BD11,Trade Reporting only,0386294,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 INVESTEC BANK PLC PHOENIX KO NTS CAR 12/02/26,XS2105113182,84CP,Fixed interest (Trade reporting Only),BL3V1V4,17-Feb-2020,12-Feb-2026,0,O,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 EKSPORTFINANS ASA ZERO CPN NTS 27/04/34,XS0190798990,35TT,Trade Reporting only,B00Z8V1,,27-Apr-2034,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 HSBC BANK PLC MAN'S LKD SAUDI BASIC IND 19/01/21,XS1749436645,12ZV,Fixed interest (Trade reporting Only),BFMZ405,10-Jan-2018,19-Jan-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD FLTG RTE NTS 05/07/24,XS2022178854,71DP,Fixed interest (Trade reporting Only),BK6N7F6,05-Jul-2019,05-Jul-2024,0,V,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 SHANGHAI PUDONG DEVELOPMENT BANK CO FLTG RTE GREEN BDS 29/10/22,XS2067132675,76QA,Fixed interest (Trade reporting Only),BKS7FK7,30-Oct-2019,30-Oct-2022,0,V,PSTR,IIDP,0,0,,USD,PSTR,0,,,0,,,100 SWEDEN(KINGDOM OF) 2.50 NTS 28/02/22 (144),US87020DBF06,62CE,Fixed interest (Trade reporting Only),BJ7Q241,,28-Feb-2022,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 5.10% NTS 16/01/23,XS2101529894,94WA,Fixed interest (Trade reporting Only),BL392F9,16-Jan-2020,16-Jan-2023,5.1,F,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 TOYOTA MOTOR FIN (NETHERLANDS) B.V 0.250% NTS 10/01/22,XS1933829324,60QP,Fixed interest (Trade reporting Only),BHZ17L6,09-Jan-2019,10-Jan-2022,0.25,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 LLOYDS BANK PLC 1.86% NTS 19/09/24,XS1111990609,44WP,Fixed interest (Trade reporting Only),BQXKTK1,19-Sep-2014,19-Sep-2024,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6YR PHNX KO NTS CAR 02/10/24,XS1881486978,51PE,Fixed interest (Trade reporting Only),BD9NCW6,02-Oct-2018,02-Oct-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NORDIC INVESTMENT BANK 1.125% NTS 16/03/22,XS1935268455,61KC,Fixed interest (Trade reporting Only),BJBLKG0,16-Jan-2019,16-Mar-2022,1.125,F,PSNR,EIDP,0,0,,GBP,PSNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.31% NTS 16/11/20,XS1613088035,68IH,Fixed interest (Trade reporting Only),BYQMWL2,17-May-2017,16-Nov-2020,0.31,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 VATTENFALL AB 5.20% NTS 01/11/22,XS0328561286,71FA,Fixed interest (Trade reporting Only),B28ZD34,,01-Nov-2022,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 PRUDENTIAL PLC 4.375% UNDATED TIER2 NTS,XS1488414464,45QC,Fixed interest (Trade reporting Only),BD88642,13-Sep-2016,01-Dec-2999,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC GBP KO CAR 21/12/23,XS1715342249,11KR,Fixed interest (Trade reporting Only),BDD4C58,22-Dec-2017,21-Dec-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 2.16% NTS 31/10/24,XS2074687463,76RQ,Fixed interest (Trade reporting Only),BJ06DW3,31-Oct-2019,31-Oct-2024,2.16,F,CWNR,EIDW,0,0,,HKD,CWNR,0,,,0,,,100 TOYOTA MOTOR CREDIT CORPORATION 1.125% NTS 07/09/21,XS1569850313,61AG,Order book for Fixed Income Securities,BDCK0S6,22-Feb-2017,07-Sep-2021,1.125,F,RCNT,CWDQ,0,0,,GBP,RCNT,0,1.1300853842290306,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL ZERO CPN NTS 07/04/32,XS1490304174,63UJ,Fixed interest (Trade reporting Only),BDG28J5,07-Apr-2017,07-Apr-2032,0,Z,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 UNITED UTILITIES WATER FINANCE PLC 1.700% NTS 23/01/33,XS1754982061,15GN,Fixed interest (Trade reporting Only),BF0SXX2,23-Jan-2018,23-Jan-2033,1.7,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 ASB FINANCE LD FLTG RT NTS 17/10/23,XS1505135704,50XC,Fixed interest (Trade reporting Only),BYMP5Y9,17-Oct-2016,17-Oct-2023,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PRF SRS 1583 25/01/27,GB00BJ345178,94XQ,Fixed interest (Trade reporting Only),BJ34517,24-Jan-2020,25-Jan-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LLOYDS BANK PLC FLTG RTE DUAL RGE ACC NTS 06/07/30,XS1246243122,69BZ,Fixed interest (Trade reporting Only),BZ3DHK9,06-Jul-2015,06-Jul-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 0.967% NTS 14/12/23,XS1921398720,60SA,Fixed interest (Trade reporting Only),BGK8XL7,14-Dec-2018,14-Dec-2023,0.967,F,PSNR,EIDP,0,0,,HRK,PSNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 1.250% NTS 03/03/25,XS1196797614,10SP,Fixed interest (Trade reporting Only),BW0FQR7,03-Mar-2015,03-Mar-2025,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 3.01% NTS 21/07/26,XS1452397612,43HL,Fixed interest (Trade reporting Only),BD82FJ2,21-Jul-2016,21-Jul-2026,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 UK TREASURY STRIP 07DEC2050CPN,GB00B0BDTH75,90ES,Gilts,B0BDTH7,,07-Dec-2050,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 LLOYDS BANK PLC CLB DL RNG ACRL NTS 30/09/24,XS1113206913,85WF,Fixed interest (Trade reporting Only),BRB32G6,30-Sep-2014,30-Sep-2024,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 UK TREASURY STRIP 07JUN2034CPN,GB00B0125P49,72XF,Gilts,B0125P4,,07-Jun-2034,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 NESTLE HLDGS INC 1.750% NTS 09/12/20,XS1330975035,79VK,Fixed interest (Trade reporting Only),BY7S0K4,10-Dec-2015,09-Dec-2020,1.75,F,CRNR,EIOR,3,1000,GBP,GBP,CRNR,0,1.7469428500124782,12-Dec-2018,12,31-Dec-2099,,100 COMPAGNIE DE ST-GOBAIN 3.875% NTS 28/03/33,XS0906397491,45RS,Fixed interest (Trade reporting Only),B95DN85,28-Mar-2013,28-Mar-2033,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IL RED SECS 06/12/27,XS1996601289,78EV,Fixed interest (Trade reporting Only),BKM6652,06-Dec-2019,06-Dec-2027,0,Z,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 INVESTEC BANK PLC GBP KO CAR 28/12/23,XS1706566798,11MC,Fixed interest (Trade reporting Only),BD3FTV6,28-Dec-2017,28-Dec-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BANCO BILBAO VIZCAYA ARGENTARIA S.A 5.00% CVD BDS 01/12/20 SEK (BR),XS0284280657,66YD,Fixed interest (Trade reporting Only),B1Z2X31,,01-Dec-2020,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS INV SER 1040 13/03/24,XS1768128180,32UL,Fixed interest (Trade reporting Only),BYW9TB6,14-Mar-2018,13-Mar-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WESTPAC BANKING CORPORATION CALL ZERO CPN INSTRS 28/05/38,XS0934241588,76TB,Fixed interest (Trade reporting Only),BB36RP5,28-May-2013,28-May-2038,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC UND FLTG RTE PRIM CAP NTS(3) $(VAR)(BR),GB0005903413,65HO,Trade Reporting only,0590341,,31-Dec-9999,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 NATWEST MARKETS PLC EURO-ZONE INFLATION IDX NTS 23/04/23,XS0357281046,42PJ,Fixed interest (Trade reporting Only),B2R3RP9,,23-Apr-2023,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC UK BANK PLC FLTG RTE NTS 17/09/20,XS2053062779,75CM,Fixed interest (Trade reporting Only),BKTC039,17-Sep-2019,17-Sep-2020,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 30/11/40,XS0563124980,62FF,Fixed interest (Trade reporting Only),B4KM8L0,,30-Nov-2040,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ARAB REPUBLIC OF EGYPT (THE) 7.6003% NTS 01/03/2029 (REG S),XS1953057061,94ZB,Fixed interest (Trade reporting Only),BGSGVS6,26-Feb-2019,01-Mar-2029,7.6003,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 15/06/10,XS0207394874,69DK,Trade Reporting only,B08ZSZ7,,15-Jun-2010,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 LANARK MASTER ISSUER PLC 2007-1 CLS1A1 MORT BKD FRN 22/07/32 REGS,XS0312953192,83NO,Fixed interest (Trade reporting Only),B23W523,,22-Jul-2032,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 OP CORPORATE BANK PLC 1.70% NOTES DUE 21/08/30,XS1279557430,93IM,Fixed interest (Trade reporting Only),BYXX6D8,21-Aug-2015,21-Aug-2030,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 GENERAL ELECTRIC COMPANY 4.208% NTS 06/12/21,XS0277802707,70OO,Fixed interest (Trade reporting Only),B1L08J0,,06-Dec-2021,0,,CWNR,NIDW,0,0,,SEK,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RDPN SEC 04/08/25,XS1590345267,77MT,Fixed interest (Trade reporting Only),BYXD081,03-Aug-2017,04-Aug-2025,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 AKADEMISKA HUS AB 0.165% NTS 02/10/24,XS2059859640,91WX,Fixed interest (Trade reporting Only),BKLX579,02-Oct-2019,02-Oct-2024,0.165,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC FLTG RTE NTS 04/10/22,XS1889100332,54UO,Fixed interest (Trade reporting Only),BGV5VV3,,04-Oct-2022,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 UK TREASURY STRIP 07DEC2026CPN,GB0002443587,BA39,Gilts,0244358,,07-Dec-2026,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN 3.00% NTS 23/12/49,XS1156606839,47EX,Fixed interest (Trade reporting Only),BTLWXP3,23-Dec-2014,23-Dec-2049,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 TESCO CORPORATE TREASURY SRVCS PLC 2.500% NTS 01/07/24,XS1082971588,45TD,Fixed interest (Trade reporting Only),BNLP6K6,01-Jul-2014,01-Jul-2024,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 23/12/27,XS2068115950,76UR,Fixed interest (Trade reporting Only),BGMJRR2,23-Dec-2019,23-Dec-2027,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SOUTHERN PACIFIC SECS 04-2 PLC B1B MTG BCKD FRN 10/12/42 $(144A),US84359VAH50,52LX,Trade Reporting only,B02FX25,,10-Dec-2042,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 PARAGON MORTGAGES (NO.10) PLC CLS A1 MORT BKD FRN 15/06/2041$(REGS),XS0235419040,36RX,Fixed interest (Trade reporting Only),B0QN596,,15-Jun-2041,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 FINGRID OYJ FLTG RTE NTS 19/09/22,XS1492597320,46MV,Fixed interest (Trade reporting Only),BZCR575,19-Sep-2016,19-Sep-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SWEDISH MATCH AB 0.875% NTS 26/02/27,XS2125123039,67TG,Fixed interest (Trade reporting Only),BKPX8K9,26-Feb-2020,26-Feb-2027,0.875,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 BOS (SHARED APPRECIATION MTGS) NO1 MTG-BCKD FXD RTE NTS 2072 #(BR),XS0078634119,43KM,Trade Reporting only,0132033,,31-Aug-2072,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 KREDITANSTALT FÜR WIEDERAUFBAU KFW 5 06/09/36,XS0138039275,13HG,Order book for Fixed Income Securities,BFMTXY4,,09-Jun-2036,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR PHNX KO NTS 29/01/24,GB00BF8S3Z66,16DB,Fixed interest (Trade reporting Only),BF8S3Z6,02-Feb-2018,29-Jan-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 06/08/26,GB00BF9B6334,51TV,Fixed interest (Trade reporting Only),BF9B633,20-Sep-2018,06-Aug-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 RESIDENTIAL PROPERTY SECS NO.4 PLC CLASS'A2'MTG BCKD FRN 07/2023 # BR,XS0051960788,40ID,Trade Reporting only,0733878,,31-Jul-2023,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC RVSE CONV NTS WITH CAR 01/03/22,GB00BYY35F24,14RM,Fixed interest (Trade reporting Only),BYY35F2,01-Mar-2016,01-Mar-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LLOYDS BANK PLC 2.56% NTS 04/09/38,XS1875395953,95UE,Fixed interest (Trade reporting Only),BD9PFG7,02-Oct-2018,04-Sep-2038,2.56,F,CWTR,UIDW,0,0,,SEK,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 30/04/12,XS0146872899,AO66,Trade Reporting only,3159299,,30-Apr-2012,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 NORDIC INVESTMENT BANK 1.50% NTS 31/08/22,XS1281837796,94DP,Fixed interest (Trade reporting Only),BZ1K4H8,,31-Aug-2022,0,,CWNR,EIDW,0,0,,NOK,CWNR,0,,,0,,,100 BANK OF AMERICA CORPORATION 5.10% CMS LKD NTS 28/09/22,XS0543378417,78HW,Fixed interest (Trade reporting Only),B4PL1X5,,28-Sep-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 5.500% GRTD NTS 28/09/26,XS0683568223,11PD,Fixed interest (Trade reporting Only),B6Z0ST1,26-Sep-2011,28-Sep-2026,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 RECKITT BENCKISER TREASSERVICES NL 0.750% SNR NTS 19/05/30 (REG S),XS2177013765,81GI,Fixed interest (Trade reporting Only),BMFFXR1,20-May-2020,19-May-2030,0.75,F,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGES SECS 17 PLC A2C MTG-BCKD FRN 13/05/37EUR(BR)(144A),US76112RAD70,39VR,Trade Reporting only,3431027,,13-May-2037,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 BG ENERGY CAPITAL PLC 4.000% NTS 09/12/20 (144A),US05541VAA44,62IG,Fixed interest (Trade reporting Only),B4V4ZK3,,09-Dec-2020,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 NATWEST MARKETS PLC CMS LKD LOCKON USD QUANTO NTS 01/08/21,XS0261762982,36TI,Fixed interest (Trade reporting Only),B19J747,,01-Aug-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC MAWS PHU NHUAN JEWELRY 10/03/21,GB00BG8HGR34,M4DC,Fixed interest (Trade reporting Only),BG8HGR3,17-Mar-2020,10-Mar-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SANTANDER PERP. S.A. UNIPERSONAL SER 2 GTD PERP STP-UP SUB NTS (REG S),USE86920AA84,72DE,Fixed interest (Trade reporting Only),B28RPP6,,31-Dec-9999,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 CLARION FUNDING PLC 2.625% SEC NTS 18/01/29,XS1936791612,60WR,Fixed interest (Trade reporting Only),BHQTVL7,21-Jan-2019,18-Jan-2029,2.625,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC CALL COMP 6.21% INT NTS 14/12/37,XS0334902326,54XP,Fixed interest (Trade reporting Only),B2B0G48,,14-Dec-2037,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 28/03/13,XS0200571064,32AK,Trade Reporting only,B09CB70,,28-Mar-2013,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 ARKLE MASTER ISSUER PLC SERIES 1 CLASS M FR NTS 17/02/52 (144A),US041239BM59,58TL,Fixed interest (Trade reporting Only),B1YB3G2,,17-Feb-2052,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ROCHE FINANCE EUROPE BV ROG 5.375 29/08/23,XS0175478873,ERC3,Order book for Fixed Income Securities,BFWM7M9,,29-Aug-2023,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.7 PLC MTG EARLY RED CERTS 11/02/38 (REG S),XS0102821799,68OJ,Trade Reporting only,0877367,,11-Feb-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC STEP-UP CALL NTS 08/11/23,XS0985964708,78JH,Fixed interest (Trade reporting Only),BGDFNT3,07-Nov-2013,08-Nov-2023,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 INVESTOR AB 4.875% NTS 18/11/21,XS0466670345,76XS,Fixed interest (Trade reporting Only),B5B4DT5,,18-Nov-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PREF SHR 724 17/03/23,XS1548986626,62JW,Fixed interest (Trade reporting Only),BYW8QY5,17-Mar-2017,17-Mar-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 TEMPLE BAR INV TST PLC 5.50% SEC BDS 2021,GB0005311021,09NN,Trade Reporting only,0531102,,08-Mar-2021,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 EUROFIMA 0.15% INST 10/10/34 (TEMP),XS2113278043,79CZ,Fixed interest (Trade reporting Only),BK5BXB9,,10-Oct-2034,0,,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 LONDON MERCHANT SECURITIES LD 6 1/2% SEC BDS 16/03/26 £(VAR)(BR),XS0123808957,80PW,Fixed interest (Trade reporting Only),3002122,,16-Mar-2026,0,,CWNU,EIOU,0,0,,GBP,CWNU,0,,,0,,,100 EMIRATE OF ABU DHABI 3.125% NTS 30/09/49 (REG S),XS2057866191,76AQ,Fixed interest (Trade reporting Only),BKPGWX9,30-Sep-2019,30-Sep-2049,3.125,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 WESSEX WATER SERVICES FINANCE PLC 1.75% IDX LKD GTD BDS 31/07/46 £ (BR),XS0261491939,90KU,Fixed interest (Trade reporting Only),B19RCH9,,31-Jul-2046,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 ARAB REPUBLIC OF EGYPT (THE) 6.125% NTS 31/01/22 (REG S),XS1558077845,61RU,Fixed interest (Trade reporting Only),BF047T4,02-Mar-2017,31-Jan-2022,6.125,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.15% NTS 19/11/21,XS1909193580,60BA,Fixed interest (Trade reporting Only),BHJYD13,19-Nov-2018,19-Nov-2021,0.15,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC 2011-1 A4 RMB FRN 21/01/2055 144A,US82846GAE08,11SE,Fixed interest (Trade reporting Only),B75M3X3,21-Oct-2011,21-Jan-2055,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 18 PLC C MTG BCKD FRN 14/11/37 £(BR)(REGS),XS0195878359,39YS,Trade Reporting only,B01SNS1,,14-Nov-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC 3.20% CRED LKD NT 20/12/22,XS1755090468,15OA,Fixed interest (Trade reporting Only),BG06NQ6,25-Jan-2018,20-Dec-2022,3.2,F,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC 4% BAR REV CNV NTS 19/05/22,XS1588065091,69JM,Fixed interest (Trade reporting Only),BDZZGW4,19-May-2017,19-May-2022,4,F,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LONDON STOCK EXCHANGE GROUP PLC 1.750% SNR NTS 19/09/29,XS1685653211,83TQ,Fixed interest (Trade reporting Only),BF16N35,19-Sep-2017,19-Sep-2029,1.75,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 21/03/42,XS0757799845,12LW,Fixed interest (Trade reporting Only),B7F7QZ1,21-Mar-2012,21-Mar-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 1.21% CVRD BND 02/12/2026,XS1144953285,45AS,Fixed interest (Trade reporting Only),BT6SS62,02-Dec-2014,02-Dec-2026,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD FLTG RTE SUB UNDATED CALL STEP-UP NTS,AU0000XINEF0,33UA,Fixed interest (Trade reporting Only),B1VS5N7,,31-Dec-9999,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 CLOSE BROTHERS FINANCE PLC 1.437% NTS 12/04/24,XS1390341805,32DL,Fixed interest (Trade reporting Only),BZB0ZD1,12-Apr-2016,12-Apr-2024,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY 2.625% NTS 16/08/22,XS0817639924,16HS,Fixed interest (Trade reporting Only),B7T9B69,16-Aug-2012,16-Aug-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 METRONET RAIL SSL FINANCE PLC 2.8756% I-L GTD SEC BDS 2032 £(VAR)(BR),XS0166412279,51YH,Trade Reporting only,3280898,,15-Mar-2032,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK FLT RTE CRED LKD NTS GLDMN SCHS 30/06/20,XS1242870738,84ND,Fixed interest (Trade reporting Only),BZ0P612,11-Jun-2015,30-Jun-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 NOMURA BANK INTERNATIONAL PLC FX LINKED NTS 04/10/20,XS0543081672,61TF,Fixed interest (Trade reporting Only),B424FZ7,,04-Oct-2020,0,,CWTR,UIDW,0,0,,PHP,CWTR,0,,,0,,,100 SG ISSUER NTS 10/01/21,JE00BYYC8J44,13FJ,Fixed interest (Trade reporting Only),BYYC8J4,01-Feb-2016,10-Jan-2021,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL RNG ACC NTS 16/06/20,XS0516452199,94IB,Fixed interest (Trade reporting Only),B61NKM1,,16-Jun-2020,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 NATWEST MARKETS PLC FLTG RTE NTS 08/06/20,XS1627773606,71OD,Fixed interest (Trade reporting Only),BF0P281,08-Jun-2017,08-Jun-2020,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 UK TREASURY STRIP 4 1/4%07DEC2055PRINCIPAL,GB00B0BDTV10,57FX,Gilts,B0BDTV1,,07-Dec-2055,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 3.750% SNR UNS NTS 23/11/23,US219868CA29,60CQ,Fixed interest (Trade reporting Only),BHJWLN5,,23-Nov-2023,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PREF SER 1491 26/10/26,GB00BJ344437,89ZT,Fixed interest (Trade reporting Only),BJ34443,25-Oct-2019,26-Oct-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EQUINOR ASA 2.875% NTS 10/09/25,XS0969572204,55UD,Fixed interest (Trade reporting Only),BFH5660,07-Oct-2013,10-Sep-2025,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/09/08,XS0142431518,AI65,Trade Reporting only,3130164,,31-Dec-9999,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 HSBC BANK PLC MRKT ACC WNT LKD ORD A SHS 23/11/20,GB00BZY3JN53,15PQ,Fixed interest (Trade reporting Only),BZY3JN5,26-Jan-2018,23-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 LEHMAN BROTHERS UK CAP FDG III LP FXD/ FLTG RTE ECAPS EUR,XS0243852562,73YK,Fixed interest (Trade reporting Only),B0YBXQ5,,22-Feb-2036,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 SANTANDER UK PLC FLTG RTE NTS 26/01/21,XS0585498438,62MX,Fixed interest (Trade reporting Only),B63P531,29-Jan-2011,26-Jan-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 VODAFONE GROUP PLC 0.500% NTS 30/01/24,XS1499604905,48EM,Fixed interest (Trade reporting Only),BYX4TG5,30-Sep-2016,30-Jan-2024,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NATWEST MARKETS PLC FLTG RTE NTS 18/06/21,XS2013531228,95BT,Fixed interest (Trade reporting Only),BJ9K7X5,18-Jun-2019,18-Jun-2021,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CHINA DEVELOPMENT BANK 1.25% NTS 21/01/2023,XS2099267689,77WQ,Fixed interest (Trade reporting Only),BL38Y16,22-Jan-2020,21-Jan-2023,1.25,F,MWNU,NIOM,0,0,,GBP,MWNU,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL 5.385% NTS 25/03/41,XS0607853768,46SX,Fixed interest (Trade reporting Only),B4Z1522,25-Mar-2011,25-Mar-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CITY OF STOCKHOLM FLTG RT NTS 21/05/24,XS1999835124,67ZI,Fixed interest (Trade reporting Only),BJJMN77,,21-May-2024,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 NATIONAL GRID GAS PLC 1.7642% IL INST 16/04/37,XS0291309226,70WB,Fixed interest (Trade reporting Only),B1VKBS0,,16-Apr-2037,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 2.08% NTS 29/06/38,XS1784697382,45CD,Fixed interest (Trade reporting Only),BG7PBB7,29-Jun-2018,29-Jun-2038,2.08,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SG ISSUER NTS DUE 25/07/2022,GB00BF6XBY83,77UG,Fixed interest (Trade reporting Only),BF6XBY8,07-Aug-2017,25-Jul-2022,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6YR KO NTS CAR 02/10/24,XS1879197207,53LM,Fixed interest (Trade reporting Only),BGV7XR9,05-Oct-2018,02-Oct-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC MAW LKD D A SHS SHAANXI COAL 23/11/21,GB00BG64C569,63GK,Fixed interest (Trade reporting Only),BG64C56,26-Mar-2019,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 NATWEST MARKETS PLC 1.000% NTS 28/05/24 (TEMP),XS2082803417,84OT,Fixed interest (Trade reporting Only),BL1GR24,20-Nov-2019,28-May-2024,1,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SANTANDER UK PLC 1.125% NTS 14/01/22,XS1166160173,50JD,Fixed interest (Trade reporting Only),BV91MZ9,14-Jan-2015,14-Jan-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SOUTH PACIFIC SECS 05-1 PLC A1C MTG BCKD FRN 10/06/25 GBP(144A),US84359WAB63,36AX,Trade Reporting only,B0698N9,,10-Jun-2025,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT RED SECS 30/11/26,XS1868242881,60EB,Fixed interest (Trade reporting Only),BGHH1L3,30-Nov-2018,30-Nov-2026,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 2.405% NTS 19/04/22,XS1598716493,67CG,Fixed interest (Trade reporting Only),BF1ZKY2,20-Apr-2017,19-Apr-2022,2.405,F,CWTR,UIDW,0,0,,HKD,CWTR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 27/03/2042,XS0759898579,42YM,Fixed interest (Trade reporting Only),B7NF6S0,27-Mar-2012,27-Mar-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 GENERAL ELECTRIC COMPANY GE 5 1/2 06/07/21,XS0092499077,13GU,Order book for Fixed Income Securities,BYVZ7V1,,07-Jun-2021,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 HOLMES MASTER ISSUER PLC SER 2018-2 CLASS A2 NTS 15/10/54 (REG S),XS1872157737,96TY,Fixed interest (Trade reporting Only),BF58TL7,30-Aug-2018,15-Oct-2054,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BARCLAYS BANK PLC WT LKD SEC 10/06/21,XS1218142427,83WR,Fixed interest (Trade reporting Only),BYZS0B7,11-Aug-2015,10-Jun-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 B.A.T. CAPITAL CORPORATION 1.125% GRNTD NTS DUE 16/11/23,XS1664644710,79HL,Fixed interest (Trade reporting Only),BF4S1N4,16-Aug-2017,16-Nov-2023,1.125,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 6.250% NTS 22/12/21,XS1740280521,12OX,Fixed interest (Trade reporting Only),BFNNHX2,22-Dec-2017,22-Dec-2021,6.25,F,CWNR,EIDW,0,0,,IDR,CWNR,0,,,0,,,100 QNB FINANCE 3.80% NTS 25/04/22,XS1985952339,93RP,Fixed interest (Trade reporting Only),BJK43S3,25-Apr-2019,25-Apr-2022,3.8,F,CWNR,EIDW,0,0,,CNY,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD UTS (£50,000 PERP SUB NT, 1 PREF SHR),XS0304110132,33XB,Fixed interest (Trade reporting Only),B1YSVH0,,31-Dec-9999,0,,CWNR,NIOW,0,0,,GBP,CWNR,0,,,0,,,100 BARCLAYS BANK PLC FLTG RTE CRED LKD NTS 20/06/20,XS0515001211,77VW,Fixed interest (Trade reporting Only),B5MKK57,,20-Jun-2020,0,,CWTR,UIDW,0,0,,ZAR,CWTR,0,,,0,,,100 BARCLAYS BANK PLC WT LKD SECS 08/06/20,XS1037685606,32GM,Fixed interest (Trade reporting Only),BLZGTR9,01-May-2014,08-Jun-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 3.25% NTS 07/10/24,XS2061824400,76FC,Fixed interest (Trade reporting Only),BKRWQ00,,07-Oct-2024,0,,PSNR,NIDP,0,0,,PEN,PSNR,0,,,0,,,100 LONDON WALL MORTGAGE CAPITAL PLC S.FLEET 18-01 CLASS B NTS 16/05/50,XS1728163558,16KT,Fixed interest (Trade reporting Only),BZ1JK33,09-Feb-2018,16-May-2050,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 DIVERSITY FUNDING NO1 LD CLASS B VAR REF RTE NTS 10/02/46 £,XS0330906685,58ZN,Fixed interest (Trade reporting Only),B29QTW7,,10-Feb-2046,0,,CWNR,NIOW,0,0,,GBP,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION CPTL FLTG RTE NTS 18/02/14,XS0186586581,36CI,Trade Reporting only,B08V0W6,,18-Feb-2014,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 LANARK MASTER ISSUER PLC SRS 2015-1 CLS 2A FLTG RTE NTS 22/12/54,XS1267595921,92ZN,Fixed interest (Trade reporting Only),BYQXBB8,06-Aug-2015,22-Dec-2054,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN LNKD NTS 09/09/40,XS0539513332,96VJ,Fixed interest (Trade reporting Only),B62P264,14-Jun-2011,09-Sep-2040,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 PLATFORM HOME LOANS NO.2 PLC CLASS 'A' MTG BCKD FRN 11/12/32,XS0118479277,BP29,Trade Reporting only,0057211,,11-Dec-2032,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 15 PLC C MTG BCKD FRN 09/09/36 £(BR)(REG S),XS0172082686,35KG,Trade Reporting only,3329683,,09-Sep-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BARCLAYS BANK PLC FRNS 12/04/22,XS0743102906,12QI,Fixed interest (Trade reporting Only),B80GS87,16-Apr-2012,12-Apr-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NEWDAY FUNDING 2019-1 PLC CLS B ASST BKD FRN 15/06/27 (REG S),XS2001274559,93TA,Fixed interest (Trade reporting Only),BKBD5M4,12-Jun-2019,15-Jun-2027,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 KOMATSU FINANCE AMERICA INC 2.118% GTD NTS 11/09/20,XS1678456226,82HN,Fixed interest (Trade reporting Only),BF99S53,12-Sep-2017,11-Sep-2020,2.118,F,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 GRANITE MORTGAGES 04-3 PLC SER 1 C FRN 20/09/44 $,US38741SAE28,56QW,Trade Reporting only,B02YSK5,,20-Sep-2044,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 LLOYDS BANK PLC CALL FTLG RTE DL RGE ACRL NTS 12/09/24,XS1106959692,45FE,Fixed interest (Trade reporting Only),BQSTN89,12-Sep-2014,12-Sep-2024,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CONSORT HEALTHCARE(MID YORKSHIRE)FD 2.055% IDX-LKD GTD SEC BD 27/06/41 £(BR),XS0307799246,33YR,Fixed interest (Trade reporting Only),B1Z85K0,,27-Jun-2041,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV FLTG RTE NTS 16/01/22,XS2103225582,77XH,Fixed interest (Trade reporting Only),BL392D7,16-Jan-2020,16-Jan-2022,0,V,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 BARCLAYS BANK PLC FND LKD CERTS,GB00B39PYS26,92CL,Fixed interest (Trade reporting Only),B39PYS2,,,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 8.40% NTS 03/08/21,XS1862469423,47PL,Fixed interest (Trade reporting Only),BG0TKF3,03-Aug-2018,03-Aug-2021,8.4,F,CWNR,NIDW,0,0,,ZAR,CWNR,0,,,0,,,100 OP CORPORATE BANK PLC 2% INST 03/03/21,XS1040272533,94MS,Fixed interest (Trade reporting Only),BK6MF82,03-Mar-2014,03-Mar-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 6.50% NOTES 18/07/22,XS2027901193,71SU,Fixed interest (Trade reporting Only),BJV2R39,18-Jul-2019,18-Jul-2022,6.5,F,PSNR,EIDP,0,0,,ZAR,PSNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT AND RED SECS 05/03/24,XS1699603483,23EY,Fixed interest (Trade reporting Only),BFX2SY7,05-Mar-2018,05-Mar-2024,0,O,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 DEVA FINANCING PLC CLASS A4 ASSET BKD FRN 19/11/53,XS0392645288,34SE,Fixed interest (Trade reporting Only),B3DTC97,,19-Nov-2053,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY CALL ZERO CPN NTS 10/11/2041,XS0701319948,11YG,Fixed interest (Trade reporting Only),B56S3T2,10-Nov-2011,10-Nov-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NETWORK RAIL INFRASTRUCTURE FIN PLC 1.1565% IDX-LKD NTS 22/11/43,XS0443780860,99ZD,Fixed interest (Trade reporting Only),B44PJK1,,22-Nov-2043,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 UK TREASURY STRIP 8%07JUN2021PRINCIPAL,GB0000515816,07KY,Gilts,0051581,,07-Jun-2021,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 LLOYDS BANK PLC CALL ZERO CPN NTS 05/02/37,XS0284552592,91KJ,Fixed interest (Trade reporting Only),B1QH4G5,,05-Feb-2037,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 B.A.T.INTERNATIONAL FINANCE PLC 2.00% GRNTD NTS 13/03/45,XS1203860934,75OQ,Fixed interest (Trade reporting Only),BWC4P53,16-Mar-2015,13-Mar-2045,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 VIRGIN MONEY UK PLC 3.375% RESET CALL SEN NTS 24/04/26,XS1813150247,41KY,Fixed interest (Trade reporting Only),BFXZPC3,24-Apr-2018,24-Apr-2026,3.375,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF MONTREAL FLTG RTE NTS 24/04/21,XS1811434015,96WZ,Fixed interest (Trade reporting Only),BDT54V5,24-Apr-2018,24-Apr-2021,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 ANGLO AMERICAN CAPITAL PLC 3.250% GTD NTS 03/04/23,XS1052677892,46XJ,Fixed interest (Trade reporting Only),BL3DQR1,03-Apr-2014,03-Apr-2023,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 PARAGON BANKING GROUP PLC 7.250% CALL SUB TIER2 NTS 09/09/26,XS1482136154,45GU,Fixed interest (SEAQ),BDF5LD0,12-Sep-2016,09-Sep-2026,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 BANK OF AMERICA CORPORATION 9.90% NTS 09/09/21,XS0671893534,11BE,Fixed interest (Trade reporting Only),B3P3C31,09-Sep-2011,09-Sep-2021,0,,CWNR,NIDW,0,0,,TRY,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 16 PLC B1A MTG BCKD FRN 11/12/36 £(BR)(144A),US76112PAM14,80XJ,Trade Reporting only,3361511,,11-Dec-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA ZERO CALL NTS 28/07/36,XS1459743214,43VA,Fixed interest (Trade reporting Only),BD1RBG3,28-Jul-2016,28-Jul-2036,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 AKADEMISKA HUS AB 1.870% NTS 14/06/21,XS1438573443,42EL,Fixed interest (Trade reporting Only),BD6GDV4,30-Jun-2016,14-Jun-2021,0,,CWNR,EIDW,0,0,,HKD,CWNR,0,,,0,,,100 KOMMUNALBANKEN AS CALL ZERO RTE INSTR 25/06/40,XS0518383517,94OD,Fixed interest (Trade reporting Only),B658C93,,25-Jun-2040,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS 1A1 FLTG RTE NTS 24/12/30,US38741YDE68,83CQ,Fixed interest (Trade reporting Only),B1P73F8,,24-Dec-2030,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 FOSSE MASTER ISSUER PLC CLS 3A1 RES BKD NTS 18/10/2054 (REGS),XS0784928482,23GJ,Fixed interest (Trade reporting Only),B8CLK40,23-May-2012,18-Oct-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RDPN SECS 19/02/26,XS1699603566,34TU,Fixed interest (Trade reporting Only),BD44V61,19-Mar-2018,19-Feb-2026,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 3.01% NTS 29/04/27,XS1225028213,78SK,Fixed interest (Trade reporting Only),BWT3TQ2,29-Apr-2015,29-Apr-2027,0,,CWTR,UIDW,0,0,,HKD,CWTR,0,,,0,,,100 AXA SA AXASA 5.453 PERP,XS1134541561,13QZ,Order book for Fixed Income Securities,BYVZLG4,,31-Dec-9999,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 4.250% SNR NTS 21/07/25 REG S,USG4721VNU46,91LZ,Fixed interest (Trade reporting Only),BYSGC34,22-Jul-2015,21-Jul-2025,0,,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 BARCLAYS BANK PLC BRAZIL GOVT BD LKD NTS REGS 17/05/45,XS0247512873,65VD,Fixed interest (Trade reporting Only),B125XH7,,17-May-2045,0,,CWTR,UIDW,0,0,,BRL,CWTR,0,,,0,,,100 SAUDI ARABIAN OIL COMPANY 4.375% NTS 16/04/49 (REG S),XS1982116136,64EO,Fixed interest (Trade reporting Only),BK0MNV7,17-Apr-2019,16-Apr-2049,4.375,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK 10Y PSC RNG ACL CDT LKD NTS ANZ 30/12/24,XS1133956646,41MJ,Fixed interest (Trade reporting Only),BSNBDT5,14-Nov-2014,30-Dec-2024,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL ZERO CPN NTS 29/01/48,XS1759199026,15VS,Fixed interest (Trade reporting Only),BD71XF2,29-Jan-2018,29-Jan-2048,0,O,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC WRNT LKD SECS 09/11/20,XS1087545759,85MX,Fixed interest (Trade reporting Only),BQY76Y4,30-Sep-2014,09-Nov-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL NTS 21/12/46,XS1533910094,58FM,Fixed interest (Trade reporting Only),BDCMRG9,21-Dec-2016,21-Dec-2046,0,O,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 WESTPAC BANKING CORPORATION 4.650% INST 23/08/23,XS1869446077,46YZ,Fixed interest (Trade reporting Only),BYZLSG7,23-Aug-2018,23-Aug-2023,4.65,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS 03/08/20,GB00BG64FQ87,93WB,Fixed interest (Trade reporting Only),BG64FQ8,09-Aug-2019,03-Aug-2020,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 GKN HOLDINGS PLC 3.375% NTS 12/05/32,XS1611857795,68AK,Fixed interest (Trade reporting Only),BF0MHX2,12-May-2017,15-May-2032,3.375,F,CWTU,UIDU,0,0,,GBP,CWTU,0,,,0,,,100 SCOTTISH INV TST PLC 4 1/4% PERP DEB STK,GB0007826653,45IF,Trade Reporting only,0782665,,31-Dec-9999,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 BARCLAYS BANK PLC WARRANT LKS SECS 13/12/23,XS1673887284,11CU,Fixed interest (Trade reporting Only),BFF5RM5,13-Dec-2017,13-Dec-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 TOYOTA MOTOR FIN (NETHERLANDS) B.V FLTG RTE NTS 28/03/22,XS1968592508,63MM,Fixed interest (Trade reporting Only),BJSFKG5,28-Mar-2019,28-Mar-2022,0,V,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 THAMES WATER UTILITIES FINANCE PLC 4.625% CLS A GTD UNWPD BDS 04/06/46,XS0800186222,37XO,Fixed interest (Trade reporting Only),B8BQJB6,03-Jul-2012,03-Jul-2032,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 ZURICH FINANCE (UK) PLC LS-FLR MED.-T. NTS 03(22/UND.),XS0177600920,EZF2,Order book for Fixed Income Securities,BFWM912,,31-Dec-9999,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 SG ISSUER NTS 25/06/24,GB00BF9B5R01,50PF,Fixed interest (Trade reporting Only),BF9B5R0,20-Sep-2018,25-Jun-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 EMH TREASURY PLC 4.50% GTD SEC BDS 29/01/44,XS1021246852,36GZ,Fixed interest (Trade reporting Only),BJBQ2D6,30-Jan-2014,29-Jan-2044,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 COMMERZBANK AG AUTO CLLBLE DUE 31/08/23,XS1649638886,81SM,Fixed interest (Trade reporting Only),BYZ6RF4,07-Sep-2017,31-Aug-2023,0,Z,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 CANADIAN IMPERIAL BANK OF COMMERCE CBL17 2.350% COV BDS 27/07/22 (REG S),USC2428PBK69,77DG,Fixed interest (Trade reporting Only),BD0B434,27-Jul-2017,27-Jul-2022,2.35,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 FIRSTGROUP PLC 5.250% BDS 29/11/22 (BR) GBP,XS0859438557,17IX,Fixed interest (Trade reporting Only),B7QNPW8,30-Nov-2012,29-Nov-2022,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MKT ACC NTS PETRO GAS 23/11/21,XS1800554104,38RB,Fixed interest (Trade reporting Only),BFWNL31,29-Mar-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6Y PHNX KONS CAR 04/12/24,XS1898241812,59XR,Fixed interest (Trade reporting Only),BH3JLX2,07-Dec-2018,04-Dec-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ANZ NEW ZEALAND (INT'L) LD 3.400% NTS 19/03/24 (REG S),US00182FBK12,62UK,Fixed interest (Trade reporting Only),BJVNRM1,20-Mar-2019,19-Mar-2024,3.4,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZRO CPN NTS 24/10/46,XS1504233500,51IX,Fixed interest (Trade reporting Only),BD6FT35,,24-Oct-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 INVESTEC BANK PLC 5.27% CRDT LKD NTS 20/06/25,XS2117430269,79NN,Fixed interest (Trade reporting Only),BLLZKZ5,02-Mar-2020,20-Jun-2025,5.27,F,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 HSBC BANK PLC VCA IL NTS LKD EURO STOXX 50 16/11/21,XS0704360436,11EF,Fixed interest (Trade reporting Only),B78SHT2,17-Nov-2011,16-Nov-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL ZERO CPN NTS 04/08/46,XS1459817604,43YB,Fixed interest (Trade reporting Only),BD1FCZ3,04-Aug-2016,04-Aug-2046,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 11 PLC RESIDUAL CERTS 11/03/35 £ (REG S),XS0137277918,AC95,Trade Reporting only,3099243,,11-Mar-2025,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 FINNVERA PLC 1.875% NTS 05/10/20 U,XS1692488262,87YP,Fixed interest (Trade reporting Only),BYZ29F6,05-Oct-2017,05-Oct-2020,1.875,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 JP MORGAN CHASE & CO CMS LKD NTS 17/05/22,XS0298868497,42HM,Fixed interest (Trade reporting Only),B23Y4F5,,17-May-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT & REDPN SEC 20/12/28,XS1883105162,96CY,Fixed interest (Trade reporting Only),BGPFVL9,20-Dec-2018,20-Dec-2028,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 ANZ NEW ZEALAND (INT'L) LD 2.750% NTS 03/02/21 (REG S),US00182FAZ99,13OM,Fixed interest (Trade reporting Only),BZ6TGP2,03-Feb-2016,03-Feb-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ROYAL BANK OF CANADA 0.125% SNR NTS DUE 23/07/24,XS2031862076,71XG,Fixed interest (Trade reporting Only),BK9WD07,23-Jul-2019,23-Jul-2024,0.125,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 EUROFIMA 0.15% INST 10/10/34 (TEMP),XS2110830937,78VL,Fixed interest (Trade reporting Only),BK6KY45,,10-Oct-2034,0,,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 TURKIYE PETROL RAFINERILERI AS 4.50% NTS 18/10/24 (144A),US90015MAB19,93AP,Fixed interest (Trade reporting Only),BF08Z36,19-Oct-2017,18-Oct-2024,4.5,F,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL RTE LNKD INT NTS 30/08/26,XS1417406011,44RT,Fixed interest (Trade reporting Only),BD8D584,30-Aug-2016,30-Aug-2026,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION CAP FLTG RTE NTS 16/06/14,XS0268758975,33GB,Fixed interest (Trade reporting Only),B1FPT43,,16-Jun-2014,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 30/09/43,XS0973006827,65YE,Fixed interest (Trade reporting Only),BF8HKM9,30-Sep-2013,30-Sep-2043,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK PLC 7.35% NTS 17/07/2022,XS0803124667,15YT,Fixed interest (Trade reporting Only),B7FGY10,31-Aug-2012,17-Jul-2022,0,,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 HEATHROW FUNDING LD 1.875% BONDS 23/05/24,XS1069552393,74CN,Fixed interest (Trade reporting Only),BMN9096,23-May-2014,23-May-2024,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP TRP IDX 3YR PHNX KON'S CAR 31/12/21,XS1921299316,59ZC,Fixed interest (Trade reporting Only),BHZ0CV8,04-Jan-2019,31-Dec-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC 2A4 RMB FRN 17/05/2060 REGS,XS0744002998,51KI,Fixed interest (Trade reporting Only),B7JCNX9,14-Feb-2012,17-May-2060,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL ACCRETING NTS 23/09/30,XS0542162036,45LG,Fixed interest (Trade reporting Only),B3N7WF7,,23-Sep-2030,0,,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 MDGH - GMTN B.V. 3.750% NTS 19/04/29,XS1598828298,66RW,Fixed interest (Trade reporting Only),BZ0VVL5,19-Apr-2017,19-Apr-2029,3.75,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS 23/11/21,GB00BZY3LF18,43ZR,Fixed interest (Trade reporting Only),BZY3LF1,06-Jun-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 EURO-VIP LD SEC VAR NTS (STD CHART SER) 11/30 (BR),QQ0003154812,99GS,Trade Reporting only,0315481,,13-Nov-2030,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 TESCO PLC 5.125% NTS 10/04/47,XS0295018070,83HC,Fixed interest (Trade reporting Only),B1VVW57,,10-Apr-2047,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 0.750% NTS 15/12/20,XS1564319587,60NE,Fixed interest (Trade reporting Only),BYQ2M78,,15-Dec-2020,0,,PSNR,EIDP,0,0,,GBP,PSNR,0,,,0,,,100 SG ISSUER NTS 02/08/27,GB00BG8HJ740,93CA,Fixed interest (Trade reporting Only),BG8HJ74,09-Aug-2019,02-Aug-2027,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 QNB FINANCE 0.05% NTS 31/08/21,XS1482139760,44TE,Fixed interest (Trade reporting Only),BZCGKX3,31-Aug-2016,31-Aug-2021,0,,CWNR,NIDW,0,0,,CHF,CWNR,0,,,0,,,100 LLOYDS BANK PLC CALL ZRO CPN NTS 02/07/43,XS0947491154,10NT,Fixed interest (Trade reporting Only),BBPJZ25,03-Jul-2013,02-Jul-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC MAWS CHINA NATIONAL NUC PWR 20/11/20,GB00BG8HFZ43,88TS,Fixed interest (Trade reporting Only),BG8HFZ4,27-Nov-2019,20-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 15/06/09,XS0257065879,65ZU,Fixed interest (Trade reporting Only),B178XW6,,15-Jun-2009,0,,CWNU,NIDU,0,0,,EUR,CWNU,0,,,0,,,100 HOLMES MASTER ISSUER PLC 2011-3 A5 RMB FRN 15/10/54 144A,US43641NBL73,75US,Fixed interest (Trade reporting Only),B557P83,21-Sep-2011,15-Oct-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LLOYDS BANK PLC ZRO CPN CLB NTS 21/10/44,XS1120552077,38UC,Fixed interest (Trade reporting Only),BRS61F0,21-Oct-2014,21-Oct-2044,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN 3.625% NTS 15/06/21,XS0791007734,30FI,Fixed interest (Trade reporting Only),B8G19V6,15-Jun-2012,15-Jun-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 UNITED UTILITIES WATER FINANCE PLC 0.01% IDX LNKD NTS 30/09/36,XS1497735099,48PA,Fixed interest (Trade reporting Only),BZ0BMK1,30-Sep-2016,30-Sep-2036,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 UK TREASURY STRIP 07SEP2022CPN,GB0030884232,DZ06,Gilts,3088423,,07-Sep-2022,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 THE REPUBLIC OF UZBEKISTAN SERIES 1 4.750% NTS 20/02/24 (144A),US91822Q2B25,61GW,Fixed interest (Trade reporting Only),BHZQ1B9,20-Feb-2019,20-Feb-2024,4.75,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ROYAL BANK OF CANADA 0.125% CVRD BDS 25/03/26,XS2143036718,79QO,Fixed interest (Trade reporting Only),BL68M08,25-Mar-2020,25-Mar-2026,0.125,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 QUADGAS FINANCE PLC 3.29% GRTD SEC SRS 5 NTS 30/08/2030,GB00BGHH8Q71,55HU,Fixed interest (Trade reporting Only),BGHH8Q7,30-Oct-2018,30-Aug-2030,3.29,F,CWTU,UIDU,0,0,,GBP,CWTU,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED NTS 07/04/23,XS1211653099,76OF,Fixed interest (Trade reporting Only),BVGH1S6,08-Apr-2015,07-Apr-2023,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ZRO CPN NTS 23/01/36,XS0240724798,40YY,Fixed interest (Trade reporting Only),B0XDMV0,,23-Jan-2036,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 NATWEST MARKETS PLC 2.00% NTS 26/08/20,XS0536055246,94UF,Fixed interest (Trade reporting Only),B3MDWY5,,26-Aug-2020,0,,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 MACQUARIE BANK LD 1.623% UNSUB DBT INSTR 18/08/25,XS1274098117,93DQ,Fixed interest (Trade reporting Only),BYW6M30,18-Aug-2015,08-Aug-2025,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS INV P/S SRS 1601 12/02/27,XS2091491097,67MZ,Fixed interest (Trade reporting Only),BHR37X2,17-Feb-2020,12-Feb-2027,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 14 PLC B1A MTG BCKD FRN 10/06/36 EUR(BR)(REG S),XS0165459701,56BH,Trade Reporting only,3275968,,10-Jun-2036,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZRO CPN NTS 21/06/43,XS0944439461,44UU,Fixed interest (Trade reporting Only),BBPLDR2,21-Jun-2013,21-Jun-2043,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHX KO NTS CAR 18/03/26,XS2124084927,77HX,Fixed interest (Trade reporting Only),BLNNX03,23-Mar-2020,18-Mar-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SBAB BANK AB (PUBL) FLTNG RTE NTS 11/10/22,XS1697766951,88VD,Fixed interest (Trade reporting Only),BZ0XPK8,11-Oct-2017,11-Oct-2022,0,V,PSTR,UIDP,0,0,,SEK,PSTR,0,,,0,,,100 HBOS PLC 6.00% SUB NTS 01/11/33 $ (REGS),US4041A3AG79,64KQ,Trade Reporting only,3376054,,01-Nov-2033,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 GREECE,(KINGDOM OF) NAT MTG BK GR 7%(4 3/4%)STLG MTG(ASS),GB0003864096,30GY,Trade Reporting only,0386409,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 INVESTEC BANK PLC PHX KO NTS CAR 15/12/25,XS2076255319,85SZ,Fixed interest (Trade reporting Only),BL3SR51,18-Dec-2019,15-Dec-2025,0,O,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 CANADIAN IMPERIAL BANK OF COMMERCE 0.000% SRS CBL14 CVD BDS 26/10/21,XS1508919062,51NJ,Fixed interest (Trade reporting Only),BYX92W7,26-Oct-2016,26-Oct-2021,0,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.6 PLC CLASS'A'WITH'A'ORD CPN2037 £(BR)(REG S),XS0098785644,95NX,Trade Reporting only,0749121,,13-Sep-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ASB FINANCE LD 2.457% NTS DUE 25/09/24,XS1689200241,84CF,Fixed interest (Trade reporting Only),BD7Y4M5,25-Sep-2017,25-Sep-2024,2.457,F,CWNR,EIDW,0,0,,HKD,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZERO CPN CALL NTS 23/07/32,XS0804755600,12ZL,Fixed interest (Trade reporting Only),B6VZB57,23-Jul-2012,23-Jul-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ASB FINANCE LD 1.710% NTS 01/03/30,XS1778931706,19XQ,Fixed interest (Trade reporting Only),BF4TN86,01-Mar-2018,01-Mar-2030,1.71,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC 0.75% CRDT LKD NTS 20/12/24,XS2055084490,78BK,Fixed interest (Trade reporting Only),BL3SR39,18-Dec-2019,20-Dec-2024,0.75,F,CRNR,EIDR,0,0,,SEK,CRNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV AMD LINKED FLTNG RTE NTS 18/12/21,XS1737658515,11IW,Fixed interest (Trade reporting Only),BFX4L22,18-Dec-2017,18-Dec-2021,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 TOYOTA MOTOR FIN (NETHERLANDS) B.V FLT RTE NTS 23/07/21,XS2069992845,76PV,Fixed interest (Trade reporting Only),BKPJ0F6,25-Oct-2019,23-Jul-2021,0,V,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 FINNVERA PLC 1.625% NTS 23/10/24 (RES),US31808LAD47,90ZZ,Fixed interest (Trade reporting Only),BJX9PM3,,23-Oct-2024,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 2.55% NT 26/10/20,XS1711225893,94VV,Fixed interest (Trade reporting Only),BDGHWK9,06-Nov-2017,26-Oct-2020,2.55,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 22/03/24,GB00BF6XBT31,81YO,Fixed interest (Trade reporting Only),BF6XBT3,08-Sep-2017,22-Mar-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HSBC BANK PLC MAWS LKD ORD A FOXCONN 23/11/21,GB00BZY3LV75,44WF,Fixed interest (Trade reporting Only),BZY3LV7,25-Jun-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 6.45% NTS 13/12/22,XS1734550897,10QU,Fixed interest (Trade reporting Only),BF2QTC5,13-Dec-2017,13-Dec-2022,6.45,F,CWTR,UIDW,0,0,,IDR,CWTR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. FLTG RTE NTS 21/06/21,XS1435233066,38XD,Fixed interest (Trade reporting Only),BDC7399,21-Jun-2016,21-Jun-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC FXD RTE CR LKD NTS 20/06/26,SE0013801107,84DV,Fixed interest (Trade reporting Only),BMT7WL0,29-Apr-2020,20-Jun-2026,0,F,CRNR,EIDR,0,0,,SEK,CRNR,0,,,0,,,100 LLOYDS BANK PLC NTS LKD EUR EX TOB NR CPI 08/02/2021,XS0587566281,79TP,Fixed interest (Trade reporting Only),B3VZBL2,12-Apr-2011,08-Feb-2021,0,,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 1.250% NTS 15/12/2023,XS1854000343,45PX,Fixed interest (Trade reporting Only),BF1C0P4,,15-Dec-2023,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 INVESTEC BANK PLC IMP UPSIDE NTS CAR 19/12/22,XS1702861896,11KH,Fixed interest (Trade reporting Only),BD9G344,19-Dec-2017,19-Dec-2022,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 SIGMA FINANCE CORPORATION CAP FLTG RTE NTS 30/10/09,XS0241029718,32SQ,Fixed interest (Trade reporting Only),B0XPRV1,,30-Oct-2009,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 INVESTEC BANK PLC IMP UP NTS W/O CAR 18/10/22,XS1487313907,50WX,Fixed interest (Trade reporting Only),BZCNT48,14-Oct-2016,18-Oct-2022,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SG ISSUER NTS 01/12/23,JE00BF335V62,69BP,Fixed interest (Trade reporting Only),BF335V6,19-May-2017,01-Dec-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 2 CLS A FRN 17/02/52 (REGS),XS0370504077,54ST,Fixed interest (Trade reporting Only),B39YM07,,17-Feb-2052,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 UK TREASURY STRIP 07DEC2045CPN,GB00B0BDT559,90EI,Gilts,B0BDT55,,07-Dec-2045,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 WELLINGTON PUB CO 7.335% 'B' SEC FXD RTE BDS 2029,XS0084965879,BR02,Trade Reporting only,0253343,,15-Jan-2029,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 VODAFONE GROUP PLC VOD 2 1/2 09/26/22,US92857WAZ32,13FR,Order book for Fixed Income Securities,BYVZMJ4,,26-Sep-2022,0,,EXED,INRE,0,0,,USD,EXED,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR KO NT CAR 28/02/23,XS1549583711,61LI,Fixed interest (Trade reporting Only),BDZTRT0,28-Feb-2017,28-Feb-2023,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL RTE LKD INT CDT LKD NTS 30/12/28,XS1490309991,71GG,Fixed interest (Trade reporting Only),BF33Z50,05-Jun-2017,30-Dec-2028,0,O,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ARRAN RESIDENTIAL MOR FD NO.2 PLC CLS CB AST BKD FRN 20/09/56 144A USD,US042707AK53,82TR,Fixed interest (Trade reporting Only),B1FJ213,,20-Sep-2056,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 ASHTEAD CAPITAL INC 5.625% SCND PRI SNR SEC NT01/10/24(144A),US045054AC71,55MG,Fixed interest (Trade reporting Only),BQSNV32,08-Oct-2014,01-Oct-2024,0,,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 INVESTEC BANK PLC IMP DUAL IDX 5 YR UPSD NTS CAR 01/06/23,XS1825540732,44AT,Fixed interest (Trade reporting Only),BF4J3Y2,08-Jun-2018,01-Jun-2023,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RDPN SEC 09/03/26,XS1719280957,32UB,Fixed interest (Trade reporting Only),BFM08Z3,14-Mar-2018,09-Mar-2026,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 HSBC BANK PLC CALL ACCRETING NTS 07/10/39,XS0455348044,76SW,Fixed interest (Trade reporting Only),B4WBWV3,,07-Oct-2039,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY CALL 2.68% NTS 26/05/37,XS0300854006,75CC,Fixed interest (Trade reporting Only),B1Y1SC3,,26-May-2037,0,,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 GE CAPITAL EUROPEAN FUND.UNLTD.CO. 0.800% NTS 20/01/22,XS1169353254,63VP,Fixed interest (Trade reporting Only),BVC3TB7,21-Jan-2015,20-Jan-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NATIONAL GRID NORTH AMERICA INC. 3.889% INSTRS 25/07/25,XS1859443365,49NE,Fixed interest (Trade reporting Only),BFZ4M38,25-Jul-2018,25-Jul-2025,3.889,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 6.20% NTS 16/11/22,XS1717197807,96KL,Fixed interest (Trade reporting Only),BFN4FK8,,16-Nov-2022,0,,PSNR,EIDP,0,0,,BRL,PSNR,0,,,0,,,100 HSBC BANK PLC MAWS SANY HEAVY INDUSTRY 30/04/21,GB00BG8HH033,OV5S,Fixed interest (Trade reporting Only),BG8HH03,12-May-2020,30-Apr-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS 22/02/21,GB00BG8HGN95,67RL,Fixed interest (Trade reporting Only),BG8HGN9,21-Feb-2020,22-Feb-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 14 PLC MTG EARLY RED CERTS 10/06/36 (REG S),XS0165472472,88ZU,Trade Reporting only,3276024,,10-Jun-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 FINANCE FOR RES SOCIAL HOUSING PLC SER 1'A2'/8.569% YLD NTS 2058 (BR)(144A),US31737RAB15,74KA,Trade Reporting only,2742418,,04-Oct-2058,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZERO CPN CALL NTS 18/01/2032,XS0732753933,48VC,Fixed interest (Trade reporting Only),B7G6NY5,18-Jan-2012,18-Jan-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL 0.270% NTS 15/01/25,XS1751345577,14PR,Fixed interest (Trade reporting Only),BFWV9Y2,15-Jan-2018,15-Jan-2025,0.27,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SG ISSUER NTS 03/03/2023,JE00BF0SG885,61MY,Fixed interest (Trade reporting Only),BF0SG88,28-Feb-2017,03-Mar-2023,0,V,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BRITISH TELECOMMUNICATIONS PLC 2.125% NTS 26/09/28,XS1886403200,47EN,Fixed interest (Trade reporting Only),BGRFYX0,26-Sep-2018,26-Sep-2028,2.125,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ASB FINANCE LD 0.08% NTS 24/08/20,XS1670740817,79WQ,Fixed interest (Trade reporting Only),BF003S3,24-Aug-2017,24-Aug-2020,0,V,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL 1.74% NTS 30/10/47,XS1708387698,94BU,Fixed interest (Trade reporting Only),BD9PZJ0,30-Oct-2017,30-Oct-2047,1.74,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 RUSSIAN FEDERATION 4.50% BDS 04/04/22 (RES),US78307ADC45,11NI,Fixed interest (Trade reporting Only),B58JYW3,05-Apr-2012,04-Apr-2022,0,,CRNR,NIOR,0,0,,USD,CRNR,0,,,0,,,100 SG ISSUER NTS 26/04/24,GB00BF6XC234,92QA,Fixed interest (Trade reporting Only),BF6XC23,16-Oct-2017,26-Apr-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMP SCOT WID FRN 16/06/23 GBP1000,XS0963352884,IM31,Fixed interest (SEAQ),BDC7QG7,23-Sep-2013,16-Jun-2023,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 18 PLC A2B MTG BCKD FRN 14/11/37 USD(BR)(144A),US76112SAH67,81EN,Trade Reporting only,B01SNF8,,14-Nov-2037,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 LBG CAPITAL NO.1 PLC 8.50% TO-FLTG RTE UD ENH CAP NTS (REG S),XS0471770817,44CE,Fixed interest (Trade reporting Only),B554Z06,,31-Dec-9999,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LLOYDS BANK PLC CALL ZERO CPN NTS 17/01/50,XS2104123521,88CS,Fixed interest (Trade reporting Only),BKX9P31,17-Jan-2020,17-Jan-2050,0,Z,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ASB FINANCE LD 1.000% NTS 02/05/25,XS1811053724,42QP,Fixed interest (Trade reporting Only),BFMFCS9,02-May-2018,02-May-2025,1,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 GREAT HALL MORTGAGES NO.1 PLC CLS CB SER 2007-02 NTS 18/06/39 (REGS),XS0308355733,75DS,Fixed interest (Trade reporting Only),B1Z9837,,18-Jun-2039,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SOUTHERN PACIFIC SECS 04-2 PLC A1C MTG BCKD FRN 10/06/25 £(144A),US84359VAC63,52LN,Trade Reporting only,B02FWX9,,10-Jun-2025,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC KICK OUT NTS CAP 