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 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 LLOYDS BANK PLC CLBL ZRO CPN NTS 02/04/45,XS1212681081,76LN,Fixed interest (Trade reporting Only),BWT6B54,02-Apr-2015,02-Apr-2045,0,,CWTR,UIDW,0,0,,USD,CWTR,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 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 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 BANK OF NOVA SCOTIA FLTG RTE NTS 03/04/20,XS1800324441,38UL,Fixed interest (Trade reporting Only),BFYN2Q9,03-Apr-2018,03-Apr-2020,0,V,CWNR,NIDW,0,0,,EUR,CWNR,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 (SEAQ),B3RS4H2,,05-Jul-2040,0,,STBS,SBDL,0,0,,GBP,STBS,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 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 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 EMIRATE OF ABU DHABI 2.500% NTS 11/10/22 (REG S),XS1696908471,89VA,Order book for Fixed Income Securities,BZ0XPD1,,11-Oct-2022,0,,RCNT,CWDQ,0,0,,USD,RCNT,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 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 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 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 JPMORGAN CLAVERHOUSE IT PLC 7% SEC BDS 30/03/20(REGD),GB0008506031,02PH,Trade Reporting only,0850603,,30-Mar-2020,0,,MISL,FSLL,0,0,,GBP,MISL,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 JP MORGAN CHASE & CO PRINC PRO CMS LKD NTS 09/03/20,XS0214514951,36XY,Trade Reporting only,B0BP553,,09-Mar-2020,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 3I GROUP PLC 5.75% NTS 03/12/32,XS0104440986,BR88,Order book for Fixed Income Securities,0924597,03-Dec-1999,03-Dec-2032,5.75,F,RCNT,CRDQ,14,1000,GBP,GBP,RCNT,0,4.220183486238532,03-Jun-2018,6,31-Dec-2099,,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 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL CMS LKD RNG ACC NTS 03/02/20,XS0482883328,93RO,Fixed interest (Trade reporting Only),B638TJ4,,03-Feb-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,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 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,0,5.530474040632054,29-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 LLOYDS BANK PLC 6.50% DATED SUBORD NTS 24/03/20,XS0497187640,93WA,Fixed interest (Trade reporting Only),B4XSGX3,,24-Mar-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 MAGYAR EXPORT-IMPORT BANK 4.000% NTS 30/01/20 (REG S),XS1115429372,86GJ,Fixed interest (Trade reporting Only),BR30VM4,02-Oct-2014,30-Jan-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,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 LLOYDS BANK PLC 4.70% NTS 14/04/20,XS0501983240,44QC,Fixed interest (Trade reporting Only),B5WBQH4,,14-Apr-2020,0,,CWTR,UIDW,0,0,,EUR,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 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 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 COVENTRY BUILDING SOCIETY SRS 7 FLTG RTE CVD BNDS 17/03/2021,XS1203083438,75TB,Fixed interest (Trade reporting Only),BWC4QC7,17-Mar-2015,17-Mar-2021,0,,CWTR,UIDW,0,0,,GBP,CWTR,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 LLOYDS BANK PLC CALL ZRO CPN NTS 30/01/45,XS1172185388,50SF,Fixed interest (Trade reporting Only),BVTVZF0,30-Jan-2015,30-Jan-2045,0,,CWTR,UIDW,0,0,,USD,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 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 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 MITSUBISHI CORP FINANCE PLC FLTG RT NTS 18/03/20,XS1202233489,75WC,Fixed interest (Trade reporting Only),BWDPJ20,18-Mar-2015,18-Mar-2020,0,,CWNU,EIDU,0,0,,USD,CWNU,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 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 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,0,5.7177615571776155,02-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 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 LONDON COUNTY 2 1/2% CONS STK,GB0005255038,96HJ,Trade Reporting only,0525503,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,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 NOTTINGHAM CORP WATER ANNS(OF #1.35),GB0006503428,46HY,Trade Reporting only,0650342,,,0,,MISL,CCSL,0,0,,GBP,MISL,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 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 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 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 BARCLAYS BANK PLC SECURITIES 09/02/20,XS1281093317,14OA,Fixed interest (Trade reporting Only),BDD9QH3,11-Feb-2016,09-Feb-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 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 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 SBAB BANK AB (PUBL) FLTG RTE NTS 22/04/20,XS1221900720,77QZ,Fixed interest (Trade reporting Only),BWY55D2,22-Apr-2015,22-Apr-2020,0,,CWTR,UIDW,0,0,,SEK,CWTR,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 SWEDEN(KINGDOM OF) 1.625% NTS 24/03/20 REG S,XS1207317428,76AF,Fixed interest (Trade reporting Only),BWFGPS9,,24-Mar-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,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,,PSNR,EIDP,0,0,,NOK,PSNR,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 BANK OF MONTREAL 0.20% COVERED BDS 26/01/24,XS1706963284,93RM,Order book for Fixed Income Securities,BD6D519,26-Oct-2017,26-Jan-2024,0.2,F,RCNT,CWDQ,0,0,,EUR,RCNT,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,CWTR,UIDW,0,0,,GBP,CWTR,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 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 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 INTER-AMERICAN DEVELOPMENT BANK FLTG RTE NTS 15/04/20,US45818WBK18,15VH,Fixed interest (Trade reporting Only),BD6RKM7,02-Mar-2016,15-Apr-2020,0,,CRNR,NIDR,0,0,,USD,CRNR,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 HSBC BANK PLC MAWS LKD ORD A SHS CHINA UTD 11/02/20,GB00BG64CN42,61BZ,Fixed interest (Trade reporting Only),BG64CN4,11-Feb-2019,11-Feb-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 7.875% 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 BARCLAYS BANK PLC FLTG RTE SECS 13/05/20,XS1037706451,43AT,Fixed interest (Trade reporting Only),BMM21S2,13-May-2014,13-May-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,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 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 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 BANK OF AMERICA CORPORATION CALL 4.25% NTS 09/03/20,XS0212991896,31YS,Trade Reporting only,B06H800,,09-Mar-2020,0,,MISC,DIPS,0,0,,EUR,MISC,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 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 (SEAQ),B06LJM1,,18-Mar-2030,0,,STBS,SBDL,0,0,,EUR,STBS,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,0,4.617949180032438,24-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 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 QNB FINANCE FLTG RTE NTS 02/02/20,XS1764690563,16CL,Fixed interest (Trade reporting Only),BG13CL4,02-Feb-2018,02-Feb-2020,0,V,CWNR,NIDW,0,0,,USD,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 $(VAR)(BR),XS0010557121,BH29,Trade Reporting only,0170367,,30-Jul-2084,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL RANGE ACCRUAL NTS 19/05/20,XS0508775821,94CZ,Fixed interest (Trade reporting Only),B4NCF27,,19-May-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV CALL ZERO CPN NTS 03/11/39,XS0460419681,76VM,Fixed interest (Trade reporting Only),B5BJWD7,,03-Nov-2039,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 SG ISSUER NTS 27/10/23,JE00BDGKHL41,63YF,Fixed interest (Trade reporting Only),BDGKHL4,07-Apr-2017,27-Oct-2023,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 RAMS MORTGAGE CORPORATION LD CLASS A2 MTG BCKD FLTG RTE NTS 2032$(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 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 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 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 BARCLAYS BANK PLC FLTG RTE SEC 14/04/20,XS1533319528,66JO,Fixed interest (Trade reporting Only),BZ0XHY6,13-Apr-2017,14-Apr-2020,0,V,CRTR,UIDR,0,0,,USD,CRTR,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 NATWEST MARKETS PLC 5.50% TO FLTG RTE NTS 05/02/20,XS0485063480,93SK,Fixed interest (Trade reporting Only),B6173S0,,05-Feb-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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,0,4.9255921190526095,01-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 BROADGATE FINANCING PLC CLASS A4 4.821% BDS 05/07/36 £(BR),XS0213092652,85QW,Order book for Fixed Income Securities,B0697S7,,05-Jul-2036,0,,RCNT,CWDQ,0,0,,GBP,RCNT,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 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 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 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 SANTANDER UK PLC FLTG RT SNR NTS 27/02/2020,XS1785305779,19TZ,Fixed interest (Trade reporting Only),BDFKSC3,27-Feb-2018,27-Feb-2020,0,V,CWTR,UIDW,0,0,,GBP,CWTR,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 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 INVESTEC BANK PLC IMPALA SEC DRDN 07/07/23,XS2010170418,80ED,Fixed interest (Trade reporting Only),BK1M1X4,,07-Jul-2023,0,,CRTR,UIDR,0,0,,GBP,CRTR,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 CITY OF STOCKHOLM FLTG RT NTS 13/02/20,XS1189309757,63QI,Fixed interest (Trade reporting Only),BVXLL58,13-Feb-2015,03-Feb-2020,0,,CWTR,UIDW,0,0,,SEK,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 HSBC BANK PLC MAN LKD ORD SHS SAR 10.00 04/02/20,XS1948828741,61JC,Fixed interest (Trade reporting Only),BJK6M26,04-Feb-2019,04-Feb-2020,0,O,CRTR,UIDR,0,0,,USD,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 