06/06/22,XS1389863736,38DC,Fixed interest (Trade reporting Only),BDD8D79,06-Jun-2016,06-Jun-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LLOYDS BANK PLC S2017-1 FLTG RTE COV BDS 16/01/21,XS1549577408,59JS,Fixed interest (Trade reporting Only),BD8PSV4,16-Jan-2017,16-Jan-2021,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZRO CPN NTS 19/10/46,XS1506437596,50ZY,Fixed interest (Trade reporting Only),BD3WYH8,,19-Oct-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 SANTANDER UK PLC 7.95% TERM SUBORD SEC 26/10/29,US002920AC09,BG92,Trade Reporting only,0920379,,26-Oct-2029,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 METROPOLIS OF TOKYO 2.00% BDS 17/05/21 (RES),US59173LAA89,35AY,Fixed interest (Trade reporting Only),BYZJTY6,18-May-2016,17-May-2021,0,,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 HEATHROW FUNDING LD 6.75% BDS 03/12/28,XS0471436088,80ML,Fixed interest (Trade reporting Only),B4Y0FV9,,03-Dec-2028,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS INV P/S SRS 1656 13/04/27,XS2123262326,F78C,Fixed interest (Trade reporting Only),BJBKDW4,15-Apr-2020,13-Apr-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BANCO BILBAO VIZCAYA ARGENTARIA S.A FLTG RTE NTS 03/10/36,XS0267586617,74LQ,Fixed interest (Trade reporting Only),B1FR1J8,,03-Oct-2036,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BARCLAYS BANK PLC 5.43% CALL NTS 19/01/2032,XS0549834413,48WS,Fixed interest (Trade reporting Only),B6TW194,19-Jan-2012,19-Jan-2032,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 2.625% NTS 19/04/2021,US4581X0DB14,40HY,Fixed interest (Trade reporting Only),BDRN1P4,19-Apr-2018,19-Apr-2021,2.265,F,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 03/01/23,XS1515222898,58RQ,Fixed interest (Trade reporting Only),BYMCVF3,03-Jan-2017,03-Jan-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.7 PLC 'B' MTG-BCKD FRN 11/02/38 £(BR)(144A),US76111CAE93,61OJ,Trade Reporting only,0877293,,11-Feb-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NORDIC INVESTMENT BANK ZRO CPN CALL NTS 29/11/46,XS1523320684,55PH,Fixed interest (Trade reporting Only),BD38GK3,29-Nov-2016,29-Nov-2046,0,Z,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN 3.00% NTS 05/09/34,XS1098106229,44DU,Fixed interest (Trade reporting Only),BQQP9V4,05-Sep-2014,05-Sep-2034,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 GRACECHURCH CARD PROGRAMME FUND.PLC SRS14-2 CLSA FR A/BKD NTS 15/06/24,XS1133034923,41BL,Fixed interest (Trade reporting Only),BSLVNR5,11-Nov-2014,15-Jun-2024,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MALINA FINANCING 2013-1 PLC 2.598% SEC RPI-LKD NTS 28/08/36,XS0919179712,15KU,Fixed interest (Trade reporting Only),B8W88C5,08-May-2013,28-Aug-2036,0,,CWNU,EIOU,0,0,,GBP,CWNU,0,,,0,,,100 PARAGON MORTGAGES (NO. 15) PLC CLS A1 MORT BKD FR NT 15/12/39 $ REGS,XS0310510960,96NM,Fixed interest (Trade reporting Only),B23DRN1,,15-Dec-2039,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 30/12/26,GB00BFRNGX12,59LD,Fixed interest (Trade reporting Only),BFRNGX1,09-Jan-2019,30-Dec-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR PHX KO CAR 16/12/22,XS1515114574,57ZO,Fixed interest (Trade reporting Only),BYYS0T6,20-Dec-2016,16-Dec-2022,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NATIONAL GRID GAS PLC 1.7552% IDX-LKD INST 12/01/37,XS0281549336,33QU,Fixed interest (Trade reporting Only),B1N4FX3,,12-Jan-2037,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 JSC DEVELOPMENT BANK OF KAZAKHSTAN 10.75% NTS 12/02/25,XS2106835262,77PK,Fixed interest (Trade reporting Only),BKKJWR7,12-Feb-2020,12-Feb-2025,10.75,F,CWNR,EIDW,0,0,,KZT,CWNR,0,,,0,,,100 NATWEST MARKETS PLC 4.39% NTS 10/06/24,XS2008862323,66DX,Fixed interest (Trade reporting Only),BJLMVG0,10-Jun-2019,10-Jun-2024,4.39,F,CWTR,UIDW,0,0,,CNY,CWTR,0,,,0,,,100 YORKSHIRE BUILDING SOCIETY 0.50% SRS 10 CVD BDS 19/06/21,XS1248340587,87MB,Fixed interest (Trade reporting Only),BYP3SL8,19-Jun-2015,19-Jun-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BARCLAYS BANK PLC FXD RTE CMS NTS 18/03/31,XS0586094475,63BO,Fixed interest (Trade reporting Only),B3T9XW1,21-Mar-2011,18-Mar-2031,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 UK TREASURY STRIP 07JUN2027CPN,GB0002443694,BA60,Gilts,0244369,,07-Jun-2027,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 HSBC BANK PLC MAW'S LKD GEMADEPT CORPORATION 23/11/20,GB00BZY3JK23,14SS,Fixed interest (Trade reporting Only),BZY3JK2,16-Jan-2018,23-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CLAVIS SECURITIES PLC CLASS B2A NTS 15/12/40,XS0302270342,58TB,Fixed interest (Trade reporting Only),B1YB1N5,,15-Dec-2040,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS 17/03/60,XS2137294620,M3KV,Fixed interest (Trade reporting Only),BL69NB9,17-Mar-2020,17-Mar-2060,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SSE PLC 1.750% NTS 16/04/30,XS2156787173,4VCM,Fixed interest (Trade reporting Only),BL96NW8,16-Apr-2020,16-Apr-2030,1.75,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 KINGDOM OF SAUDI ARABIA (THE) 2.900% NTS 22/10/25 (UNRESTRICTED),XS2159975619,7XWI,Fixed interest (Trade reporting Only),BMVFV26,22-Apr-2020,22-Oct-2025,2.9,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL LKD INT NTS 05/08/25,XS1261238684,92TB,Fixed interest (Trade reporting Only),BYQJSR1,05-Aug-2015,05-Aug-2025,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 22/11/21,XS1517250079,55QX,Fixed interest (Trade reporting Only),BD38GH0,29-Nov-2016,22-Nov-2021,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC MANS AL BABTAIN POWER ORD 03/02/21,XS2106566180,76XI,Fixed interest (Trade reporting Only),BL394T7,20-Jan-2020,03-Feb-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC HLDGS PLC FLTG RTE NTS 05/10/23,XS1681855539,88FT,Fixed interest (Trade reporting Only),BF6RPY8,05-Oct-2017,05-Oct-2023,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ARRAN RESIDENTIAL MTG FDG NO.1 PLC CLASS A1B AST BKD FRN 12/04/36 USD(144A),US042706AF85,49RV,Fixed interest (Trade reporting Only),B16DG01,,12-Apr-2036,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 GRANITE MORTGAGES 04-1 PLC SER 1 'M' FRN 20/03/44 $(VAR),US38741VAE56,85DK,Trade Reporting only,3421802,,20-Mar-2044,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 TORONTO-DOMINION BANK 2.500% SRS CBL15 CVD BDS 18/01/22 REG S,USC8888MNS37,59MT,Fixed interest (Trade reporting Only),BDRVZC3,18-Jan-2017,18-Jan-2022,2.5,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK 7.34% NTS 06/03/21,XS1958575802,62JM,Fixed interest (Trade reporting Only),BJJMH64,06-Mar-2019,06-Mar-2021,7.34,F,PSNR,EIDP,0,0,,ZAR,PSNR,0,,,0,,,100 SCOTTISH POWER UK PLC INFLATION LNKD NTS 13/10/24,XS0118775591,80PM,Trade Reporting only,0123383,,13-Oct-2024,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 1.5842% RPI-LKD INST 28/07/56,XS0262082117,90KK,Fixed interest (Trade reporting Only),B19PHM3,,28-Jul-2056,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 5.01% NTS 10/08/22,XS0812465135,380B,Fixed interest (Trade reporting Only),B7TC9C0,10-Aug-2012,10-Aug-2022,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 HIGHER EDUCATION SECS INV 1 PLC CLASS A2 ASSET BCKD FRN 2028 $(BR) 144A,XS0094829388,84LI,Trade Reporting only,0263892,,10-Apr-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NEWDAY FUNDING 2018-2 PLC CLASS E AB FRN 15/12/2026 (REG S),XS1882675058,58UR,Fixed interest (Trade reporting Only),BFM8879,07-Nov-2018,15-Dec-2026,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMPALA QUAD 6 YEAR NTS 27/10/23,XS1685862309,94GG,Fixed interest (Trade reporting Only),BF3BPC1,01-Nov-2017,27-Oct-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 5.38% CALL NTS 19/08/39,XS0445830622,60AV,Fixed interest (Trade reporting Only),B431WW3,,19-Aug-2039,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 10/07/28,GB00BFRNFT01,45XK,Fixed interest (Trade reporting Only),BFRNFT0,17-Jul-2018,10-Jul-2028,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALLABLE 4.36% NTS 14/06/2028,XS1490306112,44GV,Fixed interest (Trade reporting Only),BFFKKT8,14-Jun-2018,14-Jun-2028,4.36,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 3.20% CLLBLE NTS DUE 21/07/27,XS1646905551,76YY,Fixed interest (Trade reporting Only),BD5MN80,21-Jul-2017,21-Jul-2027,3.2,F,CRNR,NIDR,0,0,,USD,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMPALA QUAD 6 YR IDX KCK OT NTS 03/10/23,XS1680963995,88HE,Fixed interest (Trade reporting Only),BF8J8B0,06-Oct-2017,03-Oct-2023,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 UNITED UTILITIES WATER LTD 1.7937% IDX-LKD NTS 19/05/49,XS0253593726,69JC,Fixed interest (Trade reporting Only),B15CS69,,19-May-2049,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 QUADGAS FINANCE PLC 3.07% GRTD SEC SRS 2 NTS 31/10/29,GB00BDRV3S55,40MK,Fixed interest (Trade reporting Only),BDRV3S5,23-Apr-2018,31-Oct-2029,3.07,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC FR CRED LNKD SECS 04/03/21,XS0568922818,95YL,Fixed interest (Trade reporting Only),B4KNTV0,07-Mar-2011,04-Mar-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALLABLE ZERO CPN NTS 05/06/39,XS0431315083,84MY,Fixed interest (Trade reporting Only),B54LCW9,,05-Jun-2039,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMP PHONX KO NT CAR 24/08/21,XS1282989323,94HW,Fixed interest (Trade reporting Only),BZ0S1H2,02-Sep-2015,24-Aug-2021,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CBLE FR NTS 29/07/24,XS1091623709,71NY,Fixed interest (Trade reporting Only),BPN62D6,29-Jul-2014,29-Jul-2024,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL ZRO CPN NTS 13/06/43,XS0943393750,10CV,Fixed interest (Trade reporting Only),BBJPLP4,13-Jun-2013,13-Jun-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 GFH SUKUK COMPANY LIMITED CERTS 28/01/25,XS2100582142,95HX,Fixed interest (Trade reporting Only),BKVBKW3,,28-Jan-2025,0,,SUNM,SKPM,0,0,,USD,SUNM,0,,,0,,,100 ASB FINANCE LD FLTG RT NTS 12/07/21,XS1443218554,42WR,Fixed interest (Trade reporting Only),BD0CSN5,12-Jul-2016,12-Jul-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUK INV PRF SHS SE 1430 21/09/26,GB00BJ343M42,75JU,Fixed interest (Trade reporting Only),BJ343M4,20-Sep-2019,21-Sep-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CADENT FINANCE PLC 2.1022% RPI-LKD INTS 14/08/48,XS0263581919,49UW,Fixed interest (Trade reporting Only),B1BS1G2,,14-Aug-2048,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 17/09/26,GB00BFRNFY53,52RP,Fixed interest (Trade reporting Only),BFRNFY5,24-Sep-2018,17-Sep-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 2.250% NTS 25/01/21,US45950KCM09,15PG,Fixed interest (Trade reporting Only),BD93T69,,25-Jan-2021,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS A2 FLTG RTE NTS 25/12/30 (144A),XS0240670413,73YA,Fixed interest (Trade reporting Only),B0XKWW2,,25-Dec-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 31.00% NTS 01/03/21,XS1959968063,62MN,Fixed interest (Trade reporting Only),BH3VWR9,08-Mar-2019,01-Mar-2021,31,F,PSNR,EIDP,0,0,,ARS,PSNR,0,,,0,,,100 FINLAND(REPUBLIC OF) 1.500% NTS DUE 21/0920 R,US31788DAG97,83UW,Fixed interest (Trade reporting Only),BF51Z52,,21-Sep-2020,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 0.840% GREEN GLBL NTS 26/06/2024,XS2017326625,70VW,Fixed interest (Trade reporting Only),BK4Q2H4,26-Jun-2019,26-Jun-2024,0.84,F,PSTR,UIDP,0,0,,HUF,PSTR,0,,,0,,,100 STATE OIL COMPANY OF THE AZERBAIJAN 4.75% SNR UNSEC NTS 13/03/23,XS0903465127,19LC,Fixed interest (Trade reporting Only),B907359,14-Mar-2013,13-Mar-2023,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 YORKSHIRE BUILDING SOCIETY 3.500% NTS 21/04/26,XS1397887537,33VG,Fixed interest (Trade reporting Only),BYV0868,21-Apr-2016,21-Apr-2026,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP 1.80% CDT LKD NTS 22/06/20,XS1225163002,87QS,Fixed interest (Trade reporting Only),BYP9ZG0,22-Jun-2015,22-Jun-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS B1 NTS 20/12/54,US38741YAD13,64WU,Trade Reporting only,B05Q7N4,,20-Dec-2054,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 SG ISSUER NTS 17/09/26,GB00BFRNFZ60,53LC,Fixed interest (Trade reporting Only),BFRNFZ6,24-Sep-2018,17-Sep-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 UNITED UTILITIES WATER LTD 1.3805% IDX-LKD NTS 21/11/56,XS0275712049,74RS,Fixed interest (Trade reporting Only),B1HP1B2,,21-Nov-2056,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 ULSTER BANK IRELAND DAC 11.75% SUB BDS,IE0004325514,FAP,Fixed interest (SEAQ),0432551,,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 1.634% COVERED BDS 02/11/37,XS1701863547,94JH,Fixed interest (Trade reporting Only),BYWSN22,02-Nov-2017,02-Nov-2037,1.634,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 0.185% SRS 16-12 REG CVD BDS 23/03/22,XS1385380289,23BN,Fixed interest (Trade reporting Only),BZ565Y6,23-Mar-2016,23-Mar-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG 1.625% GTD NTS 04/10/22,XS2060620619,92XS,Fixed interest (Trade reporting Only),BKP5P93,04-Oct-2019,04-Oct-2022,1.625,F,PSNR,EIDP,0,0,,NOK,PSNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK 7.50% FR CDT LKD NTS CITIGRP 30/06/26,XS1367225064,42YC,Fixed interest (Trade reporting Only),BD0Q569,13-Jul-2016,30-Jun-2026,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 LANARK MASTER ISSUER PLC SRS 17-1 1A RES M.BKD FRN 22/12/69 REG S,XS1639251252,75LF,Fixed interest (Trade reporting Only),BDDX910,05-Jul-2017,22-Dec-2069,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZRO CPN NTS 05/10/46,XS1495981463,49WH,Fixed interest (Trade reporting Only),BYVQXQ1,,05-Oct-2046,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 FEDERAL REPUBLIC OF NIGERIA (THE) 8.747% NTS 21/01/31 (REG S),XS1910827887,59RF,Fixed interest (Trade reporting Only),BGT0PT6,21-Nov-2018,21-Jan-2031,8.747,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 UK TREASURY STRIP 07MAR2036CPN,GB0032729922,35IL,Gilts,3272992,,07-Mar-2036,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 BARCLAYS BANK PLC SECS 01/05/26,XS2088253641,12ON,Fixed interest (Trade reporting Only),BLB7W99,04-May-2020,01-May-2026,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 GENFINANCE II PLC 6.064% SEC BDS 21/12/39 (BR),XS0474146288,93RF,Fixed interest (Trade reporting Only),B52M3S7,,21-Dec-2039,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 ANNES GATE PROPERTY PLC 3.237%IL GTD SEC BDS 31/03/30 £(VAR)(BR),XS0145430152,AM37,Trade Reporting only,3146343,,31-Mar-2030,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC KCK OUT NTS CAP RSK DUE 07/08/2023,XS1631434377,77VM,Fixed interest (Trade reporting Only),BDFBJY5,07-Aug-2017,07-Aug-2023,0,,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 WESTPAC BANKING CORPORATION FLTG RTE INSTR 20/11/2020,XS2081597713,89DX,Fixed interest (Trade reporting Only),BL1GT28,20-Nov-2019,20-Nov-2020,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 HSBC BANK PLC FLTG RTE NTS 07/06/21,XS2044154040,92AQ,Fixed interest (Trade reporting Only),BKS3C15,21-Aug-2019,07-Jun-2021,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC BARR RVRSE CONV NTS FTSE 100 14/04/22,XS1559933160,66JZ,Fixed interest (Trade reporting Only),BZ0XJG2,18-Apr-2017,14-Apr-2022,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 27/08/39,XS0447062026,43RU,Fixed interest (Trade reporting Only),B3ZYSD6,,27-Aug-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 EQUITY RELEASE FUNDING (NO.5) PLC CLASS B MTG BKD DEF FRN 14/07/50 £(BR),XS0225883973,32GC,Fixed interest (Trade reporting Only),B0GF257,,14-Jul-2050,0,,CRTR,UIOR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP TRIP IDX 6YR PHX KO NTS CAR 02/10/25,XS2050540496,76EX,Fixed interest (Trade reporting Only),BKRWPV4,07-Oct-2019,02-Oct-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NEWDAY FUNDING 2019-2 PLC CLASS E ASST BKD FRN 15/11/27 (REG S),XS2052209843,74TD,Fixed interest (Trade reporting Only),BJSF4N0,20-Sep-2019,15-Nov-2027,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 RAMS MORTGAGE CORPORATION LD CLASS B MTG BCKD FLTG RTE NTS 2032$(BR),XS0090890129,03NC,Trade Reporting only,0436865,,10-Oct-2032,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 NORDEA BANK ABP 4.00% NTS 29/06/20,XS0520755488,94KX,Fixed interest (Trade reporting Only),B3NBRF4,,29-Jun-2020,0,,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC 2A MTGE BCK NTS 15/07/2042,XS0700016750,11WL,Fixed interest (Trade reporting Only),B6X1K23,01-Nov-2011,15-Jul-2042,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SHELL INTERNATIONAL FINANCE B.V 0.500% GTD NTS 08/11/31,XS2078735276,92ZD,Fixed interest (Trade reporting Only),BKTMH61,08-Nov-2019,08-Nov-2031,0.5,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 NATWEST MARKETS PLC 1.125% NTS 14/06/23,XS1837997979,44LH,Fixed interest (Trade reporting Only),BFFKL28,14-Jun-2018,14-Jun-2023,1.125,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK 5.08% & IDX LKD RED NTS 25/04/23,XS0357691889,75MV,Fixed interest (Trade reporting Only),B2R65Y3,,25-Apr-2023,0,,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 BANK OF QUEENSLAND LD FLTG RT NTS 25/01/22,XS1555311692,59SV,Fixed interest (Trade reporting Only),BDFFMT3,26-Jan-2017,25-Jan-2022,0,V,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC WRNT LKD SECS 09/11/20,XS1087545676,85JM,Fixed interest (Trade reporting Only),BQY79W3,30-Sep-2014,09-Nov-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC 6% NTS 18/01/23,XS0873521966,19OD,Fixed interest (Trade reporting Only),B7KYYT7,18-Jan-2013,18-Jan-2023,0,,CWTR,UIDW,0,0,,NZD,CWTR,0,,,0,,,100 WESTPAC BANKING CORPORATION FLTG RTE NTS 04/09/20,XS2050413116,92CB,Fixed interest (Trade reporting Only),BJXC2X2,04-Sep-2019,04-Sep-2020,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 BRITISH TELECOMMUNICATIONS PLC 3.625% NTS 21/11/47,XS1720923066,99AG,Fixed interest (Trade reporting Only),BFMC291,21-Nov-2017,21-Nov-2047,3.625,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BIRMINGHAM CORP 3% STK(1902)32,GB0000992684,76GI,Trade Reporting only,0099268,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 SG ISSUER NTS 04/04/24,GB00BF6XFG81,39FX,Fixed interest (Trade reporting Only),BF6XFG8,11-Apr-2018,04-Apr-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS 21/01/44,XS1015432260,84RK,Fixed interest (Trade reporting Only),BJ59YJ1,21-Jan-2014,21-Jan-2044,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BANK OF MONTREAL 4.720% NTS 19/09/23,XS1881532599,50LZ,Fixed interest (Trade reporting Only),BGQVSM6,19-Sep-2018,19-Sep-2023,4.72,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 15/12/16,XS0221460503,36DO,Trade Reporting only,B0BL7Q6,,15-Dec-2016,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 16/06/14,XS0194523444,68VR,Trade Reporting only,B01HS72,,16-Jun-2014,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 FEDERAL REPUBLIC OF NIGERIA (THE) 6.375% NTS 12/07/2023 (RES),US65412ACD28,71SK,Fixed interest (Trade reporting Only),BC5ZG94,15-Jul-2013,12-Jul-2023,0,,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD SRS 2019-1 FLTG RTE CVRD BDS 24/01/22,XS1937637236,60GX,Fixed interest (Trade reporting Only),BGMK247,24-Jan-2019,24-Jan-2022,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZRO CPN NTS 21/01/44,XS1014830613,34RZ,Fixed interest (Trade reporting Only),BJ59YG8,21-Jan-2014,21-Jan-2044,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ROYAL BANK OF CANADA 4.65% NTS 26/11/40,XS0560179177,78QP,Fixed interest (Trade reporting Only),B42FVH4,,26-Nov-2040,0,,CWTR,UIDW,0,0,,CAD,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZERO CPN NTS 26/08/46,XS1481500525,44MX,Fixed interest (Trade reporting Only),BD8F0Q3,,26-Aug-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 BARCLAYS BANK PLC FLTG RTE NTS 15/07/24,XS0443608889,99YY,Fixed interest (Trade reporting Only),B46DHQ5,,15-Jul-2024,0,,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 MACQUARIE BANK LD 2.325% UNSUB DBT INSTR 13/01/31,XS1342921217,10HH,Fixed interest (Trade reporting Only),BDGN2V8,13-Jan-2016,13-Jan-2031,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HOLMES MASTER ISSUER PLC 2012-3 B2 RES MORT BCK FRN 15/10/54 A,XS0790188139,15TX,Fixed interest (Trade reporting Only),B89CYW2,08-Jun-2012,15-Oct-2054,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF AMERICA CORPORATION 1.662% FXD/FLTG RTE SNR NTS 25/04/28,XS1811435251,96WP,Fixed interest (Trade reporting Only),BFM7FZ3,25-Apr-2018,25-Apr-2028,1.662,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZRO CPN NTS 21/10/46,XS1507458294,51FM,Fixed interest (Trade reporting Only),BDFVGG6,,21-Oct-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 UK TREASURY STRIP 07JUN2029CPN,GB0009140046,69PE,Gilts,0914004,,07-Jun-2029,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 THE MINISTRY OF FINANCE OF THE PEOP 0.5% BDS 12/11/31,XS2078533218,78PR,Fixed interest (Trade reporting Only),BJXT1S1,13-Nov-2019,12-Nov-2031,0.5,F,MWNU,NIOM,0,0,,EUR,MWNU,0,,,0,,,100 AGRICULTURAL DEVELOPMENT BANK OF CH 3.40% BDS 06/11/24,HK0000536356,76TX,Fixed interest (Trade reporting Only),BJN4M49,07-Nov-2019,06-Nov-2024,3.4,F,MWNU,NIOM,0,0,,CNY,MWNU,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZERO CPN CALL NTS 18/05/32,XS0781576581,22MM,Fixed interest (Trade reporting Only),B82BCV1,18-May-2012,18-May-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SRS 1 CLS A MORT BKD FRN'S 15/07/42,XS0520953877,77YN,Fixed interest (Trade reporting Only),B466DW2,,15-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 5.00% NTS 21/04/2031,XS0619531162,63KR,Fixed interest (Trade reporting Only),B629S68,21-Apr-2011,21-Apr-2031,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK PLC CLB DL RNG ACRL NTS 09/10/24,XS1114124214,37VT,Fixed interest (Trade reporting Only),BRJ9794,09-Oct-2014,09-Oct-2024,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 21/07/2040,XS0527781404,47QR,Fixed interest (Trade reporting Only),B4PHG61,11-Jul-2011,21-Jul-2040,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 MORGAN STANLEY 5.07% NTS 03/08/30,XS0262386922,33CV,Fixed interest (Trade reporting Only),B1B8WL4,,03-Aug-2030,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 ASSA ABLOY AB 1.25% NTS 17/04/30,XS1219616106,77BL,Fixed interest (Trade reporting Only),BWX5VS0,17-Apr-2015,17-Apr-2030,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 CELTIC RESDNTL IRISH MTGE SECS1 PLC 'A' SEC FLTG RTE NTS 2030 EUR (BR),XS0087616396,91LP,Trade Reporting only,0289694,,18-Apr-2030,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 LLOYDS BANK PLC 1.217% NTS 22/01/25,XS1172427905,64EE,Fixed interest (Trade reporting Only),BV0LL39,22-Jan-2015,22-Jan-2025,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CADENT FINANCE PLC 1.125% INSTRS 22/09/21,XS1492680811,46YP,Fixed interest (Trade reporting Only),BD87Z53,22-Sep-2016,22-Sep-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC KCK OUT NTS CAP AT RSK 20/10/23,XS1703978863,93VW,Fixed interest (Trade reporting Only),BF543D5,27-Oct-2017,20-Oct-2023,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 FEDERAL REPUBLIC OF NIGERIA (THE) 7.696% NTS 23/02/38 (RULE 144A),US65412JAH68,19RE,Fixed interest (Trade reporting Only),BF5J620,23-Feb-2018,23-Feb-2038,7.696,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 FAB SUKUK COMPANY LIMITED TST CERT 21/01/25,XS2106056067,87WU,Fixed interest (Trade reporting Only),BKP8ZF8,21-Jan-2020,21-Jan-2025,0,O,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 1.00% NTS 27/04/2025,XS1813286579,42FR,Fixed interest (Trade reporting Only),BFNC4D8,27-Apr-2018,27-Apr-2025,1,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 LLOYDS BANK PLC 0.875% NTS 02/10/20,XS1117270311,86GA,Fixed interest (Trade reporting Only),BRF1307,02-Oct-2014,02-Oct-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC FLTG RTE NTS 04/04/22,NO0010790405,63MC,Fixed interest (Trade reporting Only),BF2X1Z3,,04-Apr-2022,0,,CWNR,EIDW,0,0,,NOK,CWNR,0,,,0,,,100 HSBC BANK PLC FLTG RTE NTS 07/06/21,XS2008290426,68YS,Fixed interest (Trade reporting Only),BK1MFB0,07-Jun-2019,07-Jun-2021,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA ZERO CPN CALL NTS 21/12/40,XS0568425358,78TQ,Fixed interest (Trade reporting Only),B589B77,,21-Dec-2040,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HBOS TREASURY SERVICES PLC CMS FLTG RTE NTS 12/04/21,XS0250095097,65WJ,Fixed interest (Trade reporting Only),B12W5H2,,12-Apr-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC 2019-1 CLS A3 RS MO BD NTS 15/07/58 REGS,XS2058007514,80BN,Fixed interest (Trade reporting Only),BK6V3V8,10-Oct-2019,15-Jul-2058,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 STANDARD CHARTERED PLC 3.625% DATED SUB NTS 23/11/22,XS0858585051,17IN,Fixed interest (Trade reporting Only),B8S8DM4,23-Nov-2012,23-Nov-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC MKT ACC NTS HOA PHAT 23/11/21,XS1800551936,38QW,Fixed interest (Trade reporting Only),BFWNKZ6,29-Mar-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 NORDIC INVESTMENT BANK 2.04% NTS 19/03/21,XS1964621988,62UA,Fixed interest (Trade reporting Only),BJ0LSW3,19-Mar-2019,19-Mar-2021,2.04,F,PSNR,EIDP,0,0,,HKD,PSNR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS 23/11/21,GB00BG64CC37,61DL,Fixed interest (Trade reporting Only),BG64CC3,14-Feb-2019,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC CALL LNR ACC NTS 13/09/30,XS0538975094,45JL,Fixed interest (Trade reporting Only),B6804C3,,13-Sep-2030,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA LNR ZRO CALL ACC NTS 03/08/36,XS1458412597,43XW,Fixed interest (Trade reporting Only),BDCCZ76,03-Aug-2016,03-Aug-2036,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MANS RYANAIR 29/10/20,XS2068932222,76KZ,Fixed interest (Trade reporting Only),BJM0HH6,18-Oct-2019,29-Oct-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 TESCO PLC 5.20% NTS 05/03/57,XS0289810318,74ZF,Fixed interest (Trade reporting Only),B1SX847,,05-Mar-2057,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NETWORK RAIL INFRASTRUCTURE FIN PLC 2.315% NTS 07/06/2021,XS0255592825,49FH,Fixed interest (Trade reporting Only),B16KYL9,,07-Jun-2021,0,,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 INVESTEC BANK PLC GBP KICK OUT NOTES DUE 23/06/23,XS1619826016,73IQ,Fixed interest (Trade reporting Only),BF1XK68,23-Jun-2017,23-Jun-2023,0,O,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.13 PLC M2B MTG BCKD FRN 12/12/36 $ (BR)(REG S),XS0156466590,47TS,Trade Reporting only,3216677,,12-Dec-2036,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 BANK OF AMERICA CORPORATION KAZAKHSTAN INF LKD DUAL CP NTS 11/01/21,XS0240118017,81TS,Fixed interest (Trade reporting Only),B0WD1J2,,11-Jan-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT RED SECS 26/01/26,XS1566935703,15YJ,Fixed interest (Trade reporting Only),BFYV7M4,31-Jan-2018,26-Jan-2026,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 HEATHROW FUNDING LD 0.80% UNWRPD BDS 17/12/41,XS2093113483,85PO,Fixed interest (Trade reporting Only),BKKL4V1,17-Dec-2019,17-Dec-2041,0.8,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 HSBC BANK PLC MAN LKD ORD SHS EGYPT KUWAIT 09/11/20,XS1716617490,95KM,Fixed interest (Trade reporting Only),BFDZ0J5,10-Nov-2017,09-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 4.375% NTS 15/06/22,US219868BS46,12WA,Fixed interest (Trade reporting Only),B7VZ4D3,18-Jun-2012,15-Jun-2022,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC BRRIER RVRSE NTS DUE 18/08/23,XS1632884604,79OT,Fixed interest (Trade reporting Only),BYW1MV3,21-Aug-2017,18-Aug-2023,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ARRAN RESIDENTIAL MTG FDG NO.1 PLC CLASS CC AST BKD FRN 12/04/56 EUR(144A),US042706AP67,82NF,Fixed interest (Trade reporting Only),B16DLR3,,12-Apr-2056,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC 0.80% CR LKD NTS 20/12/22,XS2056539534,76MK,Fixed interest (Trade reporting Only),BKLF8F4,23-Oct-2019,20-Dec-2022,0.8,F,CRTR,UIDR,0,0,,SEK,CRTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY NWIDE 6 7/8 PERP,XS1043181269,13OT,Order book for Fixed Income Securities,BYVZL97,,31-Dec-9999,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 RMAC 2000 - NS2 PLC CLASS 'A1' MTG BCKD FRN 12/06/42 £(BR),XS0113216401,63PD,Trade Reporting only,0887720,,12-Jun-2042,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 WESTPAC BANKING CORPORATION FLTNG RTE REG S CVRD BDS 18/01/23,XS1753807368,15BH,Fixed interest (Trade reporting Only),BFWVPB1,18-Jan-2018,18-Jan-2023,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 BARCLAYS BANK PLC WT LKD SECS 01/06/20,XS1037773212,73KB,Fixed interest (Trade reporting Only),BN31TV4,02-Jun-2014,01-Jun-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 4.65% CALL NTS 06/06/41,XS0631982005,94SK,Fixed interest (Trade reporting Only),B3R15M3,06-Jun-2011,06-Jun-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 WELLS FARGO FINANCE LLC FXD TO FLTG RTE NTS 06/09/26,XS2050860050,92AD,Fixed interest (Trade reporting Only),BK4W357,06-Sep-2019,06-Sep-2026,0,O,MWNU,NIDM,0,0,,USD,MWNU,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV (TND LKD) 7.60% NTS 20/05/22,XS2178065699,OFAH,Fixed interest (Trade reporting Only),BMFY903,20-May-2020,20-May-2022,7.6,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC MAW ORD A GREE ELECT 23/11/21,GB00BG64CX40,60MZ,Fixed interest (Trade reporting Only),BG64CX4,02-Jan-2019,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC NTS LKD PREF SHS SRS 1412 10/08/26,XS2009888095,93BV,Fixed interest (Trade reporting Only),BFZ5KW6,09-Aug-2019,10-Aug-2026,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LONDON POWER NETWORKS PLC 3.125% IDX LKD NTS 07/06/32,XS0148890279,81VD,Fixed interest (Trade reporting Only),3172003,,07-Jun-2032,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BIZ FINANCE PLC 9.95% LOAN PART NTS 14/11/29 (REG S),XS2010039209,78UL,Fixed interest (Trade reporting Only),BKRQKB1,15-Nov-2019,14-Nov-2029,9.95,F,MWTU,UIOM,0,0,,USD,MWTU,0,,,0,,,100 SIGMA FINANCE CORPORATION 3.295% NTS 30/07/09,XS0099452293,54NX,Trade Reporting only,0746092,,30-Jul-2009,0,,MISC,DIPS,0,0,,CHF,MISC,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 2 CLS B FRN 17/02/52 (REGS),XS0277514310,87CT,Fixed interest (Trade reporting Only),B1L71N6,,17-Feb-2052,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 29/04/27,XS1955111106,64IV,Fixed interest (Trade reporting Only),BJRF7S7,29-Apr-2019,29-Apr-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WELLS FARGO & COMPANY 2.250% NTS 03/09/20,XS0968433135,51LO,Fixed interest (Trade reporting Only),BD64SX5,03-Sep-2013,03-Sep-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 CITY OF GOTHENBURG 0.25% NTS 13/09/21,XS1489408945,45MM,Fixed interest (Trade reporting Only),BD5TBY3,,13-Sep-2021,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 LLOYDS BANK PLC CALL ZRO CPN NTS 12/12/42,XS0863946850,19VV,Fixed interest (Trade reporting Only),B9GFJZ9,01-Feb-2013,12-Dec-2042,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 WESTPAC BANKING CORPORATION 0.625% INST 22/11/24,XS1722859532,99HY,Fixed interest (Trade reporting Only),BDR0304,22-Nov-2017,22-Nov-2024,0.625,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 BAE SYSTEMS PLC 3.400% NTS 15/04/30 (REG S),USG06940AE30,PJPT,Fixed interest (Trade reporting Only),BL96PY4,15-Apr-2020,15-Apr-2030,3.4,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZRO CPN NTS 07/02/43,XS0882842833,15CX,Fixed interest (Trade reporting Only),B9JD4N3,07-Feb-2013,07-Feb-2043,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC 4.52% A SEN BNDS 24/06/21,GB00B3TJTP68,96FP,Fixed interest (Trade reporting Only),B3TJTP6,14-Apr-2011,24-Jun-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA LINEAR ZRO CPN CALL NTS 29/09/46,XS1496895670,47WT,Fixed interest (Trade reporting Only),BYX4VX6,29-Sep-2016,29-Sep-2046,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6YR PHNX KO NTS CAR 02/01/25,XS1912815864,60OK,Fixed interest (Trade reporting Only),BHTD4M8,10-Jan-2019,02-Jan-2025,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BARCLAYS BANK PLC NTS 31/08/20,XS0329979701,34ZM,Fixed interest (Trade reporting Only),B2N72X8,,31-Aug-2020,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6 YR KO NTS CAR 18/07/23,XS1637277499,77HN,Fixed interest (Trade reporting Only),BF2VT42,28-Jul-2017,18-Jul-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 VIRGIN MONEY UK PLC 5% RESET CALL SUB TIER 2 NTS 09/02/26,XS1346646901,14KV,Fixed interest (Trade reporting Only),BD5JXD6,11-Feb-2016,09-Feb-2026,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 NATWEST MARKETS PLC PP INF LKD NTS 01/11/22,GB00B4P95L57,RBPI,Fixed interest (Trade reporting Only),B4P95L5,01-Nov-2010,01-Nov-2022,3.9,V,CWTR,UIOW,3,100,GBP,GBP,CWTR,0,,02-Aug-2018,3,31-Dec-2099,,100 BOS (SHARED APPRECIATION MTGS) NO4 ASST-BCKD FLTG RTE NTS 2073 £(BR),XS0084341402,58LE,Trade Reporting only,0248082,,28-Feb-2073,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BARCLAYS BANK UK PLC 2018-1 FLTNG RTE CVRD BDS 09/01/23,XS1746306585,12ZB,Fixed interest (Trade reporting Only),BFFK5V5,09-Jan-2018,09-Jan-2023,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC FLTG RTE SECS 15/03/21,XS1731565880,34CK,Fixed interest (Trade reporting Only),BFMHFF3,15-Mar-2018,15-Mar-2021,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMPALA QUAD IDX 6 YR PHOENIX 12/12/23,XS1717096876,11IM,Fixed interest (Trade reporting Only),BFX4LH7,18-Dec-2017,12-Dec-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 7.00% NTS 05/11/21,XS2076162903,89OL,Fixed interest (Trade reporting Only),BJN4NT1,05-Nov-2019,05-Nov-2021,7,F,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV (GEL LKD) FLTG RTE NTS 18/12/20,XS1334770556,92LE,Fixed interest (Trade reporting Only),BD8R553,18-Dec-2015,18-Dec-2020,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 LLOYDS BANK PLC SRS 2019-5 2.125% CVRD BDS 24/07/23,XS2031976082,66UN,Fixed interest (Trade reporting Only),BJGWJ61,24-Jul-2019,24-Jul-2023,2.125,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 B.A.T.INTERNATIONAL FINANCE PLC 6.000% GTD NTS 24/11/34,XS0468426266,76PL,Fixed interest (Trade reporting Only),B5KP6X4,,24-Nov-2034,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CADENT FINANCE PLC 1.02% SNR UNSECD INSTRS 19/07/23,XS1854907778,49JY,Fixed interest (Trade reporting Only),BFLTW37,19-Jul-2018,19-Jul-2023,1.02,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 BANK OF NOVA SCOTIA 0.5% CVRD BDS 22/01/26,XS1755086607,15EI,Fixed interest (Trade reporting Only),BD49QQ1,22-Jan-2018,22-Jan-2026,0.5,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 COMMERZBANK AG AUTO/CALL NTS 21/09/22,XS1469412222,47YE,Fixed interest (Trade reporting Only),BDCCZ21,30-Sep-2016,21-Sep-2022,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL ZERO CPN NTS 06/11/47,XS1708434953,94VL,Fixed interest (Trade reporting Only),BDGJ0M3,06-Nov-2017,06-Nov-2047,0,O,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS PLC 1.635% TO FLTG RTE BDS 25/09/28,JP582603BJ95,47DP,Fixed interest (Trade reporting Only),BD9C2K1,26-Sep-2018,25-Sep-2028,1.635,F,MWTU,UIOM,0,0,,JPY,MWTU,0,,,0,,,100 BLUESTONE SECURITIES PLC CLASS E NTS 09/06/43,XS0264883546,57TC,Fixed interest (Trade reporting Only),B1BV3X2,,09-Jun-2043,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 4.625% CVRD BNDS 08/02/2021,XS0589642049,46HP,Fixed interest (Trade reporting Only),B3NQNR3,08-Feb-2011,08-Feb-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUK INV LTD PREF SHS 30/08/24,GB00BFNNGV34,20LI,Fixed interest (Trade reporting Only),BFNNGV3,02-Mar-2018,30-Aug-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 20/04/26,XS1777501237,38WY,Fixed interest (Trade reporting Only),BZ1MCQ9,18-Apr-2018,20-Apr-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SKANDINAVISKA ENSKILDA BANKEN 5.50% TO FLTG RTE UNDATED SUB INST,XS0276252581,41TR,Fixed interest (Trade reporting Only),B1HN0W0,,31-Dec-9999,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 WESTPAC BANKING CORPORATION CALL ZERO CPN INST 29/12/26,XS1538271336,58MU,Fixed interest (Trade reporting Only),BZBYVB3,29-Dec-2016,29-Dec-2026,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 24/04/23,XS1560886258,61JN,Fixed interest (Trade reporting Only),BDZCM05,24-Apr-2017,24-Apr-2023,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL LKD INT NTS 23/01/24,XS1015973776,35UP,Fixed interest (Trade reporting Only),BJ7BNY3,23-Jan-2014,23-Jan-2024,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 PARAGON MORTGAGES (NO. 27) PLC CLS D MTG BKD FLTG RTE NTS 15/04/47,XS2132137683,79TF,Fixed interest (Trade reporting Only),BMBS954,01-May-2020,15-Apr-2047,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC CALL ZERO CPN NTS 09/01/43,XS0872911622,19YW,Fixed interest (Trade reporting Only),B83MZ58,20-Feb-2013,09-Jan-2043,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 1.375% NTS 16/10/24,US45950KCR95,92MU,Fixed interest (Trade reporting Only),BKTRFG2,,16-Oct-2024,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 UNITED UTILITIES WATER LTD 5.750% NTS 25/03/22,XS0419346977,55KL,Fixed interest (Trade reporting Only),B65R397,,25-Mar-2022,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA FLTG RT NTS 15/04/21,XS1395373191,32SG,Fixed interest (Trade reporting Only),BZBXFC9,15-Apr-2016,15-Apr-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 18/07/22,XS1409751846,42NE,Fixed interest (Trade reporting Only),BD5VVG1,18-Jul-2016,18-Jul-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC NON-INT BRG CALL NTS 06/04/46,XS0248445107,59GH,Fixed interest (Trade reporting Only),B3C9QD0,,06-Apr-2046,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 JYSKE BANK 5.67% SUB NTS 31/07/23,XS0173151704,47ZU,Trade Reporting only,3341212,,31-Jul-2023,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 29/10/39,XS0459283064,93GH,Fixed interest (Trade reporting Only),B50W550,,29-Oct-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ORESUNDSBRO KONSORTIET 0.685% NTS 16/05/24,XS1820762950,43GW,Fixed interest (Trade reporting Only),BG0J1T4,,16-May-2024,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 INVESTEC BANK PLC KCK OUT NTS DUE 18/07/23,XS1635997593,75YZ,Fixed interest (Trade reporting Only),BYZ6SD9,14-Jul-2017,18-Jul-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC MANS LKD ORDS EMAAR 05/04/21,XS1805268205,38YJ,Fixed interest (Trade reporting Only),BFY3BV7,09-Apr-2018,05-Apr-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.1 PLC CLASS'M'MTG-BCKD FLTG RTE NTS 2034 #(BR),XS0071735475,30JP,Trade Reporting only,0733919,,11-Mar-2034,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC BANK PLC MRKT ACCESS WRNTS LKD ORD A SHS 23/11/20,GB00BZY3HR51,85VQ,Fixed interest (Trade reporting Only),BZY3HR5,29-Sep-2017,23-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CREDIT SUISSE AG 7.11% NTS 31/08/21,XS0668155442,14NW,Fixed interest (Trade reporting Only),B3NNR72,01-Sep-2011,31-Aug-2021,0,,CWNR,EIDW,0,0,,NZD,CWNR,0,,,0,,,100 SG ISSUER NTS 14/07/23,JE00BDS6CQ02,58OF,Fixed interest (Trade reporting Only),BDS6CQ0,23-Dec-2016,14-Jul-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 WESTPAC BANKING CORPORATION 5.14% INST 20/04/2031,XS0619389827,79UV,Fixed interest (Trade reporting Only),B5QHSN8,20-Apr-2011,20-Apr-2031,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ARRAN RESIDENTIAL MOR FD NO.2 PLC CLS CA AST BKD FRN 20/09/56144A £,US042707AE93,82TH,Fixed interest (Trade reporting Only),B1FJ1S3,,20-Sep-2056,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 17/08/40,XS0531069275,78EB,Fixed interest (Trade reporting Only),B592216,,17-Aug-2040,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS 23/11/21,GB00BZY3LK60,44AJ,Fixed interest (Trade reporting Only),BZY3LK6,06-Jun-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BARCLAYS BANK PLC WRNT LKD SEC 14/04/21,XS1183626248,76SM,Fixed interest (Trade reporting Only),BWV0P29,15-Apr-2015,14-Apr-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD TO EUKAIROS INV SHS DUE 29/09/23,XS1651880392,86PD,Fixed interest (Trade reporting Only),BF51HB2,02-Oct-2017,29-Sep-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC 6.50% CREDIT LKD NTS 20/06/24,XS1980048125,63VF,Fixed interest (Trade reporting Only),BHL17R6,12-Apr-2019,20-Jun-2024,6.5,F,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 3.62% NTS 24/01/28,XS1334473268,15HJ,Fixed interest (Trade reporting Only),BF5DYV7,24-Jan-2018,24-Jan-2028,3.62,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HAWTHORN FINANCE LD SRS 2008-A MRTG BKD FLTG RTE NT10/09/45,XS0376679949,59HX,Fixed interest (Trade reporting Only),B3BVX47,,10-Sep-2045,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 SG ISSUER NTS 26/04/30,GB00BG8HLL25,83MZ,Fixed interest (Trade reporting Only),BG8HLL2,01-May-2020,26-Apr-2030,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC 9.625% SUB NTS 17/02/22,XS0593062788,46KQ,Fixed interest (Trade reporting Only),B3YB162,18-Feb-2011,17-Feb-2022,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 2 CLS C FRN 17/02/52 (144A),US041239BE34,33NJ,Fixed interest (Trade reporting Only),B1L72J9,,17-Feb-2052,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 4.25% NTS 22/07/20,XS1260668212,91WD,Fixed interest (Trade reporting Only),BYV6YD5,22-Jul-2015,22-Jul-2020,0,,CWNR,NIDW,0,0,,MXN,CWNR,0,,,0,,,100 CLAVIS SECURITIES PLC CLASS B1A NTS 15/12/39,XS0255425927,66AM,Fixed interest (Trade reporting Only),B17FGP1,,15-Dec-2039,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SOUTH STAFFORDSHIRE WATER PLC 5% PERM DEB STK,GB0008267899,43IH,Trade Reporting only,0826789,,31-Dec-9999,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 GRACECHURCH CARD PROGRAMME FUND.PLC S15-2 CLS A FR AB NTS 15/11/20 (REG S),XS1323450822,64OX,Fixed interest (Trade reporting Only),BYTQ8N5,20-Nov-2015,15-Nov-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZERO CPN CALL NTS 18/01/2032,XS0729350479,48UX,Fixed interest (Trade reporting Only),B7G6M37,18-Jan-2012,18-Jan-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ROYAL BANK OF SCOTLAND GROUP PLC 2.000% TO FLTG RTE NTS 04/03/25,XS1875275205,51RQ,Fixed interest (Trade reporting Only),BF1GVS6,04-Sep-2018,04-Mar-2025,2,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SRS4 CLS A FLNG RTE NTS 17/05/60 REG S,XS0551624926,47ED,Fixed interest (Trade reporting Only),B4VBBV7,,17-May-2060,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 DOHA FINANCE LIMITED FLTG RTE NTS 06/04/22,XS1592809856,79WG,Fixed interest (Trade reporting Only),BF1D4D3,23-Aug-2017,06-Apr-2022,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 LONDON WALL MORTGAGE CAPITAL PLC S.FLEET 17-01 CLASS C NTS 15/11/49,XS1654195459,78FR,Fixed interest (Trade reporting Only),BF47SL8,11-Aug-2017,15-Nov-2049,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 PORTUGAL FUND LD IDR'S,BE0073116759,PRT,Fixed interest (Trade reporting Only),0696313,,,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SUNDERLAND CORP(RIVER WEAR COMM) 3% FUNDED DEBT ANNS,GB0008606682,65IK,Trade Reporting only,0860668,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/06/17,XS0307203181,75DI,Fixed interest (Trade reporting Only),B1Z97D0,,30-Jun-2017,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 JSC NC KAZMUNAYGAS 4.40% NTS 30/04/23 $ A,US46639UAA34,15IZ,Fixed interest (Trade reporting Only),B906Y97,01-May-2013,30-Apr-2023,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ORIGINATED MORTGAGE LOANS 1 PLC M2 MTG BCKD FRN 06/2029 £(BR)(REG S),XS0088533632,96LR,Trade Reporting only,0304616,,15-Jun-2029,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SG ISSUER NTS 01/09/28,GB00BFRNFQ79,50ZO,Fixed interest (Trade reporting Only),BFRNFQ7,10-Sep-2018,01-Sep-2028,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 8.125% GTD NTS 15/03/24,XS0387847576,67SR,Fixed interest (Trade reporting Only),B3D1RT8,,15-Mar-2024,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 QNB FINANCE FLTG RTE NTS 12/02/22,XS2115180817,77NP,Fixed interest (Trade reporting Only),BKT16K5,12-Feb-2020,12-Feb-2022,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS DUE 10/09/25,GB00BG8HJY16,91XT,Fixed interest (Trade reporting Only),BG8HJY1,24-Sep-2019,10-Sep-2025,0,O,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 INVESTEC BANK PLC PHNX K/O NTS CAR 21/11/22,GB00BWK1RX83,54VK,Fixed interest (Trade reporting Only),BWK1RX8,21-Nov-2016,21-Nov-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 STANDARD CHARTERED PLC 5.700% DATED SUBRD NTS 26/03/44 UNRES,XS1049699926,17TB,Fixed interest (Trade reporting Only),BKY7PK1,26-Mar-2014,26-Mar-2044,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 NOTTINGHAM BUILDING SOCIETY 7 7/8% PERM INT BEARING SHS,GB0030517931,NOTP,Fixed interest (SEAQ),3051793,,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 PLACES FOR PEOPLE HOMES LD 3.11% NTS 14/04/24,XS1056460469,41YD,Fixed interest (Trade reporting Only),BLS06D3,16-Apr-2014,14-Apr-2024,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC MAW'S LKD DONG-E-E-JIAO 23/11/21,GB00BZY3JT16,16CM,Fixed interest (Trade reporting Only),BZY3JT1,02-Feb-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKA INV PRF SER 1422 01/09/26,XS2020558180,74LG,Fixed interest (Trade reporting Only),BHR3743,02-Sep-2019,01-Sep-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NETWORK RAIL INFRASTRUCTURE FIN PLC 4.375% NTS 09/12/30,XS0236698972,85YR,Fixed interest (Trade reporting Only),B0R9GS9,,09-Dec-2030,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BRITISH LAND CO PLC 10 1/2% DFD 1ST MTG DEB STK 2019/24,GB0001367126,BA45,Trade Reporting only,0136712,,30-Sep-2024,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 WESTPAC BANKING CORPORATION 4.90% INST 30/07/20,XS0954931654,14QX,Fixed interest (Trade reporting Only),BCQP2W8,30-Jul-2013,30-Jul-2020,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 REPUBLIC OF ANGOLA (THE) 9.375% NTS 08/05/48 144A,US035198AC46,42RV,Fixed interest (Trade reporting Only),BG206D4,10-May-2018,08-May-2048,9.375,F,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 1.797% RPI-LKD INST 14/07/56,XS0259916566,41BB,Fixed interest (Trade reporting Only),B1977J6,,14-Jul-2056,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 DUNCAN FUNDING 2016-1 PLC CLASS C FLTG RTE NTS 17/04/63 (REG S),XS1409702047,36ST,Fixed interest (Trade reporting Only),BD972N9,31-May-2016,17-Apr-2063,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 STOCKHOLMS LANS LANDSTING FLTG RTE NTS 15/09/20,XS1291604111,69FW,Fixed interest (Trade reporting Only),BYQCS92,,15-Sep-2020,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 PUMA FINANCE LD CLASS A2 FLTG RTE NTS 10/01/31,XS0082171223,93KY,Trade Reporting only,0226884,,10-Jan-2031,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 ELENIA FINANCE OYJ 0.375% BDS 06/02/27,XS2113885011,77PA,Fixed interest (Trade reporting Only),BKT65B4,06-Feb-2020,06-Feb-2027,0.375,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 WELLS FARGO & COMPANY CALL ZERO CPN NTS 23/11/41,XS0705928272,10WM,Fixed interest (Trade reporting Only),B797X45,23-Nov-2011,23-Nov-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK 1.875% NTS 10/04/24 TEMP,XS2052244329,91ZE,Fixed interest (Trade reporting Only),BJ7WJP9,,10-Apr-2024,0,,CRNR,EIDR,0,0,,NOK,CRNR,0,,,0,,,100 TRAFFORD CENTRE FINANCE LD CLS D3 4.750% SEC NTS 28/04/29,XS1031633313,43LI,Fixed interest (Trade reporting Only),BK4Z5L6,05-Mar-2014,28-Apr-2029,0,,CWNR,NIOW,0,0,,GBP,CWNR,0,,,0,,,100 MERRILL LYNCH SA AUTO ERLY RED IL RED NTS 10/05/37,XS0298548313,87LW,Fixed interest (Trade reporting Only),B1XDP41,,10-May-2037,0,,CWNR,EIDW,0,0,,JPY,CWNR,0,,,0,,,100 INVESTEC BANK PLC REV CNV NTS CAR 21/07/20,GB00BMPHHK82,51UR,Fixed interest (Trade reporting Only),BMPHHK8,21-Jul-2014,21-Jul-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.17% NTS 05/10/21,XS1886477584,95VA,Fixed interest (Trade reporting Only),BGV5VK2,04-Oct-2018,05-Oct-2021,0.17,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 CLAVIS SECURITIES PLC CLASS M1B NTS 15/12/40,XS0302270854,58SW,Fixed interest (Trade reporting Only),B1Y9YB8,,15-Dec-2040,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 TOYOTA CREDIT CANADA INC 2.02% NTS 28/02/22,CA892329AY97,61PP,Fixed interest (Trade reporting Only),BF1HQ39,01-Mar-2017,28-Feb-2022,2.02,F,CRNR,NIDR,0,0,,CAD,CRNR,0,,,0,,,100 SAFFRON HOUSING FINANCE PLC 4.641% SEC BDS 09/07/2048,XS0950605104,71KN,Fixed interest (Trade reporting Only),BBX4QZ2,10-Jul-2013,09-Jul-2048,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 ASSA ABLOY AB 3.205% NTS 15/12/25,XS1534960056,57CC,Fixed interest (Trade reporting Only),BYMD1R8,15-Dec-2016,15-Dec-2025,3.205,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ASHTEAD CAPITAL INC 4.125% SP SEN SEC NTS 15/08/25 (144A),US045054AD54,78IS,Fixed interest (Trade reporting Only),BD93QD5,14-Aug-2017,15-Aug-2025,4.125,F,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 VICTORIA PLC 5 1/4% SNR NTS 15/07/24 (REG S) (TEMP),XS2110819963,79EK,Fixed interest (Trade reporting Only),BKVFG27,05-Feb-2020,15-Jul-2024,5.25,F,MWTU,UIDM,0,0,,EUR,MWTU,0,,,0,,,100 STATE OF ISRAEL 1.500% NTS 18/01/27,XS1551294256,59MJ,Fixed interest (Trade reporting Only),BDQZ601,18-Jan-2017,18-Jan-2027,1.5,F,PSNR,NIDP,0,0,,EUR,PSNR,0,,,0,,,100 SG ISSUER NTS 10/03/23,JE00BZBZC804,62JC,Fixed interest (Trade reporting Only),BZBZC80,17-Mar-2017,10-Mar-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HBOS PLC SUB 5.374% NTS 30/06/21,XS0324964666,83RL,Fixed interest (Trade reporting Only),B28KRJ3,,30-Jun-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 OP CORPORATE BANK PLC 3.015% NTS 31/03/34,XS1050669537,46PC,Fixed interest (Trade reporting Only),BL3DXX6,31-Mar-2014,31-Mar-2034,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 5.85% NTS 27/05/31,XS0631765087,79CF,Fixed interest (Trade reporting Only),B5WDJL5,14-Jun-2011,27-May-2031,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SOUTHERN PACIFIC SECS 04- 1 PLC M 'MTG BCKD FRN 10/12/42 £(BR)(REGS),XS0186714506,56KA,Trade Reporting only,3435762,,10-Dec-2042,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL ZRO CPN NTS 24/04/43,XS0922140107,17WC,Fixed interest (Trade reporting Only),B9351R8,24-Apr-2013,24-Apr-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 FINANCE FOR RES SOCIAL HOUSING PLC SER 2'B'VAR RTE NTS 2058 (BR)(144A),US31737RAF29,90KA,Trade Reporting only,2742463,,04-Oct-2058,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NEWDAY FUNDING 2018-2 PLC CLASS B AB FRN 15/12/2026 (REG S),XS1882673608,58UH,Fixed interest (Trade reporting Only),BGRLS25,07-Nov-2018,15-Dec-2026,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 18/08/23,JE00BDDN9X24,60AL,Fixed interest (Trade reporting Only),BDDN9X2,27-Jan-2017,18-Aug-2023,0,V,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SG ISSUER NTS 09/11/26,JE00BD5JWL77,34LN,Fixed interest (Trade reporting Only),BD5JWL7,29-Apr-2016,09-Nov-2026,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 YORKSHIRE WATER FINANCE PLC 1.750% CLS A U/W GRTD BDS 26/11/26,XS2084420582,78KD,Fixed interest (Trade reporting Only),BKYBZ92,26-Nov-2019,26-Nov-2026,1.75,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMPALA QUAD 6 YR IDX KCK OT NTS 03/10/23,XS1680946982,88GZ,Fixed interest (Trade reporting Only),BF8J887,06-Oct-2017,03-Oct-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SONAR 1 PLC CLASS'A'MTG-BCKD FRN 08/2021 #(BR),XS0054726103,BL17,Trade Reporting only,0821977,,15-Aug-2021,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 AKADEMISKA HUS AB 2.185% NTS 21/11/38,XS1913305287,59NZ,Fixed interest (Trade reporting Only),BYWQVX3,21-Nov-2018,21-Nov-2038,2.185,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 INVESTEC PLC 4.50% NTS 05/05/22,XS1227242630,79DV,Fixed interest (Trade reporting Only),BX7RSH7,05-May-2015,05-May-2022,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 OP CORPORATE BANK PLC CALL FLTG RTE DTD T2 INST 25/08/25,XS1280147569,93NZ,Fixed interest (Trade reporting Only),BYZ3LJ7,25-Aug-2015,25-Aug-2025,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 SG ISSUER NTS 22/03/24,GB00BF6XBS24,82CH,Fixed interest (Trade reporting Only),BF6XBS2,08-Sep-2017,22-Mar-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SG ISSUER NTS 06/02/2024,GB00BF9B4T59,17XS,Fixed interest (Trade reporting Only),BF9B4T5,20-Feb-2018,06-Feb-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. FLG RTE NTS 26/09/24,XS2056572402,87OX,Fixed interest (Trade reporting Only),BKTDVB7,26-Sep-2019,26-Sep-2024,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZERO CPN CALL NTS 17/02/32,XS0745116607,51XS,Fixed interest (Trade reporting Only),B3P7TM1,17-Feb-2012,17-Feb-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 UK TREASURY STRIP 6%07DEC2028PRINCIPAL,GB0002444007,40MA,Gilts,0244400,,07-Dec-2028,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 SG ISSUER NTS 22/09/23,JE00BDGTNF75,61SQ,Fixed interest (Trade reporting Only),BDGTNF7,03-Mar-2017,22-Sep-2023,0,V,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 WELLS FARGO FINANCE LLC FXD TO FLTG RTE NTS 10/06/2026,XS2008797917,71IA,Fixed interest (Trade reporting Only),BK0P6H3,12-Jul-2019,10-Jun-2026,0,O,MWNU,NIDM,0,0,,USD,MWNU,0,,,0,,,100 ALS 3 LD 3.215% GTD NTS 10/12/21 (144A),USG02317AB45,94HM,Fixed interest (Trade reporting Only),B45RGQ1,,10-Dec-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC S 2010-1 CA1 RM BKD NTS 21/01/55 (144A),US82846GAA85,78LT,Fixed interest (Trade reporting Only),B55TLH0,,21-Jan-2055,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 MOUND FINANCING (NO.4) PLC SERIES1 CLASSC AST BKD FRN08/02/42 $144A,US62052MAC29,65OM,Fixed interest (Trade reporting Only),B0MTB23,,08-Feb-2042,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 BANK OF MONTREAL FLTG RTE CVRD BDS 16/04/2024,XS1807402877,39ZO,Fixed interest (Trade reporting Only),BDRVJH6,16-Apr-2018,16-Apr-2024,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS M4 FLTG RTE NTS 25/12/54 (REGS),XS0240607720,73XV,Fixed interest (Trade reporting Only),B0XKLX6,,25-Dec-2054,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.9 PLC CLASS B MTG BCKD FRN 09/02/38 (REG S),XS0117606276,59PK,Trade Reporting only,0973135,,09-Feb-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HULL(KINGSTON UPON HULL)CORP 3 1/2% STK(2ND ISS),GB0004441258,72HB,Trade Reporting only,0444125,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL 5.325% NTS 24/03/41,XS0607360814,46SD,Fixed interest (Trade reporting Only),B5MCMX5,24-Mar-2011,24-Mar-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NORDEA BANK ABP 3.520% NTS 22/03/2022,XS0762185956,12MS,Fixed interest (Trade reporting Only),B7G7Y01,22-Mar-2012,22-Mar-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 YES BANK LD 3.75% SNR NTS 06/02/23,XS1756056229,16ER,Fixed interest (Trade reporting Only),BF1GM05,06-Feb-2018,06-Feb-2023,3.75,F,MWNU,NIDM,0,0,,USD,MWNU,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 17/05/24,XS1820753884,43PZ,Fixed interest (Trade reporting Only),BG0J097,22-May-2018,17-May-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BG ENERGY CAPITAL PLC 3.50% NTS 17/10/33,XS0982777657,90NB,Fixed interest (Trade reporting Only),BFSS4D1,17-Oct-2013,17-Oct-2033,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NATIONAL WESTMINSTER BANK PLC SER 11 FLTG RTE CVD BDS 22/03/24,XS1967011336,63FV,Fixed interest (Trade reporting Only),BJVKWZ0,22-Mar-2019,22-Mar-2024,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 4.62% NTS 11/09/23,XS1877954435,51ZD,Fixed interest (Trade reporting Only),BFMMVJ4,11-Sep-2018,11-Sep-2023,4.62,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 MDGH - GMTN B.V. 3.950% NTS 21/05/50,XS2175968580,14WZ,Fixed interest (Trade reporting Only),BL58WF4,21-May-2020,21-May-2050,3.95,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 DORADA CORPORATION CAP NTS,KYG281651847,50IO,Fixed interest (Trade reporting Only),B1RNQX3,,,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 MDGH - GMTN B.V. 2.500% NTS 07/11/24 (144A),US55276VAH50,92XI,Fixed interest (Trade reporting Only),BK20ND1,07-Nov-2019,07-Nov-2024,2.5,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 DEPFA ACS BANK 5.25% ACS INST 31/03/25,CA249575AG69,52SV,Trade Reporting only,B070541,,31-Mar-2025,0,,MISC,DIPS,0,0,,CAD,MISC,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAP RSK 30/07/24,XS1834768233,48FI,Fixed interest (Trade reporting Only),BF2FNS6,30-Jul-2018,30-Jul-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 06/09/22,JE00BYZ9XG64,46TT,Fixed interest (Trade reporting Only),BYZ9XG6,20-Sep-2016,06-Sep-2022,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 TOYOTA FINANCE AUSTRALIA LIMITED 1.584% NTS 21/04/22,XS2157121414,ERD0,Fixed interest (Trade reporting Only),BKVKSB5,21-Apr-2020,21-Apr-2022,1.584,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 22/02/41,XS0592054398,79GW,Fixed interest (Trade reporting Only),B435SX8,22-Feb-2011,22-Feb-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 0.250% ENV SUS BDS 24/01/25,XS2108490173,77VC,Fixed interest (Trade reporting Only),BL1NMJ7,24-Jan-2020,24-Jan-2025,0.25,F,PSTR,UIDP,0,0,,SEK,PSTR,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC STEP-UP CALL NTS 18/12/30,XS1332580353,92AG,Fixed interest (Trade reporting Only),BD5JNW5,17-Dec-2015,18-Dec-2030,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 1 CLS C FRN 17/02/52 (REGS),XS0273270875,66JP,Fixed interest (Trade reporting Only),B1GJX53,,17-Feb-2052,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 0.750% GRNTD NTS DUE 07/09/27,XS1692485912,87RY,Fixed interest (Trade reporting Only),BYWYT00,,07-Sep-2027,0,,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 BARCLAYS BANK PLC WRT LKD SECS 16/11/20,XS1113649153,42AV,Fixed interest (Trade reporting Only),BSM98K6,17-Nov-2014,16-Nov-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC PHOENIX KO NTS CAR 16/09/27,GB00BF8S5D86,73CE,Fixed interest (Trade reporting Only),BF8S5D8,16-Sep-2019,16-Sep-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV (UZS) 8.70% NTS 21/11/21,XS2081171576,84PP,Fixed interest (Trade reporting Only),BKYBZ36,21-Nov-2019,21-Nov-2021,8.7,F,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 MDGH - GMTN B.V. 5.500% NTS 01/03/2022 UNRES,XS0701035676,11WB,Fixed interest (Trade reporting Only),B60QB39,01-Nov-2011,01-Mar-2022,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SHELL INTERNATIONAL FINANCE B.V 0.875% GTD NTS 08/11/39,XS2078735433,92YY,Fixed interest (Trade reporting Only),BKTMH72,08-Nov-2019,08-Nov-2039,0.875,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 20/12/2021,FI4000349519,55WP,Fixed interest (Trade reporting Only),BHNZ9T2,18-Dec-2018,20-Dec-2021,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUK INV PRF SHS SE 1434 14/09/26,XS2031854057,75ML,Fixed interest (Trade reporting Only),BHR3787,13-Sep-2019,14-Sep-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EVERSHOLT FUNDING PLC 6.359% BDS 02/12/25,XS0563638401,95EA,Fixed interest (Trade reporting Only),B4RFQT6,,02-Dec-2025,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 15 PLC A2A MTG BCKD FRN 09/09/36 £(BR)(144A),US76112LAC28,35JR,Trade Reporting only,3329542,,09-Sep-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 UNITED UTILITIES WATER FINANCE PLC 0.178% IDX-LKD NTS 23/04/30,XS1222727965,77WS,Fixed interest (Trade reporting Only),BWZMX94,23-Apr-2015,23-Apr-2030,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 AKADEMISKA HUS AB 2.41% NTS DUE 04/09/37,XS1672159636,80VE,Fixed interest (Trade reporting Only),BF24231,04-Sep-2017,04-Sep-2037,2.41,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 LONDON WALL MORTGAGE CAPITAL PLC S.FLEET 18-01 CLASS D NTS 16/05/50,XS1728164523,16LP,Fixed interest (Trade reporting Only),BZ1JV30,09-Feb-2018,16-May-2050,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 29/07/11,XS0204375025,36DE,Trade Reporting only,B08X2M6,,29-Jul-2011,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS INV SER 682 03/02/23,XS1515377155,60GN,Fixed interest (Trade reporting Only),BDBS6P0,03-Feb-2017,03-Feb-2023,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.8 PLC RESIDUAL CERT 12/05/38 (REG S),XS0109183169,81OW,Trade Reporting only,0301264,,12-May-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CLBL NTS 04/05/60,XS2168038250,07KE,Fixed interest (Trade reporting Only),BLB7W88,04-May-2020,04-May-2060,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SAUDI ELECTRICITY GLOBAL SUKUK CO. 4.211% CERTS 03/04/2022 USD,XS0767862914,43DB,Fixed interest (Trade reporting Only),B7V31J2,04-Apr-2012,03-Apr-2022,0,,SUKM,SK01,0,0,,USD,SUKM,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. 4.365% NTS 09/08/32,XS0814628011,38NL,Fixed interest (Trade reporting Only),B7QNZK6,09-Aug-2012,09-Aug-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 MDGH - GMTN B.V. 3.25% NTS 28/04/22 (144A),US55276VAE20,48IJ,Fixed interest (Trade reporting Only),BLZH7V2,29-Apr-2014,28-Apr-2022,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHOENIX KO NTS CAR 10/09/26,GB00BF8S4K88,51FC,Fixed interest (Trade reporting Only),BF8S4K8,10-Sep-2018,10-Sep-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CARPINTERO FINANCE LIMITED 2.004% GRNTD NTS 18/09/24,USG1991YAA58,69OZ,Fixed interest (Trade reporting Only),B92Z4G9,25-Apr-2013,18-Sep-2024,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 6.30% NTS 05/08/22,XS2028856321,72LS,Fixed interest (Trade reporting Only),BK1XKV8,,05-Aug-2022,0,,PSNR,NIDP,0,0,,BDT,PSNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV ZERO CPN NTS 29/12/28,XS0082826255,35LC,Trade Reporting only,0240174,,29-Dec-2028,0,,MISC,DIPS,0,0,,ZAR,MISC,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 1.700% SRS 2020-02 RCB 13/02/24 (REG S),USG6398ADC83,79JX,Fixed interest (Trade reporting Only),BLKQFQ5,13-Feb-2020,13-Feb-2024,1.7,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ANGLO AMERICAN CAPITAL PLC 3.625% NTS DUE 11/09/24 (144A),US034863AS94,82IJ,Fixed interest (Trade reporting Only),BD5WJ26,12-Sep-2017,11-Sep-2024,3.625,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC IM EVEN 30 6 YR 90% CAP PRO NTS 20/01/22,XS1332008439,11AP,Fixed interest (Trade reporting Only),BYXZ537,15-Jan-2016,20-Jan-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 16 PLC A2B MTG BCKD FRN 11/12/36 $(BR)(REG S),XS0175736593,80WU,Trade Reporting only,3361328,,11-Dec-2036,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZERO CPN NTS 27/07/46,XS1457590484,43UL,Fixed interest (Trade reporting Only),BD89MZ8,,27-Jul-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SER2 A3 MTGE BCKD NTE 15/07/2042,XS0617236251,63KH,Fixed interest (Trade reporting Only),B55GQ65,20-Apr-2011,15-Jul-2042,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MORGAN STANLEY CMS LNKD NT 17/06/29,XS1073385780,71TQ,Fixed interest (Trade reporting Only),BNG8KN1,18-Jun-2014,17-Jun-2029,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ARAB REPUBLIC OF EGYPT (THE) 6.588% NTS 21/02/28 (144A),US03846JW487,18XH,Fixed interest (Trade reporting Only),BYZM4K6,21-Feb-2018,21-Feb-2028,6.588,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 BPE FINANCE INTERNATIONAL LD 5.165% CPN NTS 31/01/29,XS0089008766,07LU,Trade Reporting only,0351957,,31-Jan-2029,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 AKADEMISKA HUS AB 0.79% NTS 03/12/24,XS2154419464,77BB,Fixed interest (Trade reporting Only),BL96S34,09-Apr-2020,03-Dec-2024,0.79,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 6.50% NTS 19/06/23,XS2092952451,88OM,Fixed interest (Trade reporting Only),BJRFFK5,19-Dec-2019,19-Jun-2023,6.5,F,PSNR,EIDP,0,0,,INR,PSNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL ZRO CPN NTS 06/09/43,XS0966305657,52XH,Fixed interest (Trade reporting Only),BDFMKT0,06-Sep-2013,06-Sep-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 YORKSHIRE BUILDING SOCIETY 0.750% CVRD BDS 10/11/23,XS1318364731,59VM,Fixed interest (Trade reporting Only),BYZZY50,10-Nov-2015,10-Nov-2023,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC MAWS LKD ORD A SHS GUANGSHEN 23/11/21,GB00BG64CV26,61BQ,Fixed interest (Trade reporting Only),BG64CV2,01-Feb-2019,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 0.50% DISCOUNT NTS 18/12/20,XS0177931952,35MS,Trade Reporting only,3367649,,18-Dec-2020,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 HIGHER EDUCATION SECS INV 1 PLC CLASS B1 ASSET BCKD FRN 2028 £(BR) REGS,XS0085726668,79LI,Trade Reporting only,0263698,,10-Apr-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BARCLAYS BANK PLC WRT LNKED SECS 07/01/21,XS1113728379,45HQ,Fixed interest (Trade reporting Only),BSZLZK8,05-Dec-2014,07-Jan-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 15/12/25,XS2094260994,77ZT,Fixed interest (Trade reporting Only),BK72LY9,27-Dec-2019,15-Dec-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP UP NTS WITH CAR 29/11/22,XS1512967180,55CO,Fixed interest (Trade reporting Only),BDJ0BC0,25-Nov-2016,29-Nov-2022,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 16/06/21,JE00BZ0D6M75,87WK,Fixed interest (Trade reporting Only),BZ0D6M7,23-Jun-2015,16-Jun-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MORGAN STANLEY NTS 14/09/21,XS0267182011,90TD,Fixed interest (Trade reporting Only),B1DZ1W7,,14-Sep-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 RINGKJOEBING LANDBOBANK 1.755% NTS 23/01/29,XS1935261286,74XK,Fixed interest (Trade reporting Only),BKTDVD9,26-Sep-2019,23-Jan-2029,1.755,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 MOUND FINANCING (NO.4) PLC SER3 CLASSC AST BKD FRN08/02/42 EUR REGS,XS0229407084,49DM,Fixed interest (Trade reporting Only),B0MT491,,08-Feb-2042,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 SG ISSUER NTS DUE 12/05/22,JE00BYV1N441,37WZ,Fixed interest (Trade reporting Only),BYV1N44,26-May-2016,12-May-2022,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD REDPN SEC 10/08/26,XS1810540697,47RX,Fixed interest (Trade reporting Only),BD6HM09,08-Aug-2018,10-Aug-2026,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 4.40% NTS 26/01/26 CAD,US458182CZ31,57MV,Fixed interest (Trade reporting Only),B0X85G1,,26-Jan-2026,0,,CWNR,NIOW,0,0,,CAD,CWNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC 2019-1 CLS A2 RS MO BD NTS 15/07/58 REGS,XS2058006037,80BD,Fixed interest (Trade reporting Only),BK6V3T6,10-Oct-2019,15-Jul-2058,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 ORIGINATED MORTGAGE LOANS 2 PLC A1 MTG BCKD FRN 15/12/30 £ (BR) (REG S),XS0092534592,41NF,Trade Reporting only,0452311,,15-Dec-2030,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 0.5% SRS 2017-01 REG CVRD BDS 23/02/25,XS1569896498,61DB,Fixed interest (Trade reporting Only),BDZC9W6,23-Feb-2017,23-Feb-2025,0.5,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 LLOYDS BANK PLC CALL ZERO CPN NTS 14/09/48,XS1877175825,46ZV,Fixed interest (Trade reporting Only),BFY76Z8,14-Sep-2018,14-Sep-2048,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BANK OF AMERICA CORPORATION CALL DUAL RGE ACC NTS 30/05/22,XS0785719187,12UF,Fixed interest (Trade reporting Only),B8FGXG5,30-May-2012,30-May-2022,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SSE PLC 0.875% NTS DUE 06/09/25,XS1676952481,80ZV,Fixed interest (Trade reporting Only),BF44L09,06-Sep-2017,06-Sep-2025,0.875,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 GLASGOW CORP GAS 9% ANN STK(PERP),GB0003712899,42GX,Trade Reporting only,0371289,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 BARCLAYS BANK PLC CALL ZRO CPN NTS 26/06/42,XS0614696218,37YK,Fixed interest (Trade reporting Only),B7KF7N5,26-Jun-2012,26-Jun-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.13 PLC A1R MTG BCKD FRN 12/12/26 $ (BR)(REG S),XS0155571929,47TI,Trade Reporting only,3216484,,12-Dec-2026,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 4.29% NTS 06/02/26,XS1024967447,36HV,Fixed interest (Trade reporting Only),BJT3C39,07-Feb-2014,06-Feb-2026,0,,CWNR,NIDW,0,0,,NOK,CWNR,0,,,0,,,100 ASSA ABLOY AB 0.875% NT 08/09/20,XS1287844895,94QP,Fixed interest (Trade reporting Only),BYZ5YM7,08-Sep-2015,08-Sep-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC BARR REV CNV NTS LKD FTSE IDX 16/12/21,XS1506063574,57OG,Fixed interest (Trade reporting Only),BYXSNQ5,16-Dec-2016,16-Dec-2021,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ROYAL BANK OF SCOTLAND GROUP PLC 0.750% TO FLTG RTE NTS 15/11/25,XS2080205367,78UW,Fixed interest (Trade reporting Only),BK9XM70,15-Nov-2019,15-Nov-2025,0.75,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 BANK OF AMERICA CORPORATION 2.75% & CMS LKD NTS 04/01/30,XS1239586164,67JE,Fixed interest (Trade reporting Only),BYZFY05,04-Jun-2015,04-Jan-2030,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC MAWS BAOSHAN IRON & STEEL 20/11/20,GB00BG8HG175,88RN,Fixed interest (Trade reporting Only),BG8HG17,29-Nov-2019,20-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 LEEDS BUILDING SOCIETY CALL FXD RTE RESET SUBORD NTS 25/04/29,XS1812121876,41OV,Fixed interest (Trade reporting Only),BFXYHD5,26-Apr-2018,25-Apr-2029,3.75,F,CWNR,EIOW,0,0,,GBP,CWNR,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 3.500% SNR NTS 26/07/26 (REG S),USG471ABNV88,95KC,Fixed interest (Trade reporting Only),BK63J50,29-Jul-2019,26-Jul-2026,3.5,F,CWTU,UIOU,0,0,,USD,CWTU,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 7.45% SYTH INR NTS 08/11/21,US45950VMM53,58HY,Fixed interest (Trade reporting Only),BGDQ824,,08-Nov-2021,0,,PSNR,NIDP,0,0,,INR,PSNR,0,,,0,,,100 PREMIERTEL PLC CLASS B 6.175% BDS 08/05/32 £ (BR),XS0180245945,35PT,Trade Reporting only,3383474,,08-May-2032,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 05/03/25,XS2125928387,79OJ,Fixed interest (Trade reporting Only),BLCH6R4,05-Mar-2020,05-Mar-2025,0,O,CRNR,EIDR,0,0,,SEK,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMP DUAL IDX 7YR PHX KO NTS CAR 26/05/26,XS2001233878,68CW,Fixed interest (Trade reporting Only),BKDSWP9,24-May-2019,26-May-2026,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 WELLS FARGO & COMPANY ZERO CPN CALL NTS 23/10/49,XS2068956916,76MA,Fixed interest (Trade reporting Only),BKLF9J5,23-Oct-2019,23-Oct-2049,0,O,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SWEDBANK AB NON-CUM PERP CAP SECURITIES,XS0363160127,87ZL,Fixed interest (Trade reporting Only),B2RHZ35,,31-Dec-9999,0,,CRNR,EIDR,0,0,,SEK,CRNR,0,,,0,,,100 LLOYDS BANK PLC 7.50% NTS 15/04/24,XS0422704071,96DU,Fixed interest (Trade reporting Only),B3V3ZW5,,15-Apr-2024,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ASB FINANCE LD FLTG RTE NTS 28/02/24,XS1958296912,94SA,Fixed interest (Trade reporting Only),BJ7Q1C2,28-Feb-2019,28-Feb-2024,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 1 CLS A FRN 17/11/20 (144A),US041239AQ72,87CJ,Fixed interest (Trade reporting Only),B1L7192,,17-Nov-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BROADGATE FINANCING PLC CLASS A2 4.949% BDS 05/04/31 £(BR),XS0211897664,85QU,Trade Reporting only,B06FKY2,,05-Apr-2031,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 GOSFORTH FUNDING 2017-1 PLC CLS A2 MORT BKD FRNS 19/12/59 (144A),XS1679335643,84AA,Fixed interest (Trade reporting Only),BYXGQL5,26-Sep-2017,19-Dec-2059,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 WESTFIELD UK & EUROPE FINANCE PLC 4.25% NTS 11/07/22,XS0803261576,12XG,Fixed interest (Trade reporting Only),B7YYSY6,11-Jul-2012,28-Sep-2028,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.4 PLC RESIDUAL CERTS 2038 £(BR)(144 A),US76110TAG85,01LT,Trade Reporting only,0293402,,11-Sep-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BARCLAYS PLC 5.00% NTS 22/04/36,XS1397877652,34AP,Fixed interest (Trade reporting Only),BD6SYL7,22-Apr-2016,22-Apr-2036,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED SECS 15/12/27,XS1654982245,11GR,Fixed interest (Trade reporting Only),BYW7QN1,15-Dec-2017,15-Dec-2027,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 ROYAL BANK OF CANADA FLTG RT SNR NTS 17/10/22,XS1894634135,55HA,Fixed interest (Trade reporting Only),BGGLZT2,17-Oct-2018,17-Oct-2022,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 01/10/29,XS0454092791,76NQ,Fixed interest (Trade reporting Only),B4TK2M4,,01-Oct-2029,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ROTHSCHILD & CO CONTINUATION FINAN 9% PERP SUB GTD NTS #(VAR)(BR),XS0048662232,RCHA,Fixed interest (SEAQ),0750491,,31-Dec-9999,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 SG ISSUER NTS 31/01/2023,JE00BDFFTH09,60OA,Fixed interest (Trade reporting Only),BDFFTH0,14-Feb-2017,31-Jan-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 FOSSE MASTER ISSUER PLC C A3 RES MORTGAGE BKD NTS 18/10/54,XS0493854631,77HD,Fixed interest (Trade reporting Only),B65LN88,,18-Oct-2054,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED SECS 21/09/26,XS1819073807,51MU,Fixed interest (Trade reporting Only),BFM4NG1,21-Sep-2018,21-Sep-2026,0,O,CWNU,EIDU,0,0,,EUR,CWNU,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 0.010% NTS 19/12/31,XS2014479922,69WM,Fixed interest (Trade reporting Only),BJN6LV5,19-Jun-2019,19-Dec-2031,0.01,F,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 24/04/23,XS1560887066,61HS,Fixed interest (Trade reporting Only),BDZCM38,24-Apr-2017,24-Apr-2023,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SWEDEN(KINGDOM OF) 0.75% NTS 30/03/22 (REG S),XS2148047272,79RK,Fixed interest (Trade reporting Only),BKSG0G5,,30-Mar-2022,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 SCOTTISH POWER UK PLC 5.75% NTS 09/12/39,XS0104644983,39OQ,Trade Reporting only,0941648,,09-Dec-2039,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 7-YR AUD EQTY IDX LKD NTS 16/02/22,XS1026250305,63RZ,Fixed interest (Trade reporting Only),BVXW3N3,16-Feb-2015,16-Feb-2022,0,,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 JP MORGAN CHASE & CO 4.250% NTS 30/05/28,XS0938933875,40ZU,Fixed interest (Trade reporting Only),BBBVDM1,30-May-2013,30-May-2028,0,,CWNR,EIDW,0,0,,NOK,CWNR,0,,,0,,,100 NORDEA MORTGAGE BANK PLC FLTG RTE CVRD BNDS 02/02/2022,XS0740844609,50US,Fixed interest (Trade reporting Only),B7N0DS4,02-Feb-2012,02-Feb-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 BARCLAYS BANK PLC WT LKD SEC 07/07/21,XS1217829446,83JO,Fixed interest (Trade reporting Only),BYPC9K1,04-Jun-2015,07-Jul-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BLUESTONE SECURITIES PLC CLASS A2 NTS 09/06/43,XS0264881920,57SX,Fixed interest (Trade reporting Only),B1BV3N2,,09-Jun-2043,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CADENT FINANCE PLC 4.07% GTD SRS 1 NTS 19/03/31,GB00BJVP2T98,93EM,Fixed interest (Trade reporting Only),BJVP2T9,23-Jul-2019,19-Mar-2031,4.07,F,CWTU,UIOU,0,0,,USD,CWTU,0,,,0,,,100 PREFERRED RESIDENTIAL SECS 3 PLC 'M'MTGE BCKD FLTG RTE NTS 15/02/33£(BR),XS0123850058,BN21,Trade Reporting only,3018925,,15-Feb-2033,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC EUR IMPALA KICK OUT NTS 15/12/23,XS1692356949,10QA,Fixed interest (Trade reporting Only),BYW7RS3,15-Dec-2017,15-Dec-2023,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 TORONTO-DOMINION BANK 0.750% SRS CBL4 CVD BDS 29/10/21,XS1130487868,38WO,Fixed interest (Trade reporting Only),BS7JNP1,29-Oct-2014,29-Oct-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 EUROFIMA 5.50% NTS 30/06/20,AU300EF20086,85TV,Trade Reporting only,B0CL549,,30-Jun-2020,0,,MISC,DIPS,0,0,,AUD,MISC,0,,,0,,,100 JP MORGAN CHASE & CO 1.500% NTS 27/01/25,XS1174469137,62ZX,Fixed interest (Trade reporting Only),BVGCLM5,27-Jan-2015,27-Jan-2025,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 PENSION INSURANCE CORPORATION PLC 4.625% TIER 2 NTS 07/05/31,XS2170092600,48RM,Fixed interest (Trade reporting Only),BKX8GL3,07-May-2020,07-May-2031,4.625,F,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 WELLS FARGO & COMPANY 2.45% NTS 20/02/35,XS2122517803,84DB,Fixed interest (Trade reporting Only),BKV0G22,20-Feb-2020,20-Feb-2035,2.45,F,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 LLOYDS BANK PLC FTG RTE NTS 19/12/24,XS1151711436,47AX,Fixed interest (Trade reporting Only),BTL18B1,19-Dec-2014,19-Dec-2024,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 WESTPAC BANKING CORPORATION 1.375% REG S CVD BD SER 2017-C2 17/05/32,XS1615085864,68HI,Fixed interest (Trade reporting Only),BYQN4G4,17-May-2017,17-May-2032,1.375,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 MITSUBISHI CORP 2.500% NTS 09/07/24,XS2020663055,71EB,Fixed interest (Trade reporting Only),BK91809,09-Jul-2019,09-Jul-2024,2.5,F,CWTU,UIDU,0,0,,USD,CWTU,0,,,0,,,100 WELLS FARGO & COMPANY 1.375% NTS 26/10/26,XS1400169931,34DQ,Fixed interest (Trade reporting Only),BD71040,26-Apr-2016,26-Oct-2026,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 BANK OF AMERICA CORPORATION 1.375% SNR NTS 26/03/25,XS1209863254,66VT,Fixed interest (Trade reporting Only),BWGCGW7,26-Mar-2015,26-Mar-2025,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ACC NTS 21/01/39,XS0408485414,92MK,Fixed interest (Trade reporting Only),B3L7ZY9,,21-Jan-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 KSA SUKUK LD 2.969% TRUST CERT 29/10/29 (RES),US48266XAD75,76QR,Fixed interest (Trade reporting Only),BK0WG29,30-Oct-2019,29-Oct-2029,2.969,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BAZALGETTE FINANCE PLC 0.01% IDX-LKD GREEN BDS 13/04/2032,XS1802472891,39QB,Fixed interest (Trade reporting Only),BFWCZ14,16-Apr-2018,13-Apr-2032,0.01,F,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 NORDEA BANK ABP 4.875% SUB NTS 13/05/2021 (144A),US65557FAA49,63TK,Fixed interest (Trade reporting Only),B4WLDW1,13-May-2011,13-May-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 GUINNESS PARTNERSHIP (THE) LD 9 1/8% GTD SEC STK 2025,GB0006467723,52HX,Fixed interest (Trade reporting Only),0646772,,31-Jan-2025,0,,CWTU,UIOU,0,0,,GBP,CWTU,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 0.748% NTS 15/03/22,XS1578209584,62CV,Fixed interest (Trade reporting Only),BF1TFZ0,15-Mar-2017,15-Mar-2022,0.748,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 NATIONAL BANK OF CANADA 0.000% SER CBL6 CVD BDS 29/09/23,XS1496770626,47ZK,Fixed interest (Trade reporting Only),BYX4VY7,29-Sep-2016,29-Sep-2023,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 ASB FINANCE LD 1.2% NTS 14/10/31,XS1504204154,50WD,Fixed interest (Trade reporting Only),BZCNT04,14-Oct-2016,14-Oct-2031,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG 4.30% GRNTD SECS 02/11/2021,XS0699620505,13TZ,Fixed interest (Trade reporting Only),B62H914,02-Nov-2011,02-Nov-2021,0,,CWNR,EIDW,0,0,,NOK,CWNR,0,,,0,,,100 ROYAL BANK OF CANADA 0.01% CVRD BDS 21/01/27,XS2104915207,94WR,Fixed interest (Trade reporting Only),BKDX6Q3,21-Jan-2020,21-Jan-2027,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 THAMES WATER UTILITIES FINANCE PLC 5.50% CLASS A UNWPD BNDS 11/02/41,XS0590171103,46IV,Fixed interest (Trade reporting Only),B64TKN7,11-Feb-2011,11-Feb-2041,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 BARCLAYS BANK PLC WRNT LNKD SEC 30/11/20,XS1113694373,44XB,Fixed interest (Trade reporting Only),BSVY307,01-Dec-2014,30-Nov-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SUTTON BRIDGE FINANCING LD 7.97% GTD SEC BDS 2022 $(VAR)(REG S),USG8598AAB73,77KE,Trade Reporting only,0042239,,30-Jun-2022,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 STANDARD CHARTERED PLC 3YR NON-CALL 2YR 1.00% NTS 26/05/23,XS2180698867,80IV,Fixed interest (Trade reporting Only),BMQC702,26-May-2020,26-May-2023,1,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 DEUTSCHE BAHN FIN GMBH DBHNGR 3 1/8 07/24/26,XS0954706023,13HC,Order book for Fixed Income Securities,BYVZL19,,24-Jul-2026,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC 4.394%CLS A RPI SNR GTD REG BDS 01/04/28,GB00B815LC89,14NM,Fixed interest (Trade reporting Only),B815LC8,05-Oct-2012,01-Apr-2028,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 GENERAL ELECTRIC COMPANY FXD INT AMT NTS 30/12/27,XS0391028114,84ER,Fixed interest (Trade reporting Only),B3DJD61,,30-Dec-2027,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL STNDRD FX RED NTS 17/01/34,XS1013855660,79UL,Fixed interest (Trade reporting Only),BJ4GNF2,17-Jan-2014,17-Jan-2034,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 0.05% SERIES 2019-2 REG CVD BDS 3/06/25,XS2004366287,68IY,Fixed interest (Trade reporting Only),BJSB6R6,03-Jun-2019,03-Jun-2025,0.05,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS INV SRS 1126 14/07/25,XS1820537089,45QT,Fixed interest (Trade reporting Only),BF4NPR1,16-Jul-2018,14-Jul-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC FLTG RTE NTE 26/04/21,XS1400223902,34FB,Fixed interest (Trade reporting Only),BD3CMN0,26-Apr-2016,26-Apr-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 THAMES WATER UTILITIES FINANCE PLC 1.974% CLS A GTD IL BDS 12/10/45,XS0548262061,94YC,Fixed interest (Trade reporting Only),B4X5XP5,,12-Oct-2045,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CA 26/06/2026,XS1818766971,44YR,Fixed interest (Trade reporting Only),BFWFXH5,26-Jun-2018,26-Jun-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 DEVELOPMENT BANK OF JAPAN INC. 2.30% GTD BDS 19/03/26 JPY,XS0257403278,66AC,Fixed interest (Trade reporting Only),B16NQZ6,,19-Mar-2026,0,,CWNR,NIOW,0,0,,JPY,CWNR,0,,,0,,,100 JP MORGAN CHASE & CO 3.500% NTS 18/12/26,XS0866897829,17RG,Fixed interest (Trade reporting Only),B96D2C1,18-Dec-2012,18-Dec-2026,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 HSBC BANK PLC MAWS WILL SEMICONDUCTOR LTD 06/07/21,GB00BG8HGH36,87IL,Fixed interest (Trade reporting Only),BG8HGH3,10-Jan-2020,06-Jul-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 LLOYDS BANK PLC CLB FLT RTE DL RNG ACRL NTS 01/10/24,XS1113253246,85WW,Fixed interest (Trade reporting Only),BRCJKX6,01-Oct-2014,01-Oct-2024,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CALEDONIAN ENVIRONMENTAL SERVS PLC 6.627% GTD SEC BDS 31/03/37 £ (VAR)(BR),XS0119796539,58PL,Trade Reporting only,0187271,,31-Mar-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ARKLE MASTER ISSUER PLC SRS1 CLS A3 FLNG RTE NTS 17/05/60 REGS,XS0551697302,47DY,Fixed interest (Trade reporting Only),B56JWH6,,17-May-2060,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC EQTY IDX LKD SEC 13/01/21,XS1144572721,50AR,Fixed interest (Trade reporting Only),BVC3SL0,14-Jan-2015,13-Jan-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL RTE LKD INT CRED LLOYDS 30/12/28,XS1334475396,35XG,Fixed interest (Trade reporting Only),BF42WW2,22-Mar-2018,30-Dec-2028,0,Z,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 CITY OF GOTHENBURG 0.735% NTS 16/03/23,XS1791485953,34GR,Fixed interest (Trade reporting Only),BYVSCV5,,16-Mar-2023,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 17/01/25,SE0013409232,78FH,Fixed interest (Trade reporting Only),BKX9P20,17-Jan-2020,17-Jan-2025,0,O,CRTR,UIDR,0,0,,SEK,CRTR,0,,,0,,,100 EMIRATE OF ABU DHABI 3.125% NTS 11/10/27 (144A),US29135LAA89,89SS,Fixed interest (Trade reporting Only),BD352R3,,11-Oct-2027,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 PRS FINANCE PLC 1.50% GTD SCD BDS 24/08/34,XS2075778394,76TS,Fixed interest (Trade reporting Only),BJ0LRF9,04-Nov-2019,24-Aug-2034,1.5,F,PSNR,EIDP,0,0,,GBP,PSNR,0,,,0,,,100 UK TREASURY STRIP 07JUN2020CPN,GB0000515360,52KY,Gilts,0051536,,07-Jun-2020,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 OLD MUTUAL PLC 5.00%/FLTG RTE STEP-UP NTS,XS0234284668,73RJ,Fixed interest (Trade reporting Only),B0NCQB5,,31-Dec-9999,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ASB FINANCE LD SRS 2016-2 0.125% CVD BDS 18/10/23,XS1502534461,50ZE,Fixed interest (Trade reporting Only),BYVQMV9,18-Oct-2016,18-Oct-2023,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 BARCLAYS BANK PLC SECS 08/05/28,XS2088242958,83OA,Fixed interest (Trade reporting Only),BMZ7XK0,11-May-2020,08-May-2028,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WELLS FARGO & COMPANY CRDT LKD NTS LKD BOA 20/06/27,XS1615653349,77NF,Fixed interest (Trade reporting Only),BF7TYH9,07-Aug-2017,20-Jun-2027,0,O,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 REPUBLIC OF URUGUAY 6.875% BDS 28/09/25 $,US760942AX01,80LW,Fixed interest (Trade reporting Only),B4MNSL1,,28-Sep-2025,0,,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 LEGAL & GENERAL GROUP PLC FXD RTE RST SUB NTS 27/10/45,XS1310962839,54VA,Fixed interest (Trade reporting Only),BYNZF71,27-Oct-2015,27-Oct-2045,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION FLTG RTE NTS 13/12/20,XS1004566995,17SW,Fixed interest (Trade reporting Only),BH7Y2M9,13-Dec-2013,13-Dec-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 METROPOLIS OF TOKYO 4.26% BDS 02/06/32 EUR (BR),XS0220458227,40HE,Trade Reporting only,B09XTQ8,,02-Jun-2032,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 SUMITOMO CORP CAPITAL EUROPE PLC CALL STEP-UP NTS 06/07/2021,XS0641741771,95TF,Fixed interest (Trade reporting Only),B4MFKY4,06-Jul-2011,06-Jul-2021,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 ARKLE MASTER ISSUER PLC S3 CA2 FLTG RTE NTS 17/05/60 (REG S ),XS0506557411,94CQ,Fixed interest (Trade reporting Only),B45PZP7,,17-May-2060,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 EQUITY RELEASE FUNDING (NO.2) PLC 'A1'MTG BCKD FRN 26/05/27 £(VAR)(BR),XS0147705775,AS13,Trade Reporting only,3160837,,26-May-2027,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SERIES 2 CLSB AST BKD FRN 15/07/42,US71419GAD25,91AH,Fixed interest (Trade reporting Only),B1G3162,,15-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SOUTHERN PACIFIC SECS 04-2 PLC E MTG BCKD FRN 10/12/42 £(BR)(REG S),XS0196618499,52MJ,Trade Reporting only,B02FY00,,10-Dec-2042,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL RNGE ACC NTS 02/02/21,XS0583509749,79AK,Fixed interest (Trade reporting Only),B63VYD2,02-Feb-2011,02-Feb-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SVENSKA HANDELSBANKEN AB SHB 3.0 20/11/20,XS0995970893,ESS2,Order book for Fixed Income Securities,BFWM8G0,,20-Nov-2020,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 LLOYDS BANK PLC CALL ZRO CPN NTS 09/10/43,XS0977777720,56IF,Fixed interest (Trade reporting Only),BFN0PB7,09-Oct-2013,09-Oct-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 REPUBLIC OF GHANA (THE) 7.875% AMORTISING NTS 11/02/35 (REG S),XS2115141751,77OV,Fixed interest (Trade reporting Only),BKT5SY5,11-Feb-2020,11-Feb-2035,7.875,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 HEATHROW FUNDING LD SC A34 3.25% BDS 21/05/27,CA42246QAB47,80NH,Fixed interest (Trade reporting Only),BWVFX64,21-May-2015,21-May-2027,0,,CWTR,UIDW,0,0,,CAD,CWTR,0,,,0,,,100 HSBC BANK PLC MANS SAUDI PT ORD SHS SAR 10.00 28/01/21,XS2101399405,87LM,Fixed interest (Trade reporting Only),BKY75N4,10-Jan-2020,28-Jan-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SANDWELL COMMERCIAL FINANCE NO1 PLC A MTGE BCKD FRN 11/05/39 £(BR)(REG S),XS0191369221,64RO,Trade Reporting only,B013QS7,,11-May-2039,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BANK OF AMERICA CORPORATION 8.05% NTS 27/11/26,XS0280144220,50DS,Fixed interest (Trade reporting Only),B1LBXR6,,27-Nov-2026,0,,CWNR,NIDW,0,0,,MXN,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL LKD INT NTS 22/09/25,XS1288319756,13BJ,Fixed interest (Trade reporting Only),BYTBTK4,22-Sep-2015,22-Sep-2025,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 COVENTRY BUILDING SOCIETY 5.875% NTS 28/09/22,XS0544713356,78II,Fixed interest (SEAQ),B40T7D6,,28-Sep-2022,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 7.00% NTS DUE 20/07/27,XS1649504096,76WT,Fixed interest (Trade reporting Only),BF3ZZL2,,20-Jul-2027,0,,PSNR,NIDP,0,0,,MXN,PSNR,0,,,0,,,100 RESIDENTIAL MORTGAGES SECS 17 PLC B1A MTG-BCKD FRN 13/05/37£(BR)(144A),US76112RAL96,39WD,Trade Reporting only,3431124,,13-May-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SOUTHERN WATER SERVICES (FIN) LTD SUB-CLASS A2A INDX-LKD WRAP BDS 31/03/34,XS0173036194,31HJ,Fixed interest (Trade reporting Only),3334278,,31-Mar-2034,0,,CWNU,NIDU,0,0,,GBP,CWNU,0,,,0,,,100 BRITISH LAND CO PLC 2.375% NTS 14/09/29,XS1683348186,83RB,Fixed interest (Trade reporting Only),BDH44K3,14-Sep-2017,14-Sep-2029,2.375,F,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 SOUTHERN PACIFIC SECS 04- 1 PLC A1A 'MTG BCKD FRN 10/06/29 EUR(BR)(REGS),XS0186711585,56JV,Trade Reporting only,3435717,,10-Jun-2029,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 HAVEN FUNDING PLC 8.125% SEC BDS 2037 (BR),XS0074371617,BD95,Fixed interest (Trade reporting Only),0411873,,30-Sep-2037,0,,CWTU,UIOU,0,0,,GBP,CWTU,0,,,0,,,100 HSBC BANK PLC MAW ORD SHS FPT CORP DUE 23/11/21,GB00BZY3L849,43MO,Fixed interest (Trade reporting Only),BZY3L84,21-May-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 LUKOIL INTERNATIONAL FINANCE B.V. 4.563% NTS 24/04/23 $ (144A),US549876AH32,17VX,Fixed interest (Trade reporting Only),B95Q6H4,25-Apr-2013,24-Apr-2023,0,,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 BRITISH COLUMBIA(PROVINCE OF) 2.65% BDS SER BCUSG-6 22/09/21 $,US110709BN11,63CK,Fixed interest (Trade reporting Only),B51RYC4,28-Dec-2011,22-Sep-2021,0,,CRNR,NIOR,0,0,,USD,CRNR,0,,,0,,,100 PARAGON MORTGAGES (NO.11) PLC CLASS B1A MGT BKD FRN 15/10/41 REGS £,XS0246904238,40KF,Fixed interest (Trade reporting Only),B11ZJJ2,,15-Oct-2041,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 28/04/39,XS0425526406,84KT,Fixed interest (Trade reporting Only),B41J3J3,,28-Apr-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 12 PLC 'M2' MTGE BCKD FRN 11/07/36 £(BR)(144 A),US76111NAL91,AO88,Trade Reporting only,3159697,,11-Jul-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 VODAFONE GROUP PLC 3.115% NTS 01/03/27,XS1572749023,61QV,Fixed interest (Trade reporting Only),BF01V60,01-Mar-2017,01-Mar-2027,3.115,F,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 UK TREASURY STRIP 4 1/4%07DEC2040PRINCIPAL,GB00B56HGD49,94FR,Gilts,B56HGD4,,07-Dec-2040,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 SBAB BANK AB (PUBL) FLTG RTE CALL SUB NTS 10/11/25,XS1317716147,60AB,Fixed interest (Trade reporting Only),BYZYXZ0,10-Nov-2015,10-Nov-2025,0,,CRNR,EIDR,0,0,,SEK,CRNR,0,,,0,,,100 JYSKE BANK FLTG RTE PERPET NON CUM T1 CAP NTS,XS1489817442,45WV,Fixed interest (Trade reporting Only),BD2BMY9,19-Sep-2016,01-Dec-2999,0,,CWNR,EIOW,0,0,,DKK,CWNR,0,,,0,,,100 PRUNELLI UNITED KINGDOM ASSET PURCH SRS 18-1 AFC (UK) VAR FUND NTS 15/06/20,GB00BHSRDZ73,46IP,Fixed interest (Trade reporting Only),BHSRDZ7,28-Dec-2018,15-Jun-2020,0,V,MWTU,UIOM,0,0,,USD,MWTU,0,,,0,,,100 SBAB BANK AB (PUBL) 2.375% NTS 04/09/20,XS0968885623,78JY,Fixed interest (Trade reporting Only),BD7VTL0,04-Sep-2013,04-Sep-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 BARCLAYS BANK PLC CALL ZERO CPN NTS 20/10/2041,XS0548360584,11RF,Fixed interest (Trade reporting Only),B5SH8W5,20-Oct-2011,20-Oct-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC MRKT ACC NTS LKD TO ORD SHS 20/07/20,XS1651453216,76YE,Fixed interest (Trade reporting Only),BDC3QH6,20-Jul-2017,20-Jul-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT RED SECS 27/10/25,XS1630608252,10AQ,Fixed interest (Trade reporting Only),BF41GT4,23-Nov-2017,27-Oct-2025,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL ZERO CPN NTS 17/09/30,XS0542283337,96PY,Fixed interest (Trade reporting Only),B3TDTX6,,17-Sep-2030,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 FIRST FLEXIBLE NO.6 PLC A2 MTGE BCKD FRN 01/12/35 EUR(BR)(REG S),XS0183654135,85EG,Trade Reporting only,3422980,,01-Dec-2035,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CAPPED IL TO FXD RTE NTS 19/04/35,XS0500319008,60YT,Fixed interest (Trade reporting Only),B5ZTPK1,,19-Apr-2035,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SG ISSUER NTS 11/02/30,GB00BG8HL019,79DL,Fixed interest (Trade reporting Only),BG8HL01,10-Feb-2020,11-Feb-2030,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SG ISSUER NTS 14/07/23,JE00BDS6CT33,56LG,Fixed interest (Trade reporting Only),BDS6CT3,22-Dec-2016,14-Jul-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 NATWEST MARKETS PLC CMS-LKD FLTG RTE SUB NTS 14/06/22,XS0305575572,87ON,Fixed interest (Trade reporting Only),B1YXRF5,,14-Jun-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NEXT GROUP PLC 3.00% GRTD BDS 26/08/25,XS1985037974,64UP,Fixed interest (Trade reporting Only),BJL3CJ3,29-Apr-2019,26-Aug-2025,3,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP K/O NTS CAR 22/06/20,XS1435811879,39AR,Fixed interest (Trade reporting Only),BD37VZ0,22-Jun-2016,22-Jun-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 JYSKE BANK SUB NTS 13/02/23,XS0162519093,51XI,Trade Reporting only,3260362,,13-Feb-2023,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 INVESTEC BANK PLC KO NTS 13/11/23,XS1686884237,95XW,Fixed interest (Trade reporting Only),BYZ0QW6,13-Nov-2017,13-Nov-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 19/07/23,JE00BDHZLN86,58VN,Fixed interest (Trade reporting Only),BDHZLN8,09-Jan-2017,19-Jul-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 1.017% NTS 07/02/29,XS1951430054,61SG,Fixed interest (Trade reporting Only),BJFTS44,25-Feb-2019,07-Feb-2029,1.017,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SG ISSUER NTS 15/07/24,GB00BF9B5Z84,45YG,Fixed interest (Trade reporting Only),BF9B5Z8,20-Jul-2018,15-Jul-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG 0.81% GTD NTS 31/03/23,XS2148619336,76ZU,Fixed interest (Trade reporting Only),BMQ5KX5,31-Mar-2020,31-Mar-2023,0.81,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAP AT RSK 25/04/22,XS1355423697,31KK,Fixed interest (Trade reporting Only),BZ3CNM0,25-Apr-2016,25-Apr-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SANTANDER UK PLC 1.125% NTS 10/03/25,XS1199439222,75JA,Fixed interest (Trade reporting Only),BW9HDR3,10-Mar-2015,10-Mar-2025,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC DUAL U/LYING LKD UPSDE NTS 10/06/22,XS1409739635,38IP,Fixed interest (Trade reporting Only),BZB1PY5,10-Jun-2016,10-Jun-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS A6 FLTG RTE NTS 25/12/54 (REGS),XS0240602929,73XL,Fixed interest (Trade reporting Only),B0XKLF8,,25-Dec-2054,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NATWEST MARKETS PLC 2.15% NTS 10/04/25,XS2153619775,7TFW,Fixed interest (Trade reporting Only),BLGYLS7,14-Apr-2020,10-Apr-2025,2.15,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 UNILEVER NV 0.50% NTS 03/02/22,XS1178970106,51AG,Fixed interest (Trade reporting Only),BVRZHR0,03-Feb-2015,03-Feb-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 THE REPUBLIC OF KENYA 7.000% AMORT. NTS 22/05/27 (REG S),XS1843435840,95AU,Fixed interest (Trade reporting Only),BJFDLJ2,23-May-2019,22-May-2027,7,F,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC CLS 1A RES MTGE BKD FRNS 21/01/55 REG S,XS0758797509,12MI,Fixed interest (Trade reporting Only),B7JL8P3,22-Mar-2012,21-Jan-2055,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ECOBANK TRANSNATIONAL INCORPORATED 9.50% NTS 18/04/24 (REG S),XS1826862556,93PA,Fixed interest (Trade reporting Only),BJSDSW1,24-Apr-2019,18-Apr-2024,9.5,F,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK UK PLC FLTG RTE COV BDS 15/05/24,XS1996333925,67YJ,Fixed interest (Trade reporting Only),BJCX805,15-May-2019,15-May-2024,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC KICK OUT NTS CAR 26/05/23,XS1613374716,70VC,Fixed interest (Trade reporting Only),BF37GN7,26-May-2017,26-May-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 KINGDOM OF SAUDI ARABIA (THE) 3.750% NTS 21/01/55 (RESTRICTED),US80413TAR05,77TH,Fixed interest (Trade reporting Only),BKVD0X0,03-Feb-2020,21-Jan-2055,3.75,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 UK TREASURY STRIP 07SEP2029CPN,GB0032728627,89BS,Gilts,3272862,,07-Sep-2029,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 STATE OF MONTENEGRO 2.550% NTS 03/10/29 (144A),XS2051494065,76CS,Fixed interest (Trade reporting Only),BJF8HH7,04-Oct-2019,03-Oct-2029,2.55,F,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL ZERO CPN SEC 22/06/46,XS1367226625,39CC,Fixed interest (Trade reporting Only),BD37VY9,22-Jun-2016,22-Jun-2046,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 MEADOWHALL FINANCE PLC CLS M1 FLTG RTE BDS 12/07/37 £ (BR),XS0278328496,37QN,Fixed interest (Trade reporting Only),B1L9B98,,12-Jul-2037,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 OP CORPORATE BANK PLC 3.068% INSTR 21/03/34,XS1048099367,40NG,Fixed interest (Trade reporting Only),BKXGRZ8,21-Mar-2014,21-Mar-2034,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 ASSA ABLOY AB 0.882% NTS 04/03/26,XS1954219272,61TW,Fixed interest (Trade reporting Only),BJT1NB8,04-Mar-2019,04-Mar-2026,0.882,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 AKADEMISKA HUS AB 1.25% SNR NTS 22/04/21,XS1310045320,50IE,Fixed interest (Trade reporting Only),BYRPMK9,22-Oct-2015,22-Apr-2021,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 NESTLE FINANCE INTERNATIONAL LD 1.250% NTS 02/11/29,XS1707075328,94IS,Fixed interest (Trade reporting Only),BDFW2Q1,02-Nov-2017,02-Nov-2029,1.25,F,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SRS 1 CLS C FLTG RTE NTS 17/02/52 (REGS),XS0381721074,71OU,Fixed interest (Trade reporting Only),B3CGZ12,,17-Feb-2052,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 31.00% NTS 25/11/20,XS1916213017,60DC,Fixed interest (Trade reporting Only),BGSQHK0,28-Nov-2018,25-Nov-2020,31,F,PSNR,EIDP,0,0,,ARS,PSNR,0,,,0,,,100 WELLS FARGO & COMPANY 3.02% NTS 26/05/25,XS1234899000,81LL,Fixed interest (Trade reporting Only),BY9D2F6,26-May-2015,26-May-2025,0,,CWNR,NIDW,0,0,,NOK,CWNR,0,,,0,,,100 AFFINITY WATER FINANCE PLC 3.278% GTD BNDS 22/08/42,XS1480879540,44JC,Fixed interest (Trade reporting Only),BD818Z6,22-Aug-2016,22-Aug-2042,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 GREECE,(KINGDOM OF) 5% 1881 STLG FDG BDS OF 1965,GB0003859237,07GY,Trade Reporting only,0385923,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 LANARK MASTER ISSUER PLC SRS 17-1 1A RES M.BKD FRN 22/12/69 144A,XS1639368874,75KQ,Fixed interest (Trade reporting Only),BYP2HV8,05-Jul-2017,22-Dec-2069,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 KINGDOM OF SAUDI ARABIA (THE) 4.500% NTS 22/04/60 (RESTRICTED),US80413TAU34,P21Q,Fixed interest (Trade reporting Only),BMF0428,22-Apr-2020,22-Apr-2060,4.5,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ANZ NEW ZEALAND (INT'L) LD 2.147% NTS DUE 21/09/20 (REG S),US00182FBG00,83VS,Fixed interest (Trade reporting Only),BF0GST7,21-Sep-2017,21-Sep-2020,2.147,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ONTARIO(PROVINCE OF) 1.65% INSTS 08/06/20,XS0514497386,77UX,Fixed interest (Trade reporting Only),B5V1X07,,08-Jun-2020,0,,CWNR,NIDW,0,0,,JPY,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 15 PLC A1R MTG BCKD FRN 09/09/26 $(BR)(144A),US76112LAB45,89DD,Trade Reporting only,3329520,,09-Sep-2026,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 1 CLS M FRN 17/02/52 (REGS),XS0273265875,66JF,Fixed interest (Trade reporting Only),B1GJWZ6,,17-Feb-2052,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 AKADEMISKA HUS AB 1.925% NTS 22/05/48,XS1823376097,43RA,Fixed interest (Trade reporting Only),BD85PB3,22-May-2018,22-May-2048,1.925,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC FLTG RT CREDIT LKD NTS 20/12/22,XS1785826667,32FN,Fixed interest (Trade reporting Only),BFZ1DT2,09-Mar-2018,20-Dec-2022,0,V,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 JSC NC KAZMUNAYGAS 6.375% NTS 24/10/2048 (144A),US48667QAS49,42AL,Fixed interest (Trade reporting Only),BFXTLQ1,,24-Oct-2048,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 YAPI VE KREDI BANKASI A.S. 5.500% SUB NTS 06/12/22 (144A),US984848AB73,14YA,Fixed interest (Trade reporting Only),B92T427,07-Dec-2012,06-Dec-2022,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 BASF SE BASF 0.875 06/10/23,XS1500337990,EBR3,Order book for Fixed Income Securities,BFWM8W6,,06-Oct-2023,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PREF SER 1393 03/08/26,XS2004503376,73BZ,Fixed interest (Trade reporting Only),BKDKL14,02-Aug-2019,03-Aug-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 JP MORGAN CHASE & CO MXN PESO & UDI LKD NTS 18/10/27,XS0326371241,58YO,Fixed interest (Trade reporting Only),B28TQN7,,18-Oct-2027,0,,CWNR,NIDW,0,0,,MXN,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 6.00% NTS 07/03/22,XS1574657836,61VH,Fixed interest (Trade reporting Only),BF0D3P9,,07-Mar-2022,0,,PSNR,EIDP,0,0,,MXN,PSNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED SECS 18/09/28,XS1819072072,50JU,Fixed interest (Trade reporting Only),BDZ2RV1,17-Sep-2018,18-Sep-2028,0,O,CWNU,EIDU,0,0,,EUR,CWNU,0,,,0,,,100 HSBC BANK PLC MAN LKD ORD SHS SAUDI CEMENT 20/07/20,XS2026707096,94KD,Fixed interest (Trade reporting Only),BK74R92,10-Jul-2019,20-Jul-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK CALL ZERO CPN NTS 08/09/39,XS0448895879,60ES,Fixed interest (Trade reporting Only),B403FY5,,08-Sep-2039,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA ZERO CPN CALL NTS 01/11/2041,XS0699828918,11VW,Fixed interest (Trade reporting Only),B748LL6,01-Nov-2011,01-Nov-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC GBP PHOENIX KICK OUT NTS 27/11/25,GB00BF8S3G77,10FC,Fixed interest (Trade reporting Only),BD06558,27-Nov-2017,27-Nov-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ASHTEAD CAPITAL INC 6.50% 2ND PTY SNR SEC NTS 15/07/22(REGS),USU04344AB07,38LQ,Fixed interest (Trade reporting Only),B8N5557,06-Aug-2012,15-Jul-2022,0,,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN NTS 11/05/41,XS0602869819,96UK,Fixed interest (Trade reporting Only),B3Z77T4,10-Jun-2011,11-May-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 0.929% CVD BDS 10/06/25,XS1244085715,83XD,Fixed interest (Trade reporting Only),BZ0CZW7,10-Jun-2015,10-Jun-2025,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC HLDGS PLC FLTG RTE NTS 16/02/24,XS1718418285,12PJ,Fixed interest (Trade reporting Only),BF18R95,29-Dec-2017,16-Feb-2024,0,V,CWTR,UIOW,0,0,,AUD,CWTR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC S1 CLASS A MORT BKD NTS 15/07/42 (REG S),XS0484703789,93SB,Fixed interest (Trade reporting Only),B63F2Z2,,15-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LEGAL & GENERAL FINANCE PLC 5.80% NTS 09/04/41,XS0127393972,56PX,Trade Reporting only,3036411,,09-Apr-2041,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL IDX LKD INT NTS 12/02/23,XS0877574805,19NO,Fixed interest (Trade reporting Only),B99N8G4,12-Feb-2013,12-Feb-2023,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG 1.125% NTS 15/12/202,XS1851367794,45EF,Fixed interest (Trade reporting Only),BD3DP12,05-Jul-2018,15-Dec-2022,1.125,F,PSNR,EIDP,0,0,,GBP,PSNR,0,,,0,,,100 ARTESIAN FINANCE PLC 3.625% GTD SEC IND-LNKD BDS 30/09/32,XS0150081643,AT28,Fixed interest (Trade reporting Only),3176135,,30-Sep-2032,0,,CWNU,EIDU,0,0,,GBP,CWNU,0,,,0,,,100 INVESTEC BANK PLC IMP BAR INDEX LNKD NTS CAR 01/09/21,GB00BYP1SP61,92BM,Fixed interest (Trade reporting Only),BYP1SP6,01-Sep-2015,01-Sep-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 13/12/29,GB00BG8HKS29,86CK,Fixed interest (Trade reporting Only),BG8HKS2,20-Dec-2019,13-Dec-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 16/09/25,XS2027600746,73DK,Fixed interest (Trade reporting Only),BK9YLN2,16-Sep-2019,16-Sep-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD 6YR PHNX KO NTS CAR 31/07/2024,XS1848858756,47OM,Fixed interest (Trade reporting Only),BG0TKK8,03-Aug-2018,31-Jul-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP TRIP IDX 6 YR REV CNV NTS 11/10/22,XS1488344232,50LF,Fixed interest (Trade reporting Only),BD6C7B0,07-Oct-2016,11-Oct-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LLOYDS BANK CORPORATE MARKETS PLC 2.375% NTS 09/04/26,XS2151069775,83AB,Fixed interest (Trade reporting Only),BM97P55,09-Apr-2020,09-Apr-2026,2.375,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION ZERO CPN NT 01/02/47,XS1555710125,60GD,Fixed interest (Trade reporting Only),BYXQZ30,,01-Feb-2047,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 INVESTEC BANK PLC IMPALA QUAD IDX 6 YR CAR 13/03/24,XS1764716111,34RF,Fixed interest (Trade reporting Only),BYVSCB5,16-Mar-2018,13-Mar-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC 1A1 MTGE BCK NTS 15/07/2042 REGS,XS0700165672,11XH,Fixed interest (Trade reporting Only),B74VN08,01-Nov-2011,15-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PRF SRS 1526 09/11/26,XS2057832532,67EI,Fixed interest (Trade reporting Only),BHR37L0,08-Nov-2019,09-Nov-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BARCLAYS BANK PLC SECS 12/03/26,XS2076264220,81OM,Fixed interest (Trade reporting Only),BJP4VS4,13-Mar-2020,12-Mar-2026,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SBAB BANK AB (PUBL) 0.75% NTS 14/06/23,XS1837975736,44MD,Fixed interest (Trade reporting Only),BFMKYZ5,14-Jun-2018,14-Jun-2023,0.75,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 8.00% NTS 15/07/21,XS1997935785,65ST,Fixed interest (Trade reporting Only),BJSB3Z3,23-May-2019,15-Jul-2021,8,F,PSNR,EIDP,0,0,,IDR,PSNR,0,,,0,,,100 DAILY MAIL & GENERAL TRUST PLC 6.375% BDS 21/06/27 £ (BR),XS0306155499,54HB,Fixed interest (Trade reporting Only),B1YWFR0,,21-Jun-2027,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK MIDDLE EAST LD CALL ACCRTNG NTS 12/10/32,XS0841167181,15TD,Fixed interest (Trade reporting Only),B8X9PN7,12-Oct-2012,12-Oct-2032,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HIGHER EDUCATION SECS INV 1 PLC CLASS B2 ASSET BCKD FRN 2028 £(BR) 144A,QQ0002637841,72LI,Trade Reporting only,0263784,,10-Apr-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 GOSFORTH FUNDING 2016-1 PLC A2B MTG-BCKD FLTG RTE NTS 15/02/58 144A,XS1340859757,12QZ,Fixed interest (Trade reporting Only),BYYWSD8,26-Jan-2016,15-Feb-2058,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SAMPO PLC 1.500% NTS 16/09/2021,XS1110299036,55AT,Fixed interest (Trade reporting Only),BQS2SJ4,16-Sep-2014,16-Sep-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 3.500% NTS 03/02/39,XS1025870574,90RI,Fixed interest (Trade reporting Only),BJS8WL3,04-Feb-2014,03-Feb-2039,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP EUROSTOXX 3YR NTS W/O CAR 12/04/21,XS1803237160,39GT,Fixed interest (Trade reporting Only),BDQPTR9,11-Apr-2018,12-Apr-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 GE CAPITAL EUROPEAN FUND.UNLTD.CO. 4.625% NTS 22/02/27,XS0288429532,74VP,Fixed interest (Trade reporting Only),B1RTKB7,,22-Feb-2027,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC MAN DP WRLD USD2.00 23/12/20,XS2084654578,84SG,Fixed interest (Trade reporting Only),BKYC3H9,25-Nov-2019,23-Dec-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ROTHSCHILD & CO CONTINUATION FINANC EUR-TEC10-CNO IDX FR PRP SUB GTD NTS(BR),XS0197703118,68WN,Trade