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 STATE OF MONTENEGRO 3.875% NTS 18/03/20 (REG S),XS1205717702,61KS,Fixed interest (Trade reporting Only),BWD1TS4,19-Mar-2015,18-Mar-2020,0,,CWNR,EIOW,0,0,,EUR,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 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 INTER-AMERICAN DEVELOPMENT BANK 1.625% NTS 12/05/20,US4581XOCX43,66AB,Fixed interest (Trade reporting Only),BYYKQ61,12-Apr-2017,12-May-2020,1.625,F,CRTR,UIDR,0,0,,USD,CRTR,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 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 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 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 NATWEST MARKETS PLC CALL NTS IL RED 05/05/20,XS0566366844,62HG,Fixed interest (Trade reporting Only),B4WJC17,,05-May-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 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,,PSTR,UIDP,0,0,,GBP,PSTR,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 HSBC BANK PLC MANS LKD ORD SHS SAUDI UCI 16/03/20,XS1583030942,62IW,Fixed interest (Trade reporting Only),BF1TD01,16-Mar-2017,16-Mar-2020,1,O,CRTR,UIDR,0,0,,USD,CRTR,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 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 BANK OF AMERICA CORPORATION MEXICAN INFL LKD NTS 09/02/20,XS0483928221,44GA,Fixed interest (Trade reporting Only),B60BVQ7,,09-Feb-2020,0,,CWNR,NIDW,0,0,,MXN,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 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 HSBC BANK PLC MAN LKD ORD BALTIC INV 11/05/2020,XS1996261241,67WX,Fixed interest (Trade reporting Only),BK6RB67,10-May-2019,11-May-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,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 BANK OF AMERICA CORPORATION 5.31% SNR NTS 06/03/20,XS0349884717,39AQ,Fixed interest (Trade reporting Only),B2Q5L98,,06-Mar-2020,0,,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 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 B.A.T. CAPITAL CORPORATION 4.390% NTS 15/08/37 (144A),US05526DBC83,78MY,Fixed interest (Trade reporting Only),BD0NMX6,16-Aug-2017,15-Aug-2037,4.39,F,CWNU,NIOU,0,0,,USD,CWNU,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 EUROPEAN BANK FOR REC & DEV 7.05% NTS 24/05/20,XS2001755730,67ZY,Fixed interest (Trade reporting Only),BKF1VC6,24-May-2019,24-May-2020,7.05,F,PSNR,EIDP,0,0,,ZAR,PSNR,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 IDB TRUST SERVICES LD TRUST CERTIFICATES 12/03/20,XS1200466677,75NS,Fixed interest (Trade reporting Only),BWB8VC5,12-Mar-2015,12-Mar-2020,0,,SUKM,SK01,0,0,,USD,SUKM,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 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 SG ISSUER NTS 02/03/20,JE00BK34YD92,10IC,Fixed interest (Trade reporting Only),BK34YD9,17-Mar-2014,03-Mar-2020,0,,CWNR,EIDW,0,0,,GBP,CWNR,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 GOSFORTH FUNDING 2016-2 PLC CLS Z MTG BKD FR 24/07/58 (144A),XS1396264357,34UF,Fixed interest (Trade reporting Only),BYZ2ZK3,10-May-2016,24-Jul-2058,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 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 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 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 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 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 B.A.T. CAPITAL CORPORATION FLTG RTE NTS 15/08/22,US05526DAX30,59CQ,Fixed interest (Trade reporting Only),BG5QTV8,26-Nov-2018,15-Aug-2022,0,V,CWNU,NIOU,0,0,,USD,CWNU,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 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 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 HSBC BANK PLC MAN LKD ORD SHS SAR 10.00 04/02/20,XS1948827180,61IX,Fixed interest (Trade reporting Only),BJK12Z4,04-Feb-2019,04-Feb-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,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 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 JYSKE BANK 0.91% NTS 22/04/20,XS1221955625,77LJ,Fixed interest (Trade reporting Only),BWY55B0,22-Apr-2015,22-Apr-2020,0,,CWNR,EIDW,0,0,,SEK,CWNR,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 NORDIC INVESTMENT BANK 10.25% NTS 02/03/20,XS0485028491,60TW,Fixed interest (Trade reporting Only),B62H969,,02-Mar-2020,0,,CWNR,NIDW,0,0,,TRY,CWNR,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 BARCLAYS BANK PLC IDX LKD SECS 15/05/20,XS1037732960,33OE,Fixed interest (Trade reporting Only),BMN9B04,15-May-2014,15-May-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,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 EMIRATE OF ABU DHABI 3.125% NTS 11/10/27 (REGS S),XS1696892295,89NK,Order book for Fixed Income Securities,BZ0XPB9,,11-Oct-2027,0,,RCNT,CWDQ,0,0,,USD,RCNT,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 NATIONWIDE BUILDING SOCIETY 6.25% NTS 25/02/20 (REG S),US63859VAX91,96MM,Fixed interest (Trade reporting Only),B3KVHF7,,25-Feb-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,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 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 NATIONWIDE BUILDING SOCIETY FLTG RT NTS 02/03/20,XS1196496506,75FT,Fixed interest (Trade reporting Only),BW4Q7M8,02-Mar-2015,02-Mar-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 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 MUNICIPALITY FINANCE PLC FLTG RTE GTD NTS 07/02/20 (144A),US62630CAJ09,59NE,Fixed interest (Trade reporting Only),BYMXPJ8,,07-Feb-2020,0,,PSNR,EIDP,0,0,,USD,PSNR,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 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 POLYUS FINANCE PLC 5.625% GTD NTS 29/04/20 (144A),US73180YAA29,60ZY,Fixed interest (Trade reporting Only),BC4FCZ3,08-Jul-2013,29-Apr-2020,0,,CWTR,UIOW,0,0,,USD,CWTR,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 B.A.T. CAPITAL CORPORATION 3.557% NTS 15/08/27 (144A),US05526DBA28,78MO,Fixed interest (Trade reporting Only),BD0NMZ8,16-Aug-2017,15-Aug-2027,3.557,F,CWNU,NIOU,0,0,,USD,CWNU,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 EXPERIAN FINANCE PLC 4.75% GTD NTS 04/02/20,XS0482908091,93RV,Fixed interest (Trade reporting Only),B3LLZT6,,04-Feb-2020,0,,CWNU,EIDU,0,0,,EUR,CWNU,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 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 PARAGON MORTGAGES (NO.24) PLC CLS Z MTG BKD FRN 15/07/43,XS1315579653,63IB,Fixed interest (Trade reporting Only),BDB6PF7,20-Nov-2015,15-Jul-2043,0,,CWTR,UIOW,0,0,,GBP,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 LANDSHYPOTEK BANK AB 5.00% S.O. BDS 25/03/20,NO0010566656,44LX,Fixed interest (Trade reporting Only),B52WMW4,,25-Mar-2020,0,,CWNR,EIDW,0,0,,NOK,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 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 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 CREDIT SUISSE LONDON BRANCH LEV STEEPENER NTS 30/04/20,XS0496242396,61CL,Fixed interest (Trade reporting Only),B3QFH86,,30-Apr-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 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 EI GROUP PLC 6.875% SEC BDS 09/05/25 £(VAR)(BR),XS0110730347,57PB,Fixed interest (SEAQ),0600262,,09-May-2025,0,,STBS,SBDL,0,0,,GBP,STBS,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 BARCLAYS BANK PLC SEC 15/05/20,XS1199695815,79PE,Fixed interest (Trade reporting Only),BXC8BK9,08-May-2015,05-May-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,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 CREDIT AGRICOLE CIB FIN SOLUTIONS ZRO CPN CDT L NTS REP OF ITALY 30/03/20,XS1199358067,67LP,Fixed interest (Trade reporting Only),BD8Z654,03-May-2017,30-Mar-2020,0,F,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 LLOYDS BANK PLC FLOORED CMS FLTG RTE NTS 19/02/20,XS0485621089,77GN,Fixed interest (Trade reporting Only),B617L20,,19-Feb-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 NATIONWIDE BUILDING SOCIETY 3 7/8% INDEX-LINKED LN STK 2021,GB0006259195,62HT,Order book for Fixed Income Securities,0625919,,30-Jul-2021,0,,RCNT,CWDQ,0,0,,GBP,RCNT,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 PARAGON MORTGAGES (NO.9) PLC CLASS CA MTG BACKD FRN 15/05/41,XS0224731074,65CY,Fixed interest (Trade reporting Only),B0DW080,,15-May-2041,0,,CWTR,UIOW,0,0,,GBP,CWTR,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 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 EI GROUP PLC 6.375% SEC BDS 26/09/31 £ (VAR) (BR),XS0143315140,AK44,Fixed interest (SEAQ),3132784,,26-Sep-2031,0,,STBS,SBDL,0,0,,GBP,STBS,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 15/04/20,XS1134528626,61IN,Fixed interest (Trade reporting Only),BWB8XY1,11-Mar-2015,15-Apr-2020,0,,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 SANTANDER UK PLC 1.875% NTS 17/02/20,XS1190294063,63SU,Fixed interest (Trade reporting Only),BVG6XJ8,17-Feb-2015,17-Feb-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,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 BARCLAYS BANK PLC SECURITIES 09/02/20,XS1281093150,14OH,Fixed interest (Trade reporting Only),BDD9QL7,11-Feb-2016,09-Feb-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 BARCLAYS BANK PLC WT LKD SEC 18/05/20,XS0989645501,47ET,Fixed interest (Trade reporting Only),BLDYZ11,11-Apr-2014,18-May-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 SG ISSUER NTS 20/05/20,JE00BMMVVS93,50BM,Fixed interest (Trade reporting Only),BMMVVS9,03-Jun-2014,20-May-2020,0,,CWNR,EIDW,0,0,,GBP,CWNR,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 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 ARKLE MASTER ISSUER PLC SERIES 1 CLASS A3 FR NTS 17/02/20 (REGS),XS0301562426,58TH,Fixed interest (Trade reporting Only),B1YB317,,17-Feb-2020,0,,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 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 