Reporting only,B0211H4,,31-Dec-9999,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 DUNCAN FUNDING 2015-1 PLC CLASS B A/B FLTG RTE NTS 17/12/62,XS1304472282,60HT,Fixed interest (Trade reporting Only),BYQ91P0,13-Nov-2015,17-Dec-2062,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMPALA EVEN 30 6 YR 90% CAP NTE 29/09/21,XS1278762825,23FK,Fixed interest (Trade reporting Only),BZ6DNH5,24-Sep-2015,29-Sep-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NORDIC INVESTMENT BANK ZRO CPN CALL NTS 07/12/46,XS1530784328,55ZG,Fixed interest (Trade reporting Only),BYSLCD9,07-Dec-2016,07-Dec-2046,0,Z,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHX KO NTS CAR 23/12/25,XS2089314822,88OC,Fixed interest (Trade reporting Only),BGMJRL6,23-Dec-2019,23-Dec-2025,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ASSA ABLOY AB 2.00% NTS 10/12/20,XS0862684346,17GI,Fixed interest (Trade reporting Only),B76W569,10-Dec-2012,10-Dec-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 5.83% NTS 30/06/31,XS0641474712,96XL,Fixed interest (Trade reporting Only),B44CCS1,30-Jun-2011,30-Jun-2031,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 3.994% CVRD BNDS 13/02/2030,XS0745915826,51GI,Fixed interest (Trade reporting Only),B4PKQ37,13-Feb-2012,13-Feb-2030,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 17/08/40,XS0532005831,45HG,Fixed interest (Trade reporting Only),B57ZZ96,,17-Aug-2040,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 10/02/26,XS2090077541,77ZJ,Fixed interest (Trade reporting Only),BKTZFC2,10-Feb-2020,10-Feb-2026,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 19/10/39,XS0457147139,43VR,Fixed interest (Trade reporting Only),B543QS9,,19-Oct-2039,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ASSA ABLOY AB 2.68% NTS 12/10/27,XS1698119382,90SY,Fixed interest (Trade reporting Only),BYWH4P9,12-Oct-2017,12-Oct-2027,2.68,F,CWNR,EIDW,0,0,,NOK,CWNR,0,,,0,,,100 SCOTTISH HYDRO-ELECTRIC PWR DIS PLC 1.429% IDX-LKD BDS 20/10/56 £ BR,XS0270713091,53QP,Fixed interest (Trade reporting Only),B1G4CZ1,,20-Oct-2056,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 AKBANK T.A.S. 5.000% NTS 24/10/22 144A,US00971YAD22,16OG,Fixed interest (Trade reporting Only),B8RHZ15,26-Oct-2012,24-Oct-2022,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 09/01/2024,GB00BZ4CWY42,74XA,Fixed interest (Trade reporting Only),BZ4CWY4,26-Jun-2017,09-Jan-2024,0,O,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 GREAT HALL MORTGAGES NO.1 PLC CLASS CA FR RES MTG BKD NTS18/03/39,XS0288629545,37WP,Fixed interest (Trade reporting Only),B1S70R6,,18-Mar-2039,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COVENTRY BUILDING SOCIETY FLTG RTE CVD BDS 13/11/24,XS1908278440,96AJ,Fixed interest (Trade reporting Only),BGYW746,13-Nov-2018,13-Nov-2024,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS BEIJING ORNT 20/08/20,GB00BG64FW48,94OU,Fixed interest (Trade reporting Only),BG64FW4,20-Aug-2019,20-Aug-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS M1 FLTG RTE NTS 25/12/54 (144A),US38741YBM03,57ML,Fixed interest (Trade reporting Only),B0XKM44,,25-Dec-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BRITISH LAND CO PLC 5.357% 1ST MTG DEB BDS 31/03/28 £,GB00B19ZPK76,33DR,Fixed interest (SEAQ),B19ZPK7,,31-Mar-2028,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 GLAXOSMITHKLINE CAPITAL PLC 1.250% NTS 12/10/28,XS2170601848,77CH,Fixed interest (Trade reporting Only),BM9DDH1,12-May-2020,12-Oct-2028,1.25,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV FLTNG RTE NTS 01/12/20,XS1725829151,10JT,Fixed interest (Trade reporting Only),BFFF0G0,01-Dec-2017,01-Dec-2020,0,V,CWNR,EIDW,0,0,,GEL,CWNR,0,,,0,,,100 EKSPORTFINANS ASA ZERO CPN CALL NTS 29/10/30,XS0551907719,80AY,Fixed interest (Trade reporting Only),B59NX16,,29-Oct-2030,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC UP NTS CAP RSK 17/06/22,XS1414093796,38QC,Fixed interest (Trade reporting Only),BD3J0K4,17-Jun-2016,17-Jun-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LCR FINANCE PLC 4.50% GTD BDS 2038 £ (144A),US501819AB21,85NJ,Trade Reporting only,0540023,,07-Dec-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 POPLAR HARCA CAPITAL PLC 4.843% SEC BDS 30/09/2043,XS0953975066,61CW,Fixed interest (Trade reporting Only),BCF5P42,26-Jul-2013,30-Sep-2043,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK LNKD INT NTS 16/05/31,XS1367224257,35NY,Fixed interest (Trade reporting Only),BYY89L1,17-May-2016,16-May-2031,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SG ISSUER NTS 18/05/26,GB00BG8HJ633,93WS,Fixed interest (Trade reporting Only),BG8HJ63,03-Jun-2019,18-May-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 COMMERZBANK AG A/C NTS LKD SRS 113 PREF SHS 23/12/21,XS1312136036,56UJ,Fixed interest (Trade reporting Only),BYT5GN8,30-Oct-2015,23-Dec-2021,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BANK OF AMERICA CORPORATION MEXICAN INF LKD NTS 01/09/20,XS0536196735,45IW,Fixed interest (Trade reporting Only),B65C5Q3,,01-Sep-2020,0,,CRNR,NIDR,0,0,,MXN,CRNR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 16/01/43,XS0872702039,19SA,Fixed interest (Trade reporting Only),B8FZ113,16-Jan-2013,16-Jan-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 10/02/27,JE00BD57J092,43XC,Fixed interest (Trade reporting Only),BD57J09,29-Jul-2016,10-Feb-2027,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 11 PLC M2 MTG BCKD FRN 11/03/35 £(BR)(REG S),XS0137276860,AC86,Trade Reporting only,3099168,,11-Mar-2035,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 PERU NATIONAL LOAN 6%(NOW 3%)EXT BDS(2ND SER)ENF(BR),GB0006830474,BC34,Trade Reporting only,0683047,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 2.125% NTS 09/11/20,US4581X0CD88,16PW,Fixed interest (Trade reporting Only),BGDWLY5,08-Nov-2013,09-Nov-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 4.60% NTS 11/09/23,XS1877514205,52BL,Fixed interest (Trade reporting Only),BFMMVL6,11-Sep-2018,11-Sep-2023,4.6,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 INVESTEC BANK PLC UPSD PLS NTS W CAP RSK 14/10/20,GB00BPZ5X725,37YA,Fixed interest (Trade reporting Only),BPZ5X72,14-Oct-2014,14-Oct-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CITY OF GOTHENBURG FLTG RT NTS 27/11/25,XS2084421986,84VH,Fixed interest (Trade reporting Only),BKBY497,,27-Nov-2025,0,,PSTR,UIDP,0,0,,SEK,PSTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS SRS 1257 09/02/26,XS1911589973,94QF,Fixed interest (Trade reporting Only),BH47Y03,08-Feb-2019,09-Feb-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 VODAFONE GROUP PLC 2.85% NTS DUE 28/06/27,XS1634541574,71WH,Fixed interest (Trade reporting Only),BYXL0V8,28-Jun-2017,28-Jun-2027,2.85,F,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK 0.94% NTS 20/04/22,XS2158475512,83ES,Fixed interest (Trade reporting Only),BMGLBS5,20-Apr-2020,20-Apr-2022,0.94,F,PSNR,EIDP,0,0,,HKD,PSNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SRS 1 CLS A3 MTGE BKD NTS 15/07/42 REG S,XS1307149432,46CJ,Fixed interest (Trade reporting Only),BYNZB40,20-Oct-2015,15-Jul-2042,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 1.500% ENV SUST GLBL NTS 13/02/25,US29874QEE08,67IZ,Fixed interest (Trade reporting Only),BKTX0H6,13-Feb-2020,13-Feb-2025,1.5,F,PSTR,UIDP,0,0,,USD,PSTR,0,,,0,,,100 INVESTEC BANK PLC IMP 6 YR PHNX KO NTS CAR 12/07/23,GB00BZ04N638,77DX,Fixed interest (Trade reporting Only),BZ04N63,27-Jul-2017,12-Jul-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS CRD LNK NTS ARCELORMITTAL 30/06/20,XS1234716790,80CJ,Fixed interest (Trade reporting Only),BXVMCV0,18-May-2015,30-Jun-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.4 PLC MTG EARLY RED CERTS 2038 £(BR)(144A),US76110TAF03,54LS,Trade Reporting only,0293372,,11-Sep-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZRO CPN CALL NTS 30/11/27,XS0858502965,17JJ,Fixed interest (Trade reporting Only),B92Q213,30-Nov-2012,30-Nov-2027,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 SG ISSUER NTS 18/08/23,JE00BDDN9T87,59YD,Fixed interest (Trade reporting Only),BDDN9T8,27-Jan-2017,18-Aug-2023,0,V,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC 2A1 RMB FRN 17/05/2060 144A,US041239CP71,51JJ,Fixed interest (Trade reporting Only),B6ZH751,14-Feb-2012,17-May-2060,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/12/16,XS0249570713,69TB,Fixed interest (Trade reporting Only),B17Q5S0,,30-Dec-2016,0,,CWNU,NIDU,0,0,,CHF,CWNU,0,,,0,,,100 GREAT HALL MORTGAGES NO.1 PLC CLS BB NTS 2006-01 NTS 18/06/38,XS0276093332,58HO,Fixed interest (Trade reporting Only),B1L65Y2,,18-Jun-2038,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG FLTG RTE GTD NTS 15/09/2020,XS1946774640,93YD,Fixed interest (Trade reporting Only),BJK9R19,,15-Sep-2020,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 VODAFONE GROUP PLC 0.900% NTS 24/11/2026,XS2002017361,68CM,Fixed interest (Trade reporting Only),BJR46H6,24-May-2019,24-Nov-2026,0.9,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 CITY OF MALMO 2.325% NTS 08/12/39,XS1150050224,45KH,Fixed interest (Trade reporting Only),BSTK9G5,08-Dec-2014,08-Dec-2039,0,,CWNR,NIDW,0,0,,SEK,CWNR,0,,,0,,,100 LLOYDS BANK PLC 5.96% NTS 17/01/23,XS0874858540,19TQ,Fixed interest (Trade reporting Only),B92VSF4,17-Jan-2013,17-Jan-2023,0,,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IL RED SECS 04/11/24,XS1996599442,89KV,Fixed interest (Trade reporting Only),BK9X8Z0,11-Nov-2019,04-Nov-2024,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL RT LKD INT C/L NTS WESTPAC 30/06/27,XS1490304257,63OO,Fixed interest (Trade reporting Only),BDD9899,05-Apr-2017,30-Jun-2027,0,O,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL ZERO CPN NTS 05/07/42,XS0801358150,37ZQ,Fixed interest (Trade reporting Only),B7Y05G5,05-Jul-2012,05-Jul-2042,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT AND RED SEX DUE 23/06/22,XS1566926033,73JM,Fixed interest (Trade reporting Only),BF1XK02,23-Jun-2017,23-Jun-2022,0,O,CRNR,NIDR,0,0,,EUR,CRNR,0,,,0,,,100 SINDICATUM RENEWABLE ENERGY COMPANY 8.6% GTD GREEN BDS 19/01/23,XS1756110703,59BB,Fixed interest (Trade reporting Only),BYZH542,23-Nov-2018,19-Jan-2023,8.6,F,PSTR,IIDP,0,0,,INR,PSTR,0,,,0,,,100 TORONTO-DOMINION BANK FLTG RATE NTS DUE 08/09/2020,XS1287714502,94RV,Fixed interest (Trade reporting Only),BYP2V94,08-Sep-2015,08-Sep-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 0.500% NTS 24/05/23,US4581X0DM78,83GD,Fixed interest (Trade reporting Only),BK954Z8,24-Apr-2020,24-May-2023,0.5,F,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BARCLAYS BANK PLC BD LKD NTS 17/07/31,XS0568532781,46DZ,Fixed interest (Trade reporting Only),B677QJ6,03-Feb-2011,17-Jul-2031,0,,CWTR,UIDW,0,0,,IDR,CWTR,0,,,0,,,100 TOYOTA CREDIT CANADA INC FLTNG RTE NTS 13/10/20,CA892329BC68,88ST,Fixed interest (Trade reporting Only),BZ0XQY9,11-Oct-2017,13-Oct-2020,0,V,CRNR,EIDR,0,0,,CAD,CRNR,0,,,0,,,100 SG ISSUER NTS 26/04/2024,GB00BF6XC564,91PM,Fixed interest (Trade reporting Only),BF6XC56,13-Oct-2017,26-Apr-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HSBC BANK PLC MAN'S LKD ORD SHS SAUDI DAIRY 10/05/21,XS1820092960,43BQ,Fixed interest (Trade reporting Only),BF4ND99,09-May-2018,10-May-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MERRILL LYNCH SA BR CALL FXD RTE / IDX LKD NTS 11/07/38,XS0375087995,75TT,Fixed interest (Trade reporting Only),B3BNTX4,,11-Jul-2038,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 WELLS FARGO & COMPANY FLTG RTE NTS 31/01/22,XS1558022866,59ZT,Fixed interest (Trade reporting Only),BD36469,01-Feb-2017,31-Jan-2022,0,V,CWNR,NIOW,0,0,,EUR,CWNR,0,,,0,,,100 PARAGON MORTGAGES (NO.12) PLC CLASS A2C MTG BKD FRN 15/11/38 USD(REGS),XS0261647027,40XZ,Fixed interest (Trade reporting Only),B19DD63,,15-Nov-2038,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 ASB FINANCE LD 1.44% NTS 18/01/2030,XS1753816278,15CD,Fixed interest (Trade reporting Only),BDRJDR8,18-Jan-2018,18-Jan-2030,1.44,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 CANARY WHARF FINANCE II PLC CLS C2 FLTG RTE 1ST MORT DEBS 22/10/37 £,XS0295172406,83HT,Fixed interest (Trade reporting Only),B1VZ721,,22-Oct-2037,0,,CWNU,EIOU,0,0,,GBP,CWNU,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 0.000% GREEN GLBL NTS 10/01/24,XS1933817824,60NV,Fixed interest (Trade reporting Only),BJ4TN62,10-Jan-2019,10-Jan-2024,0,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 INVESTEC BANK PLC PHOENIX KO NTS CAR 08/11/23,FI4000349139,46FK,Fixed interest (Trade reporting Only),BH056B6,08-Nov-2018,08-Nov-2023,0,V,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZERO CPN NTS 28/05/29,XS0430954049,34YX,Fixed interest (Trade reporting Only),B4Z6N01,,28-May-2029,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC 1.00% STEP-UP NTS 28/01/21,XS0580973575,78XN,Fixed interest (Trade reporting Only),B6460W7,29-Jan-2011,28-Jan-2021,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY FXD RTESUBORD NTS 18/10/32 (144A),US63859WAF68,93CR,Fixed interest (Trade reporting Only),BZ1DKX5,18-Oct-2017,18-Oct-2032,0,O,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT REDP SEC 15/06/26,XS1782015819,44TV,Fixed interest (Trade reporting Only),BDZSCG9,21-Jun-2018,15-Jun-2026,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 BANK OF NOVA SCOTIA 0.812% NTS 19/04/24,XS1397133205,33ID,Fixed interest (Trade reporting Only),BYY8R95,19-Apr-2016,19-Apr-2024,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 BARCLAYS BANK PLC WRT LKD SECS 22/10/20,XS1099472885,38UT,Fixed interest (Trade reporting Only),BRKFLJ9,23-Oct-2014,22-Oct-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 1.625% COV NTS 21/12/26,XS1538664902,58KP,Fixed interest (Trade reporting Only),BDCMRD6,21-Dec-2016,21-Dec-2026,1.625,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 SWAN HOUSING CAPITAL PLC 3.625% SEC BDS 05/03/48,XS1195576233,61HI,Fixed interest (Trade reporting Only),BW39FR9,06-Mar-2015,05-Mar-2048,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 ABBEY NATIONAL TREASURY SERVS PLC COLLRD FLTG RTE NTS 01/04/21,XS0609472104,79RA,Fixed interest (Trade reporting Only),B61TPY6,01-Apr-2011,01-Apr-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 06/05/38,XS0362233594,71CG,Fixed interest (Trade reporting Only),B2RC693,,06-May-2038,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA QUARTERLY CALLABLE CMS CD NTS 06/07/20,XS0517717707,78AL,Fixed interest (Trade reporting Only),B46K302,,06-Jul-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK CORPORATE MARKETS PLC FLTG RTE NTS 18/01/21,XS2029697120,66TY,Fixed interest (Trade reporting Only),BJV2RM8,18-Jul-2019,18-Jan-2021,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.8 PLC CLASS 'B' MTG BCKD FRN 12/05/38 (144A),US76111DAE76,76OW,Trade Reporting only,0308168,,12-May-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BL SUPERSTORES FINANCE PLC CLS C1 FLTG RTE BDS 04/10/30 BR GBP,XS0244893375,49JE,Fixed interest (Trade reporting Only),B0ZSKR5,,04-Oct-2030,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LNK INT RED NTS 13/10/21,XS1417403695,50UI,Fixed interest (Trade reporting Only),BYM72Y4,13-Oct-2016,13-Oct-2021,0,,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 METRO BANK PLC 5.50% RESET CALL SUBORD NTS 26/06/28,XS1844097987,44VG,Fixed interest (Trade reporting Only),BG88V04,27-Jun-2018,26-Jun-2028,5.5,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 2 CLS B FRN 17/02/52 (REGS),XS0273275593,33JT,Fixed interest (Trade reporting Only),B1GJWS9,,17-Feb-2052,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 REPUBLIC OF ANGOLA (THE) 8.00% NTS 26/11/29 (REG S),XS2083302419,88VU,Fixed interest (Trade reporting Only),BKWCVZ5,26-Nov-2019,26-Nov-2029,8,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 DP WORLD PLC 6.85% NTS 02/07/37,US23330JAA97,91SN,Fixed interest (Trade reporting Only),B1ZB3P0,,02-Jul-2037,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ASTRAZENECA PLC 0.875% NTS 24/11/21,XS1143486865,43ER,Fixed interest (Trade reporting Only),BSPPV46,24-Nov-2014,24-Nov-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 QNB FINANCE FLTG RTE NTS 28/06/21,XS2020659889,62ZN,Fixed interest (Trade reporting Only),BKKJRT4,28-Jun-2019,28-Jun-2021,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGES SECS 17 PLC MTG EARLY RED CETS 13/05/37£(144A),US76112RAV78,72UL,Trade Reporting only,3431180,,13-May-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CLLBLE 3.75% NTS DUE 26/09/47,XS1685863455,84CW,Fixed interest (Trade reporting Only),BF2YTF2,26-Sep-2017,26-Sep-2047,3.47,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 24/04/23,XS1560886506,61IY,Fixed interest (Trade reporting Only),BDZCM16,24-Apr-2017,24-Apr-2023,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG 5.75% NTS 07/12/28,XS0103369020,01OK,Trade Reporting only,0877635,,07-Dec-2028,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 INVESTEC BANK PLC KICK OUT NTS CAR 05/06/23,XS1598697925,71DW,Fixed interest (Trade reporting Only),BF13XD6,05-Jun-2017,05-Jun-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ROYAL BANK OF CANADA 9.05% NTS 11/07/23,XS1854907349,45OY,Fixed interest (Trade reporting Only),BDDVSD9,11-Jul-2018,11-Jul-2023,9.05,F,CWNR,NIDW,0,0,,ZAR,CWNR,0,,,0,,,100 HAMMERSON PLC 1.750% BDS 15/03/23,XS1379158550,16VY,Fixed interest (Trade reporting Only),BZ58DG0,16-Mar-2016,15-Mar-2023,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 ASSA ABLOY AB 1.000% NTS 02/04/24,XS1973714717,63TA,Fixed interest (Trade reporting Only),BK1VW38,09-Apr-2019,02-Apr-2024,1,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 NATWEST MARKETS PLC 0.80% NTS 28/02/22,XS1956852823,62CL,Fixed interest (Trade reporting Only),BJ7Q285,28-Feb-2019,28-Feb-2022,0.8,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 SOUTH PACIFIC SECS 05-1 PLC D1C MTG BCKD FRN 10/06/43 GBP(144A),US84359WAG50,69AQ,Trade Reporting only,B069903,,10-Jun-2043,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6 YR PHNX KO NTS 16/10/23,XS1684196519,93FS,Fixed interest (Trade reporting Only),BF4W6H5,19-Oct-2017,16-Oct-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 10/11/08,XS0274165512,33LE,Fixed interest (Trade reporting Only),B1GNHL9,,10-Nov-2008,0,,CWNU,NIDU,0,0,,GBP,CWNU,0,,,0,,,100 AKADEMISKA HUS AB 3.75% NTS 15/10/41,XS0670691293,10RG,Fixed interest (Trade reporting Only),B4NFFF9,30-Aug-2011,15-Oct-2041,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 WELLS FARGO & COMPANY ZERO CPN CALL NTS 01/03/43,XS0896284824,17PL,Fixed interest (Trade reporting Only),B92CVT2,01-Mar-2013,01-Mar-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC IDX 6 YR KCK OUT NTS DUE 04/07/23,XS1620762051,75YF,Fixed interest (Trade reporting Only),BD6W4T7,14-Jul-2017,04-Jul-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 28/09/20,JE00BQWJB698,87GQ,Fixed interest (Trade reporting Only),BQWJB69,03-Oct-2014,28-Sep-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC 2019-1 CLS 1A RES M/BKD FRN 21/01/70 (S),XS1966676360,64MS,Fixed interest (Trade reporting Only),BHL1CR1,24-Apr-2019,21-Jan-2070,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 27/03/24,XS1784156207,38XU,Fixed interest (Trade reporting Only),BDZ7CY4,05-Apr-2018,27-Mar-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SOLAR FUNDING II LD SECURED ASSET-BCKD INSTALMENT NT29/12/34,XS0196509870,48SS,Trade Reporting only,B09TK63,,29-Dec-2034,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.10 PLC CLASS 'M' MTG BCKD FRN 10/08/29 (144A),US76111KAF84,95PZ,Trade Reporting only,3042861,,10-Aug-2029,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS SRS 1612 12/03/27,GB00BJ345954,84EH,Fixed interest (Trade reporting Only),BJ34595,13-Mar-2020,12-Mar-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 GATWICK FUNDING LTD SER 2019-1 CLSS A 2.875% BDS 05/07/51,XS2022203801,71FH,Fixed interest (Trade reporting Only),BKKJT32,05-Jul-2019,05-Jul-2051,2.875,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 0.375% SERIES 2015-10 CVRD BDS 30/07/21,XS1268460885,92NQ,Fixed interest (Trade reporting Only),BYWZYX1,30-Jul-2015,30-Jul-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ASB FINANCE LD 0.25% NTS 21/11/24,XS1522971065,55LH,Fixed interest (Trade reporting Only),BYVQ5Q5,21-Nov-2016,21-Nov-2024,0.0025,F,CWNR,EIDW,0,0,,CHF,CWNR,0,,,0,,,100 VODAFONE GROUP PLC 5.35% NTS 03/12/45,XS1325769716,76RX,Fixed interest (Trade reporting Only),BYVTGQ1,03-Dec-2015,03-Dec-2045,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CYPRUS(REPUBLIC OF) 2.250% NTS 16/04/50,XS2157183950,CLU3,Fixed interest (Trade reporting Only),BL96P33,,16-Apr-2050,0,,PSNR,NIDP,0,0,,EUR,PSNR,0,,,0,,,100 ARAB REPUBLIC OF EGYPT (THE) 4.750% NTS 11/04/25(144A),XS1980187329,63UQ,Fixed interest (Trade reporting Only),BJJNNY7,11-Apr-2019,11-Apr-2025,4.75,F,PSNR,NIDP,0,0,,EUR,PSNR,0,,,0,,,100 ADCB FINANCE (CAYMAN) LD 5.00% NTS 06/07/32,XS0798853049,38AS,Fixed interest (Trade reporting Only),B8DSV36,06-Jul-2012,06-Jul-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 LANCASHIRE HOLDINGS LD 5.70% SNR NTS 01/10/22 (144A),US513774AA79,15GU,Fixed interest (Trade reporting Only),B8X9Q56,16-Oct-2012,01-Oct-2022,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT AND RED NTS 12/01/2025,XS1457331384,59HD,Fixed interest (Trade reporting Only),BD0P8D4,12-Jan-2017,12-Jan-2025,0,O,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK 4.42% NTS 09/09/30,XS1284546329,94XX,Fixed interest (Trade reporting Only),BYMKD40,10-Sep-2015,09-Sep-2030,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC FLTNG RTE SECS 20/10/25,XS1620630571,93HD,Fixed interest (Trade reporting Only),BF2KH78,20-Oct-2017,20-Oct-2025,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BANK OF NOVA SCOTIA 1.355% NTS 04/05/32,XS1599468359,67QM,Fixed interest (Trade reporting Only),BZ3T7Q3,04-May-2017,04-May-2032,1.355,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 30/07/12,XS0152459482,88YV,Trade Reporting only,3255368,,30-Jul-2012,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 CONSORT HEALTHCARE (SALFORD) PLC 2.0677% IDX-LKD GTD SEC BDS 19/06/42,XS0318945499,54TF,Fixed interest (Trade reporting Only),B24C8F6,,19-Jun-2042,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 ELECTRICITY NORTH WEST LD 8.875% BDS 25/03/26 #(REG),GB0006421902,BD49,Trade Reporting only,0642190,,25-Mar-2026,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 EMIRATE OF ABU DHABI 2.125% NTS 30/09/24 (REG S),XS2057865896,75ZV,Fixed interest (Trade reporting Only),BKPGWV7,30-Sep-2019,30-Sep-2024,2.125,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 UK TREASURY STRIP 07JUN2054CPN,GB00B0BDTQ66,90EZ,Gilts,B0BDTQ6,,07-Jun-2054,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 UK TREASURY STRIP 07DEC2037CPN,GB00B0127N64,72XM,Gilts,B0127N6,,07-Dec-2037,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 TESCO PLC 6.125% NTS 24/02/22,XS0414345974,84FX,Fixed interest (SEAQ),B55SBY4,,24-Feb-2022,0,,STBS,SBDS,0,0,,GBP,STBS,0,,,0,,,100 BANK OF ENGLAND (GOVERNOR & CO.OF) 0.500% NTS 28/04/23 (144A),US06425YAH27,79VR,Fixed interest (Trade reporting Only),BMDNFP9,,28-Apr-2023,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 BARCLAYS BANK PLC FLTG RTE SECS 08/03/22,XS1913950181,94AV,Fixed interest (Trade reporting Only),BJ5CM85,08-Mar-2019,08-Mar-2022,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ARRAN RESIDENTIAL MOR FD NO.2 PLC CLS CC AST BKD FRN 20/09/56 144A EUR,US042707AQ24,82UD,Fixed interest (Trade reporting Only),B1FJ3T8,,20-Sep-2056,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 SUMITOMO CORP CAPITAL EUROPE PLC CALL FXD RTE FLTG RTE NTS 05/11/20,XS0553900027,45RZ,Fixed interest (Trade reporting Only),B5TZHR6,,05-Nov-2020,0,,CWNU,NIDU,0,0,,JPY,CWNU,0,,,0,,,100 INVESTEC BANK PLC IM22 IMP PHOENIX 5.25%/FRN 18/2/25,XS1950376803,IM22,Fixed interest (SEAQ),BJ2JJT9,18-Feb-2019,18-Dec-2025,5.25,F,STBS,SBDS,0,0,,GBP,STBS,0,4.738480978383501,,0,,,100 SAUDI ARABIAN OIL COMPANY 2.875% NTS 16/04/24 (REG S),XS1982112812,63WB,Fixed interest (Trade reporting Only),BK0MNZ1,17-Apr-2019,16-Apr-2024,2.875,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHOENIX KO NTS CAR 29/07/27,GB00BF8S5B62,72AK,Fixed interest (Trade reporting Only),BF8S5B6,29-Jul-2019,29-Jul-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MARKS & SPENCER PLC 3.000% NTS 08/12/23,XS1531151253,56GK,Fixed interest (Trade reporting Only),BYNXNT3,08-Dec-2016,08-Dec-2023,3,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ORSTED A/S 5.750% NTS 09/04/40,XS0499449261,44ZX,Fixed interest (Trade reporting Only),B5BRGX9,,09-Apr-2040,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 PARAGON MORTGAGES (NO.14) PLC C1B MORT BKD FR NTS 15/09/39(REGS) EUR,XS0291728466,87JR,Fixed interest (Trade reporting Only),B1VKW21,,15-Sep-2039,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC KCK OT NTS DUE 19/09/23,GB00BF8S3C30,84HI,Fixed interest (Trade reporting Only),BYWYVQ0,29-Sep-2017,19-Sep-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 27/04/37 $ (BR),XS0296824377,58QR,Fixed interest (Trade reporting Only),B1WNBX3,,27-Apr-2037,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 3.29% NTS 30/06/26,XS1253058140,88DE,Fixed interest (Trade reporting Only),BYR4ZP2,30-Jun-2015,30-Jun-2026,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS A3 FLTG RTE NTS 20/06/30,US38741YAP43,65JG,Fixed interest (Trade reporting Only),B0LCYR9,,20-Dec-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 1.8675% COVERED NTS DUE 03/05/30,XS1815437527,42RB,Fixed interest (Trade reporting Only),BG13FX7,03-May-2018,03-May-2030,1.8675,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 HIGHBURY FINANCE B.V. 7.017% BDS 20/03/23 £(BR),XS0109320688,05OX,Trade Reporting only,0287546,,20-Mar-2023,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 VICTORIA PLC 5 1/4% SEN NTS 15/07/24 (REG S),XS2032590007,71ZS,Fixed interest (Trade reporting Only),BK227P7,29-Jul-2019,15-Jul-2024,5.25,F,MWTU,UIDM,0,0,,EUR,MWTU,0,,,0,,,100 SG ISSUER NTS 01/12/23,JE00BF335Y93,69FC,Fixed interest (Trade reporting Only),BF335Y9,19-May-2017,01-Dec-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 ORIGINATED MORTGAGE LOANS 6 PLC B MTG BCKD FRN 15/08/32 £(BR)(REG S),XS0116247312,83PG,Trade Reporting only,0961505,,15-Aug-2032,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC IMPALA TRIPLE IDX 6 YR KO NRS 13/03/24,XS1780483761,35BK,Fixed interest (Trade reporting Only),BDZSV95,20-Mar-2018,13-Mar-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MACQUARIE GROUP LD 2.73% DEBT INST 22/11/21,XS0707696893,10VX,Fixed interest (Trade reporting Only),B4ZWM57,21-Nov-2011,22-Nov-2021,0,,CWNR,NIDW,0,0,,JPY,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.6 PLC CLASS'B'MTG BCKD FLTG RTE NTS 2038 £(BR),XS0084293595,87LC,Trade Reporting only,0247391,,09-Jun-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ROYAL BANK OF CANADA CALL ZERO CPN NTS 20/01/2039,XS0730684957,48XE,Fixed interest (Trade reporting Only),B7N34Z7,20-Jan-2012,20-Jan-2039,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 GREECE,(KINGDOM OF) 5% FDG LN 1893 STLG FDG BDS OF 1965,GB0003860235,BA51,Trade Reporting only,0386023,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 JP MORGAN CHASE & CO 4.22% NTS 22/12/22,XS0278933501,58SC,Fixed interest (Trade reporting Only),B1XFBC7,,22-Dec-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS WITH CAR 25/10/24,XS1895131867,47GP,Fixed interest (Trade reporting Only),BGLRBB9,25-Oct-2018,25-Oct-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS DUE 30/10/47,XS1706218168,94DW,Fixed interest (Trade reporting Only),BD9PZG7,30-Oct-2017,30-Oct-2047,0,O,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 OP MORTGAGE BANK 0.750% CVD NTS 07/06/27,XS1626141698,71JY,Fixed interest (Trade reporting Only),BF5LKG8,07-Jun-2017,07-Jun-2027,0,O,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 PROVINCE OF ALBERTA 2.05% NTS 17/08/26 (REG S),XS1476553711,44EG,Fixed interest (Trade reporting Only),BD3BNY5,17-Aug-2016,17-Aug-2026,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 STANDARD CHARTERED PLC 3.200% NTS 17/04/25 (144A),US853254AX89,76WJ,Fixed interest (Trade reporting Only),BWW7F29,17-Apr-2015,17-Apr-2025,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGES SECS 17 PLC M2A MTG-BCKD FRN 13/05/37£(BR)(REGS),XS0186358288,39VY,Trade Reporting only,3431094,,13-May-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NORTHUMBRIAN WATER FINANCE PLC 1.7484% I-L GTD BDS 16/07/53 £ (BR),XS0257412261,49QW,Fixed interest (Trade reporting Only),B17FQ06,,16-Jul-2053,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HOUSING DEVELOPMENT FINANCE CORP LD 8.2200% NTS 28/03/22,XS1969695789,93LZ,Fixed interest (Trade reporting Only),BJXG030,28-Mar-2019,28-Mar-2022,8.22,F,MWNU,NIDM,0,0,,INR,MWNU,0,,,0,,,100 FINGRID OYJ 2.888% NTS 30/05/29,XS1069555149,38FE,Fixed interest (Trade reporting Only),BMSKNH3,30-May-2014,30-May-2029,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC REV CONV NTS WTH CAP AT RSK 09/06/20,GB00BLLHGZ32,72DL,Fixed interest (Trade reporting Only),BLLHGZ3,09-Jun-2014,09-Jun-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CHANCELLOR MASTER&SCHOLAR UNI.OXF. 2.544% BDS 08/12/2117 (TEMP),XS2105995331,79BQ,Fixed interest (Trade reporting Only),BL395W7,23-Jan-2020,08-Dec-2117,2.544,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 TOYOTA CREDIT CANADA INC 2.65% NTS 27/03/24,CA892329BJ12,93LU,Fixed interest (Trade reporting Only),BJVKHZ5,27-Mar-2019,27-Mar-2024,2.64,F,CRNR,NIDR,0,0,,CAD,CRNR,0,,,0,,,100 COVENTRY BUILDING SOCIETY 12 1/8% PERM INT BEARING SHS #1000 (REG),GB0002290764,CVBP,Fixed interest (SEAQ),0229076,,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 ROYAL BANK OF CANADA 0.05% CVRD BDS 19/06/26,XS2014288315,66EJ,Fixed interest (Trade reporting Only),BKC9RP8,19-Jun-2019,19-Jun-2026,0.05,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS A1 FLTG RTE NTS 20/06/30,US38741YAF60,32AR,Trade Reporting only,B09FH26,,20-Jun-2030,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 BARCLAYS BANK PLC 6.3688% STEP-UP CALL PERP CAP INST £ BR,XS0305103482,87MS,Fixed interest (Trade reporting Only),B1YLCR6,,31-Dec-9999,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 PUMA FINANCE LD FLTG RTE NTS 10/01/31,XS0089611403,BK70,Trade Reporting only,0413299,,10-Jan-2031,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 HSBC BANK PLC 5.34% NTS 21/03/41,XS0605995132,63CA,Fixed interest (Trade reporting Only),B3VNLR2,21-Mar-2011,21-Mar-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 AKADEMISKA HUS AB 2.95% SNR NTS 17/09/42,XS0828811660,13CP,Fixed interest (Trade reporting Only),B8JWTB6,17-Sep-2012,17-Sep-2042,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 INVESTEC BANK PLC EUR IMPALA UPSIDE NTS 31/10/22,XS1663194394,94FH,Fixed interest (Trade reporting Only),BD3FQG0,31-Oct-2017,31-Oct-2022,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 6.25% NTS 07/06/21,XS1626169194,71LJ,Fixed interest (Trade reporting Only),BF5LK46,,07-Jun-2021,0,,PSNR,NIDP,0,0,,RUB,PSNR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 30/11/21,XS1506438305,55RJ,Fixed interest (Trade reporting Only),BD8N830,30-Nov-2016,30-Nov-2021,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 SANTANDER UK PLC 0.050% CVD BDS 12/01/28,XS2102283814,88GF,Fixed interest (Trade reporting Only),BKMG306,15-Jan-2020,12-Jan-2028,0.05,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS PREF SHS SER 1258 19/01/26,XS1912388854,59NF,Fixed interest (Trade reporting Only),BGKPV69,18-Jan-2019,19-Jan-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 11/03/25,XS1935061603,60YJ,Fixed interest (Trade reporting Only),BHNGK81,11-Mar-2019,11-Mar-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WESTERN POWER DIST.(SOUTH WEST) PLC PPL 5.875 25/03/27,XS0165510313,EWP7,Order book for Fixed Income Securities,BFWM7K7,,25-Mar-2027,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 BLUESTONE SECURITIES PLC CLASS B SERIES 2007-01 NTS 09/06/44,XS0300920823,87OD,Fixed interest (Trade reporting Only),B1YXQT2,,09-Jun-2044,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC FXD RTE STEP UP NTS 30/03/21,XS0605439255,63DQ,Fixed interest (Trade reporting Only),B560KZ3,29-Mar-2011,30-Mar-2021,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 UK TREASURY STRIP 07DEC2027CPN,GB0002443702,BA82,Gilts,0244370,,07-Dec-2027,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 SG ISSUER NTS 20/12/22,JE00BYMCV977,58VD,Fixed interest (Trade reporting Only),BYMCV97,06-Jan-2017,20-Dec-2022,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC 3.50% CR LNK NTS 23/06/21,XS2176886120,CA30,Fixed interest (Trade reporting Only),BM955Z9,19-May-2020,23-Jun-2021,3.5,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 MOLINEUX RMBS 2016-1 PLC CLS B MTG BKD FLTG RTE NTS 18/03/63,XS1379585380,34MJ,Fixed interest (Trade reporting Only),BYMYHH3,05-May-2016,18-Mar-2063,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 TOYOTA MOTOR FIN (NETHERLANDS) B.V 1.375% NTS 23/05/23,XS2001192231,65NX,Fixed interest (Trade reporting Only),BJSB405,23-May-2019,23-May-2023,1.375,F,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 CITY OF STOCKHOLM 0.90% NTS 26/02/21,XS1371440261,15OH,Fixed interest (Trade reporting Only),BDCP0H0,,26-Feb-2021,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 INVESTEC BANK PLC 6.00% CREDIT LKD NTS 20/12/24,XS2041014346,73XB,Fixed interest (Trade reporting Only),BK9Z0D8,16-Aug-2019,20-Dec-2024,6,F,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CO-OPERATIVE GROUP HOLDINGS 2011 LD 5.625% SER A GTD NTS 08/07/2020,XS0629969352,46RO,Fixed interest (Trade reporting Only),B4YD7N4,26-May-2011,08-Jul-2020,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV ZERO CPN NTS 06/02/25,XS2114148559,79ER,Fixed interest (Trade reporting Only),BKT6514,06-Feb-2020,06-Feb-2025,0,Z,PSNR,EIDP,0,0,,TRY,PSNR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. FLTG RTE NTS 18/04/24,XS1984481256,93OV,Fixed interest (Trade reporting Only),BJL32Y8,18-Apr-2019,18-Apr-2024,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS DUE 08/12/23,JE00BDRXMK62,70UX,Fixed interest (Trade reporting Only),BDRXMK6,26-May-2017,08-Dec-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZRO CPN NTS 06/09/46,XS1484858284,45AZ,Fixed interest (Trade reporting Only),BDF5FX8,,06-Sep-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 HSBC BANK PLC MANS LKD ORDS NATIONAL AGRI DEV 09/12/20,XS2084068092,89BI,Fixed interest (Trade reporting Only),BL1GTQ2,22-Nov-2019,09-Dec-2020,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HBOS TREASURY SERVICES PLC CALL FXD/CMS LKD VAR CAP RTE NT 28/06/35,XS0222737958,32DS,Trade Reporting only,B0CFD47,,28-Jun-2035,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 NATIONAL GRID GAS PLC 1.5803% IDX-LKD INST 22/08/52,XS0316596476,58WT,Fixed interest (Trade reporting Only),B243R52,,22-Aug-2052,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 05/10/40,XS0544725103,61TM,Fixed interest (Trade reporting Only),B4KKFJ1,,05-Oct-2040,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LLOYDS BANK PLC SRS 16-6 1.350% CVD BDS 01/02/32,XS1354465566,13FQ,Fixed interest (Trade reporting Only),BYQGBL7,01-Feb-2016,01-Feb-2032,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 2.90% NTS 20/11/34,XS2080208460,78MP,Fixed interest (Trade reporting Only),BL1GSZ4,20-Nov-2019,20-Nov-2034,2.9,F,CWNR,NIDW,0,0,,NZD,CWNR,0,,,0,,,100 MOUND FINANCING (NO.4) PLC SERIES2 CLASSC AST BKD FRN08/02/42 $144A,US62052MAF59,65PI,Fixed interest (Trade reporting Only),B0MTBJ0,,08-Feb-2042,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA IDX LKD NTS 22/12/21,XS0280227355,54DV,Fixed interest (Trade reporting Only),B1LCST6,,22-Dec-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HALIFAX PLC 8 3/4% PERP SUB BDS #,GB0000395102,HALC,Fixed interest (SEAQ),0039510,,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. 0.20% NTS 20/11/24,XS1719990571,96SP,Fixed interest (Trade reporting Only),BFNKZJ5,20-Nov-2017,20-Nov-2024,0.2,F,CWNR,EIDW,0,0,,CHF,CWNR,0,,,0,,,100 CLOSE BROTHERS FINANCE PLC 3.875% NTS 27/06/21,XS1080948265,51BM,Fixed interest (Trade reporting Only),BNGWY31,25-Jun-2014,27-Jun-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BPE FINANCE INTERNATIONAL LD ZERO CPN NTS 16/02/28,XS0084549574,69LE,Trade Reporting only,0248781,,16-Feb-2028,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC FLTG RTE NTS 24/01/22,XS2106858710,77UN,Fixed interest (Trade reporting Only),BL1NMM0,24-Jan-2020,24-Jan-2022,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BARCLAYS BANK PLC EQTY LKD SEC 29/04/25,GB00B8SVVV82,64XG,Fixed interest (Trade reporting Only),B8SVVV8,29-Apr-2019,29-Apr-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 2.375% NTS 18/01/28,XS1751692614,14XV,Fixed interest (Trade reporting Only),BDRJDS9,18-Jan-2018,18-Jan-2028,2.375,F,CWNR,NIDW,0,0,,NOK,CWNR,0,,,0,,,100 TIME WARNER CABLE LLC TWC 5 1/4 07/15/42,XS0798491113,13EK,Order book for Fixed Income Securities,BYVZKT0,,15-Jul-2042,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 16/05/11,XS0129518337,BH98,Trade Reporting only,3047639,,16-May-2011,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 FP FINANCE PLC 9.125% UND SUB GTD BDS (REG S)#(VAR)(BR),USG3656GAA60,50JK,Trade Reporting only,0331090,,,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC BANK PLC MAN LKD ORD SHS DAR AL ARKAN 20/07/20,XS2026703426,94JY,Fixed interest (Trade reporting Only),BK74R47,10-Jul-2019,20-Jul-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS WITH CAR 03/12/24,XS1891440320,60EI,Fixed interest (Trade reporting Only),BFM0WS4,03-Dec-2018,03-Dec-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ANZ NEW ZEALAND (INT'L) LD 2.850% NOTES 06/08/20 (REG S),US00182FAX42,92YE,Fixed interest (Trade reporting Only),BYQWXZ3,06-Aug-2015,06-Aug-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ACCRT NTS 24/07/42,XS0805075180,99WJ,Fixed interest (Trade reporting Only),B89WQ93,24-Jul-2012,24-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC PHX KO NTS CAR 24/12/24,XS2094242828,88KW,Fixed interest (Trade reporting Only),BJXCXH3,06-Jan-2020,24-Dec-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SANTANDER UK PLC INFLATION LKD INT BR NTS 30/03/22,XS0762975257,42YT,Fixed interest (Trade reporting Only),B7W3PK0,30-Mar-2012,30-Mar-2022,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 11/07/22,JE00BWV04V12,CL02,Fixed interest (Trade reporting Only),BWV04V1,21-Apr-2015,11-Jul-2022,2.71,F,CRNR,EIDR,14,100,GBP,GBP,CRNR,0,,10-Jul-2018,6,31-Dec-2099,,100 COMMONWEALTH BANK OF AUSTRALIA 5.03% CALL NTS 27/05/2031,XS0629422667,96UA,Fixed interest (Trade reporting Only),B3VZMX1,27-May-2011,27-May-2031,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC EUR IMPALA KCK OUT NTS 27/10/23,XS1683496704,93RW,Fixed interest (Trade reporting Only),BF543B3,27-Oct-2017,27-Oct-2023,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 SG ISSUER NTS 19/02/24,GB00BF6XDN19,19NE,Fixed interest (Trade reporting Only),BF6XDN1,26-Feb-2018,19-Feb-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BANK OF AMERICA CORPORATION 0.750% SNR NTS 26/07/23,XS1458405898,43SG,Fixed interest (Trade reporting Only),BDH4HG0,26-Jul-2016,26-Jul-2023,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC MAW'S LKD TO ORD FUTURE LAND 23/11/21,GB00BZY3KC12,32GT,Fixed interest (Trade reporting Only),BZY3KC1,12-Mar-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 LLOYDS BANK PLC CLRD FLT RT NTS 02/10/24,XS1114936773,86CA,Fixed interest (Trade reporting Only),BRF12Y4,02-Oct-2014,02-Oct-2024,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV GEL LKD AMTSNG 7.75% NTS 01/03/22,XS1588008539,63IC,Fixed interest (Trade reporting Only),BYQFZM3,03-Apr-2017,01-Mar-2022,7.75,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 RAMS MORTGAGE CORPORATION LD 'A1'MTG BCKD FLTG RTE NTS 10/05/32 $(BR),XS0096807648,03NT,Trade Reporting only,0681977,,10-May-2032,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 BANK OF NOVA SCOTIA 2.26% NTS 28/09/26,XS1496871143,47OC,Fixed interest (Trade reporting Only),BDCG2H7,28-Sep-2016,28-Sep-2026,0,,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 SBAB BANK AB (PUBL) FLTG RTE NTS 27/01/21,XS1022805045,36CP,Fixed interest (Trade reporting Only),BJ7BTT0,27-Jan-2014,27-Jan-2021,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 INCOME CONTINGENT STUDENT LOANS 2 ( CLASS B ASSET BKD IL NTS 24/07/58,XS1915119215,60FY,Fixed interest (Trade reporting Only),BH3J6J3,12-Dec-2018,24-Jul-2058,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANKING GROUP PLC 0.500% RST CALL NTS 12/11/25,XS2078918781,92ZU,Fixed interest (Trade reporting Only),BK72H96,12-Nov-2019,12-Nov-2025,0.5,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ARRAN RESIDENTIAL MOR FD NO.2 PLC CLS A3A AST BKD FRN 20/09/56 144A £,US042707AC38,70AW,Fixed interest (Trade reporting Only),B1FJ1D8,,20-Sep-2056,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 NATEXIS BANQUES POPULAIRES UND SUB STEP-UP FLTG RTE NTS,XS0071449036,07JP,Trade Reporting only,0100375,,31-Dec-9999,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 SG ISSUER NTS 26/04/2024,GB00BF6XC457,99XZ,Fixed interest (Trade reporting Only),BF6XC45,13-Oct-2017,26-Apr-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 9.00% GTD NTS 17/02/22,XS0413493957,88MH,Fixed interest (Trade reporting Only),B506756,,17-Feb-2022,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 COMMERZBANK HOLDINGS (UK) LD PRIM CAP UND FLTG RTE NTS(2)$(BR),GB0004955760,98HF,Fixed interest (Trade reporting Only),0495576,,31-Dec-9999,0,,CWNU,EIOU,0,0,,USD,CWNU,0,,,0,,,100 BRISTOL CORP 3 1/2% PERP DEB STK,GB0001255057,BB66,Trade Reporting only,0125505,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 HOLMES MASTER ISSUER PLC 2012-1 A6 RMB FRN 15/10/2054 REGS,XS0736399139,48HU,Fixed interest (Trade reporting Only),B75CNW2,25-Jan-2012,15-Oct-2054,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMPALA QUAD 6 PHNX KO NTS CAR 12/06/25,XS1996440332,69OF,Fixed interest (Trade reporting Only),BK8M676,17-Jun-2019,12-Jun-2025,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 LLOYDS BANK PLC SER 11-8 5.97% CVRD BNDS 10/03/21,XS0603344713,79JD,Fixed interest (Trade reporting Only),B62KR31,10-Mar-2011,10-Mar-2021,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 5.270% SYNTHC COP NTS 18/09/20,XS1286782393,70ZJ,Fixed interest (Trade reporting Only),BYZW406,,18-Sep-2020,0,,PSNR,NIDP,0,0,,COP,PSNR,0,,,0,,,100 WESTPAC BANKING CORPORATION 0.375% INST DUE 05/03/23,XS1676933937,80WA,Fixed interest (Trade reporting Only),BF16F06,05-Sep-2017,05-Sep-2023,0.375,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HENKEL AG & CO KGAA HNKG 0.875 13/09/22,XS1488419935,EHK2,Order book for Fixed Income Securities,BFWM8V5,,13-Sep-2022,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 T.H.F.C. (FUNDING NO.2) PLC 6.35% SEC BDS 08/07/41 (BR) £,XS0438974205,39GJ,Fixed interest (Trade reporting Only),B3MRKL0,09-Jul-2009,08-Jul-2041,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 17/03/14,XS0290571099,37UU,Fixed interest (Trade reporting Only),B1VJKJ1,,17-Mar-2014,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 INVESTEC BANK PLC IMPALA QUAD 6 YR KICK OUT NTS 03/11/2023,XS1694222065,94MZ,Fixed interest (Trade reporting Only),BF2DMD8,03-Nov-2017,03-Nov-2023,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BARCLAYS PLC 7.750% RST PERP SUB CONTIN. CNV SECS,US06738EBA29,46YG,Fixed interest (Trade reporting Only),BFXKXB3,16-Aug-2018,31-Dec-9999,7.75,F,MWTU,UIOM,0,0,,USD,MWTU,0,,,0,,,100 SG ISSUER NTS 13/03/28,GB00BG8HLG71,GAUV,Fixed interest (Trade reporting Only),BG8HLG7,18-Mar-2020,13-Mar-2028,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HALIFAX PLC 9 3/8% SUB BDS 2021 #(VAR)(BR),XS0066120915,98IV,Fixed interest (SEAQ),0403137,,15-May-2021,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 QNB FINANCE 5.10% NTS 08/03/21,XS1787971586,31QC,Fixed interest (Trade reporting Only),BF5D8T3,09-Mar-2018,08-Mar-2021,5.1,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 RUSSIAN FEDERATION 3.625% BDS 16/09/20 RES,XS0971723829,64DF,Fixed interest (Trade reporting Only),BDV0F82,19-Sep-2013,16-Sep-2020,0,,CWNR,NIOW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC REV CNV NTS CAR 31/07/23,GB00BF8S4F36,48JF,Fixed interest (Trade reporting Only),BF8S4F3,30-Jul-2018,31-Jul-2023,0.3333,F,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WELLS FARGO & COMPANY ZERO CPN CALL NTS 09/11/47,XS1711208295,95GM,Fixed interest (Trade reporting Only),BF4ZVR9,09-Nov-2017,09-Nov-2047,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NEWDAY FUNDING 2018-1 PLC CLASS E ASST BKD FLTG RTE NTS 15/08/26,XS1846633250,46XQ,Fixed interest (Trade reporting Only),BZ8VKV0,11-Jul-2018,15-Aug-2026,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 ANGLO AMERICAN CAPITAL PLC 4.000% NTS DUE 11/09/27 (REG S),USG0446NAN42,82JF,Fixed interest (Trade reporting Only),BD6JMT4,12-Sep-2017,11-Sep-2027,4,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 EIKA BOLIGKREDITT AS 2.125% NTS 30/01/23,XS0881369770,19QF,Fixed interest (Trade reporting Only),B8PN7T7,30-Jan-2013,30-Jan-2023,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 BANK OF MONTREAL ZRO CPN CALL DEP NTS 05/07/43,XS0947350335,11BL,Fixed interest (Trade reporting Only),BC5ZY01,05-Jul-2013,05-Jul-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ZERO CPN NTS 26/09/35,XS0229997456,92ED,Fixed interest (Trade reporting Only),B3C9QB8,,26-Sep-2035,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ANZ NEW ZEALAND (INT'L) LD FLTG RT NT 28/07/21 144A,US00182EBB48,43VH,Fixed interest (Trade reporting Only),BD3GMM1,28-Jul-2016,28-Jul-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BHP BILLITON FINANCE LD 4.750% SUB NC5.5 FXD RT RST NTS 22/04/76,XS1309436753,47RD,Fixed interest (Trade reporting Only),BYQ5T32,23-Oct-2015,22-Apr-2076,0,,CWNR,NIOW,0,0,,EUR,CWNR,0,,,0,,,100 HBOS TREASURY SERVICES PLC CALL STEP-UP NTS 21/03/28,XS0247159220,36FQ,Fixed interest (Trade reporting Only),B11W380,,21-Mar-2028,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ARSENAL SECURITIES PLC FLTG RTE GTD SEC BDS 01/09/31£ (BR),XS0261374549,57MB,Fixed interest (Trade reporting Only),B197SN7,,01-Sep-2031,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SANDWELL COMMERCIAL FIN. NO.2 PLC C MTG BKD FLTG RTE NTS 30/09/37 £(BR),XS0229030712,81RD,Fixed interest (Trade reporting Only),B0LDGG5,,30-Sep-2037,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 MACQUARIE BANK LD FLTG RTE UNSUB DEBT INST 14/01/21,XS1344821332,10JJ,Fixed interest (Trade reporting Only),BYVXPZ5,14-Jan-2016,14-Jan-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 31/03/14,XS0290958841,91MB,Fixed interest (Trade reporting Only),B1VJHK1,,31-Mar-2014,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 LLOYDS BANK PLC FLTG RTE NTS 29/10/20,XS0552415894,80AO,Fixed interest (Trade reporting Only),B5W8S02,,29-Oct-2020,0,,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 WELLS FARGO & COMPANY ZRO CPN CALL NTS 07/11/46,XS1511904135,52YD,Fixed interest (Trade reporting Only),BZ8V979,07-Nov-2016,07-Nov-2046,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 08/06/21,XS1433260806,38PX,Fixed interest (Trade reporting Only),BD044W2,16-Jun-2016,08-Jun-2021,0,,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 SOUTH EAST WATER LD 3 1/2% PERP DEB STK,GB0005884654,51HO,Trade Reporting only,0588465,,31-Dec-9999,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 SG ISSUER NTS 01/02/27,GB00BFRNHC73,61CM,Fixed interest (Trade reporting Only),BFRNHC7,08-Feb-2019,01-Feb-2027,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BHP BILLITON FINANCE LD 3.00% NTS 29/05/24,XS0787786440,12TQ,Fixed interest (Trade reporting Only),B86SVX3,29-May-2012,29-May-2024,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BARCLAYS BANK PLC SECS 24/03/26,XS2076311161,82KV,Fixed interest (Trade reporting Only),BMGJR70,25-Mar-2020,24-Mar-2026,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SG ISSUER NTS 19/02/24,GB00BF6XDW00,19RV,Fixed interest (Trade reporting Only),BF6XDW0,26-Feb-2018,19-Feb-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HEATHROW FUNDING LD 4.15% SUB-CLSS A?43 BDS 11/10/30,XS1891780691,55DK,Fixed interest (Trade reporting Only),BGV8286,11-Oct-2018,11-Oct-2030,4.15,F,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 INVESTEC BANK PLC GBP KO NTS CAR 26/03/24,XS1758702531,37XV,Fixed interest (Trade reporting Only),BFWMNC1,26-Mar-2018,26-Mar-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 PERMANENT TSB PLC CALL CMS SPREAD CAP NTS 14/10/30,XS0231628578,73HR,Fixed interest (Trade reporting Only),B0MGX95,,14-Oct-2030,0,,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6YR PHNX KO NTS 04/06/25,XS1987187348,68ZE,Fixed interest (Trade reporting Only),BK1MFC1,07-Jun-2019,04-Jun-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. 