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 B.A.T. CAPITAL CORPORATION 3.222% NTS 15/08/24 (REG S),USU05526AJ48,78ME,Fixed interest (Trade reporting Only),BF4S0C6,16-Aug-2017,15-Aug-2024,3.222,F,CWNU,NIOU,0,0,,USD,CWNU,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 HSBC BANK PLC MAN LKD RIYAD REIT 18/05/20,XS2000632443,67ZE,Fixed interest (Trade reporting Only),BJXS467,17-May-2019,18-May-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,0,,,0,,,100 BARCLAYS BANK PLC SECS 24/03/24,XS2054894444,77UC,Fixed interest (Trade reporting Only),BL1NMB9,,24-Mar-2024,0,,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,PSNR,EIDP,0,0,,EUR,PSNR,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 COMMONWEALTH BANK OF AUSTRALIA 5.15% NTS 09/04/20,CA202712BD64,77XD,Fixed interest (Trade reporting Only),B5B5VT4,,09-Apr-2020,0,,CWNR,NIDW,0,0,,CAD,CWNR,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 BARCLAYS BANK PLC WT LKD SEC 17/04/20,XS0989527725,94MO,Fixed interest (Trade reporting Only),BK6MD11,04-Mar-2014,17-Apr-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,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 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 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 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 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 HSBC BANK PLC MAWS LKD ORD A SHS SAIC MOTOR 11/02/20,GB00BG64CL28,61CB,Fixed interest (Trade reporting Only),BG64CL2,11-Feb-2019,11-Feb-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,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 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 NATWEST MARKETS PLC 9.30% NTS 29/01/20,XS0480132108,77DC,Fixed interest (Trade reporting Only),B3PTTG1,,29-Jan-2020,0,,CWTR,UIDW,0,0,,RON,CWTR,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 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 SWEDEN(KINGDOM OF) 0.05% NTS 12/02/20 (144A),XS1189262428,54MN,Fixed interest (Trade reporting Only),BVW54V8,12-Feb-2015,12-Feb-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,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 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 AKADEMISKA HUS AB 0.00% NTS 12/03/20,XS1681544026,83IO,Fixed interest (Trade reporting Only),BF2PDC0,12-Sep-2017,12-Mar-2020,0,F,CWNR,EIDW,0,0,,SEK,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 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 EUROPEAN BANK FOR REC & DEV 6.125% NTS 30/03/20,XS1585456756,62YX,Fixed interest (Trade reporting Only),BD1WWY3,30-Mar-2017,30-Mar-2020,6.125,,PSNR,EIDP,0,0,,INR,PSNR,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 NEWDAY PARTNERSHIP FUNDING 2015-1 CLASS C AST BKD FR NTS 15/04/20,XS1134519393,61ID,Fixed interest (Trade reporting Only),BWB8XW9,11-Mar-2015,15-Apr-2020,0,,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 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 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 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 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 SSE PLC 8.375% NTS 20/11/28,XS0399111912,88GQ,Order book for Fixed Income Securities,B3FGHL3,,20-Nov-2028,0,,RCNT,CWDQ,0,0,,GBP,RCNT,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 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,0,0.9977550511349464,27-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 SVENSKA HANDELSBANKEN 5.125% SNR NTS 30/03/20 REG S,US86959NAE94,67VY,Fixed interest (Trade reporting Only),B529C47,,30-Mar-2020,0,,CRTR,UIDR,0,0,,USD,CRTR,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 LLOYDS BANK PLC ZRO CPN CLBL NTS 23/01/45,XS1169188627,64TP,Fixed interest (Trade reporting Only),BVJF303,23-Jan-2015,23-Jan-2045,0,,CWTR,UIDW,0,0,,USD,CWTR,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 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 LEEDS BUILDING SOCIETY 0.125% SER 9 CVD BDS 21/04/21,XS1398337086,33VC,Fixed interest (Trade reporting Only),BD2X1T3,21-Apr-2016,21-Apr-2021,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 PORTUGAL TELECOM INTL FIN BV. 4.625% NTS 08/05/20,XS0927581842,15QS,Fixed interest (Trade reporting Only),B8CLPR8,10-May-2013,08-May-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,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 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 KELDA FINANCE (NO.3) PLC 5.75% NTS 17/02/20,XS0885841477,19MO,Fixed interest (Trade reporting Only),B95PB76,06-Feb-2013,17-Feb-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,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,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 DAILY MAIL & GENERAL TRUST PLC 10% BDS 09/04/21 £VAR)(BR),XS0064908592,98GP,Fixed interest (SEAQ),0250225,,09-Apr-2021,0,,STBS,SBDL,0,0,,GBP,STBS,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 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 BARCLAYS BANK PLC WT LKD SEC 17/04/20,XS0989522411,94ME,Fixed interest (Trade reporting Only),BK6MD00,04-Mar-2014,17-Apr-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,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 GOSFORTH FUNDING 2016-2 PLC CLS M MTG BKD FRN 24/07/58 (REG S),XS1396263896,34TG,Fixed interest (Trade reporting Only),BYZ2ZG9,10-May-2016,24-Jul-2058,0,,CWTR,UIOW,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 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 HSBC BANK PLC MAWS LKD ORD A SHS SUNING 11/02/20,GB00BG64CR89,61BW,Fixed interest (Trade reporting Only),BG64CR8,11-Feb-2019,11-Feb-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,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 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 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 COMMONWEALTH BANK OF AUSTRALIA 9.13% INT & IL RED NTS 26/04/20,XS0499452133,44RF,Fixed interest (Trade reporting Only),B3MQCT9,,26-Apr-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,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 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 FRIENDS LIFE HOLDINGS PLC 8.25% SUB NTS 21/04/22,XS0620022128,95IE,Order book for Fixed Income Securities,B4YWVB7,26-Apr-2011,21-Apr-2022,0,,RCNT,CWDQ,0,0,,GBP,RCNT,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 QNB FINANCE 0.00% NTS 05/02/20,XS1946047344,61JJ,Fixed interest (Trade reporting Only),BJ2JQ10,05-Feb-2019,05-Feb-2020,0,F,CWNR,EIDW,0,0,,CHF,CWNR,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 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 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 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,0,2.1211407023332547,,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 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 MORGAN STANLEY ZERO PAR NTS 28/02/20,XS0348935601,92SS,Fixed interest (Trade reporting Only),B2Q49N5,,28-Feb-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,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 NATWEST MARKETS PLC 5.50% NTS 23/03/20,XS0496481200,60XJ,Fixed interest (Trade reporting Only),B4NRP77,,23-Mar-2020,0,,CWTR,UIDW,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 NESTLE HLDGS INC 1.750% NTS 09/12/20,XS1330975035,79VK,Order book for Fixed Income Securities,BY7S0K4,10-Dec-2015,09-Dec-2020,1.75,F,RCNT,CRDQ,3,1000,GBP,GBP,RCNT,0,1.7237133710908643,12-Dec-2018,12,31-Dec-2099,,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 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 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 EUROPEAN INVESTMENT BANK EIB 4 3/4 10/15/18,XS0160386875,13JU,Order book for Fixed Income Securities,BYVZGC5,,15-Oct-2018,0,,EXED,INRE,0,0,,GBP,EXED,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 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 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 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 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 PENARTH MASTER ISSUER PLC CLASS A ASSET FLTG NTS 18/03/20 (144A),US70659PAJ03,37VF,Fixed interest (Trade reporting Only),BFWMPP8,26-Mar-2018,18-Mar-2020,0,V,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 EUROPEAN BANK FOR REC & DEV 2.38% INDEXED NTS 16/04/20,XS0124499418,03PU,Trade Reporting only,3018947,,16-Apr-2020,0,,MISC,DIPS,0,0,,GBP,MISC,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 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 SUMITOMO CORP CAPITAL EUROPE PLC 2.19% NTS 26/03/20,XS0906828578,87WG,Fixed interest (Trade reporting Only),B9563K6,26-Mar-2013,26-Mar-2020,0,,CWNU,EIDU,0,0,,USD,CWNU,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 NORDIC INVESTMENT BANK 0.875% NTS 27/04/20,XS1602525880,67HP,Fixed interest (Trade reporting Only),BF0YBB4,27-Apr-2017,27-Apr-2020,0.875,F,CRNR,EIDR,0,0,,NOK,CRNR,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 (SEAQ),B4XDHN5,,21-May-2021,0,,STBS,SBDS,0,0,,GBP,STBS,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 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 INTER-AMERICAN DEVELOPMENT BANK 3.875% NTS 14/02/20,US4581X0BL14,77FO,Fixed interest (Trade reporting Only),B60YKR0,,14-Feb-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,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 TEXTRON INC TXT 6.625 07/04/20,XS0109825454,ETX2,Order book for Fixed Income Securities,BFWM848,,07-Apr-2020,0,,EXED,INRE,0,0,,GBP,EXED,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,0,1.6480730223123734,,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 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 INTER-AMERICAN DEVELOPMENT BANK 1.875% NTS 20/03/20,CA458182DV10,38UZ,Fixed interest (Trade reporting Only),BRWQXF0,23-Oct-2014,20-Mar-2020,0,,CWTR,UIDW,0,0,,CAD,CWTR,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 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 