3.28% NTS 16/12/23,XS1535980293,57NR,Fixed interest (Trade reporting Only),BYXSNZ4,16-Dec-2016,16-Dec-2023,3.28,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 13/11/26,XS2076809743,78UC,Fixed interest (Trade reporting Only),BKRRHM4,13-Nov-2019,13-Nov-2026,0,Z,PSNR,EIDP,0,0,,TRY,PSNR,0,,,0,,,100 NATWEST MARKETS PLC FLTG RTS NTS 17/03/25,XS2136625204,81ST,Fixed interest (Trade reporting Only),BL6B7N5,17-Mar-2020,17-Mar-2025,0,V,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 18/06/24,XS1811464277,44QK,Fixed interest (Trade reporting Only),BFXG3L1,18-Jun-2018,18-Jun-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV (KGS LINKED) AMORT 10% NTS 30/10/20,XS1515098785,54LI,Fixed interest (Trade reporting Only),BYWLNZ4,09-Nov-2016,30-Oct-2020,10,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 CLOVERIE PLC IL & UTD MXN STS CL VAR RTE NTS 12/01/40,XS0343130083,87AE,Fixed interest (Trade reporting Only),B3BBLL0,,12-Jan-2040,0,,CWNR,EIDW,0,0,,MXN,CWNR,0,,,0,,,100 QNB FINANCE FLTG RTE NTS 21/03/24,XS1966143973,62UR,Fixed interest (Trade reporting Only),BJ1DZW7,22-Mar-2019,21-Mar-2024,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 NATWEST MARKETS PLC PP FLRD FLTG NTS 01/11/22,GB00B4RM3T66,RBLI,Fixed interest (Trade reporting Only),B4RM3T6,01-Nov-2010,01-Nov-2022,3.9,V,CWTR,UIOW,3,100,GBP,GBP,CWTR,0,,02-Aug-2018,3,31-Dec-2099,,100 HSBC BANK PLC MAN ARAB N.BANK ORD SHS SAR 10 15/03/21,XS2130784882,79NU,Fixed interest (Trade reporting Only),BLLWCK5,03-Mar-2020,15-Mar-2021,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 NATWEST MARKETS PLC FLTG RTE NTS 31/01/24,XS1944307872,93XY,Fixed interest (Trade reporting Only),BJJQ5Z1,31-Jan-2019,31-Jan-2024,0,V,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 UNITED UTILITIES WATER FINANCE PLC 0.01% RPI LKD NTS 09/12/31,XS1531582150,56VP,Fixed interest (Trade reporting Only),BDRKWC9,09-Dec-2016,09-Dec-2031,0.01,F,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 WELLS FARGO & COMPANY ZERO CPN CLL NTS 09/01/53,XS0872611230,19TG,Fixed interest (Trade reporting Only),B8MJ4N1,10-Jan-2013,09-Jan-2053,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC FLTG RTE CREDIT LKD NTS 20/12/23,XS1828133204,43YI,Fixed interest (Trade reporting Only),BFYRBR5,05-Jun-2018,20-Dec-2023,0,V,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUK INV PRF SHS SE 1484 19/10/26,XS2043659031,76LL,Fixed interest (Trade reporting Only),BHR37D2,18-Oct-2019,19-Oct-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SEVERN TRENT UTILITIES FIN PLC 4.875% GTD NTS 24/01/42 (TEMP),XS1973624213,63OE,Fixed interest (Trade reporting Only),BJ0CMT1,29-Mar-2019,24-Jan-2042,4.875,F,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 DP WORLD CRESCENT LIMITED 4.848% TST CERTS 26/09/2028 (RESTRICTED),US26139PAB94,52CR,Fixed interest (Trade reporting Only),BFD1ZZ4,26-Sep-2018,26-Sep-2028,4.848,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 3.90 NTS 13/11/20,XS1716853111,96DA,Fixed interest (Trade reporting Only),BF18CH8,,13-Nov-2020,0,,PSNR,NIDP,0,0,,CNY,PSNR,0,,,0,,,100 BEAZLEY INS.DESIGNATED ACTIVITY CO. 5.500% SUB TIER 2 NTS 10/09/29,XS2010045438,73JC,Fixed interest (Trade reporting Only),BGMG3M0,11-Sep-2019,10-Sep-2029,5.5,F,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 TESCO PERSONAL FINANCE GROUP PLC 3.500% RESET SNR NTS 25/07/25,XS2031923126,71XN,Fixed interest (Trade reporting Only),BKDV8N8,25-Jul-2019,25-Jul-2025,3.5,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMMERZBANK AG AUTOCALL NTS SRS 108 PREF SHR 04/08/21,GB00BYX25833,93AW,Fixed interest (Trade reporting Only),BYX2583,13-Aug-2015,04-Aug-2021,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 PUMA FINANCE LD FLTG RTE NTS 27/10/29,XS0075008580,67KA,Trade Reporting only,0704700,,27-Oct-2029,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 SENAAT SUKUK LIMITED 4.760% CERTIFICATES 05/12/25,XS1917569243,55RL,Fixed interest (Trade reporting Only),BGRCCX7,05-Dec-2018,05-Dec-2025,4.76,F,SUKM,SK01,0,0,,USD,SUKM,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION FLTG RTE NTS 10/12/20,XS1332261178,80DP,Fixed interest (Trade reporting Only),BYP0K79,10-Dec-2015,10-Dec-2020,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 MORGAN STANLEY B.V. EQTY LKD NTS 07/06/23,XS0941076365,43BG,Fixed interest (Trade reporting Only),BBGB7H9,06-Jun-2013,07-Jun-2023,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 UK TREASURY STRIP 07MAR2038CPN,GB00B61NVB70,59ZJ,Gilts,B61NVB7,,07-Mar-2038,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 BANK OF NOVA SCOTIA 0.45% NTS 26/07/21,XS1860314662,48NW,Fixed interest (Trade reporting Only),BF0XPV9,26-Jul-2018,26-Jul-2021,0.45,F,CWNR,NIDW,0,0,,SEK,CWNR,0,,,0,,,100 RELX FINANCE BV 0.000% GTD NTS 18/03/24,XS2126161681,79PF,Fixed interest (Trade reporting Only),BJJRLK1,11-Mar-2020,18-Mar-2024,0,F,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 BANK OF IRELAND(GOVERNOR&CO OF) 13 3/8% UNS PERP SUB BDS,GB0000510312,BOI,Fixed interest (SEAQ),0051031,,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 BARCLAYS BANK PLC CALL ZRO CPN NTS 18/01/43,XS0855579800,19UW,Fixed interest (Trade reporting Only),B8MLJR6,18-Jan-2013,18-Jan-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZRO CPN CALL NTS 10/06/43,XS0937584125,43ZY,Fixed interest (Trade reporting Only),BBH8C63,10-Jun-2013,10-Jun-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PRF SHS 1027 22/04/24,GB00BG06JL30,40XP,Fixed interest (Trade reporting Only),BG06JL3,23-Apr-2018,22-Apr-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 STANDARD CHARTERED PLC UND PRIM CAP FLTG RTE NTS SER'3'$,XS0010159159,BQ25,Trade Reporting only,0839099,,31-Dec-9999,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 DUNCAN FUNDING 2016-1 PLC CLASS A2 FLTG RTE NTS 17/04/63 (REG S),XS1409667976,36KC,Fixed interest (Trade reporting Only),BD972G2,31-May-2016,17-Apr-2063,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 1.125% NTS 03/06/22,XS1241546420,83HJ,Fixed interest (Trade reporting Only),BYMT5Z2,03-Jun-2015,03-Jun-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 1.627% COVERED BONDS 17/01/39,XS1936208336,60NL,Fixed interest (Trade reporting Only),BJCZ124,17-Jan-2019,17-Jan-2040,0,O,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 07/06/41,XS0632251004,46FA,Fixed interest (Trade reporting Only),B4615J8,07-Jun-2011,07-Jun-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK FLTG RTE CDT LKD NTS GS GRP 30/06/27,XS1490304927,67LQ,Fixed interest (Trade reporting Only),BD8Z5Z7,03-May-2017,30-Jun-2027,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 CANADIAN IMPERIAL BANK OF COMMERCE FLTG RTE NTS 22/06/20,XS1843467702,44TL,Fixed interest (Trade reporting Only),BG10000,22-Jun-2018,22-Jun-2020,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SG ISSUER NTS 24/06/21,JE00BYP76491,88TZ,Fixed interest (Trade reporting Only),BYP7649,08-Jul-2015,24-Jun-2021,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 HSBC BANK PLC MAN'S LKD ORD SHS SAUDI AIR 10/05/21,XS1820092457,43CW,Fixed interest (Trade reporting Only),BF4NCV4,09-May-2018,10-May-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV FLTG RTE NTS 13/02/22,XS1770376132,17MA,Fixed interest (Trade reporting Only),BFMC473,13-Feb-2018,13-Feb-2022,0,V,CWNR,EIDW,0,0,,AMD,CWNR,0,,,0,,,100 HSBC BANK PLC ACCRTNG NTS 15/06/22,XS0794525054,30FP,Fixed interest (Trade reporting Only),B7KWW75,15-Jun-2012,15-Jun-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BANK OF AMERICA CORPORATION 2.10% NTS 26/07/28,XS1860332649,48PH,Fixed interest (Trade reporting Only),BF0XP42,26-Jul-2018,26-Jul-2028,2.1,F,CWNR,NIDW,0,0,,SEK,CWNR,0,,,0,,,100 SANTANDER UK PLC 5.25% CVRD BNDS 16/02/2029,XS0746621704,51MA,Fixed interest (Trade reporting Only),B7MJ3L5,16-Feb-2012,16-Feb-2029,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 WESTPAC BANKING CORPORATION 5.791% INSTR 04/09/22,XS0820909678,14JW,Fixed interest (Trade reporting Only),B870859,04-Sep-2012,04-Sep-2022,0,,CWNR,EIDW,0,0,,NZD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KCK OUT NTS DUE 08/08/22,XS1658982811,78AB,Fixed interest (Trade reporting Only),BZ60785,08-Aug-2017,08-Aug-2022,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC GBP KICK OUT NTS 18/12/2025,XS1708495665,11HN,Fixed interest (Trade reporting Only),BFX4LP5,18-Dec-2017,18-Dec-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZERO CPN CALL NTS 16/01/59,XS1013654170,89NM,Fixed interest (Trade reporting Only),BJ3VMH3,16-Jan-2014,16-Jan-2059,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SG ISSUER NTS 26/04/24,GB00BF6XC127,92KF,Fixed interest (Trade reporting Only),BF6XC12,16-Oct-2017,26-Apr-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SG ISSUER NTS 24/02/25,GB00BF6XF799,99IK,Fixed interest (Trade reporting Only),BF6XF79,02-Mar-2018,24-Feb-2025,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 WESSEX WATER SERVICES FINANCE PLC 1.500% GURANTEED BDS 17/09/29,XS2049737849,75AB,Fixed interest (Trade reporting Only),BGMG7Q2,18-Sep-2019,17-Sep-2029,1.5,F,MWTU,UIDM,0,0,,GBP,MWTU,0,,,0,,,100 GATWICK FUNDING LTD CLS A SER 2017-1 3.125% BDS 28/09/2041,XS1691441924,84ZO,Fixed interest (Trade reporting Only),BYXHR59,28-Sep-2017,28-Sep-2041,3.125,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC KCK OT NTS CAP AT RSK 08/11/21,XS1305486364,59DX,Fixed interest (Trade reporting Only),BYZY305,05-Nov-2015,08-Nov-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WELLS FARGO FINANCE LLC FXD TO FLTG RTE NTS 28/05/26,XS2002016710,71IN,Fixed interest (Trade reporting Only),BK0P6J5,12-Jul-2019,28-May-2026,0,O,MWNU,NIDM,0,0,,USD,MWNU,0,,,0,,,100 LEGAL & GENERAL GROUP PLC 9.325% SUBORD NTS 23/07/41,XS0441379095,88VK,Fixed interest (Trade reporting Only),B3QKLY5,,23-Jul-2041,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC CALL ACCRNG NTS 11/10/41,XS0686595744,91SD,Fixed interest (Trade reporting Only),B4LVN44,11-Oct-2011,11-Oct-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 EKSPORTFINANS ASA ZERO CPN NTS 27/02/38,XS0347761131,43EH,Fixed interest (Trade reporting Only),B2Q0KM9,,27-Feb-2038,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 3.500% SNR NTS 11/02/23 (144A),US453140AB17,17NQ,Fixed interest (Trade reporting Only),B87D386,12-Feb-2013,11-Feb-2023,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZERO CPN CALL NTS 23/05/35,XS0219986998,85TB,Trade Reporting only,B097L19,,23-May-2035,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 SG ISSUER NTS 05/01/24,GB00BF6XD869,14LH,Fixed interest (Trade reporting Only),BF6XD86,12-Jan-2018,05-Jan-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 4.51% NTS 25/09/47,XS1689201132,84CM,Fixed interest (Trade reporting Only),BD7Y599,25-Sep-2017,25-Sep-2047,4.51,F,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 WESSEX WATER SERVICES FINANCE PLC 1.3690% IDX LKD GTD BDS 31/07/57 £ (BR),XS0283383767,58LV,Fixed interest (Trade reporting Only),B1Q2G64,,31-Jul-2057,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 JPMORGAN GLOBAL GWTH & INC PLC 4 1/2% PERP DEB STK,GB0009143495,61IO,Trade Reporting only,0914349,,31-Dec-9999,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 3.125% NTS 18/09/28,US4581X0DC96,47AD,Fixed interest (Trade reporting Only),BGJYQ62,18-Sep-2018,18-Sep-2028,3.125,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 0.875% NTS 03/04/25,US4581X0DL95,79SG,Fixed interest (Trade reporting Only),BKSG634,03-Apr-2020,03-Apr-2025,0.875,F,CRNR,NIDR,0,0,,USD,CRNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 3.59% CALL NTS 25/07/32,XS0809089468,12ZS,Fixed interest (Trade reporting Only),B8L04Y6,25-Jul-2012,25-Jul-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INTER-AMERICAN INVEST CORP 1.750% NTS 02/10/24,XS2059665443,92LV,Fixed interest (Trade reporting Only),BK5MNW3,03-Oct-2019,02-Oct-2024,1.75,F,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 ICDPS SUKUK LD TST CERT 13/04/2021,XS1382636493,32GX,Fixed interest (Trade reporting Only),BD0SCZ3,13-Apr-2016,13-Apr-2021,0,,SUKM,SK01,0,0,,USD,SUKM,0,,,0,,,100 SANTANDER UK PLC 7.125% FLTG RTE PERP CALL SUBORD NTS,XS0117974740,39PM,Trade Reporting only,0976930,,31-Dec-9999,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 CANADIAN IMPERIAL BANK OF COMMERCE FLTG RT SRS CBL15 CVD BDS 10/01/22,XS1543100702,59FI,Fixed interest (Trade reporting Only),BD73637,10-Jan-2017,10-Jan-2022,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG 1.250% GTD NTS 15/12/23,XS1957513580,62CB,Fixed interest (Trade reporting Only),BJN5S44,28-Feb-2019,15-Feb-2023,1.25,F,PSNR,EIDP,0,0,,GBP,PSNR,0,,,0,,,100 GOSFORTH FUNDING 2015-1 PLC CLS M MTG BKD FLTG RTE NTS 16/06/57,XS1234354436,83KK,Fixed interest (Trade reporting Only),BYZFZ35,09-Jun-2015,16-Jun-2057,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 0.25% FR CVD BDS 29/11/2022,XS1916387431,46IB,Fixed interest (Trade reporting Only),BHJWB13,29-Nov-2018,29-Nov-2022,0.25,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS 23/11/22,GB00BZY3LT53,44WM,Fixed interest (Trade reporting Only),BZY3LT5,21-Jun-2018,23-Nov-2022,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 NORDEA MORTGAGE BANK PLC 2.77% CVRD BNDS 11/04/2022,XS0770378379,43FX,Fixed interest (Trade reporting Only),B7VDLR0,11-Apr-2012,11-Apr-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC GBP KCK OT NTS DUE 02/10/23,XS1661728961,87GG,Fixed interest (Trade reporting Only),BD6JXM4,02-Oct-2017,02-Oct-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 22/04/24,XS1777501153,38XK,Fixed interest (Trade reporting Only),BFXZ802,20-Apr-2018,22-Apr-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 PARAGON MORTGAGES (NO.25) PLC CLASS B MGT BKD FRN 15/05/50 S,XS1785821437,41UD,Fixed interest (Trade reporting Only),BDT59G5,27-Apr-2018,15-May-2050,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MRKT ACCESS WRNTS LKD ORD A SHS 23/11/20,GB00BZY3HQ45,85UR,Fixed interest (Trade reporting Only),BZY3HQ4,29-Sep-2017,23-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK 10YR PHY STLD CRA CL NTS 30/03/25,XS1206962976,66WP,Fixed interest (Trade reporting Only),BW4NTQ7,27-Mar-2015,30-Mar-2025,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 UNITED UTILITIES WATER LTD 1.3258% IDX-LKD NTS 31/01/41,XS0242673936,32SX,Fixed interest (Trade reporting Only),B0XS9N6,,31-Jan-2041,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 LANDWIRTSCHAFTLICHE RENTENBANK 4.451% NTS 02/08/20,XS0955269260,15GK,Fixed interest (Trade reporting Only),BCFFQH2,02-Aug-2013,02-Aug-2020,0,,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 UK TREASURY STRIP 07JUN2031CPN,GB0009141010,73PE,Gilts,0914101,,07-Jun-2031,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 SKANDINAVISKA ENSKILDA BANKEN AB SEB 1.25 05/08/22,XS1467389745,ESE2,Order book for Fixed Income Securities,BFWM8S2,,05-Aug-2022,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 3.15% NTS 27/10/31,XS0696594380,13UV,Fixed interest (Trade reporting Only),B5MGDF6,27-Oct-2011,27-Oct-2031,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC AWLN 5.837 07/30/22,XS0151946695,13DH,Order book for Fixed Income Securities,3184332,,30-Jul-2022,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 UK TREASURY STRIP 1 3/4% 07SEP2022PRINCIPAL,GB00B7Y41699,TS22,Gilts,B7Y4169,,07-Sep-2022,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 DIAGEO FINANCE PLC 2.875% INST 27/03/29,XS2147890607,77LA,Fixed interest (Trade reporting Only),BMHQWN1,30-Mar-2020,27-Mar-2029,2.875,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 THE REPUBLIC OF KAZAKHSTAN SRS 3 5.125% NTS 21/07/25 REG S,XS1263054519,91VE,Fixed interest (Trade reporting Only),BYQDTH0,21-Jul-2015,21-Jul-2025,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK FLTG RT NTS 15/07/21,US45818WBM73,43HI,Fixed interest (Trade reporting Only),BD7XQV5,21-Jul-2016,15-Jul-2021,0,,CRNR,NIDR,0,0,,USD,CRNR,0,,,0,,,100 HSBC BANK PLC CALL ACCRTNG NTS 24/05/38,XS0933176298,75ZL,Fixed interest (Trade reporting Only),BB2C981,24-May-2013,24-May-2038,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 2.21% NTS 15/06/20,XS1246236183,87HW,Fixed interest (Trade reporting Only),BYMWG92,,15-Jun-2020,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 UK TREASURY STRIP 07JUN2049CPN,GB00B0BDTD38,90EP,Gilts,B0BDTD3,,07-Jun-2049,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 GE CAPITAL EUROPEAN FUND.UNLTD.CO. 2.250% NTS 20/07/20,XS0954025267,14OI,Fixed interest (Trade reporting Only),BCBVJ31,22-Jul-2013,20-Jul-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 UK TREASURY STRIP 07DEC2032CPN,GB00B0125K93,72XC,Gilts,B0125K9,,07-Dec-2032,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SER1 A1 MTGE BCKD NTE 15/07/2042 A,US71419GAQ38,79VH,Fixed interest (Trade reporting Only),B3TBFZ4,20-Apr-2011,15-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ARRAN RESIDENTIAL MOR FD NO.2 PLC CLS A3C AST BKD FRN 20/09/56 REGS EUR,XS0267362266,82TY,Fixed interest (Trade reporting Only),B1FJ2P7,,20-Sep-2056,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 08/11/40,XS0554853647,45RP,Fixed interest (Trade reporting Only),B5VWTP7,,08-Nov-2040,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 WESTPAC BANKING CORPORATION 1.000% REG S CVRD BND DUE 30/06/22,XS1661061173,78ES,Fixed interest (Trade reporting Only),BF7TY02,09-Aug-2017,30-Jun-2023,1,F,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 6.25% NTS 29/10/21,XS2073772878,92OW,Fixed interest (Trade reporting Only),BK1K0D1,,29-Oct-2021,0,,PSNR,NIDP,0,0,,CRC,PSNR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC 3.00% CLASS A GREEN BONDS 06/02/31,GB00BH0PBK08,55MN,Fixed interest (Trade reporting Only),BH0PBK0,04-Dec-2018,06-Feb-2031,3,F,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 HSBC BANK PLC MAW'S LKD TO ORD ANGEL 23/11/21,GB00BZY3KG59,32UI,Fixed interest (Trade reporting Only),BZY3KG5,14-Mar-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS A1 FLTG RTE NTS 24/04/31,US38741YBQ17,49NL,Fixed interest (Trade reporting Only),B15MS25,,24-Apr-2031,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 GVRNMNT DEM. SOC. REP. SRI LANKA 7.85% BDS 14/03/29 (144A),US85227SAZ92,93KF,Fixed interest (Trade reporting Only),BJKGRL0,15-Mar-2019,14-Mar-2029,7.85,F,MWNU,NIOM,0,0,,USD,MWNU,0,,,0,,,100 DUDLEY SUMMIT PLC 3.7772% I-L GTD SEC BD31/03/38£(VAR)(BR),XS0129438577,36QE,Trade Reporting only,3048256,,31-Mar-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 17/11/14,XS0205355638,69DH,Trade Reporting only,B08ZSR9,,17-Nov-2014,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 BP CAPITAL MARKETS PLC 0.830% GRNTD NTS 19/09/24,XS1492671158,46LC,Fixed interest (Trade reporting Only),BDH35W9,19-Sep-2016,19-Sep-2024,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD REDP SEC 29/06/26,XS1782019993,44ZN,Fixed interest (Trade reporting Only),BD35VN2,27-Jun-2018,29-Jun-2026,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 BARCLAYS BANK PLC SECS 07/04/26,XS2088205328,77MQ,Fixed interest (Trade reporting Only),BKSG656,03-Apr-2020,07-Apr-2026,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP K/O NTS CAR 11/01/21,XS1517261191,54UL,Fixed interest (Trade reporting Only),BYXW088,11-Nov-2016,11-Jan-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BANK OF QUEENSLAND LD FLTG RTE NTS 22/07/21,XS1454967727,43IY,Fixed interest (Trade reporting Only),BD202G8,27-Jul-2016,22-Jul-2021,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 ASSA ABLOY AB 1.25% NTS 15/02/27,XS1771909345,17SC,Fixed interest (Trade reporting Only),BF0VB04,15-Feb-2018,15-Feb-2027,1.25,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 MARSTON'S ISSUER PLC CLASS A2 SEC FXD/FRN 15/10/27 £(BR),XS0226790748,48VJ,Fixed interest (Trade reporting Only),B0GB3G3,,15-Oct-2027,0,,CRTR,UIOR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP UP NTS CAP AT RSK 24/10/22,XS1498578340,51SC,Fixed interest (Trade reporting Only),BD6FT57,24-Oct-2016,24-Oct-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN LNKD NTS 09/09/40,XS0539512524,95SQ,Fixed interest (Trade reporting Only),B64QVQ8,14-Jun-2011,09-Sep-2040,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 2.25% NOTES DUE 01/08/34,XS2035558571,72YS,Fixed interest (Trade reporting Only),BJBLRB4,,01-Aug-2034,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 INVESTEC BANK PLC RVSE CONV NTS CAR 25/04/22,GB00BZ04MM25,61NA,Fixed interest (Trade reporting Only),BZ04MM2,24-Apr-2017,25-Apr-2022,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 QUEBEC 2.375% NTS 22/01/24,XS1019493896,35YC,Fixed interest (Trade reporting Only),BJ3VZ18,23-Jan-2014,22-Jan-2024,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP SENATE FLTG RTE NTS 16/01/26,XS0976932854,IM38,Fixed interest (SEAQ),BF8HVG0,24-Oct-2013,16-Jan-2026,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 18 PLC M2C MTG BCKD FRN 14/11/37 EUR(BR)(REGS),XS0195876064,81EU,Trade Reporting only,B01SCK6,,14-Nov-2037,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 23/12/25,XS2068115521,76UO,Fixed interest (Trade reporting Only),BGMJRN8,23-Dec-2019,23-Dec-2025,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MACQUARIE BANK LD 1.75% UNSBDT DBT INSTR 19/02/30,XS1189741231,75DZ,Fixed interest (Trade reporting Only),BVYPP35,19-Feb-2015,19-Feb-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SOUTHERN PACIFIC SECS 04-2 PLC A2A MTG BCKD FRN 10/12/42 EUR(REG S),XS0196612021,52LU,Trade Reporting only,B02F1K9,,10-Dec-2042,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 10/09/24,XS1856837619,96MD,Fixed interest (Trade reporting Only),BF5K7R5,10-Sep-2018,10-Sep-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC 1.45% CREDIT LKD NTS 20/12/23,XS1914331738,59JZ,Fixed interest (Trade reporting Only),BHZ1X30,28-Dec-2018,20-Dec-2023,1.45,F,CRTR,UIDR,0,0,,SEK,CRTR,0,,,0,,,100 BANK OF MONTREAL ZRO COUPN CLLBLE NTS DUE 28/09/47,XS1687332590,85AQ,Fixed interest (Trade reporting Only),BYWYSS1,28-Sep-2017,11-Aug-2047,0,O,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 07/03/30,GB00BG8HL340,67TD,Fixed interest (Trade reporting Only),BG8HL34,13-Mar-2020,07-Mar-2030,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 TRAFFORD CENTRE FINANCE LD CLS B3 4.250% SEC NTS 28/04/29,XS1031629808,43KJ,Fixed interest (Trade reporting Only),BK4Z5Q1,05-Mar-2014,28-Apr-2029,0,,CWNR,NIOW,0,0,,GBP,CWNR,0,,,0,,,100 HSBC HLDGS PLC 1.50% NTS 15/03/22,XS1379182006,17TS,Fixed interest (Trade reporting Only),BYXVBK4,15-Mar-2016,15-Mar-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 TOYOTA MOTOR CREDIT CORPORATION FLTG RTE NTS 09/07/20,XS2024766193,63AF,Fixed interest (Trade reporting Only),BK91810,09-Jul-2019,09-Jul-2020,0,V,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 LONDON WALL MORTGAGE CAPITAL PLC S.FLEET 16-01 CLASS C NTS 15/08/48,XS1494948042,51TS,Fixed interest (Trade reporting Only),BD2ZKL4,07-Nov-2016,15-Aug-2048,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 27/02/09,XS0146638944,AO63,Trade Reporting only,3159341,,31-Dec-9999,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 TESCO CORPORATE TREASURY SRVCS PLC 0.875% NTS 29/05/26,XS2086868010,78HT,Fixed interest (Trade reporting Only),BKVBB86,29-Nov-2019,29-May-2026,0.875,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZRO CPN NTS 30/12/20,XS1009560803,32XJ,Fixed interest (Trade reporting Only),BHLSLK8,30-Dec-2013,30-Dec-2020,0,,CWNR,EIDW,0,0,,TRY,CWNR,0,,,0,,,100 REPUBLIC OF SERBIA 3.125% NTS 15/05/27 (REG S),XS2170186923,M0HD,Fixed interest (Trade reporting Only),BMFH4C9,18-May-2020,15-May-2027,3.125,F,PSNR,EIOP,0,0,,EUR,PSNR,0,,,0,,,100 RESIDENTIAL MORTGAGES SECS 17 PLC A2B MTG-BCKD FRN 13/05/37$(BR)(REGS),XS0186353990,39VO,Trade Reporting only,3431005,,13-May-2037,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 PARAGON MORTGAGES (NO. 15) PLC CLS B1A MORT BKD FR NT 15/12/39 £ REGS,XS0310519326,96NT,Fixed interest (Trade reporting Only),B23DS83,,15-Dec-2039,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 1.84% NTS 16/03/2027,XS1580340187,62ID,Fixed interest (Trade reporting Only),BF2CM35,16-Mar-2017,16-Mar-2027,1.84,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 WELLS FARGO BANK N.A 5.25% SUBORD NTS 01/08/23,XS0262913725,36TF,Fixed interest (Trade reporting Only),B19HY06,,01-Aug-2023,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 NATIONAL GRID GAS PLC 6% INTRUMENTS 13/05/38,XS0363511873,69GI,Fixed interest (Trade reporting Only),B2RF089,,13-May-2038,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 23/11/39,XS0466304598,93LK,Fixed interest (Trade reporting Only),B4KHJZ6,,23-Nov-2039,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 5.295% NTS 01/08/23,XS0954857586,14SZ,Fixed interest (Trade reporting Only),BCT5DG6,01-Aug-2013,01-Aug-2023,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SERIES 1 CLASS B FR NTS 17/02/52 (REGS),XS0301553607,58TI,Fixed interest (Trade reporting Only),B1YB340,,17-Feb-2052,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 3.435% NTS 01/11/21,XS1900762888,47HV,Fixed interest (Trade reporting Only),BF5HZD8,,01-Nov-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 STANDARD CHARTERED PLC 5.125% DATED SUB NTS 06/06/34,XS1075419694,50EO,Fixed interest (Trade reporting Only),BN79174,06-Jun-2014,06-Jun-2034,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 05/05/26,XS2122998045,79ZY,Fixed interest (Trade reporting Only),BLB7WF5,04-May-2020,05-May-2026,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 09/11/26,JE00BD5JWK60,34KO,Fixed interest (Trade reporting Only),BD5JWK6,29-Apr-2016,09-Nov-2026,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 JNT-STK COMM BK UZBEK IND & CON BK 5.75% NTS 02/12/24,XS2083131859,78JE,Fixed interest (Trade reporting Only),BKVK2F7,03-Dec-2019,02-Dec-2024,5.75,F,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 1.30% CALL NTS 02/06/36,XS1422843752,38GK,Fixed interest (Trade reporting Only),BDC5LR7,,20-Jun-2036,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 RECKITT BENCKISER TREASSERVICES NL 0.750% SNR NTS 19/05/30 (144A),XS2177013500,41DD,Fixed interest (Trade reporting Only),BMZN2H8,20-May-2020,19-May-2030,0.75,F,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 AKADEMISKA HUS AB 1.715% NTS 17/11/42,XS1719091552,96PE,Fixed interest (Trade reporting Only),BDFCPB7,17-Nov-2017,17-Nov-2042,1.715,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/06/17,XS0254075988,69HY,Fixed interest (Trade reporting Only),B154G83,,30-Jun-2017,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS SHS LKD INT & REDP NTS 12/05/22,XS1549182050,67WE,Fixed interest (Trade reporting Only),BF0P6L2,09-May-2017,12-May-2022,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL ZERO CPN NTS 12/12/46,XS1531793286,56KR,Fixed interest (Trade reporting Only),BZCDHV1,12-Dec-2016,12-Dec-2046,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 GLAXOSMITHKLINE CAPITAL PLC 1.750% NTS 21/05/30,XS1822829799,43NK,Fixed interest (Trade reporting Only),BFM2H29,21-May-2018,21-May-2030,1.75,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 FINGRID OYJ 2.95% NTS 24/04/29,XS1061030034,32BX,Fixed interest (Trade reporting Only),BLWF0T8,24-Apr-2014,24-Apr-2029,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLG RTE CAP NTS 15/03/11,XS0262598518,90KR,Fixed interest (Trade reporting Only),B19N3N0,,15-Mar-2011,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 INVESTEC BANK PLC GBP PHOENIX KO NTS 26/03/26,GB00BF8S3W36,37OI,Fixed interest (Trade reporting Only),BF8S3W3,26-Mar-2018,26-Mar-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 TRAVIS PERKINS PLC 4.375% GTD NTS 15/09/21,XS1107288596,84LP,Fixed interest (Trade reporting Only),BQRS666,16-Sep-2014,15-Sep-2021,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 12 PLC MTG EARLY RED CERTS 11/07/36 £(144 A),US76111NAJ46,AO94,Trade Reporting only,3159750,,11-Jul-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 WESTERN POWER DISTRIBUTION (EAST MI IDX LKD SEN UNSEC NTS 01/06/2043,XS0632038666,47JG,Fixed interest (Trade reporting Only),B4111Y0,01-Jun-2011,01-Jun-2043,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF AMERICA CORPORATION 0.808% TO FLTG RTE SNR NTS 09/05/26,XS1991265478,94GN,Fixed interest (Trade reporting Only),BK6S1C6,09-May-2019,09-May-2026,0.808,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SG ISSUER NTS 16/06/20,JE00BN8T4J67,45XR,Fixed interest (Trade reporting Only),BN8T4J6,01-Jul-2014,16-Jun-2020,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 EKSPORTFINANS ASA CMS RGE ACCURAL/ZERO CPN CALL NT31/01/35,XS0210482831,81JG,Trade Reporting only,B063D25,,31-Jan-2035,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 1.80% NTS 08/10/27,XS1696419354,88HL,Fixed interest (Trade reporting Only),BF2FFQ8,09-Oct-2017,08-Oct-2027,1.8,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 18 PLC B1A MTG BCKD FRN 14/11/37 £(BR)(144A),US76112SAE37,39YP,Trade Reporting only,B01SNP8,,14-Nov-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HBOS TREASURY SERVICES PLC CMS LNKD FLTG RTE NTS 10/01/25,XS0208080472,52QG,Trade Reporting only,B05JT37,,10-Jan-2025,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 JAPAN FIN ORG FOR MUNICIPALITIES 3.250% NTS 24/04/23 (REG S),XS1807173403,41ET,Fixed interest (Trade reporting Only),BDT57J4,,24-Apr-2023,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 SG ISSUER NTS 01/08/24,GB00BFRNG538,96QU,Fixed interest (Trade reporting Only),BFRNG53,15-Aug-2018,01-Aug-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 EIKA BOLIGKREDITT AS 1.50% NTS 12/03/2021,XS1044766191,85FC,Fixed interest (Trade reporting Only),BKKMLK2,12-Mar-2014,12-Mar-2021,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 17/06/25,XS1982106509,69JJ,Fixed interest (Trade reporting Only),BK7XY32,17-Jun-2019,17-Jun-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 7.00% NTS 03/02/21,XS2110887705,79EH,Fixed interest (Trade reporting Only),BKM1P05,03-Feb-2020,03-Feb-2021,7,F,CWTR,UIDW,0,0,,ZAR,CWTR,0,,,0,,,100 TREASURY CORPORATION OF VICTORIA 2.715% NTS 20/04/39,XS0423771392,67XU,Fixed interest (Trade reporting Only),B3W9TM0,,20-Apr-2039,0,,CWNU,NIDU,0,0,,JPY,CWNU,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA QTLY CALL CMS COUNTDWN NTS 10/06/20,XS0514995819,77SS,Fixed interest (Trade reporting Only),B67LQ76,,10-Jun-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 TRAFFORD CENTRE FINANCE LD B2' FLTG RTE SEC NTS 28/07/38 £ (BR),XS0222489014,32DI,Trade Reporting only,B0C6K61,,28-Jul-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 0.75% CVD BDS 04/11/21,XS1129875255,39BN,Fixed interest (Trade reporting Only),BRWQV78,04-Nov-2014,04-Nov-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 QNB FINANCE FLTG RTE NTS 14/09/23,XS1877809183,51YE,Fixed interest (Trade reporting Only),BFY7700,14-Sep-2018,14-Sep-2023,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SANTA FE(CITY OF) 6% STLG DEB(ENF),ARP8460SAA57,BA98,Trade Reporting only,0776000,,31-Dec-9999,0,,MISC,CSTF,0,0,,GBP,MISC,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 0.875% CVD BDS 19/02/29,XS1952948104,61TC,Fixed interest (Trade reporting Only),BJCRVM0,19-Feb-2019,19-Feb-2029,0.875,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION FLTG RTE NTS 15/12/21,US45950VKB17,47KW,Fixed interest (Trade reporting Only),BD5CT15,,15-Dec-2021,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 HSBC BANK PLC MAWS CHINA YANGTZE PWR CO. LTD 28/04/21,GB00BG8HGX93,SRDK,Fixed interest (Trade reporting Only),BG8HGX9,28-Apr-2020,28-Apr-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SEVERN TRENT UTILITIES FIN PLC 1.125% GNTD NTS 07/09/21,XS1627940601,71OA,Fixed interest (Trade reporting Only),BYWTGQ0,08-Jun-2017,07-Sep-2021,1.125,F,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 8.50% NTS 23/11/20,XS1913451420,60CN,Fixed interest (Trade reporting Only),BHJVLK9,,23-Nov-2020,0,,PSNR,NIDP,0,0,,MXN,PSNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 16/12/24,XS2079346826,78MF,Fixed interest (Trade reporting Only),BK8VPJ8,16-Dec-2019,16-Dec-2024,0,Z,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 ORESUNDSBRO KONSORTIET 0.88% NTS 30/04/25,XS1805525612,96SF,Fixed interest (Trade reporting Only),BDFD1P6,,30-Apr-2025,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/07/12,XS0244712682,73YH,Fixed interest (Trade reporting Only),B0Z7MM1,,30-Jul-2012,0,,CWNU,NIDU,0,0,,EUR,CWNU,0,,,0,,,100 RINGKJOEBING LANDBOBANK 1.875% NTS 06/06/39,XS2005623561,95BQ,Fixed interest (Trade reporting Only),BKBDLZ9,06-Jun-2019,06-Jun-2039,1.875,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 TOYOTA MOTOR CREDIT CORPORATION 2.375% NTS 01/02/23,XS0881362502,19LJ,Fixed interest (Trade reporting Only),B9DRH54,04-Feb-2013,01-Feb-2023,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 17/05/10,XS0299869247,33VN,Fixed interest (Trade reporting Only),B1XGH88,,17-May-2010,0,,CWNU,NIDU,0,0,,EUR,CWNU,0,,,0,,,100 RADIAN CAPITAL PLC 6% SCRD BDS 05/03/42,XS0752468032,43QL,Fixed interest (Trade reporting Only),B6S6B75,06-Mar-2012,05-Mar-2042,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 RL FINANCE BONDS NO. 4 PLC 4.875% RESET CALL GTD SUB NTS 07/10/49,XS2061962465,76DO,Fixed interest (Trade reporting Only),BJFD1Q9,08-Oct-2019,07-Oct-2049,4.875,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SOUTH PACIFIC SECS 05-1 PLC A1A MTG BCKD FRN 10/06/25 EUR(REGS),XS0212690696,36AU,Trade Reporting only,B0698J5,,10-Jun-2025,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 SUMITOMO CORP CAPITAL EUROPE PLC CALL FXD TO FLTG RTE NTS 29/06/20,XS0520016097,94JO,Fixed interest (Trade reporting Only),B3QSV38,,29-Jun-2020,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 BANK OF ENGLAND (GOVERNOR & CO.OF) 2.500% NTS 05/03/21 (144 A),US06425YAG44,23BU,Fixed interest (Trade reporting Only),BG1TTH7,,05-Mar-2021,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 BANK OF MONTREAL FLT RTS NTS 10/10/20,XS2064520054,92XZ,Fixed interest (Trade reporting Only),BK8JCL3,10-Oct-2019,10-Oct-2020,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 UNITED UTILITIES WATER LTD 2.400% IDX-LKD NTS 21/07/39,XS0441379418,55VQ,Fixed interest (Trade reporting Only),B3NN2N3,,21-Jul-2039,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 BBV INTERNATIONAL FINANCE LD ZERO CPN NTS 13/05/28,XS0087221965,75LM,Trade Reporting only,0283629,,13-May-2028,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 UNITED UTILITIES WATER LTD 1.5560% NTS 25/10/56,XS0271701707,49WO,Fixed interest (Trade reporting Only),B1GB0W5,,25-Oct-2056,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 NEWCASTLE UPON TYNE CORP 3 1/2% IRRD STK,GB0006355217,41HU,Trade Reporting only,0635521,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAP RSK 30/07/24,XS1834768829,48FZ,Fixed interest (Trade reporting Only),BF2FNY2,30-Jul-2018,30-Jul-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 KOMMUNAL LANDSPENSJONSKASSE GJENSID 4.25%/ FLTG RTE DTD SUB NTS 10/06/45,XS1217882171,83WO,Fixed interest (Trade reporting Only),BYYTSL7,11-Jun-2015,10-Jun-2045,0,,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 WELLS FARGO FINANCE LLC FXD TO FLTG RTE NTS 24/06/26,XS2017326542,71HK,Fixed interest (Trade reporting Only),BK0P6D9,12-Jul-2019,24-Jun-2026,0,O,MWNU,NIDM,0,0,,USD,MWNU,0,,,0,,,100 BANK OF MONTREAL 0.20% COVERED BDS 26/01/24,XS1706963284,93RM,Fixed interest (Trade reporting Only),BD6D519,26-Oct-2017,26-Jan-2024,0.2,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZRO CPN NTS 18/09/43,XS0969650950,82FZ,Fixed interest (Trade reporting Only),BDZRS02,18-Sep-2013,18-Sep-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL ZRO CPN NTS 07/02/33,XS0878664324,19MZ,Fixed interest (Trade reporting Only),B85R0S9,07-Feb-2013,07-Feb-2033,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK FLTG RTE NTS 19/04/22,XS1490304505,66KB,Fixed interest (Trade reporting Only),BDHSYR2,19-Apr-2017,19-Apr-2022,0,V,CRNR,EIDR,0,0,,AUD,CRNR,0,,,0,,,100 NETWORK RAIL INFRASTRUCTURE FIN PLC 0.517% IDX-LKD PUT NTS 18/06/51,XS0370068669,87SK,Fixed interest (Trade reporting Only),B3B1381,,18-Jun-2051,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL LKD INT NTS 06/10/25,XS1294412082,39EO,Fixed interest (Trade reporting Only),BZ23Z28,06-Oct-2015,06-Oct-2025,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 14/12/21,JE00BZ5ZDP04,84QB,Fixed interest (Trade reporting Only),BZ5ZDP0,14-Dec-2015,14-Dec-2021,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 NEWDAY FUNDING 2018-2 PLC CLASS E AB FRN 15/12/2026 (144A),XS1882675306,58ZK,Fixed interest (Trade reporting Only),BFM88G8,07-Nov-2018,15-Dec-2026,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 11.00% NTS 03/02/21,XS1559906356,60FO,Fixed interest (Trade reporting Only),BD3F422,,03-Feb-2021,0,,PSNR,NIDP,0,0,,TRY,PSNR,0,,,0,,,100 THE REPUBLIC OF NAMIBIA 5.50% NTS 03/11/2021 REST,US62987BAA08,11WS,Fixed interest (Trade reporting Only),B73V9T0,04-Nov-2011,03-Nov-2021,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 1.70% NTS 10/10/24,CA458182EA63,92ZK,Fixed interest (Trade reporting Only),BJDR000,10-Oct-2019,10-Oct-2024,1.7,F,PSNR,NIDP,0,0,,CAD,PSNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 17/09/12,XS0154563299,55XB,Trade Reporting only,3202018,,17-Sep-2012,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 NATIONAL GRID NORTH AMERICA INC. 3.952% INST 15/06/28,XS1837078929,44LO,Fixed interest (Trade reporting Only),BF198T5,15-Jun-2018,15-Jun-2028,3.952,F,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 BAZALGETTE FINANCE PLC 1.042% IDX-LKD BDS 15/06/48,XS1430584091,38MM,Fixed interest (Trade reporting Only),BD0NTC4,15-Jun-2016,15-Jun-2048,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 06/03/43,XS0895807906,15SO,Fixed interest (Trade reporting Only),B921GW7,06-Mar-2013,06-Mar-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BANK OF AMERICA CORPORATION FLTG RTE SNR NTS 25/04/24,XS1811433983,96VG,Fixed interest (Trade reporting Only),BFM7G94,25-Apr-2018,25-Apr-2024,0,V,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 ROYAL BANK OF CANADA 8.35% NTS 16/08/21,XS1865608928,51ED,Fixed interest (Trade reporting Only),BFCMRP2,16-Aug-2018,16-Aug-2021,8.35,F,CWNR,NIDW,0,0,,ZAR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 15 PLC B MTG BCKD FRN 09/09/36 £(BR)(REG S),XS0172082330,35KD,Trade Reporting only,3329650,,09-Sep-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 GRANITE MORTGAGES 04-3 PLC SER 1 A3 FRN 20/09/44 $,US38741SAB88,56QT,Trade Reporting only,B02YS94,,20-Sep-2044,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 SG ISSUER NTS 23/10/25,JE00BZ0RWW15,77XE,Fixed interest (Trade reporting Only),BZ0RWW1,09-Dec-2015,23-Oct-2025,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SG ISSUER NTS 06/03/28,GB00BG8HLB27,UJHY,Fixed interest (Trade reporting Only),BG8HLB2,13-Mar-2020,06-Mar-2028,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 ADECCO INTERNATIONAL FIN SRVS B.V 2.625% NTS 21/11/21,XS1720985255,99AN,Fixed interest (Trade reporting Only),BF0WCT3,21-Nov-2017,21-Nov-2021,2.625,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 BANK OF AMERICA CORPORATION FLTG RTE NTS 15/01/23,XS0335528153,76GP,Fixed interest (Trade reporting Only),B2NPB24,,15-Jan-2023,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 VOLKSWAGEN INTL FIN NV VW 3 7/8 PERP,XS0968913268,13HP,Order book for Fixed Income Securities,BYVZL20,,31-Dec-9999,0,,EXED,INRE,0,0,,EUR,EXED,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS 1A2 FLTG RTE NTS 17/04/32,XS0298974337,42CX,Fixed interest (Trade reporting Only),B1XN6C6,,17-Apr-2032,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ARAB REPUBLIC OF EGYPT (THE) 4.750% NTS 11/04/25(REG S),XS1980065301,61XT,Fixed interest (Trade reporting Only),BJV9C46,11-Apr-2019,11-Apr-2025,4.75,F,PSNR,NIDP,0,0,,EUR,PSNR,0,,,0,,,100 LLOYDS BANK PLC CALL ZERO CPN NTS 28/09/46,XS1493721564,47PI,Fixed interest (Trade reporting Only),BDCG2K0,28-Sep-2016,28-Sep-2046,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY ZERO CPN NTS 23/08/32,XS0817837569,13JX,Fixed interest (Trade reporting Only),B8NXT93,23-Aug-2012,23-Aug-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EQUITY RELEASE FUNDING (NO.4) PLC A1 MTG BKD FRN 30/07/39 £(VAR)(BR)(REGS),XS0197423188,68VY,Trade Reporting only,B020QB0,,30-Jul-2039,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 MORRISON(WM.)SUPERMARKETS PLC 4.750% NTS 04/07/29,XS1083226321,71SR,Fixed interest (Trade reporting Only),BP0S1H2,04-Jul-2014,04-Jul-2029,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 DEVA FINANCING PLC CLASS A1 ASSET BKD FRN 19/11/53,XS0392644638,34SB,Fixed interest (Trade reporting Only),B3DTC31,,19-Nov-2053,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZERO CPN CALL NTS 10/11/2041,XS0704702256,11YD,Fixed interest (Trade reporting Only),B730PY4,10-Nov-2011,10-Nov-2041,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK 2.805% IDX LNKD NTS 17/07/24,XS0116636134,81PI,Trade Reporting only,0966384,,17-Jul-2024,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 2.486% RPI-LKD INSTS 05/08/39,XS0443790158,99ZA,Fixed interest (Trade reporting Only),B3XLK33,,05-Aug-2039,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NORTHERN ELECTRIC FINANCE PLC 2.750% GRNTD BDS 24/05/49,XS1999869370,65TP,Fixed interest (Trade reporting Only),BK67ZJ8,28-May-2019,24-May-2049,2.75,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF MONTREAL ZRO CPN NTS 27/11/43,XS0995672796,17FT,Fixed interest (Trade reporting Only),BH0WG17,27-Nov-2013,27-Nov-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SOUTHERN WATER SERVICES (FIN) LTD SUB CLS A9 4.50% BDS 31/03/52,XS0271386244,41KV,Fixed interest (Trade reporting Only),B1G0GM4,,31-Mar-2052,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 4.615% NTS 26/04/23,XS1812891478,96WW,Fixed interest (Trade reporting Only),BDT57H2,26-Apr-2018,26-Apr-2023,4.615,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 WELLS FARGO & COMPANY ZERO CPN CALL NTS 02/05/42,XS0775536062,12RV,Fixed interest (Trade reporting Only),B7H15Y3,02-May-2012,02-May-2042,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK PLC CLB DL RNG ACRL NTS 04/12/24,XS1144872105,45GR,Fixed interest (Trade reporting Only),BT9Q4C1,04-Dec-2014,04-Dec-2024,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC IM TRI IDX PNX KO NTS CAP RIS 20/01/22,XS1328238479,11BB,Fixed interest (Trade reporting Only),BYW8LM8,15-Jan-2016,20-Jan-2022,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZRO CPN NTS 15/10/43,XS0978718848,89HA,Fixed interest (Trade reporting Only),BFRBF27,15-Oct-2013,15-Oct-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 16 PLC M2C MTG BCKD FRN 11/12/36 EUR(BR)(REG S),XS0175740785,80XG,Fixed interest (Trade reporting Only),3361470,,11-Dec-2036,0,,CWNU,EIOU,0,0,,EUR,CWNU,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED NTS 29/06/21,XS1367215859,42EI,Fixed interest (Trade reporting Only),BD06C80,29-Jun-2016,29-Jun-2021,0,,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 MITSUBISHI UFJ SECURITIES INTL PLC 2.20% / CMS LNKD CALL NTS 23/07/21,XS0132394445,03QK,Fixed interest (Trade reporting Only),3070679,,23-Jul-2021,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZRO CPN NTS 13/11/45,XS1317313887,61ZE,Fixed interest (Trade reporting Only),BZ09799,,13-Nov-2045,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 WESTPAC BANKING CORPORATION PERP CAP FLTG RTE NTS $(VAR)(BR),GB0009573998,60IP,Trade Reporting only,0957399,,31-Dec-9999,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN SECS 30/09/43,XS0939715073,67GU,Fixed interest (Trade reporting Only),BF8HKK7,30-Sep-2013,30-Sep-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG FLTG RTE GTD NTS 22/11/21 (TEMP),XS2161010496,77BS,Fixed interest (Trade reporting Only),BMWWL37,23-Apr-2020,22-Nov-2021,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 PARAGON MORTGAGES (NO.11) PLC CLASS A1 MGT BKD FRN 15/10/41 REGS $,XS0246900756,65VA,Fixed interest (Trade reporting Only),B11Z271,,15-Oct-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 MORTIMER BTL 2020-1 PLC CLS C MTG BKD FRN 21/06/52,XS2128026890,9IJ1,Fixed interest (Trade reporting Only),BL6BZB9,20-Mar-2020,21-Jun-2052,0,O,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC HSBC UNI EUR BKT VOL BGT IL NTS 21/11/22,XS0851658442,17HE,Fixed interest (Trade reporting Only),B95NDV8,13-Dec-2012,21-Nov-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 LLOYDS BANK PLC CALL 6.40% RGE ACC NTS 21/07/24,XS1089911439,52XY,Fixed interest (Trade reporting Only),BP8Y633,21-Jul-2014,21-Jul-2024,0,,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL 1.0575% ENV SUS NTS 11/12/49,XS2089369487,85MU,Fixed interest (Trade reporting Only),BJBYDF9,11-Dec-2019,11-Dec-2049,1.0575,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 SEVERN TRENT UTILITIES FIN PLC IDX-LNKD NTS 17/07/24,XS0131127200,BI72,Fixed interest (Trade reporting Only),3069473,,17-Jul-2024,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 DP WORLD PLC 4.700% NTS 30/09/2049 (RES),US23330JAC53,95HS,Fixed interest (Trade reporting Only),BKTF2X2,30-Sep-2019,30-Sep-2049,4.7,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NETWORK RAIL INFRASTRUCTURE FIN PLC 4.57% NTS 02/06/26,XS0255866625,82KL,Fixed interest (Trade reporting Only),B16BRJ1,,02-Jun-2026,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 30/08/40,XS0533752514,45IC,Fixed interest (Trade reporting Only),B66GVM2,,30-Aug-2040,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC 6 YR PHONEIX KICK OUT NTS 28/11/23,XS1704646212,11CR,Fixed interest (Trade reporting Only),BF2QZ61,13-Dec-2017,28-Nov-2023,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 LLOYDS BANK CORPORATE MARKETS PLC FLTG RTE NTS 13/12/21,XS2052331480,92FJ,Fixed interest (Trade reporting Only),BKLJX39,13-Sep-2019,13-Dec-2021,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP TRI INDX 6YR PHX KO NTS 02/08/22,XS1435360844,43WN,Fixed interest (Trade reporting Only),BD05964,29-Jul-2016,02-Aug-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HOLMES MASTER ISSUER PLC CLS Z RES MORT BKD FRN 15/10/54 (REG S),XS1419677460,37XL,Fixed interest (Trade reporting Only),BDF18F9,27-May-2016,15-Oct-2054,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL RMS RNG ACC NTS 22/12/20,XS0568989486,78TX,Fixed interest (Trade reporting Only),B52Q5Y9,,22-Dec-2020,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 0.000% GRN TRSN GLBL NTS 17/10/24 (TEMP),XS2092899207,88QO,Fixed interest (Trade reporting Only),BL6XWF8,13-Dec-2019,17-Oct-2024,0,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 BP CAPITAL MARKETS PLC 1.953% GRTD NTS 03/03/25,XS1375957294,15XA,Fixed interest (Trade reporting Only),BYPJ6H8,03-Mar-2016,03-Mar-2025,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NESTLE FINANCE INTERNATIONAL LD 2.250% NTS 30/11/23,XS0860561942,17JI,Order book for Fixed Income Securities,B908RK5,30-Nov-2012,30-Nov-2023,2.25,F,RCNT,CRDQ,12,1000,GBP,GBP,RCNT,0,2.1818181818181817,30-Nov-2015,12,31-Dec-2099,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZRO CPN CALL NTS 20/03/43,XS0903383403,69SM,Fixed interest (Trade reporting Only),B76GFQ1,20-Mar-2013,20-Mar-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 STANDARD CHARTERED PLC ADR (REPR NON-CUM RED PREF SHS) REGS,USG84228AT58,58GZ,Fixed interest (Trade reporting Only),B1L63Z9,,,0,,CWNU,EIOU,0,0,,USD,CWNU,0,,,0,,,100 ORBIT CAPITAL PLC 3.50% SEC BDS 24/03/45,XS1195224552,61DS,Fixed interest (Trade reporting Only),BWDPMH6,25-Mar-2015,24-Mar-2045,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC KCK OUT NTS CAP RSK DUE 11/08/23,XS1663053814,79NK,Fixed interest (Trade reporting Only),BF4R744,18-Aug-2017,11-Aug-2023,0,,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 SWEDEN(KINGDOM OF) 1.25% NTS 08/09/21 (REG S),XS1485745886,45JS,Fixed interest (Trade reporting Only),BYZT0T8,,08-Sep-2021,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 BMW FINANCE NV BMW 1 7/8 06/29/20,XS1238020124,13RU,Order book for Fixed Income Securities,BYVZLZ3,,29-Jun-2020,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 11 PLC C MTG BCKD FRN 11/03/35 £(BR)(144 A),US76111LAH24,AC92,Trade Reporting only,3099210,,11-Mar-2035,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC BANK PLC NTS LKD EUK INV PRF SHS SE 1485 18/10/27,XS2043658900,76LB,Fixed interest (Trade reporting Only),BHR37F4,18-Oct-2019,18-Oct-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 1.25% NTS 05/04/34,XS1591747271,63NZ,Fixed interest (Trade reporting Only),BDD98V1,,05-Apr-2034,0,,PSNR,NIDP,0,0,,EUR,PSNR,0,,,0,,,100 CYPRUS(REPUBLIC OF) 4.250% NTS 04/11/25,XS1314321941,59AM,Fixed interest (Trade reporting Only),BYM3297,,04-Nov-2025,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.13 PLC C MTG BCKD FRN 12/12/36 £ (BR) (144A),US76112JAG85,47TZ,Trade Reporting only,3216752,,12-Dec-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 DUNCAN FUNDING 2016-1 PLC CLASS A1B FLTG RTE NTS 17/04/63 (REG S),XS1409639686,36IH,Fixed interest (Trade reporting Only),BYT1GG9,31-May-2016,17-Apr-2063,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SBAB BANK AB (PUBL) 0.0775% NTS 27/08/2020,XS1870442941,46DF,Fixed interest (Trade reporting Only),BGJX926,28-Aug-2018,27-Aug-2020,0.0775,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 30Y CALL ZERO CPN NT 30/09/43,XS0973829640,65YB,Fixed interest (Trade reporting Only),BDFM2L6,30-Sep-2013,30-Sep-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKARIOS 25/08/23,XS1632883200,80DF,Fixed interest (Trade reporting Only),BD8PGF4,29-Aug-2017,25-Aug-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC SUB FLTG RTE NTS 11/02/21,XS0592005770,62VX,Fixed interest (Trade reporting Only),B43KVD4,14-Feb-2011,11-Feb-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 08/06/37 $ (BR),XS0304065088,71AB,Fixed interest (Trade reporting Only),B1YN0J0,,08-Jun-2037,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 ARRAN RESIDENTIAL MTG FDG NO.1 PLC CLASS DC AST BKD FRN 12/04/56 EUR(REGS),XS0256211318,82NM,Fixed interest (Trade reporting Only),B16DFG0,,12-Apr-2056,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 SWEDISH MATCH AB 1.600% NTS 27/02/23,XS1782926924,19UM,Fixed interest (Trade reporting Only),BDT59K9,27-Feb-2018,27-Feb-2023,1.6,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 FOSSE MASTER ISSUER PLC CLS A5 RES MORT BKD FRN 18/10/54 (REG S),XS0715271663,11FS,Fixed interest (Trade reporting Only),B732324,06-Dec-2011,18-Oct-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 PT JASA MARGA (PERSERO) TBK 7.50% RUP DENOM SNR NTS 11/12/20 (144A),US69369TAA43,10NQ,Fixed interest (Trade reporting Only),BF7JBN4,12-Dec-2017,11-Dec-2020,7.5,F,MWNU,NIOM,0,0,,IDR,MWNU,0,,,0,,,100 TORONTO-DOMINION BANK FLTG RTE SER CBL21 CVRD BDS 07/06/21,XS1833436964,43ZO,Fixed interest (Trade reporting Only),BYWL9B2,07-Jun-2018,07-Jun-2021,0,V,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 DAILY MAIL & GENERAL TRUST PLC 10% BDS 09/04/21 £(REG),XS0064908592,99GP,Trade Reporting only,0250236,,09-Apr-2021,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 CANADIAN IMPERIAL BANK OF COMMERCE 1.125 SER COV BDS 30/06/22,XS1647105649,76MR,Fixed interest (Trade reporting Only),BDFG4H8,17-Jul-2017,30-Jun-2023,1.125,F,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHX KO NTS CAR 16/12/25,XS2092622666,86JI,Fixed interest (Trade reporting Only),BJRFFN8,19-Dec-2019,16-Dec-2025,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.9 PLC RESIDUAL CERTS 09/02/38 (REG S),XS0117623107,63PK,Trade Reporting only,0973191,,09-Feb-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 MUNICIPALITY FINANCE PLC FLTNG RTE GTD NTS 17/02/21 (RULE 144A),US62628PAF36,15BO,Fixed interest (Trade reporting Only),BDRJDZ6,,17-Feb-2021,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RDPN SEC 26/10/26,XS1850732113,96EG,Fixed interest (Trade reporting Only),BFM13Q2,25-Oct-2018,26-Oct-2026,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 ISLE OF MAN TREASURY 5.375% BDS 14/08/34 £(VAR),XS0133431360,57QI,Trade Reporting only,3071650,,14-Aug-2034,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SIGNATURE AVIATION PLC 5% CUM PRF #1,GB0000677822,77GE,Trade Reporting only,0067782,,,0,,MISL,STBL,0,0,,GBX,MISL,0,,,0,,,1 NETWORK RAIL INFRASTRUCTURE FIN PLC 4.615% NTS 15/06/26,XS0257232362,65ZR,Fixed interest (Trade reporting Only),B178S76,,15-Jun-2026,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 UK TREASURY STRIP 07MAR2021CPN,GB0030883713,DZ03,Gilts,3088371,,07-Mar-2021,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 FIRSTGROUP PLC 8.750% BDS 08/04/21 £(BR),XS0422620566,79QL,Fixed interest (Trade reporting Only),B3SR4D4,,08-Apr-2021,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 MARKS & SPENCER PLC 7.125% NTS 01/12/37 USD (144A),US57069PAA03,71BR,Fixed interest (Trade reporting Only),B29SPW5,,01-Dec-2037,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 WESTPAC BANKING CORPORATION 1.594% REG S CVD BDS 12/03/38,XS1790955725,99IA,Fixed interest (Trade reporting Only),BFZWRX7,12-Mar-2018,12-Mar-2038,1.594,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 BANK OF AMERICA CORPORATION FXD RTE STP-UP CALL NTS 23/06/31,XS1436221854,39NR,Fixed interest (Trade reporting Only),BD4FGK3,23-Jun-2016,23-Jun-2031,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 LANDSBANKI ISLANDS HF. NON-CUM UND 6.25%E CAP NTS,XS0244143961,49IP,Fixed interest (Trade reporting Only),B0YWGW5,,31-Dec-9999,0,,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT AND RED NTS 09/01/2025,XS1457331541,59DN,Fixed interest (Trade reporting Only),BDGV182,10-Jan-2017,09-Jan-2025,0,O,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 25/08/40,XS0532269221,94UC,Fixed interest (Trade reporting Only),B5MJ593,,25-Aug-2040,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SOVEREIGN HOUSING CAPITAL PLC 5.705% SEC BDS 10/09/39,XS0451029127,93DN,Fixed interest (Trade reporting Only),B41SP27,,10-Sep-2039,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 14 PLC M1 MTG BCKD FRN 10/06/36 EUR(BR)(144A),US76112KAF75,56BE,Trade Reporting only,3275935,,10-Jun-2036,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 LLOYDS BANK PLC 7.375% DATED SUBORD NTS 01/06/20,XS0513760214,44UR,Fixed interest (Trade reporting Only),B5M5CS9,,01-Jun-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MAWS SHENZHEN INOVANCE TEC 19/11/20,GB00BG8HG068,88VA,Fixed interest (Trade reporting Only),BG8HG06,27-Nov-2019,19-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC 5.02% NTS 21/06/31,XS0637314807,80GG,Fixed interest (Trade reporting Only),B3N6HN7,21-Jun-2011,21-Jun-2031,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 COVENTRY BUILDING SOCIETY 1.500% SNR PFD NTS 23/01/23,XS2055125194,75WA,Fixed interest (Trade reporting Only),BKTC921,23-Sep-2019,23-Jan-2023,1.5,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK FUNDING STER HSBC BANK FUNDING STER,XS0179407910,EHS1,Order book for Fixed Income Securities,BFWM923,,31-Dec-9999,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC CLS A UNWRAPPED 1.7903% IDX BD12/07/49,XS0259441359,74FL,Fixed interest (Trade reporting Only),B1910P5,,12-Jul-2049,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 17/02/09,XS0124964270,85SW,Trade Reporting only,B094ZK7,,17-Feb-2009,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 LLOYDS BANK PLC 2.845% NTS 30/03/37,XS1587995884,62YY,Fixed interest (Trade reporting Only),BD1WX06,30-Mar-2017,30-Mar-2037,2.845,F,CWTR,UIDW,0,0,,SEK,CWTR,0,,,0,,,100 MORGAN STANLEY & CO. INTL PLC EQTY LKD NTS 13/04/2020,XS0725857980,48QN,Fixed interest (Trade reporting Only),B795M42,03-Jan-2012,13-Apr-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN 1.875% NTS 21/09/28,XS1881593971,51NG,Fixed interest (Trade reporting Only),BFX3D01,21-Sep-2018,21-Sep-2028,1.875,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SANTANDER UK PLC 1.625% CVD BDS 12/02/24 (REG S),XS2116105144,84CC,Fixed interest (Trade reporting Only),BKT16M7,12-Feb-2020,12-Feb-2024,1.625,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 MACQUARIE BANK LD 6.00% SUBORD DEBT INSTR 21/09/20,XS0543111768,61IE,Fixed interest (Trade reporting Only),B3MK6P5,,21-Sep-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC MAN'S LKD ALINMA BANK 19/01/21,XS1749437023,12ZI,Fixed interest (Trade reporting Only),BFMZ427,10-Jan-2018,19-Jan-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP TRIP IDX 6 YR PHNX KO NTS 23/05/23,XS1604357803,71DC,Fixed interest (Trade reporting Only),BDFZJS1,02-Jun-2017,23-May-2023,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC MAW'S LKD TO ORD SHS TECH CORP 23/11/21,GB00BZY3K213,22UG,Fixed interest (Trade reporting Only),BFX2TC2,05-Mar-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 WAHA AEROSPACE B.V 3.925% GTD BDS 28/07/20 (REG S) $,XS0528721623,78BH,Fixed interest (Trade reporting Only),B4YGGZ8,,28-Jul-2020,0,,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC 4.00% CRED LKD NTS 20/12/21,XS1734043521,11IT,Fixed interest (Trade reporting Only),BFX4LM2,18-Dec-2017,20-Dec-2021,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 WESTPAC SECURITIES NZ LTD 0.25% REG S CVD BDS SER 06/04/22,XS1591674459,63SL,Fixed interest (Trade reporting Only),BYQDFS3,06-Apr-2017,06-Apr-2022,0.25,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZERO CPN CALL NTS 10/09/30,XS0539599620,94VS,Fixed interest (Trade reporting Only),B669G82,,10-Sep-2030,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 FINANCE FOR RES SOCIAL HOUSING PLC SER 1'B'/8.769% YLD NTS 2058 (REG S),USG34346AD17,83KA,Trade Reporting only,5227116,,04-Oct-2058,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SG ISSUER NTS 05/07/27,GB00BFRNHK57,60QC,Fixed interest (Trade reporting Only),BFRNHK5,09-Jan-2019,05-Jul-2027,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 FAB SUKUK COMPANY LIMITED TRUST CERTS 05/03/23,XS1772752710,23GB,Fixed interest (Trade reporting Only),BFX2T55,05-Mar-2018,05-Mar-2023,0,O,SUKM,SK01,0,0,,USD,SUKM,0,,,0,,,100 ROYAL BANK OF CANADA 1.652% CVD BDS 21/07/31 144A,XS1262409615,91TJ,Fixed interest (Trade reporting Only),BYT3KP2,21-Jul-2015,21-Jul-2031,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SKY LIMITED GRNT NTS 15/09/21,XS1109741246,53AL,Fixed interest (Trade reporting Only),BQRXRJ1,15-Sep-2014,15-Sep-2021,0,,CWTU,UIDU,0,0,,EUR,CWTU,0,,,0,,,100 LLOYDS BANK PLC ZERO CPN CALL NTS 28/06/46,XS1435251639,41TY,Fixed interest (Trade reporting Only),BD20L83,28-Jun-2016,28-Jun-2046,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC CALLABLE ACCRETING NTS 01/06/39,XS0430508001,51OW,Fixed interest (Trade reporting Only),B54RLS6,,01-Jun-2039,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS SRS 1254 10/02/25,GB00BH3Z4200,61JU,Fixed interest (Trade reporting Only),BH3Z420,08-Feb-2019,10-Feb-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC MANS DERAYAH REIT FUND SAR10 18/05/21,XS2166065586,79TM,Fixed interest (Trade reporting Only),BMWWSM5,27-Apr-2020,18-May-2021,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC KICK OUT NTS CAR 05/06/23,XS1598699541,71ES,Fixed interest (Trade reporting Only),BF13XJ2,05-Jun-2017,05-Jun-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 UK TREASURY STRIP 07JUN2025CPN,GB0002443256,08NL,Gilts,0244325,,07-Jun-2025,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 BARCLAYS BANK PLC WNT LKD SEC 19/12/22,XS1673912819,11KE,Fixed interest (Trade reporting Only),BD9G300,19-Dec-2017,19-Dec-2022,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 PUMA FINANCE LD FLTG RTE NTS 10/01/31,XS0089610264,BJ87,Trade Reporting only,0413578,,10-Jan-2031,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PREF SRS 1156 12/09/25,XS1848657182,50WU,Fixed interest (Trade reporting Only),BD3BZ94,14-Sep-2018,12-Sep-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 01/12/23,JE00BF336027,69BM,Fixed interest (Trade reporting Only),BF33602,19-May-2017,01-Dec-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 CANADIAN IMPERIAL BANK OF COMMERCE CBL7 2.250% CVD BDS 21/07/20 144A,US136069KL45,91UZ,Fixed interest (Trade reporting Only),BYNNY34,21-Jul-2015,21-Jul-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 1 CLS B FRN 17/02/52 (REGS),XS0370505124,54SQ,Fixed interest (Trade reporting Only),B39YLP5,,17-Feb-2052,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 DP WORLD CRESCENT LIMITED TST CERTS 30/01/30 (UNRESTRICTED),XS2056707420,75ZB,Fixed interest (Trade reporting Only),BJLBK71,30-Sep-2019,30-Jan-2030,3.7495,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 UK TREASURY STRIP 07JUN2044CPN,GB00B0BDT229,90EF,Gilts,B0BDT22,,07-Jun-2044,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 HSBC BANK PLC MRKT ACCESS WRNTS LKD ORD A SHS 23/11/20,GB00BZY3HX12,85VX,Fixed interest (Trade reporting Only),BZY3HX1,29-Sep-2017,23-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 21/02/2042,XS0745466507,51QH,Fixed interest (Trade reporting Only),B79VFK7,21-Feb-2012,21-Feb-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ARRAN RESIDENTIAL MOR FD NO.2 PLC CLS BB AST BKD FRN 20/09/56 REGS USD,XS0267360054,82TO,Fixed interest (Trade reporting Only),B1FJ257,,20-Sep-2056,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 5.00% RATCH. COR.TARGET RED NTS 10/11/20,XS0233961068,92OM,Fixed interest (Trade reporting Only),B3W0741,,10-Nov-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC WRT LKD SECS 07/10/20,XS1087455926,44AQ,Fixed interest (Trade reporting Only),BQN1CR2,05-Sep-2014,07-Oct-2020,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HOUSING FINANCE CORP LD 8 5/8% DEB STK 2023,GB00BJLSSR88,65HB,Fixed interest (Trade reporting Only),BJLSSR8,,13-Nov-2023,0,,CWTU,UIOU,0,0,,GBP,CWTU,0,,,0,,,100 WELLS FARGO & COMPANY CALL ZERO CPN NTS 23/09/41,XS0677872185,10TS,Fixed interest (Trade reporting Only),B6S4DQ2,23-Sep-2011,23-Sep-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 TOYOTA CREDIT CANADA INC FXD RTE NTS 21/07/21,CA892329AW32,43IO,Fixed interest (Trade reporting Only),BD7XQ93,21-Jul-2016,21-Jul-2021,0,,CRNR,NIDR,0,0,,CAD,CRNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 1.875% NTS 16/06/20,US4581X0CP19,85XI,Fixed interest (Trade reporting Only),BZ0P407,16-Jun-2015,16-Jun-2020,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 1.50% GLBL NTS 02/11/21,US29874QCY89,51RX,Fixed interest (Trade reporting Only),BD2ZGD8,02-Nov-2016,02-Nov-2021,1.5,F,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR KO NT CAR 28/02/23,XS1556950134,61MV,Fixed interest (Trade reporting Only),BDZTRY5,28-Feb-2017,28-Feb-2023,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC MAWS ORD A WEICHAI POWER 07/05/21,GB00BG8HH256,79WN,Fixed interest (Trade reporting Only),BG8HH25,14-May-2020,07-May-2021,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC MLTI EQTY KCK OUT NTS 27/04/21,GB00BVL8S503,78FY,Fixed interest (Trade reporting Only),BVL8S50,27-Apr-2015,27-Apr-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 18 PLC A2A MTG BCKD FRN 14/11/37 £(BR)(REGS),XS0195867071,81EK,Trade Reporting only,B01SNB4,,14-Nov-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 MOAT HOMES FINANCE PLC 5% SEC BDS 23/09/41 (TEMP),XS2057856556,76UE,Fixed interest (Trade reporting Only),BK72882,11-Nov-2019,23-Sep-2041,5,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 10/07/2027,JE00BD57J324,42QM,Fixed interest (Trade reporting Only),BD57J32,29-Jul-2016,10-Jul-2027,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 GREAT HALL MORTGAGES NO.1 PLC CLS AC SER 2007-02 NTS 18/06/39 (144A),US39052PAA75,75DP,Fixed interest (Trade reporting Only),B1Z97T6,,18-Jun-2039,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 VERIZON COMMUNICATIONS INC VZ 4 3/4 02/17/34,XS1030900325,13GM,Order book for Fixed Income Securities,BYVZL64,,17-Feb-2034,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 OP CORPORATE BANK PLC 3.80% INST 27/05/29,XS1069616206,49OR,Fixed interest (Trade reporting Only),BMW3Q24,27-May-2014,27-May-2029,0,,CWNR,EIDW,0,0,,NOK,CWNR,0,,,0,,,100 SOUTHERN PACIFIC SECS 04-2 PLC A1A MTG BCKD FRN 10/06/25 EUR(REG S),XS0196609829,52LK,Trade Reporting only,B02FW06,,10-Jun-2025,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 WESTPAC BANKING CORPORATION 2.10% CVD BD SER 2016-C2 25/02/21 (144A),US96122WAL46,15JB,Fixed interest (Trade reporting Only),BD6RFW2,25-Feb-2016,25-Feb-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ORESUNDSBRO KONSORTIET 3.30% NTS 10/10/28,XS0978619947,69EN,Fixed interest (Trade reporting Only),BFNY832,10-Oct-2013,10-Oct-2028,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 MERRILL LYNCH SA CALL LIBOR RGE ACC CRD NTS 29/09/21,XS0267778875,74LN,Fixed interest (Trade reporting Only),B1FQH31,,29-Sep-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS PLC 1.5% NTS 01/04/22,XS1116480697,85YY,Fixed interest (Trade reporting Only),BR3NR70,01-Oct-2014,01-Apr-2022,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 QNB FINANCE FLTG RTE NTS 11/09/23,XS1876033314,51TI,Fixed interest (Trade reporting Only),BFMMVM7,12-Sep-2018,11-Sep-2023,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 VODAFONE GROUP PLC CAP SEC 03/10/78,XS1888180640,95TW,Fixed interest (Trade reporting Only),BD9PM33,04-Oct-2018,03-Oct-2078,0,V,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED SECS 12/10/2028,XS1850726065,58RN,Fixed interest (Trade reporting Only),BFM81P8,02-Nov-2018,12-Oct-2028,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 5.08% NTS 23/11/30,XS0559404362,45UG,Fixed interest (Trade reporting Only),B3Y87D2,,23-Nov-2030,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 2.50% NTS 28/04/21,XS1367222475,34IT,Fixed interest (Trade reporting Only),BYZ7P64,28-Apr-2016,28-Apr-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 LIVERPOOL CORP 3% RED STK,GB0005200471,78HJ,Trade Reporting only,0520047,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC S 2009-1 C A3 RES MORTG BKD FRN 21/01/55,XS0462896688,76VU,Fixed interest (Trade reporting Only),B58FPQ2,,21-Jan-2055,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MERRILL LYNCH SA UF ADJ 4.50% CDT LKD NTS LKD LEH17/08/41,XS0314594945,75FA,Fixed interest (Trade reporting Only),B2426H4,,17-Aug-2041,0,,CWNR,EIDW,0,0,,CLP,CWNR,0,,,0,,,100 JSC NC KAZMUNAYGAS 5.75% NTS 30/04/43 $ A,US46639UAB17,15KR,Fixed interest (Trade reporting Only),B9074R8,01-May-2013,30-Apr-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 WESTERN POWER DISTRIBUTION (EAST MI 5.75% NTS 10/12/40,XS0568142482,62HY,Fixed interest (Trade reporting Only),B527RG8,,10-Dec-2040,0,,CWNU,EIDU,0,0,,GBP,CWNU,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV FLTG RT NTS 18/01/22,XS1936099537,60WE,Fixed interest (Trade reporting Only),BJ2KTY7,18-Jan-2019,18-Jan-2022,0,V,PSNR,EIDP,0,0,,GBP,PSNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZERO CPN NTS 17/11/46,XS1520633345,54XC,Fixed interest (Trade reporting Only),BYVGJM9,,17-Nov-2046,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BANK OF AMERICA CORPORATION VAR RTE NTS 28/04/28,XS0087056155,43LP,Trade Reporting only,0279435,,28-Apr-2028,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 MORTIMER BTL 2019-1 PLC CLASS X FLTG RTE NTS 20/06/51,XS1998885369,63BL,Fixed interest (Trade reporting Only),BJVR4Z5,24-Jun-2019,20-Jun-2051,0,O,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 WESTPAC BANKING CORPORATION 1.250% REG S CVRD BDS 14/01/2033,XS1748436356,14SP,Fixed interest (Trade reporting Only),BDFKM98,16-Jan-2018,14-Jan-2033,1.25,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SG ISSUER NTS 13/09/2023,GB00BF6XCH83,84JU,Fixed interest (Trade reporting Only),BF6XCH8,27-Sep-2017,13-Sep-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 12 PLC 'A1R' MTG BCKD FRN 11/07/26 $(BR)(REG S),XS0147273378,AO79,Trade Reporting only,3159608,,11-Jul-2026,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 SUMITOMO CORP CAPITAL EUROPE PLC 1.42% CALL NTS 24/05/2021,XS0622242666,47HL,Fixed interest (Trade reporting Only),B4LYX10,23-May-2011,24-May-2021,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 SKIPTON BUILDING SOCIETY 8.5% PERM INT BEARING SHS,GB0004440623,SBSA,Fixed interest (SEAQ),0444062,,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 SG ISSUER NTS 11/03/24,GB00BF6XF468,34KE,Fixed interest (Trade reporting Only),BF6XF46,16-Mar-2018,11-Mar-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 NEWCASTLE BUILDING SOCIETY 10 3/4% PERM INT BEARING SHS #1000,GB0006371529,NBSP,Fixed interest (SEAQ),0637152,,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 22/11/21,XS1517251473,55QU,Fixed interest (Trade reporting Only),BD38GG9,29-Nov-2016,22-Nov-2021,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK CALL 5.30% NTS 29/07/39,XS0441518122,88FQ,Fixed interest (Trade reporting Only),B3YT4T0,,29-Jul-2039,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC HLDGS PLC 3.125% SUB NTS 07/06/28,XS1428953407,39WU,Fixed interest (Trade reporting Only),BD57GZ3,07-Jun-2016,07-Jun-2028,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SG ISSUER NTS 02/03/21,JE00BW0DBR69,75GQ,Fixed interest (Trade reporting Only),BW0DBR6,10-Mar-2015,02-Mar-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ARRAN RESIDENTIAL MTG FDG NO.1 PLC CLASS BA AST BKD FRN 12/04/56 £ (REGS),XS0256205930,49RS,Fixed interest (Trade reporting Only),B16DFM6,,12-Apr-2056,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 EDP FINANCE B.V ZERO CPN NTS 12/11/23,XS0399353506,59MQ,Fixed interest (Trade reporting Only),B3FHVY7,,12-Nov-2023,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 STANDARD CHARTERED BANK ZERO CPN NTS 13/06/22,XS2011240939,69HO,Fixed interest (Trade reporting Only),BKC9LZ6,13-Jun-2019,13-Jun-2022,0,Z,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 VODAFONE GROUP PLC 2.64% NTS 13/09/27,XS1684379602,83RS,Fixed interest (Trade reporting Only),BDZTYM2,15-Sep-2017,13-Sep-2027,2.64,F,CWTR,UIDW,0,0,,HKD,CWTR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. 0.516% NTS 20/09/24,XS1490956676,46PJ,Fixed interest (Trade reporting Only),BYQB9D0,20-Sep-2016,20-Sep-2024,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN LNKD NTS 26/08/40,XS0536727521,79CM,Fixed interest (Trade reporting Only),B63Y884,14-Jun-2011,26-Aug-2040,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP PHNX KO NTE CAR 28/10/21,XS1310957243,70SS,Fixed interest (Trade reporting Only),BZ16915,28-Oct-2015,28-Oct-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/10/12,XS0157181966,80PJ,Trade Reporting only,3217090,,30-Oct-2012,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 INVESTEC BANK PLC PHNIX KCK OUT NTS DUE 17/07/23,GB00BZ04MY47,76AD,Fixed interest (Trade reporting Only),BZ04MY4,17-Jul-2017,17-Jul-2023,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 WELLS FARGO FINANCE LLC FLTG RTE NTS 29/03/26,XS1971573305,71LB,Fixed interest (Trade reporting Only),BK0P6M8,12-Jul-2019,29-Mar-2026,0,V,MWNU,NIDM,0,0,,USD,MWNU,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 30/01/24,XS1760844214,16FU,Fixed interest (Trade reporting Only),BG06623,06-Feb-2018,30-Jan-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NEWDAY FUNDING 2018-2 PLC CLASS D AB FRN 15/12/2026 (REG S),XS1882674325,58UO,Fixed interest (Trade reporting Only),BFM8857,07-Nov-2018,15-Dec-2026,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 NOTTING HILL GENESIS 5.25% SEC BDS 07/07/42 (BR) £,XS0523335395,61RH,Fixed interest (Trade reporting Only),B3V3KH5,,07-Jul-2042,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 MACQUARIE GROUP LD 2.25% DEBT INSTS 22/12/20,XS0571372407,45XH,Fixed interest (Trade reporting Only),B5TFYS6,,22-Dec-2020,0,,CRNR,NIDR,0,0,,JPY,CRNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 01/12/39,XS0469060809,76YV,Fixed interest (Trade reporting Only),B4X4385,,01-Dec-2039,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 WILLIAM HILL PLC 4.250% GTD NTS 05/06/20,XS0941604307,10BC,Fixed interest (Trade reporting Only),BBD81L5,06-Jun-2013,05-Jun-2020,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 GRANITE MORTGAGES 04-2 PLC SER 1 B FRN 20/06/44 $,US38741WAC73,39YF,Trade Reporting only,B018N69,,20-Jun-2044,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 CANADIAN IMPERIAL BANK OF COMMERCE FLTG RTE SUB CAP DEB 08/2085 $(VAR)(BR),GB0001703890,BB10,Trade Reporting only,0170389,,22-Aug-2085,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 BANK OF NOVA SCOTIA 1.375% SNR NTS 05/12/23,XS2089341809,85EX,Fixed interest (Trade reporting Only),BL6VHP7,05-Dec-2019,05-Dec-2023,1.375,F,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 29/07/25,XS2004420670,72FX,Fixed interest (Trade reporting Only),BK6MK76,29-Jul-2019,29-Jul-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 TOYOTA FINANCE AUSTRALIA LIMITED 3.25% NTS 21/02/22,XS1567905754,60ZF,Fixed interest (Trade reporting Only),BDR8GD2,21-Feb-2017,21-Feb-2022,3.25,F,CRNR,NIDR,0,0,,AUD,CRNR,0,,,0,,,100 HSBC BANK PLC MAW LKD A SHS CHINA RES SANJIU 23/11/21,GB00BG64C783,46QZ,Fixed interest (Trade reporting Only),BG64C78,12-Mar-2019,23-Nov-2021,0,V,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL ZERO CPN NTS 20/03/42,XS0756471313,12LJ,Fixed interest (Trade reporting Only),B71N880,20-Mar-2012,20-Mar-2042,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZERO CPN NTS 17/04/39,XS0423475234,67XK,Fixed interest (Trade reporting Only),B3VR8S4,,17-Apr-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC CLS A UNWRAPPED 1.6777% IND BDS 03/07/56,XS0258730687,82CO,Fixed interest (Trade reporting Only),B188ST7,,03-Jul-2056,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MAWS LKD ORD A LONGI GREEN 23/11/21,GB00BG64D534,45AF,Fixed interest (Trade reporting Only),BG64D53,27-Jun-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK FLTNG RTE NTS 09/10/20,US45818WBT27,90LX,Fixed interest (Trade reporting Only),BF2F632,12-Oct-2017,09-Oct-2020,0,V,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 TOYOTA MOTOR FIN (NETHERLANDS) B.V 2.764% NTS 26/04/21,XS1986866116,64VB,Fixed interest (Trade reporting Only),BJK3WH2,26-Apr-2019,26-Apr-2021,2.764,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 JYSKE BANK 4.00% NTS 19/05/22,XS0993050961,40MH,Fixed interest (Trade reporting Only),BGM1358,19-Nov-2013,19-May-2022,0,,CWNR,EIDW,0,0,,NOK,CWNR,0,,,0,,,100 MDGH - GMTN B.V. 4.500% NTS 07/11/28 (REG S),XS1904648570,95YI,Fixed interest (Trade reporting Only),BFM7YP6,07-Nov-2018,07-Nov-2028,4.5,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 KSA SUKUK LD 4.303% TRUST CERT 19/01/29 (144A),US48266XAC92,95TJ,Fixed interest (Trade reporting Only),BGQVT56,19-Sep-2018,19-Jan-2029,4.303,F,SUKM,SK01,0,0,,USD,SUKM,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL ZERO CPN NTS 27/09/30,XS0542827703,94HT,Fixed interest (Trade reporting Only),B4KYFR1,,27-Sep-2030,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 ORIGINATED MORTGAGE LOANS 7 PLC CLASS 'S' MTG BCKD FLTG RTE NTS 15/11/32,XS0120528715,BO58,Trade Reporting only,0284398,,15-Nov-2032,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 COMMERZBANK AG AUTOCALL NTS 03/07/20,GB00BXC87Z65,89ZG,Fixed interest (Trade reporting Only),BXC87Z6,14-Jul-2015,03-Jul-2020,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP A RTD BSKT 3%/FRN 16/12/24 GBP1000,XS1278289977,IM90,Fixed interest (SEAQ),BYW6M52,08-Sep-2015,16-Dec-2024,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 ASB FINANCE LD FLTG RTE NTS 08/06/21,XS1430555406,39ZV,Fixed interest (Trade reporting Only),BDB7F27,08-Jun-2016,08-Jun-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 JSC DEVELOPMENT BANK OF KAZAKHSTAN 8.95% NTS 04/05/2023 REG S,XS1814831563,42WO,Fixed interest (Trade reporting Only),BFZPL01,04-May-2018,04-May-2023,8.95,F,CWNR,EIDW,0,0,,KZT,CWNR,0,,,0,,,100 NEWDAY FUNDING 2017-1 PLC CLASS E ASS BKD FRN 15/07/25,XS1634803792,75JR,Fixed interest (Trade reporting Only),BD71CF5,06-Jul-2017,15-Jul-2025,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 23/12/26,JE00BYTP3T31,38JB,Fixed interest (Trade reporting Only),BYTP3T3,13-Jun-2016,23-Dec-2026,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HSBC BANK PLC MEDIUM TERM NTS 24/10/37,XS0356428622,51AX,Fixed interest (Trade reporting Only),B2R9LL1,,24-Oct-2037,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 B.A.T.INTERNATIONAL FINANCE PLC 3.125% GTD NTS 06/03/29,XS1043097630,95BG,Fixed interest (Trade reporting Only),BKGR0R1,06-Mar-2014,06-Mar-2029,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC 2020-1 CLS 1A MB FRN 21/01/70 (REG S),XS2109587977,83UT,Fixed interest (Trade reporting Only),BL6VMG3,06-Feb-2020,21-Jan-2070,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 WESTPAC BANKING CORPORATION 5.00% INST 24/03/31,XS0607782561,46SK,Fixed interest (Trade reporting Only),B5LHF10,24-Mar-2011,24-Mar-2031,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 31/01/11,XS0123662214,93PR,Trade Reporting only,3004311,,31-Jan-2011,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 SEVERN TRENT UTILITIES FIN PLC 1.589% IDX-LKD NTS 01/02/67,XS0316093722,90NI,Fixed interest (Trade reporting Only),B241MC8,,01-Feb-2067,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 NWEN FINANCE PLC 5.875% GTD SNR SEC NTS 21/06/21,XS0904707287,40NX,Fixed interest (Trade reporting Only),B9H3PP4,22-Mar-2013,21-Jun-2021,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD FLTG RTE NTS/ CMS LKD NTS 12/08/25,XS0957294282,14XB,Fixed interest (Trade reporting Only),BCZW877,12-Aug-2013,12-Aug-2025,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC HLDGS PLC 2.256% RESET NTS 13/11/26,XS1716248197,95ZY,Fixed interest (Trade reporting Only),BF3FPL2,13-Nov-2017,13-Nov-2026,2.256,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.01% NTS 20/01/21,XS2102401101,84OG,Fixed interest (Trade reporting Only),BKVL6W5,20-Jan-2020,20-Jan-2021,0.01,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC PHNX KO NTS CAR 27/02/23,GB00BZ04MK01,58XP,Fixed interest (Trade reporting Only),BZ04MK0,27-Feb-2017,27-Feb-2023,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 JYSKE BANK FLTG RTE CALL SUB T2 NTS 19/05/26,XS1415181608,36AK,Fixed interest (Trade reporting Only),BYQPZZ6,20-May-2016,19-May-2026,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 LLOYDS BANK CORPORATE MARKETS PLC FLTG RTE NTS 05/07/21,XS2023213726,94JE,Fixed interest (Trade reporting Only),BK74KQ0,08-Jul-2019,05-Jul-2021,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 1.375% NTS 27/01/25,XS1558013360,60DT,Fixed interest (Trade reporting Only),BDFFWV5,27-Jan-2017,27-Jan-2025,1.375,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SG ISSUER NTS 04/11/26,GB00BG8HKH14,78NL,Fixed interest (Trade reporting Only),BG8HKH1,18-Nov-2019,04-Nov-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 MDGH - GMTN B.V. 2.875% NTS 07/11/29 (144A),US55276VAJ17,92XP,Fixed interest (Trade reporting Only),BJ0LR04,07-Nov-2019,07-Nov-2029,2.875,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHX KO NTS CAR 29/12/25,XS2081543113,88KC,Fixed interest (Trade reporting Only),BJXCXG2,06-Jan-2020,29-Dec-2025,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 GREECE,(KINGDOM OF) 5% 1881(ASSD WITH ACCEPTANCE CERT),GB0003861191,BB41,Trade Reporting only,0386119,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 6.00% NTS 24/07/23,XS1555164299,59RC,Fixed interest (Trade reporting Only),BD81F11,24-Jan-2017,24-Jul-2023,6,F,PSNR,EIDP,0,0,,RUB,PSNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL ZRO CPN NTS 29/08/2048,XS1868750792,51CI,Fixed interest (Trade reporting Only),BGB66J9,29-Aug-2018,29-Aug-2048,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 UK TREASURY STRIP 07SEP2034CPN,GB0032729690,35II,Gilts,3272969,,07-Sep-2034,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS 29/10/20,GB00BG64F802,93RC,Fixed interest (Trade reporting Only),BG64F80,24-Apr-2019,29-Oct-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 QNB FINANCE 2.125% GTD NTS 07/09/21,XS1485745704,45DG,Fixed interest (Trade reporting Only),BD2MH14,07-Sep-2016,07-Sep-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 7.19% NTS 22/01/21,XS2104292474,77VJ,Fixed interest (Trade reporting Only),BKKKWH0,22-Jan-2020,22-Jan-2021,7.19,F,CWTR,UIDW,0,0,,ZAR,CWTR,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS 19/11/59,XS2081012697,89DU,Fixed interest (Trade reporting Only),BL3HZH6,19-Nov-2019,19-Nov-2059,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 25/04/22,XS1578649391,66JW,Fixed interest (Trade reporting Only),BYWMYL0,24-Apr-2017,25-Apr-2022,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 MAGYAR FEJLESZTESI BANK 6.25% NTS 21/10/20 (REGS),XS0954674312,92AN,Fixed interest (Trade reporting Only),BFPMTS6,22-Oct-2013,21-Oct-2020,0,,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 0.50% ENVIRON SUS BD 24/05/23,XS1825539056,43RR,Fixed interest (Trade reporting Only),BFYFDT5,24-May-2018,24-May-2023,0.5,F,PSTR,UIDP,0,0,,SEK,PSTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALLABLE 5.20% NTS 18/08/39,XS0445638439,76EU,Fixed interest (Trade reporting Only),B42ZBJ6,,18-Aug-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 CRONOS RMBS FUNDING PLC CLASS B2 UNPAID CAP FRN 15/10/39 £ (BR),XS0214051913,64YC,Trade Reporting only,B06HTL8,,15-Oct-2039,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 2.226% INSTR 19/12/39,XS2094038622,86BL,Fixed interest (Trade reporting Only),BJRFFP0,19-Dec-2019,19-Dec-2039,2.226,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NEWDAY FUNDING 2018-2 PLC CLASS D AB FRN 15/12/2026 (144A),XS1882674754,58ZA,Fixed interest (Trade reporting Only),BFM88D5,07-Nov-2018,15-Dec-2026,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK LKD INT NTS 07/03/27,XS1490303440,61VY,Fixed interest (Trade reporting Only),BF0D2Y1,07-Mar-2017,07-Mar-2027,0,O,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS 27/09/46,XS1493542127,47NN,Fixed interest (Trade reporting Only),BD5CT04,27-Sep-2016,27-Sep-2046,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MAN LKD ORD SHS GLOBAL TELECOM 03/08/20,XS2026710710,94KU,Fixed interest (Trade reporting Only),BK74RZ8,10-Jul-2019,03-Aug-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 TORONTO-DOMINION BANK 2.111% CBL27 CV BD 15/07/21 (REG S),USC8888MNT10,71QW,Fixed interest (Trade reporting Only),BJ9N422,15-Jul-2019,15-Jul-2021,2.111,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 5.15% CALL NTS 23/09/39,XS0452321077,60FE,Fixed interest (Trade reporting Only),B4LF0P6,,23-Sep-2039,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC 1A2 MTGE BCK NTS 15/07/2042 REGS,XS0700166134,11WI,Fixed interest (Trade reporting Only),B6T6WF9,01-Nov-2011,15-Jul-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LEEK FINANCE NUMBER FIFTEEN PLC MA' MTG-BCKD FRN 21/03/37 £(REG S),XS0216898238,81NN,Trade Reporting only,B07T5C6,,21-Mar-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SG ISSUER NTS 26/06/23,JE00BD2Z9B70,55WW,Fixed interest (Trade reporting Only),BD2Z9B7,06-Dec-2016,26-Jun-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 PHOENIX GROUP HOLDINGS PLC 5.625% TIER 2 NTS 28/04/31,XS2166106448,10FT,Fixed interest (Trade reporting Only),BMYMJH5,28-Apr-2020,28-Apr-2031,5.625,F,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 2.30% NTS 28/11/29,XS2094570160,88LS,Fixed interest (Trade reporting Only),BL3SY49,24-Dec-2019,28-Nov-2029,2.3,F,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 URENCO FINANCE N.V. 2.50% NTS 15/02/21,XS1032164607,38MC,Fixed interest (Trade reporting Only),BJT32D9,14-Feb-2014,15-Feb-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 LLOYDS BANK PLC 3.00% NON-INT BRNG NTS 08/12/31,XS0717585326,48HA,Fixed interest (Trade reporting Only),B7616F2,08-Dec-2011,08-Dec-2031,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX-LKD INT & RDPN SECS 27/07/26,XS1810539848,51DY,Fixed interest (Trade reporting Only),BFCMRF2,16-Aug-2018,27-Jul-2026,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 15 PLC M1 MTG BCKD FRN 09/09/36 £(BR)(REG S),XS0172081522,35JY,Trade Reporting only,3329597,,09-Sep-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ACORN PROJECT (TWO) LTD LIABILITY 12.25% NTS 08/11/24,KE6000007093,77WZ,Fixed interest (Trade reporting Only),BKVL6Y7,20-Jan-2020,08-Nov-2024,12.25,F,PSTR,IIDP,0,0,,KES,PSTR,0,,,0,,,100 BP CAPITAL MARKETS PLC 1.104% GTD NTS 15/11/34,XS2081016763,89FF,Fixed interest (Trade reporting Only),BKRRMZ2,15-Nov-2019,15-Nov-2034,1.104,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 LONDON WALL MORTGAGE CAPITAL PLC S.FLEET 18-01 CLASS S NTS 16/05/50,XS1728165256,16LW,Fixed interest (Trade reporting Only),BZ1JVF2,09-Feb-2018,16-May-2050,0,Z,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 COCA-COLA HBC FINANCE B.V. 0.625% NTS 21/11/29,XS2082345955,84RH,Fixed interest (Trade reporting Only),BKSZ976,22-Nov-2019,21-Nov-2029,0.625,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 2.97% NTS 08/03/22,XS1490303366,61XJ,Fixed interest (Trade reporting Only),BYXD3M6,08-Mar-2017,08-Mar-2022,2.97,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 15/06/15,XS0221460842,36DL,Trade Reporting only,B0BL7L1,,15-Jun-2015,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 LLOYDS BANK CORPORATE MARKETS PLC 1.750% NTS 11/07/24,XS2025842688,94MF,Fixed interest (Trade reporting Only),BJQNDR3,11-Jul-2019,11-Jul-2024,1.75,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 POLYUS FINANCE PLC 5.250% GTD NTS 07/02/23 144A,US73180YAC84,60GU,Fixed interest (Trade reporting Only),BD3DW66,08-Feb-2017,07-Feb-2023,5.25,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 MITSUBISHI UFJ SECURITIES INTL PLC 3.00%/IDX LNKD CALL NTS 14/11/22,XS0157080937,55YH,Fixed interest (Trade reporting Only),3227624,,14-Nov-2022,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC 2.566% NTS 28/11/22,XS1725396961,10HE,Fixed interest (Trade reporting Only),BD1K5T3,28-Nov-2017,28-Nov-2022,2.566,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. 4.80% NTS 29/03/21,XS1796860317,38NS,Fixed interest (Trade reporting Only),BFMMCG8,29-Mar-2018,29-Mar-2021,4.8,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 GREECE,(KINGDOM OF) MON 4% 1887(ASSD WITH ACCEPT CERT),GB0003861530,BB72,Trade Reporting only,0386153,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 HOLMES MASTER ISSUER PLC 2012-3 A RES MORT BCK FRN 15/10/54 REG S,XS0790113475,15TU,Fixed interest (Trade reporting Only),B83W525,08-Jun-2012,15-Oct-2054,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NATWEST MARKETS PLC 8.70% NTS 09/12/24,XS2091109111,85KZ,Fixed interest (Trade reporting Only),BJP21V1,09-Dec-2019,09-Dec-2024,8.7,F,CWTR,UIDW,0,0,,ZAR,CWTR,0,,,0,,,100 HSBC BANK PLC MRKT ACC NTS LKD ORD SHS 09/11/20,XS1716622060,95FX,Fixed interest (Trade reporting Only),BF5CDQ2,08-Nov-2017,09-Nov-2020,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 4.125% CALL SUB NTS 20/03/23,XS0906394043,69PB,Fixed interest (Trade reporting Only),B9LVCV9,20-Mar-2013,20-Mar-2023,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT & REDPN SEC 25/01/27,XS1883108422,61AH,Fixed interest (Trade reporting Only),BJ0CG11,25-Jan-2019,25-Jan-2027,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 CADENT FINANCE PLC 3.125% SNR UNSEC INS 21/03/40,XS1795387502,35LJ,Fixed interest (Trade reporting Only),BFXSFR7,21-Mar-2018,21-Mar-2040,3.125,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ANGLO AMERICAN CAPITAL PLC 4.000% NTS DUE 11/09/27 (144A),US034863AT77,82IQ,Fixed interest (Trade reporting Only),BD5WJ82,12-Sep-2017,11-Sep-2027,4,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 QNB FINANCE 4.63% NTS 05/07/33,XS1850193654,45GH,Fixed interest (Trade reporting Only),BD3FV76,05-Jul-2018,05-Jul-2033,4.63,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC 3.05% NTS 02/03/23,XS1778275179,22MJ,Fixed interest (Trade reporting Only),BFX13F0,02-Mar-2018,02-Mar-2023,3.05,F,CWTU,UIDU,0,0,,USD,CWTU,0,,,0,,,100 SG ISSUER NTS 10/08/20,XS1037607550,43US,Fixed interest (Trade reporting Only),BPYPMV0,08-Aug-2014,10-Aug-2020,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 MERRILL LYNCH SA BR FX TO IDX LI AMT AE RED NTS 26/11/38,XS0398623958,76HV,Fixed interest (Trade reporting Only),B3K4314,,26-Nov-2038,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MAN'S LKD TO ORD SHS UTD ELEC 05/02/21,XS1769720175,16NH,Fixed interest (Trade reporting Only),BDZVY06,07-Feb-2018,05-Feb-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BP CAPITAL MARKETS PLC 1.077% GRNTD NTS DUE 26/06/25,XS1637863629,74WB,Fixed interest (Trade reporting Only),BF1X4Y4,26-Jun-2017,26-Jun-2025,1.077,F,CRNR,NIDR,0,0,,EUR,CRNR,0,,,0,,,100 NORDIC INVESTMENT BANK FXD/FLTG RTE NTS 17/10/25,XS0232189331,40SJ,Fixed interest (Trade reporting Only),B0MK665,,17-Oct-2025,0,,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 HSBC BANK PLC MAWS LKD ORD A SHS ZHEJIANG 29/10/20,GB00BG64F687,61YZ,Fixed interest (Trade reporting Only),BG64F68,15-Apr-2019,29-Oct-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 26/08/2040,XS0536655789,47QO,Fixed interest (Trade reporting Only),B643HV6,11-Jul-2011,26-Aug-2040,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 ARRAN RESIDENTIAL MTG FDG NO.3 PLC A1B AST BKD FRN 16/09/36 (144A) $,US04271AAA97,50NH,Fixed interest (Trade reporting Only),B1Z2LV5,,16-Sep-2036,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 DP WORLD CRESCENT LIMITED TST CERTS 18/07/29,XS2026710553,71TX,Fixed interest (Trade reporting Only),BKFH1X5,18-Jul-2019,18-Jul-2029,0,O,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 19/04/28,GB00BG8HLR86,ZRAH,Fixed interest (Trade reporting Only),BG8HLR8,27-Apr-2020,19-Apr-2028,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 ARAB REPUBLIC OF EGYPT (THE) 5.577% NTS 21/02/23 (REG S),XS1775617209,18XO,Fixed interest (Trade reporting Only),BF0VKN0,21-Feb-2018,21-Feb-2023,5.577,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 21/12/39,XS0472681500,77BI,Fixed interest (Trade reporting Only),B55L2D9,,21-Dec-2039,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 2.45% NTS 18/10/49,XS2066647038,91LM,Fixed interest (Trade reporting Only),BJYDH84,18-Oct-2019,18-Oct-2049,2.45,F,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 TOGETHER HOUSING FINANCE PLC 4.50% SEC BDS 17/12/42,XS0862474029,17GZ,Fixed interest (Trade reporting Only),B928R70,14-Dec-2012,17-Dec-2042,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION SYNTHETIC CRC NT 07/07/20,XS1640880909,75PT,Fixed interest (Trade reporting Only),BF1YCH6,,07-Jul-2020,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 LLOYDS BANK PLC 2.11% NTS 11/09/30,XS1290251070,95HI,Fixed interest (Trade reporting Only),BYNFTX5,11-Sep-2015,11-Sep-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.5 PLC CLASS 'B' MTG-BCKD FRN 10/06/37 (REG S),XS0095056015,72NK,Trade Reporting only,0540614,,10-Jun-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS SH LKD INT RED SECS 04/10/23,XS1850725331,55CV,Fixed interest (Trade reporting Only),BGHHB35,11-Oct-2018,04-Oct-2023,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 EUROFIMA FLTG RTE INST 15/10/30,XS1307863081,43WD,Fixed interest (Trade reporting Only),BYZV373,,15-Oct-2030,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 CELTIC RESDNTL IRISH MTGE SECS7 PLC CLASS 'B' MTG BCKD FRN 18/10/33 EUR (BR),XS0136995189,AC77,Trade Reporting only,3099016,,18-Oct-2033,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA FLTG RTE NTS 15/10/20,XS2065951910,76JG,Fixed interest (Trade reporting Only),BJLKNJ1,16-Oct-2019,15-Oct-2020,0,V,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 15/07/10,XS0310167035,42FO,Fixed interest (Trade reporting Only),B23CDJ6,,15-Jul-2010,0,,CWNU,NIDU,0,0,,EUR,CWNU,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED SEX DUE 26/06/23,XS1566926892,74XR,Fixed interest (Trade reporting Only),BF0MZQ1,26-Jun-2017,26-Jun-2023,0,O,CRNR,NIDR,0,0,,EUR,CRNR,0,,,0,,,100 MOUND FINANCING (NO.4) PLC SERIES4 CLASSC AST BKD FRN08/02/42 £144A,US62052MAQ15,49DT,Fixed interest (Trade reporting Only),B0MTC08,,08-Feb-2042,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 2.02% INSTR 12/03/32,XS2133403951,1UJV,Fixed interest (Trade reporting Only),BLJP7G7,12-Mar-2020,12-Mar-2032,2.02,F,CWTR,UIDW,0,0,,AUD,CWTR,0,,,0,,,100 SG ISSUER NTS DUE 20/05/22,JE00BYVF7G62,37XB,Fixed interest (Trade reporting Only),BYVF7G6,26-May-2016,20-May-2022,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK 1.705% CALL NTS 09/02/47,XS1562602661,60JV,Fixed interest (Trade reporting Only),BDFLGW2,09-Feb-2017,09-Feb-2047,1.705,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 18/06/24,XS1811437976,44PV,Fixed interest (Trade reporting Only),BFXG3K0,18-Jun-2018,18-Jun-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 GOSFORTH FUNDING PLC CLS A4 MORT BKD FRN 17/03/46 (BR),XS0462966994,77CY,Fixed interest (Trade reporting Only),B3MJKD8,,17-Mar-2046,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD TO EUKAIROS INV LTD 02/01/24,GB00BF3TG883,12UM,Fixed interest (Trade reporting Only),BDD7MS0,04-Jan-2018,02-Jan-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN 1.875% NTS 03/05/35,XS1991268571,93XE,Fixed interest (Trade reporting Only),BJK3YB0,03-May-2019,03-May-2035,1.875,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 STANDARD CHARTERED PLC 3.950% DTD SUBRD NTS 11/01/23 (RES),US853254AJ95,19SR,Fixed interest (Trade reporting Only),B7XWQT2,11-Jan-2013,11-Jan-2023,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK PLC FXD RTE DL RNGE ACCL NTS 03/09/29,XS1103314362,43XT,Fixed interest (Trade reporting Only),BQQ2YQ5,03-Sep-2014,03-Sep-2029,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 WELLS FARGO & COMPANY CDT LKD NTS BANK AMER CORP 20/06/23,XS1387839878,32MB,Fixed interest (Trade reporting Only),BD0SCS6,15-Apr-2016,20-Jun-2023,0,,CWNU,NIOU,0,0,,USD,CWNU,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 1.875% ENV SUST GLBL NTS 15/07/21,US29874QDG64,87YC,Fixed interest (Trade reporting Only),BYZ28J3,05-Oct-2017,15-Jul-2021,1.875,F,PSTR,UIDP,0,0,,USD,PSTR,0,,,0,,,100 OP CORPORATE BANK PLC 1.965% INSTS 19/11/20,XS0856254890,16QI,Fixed interest (Trade reporting Only),B91TT45,19-Nov-2012,11-Nov-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SCOTTISH HYDRO ELECTRIC TRANSMISSIO 2.250% NTS 27/09/35,XS2057092236,74ZC,Fixed interest (Trade reporting Only),BKBQCR7,27-Sep-2019,27-Sep-2035,2.25,F,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 INVESTEC BANK PLC GBP KO NTS CAR 26/03/24,XS1758703182,37YR,Fixed interest (Trade reporting Only),BFWMNY3,26-Mar-2018,26-Mar-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL 5.370% NTS 30/03/41,XS0609425797,96CL,Fixed interest (Trade reporting Only),B569KT4,30-Mar-2011,30-Mar-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SCOTLAND GAS NETWORKS PLC 4.875% BDS 21/12/34,XS0232332402,73IN,Fixed interest (Trade reporting Only),B0M1CN7,,21-Dec-2034,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 PLATFORM HOME LOANS NO.2 PLC MTG EARLY REDEMPTION CERTS 11/12/32,XS0118490910,BQ00,Trade Reporting only,0057233,,11-Dec-2032,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.13 PLC M1 MTG BCKD FRN 12/12/36 £ (BR)(144A),US76112JAH68,47TP,Trade Reporting only,3216644,,12-Dec-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ELLAND RMBS 2018 PLC CLASS A1 RESIDENTIAL MORT FRN 12/12/63,XS1921542434,60LG,Fixed interest (Trade reporting Only),BDR0RS0,19-Dec-2018,12-Dec-2063,0,O,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MAN'S LKD TO ORD SHS MIDEA GRP 23/11/20,GB00BZY3KY32,43AR,Fixed interest (Trade reporting Only),BZY3KY3,08-May-2018,23-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKED INT AND RED SEC DUE 11/07/22,XS1566930498,75SU,Fixed interest (Trade reporting Only),BF2DXX5,11-Jul-2017,11-Jul-2022,2.32,F,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 BRITISH TELECOMMUNICATIONS PLC 0.500% NTS DUE 23/06/2022,XS1637332856,74CA,Fixed interest (Trade reporting Only),BYXKY91,23-Jun-2017,23-Jun-2022,0.613,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC 4.75% SNR NTS 19/01/21,US44328MAK09,95KJ,Fixed interest (Trade reporting Only),B3XJM86,25-Jan-2011,19-Jan-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 FUTURES TREASURY PLC 3.375% SEC BDS 08/02/44,XS1946027312,93YU,Fixed interest (Trade reporting Only),BJKB094,11-Feb-2019,08-Feb-2044,3.375,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 MARKS & SPENCER PLC 6.125% NTS 06/12/21,XS0715454079,11FI,Fixed interest (Trade reporting Only),B6QM885,06-Dec-2011,06-Dec-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 QNB FINANCE 5.20% NTS 07/06/2021,XS1830000045,43ZE,Fixed interest (Trade reporting Only),BF199K3,07-Jun-2018,07-Jun-2021,5.2,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 LLOYDS BANK CORPORATE MARKETS PLC 0.297% NTS 23/01/23,XS2068971394,76MH,Fixed interest (Trade reporting Only),BK9SQG2,23-Oct-2019,23-Jan-2023,0.297,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BARCLAYS BANK PLC 1.863% NTS 21/12/21,XS0833690786,15BE,Fixed interest (Trade reporting Only),B83H2R4,21-Dec-2012,21-Dec-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 06/03/26,XS1957273177,94SH,Fixed interest (Trade reporting Only),BJ56J08,06-Mar-2019,06-Mar-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV (GEL LKD) AMORT 7.7% NTS 13/05/21,XS1564408091,60MW,Fixed interest (Trade reporting Only),BYQ2M45,13-Feb-2017,13-May-2021,7.7,F,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 WARWICK FINANCE RES.MORT.NO.THREE CLASS E MTG BKD FLTG NTS 21/12/49 (144A),XS1697706890,93BS,Fixed interest (Trade reporting Only),BYP7047,20-Oct-2017,21-Dec-2049,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SEVERN TRENT UTILITIES FIN PLC 1.602% INDX LD NTS 29/09/56,XS0268378980,33HE,Fixed interest (Trade reporting Only),B1FPVX6,,29-Sep-2056,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 TSB BANK PLC SERIES 2017-1 FLTNG RTE CVD BDS 07/12/23,XS1729158508,10NG,Fixed interest (Trade reporting Only),BZ162X8,07-Dec-2017,07-Dec-2023,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SBAB BANK AB (PUBL) FLTG RTE NTS 15/03/21,XS1377970543,17LL,Fixed interest (Trade reporting Only),BYY8HJ5,15-Mar-2016,15-Mar-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC GBP PHNX KCK OUT NTS 02/10/25,GB00BF8S3895,87CQ,Fixed interest (Trade reporting Only),BF8S389,03-Oct-2017,02-Oct-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 LANARK MASTER ISSUER PLC SER 2018-1 CLASS 1A 22/12/69 (REG S),XS1759130849,15ZW,Fixed interest (Trade reporting Only),BG0PVL4,01-Feb-2018,22-Dec-2069,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 PUMA FINANCE LD FLTG RTE NTS 15/04/31,XS0099620188,04OE,Trade Reporting only,0824653,,15-Apr-2031,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 RSL FINANCE (NO.1) PLC 6.625% SEC LN BCKD BD31/03/38 £(VAR)(BR),XS0155451866,68EO,Trade Reporting only,3206968,,31-Mar-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO 4.000% NTS 31/05/24,XS0788913514,11GY,Fixed interest (Trade reporting Only),B7MN0V6,01-Jun-2012,31-May-2024,0,,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 0.625% CVRD NTS 30/10/25,XS1900804045,55HH,Fixed interest (Trade reporting Only),BF5BXW5,30-Oct-2018,30-Oct-2025,0.625,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 YORKSHIRE WATER FINANCE PLC 3.625% A1 GRNTD UNWRPPD BDS 01/08/29,XS0810290832,99HV,Fixed interest (Trade reporting Only),B8C36H1,01-Aug-2012,01-Aug-2029,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ASB FINANCE LD SER 2016-1 0.25% CVD BDS 14/04/21,XS1394181157,32PC,Fixed interest (Trade reporting Only),BYYHKQ0,14-Apr-2016,14-Apr-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 01/10/39,XS0454179721,76NX,Fixed interest (Trade reporting Only),B4TN461,,01-Oct-2039,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS BANK PLC WRT LKD SECS 25/01/21,XS1144624118,65CF,Fixed interest (Trade reporting Only),BVG30P4,26-Jan-2015,25-Jan-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CITY OF STOCKHOLM 1.30% NTS 13/02/25,XS1189760967,63QQ,Fixed interest (Trade reporting Only),BVXLL69,13-Feb-2015,03-Feb-2025,0,,CWTR,UIDW,0,0,,SEK,CWTR,0,,,0,,,100 LLOYDS BANK PLC 6.092% NTS 07/02/23,XS0884665869,15CU,Fixed interest (Trade reporting Only),B9JNST7,07-Feb-2013,07-Feb-2023,0,,CWTR,UIDW,0,0,,NZD,CWTR,0,,,0,,,100 RECKITT BENCKISER TREASSERVICES NL 0.375% SNR NTS 19/05/26 (REG S),XS2177013252,96FM,Fixed interest (Trade reporting Only),BMDX0N2,20-May-2020,19-May-2026,0.375,F,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK 7YR PHY SET CAL CPD FRCLN 30/12/22,XS1279270067,59DD,Fixed interest (Trade reporting Only),BYZQY97,04-Nov-2015,30-Dec-2022,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZER CPN CALL NTS 01/02/2032,XS0736583815,50TJ,Fixed interest (Trade reporting Only),B779MN5,01-Feb-2012,01-Feb-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 12/11/21,JE00BYNYMK03,71ZZ,Fixed interest (Trade reporting Only),BYNYMK0,26-Nov-2015,12-Nov-2021,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 HSBC BANK PLC MAN LKD TO ORD FAWRY BNK 10/08/20,XS2038599531,93DD,Fixed interest (Trade reporting Only),BKDKNM9,06-Aug-2019,10-Aug-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 14 PLC A2A MTG BCKD FRN 10/06/36 £(BR)(REG S),XS0165456517,56AZ,Trade Reporting only,3275805,,10-Jun-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 GE CAPITAL EUROPEAN FUND.UNLTD.CO. 4.350% NTS 03/11/21,XS0273570241,33IU,Fixed interest (Trade reporting Only),B1GGWJ1,,03-Nov-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC FLTG RTE NTS 19/01/22,XS2133612874,77HK,Fixed interest (Trade reporting Only),BK940L3,19-Mar-2020,19-Jan-2022,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NEWDAY PARTNERSHIP FUNDING 2015-1 CLASS A AST BKD FR NTS 15/04/21,XS1134518155,61HZ,Fixed interest (Trade reporting Only),BW9PK10,11-Mar-2015,15-Apr-2021,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 LANDWIRTSCHAFTLICHE RENTENBANK 6.57% NTS 07/04/21,XS0613944353,79RR,Fixed interest (Trade reporting Only),B63KYF1,07-Apr-2011,07-Apr-2021,0,,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 UK TREASURY STRIP 07DEC2021CPN,GB0002442514,01NL,Gilts,0244251,,07-Dec-2021,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 G4S INTERNATIONAL FINANCE PLC 1.50% NTS DUE 02/06/24,XS1619992883,71CX,Fixed interest (Trade reporting Only),BYT2J30,02-Jun-2017,02-Jun-2024,1.5,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 EUROFIMA 4.55% INST 30/03/27,CA298713AK48,66UK,Fixed interest (Trade reporting Only),B1VVBD8,,30-Mar-2027,0,,CWNU,EIDU,0,0,,CAD,CWNU,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS SL RED SECS 02/05/23,XS2053770694,FAJT,Fixed interest (Trade reporting Only),BMBL2S7,06-May-2020,02-May-2023,0,Z,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 STATNETT SF 1.105% NTS 06/11/23,XS1902529228,55IX,Fixed interest (Trade reporting Only),BGYBXX4,06-Nov-2018,06-Nov-2023,1.105,F,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 B.A.T.INTERNATIONAL FINANCE PLC 4.875% GTD NTS 24/02/21,XS0468425615,76PI,Fixed interest (Trade reporting Only),B3NP7R8,,24-Feb-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 MUFG BANK, LTD CLBL ZRO CPN NTS 26/01/45,XS1172570456,65DV,Fixed interest (Trade reporting Only),BVL8HH5,26-Jan-2015,26-Jan-2045,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BARCLAYS PLC ZERO CPN CALL NTS 26/03/50,XS2134381743,76ZM,Fixed interest (Trade reporting Only),BL5GN55,26-Mar-2020,26-Mar-2050,0,O,MWTU,UIDM,0,0,,USD,MWTU,0,,,0,,,100 CANADIAN PACIFIC RAILWAY COMPANY 4% PERP CONS DEB STK,CA136447AX71,BC87,Trade Reporting only,0171081,,31-Dec-9999,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 BABCOCK INTERNATIONAL GROUP PLC 1.875% NTS 05/10/26,XS1499603170,49JV,Fixed interest (Trade reporting Only),BYX4LY7,05-Oct-2016,05-Oct-2026,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MAWS ORD A SHS YONYOU NETWORK 23/09/21,GB00BG8HGW86,1V29,Fixed interest (Trade reporting Only),BG8HGW8,31-Mar-2020,23-Sep-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS 15/01/60,XS2102291163,94VI,Fixed interest (Trade reporting Only),BKV1PY0,15-Jan-2020,15-Jan-2060,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 31/03/27,JE00BZ76TG49,46HM,Fixed interest (Trade reporting Only),BZ76TG4,16-Sep-2016,31-Mar-2027,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SERIES 3 CLASS A NTS 15/07/42,XS0454744458,93ET,Fixed interest (Trade reporting Only),B4R5KX8,,15-Jul-2042,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 EUROFIMA 3.250% INSTR 28/07/23,XS0530146405,44VX,Fixed interest (Trade reporting Only),B4VLKJ8,,28-Jul-2023,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC MAWS CHINA UNTD NTWRK COM LTD 04/01/21,GB00BG8HGD97,87FR,Fixed interest (Trade reporting Only),BG8HGD9,08-Jan-2020,04-Jan-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MORGAN STANLEY 7.25% NTS 01/04/32 $,US617446HD43,AR36,Trade Reporting only,3169351,,01-Apr-2032,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 OP CORPORATE BANK PLC PERP CALL STEP UP SUB NTS,XS0236159595,53AB,Fixed interest (Trade reporting Only),B0R38K7,,31-Dec-9999,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 EXPORT-IMPORT BANK OF INDIA 3.875% SNR NTS 01/02/208 (144A),US30216JAC99,16BE,Fixed interest (Trade reporting Only),BG13CN6,02-Feb-2018,01-Feb-2028,3.875,F,MWNU,NIDM,0,0,,USD,MWNU,0,,,0,,,100 INVESTEC BANK PLC IMP EUR/STX 50 5YR NTS W/O CAR 28/09/23,XS1845392098,51OM,Fixed interest (Trade reporting Only),BF55KN7,28-Sep-2018,28-Sep-2023,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 CATALYST HEALTHCARE(MNCHSTR)FIN PLC 2.411%IL GTD SEC BD30/09/40 £(VAR)(BR),XS0208052265,40CZ,Trade Reporting only,B04X7D6,,30-Sep-2040,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 STONEWATER FUNDING PLC 5.034% SEC BDS 20/09/42,XS0830525621,14MD,Fixed interest (Trade reporting Only),B8DCZD6,21-Sep-2012,20-Sep-2042,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 14/07/23,JE00BDS6CP94,58MR,Fixed interest (Trade reporting Only),BDS6CP9,22-Dec-2016,14-Jul-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 PARAGON MORTGAGES (NO. 27) PLC CLS A MTG BKD FLTG RTE NTS 15/04/47,XS2132036737,79TC,Fixed interest (Trade reporting Only),BMBS909,01-May-2020,15-Apr-2047,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 ASB FINANCE LD 3.940% NTS 01/03/28,XS1785487866,19YT,Fixed interest (Trade reporting Only),BDRXDF8,01-Mar-2018,01-Mar-2028,3.94,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 27/11/26,GB00BG8HKV57,78CN,Fixed interest (Trade reporting Only),BG8HKV5,11-Dec-2019,27-Nov-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV ZERO CPN NTS 15/04/38,XS0096385801,86NP,Trade Reporting only,0668204,,15-Apr-2038,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 TRAFFORD CENTRE FINANCE LD 'D2' 8.28% SEC NTS 28/10/22 £ (BR),XS0108046474,BQ62,Trade Reporting only,0173366,,28-Oct-2022,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC BANK PLC CMS SPREAD NTS 06/04/21,XS0250110151,59GE,Fixed interest (Trade reporting Only),B3C9Q63,,06-Apr-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC UPSD PLS NTS W CAP AT RSK 24/11/20,GB00BQSTTY73,43GT,Fixed interest (Trade reporting Only),BQSTTY7,04-Dec-2014,29-Nov-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 GOVERNMENT OF THE REPUBLIC OF FIJI 4.00% GREEN BDS 01/11/2022,FJ0406990624,40EK,Fixed interest (Trade reporting Only),BFXQ9J1,18-Apr-2018,01-Nov-2022,4,F,PSTR,IIDP,0,0,,FJD,PSTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS INV EIS 800 26/05/23,XS1590088511,69ZU,Fixed interest (Trade reporting Only),BF0MDS9,26-May-2017,26-May-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 3.000% NTS 21/02/2024,US4581X0CF37,82TE,Fixed interest (Trade reporting Only),BK016Z9,21-Feb-2014,21-Feb-2024,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 27/11/39,XS0468443519,44AG,Fixed interest (Trade reporting Only),B4X0WW0,,27-Nov-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 GREAT PLACES HOUSING GROUP LD 4.75% SEC BDS 22/10/42,XS0842152281,15HG,Fixed interest (Trade reporting Only),B8Q5WD1,23-Oct-2012,22-Oct-2042,0,,CWNU,EIOU,0,0,,GBP,CWNU,0,,,0,,,100 MOTABILITY OPERATIONS GROUP PLC 5.625% NTS 29/11/30,XS0561876003,62EN,Fixed interest (Trade reporting Only),B3S2WQ8,,29-Nov-2030,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC FUND BSKT STRTGY LKD NTS CAR 03/05/24,XS1986394192,IBP6,Order book for Fixed Income Securities,BJK3YJ8,03-May-2019,03-May-2024,0,O,MXPE,PDCF,0,0,,SEK,MXPE,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS INV PREFS 1288 30/03/26,XS1939207723,94YJ,Fixed interest (Trade reporting Only),BHR36D5,01-Apr-2019,30-Mar-2026,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC STP-UP CALL NTS 28/07/27,XS1260003915,69CS,Fixed interest (Trade reporting Only),BZ03LS8,27-Jul-2015,28-Jul-2027,0,,CWNU,EIDU,0,0,,JPY,CWNU,0,,,0,,,100 KHADRAWY LIMITED 2.471% TST CERTS 31/03/25 (REG S),XS1203164782,66XL,Fixed interest (Trade reporting Only),BWT69Z0,,31-Mar-2025,0,,SUKM,SK01,0,0,,USD,SUKM,0,,,0,,,100 BARCLAYS BANK PLC SEC 01/12/2020,XS1113696071,44YY,Fixed interest (Trade reporting Only),BSVY2J9,02-Dec-2014,01-Dec-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 1 CLS C FRN 17/02/52 (REGS),XS0277527999,33NG,Fixed interest (Trade reporting Only),B1L71Z8,,17-Feb-2052,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HSBC BANK PLC CALL ACCRETING NTS 16/09/41,XS0674792543,10TI,Fixed interest (Trade reporting Only),B469GN3,16-Sep-2011,16-Sep-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CLAVIS SECURITIES PLC CLASS M1A NTS 15/12/39,XS0255424441,66AJ,Fixed interest (Trade reporting Only),B17FGG2,,15-Dec-2039,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 GLAXOSMITHKLINE CAPITAL PLC 3.375% NTS 20/12/27,XS0866588527,17RN,Fixed interest (Trade reporting Only),B8HMMT7,18-Dec-2012,20-Dec-2027,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 PARAGON MORTGAGES (NO.13) PLC CLASS B1A MGT BKD FRN 15/01/39 S £,XS0272535633,74JS,Fixed interest (Trade reporting Only),B1GCPZ6,,15-Jan-2039,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HBOS CAPITAL FUNDING NO. 4 L.P. HBOS CAPITAL FUNDING LP,XS0139175821,EH18,Order book for Fixed Income Securities,BFWM9B2,,31-Dec-9999,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 ARKLE MASTER ISSUER PLC SRS2 CLS A FLNG RTE NTS 17/05/60 144A,US041239CG72,47EA,Fixed interest (Trade reporting Only),B56FYH8,,17-May-2060,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD INDX 6 YR PHNX KO CAR 15/05/23,XS1594447085,68KQ,Fixed interest (Trade reporting Only),BYQMXP3,17-May-2017,15-May-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 2.35% NTS 22/02/22,XS1964680133,94BH,Fixed interest (Trade reporting Only),BJYLSW9,25-Mar-2019,22-Feb-2022,2.35,F,CWTR,UIDW,0,0,,CAD,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS SHS LKD INT & RDPN SECS 06/07/23,XS1803946646,45SL,Fixed interest (Trade reporting Only),BF2SWR7,13-Jul-2018,06-Jul-2023,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 GREECE,(KINGDOM OF) 7% 1924 STLG FDG BDS 1965,GB0003865069,34GY,Trade Reporting only,0386506,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 2.027% NTS 03/08/28,XS1271861541,92PS,Fixed interest (Trade reporting Only),BZ04Y71,03-Aug-2015,03-Aug-2028,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.6 PLC CLASS'B'NTS 2037 £(BR)(REG S),XS0098790305,99NX,Trade Reporting only,0763927,,13-Sep-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INVESTEC BANK PLC 7.00% CRDT LKD NTS 20/12/25,XS2072950277,76TZ,Fixed interest (Trade reporting Only),BJN4NV3,05-Nov-2019,20-Dec-2025,7,F,CRTR,UIDR,0,0,,SEK,CRTR,0,,,0,,,100 HEATHROW FUNDING LD 7.075% CLS A UNWRAP BDS 04/08/30,XS0383000832,88CF,Fixed interest (Trade reporting Only),B3CPYK1,,04-Aug-2030,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 RECKITT BENCKISER TREASURY SERV.PLC 3.625% SNR NTS 21/09/23 REG S,USG7420TAB29,65IH,Fixed interest (Trade reporting Only),BDZR783,24-Sep-2013,21-Sep-2023,0,,CWNU,EIOU,0,0,,USD,CWNU,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SERIES 1 CLASS A4 MRT BKD NT 15/07/42,XS0359635454,42QC,Fixed interest (Trade reporting Only),B2R3SX4,,15-Jul-2042,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/06/14,XS0307556182,75DF,Fixed interest (Trade reporting Only),B1Z9741,,30-Jun-2014,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 LLOYDS BANKING GROUP PLC ADR (EACH REPR 6.657% PREF SHS) 144A,US539439AF68,LLD6,Trade Reporting only,B3L4LR5,,31-Dec-9999,0,,MISL,ADPL,0,0,,USD,MISL,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 23/04/2042,XS0772572508,13XC,Fixed interest (Trade reporting Only),B7XCRJ9,23-Apr-2012,23-Apr-2042,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LANARK MASTER ISSUER PLC 2007-1 CLS1B1 MORT BKD FRN 22/12/54 144A,US513770AH01,83OH,Fixed interest (Trade reporting Only),B23W619,,22-Dec-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC RVSE CONV NTS CAR 25/04/22,GB00BD5V7295,16CJ,Fixed interest (Trade reporting Only),BD5V729,25-Apr-2016,25-Apr-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL 0.32% NTS 15/01/25,XS1749431257,14QU,Fixed interest (Trade reporting Only),BYVW8P3,15-Jan-2018,15-Jan-2025,0.32,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 1.925% CALL NTS 10/01/58,XS1739993308,13AA,Fixed interest (Trade reporting Only),BF8DBT1,,10-Jan-2058,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC S5 CC FLTG RTE NTS 17/05/60 (REG S),XS0506562924,94CX,Fixed interest (Trade reporting Only),B40M779,,17-May-2060,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 15/10/14,XS0252174031,57AO,Fixed interest (Trade reporting Only),B13XFL8,,15-Oct-2014,0,,CWNU,NIDU,0,0,,CHF,CWNU,0,,,0,,,100 HSBC HLDGS PLC 2.625% NTS 16/08/28,XS1473485925,44DH,Fixed interest (Trade reporting Only),BDBBRT0,16-Aug-2016,16-Aug-2028,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ANZ NEW ZEALAND (INT'L) LD 2.200% NTS DUE 17/07/20 (REGS),US00182FBE51,76VK,Fixed interest (Trade reporting Only),BF41TS4,19-Jul-2017,17-Jul-2020,2.2,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD INX PHNX KO NT CAR 01/06/22,XS1398574456,38EF,Fixed interest (Trade reporting Only),BDF18H1,27-May-2016,01-Jun-2022,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC UND FLTG RTE PRIM CAP NTS $,GB0005902332,62HO,Trade Reporting only,0590233,,31-Dec-9999,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 DUNCAN FUNDING 2016-1 PLC CLASS B FLTG RTE NTS 17/04/63 (144A),XS1409694434,36SQ,Fixed interest (Trade reporting Only),BD972M8,31-May-2016,17-Apr-2063,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 COMMERZBANK AG AUTOCALL NTS 10/06/21,GB00BWZMV453,87LT,Fixed interest (Trade reporting Only),BWZMV45,19-Jun-2015,10-Jun-2021,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 15/11/12,XS0235478137,90IM,Fixed interest (Trade reporting Only),B0PVJ99,,15-Nov-2012,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 MORTIMER BTL 2019-1 PLC CLASS B MTG BKD FRN 20/06/51,XS1998884552,63BB,Fixed interest (Trade reporting Only),BJVR2C8,24-Jun-2019,20-Jun-2051,0,O,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANK PLC SER 2014-3 FR CVD BDS 18/07/20,XS1088953903,51UO,Fixed interest (Trade reporting Only),BP8S0D3,18-Jul-2014,18-Jul-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CHINA DEV BANK HONG KONG BRANCH 0.375% NTS 24/01/2022,XS1937266077,46LQ,Fixed interest (Trade reporting Only),BJ0CM91,25-Jan-2019,24-Jan-2022,0.375,F,MWNU,NIOM,0,0,,EUR,MWNU,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 6.85% NTS 12/08/20,XS0532590147,61PM,Fixed interest (Trade reporting Only),B54Q2K2,,12-Aug-2020,0,,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 05/05/26,XS2122998128,79ZE,Fixed interest (Trade reporting Only),BLB7WB1,04-May-2020,05-May-2026,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BARCLAYS BANK PLC WT LKD SECS 01/12/25,GB00B8SVVJ62,78IP,Fixed interest (Trade reporting Only),B8SVVJ6,29-Nov-2019,01-Dec-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INDUSTRIAL & COMMERCIAL BK CHINA LD FLTG RTE NTS 14/06/23,XS1830985278,44EX,Fixed interest (Trade reporting Only),BF1DNF8,15-Jun-2018,14-Jun-2023,0,V,PSTR,IIDP,0,0,,USD,PSTR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 26/08/22,XS1437014845,42TD,Fixed interest (Trade reporting Only),BD8F0X0,26-Aug-2016,26-Aug-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SOUTHERN WATER SERVICES (FIN) LTD SUB-CLASS A5 IDX-LKD UN-WRAP BD 31/03/23,XS0173041517,31HQ,Fixed interest (Trade reporting Only),3333963,,31-Mar-2023,0,,CWNU,NIDU,0,0,,GBP,CWNU,0,,,0,,,100 SAUDI ARABIAN OIL COMPANY 4.250% NTS 16/04/39 (RULE 144A),US80414L2E48,63ZT,Fixed interest (Trade reporting Only),BK0L4H7,17-Apr-2019,16-Apr-2039,4.25,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 KOMMUNAL LANDSPENSJONSKASSE 5.25%/FLTG RTE PERP SUB NTS EUR (BR),XS0250742896,41CO,Fixed interest (Trade reporting Only),B12G5W9,,31-Dec-9999,0,,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 AKADEMISKA HUS AB 1.664% NTS 11/01/45,XS1934507689,59MG,Fixed interest (Trade reporting Only),BHZS5F7,11-Jan-2019,11-Jan-2045,1.664,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6YR PHNX KO NTS CAR 09/06/25,XS1989297780,69HE,Fixed interest (Trade reporting Only),BJ9K2X0,12-Jun-2019,09-Jun-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 5.30% NTS 22/10/30,XS0552066861,79CC,Fixed interest (Trade reporting Only),B686G69,14-Jun-2011,22-Oct-2030,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 MANCHESTER AIRPORT GRP FDG PLC 2.875% BDS 30/09/44,XS1991245017,67VP,Fixed interest (Trade reporting Only),BJQ3168,09-May-2019,30-Sep-2044,2.875,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NATWEST MARKETS PLC 6.875% NTS 17/05/25,XS0497709286,77QN,Fixed interest (Trade reporting Only),B5ZXLK5,,17-May-2025,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 15/05/24,GB00BF9B5815,43MV,Fixed interest (Trade reporting Only),BF9B581,22-May-2018,15-May-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS A4 FLTG RTE NTS 20/12/54,US38741YAG44,32BD,Trade Reporting only,B09G1F0,,20-Dec-2054,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC CLS A FTG RT SNR UNWRPD GTD BDS 27/04/31,GB00BYP7VR76,16FK,Fixed interest (Trade reporting Only),BYP7VR7,09-Mar-2016,27-Apr-2031,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ORSTED A/S 4.875% NTS 12/01/32,XS0730243150,63CR,Fixed interest (Trade reporting Only),B6TN2Y9,12-Jan-2012,12-Jan-2032,0,,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 STANDARD CHARTERED PLC FRN 20/01/23 (RESTRICT),US853254BL33,95WN,Fixed interest (Trade reporting Only),BGM99C1,04-Oct-2018,20-Jan-2023,0,V,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 5.25% CALL NTS 17/08/39,XS0445212029,60AI,Fixed interest (Trade reporting Only),B3VW317,,17-Aug-2039,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 FINANCE FOR RES SOCIAL HOUSING PLC SER 1'A3'/8.369% YLD NTS 2058(BR)(144A),US31737RAC97,78KA,Trade Reporting only,2742429,,04-Oct-2058,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 WELLS FARGO & COMPANY CALL ZERO CPN NTS 20/10/2041,XS0690753396,11RM,Fixed interest (Trade reporting Only),B6ZSW26,20-Oct-2011,20-Oct-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CENTRICA PLC 4.000% SNR NTS 16/10/23 (144A),US15639KAA07,89XL,Fixed interest (Trade reporting Only),BFPCY25,17-Oct-2013,16-Oct-2023,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 29/12/25,JE00BYSRJX64,10AX,Fixed interest (Trade reporting Only),BYSRJX6,06-Jan-2016,29-Dec-2025,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 STANDARD CHARTERED BANK 0.208% NTS 31/08/21,XS1871137177,96QA,Fixed interest (Trade reporting Only),BGB66N3,29-Aug-2018,31-Aug-2021,0.208,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 LLOYDS BANK PLC ZRO CPN CALL NTS 24/01/47,XS1549578554,59NW,Fixed interest (Trade reporting Only),BD81F33,24-Jan-2017,24-Jan-2047,0,V,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL 0.8565% ENV SUS BDS 31/01/50,XS2112255992,79DS,Fixed interest (Trade reporting Only),BKKDL83,31-Jan-2020,31-Jan-2050,0.8565,F,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 2.50% NTS 20/02/48,XS1334472294,17XP,Fixed interest (Trade reporting Only),BD6DT95,20-Feb-2018,20-Feb-2048,2.5,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP UPSIDE NTS W/O CAR 31/01/23,XS1531524897,60BY,Fixed interest (Trade reporting Only),BYQFQW0,27-Jan-2017,31-Jan-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 3.212% NTS 21/11/24,XS2081819042,78LQ,Fixed interest (Trade reporting Only),BKYBXR6,21-Nov-2019,21-Nov-2024,3.212,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.7 PLC RESIDUAL CERTS 11/02/38 (144A),US76111CAG42,65OJ,Trade Reporting only,0877334,,11-Feb-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK 7.00% TO RT LKD INT NTS 16/04/28,XS1334469407,39ZL,Fixed interest (Trade reporting Only),BDRVJY3,16-Apr-2018,16-Apr-2028,7,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 GUINNESS PARTNERSHIP (THE) LD 7 1/2% 1ST MTG DEB STK 2037,GB0001854792,BB26,Fixed interest (Trade reporting Only),0185479,,30-Nov-2037,0,,CWTU,UIOU,0,0,,GBP,CWTU,0,,,0,,,100 SG ISSUER NTS 23/12/26,JE00BYTP3W69,38IW,Fixed interest (Trade reporting Only),BYTP3W6,13-Jun-2016,23-Dec-2026,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS M1 FLTG RTE NTS 25/12/54 (REGS),USG41441BK40,73XS,Fixed interest (Trade reporting Only),B0XKLG9,,25-Dec-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CENTRICA PLC 6.375% NTS 10/03/22,XS0416397338,59PH,Fixed interest (Trade reporting Only),B5ZNRD0,,10-Mar-2022,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PREF SHR 722 17/03/23,XS1548956710,62MA,Fixed interest (Trade reporting Only),BYW82Y7,17-Mar-2017,17-Mar-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 GRACECHURCH CARD PROGRAMME FUND.PLC SRS 18-1 CLS A FTG RT A/B NTS 15/07/20 A,US38406EAG44,46SA,Fixed interest (Trade reporting Only),BF2SJ10,20-Jul-2018,15-Jul-2020,0,V,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMPLA SEC ZRO CPN NTS 31/12/31,XS1240325982,67YQ,Fixed interest (Trade reporting Only),BZ0Y783,12-Jun-2015,31-Dec-2031,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ROYAL BANK OF CANADA 0.25% CVRD BDS 28/06/23,XS1847633119,45BL,Fixed interest (Trade reporting Only),BG105R2,28-Jun-2018,28-Jun-2023,0.25,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 4.23% NTS 23/02/33,XS1774631599,19KU,Fixed interest (Trade reporting Only),BDFK7T3,23-Feb-2018,23-Feb-2033,4.23,F,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 EUROFIMA 0.15% INST 10/10/34 (TEMP),XS2111456765,77TO,Fixed interest (Trade reporting Only),BL6TWV2,,10-Oct-2034,0,,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 UK TREASURY STRIP 07MAR2033CPN,GB0032729369,89BZ,Gilts,3272936,,07-Mar-2033,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 BHP BILLITON FINANCE LD 3.25% NTS 25/09/24,XS0834399635,16IL,Fixed interest (Trade reporting Only),B87JY36,25-Sep-2012,24-Sep-2031,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.4 PLC CLASS 'M' MTG-BCKD FRN 2038 £(BR)(REG S),XS0087427075,47LS,Trade Reporting only,0293275,,11-Sep-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NATWEST MARKETS PLC 0.737% NTS 04/07/22,XS2021468645,94IZ,Fixed interest (Trade reporting Only),BKKJV69,04-Jul-2019,04-Jul-2022,0.737,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 3.035% COV BDS 21/05/27,XS0782692940,23BA,Fixed interest (Trade reporting Only),B8G0JF7,21-May-2012,21-May-2027,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 3.60% NTS 28/10/2021,XS0699702063,11UN,Fixed interest (Trade reporting Only),B4333T3,28-Oct-2011,28-Oct-2021,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 SG ISSUER NTS 08/01/30,GB00BG8HKN73,88JX,Fixed interest (Trade reporting Only),BG8HKN7,03-Jan-2020,08-Jan-2030,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 08/05/24,XS1791572842,42XU,Fixed interest (Trade reporting Only),BF4NF48,08-May-2018,08-May-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 03/02/25,GB00BF6XF914,15QJ,Fixed interest (Trade reporting Only),BF6XF91,29-Jan-2018,03-Feb-2025,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SG ISSUER NTS 08/11/21,GB00BFRNH502,59QX,Fixed interest (Trade reporting Only),BFRNH50,13-Nov-2018,08-Nov-2021,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 16/03/39,XS0416507027,46TQ,Fixed interest (Trade reporting Only),B6507L6,,16-Mar-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6 YR PHX KO NTS CAR 21/04/25,XS1962576085,93QX,Fixed interest (Trade reporting Only),BGRX6G1,23-Apr-2019,21-Apr-2025,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMPALA TRP IDX 6 YR CAR 13/05/24,XS1807520728,43RH,Fixed interest (Trade reporting Only),BDCL2N8,23-May-2018,13-May-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS 07/10/59,XS2057874708,76EK,Fixed interest (Trade reporting Only),BKRWPX6,07-Oct-2019,07-Oct-2059,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS SHR LKD INT AND RED SEC DUE 03/10/25,XS1630599832,87RV,Fixed interest (Trade reporting Only),BYWL4J5,03-Oct-2017,03-Oct-2025,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 1.62% SRS 15-13 REG CVD BDS 14/12/33,XS1332497616,74SV,Fixed interest (Trade reporting Only),BYQDLZ2,14-Dec-2015,14-Dec-2033,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PREF SER 1404 03/08/26,XS2008529823,73CB,Fixed interest (Trade reporting Only),BHR3710,02-Aug-2019,03-Aug-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 20/08/40,XS0532692224,61VO,Fixed interest (Trade reporting Only),B599GL5,,20-Aug-2040,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 B.A.T.INTERNATIONAL FINANCE PLC 3.250% NTS 07/06/22 (REGS),USG08820BX29,13HS,Fixed interest (Trade reporting Only),B89VPH1,08-Jun-2012,07-Jun-2022,0,,CWNU,EIOU,0,0,,USD,CWNU,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS AIER EYE HOSP 08/01/21,GB00BG64FL33,94KK,Fixed interest (Trade reporting Only),BG64FL3,10-Jul-2019,08-Jan-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SG ISSUER NTS 05/07/29,GB00BFRNJ870,71QM,Fixed interest (Trade reporting Only),BFRNJ87,12-Jul-2019,05-Jul-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 2.00% GBL NTS 01/02/21,US29874QCZ54,60EZ,Fixed interest (Trade reporting Only),BYXQZ18,01-Feb-2017,01-Feb-2021,2,F,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 ASB FINANCE LD 0.24% NTS 06/12/21,XS1529951136,55WM,Fixed interest (Trade reporting Only),BDFF4N1,06-Dec-2016,06-Dec-2021,0.24,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 HIGHER EDUCATION SECS INV 1 PLC CLASS A3 ASSET BCKD FRN 2028 £(BR) 144A,QQ0002636322,88LI,Trade Reporting only,0263632,,10-Apr-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 COMMERZBANK AG AUTOCALL NTS 28/06/23,XS1610773563,75MI,Fixed interest (Trade reporting Only),BDVKC92,05-Jul-2017,28-Jun-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SIGMA FINANCE CORPORATION 2.92% CAPITAL NTS 18/02/09,XS0217493971,52UD,Trade Reporting only,B091KN6,,18-Feb-2009,0,,MISC,DIPS,0,0,,SEK,MISC,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 2.750% GBL NTS 26/04/21,US29874QDK76,96UR,Fixed interest (Trade reporting Only),BDT5N52,26-Apr-2018,26-Apr-2021,2.75,F,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS INV PREF SRS 1148 02/09/24,GB00BFZNGG62,51DO,Fixed interest (Trade reporting Only),BFZNGG6,03-Sep-2018,02-Sep-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BARCLAYS BANK PLC SECS 20/03/26,XS2076304117,W6TF,Fixed interest (Trade reporting Only),BL65NG2,23-Mar-2020,20-Mar-2026,0,Z,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 JSC BANK CENTERCREDIT PERP NON-CUM LN PART NTS USD,XS0245586903,82GV,Fixed interest (Trade reporting Only),B0ZN8X2,,31-Dec-9999,0,,CWNR,EIOW,0,0,,USD,CWNR,0,,,0,,,100 EMIRATE OF ABU DHABI 3.125% NTS 16/04/30 (144A),US29135LAH33,GBLY,Fixed interest (Trade reporting Only),BLGWDQ3,16-Apr-2020,16-Apr-2030,3.125,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV FLTG RTE NTS 19/08/22,US29874QDQ47,92BT,Fixed interest (Trade reporting Only),BJ4PL00,,19-Aug-2022,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 HSBC BANK PLC MAW'S LKD SCIMEE SCI 23/11/21,GB00BZY3LC86,43SX,Fixed interest (Trade reporting Only),BZY3LC8,30-May-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 STANDARD CHARTERED PLC FXD RTE RSET NTS DUE 03/10/23,XS1693281534,87TG,Fixed interest (Trade reporting Only),BYWL473,03-Oct-2017,03-Oct-2027,0,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP TRIP 6YR PHNX KO NTS CAR 05/08/2024,XS1855507379,47OT,Fixed interest (Trade reporting Only),BG0TKG4,03-Aug-2018,05-Aug-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 0.25% COV NTS 20/01/21,XS1355483162,13JD,Fixed interest (Trade reporting Only),BYN5ZB5,02-Feb-2016,20-Jan-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 ROYAL BANK OF CANADA CALL ZERO CPN NTS 09/09/38,XS0385626493,34RM,Fixed interest (Trade reporting Only),B3D1P50,,09-Sep-2038,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BANK OF MONTREAL MRKT ACC NTS LKD TO ORD SHS 11/08/47,XS1661699337,78QC,Fixed interest (Trade reporting Only),BYXGC62,11-Aug-2017,11-Aug-2047,0,O,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BARCLAYS PLC 1.35% NTS 07/10/21,XS1391601264,31PD,Fixed interest (Trade reporting Only),BYQB1G7,07-Apr-2016,07-Oct-2021,0,,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 2.000% INSTR 16/09/38,XS2051734981,75NY,Fixed interest (Trade reporting Only),BJ7WJN7,16-Sep-2019,16-Sep-2038,2,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 GOSFORTH FUNDING 2018-1 PLC CLS Z MTGE BKD FRN 25/08/60 REG S,XS1863918022,52VT,Fixed interest (Trade reporting Only),BFD2PB3,25-Sep-2018,25-Aug-2060,0,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BAZALGETTE FINANCE PLC 0.954% IDX-LKD BDS 15/06/54,XS1430589728,38NI,Fixed interest (Trade reporting Only),BD0NTD5,15-Jun-2016,15-Jun-2054,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 HSBC BANK PLC CALL ACCRETING NTS 07/05/39,XS0426026554,59TY,Fixed interest (Trade reporting Only),B42BFL4,,07-May-2039,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 LLOYDS BANK PLC 8% UND SUB STEP-UP NTS,XS0079927850,85KP,Trade Reporting only,0146261,,31-Dec-9999,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 HSBC BANK PLC MRKT ACC NTS LKD ORD SHS 09/11/20,XS1716620445,95FN,Fixed interest (Trade reporting Only),BDGJLZ3,08-Nov-2017,09-Nov-2020,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 FIL LIMITED FIDINT 6 3/4 10/19/20,XS0550437288,13DU,Order book for Fixed Income Securities,BYVZH11,,19-Oct-2020,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZRO CPN NTS 27/07/46,XS1452410225,43UI,Fixed interest (Trade reporting Only),BD89MY7,,27-Jul-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 BARCLAYS BANK PLC 2.125% NTS 24/02/21,XS1035751764,90RP,Fixed interest (Trade reporting Only),BJYRDL1,24-Feb-2014,24-Feb-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 RECKITT BENCKISER TREASURY SERV.PLC 2.750% SEN NTS 26/06/24 (R144A),US75625QAD16,74VW,Fixed interest (Trade reporting Only),BF5SPC0,28-Jun-2017,26-Jun-2024,2.75,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SER2 A1 MTGE BCKD NTE 15/07/2042 S,XS0617235790,63KE,Fixed interest (Trade reporting Only),B4T6G75,20-Apr-2011,15-Jul-2042,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC MANS SAUDI REINSUR SAR 10.00 23/12/20,XS2084759591,84SN,Fixed interest (Trade reporting Only),BKZ1096,26-Nov-2019,23-Dec-2020,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC FLTG RT NTS 12/04/22,XS1981791244,61YP,Fixed interest (Trade reporting Only),BHL17Q5,12-Apr-2019,12-Apr-2022,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 20/03/09,XS0247517914,36ER,Fixed interest (Trade reporting Only),B11PYH5,,20-Mar-2009,0,,CWNU,NIDU,0,0,,GBP,CWNU,0,,,0,,,100 IDB TRUST SERVICES LD 3.100% TRST CERTS 15/03/23,XS1789173157,47DH,Fixed interest (Trade reporting Only),BFMHN82,15-Mar-2018,15-Mar-2023,3.1,F,SUKM,SK01,0,0,,USD,SUKM,0,,,0,,,100 PENARTH MASTER ISSUER PLC 2019-1 CLS A1 AST BKD FRN 18/07/21 REG S,XS2020695842,71TN,Fixed interest (Trade reporting Only),BK5T9X7,22-Jul-2019,18-Jul-2021,0,V,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION FLTNG RTE NTS DUE 11/08/22,XS1662315586,78RS,Fixed interest (Trade reporting Only),BYXGCC8,,11-Aug-2022,0,,PSNR,NIDP,0,0,,TRY,PSNR,0,,,0,,,100 QNB FINANCE FLTG RT NTS 28/01/22,XS2079033614,67GA,Fixed interest (Trade reporting Only),BL1J4T9,28-Jan-2020,28-Jan-2022,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 BANK OF MONTREAL ZRO CPN CALL NTS 29/11/43,XS0997896203,17GP,Fixed interest (Trade reporting Only),BH36BY4,29-Nov-2013,29-Nov-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SANTANDER UK PLC 5.25% STEP-UP SUBORD CALL NTS 06/03/23,XS0164078791,64DW,Trade Reporting only,3262658,,06-Mar-2023,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 08/06/21,XS1433215685,38OY,Fixed interest (Trade reporting Only),BD044Z5,16-Jun-2016,08-Jun-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT & RED NTS 22/02/25,XS1485009598,61BN,Fixed interest (Trade reporting Only),BF0SHN0,22-Feb-2017,22-Feb-2025,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6YR KO NTS CAR 07/08/24,XS1854840334,46YC,Fixed interest (Trade reporting Only),BG0CCN4,10-Aug-2018,07-Aug-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC GBP KO CAR 12/02/24,XS1736636413,12SR,Fixed interest (Trade reporting Only),BG0W193,12-Feb-2018,12-Feb-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 2.750% GTD NTS 08/06/21 144A,US62630CAP68,45HN,Fixed interest (Trade reporting Only),BFZ5ZQ5,,08-Jun-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 12/04/21,JE00BVGH7449,77ZQ,Fixed interest (Trade reporting Only),BVGH744,24-Apr-2015,12-Apr-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SRS 2 CLS B FLTG RTE NTS 17/02/52 (REGS),XS0381719680,55CL,Fixed interest (Trade reporting Only),B3CGZ67,,17-Feb-2052,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NORTHUMBRIAN WATER FINANCE PLC 5.125% GTD BDS 23/01/42,XS0733486848,50ON,Fixed interest (Trade reporting Only),B7LNT65,24-Jan-2012,23-Jan-2042,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA RMS CALL ACC NTS 20/01/21,XS0577407017,46BA,Fixed interest (Trade reporting Only),B437FZ5,26-Jan-2011,20-Jan-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK FLTG RT NTS 06/05/21,XS1367223796,34UN,Fixed interest (Trade reporting Only),BZ05D99,06-May-2016,06-May-2021,0,,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 WELLS FARGO FINANCE LLC STP-UP NTS 17/04/25,XS2153410464,77DO,Fixed interest (Trade reporting Only),BMFY9K3,20-May-2020,17-Apr-2025,0,F,MWNU,NIDM,0,0,,JPY,MWNU,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 20/06/12,XS0292912846,54KJ,Fixed interest (Trade reporting Only),B1VMGJ2,,20-Jun-2012,0,,CWNU,NIDU,0,0,,GBP,CWNU,0,,,0,,,100 SPEYSIDE RENEWABLE ENERGY FINANCE P 3.000% GTD SEC BDS 13/06/28,XS1098384115,52YU,Fixed interest (Trade reporting Only),BQJZKP2,29-Aug-2014,13-Jun-2028,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 UK TREASURY STRIP 4%07MAR2022PRINCIPAL,GB00B3V6KP22,04KY,Gilts,B3V6KP2,,07-Mar-2022,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 HSBC BANK PLC MAW LKD ORD A SHS ZHEJIANG 23/11/22,GB00BG64DV90,51IA,Fixed interest (Trade reporting Only),BG64DV9,28-Aug-2018,23-Nov-2022,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BANK OF IRELAND(GOVERNOR&CO OF) UND FLTG RTE PRIM CAP NTS $(BR),IE0000750319,58GF,Trade Reporting only,0075031,,31-Dec-9999,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD 4.90% NTS 27/04/2031,XS0620524735,46ZS,Fixed interest (Trade reporting Only),B5W9X33,27-Apr-2011,27-Apr-2031,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC 5.00% CRDT LKD NTS 20/06/25,XS2117430186,79MV,Fixed interest (Trade reporting Only),BLLZKX3,02-Mar-2020,20-Jun-2025,5,F,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMPALA QUAD IDX 6 YR KO NTS 03/01/24,XS1734540237,12UC,Fixed interest (Trade reporting Only),BDRJHZ4,29-Dec-2017,03-Jan-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC MAN LKD GUARANTY TRST ORD SHS 18/08/20,XS2041165478,93WZ,Fixed interest (Trade reporting Only),BFZ9J21,13-Aug-2019,18-Aug-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SHELL INTERNATIONAL FINANCE B.V 1.125% GTD NTS 07/04/24,XS2154418144,NJV2,Fixed interest (Trade reporting Only),BM9Y5D4,07-Apr-2020,07-Apr-2024,1.125,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 B.A.T.INTERNATIONAL FINANCE PLC 3.625% GTD NTS 09/11/21,XS0704178556,11DN,Fixed interest (Trade reporting Only),B75KSR6,09-Nov-2011,09-Nov-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CITY OF STOCKHOLM FLT RTE NTS 27/01/27,XS2109606199,87XX,Fixed interest (Trade reporting Only),BL71J38,,27-Jan-2027,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT & RED NTS 22/03/27,XS1517425135,63NF,Fixed interest (Trade reporting Only),BF2X1H5,04-Apr-2017,22-Mar-2027,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 NTPC LIMITED 7.25% NTS 03/05/22,XS1604199114,67ME,Fixed interest (Trade reporting Only),BF0XYH8,08-May-2017,03-May-2022,7.25,F,MWNU,NIOM,0,0,,INR,MWNU,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 3.00% CVD BDS 03/05/22,XS0775914277,96CB,Fixed interest (Trade reporting Only),B7H4TZ1,03-May-2012,03-May-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SG ISSUER NTS 30/07/25,GB00BG8HJH41,73ID,Fixed interest (Trade reporting Only),BG8HJH4,15-Aug-2019,30-Jul-2025,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 ASB FINANCE LD 2.75% NTS 07/03/23,XS1959950798,94QM,Fixed interest (Trade reporting Only),BJBSZS8,07-Mar-2019,07-Mar-2024,2.75,F,CWNR,EIDW,0,0,,HKD,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 1.375% CVRD BNDS DUE 29/06/33,XS1638816089,71WO,Fixed interest (Trade reporting Only),BF5GLN7,29-Jun-2017,29-Jun-2033,1.375,F,CRNR,NIDR,0,0,,EUR,CRNR,0,,,0,,,100 FEDERAL REPUBLIC OF NIGERIA (THE) 6.75% NTS 28/01/21 (UNRES),XS0584435142,78UT,Fixed interest (Trade reporting Only),B655P28,02-Feb-2011,28-Jan-2021,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 SANTANDER UK PLC FLT RTE CVD BDS 12/02/28 ( REG S),XS2115145406,67JB,Fixed interest (Trade reporting Only),BKTX720,12-Feb-2020,12-Feb-2028,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 FRIENDS LIFE HOLDINGS PLC 12% GTD SUBORD NTS 21/05/21,XS0430178961,88RK,Fixed interest (Trade reporting Only),B4XX6M7,,21-May-2021,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SEVERN TRENT UTILITIES FIN PLC 2.605% NTS 26/04/29,XS0296066680,91OD,Fixed interest (Trade reporting Only),B1WNJH3,,26-Apr-2029,0,,PSTR,UIDP,0,0,,JPY,PSTR,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN 4.16% NTS 27/09/33,XS0974283524,65XM,Fixed interest (Trade reporting Only),BDSV4Y7,27-Sep-2013,27-Sep-2033,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 7.70% NTS 12/02/24,XS1762135660,17JQ,Fixed interest (Trade reporting Only),BG0VXL6,12-Feb-2018,12-Feb-2024,7.7,F,PSNR,EIDP,0,0,,MXN,PSNR,0,,,0,,,100 YORKSHIRE WATER FINANCE PLC 3.750% TO FLGT RTE UNWP GTD BDS 22/03/46,XS1381944260,20GJ,Fixed interest (Trade reporting Only),BYYP0V9,22-Mar-2016,22-Mar-2046,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 0.20% CALL FXD RTE NTS 18/04/27,XS1978680319,64GX,Fixed interest (Trade reporting Only),BJL3312,18-Apr-2019,18-Apr-2027,0,F,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 ALLIED IRISH BANKS PLC AIB 12 1/2 06/25/35,XS0435957682,13NZ,Order book for Fixed Income Securities,BFMTY18,,25-Jun-2035,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 INVESTEC BANK PLC PHNX KO NTS WITH CAR 28/01/27,GB00BF8S4X18,59YK,Fixed interest (Trade reporting Only),BF8S4X1,28-Jan-2019,28-Jan-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 0.75% NTS 22/03/22,XS1964701079,62VD,Fixed interest (Trade reporting Only),BJMHTG0,22-Mar-2019,22-Mar-2022,0.75,F,PSNR,EIDP,0,0,,HUF,PSNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC 2A2 RMB FRN 17/05/2060 144A,XS0744001917,51JQ,Fixed interest (Trade reporting Only),B73MZQ2,14-Feb-2012,17-May-2060,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 1.459% NTS 22/09/31,XS1293570021,12VS,Fixed interest (Trade reporting Only),BYTBTD7,22-Sep-2015,22-Sep-2031,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 ARRAN RESIDENTIAL MTG FDG NO.1 PLC CLASS DB AST BKD FRN 12/04/56 USD(REGS),XS0256209098,82MX,Fixed interest (Trade reporting Only),B16DF15,,12-Apr-2056,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6YR PHX KO NTS CAR 09/07/24,XS1831038499,45KO,Fixed interest (Trade reporting Only),BFZ5ZL0,06-Jul-2018,09-Jul-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WELLS FARGO & COMPANY ZRO CPN CALL NTS 17/01/43,XS0872919799,19TX,Fixed interest (Trade reporting Only),B7V1J58,18-Jan-2013,17-Jan-2043,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CYPRUS(REPUBLIC OF) 2.750% NTS 03/05/49,XS1989383788,65AK,Fixed interest (Trade reporting Only),BJLD0T9,,03-May-2049,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 SCOTTISH INV TST PLC 4% PERP DEB STK,GB0007826323,42IF,Trade Reporting only,0782632,,31-Dec-9999,0,,MISL,STBL,0,0,,GBP,MISL,0,,,0,,,100 BANK OF AMERICA CORPORATION BR CALL ZERO CPN NTS 01/06/27,XS0302524896,37ZX,Fixed interest (Trade reporting Only),B1YCFL4,,01-Jun-2027,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 SANDVIK AB 3.800% NTS 15/02/2022,XS0771375135,13PF,Fixed interest (Trade reporting Only),B7WD3N9,23-Apr-2012,15-Feb-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 24/06/24,XS1816661372,44SM,Fixed interest (Trade reporting Only),BG10022,22-Jun-2018,24-Jun-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MACQUARIE GROUP LD 2.05% DEBT INST 04/06/21,XS0633339303,80EB,Fixed interest (Trade reporting Only),B519QS0,06-Jun-2011,04-Jun-2021,0,,CRNR,NIDR,0,0,,JPY,CRNR,0,,,0,,,100 HSBC BANK PLC MAN'S LKD ORD SHS SAUDI CO H/W 10/05/21,XS1820092291,43BX,Fixed interest (Trade reporting Only),BF4NCL4,09-May-2018,10-May-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 MERCIA NO.1 PLC CLS A1 MTG BKD FRN 07/12/50,XS0864239529,17LB,Fixed interest (Trade reporting Only),B951ZY9,13-Dec-2012,07-Dec-2050,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MAWS SAIC MOTOR CORPORATION LTD 04/01/21,GB00BG8HG407,87CG,Fixed interest (Trade reporting Only),BG8HG40,08-Jan-2020,04-Jan-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BANK OF AMERICA CORPORATION 1.625% SENIOR NOTES 14/09/22,XS1290850707,95LP,Fixed interest (Trade reporting Only),BYZ61R4,14-Sep-2015,14-Sep-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 QNB FINANCE 4.00% NTS 05/05/2025,XS2168615743,79PW,Fixed interest (Trade reporting Only),BM8R2F5,06-May-2020,05-May-2025,4,F,CWNR,EIDW,0,0,,CNY,CWNR,0,,,0,,,100 HSBC BANK PLC 7% VAR CPN AMT REC NTS 13/04/21,XS0251071444,82OI,Fixed interest (Trade reporting Only),B17N3S7,,13-Apr-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BARCLAYS BANK PLC SECS 19/12/22,XS1641393019,11GO,Fixed interest (Trade reporting Only),BYW7QM0,15-Dec-2017,19-Dec-2022,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA FLTG RTE NTS 08/01/21,XS2099982972,86KE,Fixed interest (Trade reporting Only),BKY6SB0,08-Jan-2020,08-Jan-2021,0,V,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 PARAGON MORTGAGES (NO.12) PLC CLASS B1A MTG BKD FRN 15/11/38 £ (REGS),XS0261647886,40YB,Fixed interest (Trade reporting Only),B19DDB8,,15-Nov-2038,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC MAN'S LKD ORD SHS BANK MUSCAT 16/11/20,XS1720210423,96FC,Fixed interest (Trade reporting Only),BF18PH9,14-Nov-2017,16-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SANDVIK AB 4.00% NTS 24/10/2024,XS0775494478,13QV,Fixed interest (Trade reporting Only),B7J5LZ6,24-Apr-2012,24-Oct-2024,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 ARAB REPUBLIC OF EGYPT (THE) 4.5500% NTS 20/11/23 (144A),US03846JW974,78XU,Fixed interest (Trade reporting Only),BK6Z0S6,20-Nov-2019,20-Nov-2023,4.55,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL 4.15% NTS 14/02/38,XS1772077480,17MR,Fixed interest (Trade reporting Only),BDT8PH7,14-Feb-2018,14-Feb-2038,4.15,F,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 SG ISSUER NTS 27/09/24,GB00BF6XCX42,84BN,Fixed interest (Trade reporting Only),BF6XCX4,25-Sep-2017,27-Sep-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 LLOYDS BANK PLC SRS 2016-5 1.658% CVD BDS 28/01/37,XS1350853831,12YT,Fixed interest (Trade reporting Only),BYN67W3,28-Jan-2016,28-Jan-2037,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 HSBC BANK PLC PRINCIPAL PROTECT NTS 08/08/37,XS0316615102,71CN,Fixed interest (Trade reporting Only),B248Q94,,08-Aug-2037,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD ZERO CPN NTS 14/12/46,XS1530785051,56ZC,Fixed interest (Trade reporting Only),BYM4PZ7,14-Dec-2016,14-Dec-2046,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK ZRO CPN CALL NTS 28/02/48,XS1781808354,19WY,Fixed interest (Trade reporting Only),BG1TTN3,28-Feb-2018,28-Feb-2048,0,Z,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV (MNT LKD) AMORT 9.60% NTS 31/10/24,XS1901940194,55IN,Fixed interest (Trade reporting Only),BD5D071,01-Nov-2018,31-Oct-2024,9.6,F,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 LLOYDS BANK PLC STCRD FLTG RT NTS 13/02/25,XS1186194715,63RW,Fixed interest (Trade reporting Only),BVXLLK3,13-Feb-2015,13-Feb-2025,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 NORDIC INVESTMENT BANK STEEPENER NTS 10/08/38,XS1862512537,49JL,Fixed interest (Trade reporting Only),BG0CCQ7,10-Aug-2018,10-Aug-2038,0,O,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 BARCLAYS BANK PLC WT LKD SEC 07/07/21,XS1217829362,83JL,Fixed interest (Trade reporting Only),BYPCC02,04-Jun-2015,07-Jul-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 2.00% NTS 23/07/26,US4581X0DJ40,93EJ,Fixed interest (Trade reporting Only),BJV2K52,23-Jul-2019,23-Jul-2026,2,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 VATTENFALL AB 6.250% NTS 17/03/21,XS0417209052,38WL,Fixed interest (Trade reporting Only),B639JM0,,17-Mar-2021,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC 7.882% TO FR B UNWRAPPED BDS 30/07/37,XS0151951265,30HR,Trade Reporting only,3184417,,30-Jul-2037,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 THAMES WATER UTILITIES FINANCE PLC 5.05% GTD NTS 30/06/20,XS0223581975,85TS,Trade Reporting only,B0CL3M3,,30-Jun-2020,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. 3.00% NTS 30/03/22,XS1587035996,62ZU,Fixed interest (Trade reporting Only),BD1X5K3,31-Mar-2017,30-Mar-2022,3,F,PSTR,UIDP,0,0,,USD,PSTR,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS 14/09/42,XS0826206053,14LY,Fixed interest (Trade reporting Only),B8JBG23,14-Sep-2012,14-Sep-2042,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NORDIC INVESTMENT BANK FLTG RTE NTS 23/09/21,XS1494681700,47AU,Fixed interest (Trade reporting Only),BZ14641,23-Sep-2016,23-Sep-2021,0,,PSNR,EIDP,0,0,,NOK,PSNR,0,,,0,,,100 SOUTHERN PACIFIC FINANCING 04-A PLC A MTG BCKD FRN 10/12/42 £(BR)(REGS),XS0190203124,35UC,Trade Reporting only,B00P781,,10-Dec-2042,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SG ISSUER NTS 09/11/26,JE00BD5JWM84,34DN,Fixed interest (Trade reporting Only),BD5JWM8,29-Apr-2016,09-Nov-2026,0,,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC UPSIDE NTS CAP AT RSK 23/07/21,XS1263853746,92MH,Fixed interest (Trade reporting Only),BYWZYT7,30-Jul-2015,23-Jul-2021,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP DUL IDX 7YR PHNX KO CAR 06/03/24,XS1575873077,62CS,Fixed interest (Trade reporting Only),BF04802,14-Mar-2017,06-Mar-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 5.30% NTS 07/10/30,XS0543731128,94WO,Fixed interest (Trade reporting Only),B4QY8N2,,07-Oct-2030,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC HLDGS PLC 6% SUBORD NTS 29/03/40,XS0498768315,77KB,Fixed interest (Trade reporting Only),B57N6P3,,29-Mar-2040,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 NATIONAL WESTMINSTER BANK PLC 11 1/2% UND SUB NTS #1000(CNV TO PRF),GB0006210255,NATW,Fixed interest (SEAQ),0621025,,31-Dec-9999,0,,STBS,SBDU,0,0,,GBP,STBS,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.51% NTS 12/05/25,XS2166095492,80IS,Fixed interest (Trade reporting Only),BMCT8J3,12-May-2020,12-May-2025,0.51,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 BARCLAYS BANK PLC WRNT LKD SEC 14/02/24,XS1714484687,17PS,Fixed interest (Trade reporting Only),BG0S0W7,14-Feb-2018,14-Feb-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 2.125% NTS 07/04/26,US45950VHX73,31ZW,Fixed interest (Trade reporting Only),BYQRRD4,,07-Apr-2026,0,,PSTR,UIDP,0,0,,USD,PSTR,0,,,0,,,100 INVESTEC BANK PLC GBP KCK OT NTS DUE 02/10/23,XS1661728888,87GX,Fixed interest (Trade reporting Only),BD6JXK2,02-Oct-2017,02-Oct-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC 3.983% CLS A SNR GTD REG BDS 01/10/22,GB00B7W1QT00,14NJ,Fixed interest (Trade reporting Only),B7W1QT0,05-Oct-2012,01-Oct-2022,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 24/04/23,XS1560886761,61KQ,Fixed interest (Trade reporting Only),BDZCM27,24-Apr-2017,24-Apr-2023,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SEVERN TRENT UTILITIES FIN PLC 6.125% GTD BDS 2024 £(VAR)(BR),XS0094475802,83NL,Order book for Fixed Income Securities,0525150,04-Jul-2002,26-Feb-2024,6.125,F,UKCP,UKGR,14,1000,GBP,GBP,UKCP,0,5.260897573545201,26-Feb-2019,12,31-Dec-2099,,100 SOUTH EAST WATER (FINANCE) LD 5.5834% WRAPPED BDS 29/03/29,XS0197111619,35VS,Fixed interest (Trade reporting Only),B01Y5H2,,29-Mar-2029,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS DUE 11/07/2024,GB00BF6XC788,79UI,Fixed interest (Trade reporting Only),BF6XC78,23-Aug-2017,11-Jul-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 LLOYDS BANK PLC ZRO CPN CALL NTS 30/06/45,XS1246880352,88AK,Fixed interest (Trade reporting Only),BYR4ZJ6,30-Jun-2015,30-Jun-2045,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMPALA TRI IDX 6 YR REV CNV NTS 29/03/22,XS1365258083,31CU,Fixed interest (Trade reporting Only),BYZC3V0,31-Mar-2016,29-Mar-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 0.625% NTS 26/11/26,XS1548533329,59HK,Fixed interest (Trade reporting Only),BD0P8H8,,26-Nov-2026,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 ATTICA BANK S.A. 6.41% T2 SUB NTS 20/12/28,XS1918037794,60SO,Fixed interest (Trade reporting Only),BHSRS63,21-Dec-2018,20-Dec-2028,6.41,F,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 COMPASS GROUP PLC 1.875% NTS 27/01/23,XS1079320203,67QT,Fixed interest (Trade reporting Only),BNFWW16,27-Jun-2014,27-Jan-2023,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BANK OF AMERICA CORPORATION CMS-LINKED NTS 06/04/22,XS0497464668,77LR,Fixed interest (Trade reporting Only),B55SFZ3,,06-Apr-2022,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 THE REPUBLIC OF KAZAKHSTAN SRS 4 6.500% NTS 21/07/45 144A,US486661AH44,91VV,Fixed interest (Trade reporting Only),BYNP0Z4,21-Jul-2015,21-Jul-2045,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY SER2020-01 FLTG RTE REG CVD BDS 10/01/26,XS2100384853,87II,Fixed interest (Trade reporting Only),BKF2DX4,10-Jan-2020,10-Jan-2026,0,V,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 UK TREASURY STRIP 07JUN2055CPN,GB00B0BDTS80,90FB,Gilts,B0BDTS8,,07-Jun-2055,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 LANARK MASTER ISSUER PLC SER 2018-1 CLASS 2A 22/12/69 (RULE 144),XS1760615291,16AO,Fixed interest (Trade reporting Only),BG0PVX6,01-Feb-2018,22-Dec-2069,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/09/09,XS0255752023,85WT,Fixed interest (Trade reporting Only),B15STS6,,30-Sep-2009,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 WESTPAC BANKING CORPORATION CALL ZERO CPN INST 17/01/2032,XS0731770227,48UK,Fixed interest (Trade reporting Only),B654DB0,17-Jan-2012,17-Jan-2032,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SRS1 CLS A1 FLNG RTE NTS 17/05/60 144A,US041239CD42,47DV,Fixed interest (Trade reporting Only),B587WX4,,17-May-2060,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV GEL LKD AMORT FLTG RTE NTS 20/05/21,XS1412582063,35XD,Fixed interest (Trade reporting Only),BZ01T33,20-May-2016,20-May-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS INV SRS 1128 12/07/24,GB00BG0GNZ59,45SB,Fixed interest (Trade reporting Only),BG0GNZ5,16-Jul-2018,12-Jul-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SOUTHERN GAS NETWORKS PLC 6.375% NTS 15/05/40,XS0362679176,34GO,Fixed interest (Trade reporting Only),B2R9BJ9,,15-May-2040,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL ZERO CPN NTS 11/08/30,XS0532345005,78FE,Fixed interest (Trade reporting Only),B56NFP7,,11-Aug-2030,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 04/11/25,XS2050541205,92PI,Fixed interest (Trade reporting Only),BKLGC44,04-Nov-2019,04-Nov-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BRITISH TELECOMMUNICATIONS PLC 4.250% SNR NTS 08/11/49 (144A),US111021AN11,66YR,Fixed interest (Trade reporting Only),BKTMHC7,12-Nov-2019,08-Nov-2049,4.25,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 BP CAPITAL MARKETS PLC 1.177% GTD NTS 12/08/23,XS1475051162,44BM,Fixed interest (Trade reporting Only),BDGPG89,12-Aug-2016,12-Aug-2023,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 10.00% NTS 04/11/2024,XS2075961081,76TP,Fixed interest (Trade reporting Only),BKLGC99,,04-Nov-2024,0,,PSNR,NIDP,0,0,,UYU,PSNR,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SERIES1 CLASS A1 MRT BKD NT 15/07/42,XS0359634648,42PX,Fixed interest (Trade reporting Only),B2R3SB2,,15-Jul-2042,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 24.00% NTS 10/09/21,XS1877643350,50ZB,Fixed interest (Trade reporting Only),BFZ4KT0,10-Sep-2018,10-Sep-2021,24,F,PSNR,EIDP,0,0,,TRY,PSNR,0,,,0,,,100 HSBC BANK PLC MAN LKD ORD COMM INT BANK 09/11/20,XS1716606964,94ZP,Fixed interest (Trade reporting Only),BDGJLW0,07-Nov-2017,09-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 VODAFONE GROUP PLC 3.2150% NTS 27/11/25,XS1325859897,72AR,Fixed interest (Trade reporting Only),BZ1NPV8,27-Nov-2015,27-Nov-2025,0,,CWTR,UIDW,0,0,,NOK,CWTR,0,,,0,,,100 THRIVE HOMES FINANCE PLC 4.68% SEC BDS 24/03/51,XS1045992655,46LT,Fixed interest (Trade reporting Only),BKXGR69,25-Mar-2014,24-Mar-2051,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BAE SYSTEMS PLC 5.80% NTS 11/10/2041 $ (REGS),USG06940AD56,12GD,Fixed interest (Trade reporting Only),B7149F7,13-Oct-2011,11-Oct-2041,0,,CRTR,UIOR,0,0,,USD,CRTR,0,,,0,,,100 INVESTEC BANK PLC KO CAR 15/02/22,XS1772805344,17ST,Fixed interest (Trade reporting Only),BG04NQ0,15-Feb-2018,15-Feb-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HEMINGWAY DEBENTURE LD 10.375% 1ST MTG DEB STK 31/07/23,GB0004198445,06HB,Fixed interest (SEAQ),0419844,,31-Jul-2023,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK 3.00% TO RTE LKD IDX LKD NTS 18/06/30,XS1245573305,87JY,Fixed interest (Trade reporting Only),BYNWJ14,18-Jun-2015,18-Jun-2030,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 LONDON WALL MORTGAGE CAPITAL PLC S.FLEET 16-01 CLASS A NTS 15/08/48,XS1494907014,51ST,Fixed interest (Trade reporting Only),BD49382,07-Nov-2016,15-Aug-2048,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA FLTG RTE NTS 11/08/20,XS0530908002,61NR,Fixed interest (Trade reporting Only),B51YD62,,11-Aug-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS SH LKD INT REDP SECS 25/10/23,XS1819076065,47FG,Fixed interest (Trade reporting Only),BD9PF90,02-Oct-2018,25-Oct-2023,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 23/02/26,XS2125286844,79XJ,Fixed interest (Trade reporting Only),BKPX4Z6,04-Mar-2020,23-Feb-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC S2 CA FLTG RTE NTS 17/05/60 (REG S),XS0506554152,94CN,Fixed interest (Trade reporting Only),B44TH43,,17-May-2060,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 UDIGE NOTES SERIES 2008-1 FACE AMT 4.25% CERT GENELEC 14/01/38 MXN,XS0358733508,71IP,Fixed interest (Trade reporting Only),B2RKF89,,14-Jan-2038,0,,CWNR,NIOW,0,0,,MXN,CWNR,0,,,0,,,100 HSBC BANK PLC 6.5% CRD LKD NTS LKD TDC A/S 20/12/30,XS0237107577,57AE,Fixed interest (Trade reporting Only),B16RRT9,,20-Dec-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 19/11/40,XS0558616099,45TR,Fixed interest (Trade reporting Only),B3V2S34,,19-Nov-2040,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.01% NTS 02/11/20,XS2087761347,78GU,Fixed interest (Trade reporting Only),BJQX339,02-Dec-2019,02-Nov-2020,0.01,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ORIGINATED MORTGAGE LOANS 4 PLC 'S'MTG BCKD FLTG RTE NTS 15/12/31GBP(BR),XS0106443137,55OP,Trade Reporting only,0952532,,15-Dec-2031,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS INV SER 1018 13/03/24,XS1748889653,32WK,Fixed interest (Trade reporting Only),BF2RXQ0,14-Mar-2018,13-Mar-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SSE PLC 6.25% NTS 27/08/38,XS0383187720,88DL,Fixed interest (Trade reporting Only),B3CKRV8,,27-Aug-2038,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 26/08/22,XS1437025619,42RI,Fixed interest (Trade reporting Only),BD8F126,26-Aug-2016,26-Aug-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SOUTHERN PACIFIC SECS 04-2 PLC D1A MTG BCKD FRN 10/12/42 EUR(REG S),XS0196616527,52MG,Trade Reporting only,B02FXR0,,10-Dec-2042,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS 07/06/46,XS1428987991,41AT,Fixed interest (Trade reporting Only),BYQLSR7,,07-Jun-2046,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 3.265% NTS 23/08/23,XS1868807659,96MU,Fixed interest (Trade reporting Only),BYZLS89,23-Aug-2018,23-Aug-2023,0,F,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 SG ISSUER NTS 30/12/26,GB00BFRNGY29,59KL,Fixed interest (Trade reporting Only),BFRNGY2,09-Jan-2019,30-Dec-2026,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SG ISSUER NTS 01/12/23,JE00BF335W79,69FJ,Fixed interest (Trade reporting Only),BF335W7,19-May-2017,01-Dec-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 SHELL INTERNATIONAL FINANCE B.V 1.250% NTS 11/11/32,XS2170386853,83PN,Fixed interest (Trade reporting Only),BMBPS25,11-May-2020,11-Nov-2032,1.25,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 ASTRAZENECA PLC 0.750% NTS 12/05/24,XS1411404855,35BR,Fixed interest (Trade reporting Only),BYYSQV0,12-May-2016,12-May-2024,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED NTS 30/04/21,XS1223851087,79AH,Fixed interest (Trade reporting Only),BX907G6,30-Apr-2015,30-Apr-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 21/11/22,XS1493423112,54WN,Fixed interest (Trade reporting Only),BYVQ5Y3,21-Nov-2016,21-Nov-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EURASIAN DEVELOPMENT BANK 4.767% NTS 20/09/22 REG S,XS0831571434,16DP,Fixed interest (Trade reporting Only),B8DT5Y8,21-Sep-2012,20-Sep-2022,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 VODAFONE GROUP PLC 0.875% NTS 17/11/20,XS1323028479,63AW,Fixed interest (Trade reporting Only),BZ09F17,17-Nov-2015,17-Nov-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 21.00% NTS 04/10/23,XS1890137364,95US,Fixed interest (Trade reporting Only),BGV5VX5,04-Oct-2018,04-Oct-2023,21,F,PSNR,EIDP,0,0,,TRY,PSNR,0,,,0,,,100 FINANCE FOR RES SOCIAL HOUSING PLC SER 1'A1'/8.369% YLD NTS 2058 (REG S),USG34346AA77,71KA,Trade Reporting only,5227086,,04-Oct-2058,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SOUTHERN PACIFIC SECURITIES C PLC 'A'MTG BCKD FRN 08/09/39 £(BR),XS0137988183,AE66,Trade Reporting only,3107328,,08-Sep-2039,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 HSBC BANK PLC MRKT ACC NTS LKD TO ORD SHS 09/11/20,XS1716616682,99QO,Fixed interest (Trade reporting Only),BFDZ0H3,09-Nov-2017,09-Nov-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 2.50% NTS 18/12/34,XS2094258667,76WQ,Fixed interest (Trade reporting Only),BL3SR17,18-Dec-2019,18-Dec-2034,2.5,F,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGES SECS 17 PLC M2C MTG-BCKD FRN 13/05/37EUR(BR)(REGS),XS0186359849,39WA,Trade Reporting only,3428966,,13-May-2037,0,,MISL,FSLL,0,0,,EUR,MISL,0,,,0,,,100 SG ISSUER NTS 01/03/29,GB00BFRNHJ43,62IU,Fixed interest (Trade reporting Only),BFRNHJ4,06-Mar-2019,01-Mar-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 1.31% CPN CALL NTS 09/05/49,XS1990926773,67VF,Fixed interest (Trade reporting Only),BK6S1F9,09-May-2019,09-May-2049,1.31,F,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 HSBC BANK PLC MAW A SHS GUANGDONG GLDN DUE 23/11/21,GB00BZY3L625,43ML,Fixed interest (Trade reporting Only),BZY3L62,21-May-2018,23-Nov-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE NTS 28/05/10,XS0112426340,30PE,Trade Reporting only,0737320,,28-May-2010,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 PARAGON MORTGAGES (NO.11) PLC CLASS A1 MGT BKD FRN 15/10/41 144A $,US69911MAA27,40KC,Fixed interest (Trade reporting Only),B11Z2C6,,15-Oct-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 TELEFONAKTIEBOLAGET LM ERICSSON 1.875% NTS 01/03/24,XS1571293684,61QS,Fixed interest (Trade reporting Only),BF0SGN3,01-Mar-2017,01-Mar-2024,1.875,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 12 PLC 'M1' MTGE BCKD FRN 11/07/36 £(BR)(REG S),XS0147275159,AO85,Trade Reporting only,3159664,,11-Jul-2036,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 ASB FINANCE LD 1.692% NTS 01/11/2032,XS1700385336,94FO,Fixed interest (Trade reporting Only),BF3BNG1,01-Nov-2017,01-Nov-2032,1.692,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 CHANCELLOR MASTER&SCHOLAR UNI.CAM. IDX-LKD BDS 27/06/68,XS1846645429,45WS,Fixed interest (Trade reporting Only),BG106H9,28-Jun-2018,27-Jun-2068,0,O,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS INV P/S SRS 1210 08/12/25,GB00BGV7NS05,55RQ,Fixed interest (Trade reporting Only),BGV7NS0,07-Dec-2018,08-Dec-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CITY OF GOTHENBURG FLTG RT NTS 25/02/27,XS2125028808,76YB,Fixed interest (Trade reporting Only),BLGM4F9,,25-Feb-2027,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 STANDARD CHARTERED BANK 2.819%-TO-FRN 30/01/26 (RESTRICTED),US85325WAA62,88GM,Fixed interest (Trade reporting Only),BL3BQ86,14-Jan-2020,30-Jan-2026,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 09/07/38,XS0373799054,42UJ,Fixed interest (Trade reporting Only),B3BN859,,09-Jul-2038,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 SG ISSUER NTS 03/06/2024,GB00BF6XCK13,96PV,Fixed interest (Trade reporting Only),BF6XCK1,17-Nov-2017,03-Jun-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. MLT CALL ZERO CPN NTS 05/02/50,XS2103007915,79DI,Fixed interest (Trade reporting Only),BKT6525,06-Feb-2020,05-Feb-2050,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK PLC CALL ZERO CPN NTS 08/04/49,XS1972587999,93NM,Fixed interest (Trade reporting Only),BJ065C7,08-Apr-2019,08-Apr-2049,0,Z,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 NORDIC INVESTMENT BANK ZRO CPN NTS 17/09/23,XS0969741593,82BZ,Fixed interest (Trade reporting Only),BDZDGS4,17-Sep-2013,17-Sep-2023,0,,CWNR,EIDW,0,0,,BRL,CWNR,0,,,0,,,100 QUADRANT HOUSING FINANCE LD GTD SEC STEP CPN BDS 2018/2033 £(BR),XS0084364016,56LD,Trade Reporting only,0247357,,10-Feb-2033,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NORDIC INVESTMENT BANK ZERO CPN CALL NTS 23/11/46,XS1524592034,54ZO,Fixed interest (Trade reporting Only),BYWJJP0,23-Nov-2016,23-Nov-2046,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.47% NTS 11/10/22,XS1697023494,90LD,Fixed interest (Trade reporting Only),BZ0XRL3,11-Oct-2017,11-Oct-2022,0.47,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SANTANDER UK GROUP HOLDINGS PLC 0.79% SNR NTS 22/06/26,XS1435163859,39AO,Fixed interest (Trade reporting Only),BD5VZG9,22-Jun-2016,22-Jun-2026,0,,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 ASSA ABLOY AB 3.00% NTS 11/03/25,XS0894467918,16GQ,Fixed interest (Trade reporting Only),B83KNB4,11-Mar-2013,11-Mar-2025,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 HUNGARY 6.375% NTS 29/03/21,US445545AE60,63DX,Fixed interest (Trade reporting Only),B5WKXS1,29-Mar-2011,29-Mar-2021,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 07/03/41,XS0597609121,95XT,Fixed interest (Trade reporting Only),B4R9PP7,07-Mar-2010,07-Mar-2041,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 BANK OF AMERICA CORPORATION 2.305% CALL NTS 22/02/39,XS1954754153,61SD,Fixed interest (Trade reporting Only),BJ5CJN9,22-Feb-2019,22-Feb-2039,2.305,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 0.17% NTS 22/11/21,XS1910930467,60BO,Fixed interest (Trade reporting Only),BYWQXT3,21-Nov-2018,22-Nov-2021,0.17,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS PRF SRS 1518 22/11/27,GB00BJ344D26,78LG,Fixed interest (Trade reporting Only),BJ344D2,22-Nov-2019,22-Nov-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC IMP QD IDX 6YR PHNX KO NTS CAR 10/06/24,XS1828133030,44HO,Fixed interest (Trade reporting