EUROPEAN BANK FOR REC & DEV 6.00% NTS 04/05/20,XS1602534791,67QS,Fixed interest (Trade reporting Only),BD2ZT51,04-May-2017,04-May-2020,6,F,CWNR,EIDW,0,0,,INR,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 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 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 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 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 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 JP MORGAN CHASE & CO 1.875% NTS 10/02/20,XS1185978696,51UD,Fixed interest (Trade reporting Only),BVVJ9H2,10-Feb-2015,10-Feb-2020,0,,CWNR,NIDW,0,0,,GBP,CWNR,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 EUROPEAN BANK FOR REC & DEV 9.80% BYN LKD NTS 16/03/20,XS1793330157,34JO,Fixed interest (Trade reporting Only),BYVSCG0,16-Mar-2018,16-Mar-2020,9.8,F,PSNR,EIDP,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 MANS LKD ORDS ALUJAIN 07/05/20,XS1993799680,67VE,Fixed interest (Trade reporting Only),BJLT3G5,08-May-2019,07-May-2020,0,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 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 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 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 HSBC BANK PLC MANS ORDS SAUDI PUBLIC 31/01/20,XS1558158926,60BN,Fixed interest (Trade reporting Only),BYPF524,27-Jan-2017,31-Jan-2020,0,,CRTR,UIDR,0,0,,USD,CRTR,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 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 ASIF III (JERSEY) LTD ASIF III (JERSEY) 5.000% 18/DEC/18,XS0172546698,12PG,Order book for Fixed Income Securities,BDR76R3,,18-Dec-2018,0,,EXED,INRE,0,0,,GBP,EXED,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 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 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 RESIDENTIAL MORTGAGE SECS NO.9 PLC A1 MTG BCKD FRN 09/02/20 WITH CPN(REG S),XS0117603091,97PJ,Trade Reporting only,0973049,,09-Feb-2020,0,,MISL,FSLL,0,0,,USD,MISL,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 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 STANDARD CHARTERED BANK FLTG RTE NTS 24/04/20,XS1812070511,96XH,Fixed interest (Trade reporting Only),BDT54Y8,24-Apr-2018,24-Apr-2020,0,V,CWTR,UIDW,0,0,,GBP,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 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 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 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 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 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 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 AUSTRALIA&NEW ZEALAND BANKING GP LD 4.250% NTS 03/02/20,XS1180397777,50ST,Fixed interest (Trade reporting Only),BVRZK71,03-Feb-2015,03-Feb-2020,0,,CWNR,NIDW,0,0,,NZD,CWNR,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 HOUSING DEVELOPMENT FINANCE CORP LD 6.875% NTS 30/04/20,XS1589374500,62XY,Fixed interest (Trade reporting Only),BDFZLR4,30-Mar-2017,30-Apr-2020,6.875,F,CWNR,NIDW,0,0,,INR,CWNR,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 INVESTEC BANK PLC REV CNV NTS CAR 28/04/20,GB00BJTCRR55,47XL,Fixed interest (Trade reporting Only),BJTCRR5,28-Apr-2014,28-Apr-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,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 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 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 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 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 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 SUMITOMO CORP CAPITAL EUROPE PLC CALL STEP-UP FXD RTE NTS 18/02/20,XS0483732326,60TT,Fixed interest (Trade reporting Only),B61H1M0,,18-Feb-2020,0,,CWNU,EIDU,0,0,,JPY,CWNU,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 JSC NC KAZMUNAYGAS 7.000% NTS 05/05/20 (REG S),XS0506527851,77OH,Fixed interest (Trade reporting Only),B3TRBZ4,,05-May-2020,0,,CWNR,EIDW,0,0,,USD,CWNR,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 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 30/04/20,XS1223084564,79BM,Fixed interest (Trade reporting Only),BX9BYT1,01-May-2015,30-Apr-2020,0,,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 NORDIC INVESTMENT BANK 2.954% IDX-LNKD NTS 16/04/20,XS0117430214,02PL,Trade Reporting only,0975885,,16-Apr-2020,0,,MISC,DIPS,0,0,,GBP,MISC,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 NORDIC INVESTMENT BANK 14.00% NTS 27/01/20,XS1554102050,60BD,Fixed interest (Trade reporting Only),BYQFR05,27-Jan-2017,27-Jan-2020,14,F,PSNR,EIDP,0,0,,ARS,PSNR,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 BARCLAYS BANK UK PLC REG SER FLTNG RTE CVRD BDS DUE 22/05/21,XS1616919095,69JP,Fixed interest (Trade reporting Only),BYQMFF7,22-May-2017,22-May-2021,0.23,V,CWTR,UIDW,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 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 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 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 ANGLO AMERICAN CAPITAL PLC 1.50% GRNT NTS 01/04/20,XS1211292484,76IG,Fixed interest (Trade reporting Only),BW4NNV0,01-Apr-2015,01-Apr-2020,0,,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 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 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 TORONTO-DOMINION BANK 1.950% SRS CBL6 CVD BDS 02/04/20 REG S,USC8888LBB56,76JW,Fixed interest (Trade reporting Only),BWT6BC1,02-Apr-2015,02-Apr-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,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 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 SG ISSUER NTS 05/02/20,JE00BJL58G80,93XU,Fixed interest (Trade reporting Only),BJL58G8,19-Feb-2014,05-Feb-2020,0,,CWNR,EIDW,0,0,,GBP,CWNR,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 (SEAQ),0424570,,07-Sep-2021,0,,STBS,SBDL,0,0,,GBP,STBS,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 COMMONWEALTH BANK OF AUSTRALIA CMS RNGE ACC NTS 13/05/20,XS0504209148,44TH,Fixed interest (Trade reporting Only),B4M4955,,13-May-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 WESTPAC BANKING CORPORATION 5.35% RTE INSTS 19/02/20,XS0484913594,77GK,Fixed interest (Trade reporting Only),B61N980,,19-Feb-2020,0,,CWNR,NIDW,0,0,,NOK,CWNR,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 PACCAR FINANCIAL EUROPE B.V FLTG RTE NTS 25/03/2020,XS1200786314,66TK,Fixed interest (Trade reporting Only),BWH6190,25-Mar-2015,25-Mar-2020,0,,CWNU,EIDU,0,0,,EUR,CWNU,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 PARAGON MORTGAGES (NO.9) PLC CLASS AC MTG BACKD FRN 15/05/41 144A,US69912RAA05,65CV,Fixed interest (Trade reporting Only),B0DW068,,15-May-2041,0,,CWTR,UIOW,0,0,,USD,CWTR,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,PSNR,EIDP,0,0,,EUR,PSNR,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 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 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 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 BARCLAYS BANK PLC SECURITIES 09/02/20,XS1281093234,14OE,Fixed interest (Trade reporting Only),BDD9QK6,11-Feb-2016,09-Feb-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 HITACHI CAPITAL(UK) PLC 0.135% NTS 08/05/20,XS1834331057,44AW,Fixed interest (Trade reporting Only),BF4J494,08-Jun-2018,08-May-2020,0.135,F,CWTR,UIDW,0,0,,JPY,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 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 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 BARCLAYS BANK PLC WT LKD SECS 18/05/20,GB00B8SVW719,33PH,Fixed interest (Trade reporting Only),B8SVW71,19-May-2014,18-May-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,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 BARCLAYS BANK PLC WT LKD SEC 06/03/20,XS0989538680,34IZ,Fixed interest (Trade reporting Only),BJ052M3,13-Jan-2014,06-Mar-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,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 BARCLAYS BANK PLC ZERO CPN NTS 27/01/20,XS0482489001,44DX,Fixed interest (Trade reporting Only),B62M2K9,,27-Jan-2020,0,,CRTR,UIDR,0,0,,GBP,CRTR,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 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 ARKLE MASTER ISSUER PLC SERIES 1 CLASS A1 FR NTS 17/02/20 (REGS),XS0301552468,58TE,Fixed interest (Trade reporting Only),B1YB2R6,,17-Feb-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,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 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 EI GROUP PLC 6.875% SEC BDS 15/02/21 £ (VAR) (BR),XS0124512533,37PU,Fixed interest (SEAQ),3018549,,15-Feb-2021,0,,STBS,SBDL,0,0,,GBP,STBS,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 NATIONAL GRID GAS PLC 8.60% NTS 06/05/20,XS0359313763,38JH,Fixed interest (Trade reporting Only),B2R9KT2,,06-May-2020,0,,CWTR,UIDW,0,0,,RON,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 B.A.T. CAPITAL CORPORATION 4.540% NTS 15/08/47 (144A),US05526DBE40,78NR,Fixed interest (Trade reporting Only),BD0NMV4,16-Aug-2017,15-Aug-2047,4.54,F,CWNU,NIOU,0,0,,USD,CWNU,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 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 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 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 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 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 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 MUNICIPALITY FINANCE PLC 1.500% GRTD NTS 23/03/20 (144A),US62630CAD39,64EH,Fixed interest (Trade reporting Only),BV0LL73,22-Jan-2015,23-Mar-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,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 (SEAQ),B1HKV28,,22-Nov-2021,0,,STBS,SBDS,0,0,,GBP,STBS,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 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 