Only),BG1D861,13-Jun-2018,10-Jun-2024,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC NTS LKD PREF SHS SRS 1618 30/03/27,GB00BJ345H39,76ZR,Fixed interest (Trade reporting Only),BJ345H3,26-Mar-2020,30-Mar-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS A3 FLTG RTE NTS 20/12/30,XS0275944097,91EV,Fixed interest (Trade reporting Only),B1JR6N3,,20-Dec-2030,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HEATHROW FUNDING LD 4.000% BDS 03/07/21,CAG0753UAX32,38IM,Fixed interest (Trade reporting Only),B7FDG59,03-Jul-2012,03-Jul-2021,0,,CWNR,NIDW,0,0,,CAD,CWNR,0,,,0,,,100 MONDI FINANCE PLC 1.625% GTD NTS 27/04/26,XS1813593313,96RG,Fixed interest (Trade reporting Only),BFNC4M7,27-Apr-2018,27-Apr-2026,1.625,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS A3 FLTG RTE NTS 25/12/30 (REGS),XS0240602507,73XI,Fixed interest (Trade reporting Only),B0XKL58,,25-Dec-2030,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN 4.18% NTS 25/09/33,XS0973086324,85FT,Fixed interest (Trade reporting Only),BF4B8N2,25-Sep-2013,25-Sep-2033,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SINFONIA FINANCE B.V. INSTALMENT SEC NTS 15/12/41,XS0161426621,35GD,Trade Reporting only,3257085,,15-Dec-2041,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6YR PHX KO NTS CAR 09/05/25,XS1974814045,67YG,Fixed interest (Trade reporting Only),BK6S579,14-May-2019,09-May-2025,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 0.6225% NTS 06/09/26,XS1484554222,45BB,Fixed interest (Trade reporting Only),BDF5FT4,06-Sep-2016,06-Sep-2026,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 KINGDOM OF SAUDI ARABIA (THE) 2.750% NTS 03/02/32 (RESTRICTED),US80413TAQ22,77TE,Fixed interest (Trade reporting Only),BL1FFY9,03-Feb-2020,03-Feb-2032,2.75,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 UK TREASURY STRIP 07MAR2028CPN,GB0032728395,89BP,Gilts,3272839,,07-Mar-2028,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS 30/09/59,XS2057875184,76CP,Fixed interest (Trade reporting Only),BJDQXX1,01-Oct-2019,30-Sep-2059,0,Z,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP TRIPLE IDX 6YR REV CNV NT 15/07/21,GB00BWK1RD87,90MT,Fixed interest (Trade reporting Only),BWK1RD8,15-Jul-2015,15-Jul-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT RED SECS 19/01/26,XS1686380277,16IB,Fixed interest (Trade reporting Only),BF598R9,07-Feb-2018,19-Jan-2026,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 BANK OF MONTREAL ZRO CPN CALL NTS 29/01/46,XS1354340868,13FX,Fixed interest (Trade reporting Only),BZ971G9,29-Jan-2016,29-Jan-2046,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 QNB FINANCE 3.815% NTS 03/07/24,XS2022299999,94IP,Fixed interest (Trade reporting Only),BKLC5R6,03-Jul-2019,03-Jul-2024,3.815,F,CWNR,EIDW,0,0,,CNY,CWNR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SRS 1 CLS B FLTG RTE NTS 17/02/52 (REGS),XS0381719508,71OR,Fixed interest (Trade reporting Only),B3CGYZ9,,17-Feb-2052,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 JAPAN FIN ORG FOR MUNICIPALITIES 4.000% GTD BDS 13/01/21 (REG S) $,XS0568671555,45ZT,Fixed interest (Trade reporting Only),B67JQ92,20-Jan-2011,13-Jan-2021,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 HIGHER EDUCATION SECS INV 1 PLC CLASS B1 ASSET BCKD FRN 2028 REGS,XS0085726668,81LI,Trade Reporting only,0263762,,10-Apr-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IL INT RED SECS 06/01/28,XS1996611759,88JN,Fixed interest (Trade reporting Only),BJXCV91,06-Jan-2020,06-Jan-2028,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 1.625% NTS 16/07/20,US45950KCG31,91GG,Fixed interest (Trade reporting Only),BYRGZ36,,16-Jul-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 NATIONAL GRID ELECTRICITY TRANS.PLC 7.375% INTS 13/01/31,XS0407912053,42XK,Fixed interest (Trade reporting Only),B3KVNY8,,13-Jan-2031,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 REVS LD 8.50% SNR NTS 09/04/21,XS0082515502,31LX,Trade Reporting only,0398288,,09-Apr-2021,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLS A2 FLTG RTE NTS 19/12/30,XS0267966959,49VP,Fixed interest (Trade reporting Only),B1FHC51,,19-Dec-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 GOSFORTH FUNDING 2018-1 PLC CLS A3 MTGE BKD FRN 25/08/60 REG S,XS1863917214,52SI,Fixed interest (Trade reporting Only),BFD2P80,25-Sep-2018,25-Aug-2060,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 VODAFONE GROUP PLC 1.875% NTS 20/11/2029,XS1721422068,96SW,Fixed interest (Trade reporting Only),BFN4GT4,20-Nov-2017,20-Nov-2029,1.875,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 RELX FINANCE BV 0.375% GTD NTS 22/03/21,XS1576837725,62NG,Fixed interest (Trade reporting Only),BDCVSX0,23-Mar-2017,22-Mar-2021,0.375,F,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHOENIX KO NTS 04/02/26,XS2101534209,79GJ,Fixed interest (Trade reporting Only),BKV1MH2,07-Feb-2020,04-Feb-2026,0,Z,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BARCLAYS PLC 1.875% NTS 08/12/23,XS1531174388,56OE,Fixed interest (Trade reporting Only),BZ06K57,08-Dec-2016,08-Dec-2023,1.875,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 JOHN LEWIS PLC 6.125% BDS 21/01/25 (BR),XS0527985583,45CR,Fixed interest (SEAQ),B434V14,,21-Jan-2025,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 INVESTEC BANK PLC GBP KCK OT NTS DUE 02/10/23,XS1661728029,87RL,Fixed interest (Trade reporting Only),BD6JXC4,02-Oct-2017,02-Oct-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 JSC NC KAZMUNAYGAS 6.375% NTS 24/10/2048 (REG S),XS1807299331,42AI,Fixed interest (Trade reporting Only),BYVYYV7,,24-Oct-2048,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 6.00% NTS 07/02/23,XS1766853367,16JR,Fixed interest (Trade reporting Only),BF59H50,07-Feb-2018,07-Feb-2023,6,F,CRNR,NIDR,0,0,,INR,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMP EVEN 30 6 YR 90% CAP PRO NT 08/12/21,XS1315181617,74SL,Fixed interest (Trade reporting Only),BYT5HN5,11-Dec-2015,08-Dec-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC CLASS A UNWRP 1.52% INX BD 01/07/55,XS0326722302,58YL,Fixed interest (Trade reporting Only),B28SVW8,,01-Jul-2055,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 WESTPAC BANKING CORPORATION 3.76% INST 04/03/24,XS1958535418,61VE,Fixed interest (Trade reporting Only),BJT1NH4,04-Mar-2019,04-Mar-2024,3.76,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 OP MORTGAGE BANK 0.625% CVD NTS 04/09/22,XS1285892870,94KA,Fixed interest (Trade reporting Only),BZ2YS11,04-Sep-2015,04-Sep-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 5.20% NTS 05/06/24,XS2008557014,68TJ,Fixed interest (Trade reporting Only),BK7XVS6,,05-Jun-2024,0,,PSTR,UIDP,0,0,,COP,PSTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS WITH CAR 03/12/26,GB00BF8S4S64,60EP,Fixed interest (Trade reporting Only),BF8S4S6,03-Dec-2018,03-Dec-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EMIRATE OF ABU DHABI 2.125% NTS 03/05/21 (REG S),XS1402929589,34PR,Fixed interest (Trade reporting Only),BYYXM95,03-May-2016,03-May-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 5.33% CALL NTS 07/07/39,XS0436782998,92YL,Fixed interest (Trade reporting Only),B681233,,07-Jul-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 03/11/27,JE00BYYPKZ30,67CU,Fixed interest (Trade reporting Only),BYYPKZ3,21-Apr-2017,03-Nov-2027,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BAZALGETTE FINANCE PLC 0.249% IDX-LKD BDS 05/12/40,XS1525510027,55WC,Fixed interest (Trade reporting Only),BYNZQF6,05-Dec-2016,05-Dec-2040,0.249,F,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 27/02/15,XS0213289365,52TY,Trade Reporting only,B091FD1,,27-Feb-2015,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL 5.65% NTS 10/06/31,XS0634795784,96UH,Fixed interest (Trade reporting Only),B4M5N90,10-Jun-2011,10-Jun-2031,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 2.00% NTS DUE 16/08/2022,XS1664231120,79HZ,Fixed interest (Trade reporting Only),BF952G0,,16-Aug-2022,0,,PSNR,NIDP,0,0,,RON,PSNR,0,,,0,,,100 LANARK MASTER ISSUER PLC SER 2018-2 CLASS 2A 22/12/69 (RULE 144),XS1839669873,45EC,Fixed interest (Trade reporting Only),BD3FV10,05-Jul-2018,22-Dec-2069,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 REPUBLIC OF URUGUAY 4.125% BDS 20/11/45,US760942AY83,19NL,Fixed interest (Trade reporting Only),B92N2M5,18-Dec-2012,20-Nov-2045,0,,CRTR,UIOR,0,0,,USD,CRTR,0,,,0,,,100 BARCLAYS PLC 1.67% NTS 22/04/21,XS1399293734,33XP,Fixed interest (Trade reporting Only),BD6SYK6,22-Apr-2016,22-Apr-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CALL RTE LKD INT NTS 07/12/25,XS1279272352,77WF,Fixed interest (Trade reporting Only),BYY3B43,07-Dec-2015,07-Dec-2025,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK PLC CALL ZERO CPN NTS 29/05/48,XS1825276378,43SN,Fixed interest (Trade reporting Only),BZ175X2,29-May-2018,29-May-2048,5.0375,Z,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 PHOENIX GROUP HOLDINGS PLC 5.75% GRNTD BDS 07/07/21,XS1081768738,37TL,Fixed interest (Trade reporting Only),BNY7T11,08-Jul-2014,07-Jul-2021,0,,CWNR,EIOW,0,0,,GBP,CWNR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. 2.600% NTS 09/04/2022,XS1979274617,61WU,Fixed interest (Trade reporting Only),BK1VW49,09-Apr-2019,09-Apr-2022,2.6,F,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 BBVA INTERNATIONAL PREF S.A SE NSU FXD/FLTG RTE NC PG PS,XS0457228137,60GA,Fixed interest (Trade reporting Only),B55B3R0,,31-Dec-9999,0,,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC MANS LKD ORD SHANGHAI AIRPORT 14/08/20,XS2044290570,81OJ,Fixed interest (Trade reporting Only),BK9YDY7,21-Aug-2019,14-Aug-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ASB FINANCE LD FLTG RTE NTS 25/08/21,XS1481054648,44MA,Fixed interest (Trade reporting Only),BD60714,25-Aug-2016,25-Aug-2021,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INCOME CONTINGENT STU.LOAN1 (02-06) CLASS B NTS 24/07/56,XS1722900948,99YB,Fixed interest (Trade reporting Only),BYVZRR7,14-Dec-2017,24-Jul-2056,0,O,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 0.50% CVRD NTS 29/01/26,XS1759602953,15TA,Fixed interest (Trade reporting Only),BD71X96,29-Jan-2018,29-Jan-2026,0.5,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 TFG SUKUK I LIMITED SEC 10.50% AMORT CERT 07/08/24,XS1995651418,93DS,Fixed interest (Trade reporting Only),BK7ZHW8,08-Aug-2019,07-Aug-2024,10.5,F,SUNM,SKPM,0,0,,USD,SUNM,0,,,0,,,100 KOMMUNALBANKEN AS CALL ZERO CPN INSTR 05/12/43,XS0997793228,83YQ,Fixed interest (Trade reporting Only),BH4TR44,05-Dec-2013,05-Dec-2043,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 2.074% NTS 15/01/31,XS1345426677,11AC,Fixed interest (Trade reporting Only),BYW8M58,15-Jan-2016,15-Jan-2031,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK IADB 5 1/4 06/07/21,XS0121569957,13RQ,Order book for Fixed Income Securities,BYVZ830,,07-Jun-2021,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 SKY LIMITED 3.750% SNR UNSEC NTS 16/09/24 REGS,USG15632AP07,55AQ,Fixed interest (Trade reporting Only),BQT49M9,17-Sep-2014,16-Sep-2024,0,,CWNU,EIDU,0,0,,USD,CWNU,0,,,0,,,100 PERMANENT MASTER ISSUER PLC SER1 A2 MTGE BCKD NTE 15/07/2042,XS0617232425,63JZ,Fixed interest (Trade reporting Only),B52DR66,20-Apr-2011,15-Jul-2042,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HBOS TREASURY SERVICES PLC 5.50%/CMS LKD VAR CAP RTE NTS 16/06/25,XS0221545915,36EH,Trade Reporting only,B0BP5F3,,16-Jun-2025,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX KCK OUT NT CAP 28/05/21,GB00BVYPJP59,83BO,Fixed interest (Trade reporting Only),BVYPJP5,29-May-2015,28-May-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 HOLMES MASTER ISSUER PLC C A2 RES MTG-BCKD NTS 15/10/54 (144A),US43641NBY94,34SS,Fixed interest (Trade reporting Only),BYVSDK1,16-Mar-2018,15-Oct-2054,0,O,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC PHX KO NTS CAR 10/02/28,GB00BF8S5L60,67FV,Fixed interest (Trade reporting Only),BF8S5L6,10-Feb-2020,10-Feb-2028,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 22/10/24,XS1869580636,55ZD,Fixed interest (Trade reporting Only),BDZ2RK0,22-Oct-2018,22-Oct-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 JSC DEVELOPMENT BANK OF KAZAKHSTAN 4.125% NTS 10/12/22 (REG S),XS0860582435,17GF,Fixed interest (Trade reporting Only),B9591Z6,10-Dec-2012,10-Dec-2022,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 UNIVERSITY OF SOUTHAMPTON (THE) 2.250% BDS 11/04/57,XS1577724492,64DM,Fixed interest (Trade reporting Only),BDR0649,12-Apr-2017,11-Apr-2057,2.25,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP EVEN CAP PRO UP NTS 05/01/22,XS1337370065,95GT,Fixed interest (Trade reporting Only),BYSY807,30-Dec-2015,05-Jan-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 ANNINGTON FINANCE NO.1 PLC 8% SECD BDS 02/10/21,XS0070337372,82JM,Trade Reporting only,0042875,,02-Oct-2021,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 GREAT HALL MORTGAGES NO.1 PLC CLASS A2B FR RES MTG BKD NTS18/03/39,XS0288627507,37WM,Fixed interest (Trade reporting Only),B1S70Q5,,18-Mar-2039,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP TRIP IDX 6YR PHX KO NTS CAR 06/11/24,XS1888200265,96AG,Fixed interest (Trade reporting Only),BGL80M6,07-Nov-2018,06-Nov-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 CITY OF STOCKHOLM 0.597% NTS 21/02/24,XS1954161763,61ZV,Fixed interest (Trade reporting Only),BHLNQ86,,21-Feb-2024,0,,PSNR,EIDP,0,0,,SEK,PSNR,0,,,0,,,100 BARCLAYS BANK PLC 6% SUBORD NTS 14/01/21,XS0525912449,94OR,Fixed interest (Trade reporting Only),B40N460,,14-Jan-2021,0,,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS WITH CAR 28/01/25,XS1911666987,60JB,Fixed interest (Trade reporting Only),BGHFH42,28-Jan-2019,28-Jan-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 WELLS FARGO & COMPANY 1.375% NTS DUE 30/06/22,XS1651205152,77CE,Fixed interest (Trade reporting Only),BF3ZFY5,26-Jul-2017,30-Jun-2022,1.375,F,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION 3.46625% NTS 28/03/13,XS0248604265,65VR,Fixed interest (Trade reporting Only),B126YW2,,28-Mar-2013,0,,CWNU,NIDU,0,0,,EUR,CWNU,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA ZRO CPN NTS 07/11/46,XS1513018272,52YK,Fixed interest (Trade reporting Only),BZ8V946,07-Nov-2016,07-Nov-2046,0,Z,CWNR,NIDW,0,0,,AUD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 4.39% NTS 30/01/21,XS1760494218,15WB,Fixed interest (Trade reporting Only),BF1GH55,30-Jan-2018,30-Jan-2021,4.39,F,CWNR,NIDW,0,0,,CNY,CWNR,0,,,0,,,100 LCR FINANCE PLC 5.10% GTD BDS 07/03/51 £ (VAR)(BR),XS0150670551,30BF,Trade Reporting only,3177967,,07-Mar-2051,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK ZERO CPN CALL NTS 15/06/41,XS0635231516,62TI,Fixed interest (Trade reporting Only),B68Q711,15-Jun-2011,15-Jun-2041,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK PLC 2.545% NTS 28/08/38,XS1870393805,51HV,Fixed interest (Trade reporting Only),BGHV3M0,28-Aug-2018,28-Aug-2038,2.545,F,CWTR,UIDW,0,0,,SEK,CWTR,0,,,0,,,100 FRIENDS LIFE HOLDINGS PLC 8.25% SUB NTS 21/04/22,XS0620022128,95IE,Fixed interest (Trade reporting Only),B4YWVB7,26-Apr-2011,21-Apr-2022,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 01/06/27,XS1992163417,93WP,Fixed interest (Trade reporting Only),BJ0M064,31-May-2019,01-Jun-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 2.50% NTS 08/09/26,XS1487496124,45IT,Fixed interest (Trade reporting Only),BD8DS18,08-Sep-2016,08-Sep-2026,0,,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV ZRO CPN NTS 03/10/23,XS1886478475,55DR,Fixed interest (Trade reporting Only),BFZNGL1,03-Oct-2018,03-Oct-2023,0,Z,PSNR,EIDP,0,0,,TRY,PSNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS 11 PLC A2 MTG BCKD FRN 11/03/35 $(BR)(144 A),US76111LAM19,AC83,Trade Reporting only,3099135,,11-Mar-2035,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 JAPAN 5 1/2% CONV LN 1930,GB0004706478,BC31,Trade Reporting only,0470647,,31-Dec-9999,0,,MISC,FSBC,0,0,,GBP,MISC,0,,,0,,,100 PARPUBLICA-PARTICPACOES PUBLICAS CMS LKD BDS 28/12/20,XS0238966567,49EP,Fixed interest (Trade reporting Only),B0VY226,,28-Dec-2020,0,,PSNR,EIDP,0,0,,EUR,PSNR,0,,,0,,,100 NATIONAL GRID NORTH AMERICA INC. 2.95% INS DUE 28/06/2024,XS1637905560,71WE,Fixed interest (Trade reporting Only),BF0MQL3,28-Jun-2017,28-Jun-2024,2.95,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.6 PLC MTG EARLY RED CERTS 2037 £(BR)(REG S),XS0098794638,57NY,Trade Reporting only,0764016,,13-Sep-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 SOCIETE GENERALE SOCIETE GENERALE,XS0369350813,ESC9,Order book for Fixed Income Securities,BFWM990,,31-Dec-9999,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 ELENIA FINANCE OYJ 2.259% BDS 06/05/29,XS1402336173,34VT,Fixed interest (Trade reporting Only),BZ05DB1,06-May-2016,06-May-2029,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 18/06/24,XS1811465910,44QR,Fixed interest (Trade reporting Only),BFYR8F2,18-Jun-2018,18-Jun-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EQUINOR ASA 0.750% NTS 22/05/26,XS2178833427,77DU,Fixed interest (Trade reporting Only),BMFTX28,22-May-2020,22-May-2026,0.75,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 SANTANDER UK GROUP HOLDINGS PLC 3.625% SEN NTS 14/01/26,XS1345415472,10LB,Fixed interest (Trade reporting Only),BDD1PL6,14-Jan-2016,14-Jan-2026,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NATWEST MARKETS PLC 4.35% NTS 10/06/24,XS2008862596,65XC,Fixed interest (Trade reporting Only),BJLMVF9,10-Jun-2019,10-Jun-2024,4.35,F,CWTR,UIDW,0,0,,CNY,CWTR,0,,,0,,,100 BANK OF AMERICA CORPORATION 2.85% CMS LKD NTS 18/05/30,XS1232273018,80CG,Fixed interest (Trade reporting Only),BXVMCQ5,18-May-2015,18-May-2030,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUK INV PRF SHS SE 1436 21/09/26,GB00BJ343Q89,75SA,Fixed interest (Trade reporting Only),BJ343Q8,20-Sep-2019,21-Sep-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC PHNX KO NTS WITH CAR 08/01/27,GB00BF8S4W01,59YA,Fixed interest (Trade reporting Only),BF8S4W0,08-Jan-2019,08-Jan-2027,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NETWORK RAIL INFRASTRUCTURE FIN PLC 1.003% IDX-LKD NTS 22/12/51,XS0406501055,51JG,Fixed interest (Trade reporting Only),B3KLF97,,22-Dec-2051,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL RNG ACC NTS DUE 19/01/21,XS0576633837,95JU,Fixed interest (Trade reporting Only),B4K1NF6,24-Jan-2011,19-Jan-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 GREAT HALL MORTGAGES NO.1 PLC CLS A2A 2006-01 NTS 18/06/38,XS0276086393,58HL,Fixed interest (Trade reporting Only),B1L65S6,,18-Jun-2038,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 WARRINGTON BOROUGH COUNCIL 0.846% INDEXED BONDS DUE 25/08/55,XS1255948322,93YA,Fixed interest (Trade reporting Only),BYNRH15,,25-Aug-2055,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LONDON & QUADRANT HOUSING TRUST 3.125% SEC BDS 28/02/53,XS1778775491,19TN,Fixed interest (Trade reporting Only),BDRTD89,01-Mar-2018,28-Feb-2053,3.125,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT AND RED SECS 24/11/25,XS1654981783,11ET,Fixed interest (Trade reporting Only),BFNX776,14-Dec-2017,24-Nov-2025,0,O,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 SUTTON & EAST SURREY WATER PLC 2.874%GTD SEC I-L BDS31/05/31 £(VAR)(BR),XS0126604726,BM50,Trade Reporting only,3028322,,31-May-2031,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 TOYOTA MOTOR CREDIT CORPORATION FXD RTE STP UP NTS 22/10/26,XS2056488013,76LS,Fixed interest (Trade reporting Only),BK22412,22-Oct-2019,22-Oct-2026,0,F,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS M1 FLTG RTE NTS 20/12/54,US38741YAK55,65AA,Trade Reporting only,B09G280,,20-Dec-2054,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 ROYAL BANK OF CANADA 0.125% CVD BDS 11/03/21 144A,XS1374751466,16RE,Fixed interest (Trade reporting Only),BZ3CNL9,11-Mar-2016,11-Mar-2021,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 WESTPAC BANKING CORPORATION 0.375% CVD BDS 2019-C3 02/04/26 (REG S),XS1978200472,63OL,Fixed interest (Trade reporting Only),BJ7JPF2,05-Apr-2019,02-Apr-2026,0.375,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 BANK OF MONTREAL ZRO CPN CALL NTS 22/02/31,XS1367115125,15AP,Fixed interest (Trade reporting Only),BYY7L12,22-Feb-2016,22-Feb-2031,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 CORPORACION ANDINA DE FOMENTO FLTG RTE NTS 26/10/20,XS1898969131,96DH,Fixed interest (Trade reporting Only),BGHW130,,26-Oct-2020,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 CITY OF GOTHENBURG 0.455% NTS 27/11/25,XS2084423925,84WU,Fixed interest (Trade reporting Only),BKBY4B9,,27-Nov-2025,0,,PSTR,UIDP,0,0,,SEK,PSTR,0,,,0,,,100 ROYAL BANK OF CANADA 8.45% NTS 08/05/23,XS1817688788,43BN,Fixed interest (Trade reporting Only),BF4NFG0,08-May-2018,08-May-2023,8.45,F,CWNR,EIDW,0,0,,ZAR,CWNR,0,,,0,,,100 YORKSHIRE BUILDING SOCIETY 1.250% NTS 17/03/20,XS1203856072,75TQ,Fixed interest (Trade reporting Only),BWDBHV3,17-Mar-2015,17-Mar-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC IMP TRIP IDX PHOENX KO CAR 08/03/22,XS1353847632,15ZC,Fixed interest (Trade reporting Only),BDCRN22,04-Mar-2016,08-Mar-2022,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 SG ISSUER NTS 07/08/20,JE00BPXRB105,59ZQ,Fixed interest (Trade reporting Only),BPXRB10,21-Aug-2014,07-Aug-2020,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 SG ISSUER NOTES 03/05/2029,GB00BFRNHX86,62WJ,Fixed interest (Trade reporting Only),BFRNHX8,13-May-2019,03-May-2029,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INVESTEC BANK PLC IMP QUAD IDX 6 YR PHNX KO NTS 07/11/23,XS1694222222,95LF,Fixed interest (Trade reporting Only),BZ7MQ27,10-Nov-2017,07-Nov-2023,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 HSBC BANK PLC MKT ACC NTS ORD OMAN INV 15/06/20,XS1633805525,72RH,Fixed interest (Trade reporting Only),BZ3ZZQ7,15-Jun-2017,15-Jun-2020,0,,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG 0.750% NTS 07/03/22,XS1622417290,71AS,Fixed interest (Trade reporting Only),BYWTZ96,31-May-2017,07-Mar-2022,0.75,F,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 ARGENTARIA GLOBAL FINANCE LD 5.83% NTS 17/07/28,XS0089097926,45LU,Trade Reporting only,0371999,,17-Jul-2028,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 JAPAN FIN ORG FOR MUNICIPALITIES 2.125% NTS 13/04/21 RES,US471068AH94,32ON,Fixed interest (Trade reporting Only),BD3B8P1,14-Apr-2016,13-Apr-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ROYAL BANK OF CANADA 0.652% CVRD BDS 30/12/39,XS2096000216,86JZ,Fixed interest (Trade reporting Only),BK59H77,30-Dec-2019,30-Dec-2039,0.652,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 PARAGON MORTGAGES (NO.12) PLC CLASS A1 MTG BKD FRN 15/11/38 USD (144A),US69913BAA44,40XW,Fixed interest (Trade reporting Only),B19DD29,,15-Nov-2038,0,,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG FLTNG RTE GTD NTS 18/01/23,XS1753756193,15CA,Fixed interest (Trade reporting Only),BDRJDT0,18-Jan-2018,18-Jan-2023,0,V,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 NORDIC INVESTMENT BANK 0.375% NTS 19/09/22,XS1292474282,96EX,Fixed interest (Trade reporting Only),BYQCR95,17-Sep-2015,19-Sep-2022,0,,PSTR,UIDP,0,0,,EUR,PSTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 27/02/23,XS1535059692,59CO,Fixed interest (Trade reporting Only),BD6V9Q6,27-Feb-2017,27-Feb-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS CAR 07/10/22,XS1501660473,50SU,Fixed interest (Trade reporting Only),BD0DRQ4,11-Oct-2016,07-Oct-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV ZERO CPN NTS 26/01/26,XS2034314224,71ZF,Fixed interest (Trade reporting Only),BKLV971,26-Jul-2019,26-Jan-2026,0,Z,CRNR,EIDR,0,0,,TRY,CRNR,0,,,0,,,100 LLOYDS BANK PLC FXD RTE FR DL RGE ACC FR RGE NT 03/06/30,XS1238251794,83HQ,Fixed interest (Trade reporting Only),BYYTJ92,03-Jun-2015,03-Jun-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 UNILEVER NV 0.375% NTS 14/02/23,XS1566100977,60NS,Fixed interest (Trade reporting Only),BDFLJG7,14-Feb-2017,14-Feb-2023,0.375,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 INVESTEC BANK PLC PHOENIX KO NTS CAR 12/11/21,FI4000348693,46FH,Fixed interest (Trade reporting Only),BG47Y51,12-Nov-2018,12-Nov-2021,0,V,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 LANARK MASTER ISSUER PLC SER 2020-1 CLS 1A NTS 22/12/69 (REG S),XS2101554223,78XK,Fixed interest (Trade reporting Only),BL6TWZ6,30-Jan-2020,22-Dec-2069,0,V,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 16/08/27,GB00BG8HJM93,93CO,Fixed interest (Trade reporting Only),BG8HJM9,15-Aug-2019,16-Aug-2027,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 KINGDOM OF SAUDI ARABIA (THE) 2.900% NTS 22/10/25 (RESTRICTED),US80413TAS87,M18Z,Fixed interest (Trade reporting Only),BMF0514,22-Apr-2020,22-Oct-2025,2.9,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EQUINOR ASA 1.625% NTS 09/11/36,XS1515222468,54OQ,Fixed interest (Trade reporting Only),BZ1BGC0,09-Nov-2016,09-Nov-2036,1.625,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 WESTPAC BANKING CORPORATION 3.18% INST 03/04/28,XS1799548000,38UQ,Fixed interest (Trade reporting Only),BFYN2P8,03-Apr-2018,03-Apr-2028,3.18,F,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 EKSPORTFINANS ASA CALL ACC NTS 24/02/41,XS0592815772,62XZ,Fixed interest (Trade reporting Only),B61L3S2,24-Feb-2011,24-Feb-2041,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CLLBLE NTS 30/10/45,XS1314240190,58KM,Fixed interest (Trade reporting Only),BYT5GG1,30-Oct-2015,30-Oct-2045,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 ORIGINATED MORTGAGE LOANS 2 PLC B MTG BCKD FRN 15/12/30 £(BR)(REG S),XS0092534832,45NF,Trade Reporting only,0452355,,15-Dec-2030,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 COVENTRY BUILDING SOCIETY PERP CON CONV ADD T1 CAP SECS,XS1961836712,94YP,Fixed interest (Trade reporting Only),BJP5YN3,03-Apr-2019,01-Jan-2999,0,V,MWTU,UICM,0,0,,GBP,MWTU,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION CALL ZERO CPN NTS 30/12/29,XS2096663088,78AI,Fixed interest (Trade reporting Only),BK59H44,,30-Dec-2029,0,,PSNR,NIDP,0,0,,MXN,PSNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/0317,XS0294276661,66TV,Fixed interest (Trade reporting Only),B1VV9L2,,30-Mar-2017,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 ROAD MANAGEMENT CONSOLIDATED PLC 9.18% GTD SEC BDS 10/06/21 #(VAR)BR,XS0064825119,55ID,Trade Reporting only,0743093,,10-Jun-2021,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 WELLS FARGO & COMPANY ZERO CPN CALL NTS 02/08/42,XS0811907988,99IR,Fixed interest (Trade reporting Only),B8H35J1,02-Aug-2012,02-Aug-2042,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC KCK OUT NTS CAP RSK DUE 17/07/23,XS1616551047,76OT,Fixed interest (Trade reporting Only),BDVJ6J7,17-Jul-2017,17-Jul-2023,0,,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 JSC NC KAZMUNAYGAS 6.0% NTS 07/11/2044 (REG S),XS1134544151,39OD,Fixed interest (Trade reporting Only),BSGV8T7,07-Nov-2014,07-Nov-2044,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 OP CORPORATE BANK PLC 2.155% INST 20/11/35,XS1323474251,63RM,Fixed interest (Trade reporting Only),BYTQ8T1,20-Nov-2015,20-Nov-2035,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 BL SUPERSTORES FINANCE PLC CLS M1 FLTG RTE NTS 04/10/30 BR GBP,XS0244892054,49JB,Fixed interest (Trade reporting Only),B0Z4ZX4,,04-Oct-2030,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 ABERDEEN(CITY OF) 10.80% RED STK 2011,GB0000046598,52FZ,Trade Reporting only,0004659,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,0,,,0,,,100 UNITED UTILITIES WATER LTD 1.397% IDX-LKD NTS 13/02/46,XS0243962072,40ZH,Fixed interest (Trade reporting Only),B0YWFT5,,13-Feb-2046,0,,PSTR,UIDP,0,0,,GBP,PSTR,0,,,0,,,100 BANK OF NOVA SCOTIA 3.588% NTS 08/08/23,XS1863985997,47XM,Fixed interest (Trade reporting Only),BD6HLH9,08-Aug-2018,08-Aug-2023,3.588,F,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC PHOENIX KO NTS CAR 19/11/26,GB00BF8S4R57,46GX,Fixed interest (Trade reporting Only),BF8S4R5,19-Nov-2018,19-Nov-2026,0,V,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BANK OF NOVA SCOTIA 0.01% CVD BDS 18/03/25,XS2138444661,81XM,Fixed interest (Trade reporting Only),BLSQ846,18-Mar-2020,18-Mar-2025,0.01,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 BARCLAYS BANK PLC WRT LKD SECS 25/06/25,GB00B8SVW370,44VD,Fixed interest (Trade reporting Only),B8SVW37,25-Jun-2018,25-Jun-2025,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 ARKLE MASTER ISSUER PLC SER 1 CLS B FRN 17/02/52 (REGS),XS0273262260,33JQ,Fixed interest (Trade reporting Only),B1GJWR8,,17-Feb-2052,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAR 30/04/24,XS1799059222,43EO,Fixed interest (Trade reporting Only),BFXY1P5,10-May-2018,30-Apr-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SG ISSUER NTS 05/01/24,GB00BF6XDG42,14LO,Fixed interest (Trade reporting Only),BF6XDG4,12-Jan-2018,05-Jan-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 RSA INSURANCE GROUP PLC 8.95% SUB GTD BDS 15/10/29 $(BR)(REG S),USG8566XAF62,95OG,Trade Reporting only,0851907,,15-Oct-2029,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 RESIDENTIAL MORTGAGES SECS 17 PLC C MTG-BCKD FRN 13/05/37£(BR)(REGS),XS0186370499,72UI,Trade Reporting only,3431157,,13-May-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 STATE OF ISRAEL 1.500% NTS 16/01/29,XS1936100483,61IV,Fixed interest (Trade reporting Only),BHPRGQ2,16-Jan-2019,16-Jan-2029,1.5,F,CRNR,EIDR,0,0,,EUR,CRNR,0,,,0,,,100 OP CORPORATE BANK PLC 3.00% NTS 11/04/34,XS1054250748,47AK,Fixed interest (Trade reporting Only),BLG35D7,07-Apr-2014,11-Apr-2034,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INVESTEC BANK PLC KICK OUT NTS CAR 05/06/23,XS1598698659,71DT,Fixed interest (Trade reporting Only),BF3MGG5,05-Jun-2017,05-Jun-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 COCA-COLA HBC FINANCE B.V. 1.625% NTS 14/05/31,XS1995795504,65ER,Fixed interest (Trade reporting Only),BK788R9,15-May-2019,14-May-2031,1.625,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 QNB FINANCE FLTG RTE NTS 27/04/25,XS2158813696,5L79,Fixed interest (Trade reporting Only),BLF7VD2,27-Apr-2020,27-Apr-2025,0,V,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 BK NEDERLANDSE GEMEENTEN BNG 5 3/8 06/07/21,XS0092607497,13GI,Order book for Fixed Income Securities,BYVZ7W2,,07-Jun-2021,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV FLTFG RTE GLBL NTS 28/02/24,XS1957351072,62CI,Fixed interest (Trade reporting Only),BJ7Q274,28-Feb-2019,28-Feb-2024,0,V,PSNR,EIDP,0,0,,GBP,PSNR,0,,,0,,,100 GOSFORTH FUNDING 2015-1 PLC CLS Z MTG BKD FXD RTE NTS 16/06/57,XS1234354782,83KR,Fixed interest (Trade reporting Only),BYZFZ46,09-Jun-2015,16-Jun-2057,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 AKADEMISKA HUS AB 1.766% NTS 29/11/46,XS1916455451,46II,Fixed interest (Trade reporting Only),BGSXHX4,29-Nov-2018,29-Nov-2046,1.766,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 PENDEFORD MORTGAGES NO.1 PLC CLASS'A4'MTG BCKD FRN 09/2037 #(BR),XS0064204869,BN34,Trade Reporting only,0683092,,17-Sep-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 2.115% NTS 18/09/30,XS1293063431,10RD,Fixed interest (Trade reporting Only),BYSQ193,18-Sep-2015,18-Sep-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 SOUTH WEST WATER FINANCE PLC 1.99% IDX LKD GTD BDS 01/02/57 £ (BR),XS0312360372,54RR,Fixed interest (Trade reporting Only),B23G4R3,,01-Feb-2057,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/11/16,XS0276627493,41UK,Fixed interest (Trade reporting Only),B1KBH97,,30-Nov-2016,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 M&G PLC 5.625% RESET DTD TIER 2 NTS 20/10/51,XS1888920276,51PI,Fixed interest (Trade reporting Only),BGNKKR5,03-Oct-2018,20-Oct-2051,5.625,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SANTANDER UK PLC 1.52% CVD BDS 27/08/25,XS0963398796,72VY,Fixed interest (Trade reporting Only),BD5P0M2,27-Aug-2013,23-Aug-2034,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 GENERAL ELECTRIC COMPANY FXD INT AMT NTS 30/12/24,XS0391028460,84EE,Fixed interest (Trade reporting Only),B3DHLR2,,30-Dec-2024,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 10/11/21,JE00BYZR0N66,71FE,Fixed interest (Trade reporting Only),BYZR0N6,24-Nov-2015,10-Nov-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INVESTEC BANK PLC GBP KO CAR 28/12/23,XS1706565808,11KV,Fixed interest (Trade reporting Only),BD3FTQ1,28-Dec-2017,28-Dec-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BRITISH TELECOMMUNICATIONS PLC 3.250% SNR NTS 08/11/29 (REG S),USG15820DY96,66WW,Fixed interest (Trade reporting Only),BG0TQW2,12-Nov-2019,08-Nov-2029,3.25,F,CWTR,UIOW,0,0,,USD,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RDMPTION SEC DUE 20/06/2025,XS1566926462,76RU,Fixed interest (Trade reporting Only),BF1BCS8,18-Jul-2017,20-Jun-2025,0,O,CRNR,NIDR,0,0,,EUR,CRNR,0,,,0,,,100 RAMS MORTGAGE SECURITIES PTY LD 1A' MTG BCKD PASS THGH FRN 2034USD(BR),XS0174142165,39RE,Trade Reporting only,3344006,,11-Aug-2034,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 SG ISSUER NTS 27/10/23,JE00BDGKK375,63UN,Fixed interest (Trade reporting Only),BDGKK37,07-Apr-2017,27-Oct-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 BARCLAYS BANK PLC WRT LKD SECS 15/10/20,XS1099442540,38AP,Fixed interest (Trade reporting Only),BRJFPL0,16-Oct-2014,15-Oct-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LANCASHIRE HOLDINGS LD 5.70% SNR NTS 01/10/22 (REGS),USG5361WAA20,15GR,Fixed interest (Trade reporting Only),B8X9Q45,16-Oct-2012,01-Oct-2022,0,,CWNR,NIOW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA FLTG RT NTS 12/01/22,XS1548835682,59HA,Fixed interest (Trade reporting Only),BD0MLR0,12-Jan-2017,12-Jan-2022,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 14/12/21,JE00BD2NMP64,94XU,Fixed interest (Trade reporting Only),BD2NMP6,30-Dec-2015,14-Dec-2021,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS INV P/S SRS 1203 12/12/25,XS1885553658,60SE,Fixed interest (Trade reporting Only),BGRDLF5,14-Dec-2018,12-Dec-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS INV P/S SRS 1637 27/03/28,XS2113120096,J6WJ,Fixed interest (Trade reporting Only),BJBKDV3,26-Mar-2020,27-Mar-2028,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 KINGDOM OF SAUDI ARABIA (THE) 2.000% NTS 09/07/39 (UNRESTRICTED),XS2024543055,93HA,Fixed interest (Trade reporting Only),BKLGVJ2,09-Jul-2019,09-Jul-2039,0.2,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 NATWEST MARKETS PLC 1.40% NTS 02/04/25,XS2149270550,77LH,Fixed interest (Trade reporting Only),BM7VR19,02-Apr-2020,02-Apr-2025,1.4,F,CWTR,UIDW,0,0,,JPY,CWTR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 25/01/2041,XS0582783352,80JY,Fixed interest (Trade reporting Only),B60ZMH7,11-Jul-2011,25-Jan-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SG ISSUER NTS 24/09/24,GB00BFRNG421,54TC,Fixed interest (Trade reporting Only),BFRNG42,01-Oct-2018,24-Sep-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 INDUSTRIAL & COMMERCIAL BK CHINA LD FLT RTE NTS 17/10/24,XS2066376760,92MT,Fixed interest (Trade reporting Only),BJM0259,17-Oct-2019,17-Oct-2024,0,V,MWNU,NIDM,0,0,,USD,MWNU,0,,,0,,,100 WESTERN POWER DISTRIBUTION (WEST MI RPI IDX LKD SNR UNS NTS 16/05/2028,XS1821535678,43HP,Fixed interest (Trade reporting Only),BG0J280,16-May-2018,16-May-2028,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 UK TREASURY STRIP 07DEC2052CPN,GB00B0BDTM29,90EW,Gilts,B0BDTM2,,07-Dec-2052,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 LANARK MASTER ISSUER PLC SER 2018-1 CLASS 2A 22/12/69 (REG S),XS1759231522,16AE,Fixed interest (Trade reporting Only),BG0PVT2,01-Feb-2018,22-Dec-2069,0,O,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 UK TREASURY STRIP 07JUN2036CPN,GB00B0127B43,72XJ,Gilts,B0127B4,,07-Jun-2036,0,,GILT,GLTL,0,0,,GBP,GILT,0,,,0,,,100 BARCLAYS BANK PLC WT LKD SECS 27/02/25,GB00B8SVVX07,94AS,Fixed interest (Trade reporting Only),B8SVVX0,27-Feb-2019,27-Feb-2025,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ARRAN RESIDENTIAL MOR FD NO.2 PLC CLS BC AST BKD FRN 20/09/56 REGS EUR,XS0267364122,82UA,Fixed interest (Trade reporting Only),B1FJ2N5,,20-Sep-2056,0,,CWTR,UIOW,0,0,,EUR,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 04/11/40,XS0553679811,45RW,Fixed interest (Trade reporting Only),B5YPM65,,04-Nov-2040,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 VALUE AND INCOME TRUST PLC 11% 1ST MTG DEB STK 2021,GB00BJVDZP03,34GE,Fixed interest (SEAQ),BJVDZP0,,31-Mar-2021,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 15.00% NTS 05/12/21,XS1916215228,55MU,Fixed interest (Trade reporting Only),BG4QXQ2,05-Dec-2018,05-Dec-2021,15,F,PSTR,UIDP,0,0,,TRY,PSTR,0,,,0,,,100 TESCO PLC 1.982% INDX LKD NTS 24/03/36,XS0248395088,32UP,Fixed interest (Trade reporting Only),B11KSV2,,24-Mar-2036,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS PLC 5.10% NTS 08/07/41,XS1441633549,42PN,Fixed interest (Trade reporting Only),BZ77QF5,08-Jul-2016,08-Jul-2041,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAP NTS 30/05/12,XS0303147788,75CQ,Fixed interest (Trade reporting Only),B1Y96L2,,30-May-2012,0,,CWNU,NIDU,0,0,,USD,CWNU,0,,,0,,,100 INVESTEC BANK PLC REV CNV NTS CAP 06/06/22,GB00BYYD7782,38CA,Fixed interest (Trade reporting Only),BYYD778,06-Jun-2016,06-Jun-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 30/09/14,XS0189614828,69DO,Trade Reporting only,B08ZQ08,,30-Sep-2014,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 SG ISSUER NTS 12/01/24,JE00BZ0XLW28,72AH,Fixed interest (Trade reporting Only),BZ0XLW2,30-Jun-2017,12-Jan-2024,0,O,CWNR,EIDW,0,0,,GBP,CWNR,0,,,0,,,100 LANARK MASTER ISSUER PLC 2007-1 CLS2A1 MORT BKD FRN 22/12/54 REGS,XS0312953788,83NS,Fixed interest (Trade reporting Only),B23W5D4,,22-Dec-2054,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 PRUDENTIAL PLC 4.875% UNDATED TIER2 NTS,XS1700429480,93IQ,Fixed interest (Trade reporting Only),BD95Q31,24-Oct-2017,01-Dec-2999,4.875,F,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 SANTANDER UK PLC ZERO CPN AMTSG GTD NTS 15/06/38 £(BR),XS0098255176,BN65,Trade Reporting only,0736877,,15-Jun-2038,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 FINNVERA PLC 3.000% NTS 27/06/23 (UNRES),XS1845379152,44ZU,Fixed interest (Trade reporting Only),BG10572,,27-Jun-2023,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 BBVA INTERNATIONAL LD 'A'7.2% NON CUM GTD PRF SHS,KYG0731H1011,80LJ,Trade Reporting only,0257055,,29-Dec-2049,0,,MISL,STBL,0,0,,USD,MISL,0,,,0,,,100 MACQUARIE BANK LD FXD RTE UNSUB INTRS 20/10/30,XS1311326117,54US,Fixed interest (Trade reporting Only),BYM2RS8,28-Oct-2015,20-Oct-2030,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 PARAGON MORTGAGES (NO.14) PLC B1A MORT BKD FR NTS 15/09/39(REGS) £,XS0291724044,87JO,Fixed interest (Trade reporting Only),B1VNX94,,15-Sep-2039,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BARCLAYS BANK PLC ZERO CPN NTS 18/01/31,XS0578935248,95SX,Fixed interest (Trade reporting Only),B4JS013,14-Jun-2011,18-Jan-2031,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 CREDIT AGRICOLE CORP & INV BANK CLLBLE ZRO CPN NTS DUE 27/09/32,XS1566942402,84HF,Fixed interest (Trade reporting Only),BF8P9K4,27-Sep-2017,27-Sep-2032,0,O,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 QNB FINANCE 4.35% NTS 29/01/22,XS1942618296,61NH,Fixed interest (Trade reporting Only),BGPP313,29-Jan-2019,29-Jan-2022,4.35,F,CWNR,EIDW,0,0,,CNY,CWNR,0,,,0,,,100 AKADEMISKA HUS AB 2.60% NTS 27/10/47,XS1707759962,94CD,Fixed interest (Trade reporting Only),BD9PZC3,30-Oct-2017,27-Oct-2047,2.6,F,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 HSBC BANK PLC NTS LKD EUKAIROS INV SRS 1125 14/07/25,XS1820537162,45TH,Fixed interest (Trade reporting Only),BF4NPS2,16-Jul-2018,14-Jul-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 BANK OF MONTREAL ZERO CPN CALL NTS 27/04/31,XS1401274342,34HU,Fixed interest (Trade reporting Only),BYYXRN4,27-Apr-2016,27-Apr-2031,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 JSC NC KAZMUNAYGAS 5.75% NTS 19/04/47 (REG S),XS1595714087,66ZX,Fixed interest (Trade reporting Only),BYQJ8W6,19-Apr-2017,19-Apr-2047,5.75,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SHELL INTERNATIONAL FINANCE B.V 0.375% GTD NTS 15/02/25,XS1476654238,44CS,Fixed interest (Trade reporting Only),BYZVWN2,15-Aug-2016,15-Feb-2025,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 GOLDMAN SACHS GROUP INC. (THE) GS 4 1/4 01/29/26,XS1023626671,13QN,Order book for Fixed Income Securities,BYVZL53,,29-Jan-2026,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 ROYAL BANK OF CANADA CALL ZERO CPN NTS 27/08/38,XS0383884011,88DB,Fixed interest (Trade reporting Only),B3CV3H9,,27-Aug-2038,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 GRANITE MASTER ISSUER PLC CLASS A1 FLTG RTE NTS 20/06/30,US38741YAN94,65JD,Fixed interest (Trade reporting Only),B0LCYK2,,20-Jun-2030,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC ZERO COU NTS 01/04/26,XS1388769181,31FL,Fixed interest (Trade reporting Only),BYZX1T7,,01-Apr-2026,0,,CRNR,EIDR,0,0,,ZAR,CRNR,0,,,0,,,100 THAMES WATER UTILITIES FINANCE PLC A3 IDX-LKD UNWRAP BDS 28/08/49,XS0318577672,38DQ,Fixed interest (Trade reporting Only),B248PF3,,28-Aug-2049,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 SG ISSUER NTS 09/08/2024,GB00BFRNG868,96MK,Fixed interest (Trade reporting Only),BFRNG86,23-Aug-2018,09-Aug-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 FINLAND(REPUBLIC OF) 1.625% NTS 15/12/20,XS1321954551,62GZ,Fixed interest (Trade reporting Only),BYQ9HD0,,15-Dec-2020,0,,PSNR,EIDP,0,0,,GBP,PSNR,0,,,0,,,100 HITACHI CAPITAL(UK) PLC 1.228% NTS 25/02/22,XS2123086840,67TK,Fixed interest (Trade reporting Only),BLGL2J6,25-Feb-2020,25-Feb-2022,1.228,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF MONTREAL 1.500% NTS DUE 18/12/24,XS2053390600,91YM,Fixed interest (Trade reporting Only),BKLJY36,18-Sep-2019,18-Dec-2024,0.015,F,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 ROYAL BANK OF CANADA CALL ZRO CPN NTS 19/03/43,XS0901363993,17TZ,Fixed interest (Trade reporting Only),B9M9290,19-Mar-2013,19-Mar-2043,0,,CWNR,NIDW,0,0,,CAD,CWNR,0,,,0,,,100 INVESTEC BANK PLC 4.00% CREDIT LKD NTS 21/12/20,XS1757822066,16DF,Fixed interest (Trade reporting Only),BD71ZP6,02-Feb-2018,21-Dec-2020,4,F,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 GATWICK FUNDING LTD 2012/2 A 5.75% BNDS 23/01/2039,XS0733786130,48XB,Fixed interest (Trade reporting Only),B704MY8,20-Jan-2012,23-Jan-2039,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 LONDON WALL MORTGAGE CAPITAL PLC S.FLEET 16-01 CLASS Z NTS 15/08/48,XS1494982140,51TZ,Fixed interest (Trade reporting Only),BD2ZKM5,07-Nov-2016,15-Aug-2048,0,F,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC K/O NTS WITH CAR 01/03/22,XS1331735529,14RQ,Fixed interest (Trade reporting Only),BD3Z7G7,01-Mar-2016,01-Mar-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 INNOGY FINANCE BV RWEG 5.625 06/12/23,XS0170732738,ER23,Order book for Fixed Income Securities,BFWM7L8,,06-Dec-2023,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 LLOYDS BANK PLC 5.600% NTS 24/11/20,XS0562517150,45UX,Fixed interest (Trade reporting Only),B3WTF44,,24-Nov-2020,0,,CWTR,UIDW,0,0,,CAD,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL ZERO CPN NTS 28/01/40,XS0482744470,44ED,Fixed interest (Trade reporting Only),B3N3653,,28-Jan-2040,0,,CRNR,EIDR,0,0,,USD,CRNR,0,,,0,,,100 INVESTEC BANK PLC KCK OUT NTS CAP RSK DUE 20/07/23,XS1639368791,76WG,Fixed interest (Trade reporting Only),BF3ZZS9,20-Jul-2017,20-Jul-2023,0,,CRNR,NIDR,0,0,,GBP,CRNR,0,,,0,,,100 RESIDENTIAL MORTGAGES SECS 17 PLC M1B MTG-BCKD FRN 13/05/37$(BR)(144A),US76112RAF29,39VV,Trade Reporting only,3431061,,13-May-2037,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 CLAVIS SECURITIES PLC CLASS B2A NTS 15/12/39,XS0255426818,49QT,Fixed interest (Trade reporting Only),B17FGV7,,15-Dec-2039,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 NORDIC INVESTMENT BANK 1.662% CALL NTS 17/01/47,XS1551072785,59LR,Fixed interest (Trade reporting Only),BD448B5,17-Jan-2017,17-Jan-2047,1.662,F,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 BANK OF NOVA SCOTIA 1.875% CVD BDS 20/09/22 (144A),US06416AAA07,46OK,Fixed interest (Trade reporting Only),BYQB9B8,20-Sep-2016,20-Sep-2022,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 THE KINGDOM OF MOROCCO 1.50% NTS 27/11/31 (REG S),XS2080771806,79BN,Fixed interest (Trade reporting Only),BK96P47,29-Nov-2019,27-Nov-2031,1.5,F,CWNR,NIOW,0,0,,EUR,CWNR,0,,,0,,,100 ORIGINATED MORTGAGE LOANS 1 PLC A2 MTG BCKD FRN 06/2029 £(BR)(144 A),XS0088533129,93LR,Trade Reporting only,0304490,,15-Jun-2029,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 RIO TINTO FINANCE PLC RIOLN 4 12/11/29,XS0863076930,13FW,Order book for Fixed Income Securities,BYVZKZ6,,11-Dec-2029,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 BARCLAYS BANK PLC ZRO CPN SEC 16/07/43,XS0908119919,13CM,Fixed interest (Trade reporting Only),BCCW568,16-Jul-2013,16-Jul-2043,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 HEATHROW FUNDING LD SUB-CLS A-30 ZRO CPN BDS 01/07/36,XS1078358733,45WI,Fixed interest (Trade reporting Only),BNG6BQ5,01-Jul-2014,01-Jul-2036,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD RED SEC 21/02/28,XS2053759705,76XW,Fixed interest (Trade reporting Only),BL5GXY4,21-Feb-2020,21-Feb-2028,0,Z,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 FERROVIAL EMISIONES, S.A. 3.375% NTS 07/06/21,XS0940284937,10AD,Fixed interest (Trade reporting Only),BB978L5,10-Jun-2013,07-Jun-2021,0,,CWNR,EIOW,0,0,,EUR,CWNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK 2.00% NTS 02/06/26,US4581X0CU04,38GR,Fixed interest (Trade reporting Only),BDC5LQ6,,02-Jun-2026,0,,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 SILVERSTONE MASTER ISSUER PLC SRS 2016-1 CLASS 1A2 FRN 21/01/70 (144A),XS1367136808,15MT,Fixed interest (Trade reporting Only),BD6RFS8,25-Feb-2016,21-Jan-2070,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 PUMA FINANCE LD CLASS A3 FLTG RTE NTS 15/04/31,XS0095499512,09NR,Trade Reporting only,0608192,,15-Apr-2031,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 HSBC BANK PLC CALL RGE ACC NTS 06/10/21,XS0270247777,66FW,Fixed interest (Trade reporting Only),B1FSV79,,06-Oct-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 RMAC 1999 - NS1 PLC A NOTE MTG BCKD FRN 12/12/35 £(BR)(144A),US74961WAA99,43NR,Trade Reporting only,0608255,,12-Dec-2035,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 BLUESTONE SECURITIES PLC CLASS AZ SERIES 2007-01 NTS 09/06/44,XS0300920583,87OA,Fixed interest (Trade reporting Only),B1YXQM5,,09-Jun-2044,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC UP PLS NTS CAR 02/09/20,GB00BNQ4SG86,53IP,Fixed interest (Trade reporting Only),BNQ4SG8,02-Sep-2014,02-Sep-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC 2.875% GRNTD NTS 07/03/23 REG S,XS1788579917,30QK,Fixed interest (Trade reporting Only),BYWRRK5,,07-Mar-2023,0,,PSNR,EIDP,0,0,,USD,PSNR,0,,,0,,,100 SANTANDER UK PLC 0.100% CVD BDS 12/05/25,XS1995645287,94GU,Fixed interest (Trade reporting Only),BK6S3R5,14-May-2019,15-May-2025,0.1,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA CALL RGE ACC NTS 29/12/20,XS0570844489,45XY,Fixed interest (Trade reporting Only),B64N9N2,,29-Dec-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV ZERO CPN CALL NTS 20/03/22,XS0144340386,AL72,Trade Reporting only,3146019,,20-Mar-2022,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 STANDARD CHARTERED PLC 4.300% DTD SUB NTS 19/02/27 (UNRES),XS1480699641,44HE,Fixed interest (Trade reporting Only),BZCPN53,19-Aug-2016,19-Feb-2027,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 STOCKHOLMS LANS LANDSTING FLTG RTE NTS 04/11/20,XS1514829883,52QN,Fixed interest (Trade reporting Only),BZ1BP45,,04-Nov-2020,0,,PSNR,EIDP,0,0,,NOK,PSNR,0,,,0,,,100 INVESTEC BANK PLC REV CON NTS CAR 06/06/22,GB00BZ04MT93,69JQ,Fixed interest (Trade reporting Only),BZ04MT9,05-Jun-2017,06-Jun-2022,0.38,F,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 PRS FINANCE PLC 2.000% GTD SCD BDS 23/01/29,XS1916263897,60ZW,Fixed interest (Trade reporting Only),BHZM1G2,,23-Jan-2029,0,,PSNR,EIDP,0,0,,GBP,PSNR,0,,,0,,,100 AB SVERIGES SAKERSTALLDA OBLIGATION 1.655% CVD NTS 27/05/25,XS1238248816,82DA,Fixed interest (Trade reporting Only),BYL7MH8,27-May-2015,27-May-2025,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 SG ISSUER NTS 25/06/24,GB00BF9B5Q93,45AW,Fixed interest (Trade reporting Only),BF9B5Q9,17-Sep-2018,25-Jun-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 KINGDOM OF SAUDI ARABIA (THE) 2.500% NTS 03/02/27 (UNRESTRICTED),XS2109766126,77SZ,Fixed interest (Trade reporting Only),BKVBKY5,03-Feb-2020,03-Feb-2027,2.5,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC 6.85% CREDIT LKD NTS 20/06/23,XS1780614969,32DP,Fixed interest (Trade reporting Only),BFZ1DN6,09-Mar-2018,20-Jun-2023,6.85,F,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 PARAGON MORTGAGES (NO.14) PLC C1A MORT BKD FR NTS 15/09/39(REGS) £,XS0291726254,87PQ,Fixed interest (Trade reporting Only),B1VNXH2,,15-Sep-2039,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 NETWORK RAIL INFRASTRUCTURE FIN PLC 1.5646% IDX-LKD NTS 06/12/44,XS0207267500,64VS,Trade Reporting only,B04SC47,,06-Dec-2044,0,,MISC,DIPS,0,0,,GBP,MISC,0,,,0,,,100 HSBC BANK PLC MANS LKD ORDS SAUDI CHEMICAL 05/04/21,XS1805368179,39BU,Fixed interest (Trade reporting Only),BDZ77K5,09-Apr-2018,05-Apr-2021,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 ANGLIAN WATER SERVICE FINANCING PLC CLS A UNWRAPPED 1.3784% IDX BDS 19/07/56,XS0279796881,37QA,Fixed interest (Trade reporting Only),B1L9FC9,,19-Jul-2056,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 3.45% NTS 28/11/25,XS1915514860,60CU,Fixed interest (Trade reporting Only),BGSQHB1,28-Nov-2018,28-Nov-2025,3.45,F,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 HSBC BANK PLC MAW LKD A ORD SOUTH PUBL&MEDIA 23/11/22,GB00BG64DG40,45ZJ,Fixed interest (Trade reporting Only),BG64DG4,07-Aug-2018,23-Nov-2022,0,V,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 BARCLAYS BANK PLC 0.875% SEC 24/04/25,XS1199672012,78MM,Fixed interest (Trade reporting Only),BX7RKC6,28-Apr-2015,24-Apr-2025,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 OESTERREICHISCHE KONTROLLBANK AG 0.750% GTD NTS 07/03/22,XS2076911358,92WQ,Fixed interest (Trade reporting Only),BK724W8,,07-Mar-2022,0,,PSNR,EIDP,0,0,,GBP,PSNR,0,,,0,,,100 INVESTEC BANK PLC KO NTS CAP RSK 05/12/22,XS1502426494,55UH,Fixed interest (Trade reporting Only),BYNZQP6,05-Dec-2016,05-Dec-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 FIRST ABU DHABI BANK P.J.S.C. FLTG RTE NTS 13/06/21,XS1432491584,38JS,Fixed interest (Trade reporting Only),BZ9NGN9,14-Jun-2016,13-Jun-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 COMPAGNIE DE ST-GOBAIN 3.600% NTS 10/10/22,XS0840932544,15PU,Fixed interest (Trade reporting Only),B89LZH1,09-Oct-2012,10-Oct-2022,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION ZRO CPN NTS 19/10/26,XS1505555075,51BJ,Fixed interest (Trade reporting Only),BD3WYP6,,19-Oct-2026,0,,PSNR,NIDP,0,0,,MXN,PSNR,0,,,0,,,100 INTER-AMERICAN DEVELOPMENT BANK CALL ZERO CPN NTS 17/11/40,XS0558448444,95BX,Fixed interest (Trade reporting Only),B3TP4H1,,17-Nov-2040,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 FINLAND(REPUBLIC OF) 1.500% NTS DUE 21/0920 U,XS1685621101,83VF,Fixed interest (Trade reporting Only),BF16VW0,,21-Sep-2020,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 PRUDENTIAL PLC CALLABLE DATED TIER 2 NTS 29/05/39,XS0431150902,67ZM,Fixed interest (Trade reporting Only),B503K58,,29-May-2039,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SAMPO PLC 1.250% NTS DUE 30/05/25,XS1622193750,70WF,Fixed interest (Trade reporting Only),BF2K2G2,30-May-2017,30-May-2025,1.25,F,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 WELLS FARGO & COMPANY ZERO CPN CALL NTS 06/06/52,XS0787640829,56NZ,Fixed interest (Trade reporting Only),B8C28B6,06-Jun-2012,06-Jun-2052,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 AFFINITY WATER FINANCE PLC SUB CLS A3 1.548% RPI BDS 01/06/45,XS0883688516,19LQ,Fixed interest (Trade reporting Only),B976VT9,04-Feb-2013,01-Jun-2045,0,,CWNR,NIDW,0,0,,GBP,CWNR,0,,,0,,,100 LLOYDS BANK PLC 1.326% NTS 23/04/30,XS1220089590,77UK,Fixed interest (Trade reporting Only),BWZMX50,23-Apr-2015,23-Apr-2030,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 MUNICIPALITY FINANCE PLC CALL NTS 22/05/38,XS0365382364,53LQ,Fixed interest (Trade reporting Only),B39HPZ2,,22-May-2038,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 INVESTEC BANK PLC IMP TRIP IDX PHNX KO NT CAR 25/11/21,XS1311122979,74SB,Fixed interest (Trade reporting Only),BYM8FW6,11-Dec-2015,25-Nov-2021,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 REPUBLIC OF GHANA (THE) 7.875% AMORTISING NTS 26/03/27 (144A),US37443GAA94,63GO,Fixed interest (Trade reporting Only),BJ1DLX0,27-Mar-2019,26-Mar-2027,7.875,F,PSNR,NIDP,0,0,,USD,PSNR,0,,,0,,,100 CITY OF GOTEBORG FLTG RTE NTS 03/06/20,XS1073521988,73BM,Fixed interest (Trade reporting Only),BN65PB5,03-Jun-2014,03-Jun-2020,0,V,PSTR,UIDP,13,10000,SEK,SEK,PSTR,0,,03-Jul-2018,3,31-Dec-2099,03-Jun-2014,100 NATIONWIDE BUILDING SOCIETY NATIONWIDE BLDG SOCIETY,XS0184519139,ENW4,Order book for Fixed Income Securities,BFWM9L2,,31-Dec-9999,0,,EXED,INRE,0,0,,GBP,EXED,0,,,0,,,100 BARCLAYS PLC FLTG RTE NTS 14/09/23,XS1879617188,50JH,Fixed interest (Trade reporting Only),BFY76T2,14-Sep-2018,14-Sep-2023,0,V,