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 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 EUROPEAN BANK FOR REC & DEV ZERO CPN NTS 27/01/20,XS1940199638,93XK,Fixed interest (Trade reporting Only),BJ0CG44,25-Jan-2019,27-Jan-2020,0,Z,PSNR,EIDP,0,0,,ARS,PSNR,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 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 SWEDEN(KINGDOM OF) 0.05% NTS 12/02/20 (REG S),XS1189262345,54MK,Fixed interest (Trade reporting Only),BVFMNJ7,12-Feb-2015,12-Feb-2020,0,,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 BANK OF BAHRAIN AND KUWAIT (B.S.C.) 3.500% NTS 24/03/20,XS1207170736,66RP,Fixed interest (Trade reporting Only),BWFQTN2,25-Mar-2015,24-Mar-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,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 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 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 ING BANK N.V. 6.315% NTS 30/03/20,XS0109346139,48OY,Trade Reporting only,0374608,,30-Mar-2020,0,,MISC,DIPS,0,0,,EUR,MISC,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 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 SOLAR FUNDING II LD SEC AST-BKD FLTG RTE NTS 02/03/20,XS0499304615,44UN,Fixed interest (Trade reporting Only),B58HCL2,,02-Mar-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 LLOYDS BANK PLC 0.625% NTS 20/04/20,XS1219428957,77HQ,Fixed interest (Trade reporting Only),BWXBZ19,20-Apr-2015,20-Apr-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 UNITED UTILITIES WATER LTD 4.25% NTS 24/01/20,XS0210237011,31XG,Fixed interest (Trade reporting Only),B05KVW3,,24-Jan-2020,0,,PSTR,UIDP,0,0,,EUR,PSTR,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 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 BARCLAYS BANK PLC WT LKD SECS 12/03/20,XS0989795819,85UD,Fixed interest (Trade reporting Only),BKM46J0,12-Mar-2014,12-Mar-2020,0,,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 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 LLOYDS BANK PLC CALL ZRO CPN NTS 27/03/45,XS1207677045,66WB,Fixed interest (Trade reporting Only),BW4NTY5,27-Mar-2015,27-Mar-2045,0,,CWTR,UIDW,0,0,,USD,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 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 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 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 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 SG ISSUER NTS 27/03/20,JE00BKXP5627,47FW,Fixed interest (Trade reporting Only),BKXP562,10-Apr-2014,27-Mar-2020,0,,CWNR,EIDW,0,0,,GBP,CWNR,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 NORDEA BANK ABP 4.875% UNSUBORD NTS 27/01/20 (144A),US65557CAJ27,44DN,Fixed interest (Trade reporting Only),B3MWWT7,,27-Jan-2020,0,,CWNR,EIDW,0,0,,USD,CWNR,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 PACCAR FINANCIAL EUROPE B.V 0.125% NTS 19/05/20,XS1615067615,69FZ,Fixed interest (Trade reporting Only),BZ4F9S6,19-May-2017,19-May-2020,0.125,F,CWNU,EIDU,0,0,,EUR,CWNU,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 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 SBAB BANK AB (PUBL) 0.80% NTS 22/04/20,XS1221901702,77QT,Fixed interest (Trade reporting Only),BWY55C1,22-Apr-2015,22-Apr-2020,0,,CWTR,UIDW,0,0,,SEK,CWTR,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 GKN HOLDINGS PLC 5.375% NTS 19/09/22,XS0830978259,16DW,Order book for Fixed Income Securities,B78JK41,19-Sep-2012,19-Sep-2022,0,,EXPQ,PDCQ,0,0,,GBP,EXPQ,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 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 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-Mar-2024,0,,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 CORPORACION ANDINA DE FOMENTO 0.13% NTS 19/05/20,XS1417316020,36AG,Fixed interest (Trade reporting Only),BZ01T22,,19-May-2020,0,,CWNR,NIDW,0,0,,EUR,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 FIRST ABU DHABI BANK P.J.S.C. MLT CLB ZERO CPN NTS 23/04/45,XS1219470306,77VF,Fixed interest (Trade reporting Only),BWZMX72,23-Apr-2015,23-Apr-2045,0,,CWNR,NIDW,0,0,,USD,CWNR,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 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 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 LLOYDS BANK PLC CAPPED & FLRD CMS FLTG RTE NTS 26/03/20,XS0496268607,44MQ,Fixed interest (Trade reporting Only),B57BCV5,,26-Mar-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 ANHEUSER-BUSCH INBEV SA/NV FLGT RTE NTS 17/03/20,BE6285450449,30AF,Fixed interest (Trade reporting Only),BZ6D847,30-Mar-2016,17-Mar-2020,0,,CRNR,EIDR,0,0,,EUR,CRNR,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 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 AUSTRALIA&NEW ZEALAND BANKING GP LD 1.86% NTS 09/04/20,XS1593369561,64FN,Fixed interest (Trade reporting Only),BYX1P24,10-Apr-2017,09-Apr-2020,1.86,F,CWNR,EIDW,0,0,,HKD,CWNR,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 NORDIC INVESTMENT BANK 8.65% CALL NTS 31/01/25,XS1758612466,15YC,Fixed interest (Trade reporting Only),BFYV821,31-Jan-2018,31-Jan-2025,8.65,F,CWNR,NIDW,0,0,,MXN,CWNR,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 INVESTEC BANK PLC IMPALA SEC DRDN 02/12/25,XS2094052458,80EH,Fixed interest (Trade reporting Only),BK70P18,,02-Dec-2025,0,,CRTR,UIDR,0,0,,GBP,CRTR,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 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 BK NEDERLANDSE GEMEENTEN BNG 4 1/2 02/20/18,XS0162957012,13GH,Order book for Fixed Income Securities,BYVZGD6,,20-Feb-2018,0,,EXED,INRE,0,0,,GBP,EXED,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 AB SVERIGES SAKERSTALLDA OBLIGATION FLTG RT CVRD NTS 18/03/20,XS1204610957,75XC,Fixed interest (Trade reporting Only),BWDPHR1,18-Mar-2015,18-Mar-2020,0,,CWTR,UIDW,0,0,,SEK,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 JYSKE BANK FLTG RTE NTS 27/03/20,XS1209513867,66VW,Fixed interest (Trade reporting Only),BW4NTS9,27-Mar-2015,27-Mar-2020,0,,CWNR,EIDW,0,0,,SEK,CWNR,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 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,,25-Jan-2027,0,,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 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 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 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 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 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 STANDARD CHARTERED PLC 2.250% NTS 17/04/20 (REG S),XS1219971931,76VG,Fixed interest (Trade reporting Only),BWWCJR7,17-Apr-2015,17-Apr-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,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 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 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 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 NATURGY CAPITAL MARKETS, S.A. 4.500% GTD NTS 27/01/20,XS0479542580,44ET,Fixed interest (Trade reporting Only),B5QKBT4,,27-Jan-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 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 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 BARCLAYS BANK PLC FLTG RT SECS 16/04/20,XS1731946254,39ZH,Fixed interest (Trade reporting Only),BDRVJX2,16-Apr-2018,16-Apr-2020,0,V,CRTR,UIDR,0,0,,EUR,CRTR,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 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 CIS GENERAL INSURANCE LIMITED CALL DTD DEF TIER TWO NTS 08/05/25,XS1229301731,79GP,Fixed interest (Trade reporting Only),BXB0BW8,11-May-2015,08-May-2025,0,,CWTR,UIOW,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 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 BARCLAYS BANK PLC WRNT LKD SECS 12/03/20,XS1167371597,75NU,Fixed interest (Trade reporting Only),BWB9CK3,12-Mar-2015,12-Mar-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,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 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 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 GOSFORTH FUNDING 2016-2 PLC CLS A1B MTG BKD FRN 24/07/58 (REG S),XS1396260108,34SY,Fixed interest (Trade reporting Only),BD9XWF9,10-May-2016,24-Jul-2058,0,,CWTR,UIOW,0,0,,GBP,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 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 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 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 CITIGROUP INC C 6 1/4 09/02/19,XS0101328432,13PJ,Order book for Fixed Income Securities,BYVZ807,,02-Sep-2019,0,,EXED,INRE,0,0,,GBP,EXED,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 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 HSBC BANK PLC MAN LKD ORD SHS YANBU CEMENT 06/02/20,XS1950505542,93YG,Fixed interest (Trade reporting Only),BJ6RVJ3,06-Feb-2019,06-Feb-2020,0,O,CRTR,UIDR,0,0,,USD,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 HUNGARY 1.750% NTS 10/10/27,XS1696445516,96PU,Order book for Fixed Income Securities,BF22RD0,11-Oct-2017,10-Oct-2027,1.75,F,RCNT,CWDQ,0,0,,EUR,RCNT,0,,,0,,,100 NATIONWIDE BUILDING SOCIETY 5YR FLTG RTE NTS 05/02/20,XS1183441119,63OR,Fixed interest (Trade reporting Only),BVVT2C8,05-Feb-2015,05-Feb-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 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 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 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 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 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 LADBROKES GROUP FINANCE PLC 5.125% GTD NTS 08/09/23,XS1514268165,54OU,Order book for Fixed Income Securities,BZ1BB81,09-Nov-2016,08-Sep-2023,5.125,F,RCNT,CWDQ,0,0,,GBP,RCNT,0,4.685714285714286,,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 SUMITOMO CORP CAPITAL EUROPE PLC CALL FLTG RTE NTS 10/02/20,XS0484023725,79XF,Fixed interest (Trade reporting Only),B61FKH2,,10-Feb-2020,0,,CWNU,EIDU,0,0,,USD,CWNU,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 COMMONWEALTH BANK OF AUSTRALIA CALL RGE ACC NTS 25/02/20,XS0487658741,96MQ,Fixed interest (Trade reporting Only),B61DYZ2,,25-Feb-2020,0,,CWNR,NIDW,0,0,,USD,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 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 PARAGON MORTGAGES (NO.24) PLC CLS A2 MTG BKD FRN 15/07/43,XS1315577525,63CD,Fixed interest (Trade reporting Only),BYQP2J9,20-Nov-2015,15-Jul-2043,0,,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 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 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 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 KEYSTONE INV TST PLC 6.5% BDS 2023 £(VAR)(BR),XS0085734175,06LO,Fixed interest (SEAQ),0262521,,27-Apr-2023,0,,STBS,SBDL,0,0,,GBP,STBS,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 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 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 NESTLE FINANCE INTERNATIONAL LD 1.250% NTS 04/05/20,XS0925668625,17YR,Fixed interest (Trade reporting Only),B94QN07,02-May-2013,04-May-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,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 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 (SEAQ),B48V9D8,,01-Dec-2025,0,,STBS,SBDL,0,0,,GBP,STBS,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 HITACHI CAPITAL(UK) PLC FLTG RT NTS 30/04/20,XS1861194014,46US,Fixed interest (Trade reporting Only),BGGC3M4,31-Jul-2018,30-Apr-2020,0,V,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 B.A.T. CAPITAL CORPORATION FLTG RTE NTS 15/08/22 (144A),US05526DAW56,78PT,Fixed interest (Trade reporting Only),BF4MSP7,16-Aug-2017,15-Aug-2022,0,V,CWNU,NIOU,0,0,,USD,CWNU,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 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 BANK OF MONTREAL FLTG RTE NTS 23/03/20,XS1797231740,96XE,Fixed interest (Trade reporting Only),BD9MLD7,23-Mar-2018,23-Mar-2020,0,V,CWNR,NIDW,0,0,,GBP,CWNR,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 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 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 HBOS TREASURY SERVICES PLC INDEX LNKD NTS 16/04/20,XS0150845880,30CR,Trade Reporting only,3180233,,16-Apr-2020,0,,MISC,DIPS,0,0,,GBP,MISC,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 ABBEY NATIONAL TREASURY SERVS PLC 3.625% CVRD BNDS 13/02/2020,XS0746420040,51JC,Fixed interest (Trade reporting Only),B717R29,13-Feb-2012,13-Feb-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 EUROPEAN BANK FOR REC & DEV 50.00% NTS 03/04/20,XS1975524841,63OH,Fixed interest (Trade reporting Only),BJQS099,03-Apr-2019,03-Apr-2020,50,F,PSNR,EIDP,0,0,,ARS,PSNR,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 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 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 LLOYDS BANK PLC FLTG RTE NTS 11/07/23,CA53944VAR02,46GT,Fixed interest (Trade reporting Only),BF1C3L1,12-Jul-2018,11-Jul-2023,0,V,CWTR,UIDW,0,0,,CAD,CWTR,0,,,0,,,100 WESTPAC BANKING CORPORATION 4.39% INST 20/04/20,XS1396745967,33JM,Fixed interest (Trade reporting Only),BD2YD67,20-Apr-2016,20-Apr-2020,0,,CWNR,NIDW,0,0,,CNY,CWNR,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 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,0,1.1180124223602483,,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,,25-Jan-2027,0,,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 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 SGA, SOCIETE GENERALE ACCEPTANCE NV NTS 28/01/20,JE00BJ0X0C30,35YF,Fixed interest (Trade reporting Only),BJ0X0C3,23-Jan-2014,28-Jan-2020,0,,CWNR,EIDW,0,0,,GBP,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 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 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 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 LONDON COUNTY 3% CONS STK,GB0005255475,97HJ,Trade Reporting only,0525547,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,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 NOTTINGHAM CORP GAS ANNS(OF #3.25),GB0006504053,47HY,Trade Reporting only,0650405,,,0,,MISL,CCSL,0,0,,GBP,MISL,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 HSBC BANK PLC 5.862%/ FLTG RTE SUB NTS 30/04/49,XS0190048487,56KU,Trade Reporting only,B00P8J9,,30-Apr-2049,0,,MISC,DIPS,0,0,,GBP,MISC,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 HITACHI CAPITAL(UK) PLC FRN 12/05/20,XS1836422193,44HA,Fixed interest (Trade reporting Only),BF4HXS0,12-Jun-2018,15-May-2020,0,V,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 THAMES WATER UTILITIES FINANCE PLC 3.375% INDEX-LNKD GTD NTS 21/07/21,XS0143275419,AK07,Order book for Fixed Income Securities,3132762,,21-Jul-2021,0,,RCNT,CWDQ,0,0,,GBP,RCNT,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 BARCLAYS BANK PLC WT LKD SEC 16/03/20,GB00B8SVW826,95YV,Fixed interest (Trade reporting Only),B8SVW82,18-Mar-2014,16-Mar-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,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 SABLE INTERNATIONAL FINANCE LD 8 3/4% SNR SEC NTS 01/02/20 USD (144A),US785712AB69,96BI,Fixed interest (Trade reporting Only),B7598P1,27-Jan-2012,01-Feb-2020,0,,CWNR,NIOW,0,0,,USD,CWNR,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 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 LLOYDS BANK PLC CLBL ZRO CPN NTS 02/04/45,XS1213638791,76LE,Fixed interest (Trade reporting Only),BWT6B32,02-Apr-2015,02-Apr-2045,0,,CWTR,UIDW,0,0,,USD,CWTR,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 BK NEDERLANDSE GEMEENTEN BNG 1 7/8 12/07/18,XS0809685158,13GD,Order book for Fixed Income Securities,BYVZKV2,,07-Dec-2018,0,,EXED,INRE,0,0,,GBP,EXED,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 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 (SEAQ),B1VVW57,,10-Apr-2047,0,,STBS,SBDL,0,0,,EUR,STBS,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 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 PARAGON MORTGAGES (NO.9) PLC CLASS AA MTG BACKD FRN 15/05/41,XS0224725423,65CS,Fixed interest (Trade reporting Only),B0DVWV4,,15-May-2041,0,,CWTR,UIOW,0,0,,GBP,CWTR,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 HITACHI CAPITAL(UK) PLC 0.03% NTS 27/02/20,XS1954078942,62AJ,Fixed interest (Trade reporting Only),BJQZB97,26-Feb-2019,27-Feb-2020,0.03,F,CWTR,UIDW,0,0,,JPY,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 LANARK MASTER ISSUER PLC 14-2 2A RES MTG BK NTS 22/12/54 144A,XS1148724153,46GJ,Fixed interest (Trade reporting Only),BTFRJ12,11-Dec-2014,22-Dec-2054,0,,CWTR,UIDW,0,0,,GBP,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 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 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 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 LLOYDS BANK PLC CALL ZRO CPN NTS 27/03/45,XS1207680932,66WI,Fixed interest (Trade reporting Only),BW4NV05,27-Mar-2015,27-Mar-2045,0,,CWTR,UIDW,0,0,,USD,CWTR,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 INVESTEC BANK PLC 2.25% NTS 20/03/2020,XS1204138561,75ZE,Fixed interest (Trade reporting Only),BWG0MT0,23-Mar-2015,20-Mar-2020,0,,CWTR,UIDW,0,0,,EUR,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 HSBC BANK PLC NTS LKD EUKAIROS A PREF SHS 21/02/2018,GB00B7F4YW56,51QK,Fixed interest (Trade reporting Only),B7F4YW5,21-Feb-2012,21-Feb-2018,0,,CWTR,UIDW,0,0,,GBP,CWTR,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 LLOYDS BANK PLC 4% TO 10-YR CMS LKD NTS 03/02/20,XS0482783619,60TG,Fixed interest (Trade reporting Only),B637NX3,,03-Feb-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,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 GENERAL ELECTRIC COMPANY FLTG RTE NTS 28/03/20,XS1042118288,46ML,Fixed interest (Trade reporting Only),BL25RD1,28-Mar-2014,28-Mar-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,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 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 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 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 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 WESTPAC BANKING CORPORATION 1.375% REG S CVD BDS SRS 13-C2 17/04/20,XS0918557124,17WM,Fixed interest (Trade reporting Only),B8P3T57,17-Apr-2013,17-Apr-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,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 HSBC BANK PLC MAN LKD ORD SOUTHERN PROV 11/05/2020,XS1996262058,67XN,Fixed interest (Trade reporting Only),BK6RRW5,10-May-2019,11-May-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,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 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 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 NIPPON TEL & TEL CORPORATION 2.15% NTS 26/02/20,XS0891657172,20AU,Fixed interest (Trade reporting Only),B9NWSN4,27-Feb-2013,26-Feb-2020,0,,CRNR,NIDR,0,0,,USD,CRNR,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 HSBC BANK PLC MKT ACC NTS LKD ORD ARAB NAT BK 13/03/20,XS1577899708,61XM,Fixed interest (Trade reporting Only),BF12J80,08-Mar-2017,13-Mar-2020,0,,CRTR,UIDR,0,0,,USD,CRTR,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 FCE BANK PLC F 2.759 11/13/19,XS1136679153,13EO,Order book for Fixed Income Securities,BYVZLY2,,13-Nov-2019,0,,EXED,INRE,0,0,,GBP,EXED,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 MKT ACC NTS LKD OOREDOO 31/01/20,XS1558156987,59YX,Fixed interest (Trade reporting Only),BD31JS1,26-Jan-2017,31-Jan-2020,0,,CRTR,UIDR,0,0,,USD,CRTR,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 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 ROYAL BANK OF CANADA CALL ZRO CPN NTS 17/12/42,XS0862692018,17LO,Fixed interest (Trade reporting Only),B6SLDP2,17-Dec-2012,17-Dec-2042,0,,CWNR,NIDW,0,0,,USD,CWNR,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 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 (SEAQ),B5KP6X4,,24-Nov-2034,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 ITALY(REPUBLIC OF) 6 7/8% DEB 27/09/23 $1000(REG),US465410AH18,61HC,Order book for Fixed Income Securities,0457048,,27-Sep-2023,0,,RCNT,CWDQ,0,0,,USD,RCNT,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 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 ROYAL BANK OF CANADA RESIDUAL CMS RNGE ACC 26/05/20,XS0510795825,47CS,Fixed interest (Trade reporting Only),B58QX94,,26-May-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,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 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 HSBC BANK PLC MRKT ACCS NTS LKD TO ORD SHS 06/05/20,XS1610130723,67RB,Fixed interest (Trade reporting Only),BDG1S70,04-May-2017,06-May-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,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 COMMONWEALTH BANK OF AUSTRALIA IDX LKD INST NTS 02/03/20,XS0489717255,60UM,Fixed interest (Trade reporting Only),B602SB4,,02-Mar-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 8.125% GTD NTS 15/03/24,XS0387847576,67SR,Fixed interest (SEAQ),B3D1RT8,,15-Mar-2024,0,,STBS,SBDL,0,0,,GBP,STBS,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 CENTRICA PLC 7.00% NTS 19/09/33,XS0388006123,75XN,Order book for Fixed Income Securities,B3D2P86,,19-Sep-2033,0,,RCNT,CWDQ,0,0,,GBP,RCNT,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 EI GROUP PLC 6.00% SEC BDS 06/10/23,XS1112725814,60LJ,Order book for Fixed Income Securities,BRF0RJ1,08-Oct-2014,06-Oct-2023,6,F,RCNT,CWDQ,12,100000,GBP,GBP,RCNT,0,5.896805896805897,06-Apr-2015,6,31-Dec-2099,,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 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 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 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 SWEDBANK MORTGAGE AB 1.125% SO BDS 07/05/20,XS0925525510,54EK,Fixed interest (Trade reporting Only),B8CHGH3,07-May-2013,07-May-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 TP ICAP PLC 5.250% NTS 26/01/24,XS1555815494,59VD,Order book for Fixed Income Securities,BYX8815,26-Jan-2017,26-Jan-2024,5.25,F,RCNT,CWDQ,0,0,,GBP,RCNT,0,4.724409448818897,,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 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 FIRST ABU DHABI BANK P.J.S.C. 2.625% NTS 24/02/20,XS1193304596,33WM,Fixed interest (Trade reporting Only),BVYL373,25-Feb-2015,24-Feb-2020,0,,CWNR,NIDW,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-2025,0,,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 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 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 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 FIRSTRAND BANK LD 4.250% NTS 30/04/20,XS1225512026,78TG,Fixed interest (Trade reporting Only),BX3JGS4,30-Apr-2015,30-Apr-2020,0,,CWNR,NIDW,0,0,,USD,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 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 STOCKHOLMS LANS LANDSTING FLTG RTE NTS 19/05/20,XS1069348941,73JW,Fixed interest (Trade reporting Only),BN79HZ4,05-Jun-2014,19-May-2020,0,,PSTR,UIDP,0,0,,SEK,PSTR,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 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 WESTPAC SECURITIES NZ LTD FLTG RTE INST 22/02/20,HK0000319316,58MK,Fixed interest (Trade reporting Only),BYZCZR0,22-Dec-2016,22-Feb-2020,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 HSBC BANK PLC MAN LKD ORD SHS SAR 10.00 04/02/20,XS1948828154,61JD,Fixed interest (Trade reporting Only),BJK6M04,04-Feb-2019,04-Feb-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,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 HEATHROW FUNDING LD 6.45% CLS A UNWRAP BDS 10/12/33 (REG S),XS0383001053,88BX,Order book for Fixed Income Securities,B3CPY89,,10-Dec-2033,0,,RCNT,CWDQ,0,0,,GBP,RCNT,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 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 LLOYDS BANK PLC CALL CORRIDOR NTS 07/02/20,XS0211865620,40ED,Trade Reporting only,B064XP1,,07-Feb-2020,0,,MISC,DIPS,0,0,,USD,MISC,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 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 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 NATWEST MARKETS PLC IDX LKD INT NTS 25/02/20,XS0488315168,96MX,Fixed interest (Trade reporting Only),B60BJB8,,25-Feb-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 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 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 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 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 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 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 B.A.T. CAPITAL CORPORATION 4.390% NTS 15/08/37 (REG S),USU05526AL93,78MZ,Fixed interest (Trade reporting Only),BF4RSY1,16-Aug-2017,15-Aug-2037,4.39,F,CWNU,NIOU,0,0,,USD,CWNU,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 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 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 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 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 GOSFORTH FUNDING 2016-2 PLC CLS A1A MTG BKD FRN 24/07/58 (144A),XS1396259860,34SV,Fixed interest (Trade reporting Only),BYZ2ZB4,10-May-2016,24-Jul-2058,0,,CWTR,UIOW,0,0,,EUR,CWTR,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 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 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 TORONTO-DOMINION BANK 1.950% SRS CBL6 CVD BDS 02/04/20 144A,US8911453Y83,76KF,Fixed interest (Trade reporting Only),BWSW119,02-Apr-2015,02-Apr-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,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 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 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 MORGAN STANLEY EQTY LKD NTS 30/03/20,XS0766344088,43AA,Fixed interest (Trade reporting Only),B79WLG8,30-Mar-2012,30-Mar-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,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 PLACES FOR PEOPLE HOMES LD 5.09% SEC BDS 31/07/43 GBP(BR)(REGS),XS0171888109,68MC,Order book for Fixed Income Securities,3327267,,31-Jul-2043,0,,RCNT,CWDQ,0,0,,GBP,RCNT,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 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 ANHEUSER-BUSCH INBEV SA/NV 0.625% NTS 17/03/20,BE6285451454,30EJ,Fixed interest (Trade reporting Only),BZ6V9S2,30-Mar-2016,17-Mar-2020,0,,CRNR,EIDR,0,0,,EUR,CRNR,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,PSNR,EIDP,0,0,,EUR,PSNR,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 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 EMIRATE OF ABU DHABI 3.125% NTS 11/10/27 (144A),US29135LAA89,89SS,Order book for Fixed Income Securities,BD352R3,,11-Oct-2027,0,,RCNT,CWDQ,0,0,,USD,RCNT,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 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 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 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,0,4.541326067211625,,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 BARCLAYS BANK PLC WT LKD SEC 23/03/20,GB00B8SVWD75,35YM,Fixed interest (Trade reporting Only),B8SVWD7,24-Jan-2014,23-Mar-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,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 NATIONWIDE BUILDING SOCIETY 6.25% NTS 25/02/20 (144A),US63859UAY91,96MN,Fixed interest (Trade reporting Only),B62NDY3,,25-Feb-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,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 UK TREASURY STRIP 4 3/4%MAR2020PRINCIPAL,GB00B09JC451,40IK,Gilts,B09JC45,,07-Mar-2020,0,,GILT,GLTL,0,0,,GBP,GILT,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 EMIRATE OF ABU DHABI 4.125% NTS 11/10/47 (RULE 144A),US29135LAB62,89MV,Order book for Fixed Income Securities,BD353P8,,11-Oct-2047,0,,RCNT,CWDQ,0,0,,USD,RCNT,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 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 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-2022,0,,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 B.A.T. CAPITAL CORPORATION FLTG RTE NTS 14/08/20 (144A),US05526DAS45,78OA,Fixed interest (Trade reporting Only),BF24K04,16-Aug-2017,14-Aug-2020,0,V,CWNU,NIOU,0,0,,USD,CWNU,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 $(BR),XS0096807648,03NT,Trade Reporting only,0681977,,10-May-2032,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 BANK OF NOVA SCOTIA 2.26% NTS 28/09/26,XS1496871143,47OC,Fixed interest (Trade reporting Only),BDCG2H7,28-Sep-2016,28-Sep-2026,0,,CWNR,NIDW,0,0,,HKD,CWNR,0,,,0,,,100 SBAB BANK AB (PUBL) FLTG RTE NTS 27/01/21,XS1022805045,36CP,Fixed interest (Trade reporting Only),BJ7BTT0,27-Jan-2014,27-Jan-2021,0,,CWNR,EIDW,0,0,,SEK,CWNR,0,,,0,,,100 INCOME CONTINGENT STUDENT LOANS 2 ( CLASS B ASSET BKD IL NTS 24/07/58,XS1915119215,60FY,Fixed interest (Trade reporting Only),BH3J6J3,12-Dec-2018,24-Jul-2058,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 LLOYDS BANKING GROUP PLC 0.500% RST CALL NTS 12/11/25,XS2078918781,92ZU,Fixed interest (Trade reporting Only),BK72H96,12-Nov-2019,12-Nov-2025,0.5,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 ARRAN RESIDENTIAL MOR FD NO.2 PLC CLS A3A AST BKD FRN 20/09/56 144A £,US042707AC38,70AW,Fixed interest (Trade reporting Only),B1FJ1D8,,20-Sep-2056,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 NATEXIS BANQUES POPULAIRES UND SUB STEP-UP FLTG RTE NTS,XS0071449036,07JP,Trade Reporting only,0100375,,31-Dec-9999,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 SG ISSUER NTS 26/04/2024,GB00BF6XC457,99XZ,Fixed interest (Trade reporting Only),BF6XC45,13-Oct-2017,26-Apr-2024,0,O,CRNR,EIDR,0,0,,GBP,CRNR,0,,,0,,,100 IMPERIAL BRANDS FINANCE PLC 9.00% GTD NTS 17/02/22,XS0413493957,88MH,Fixed interest (SEAQ),B506756,,17-Feb-2022,0,,STBS,SBDL,0,0,,GBP,STBS,0,,,0,,,100 COMMERZBANK HOLDINGS (UK) LD PRIM CAP UND FLTG RTE NTS(2)$(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 NATIONWIDE BUILDING SOCIETY 4.25% INDEX-LINKED LN STK 2024,GB0006315302,03HU,Order book for Fixed Income Securities,0631530,,28-Feb-2024,0,,RCNT,CWDQ,0,0,,GBP,RCNT,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 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 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 SG ISSUER NTS 11/05/20,JE00BMBMM577,49EI,Fixed interest (Trade reporting Only),BMBMM57,23-May-2014,11-May-2020,0,,CWNR,EIDW,0,0,,GBP,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 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 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 SOUTH EAST WATER (FINANCE) LD 5.5834% WRAPPED BDS 29/03/29,XS0197111619,35VS,Order book for Fixed Income Securities,B01Y5H2,,29-Mar-2029,0,,RCNT,CWDQ,0,0,,GBP,RCNT,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 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 PARAGON MORTGAGES (NO.9) PLC CLASS CB MTG BACKD FRN 15/05/41,XS0224731231,65CZ,Fixed interest (Trade reporting Only),B0DKFN4,,15-May-2041,0,,CWTR,UIOW,0,0,,EUR,CWTR,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 BARCLAYS BANK PLC FLTG RTE SECS 09/03/20,XS1511979731,62AQ,Fixed interest (Trade reporting Only),BDH3QK4,13-Mar-2017,09-Mar-2020,0,V,CRTR,UIDR,0,0,,USD,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 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 CITY OF STOCKHOLM 2.125% NTS 15/05/20,XS1067396173,33KZ,Fixed interest (Trade reporting Only),BMJ6RF6,15-May-2014,15-May-2020,0,,CWNR,EIDW,0,0,,SEK,CWNR,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 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 LONDON & QUADRANT HOUSING TRUST 5.5% SEC BDS 27/01/40 £ (BR),XS0481057189,44EB,Order book for Fixed Income Securities,B5NLRY7,,27-Jan-2040,0,,RCNT,CWDQ,0,0,,GBP,RCNT,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 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 BANK OF NOVA SCOTIA FLTG RTE NTS DUE 27/03/20,XS1799954505,38DJ,Fixed interest (Trade reporting Only),BG37270,27-Mar-2018,27-Mar-2020,0,V,CWTR,UIDW,0,0,,EUR,CWTR,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 RUSSIAN FEDERATION 5.00% BDS 29/04/20 (144A),US78307ADB61,77OB,Fixed interest (Trade reporting Only),B3S9VF1,,29-Apr-2020,0,,CWNR,EIOW,0,0,,USD,CWNR,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 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 AFRICAN BANK LIMITED 6.000% NTS 08/02/20,XS1390059969,31GU,Fixed interest (Trade reporting Only),BYT25X2,04-Apr-2016,08-Feb-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,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 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 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 THE KINGDOM OF BAHRAIN 5.500% BDS 31/03/20 (REG S) $,XS0498952679,60ZP,Fixed interest (Trade reporting Only),B58FD57,,31-Mar-2020,0,,CWNR,NIOW,0,0,,USD,CWNR,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 EUROPEAN BANK FOR REC & DEV 1.73% NTS 22/03/20,XS1966775931,63EW,Fixed interest (Trade reporting Only),BJMHTH1,22-Mar-2019,22-Mar-2020,1.73,F,PSNR,EIDP,0,0,,HKD,PSNR,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 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 CITY OF STOCKHOLM FLTG RTE NTS 26/02/20,XS1371439842,15PN,Fixed interest (Trade reporting Only),BDCP0K3,,26-Feb-2020,0,,PSNR,EIDP,0,0,,NOK,PSNR,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 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 MORGAN STANLEY FLTG RTE NTS 10/02/20,XS0211163943,73CV,Trade Reporting only,B066681,,10-Feb-2020,0,,MISC,DIPS,0,0,,EUR,MISC,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 HEATHROW FUNDING LD 7.075% CLS A UNWRAP BDS 04/08/30,XS0383000832,88CF,Order book for Fixed Income Securities,B3CPYK1,,04-Aug-2030,0,,RCNT,CWDQ,0,0,,GBP,RCNT,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 ANZ NEW ZEALAND (INT'L) LD FLGT RTE NTS 27/02/20,XS1196090895,33YO,Fixed interest (Trade reporting Only),BW393F3,27-Feb-2015,27-Feb-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,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 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 PENARTH MASTER ISSUER PLC CLASS A ASSET FLTG NTS 18/03/20 (REG S),XS1779702981,37UK,Fixed interest (Trade reporting Only),BFWMP14,26-Mar-2018,18-Mar-2020,0,V,CWTR,UIDW,0,0,,USD,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 BARCLAYS BANK PLC WT LKD SEC 17/04/20,XS0989526164,94MP,Fixed interest (Trade reporting Only),BK6MD22,04-Mar-2014,17-Apr-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,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 TOYOTA MOTOR CREDIT CORPORATION 3.81% CALL NTS 13/03/38,XS0899394299,98IL,Fixed interest (Trade reporting Only),B8KZJ36,13-Mar-2013,13-Mar-2038,0,,CWNR,EIDW,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 FIRST ABU DHABI BANK P.J.S.C. FLTG RTE NTS 03/02/20,XS1861609326,46XG,Fixed interest (Trade reporting Only),BF2H7C4,06-Aug-2018,03-Feb-2020,0,V,CWNR,NIDW,0,0,,USD,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 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 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,PSNR,EIDP,0,0,,EUR,PSNR,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 HSBC BANK PLC MAWS LKD ORD A SHS BAOSHAN 11/02/20,GB00BG64CK11,61CC,Fixed interest (Trade reporting Only),BG64CK1,11-Feb-2019,11-Feb-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,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,PSNR,EIDP,0,0,,EUR,PSNR,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,0,2.110694183864916,30-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 COMMONWEALTH BANK OF AUSTRALIA 4.33% NTS 16/03/20,XS0494389660,77HU,Fixed interest (Trade reporting Only),B4PN4L0,,16-Mar-2020,0,,CWNR,NIDW,0,0,,HKD,CWNR,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 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 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 FIRST ABU DHABI BANK P.J.S.C. 0.566% NTS 16/04/20,XS1218983572,76ST,Fixed interest (Trade reporting Only),BWWYXT3,16-Apr-2015,16-Apr-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,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 FIRST ABU DHABI BANK P.J.S.C. FLTG RTE NTS 16/04/20,XS1982827666,63VM,Fixed interest (Trade reporting Only),BJJP484,16-Apr-2019,16-Apr-2020,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 COVENTRY BUILDING SOCIETY 1.00% NTS 05/05/20,XS1605745261,67RI,Fixed interest (Trade reporting Only),BF0Y998,05-May-2017,05-May-2020,1,F,CWTR,UIDW,0,0,,GBP,CWTR,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 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 DIAGEO CAPITAL PLC FLTG RT NTS 18/05/20,US25243YAW93,44CB,Fixed interest (Trade reporting Only),BF2G1Z2,14-Jun-2018,18-May-2020,0,V,CWTR,UIOW,0,0,,USD,CWTR,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 HEATHROW FUNDING LD 4.60% CLS A UNWRAP BDS 15/02/20 (144A),XS0383743118,88CP,Fixed interest (Trade reporting Only),B3CPZH5,,15-Feb-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,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 AUSTRALIA&NEW ZEALAND BANKING GP LD CALL RGE ACC NTS 24/02/20,XS0485309404,96LY,Fixed interest (Trade reporting Only),B62JKR3,,24-Feb-2020,0,,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 WESTPAC BANKING CORPORATION 4.80% INSTR 15/05/20,XS1534956880,57CJ,Fixed interest (Trade reporting Only),BYMD1X4,15-Dec-2016,15-May-2020,4.8,F,CWNR,NIDW,0,0,,CNY,CWNR,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 SVENSKA HANDELSBANKEN 5.125% SNR NTS 30/03/20 144A,US86959LAE39,67VZ,Fixed interest (Trade reporting Only),B57Z400,,30-Mar-2020,0,,CRTR,UIDR,0,0,,USD,CRTR,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 HSBC BANK PLC MKT ACC NTS LKD ORD SAUDI IND 10/03/20,XS1576613886,61SX,Fixed interest (Trade reporting Only),BF055P9,06-Mar-2017,10-Mar-2020,0,,CRTR,UIDR,0,0,,USD,CRTR,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 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 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 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 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 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 CITY OF GOTHENBURG FLGT RTE NTS 10/03/20,XS1200105226,78QM,Fixed interest (Trade reporting Only),BX7RKN7,,10-Mar-2020,0,,CWNR,EIDW,0,0,,SEK,CWNR,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 NORDEA BANK ABP 4.50% DATED SUBORD NTS 26/03/20,XS0497179035,44MU,Fixed interest (Trade reporting Only),B4V6WR5,,26-Mar-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,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 ARTESIAN FINANCE II PLC 6.00% GTD SEC BDS 30/09/33,XS0167358257,80TW,Order book for Fixed Income Securities,3290370,,30-Sep-2033,0,,EXPQ,PDCQ,0,0,,GBP,EXPQ,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 GOSFORTH FUNDING 2016-2 PLC CLS M MTG BKD FRN 24/07/58 (144A),XS1396263979,34TH,Fixed interest (Trade reporting Only),BYZ2ZH0,10-May-2016,24-Jul-2058,0,,CWTR,UIOW,0,0,,GBP,CWTR,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 HSBC BANK PLC MAWS LKD ORD A SHS DAQIN RAIL 11/02/20,GB00BG64CQ72,61BX,Fixed interest (Trade reporting Only),BG64CQ7,11-Feb-2019,11-Feb-2020,0,O,CRTR,UIDR,0,0,,USD,CRTR,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 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 MKT ACC NTS LKD ORD FAWAZ 28/02/20,XS1572142682,61DI,Fixed interest (Trade reporting Only),BYP2TR8,23-Feb-2017,28-Feb-2020,0,,CRTR,UIDR,0,0,,USD,CRTR,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 COMMONWEALTH BANK OF AUSTRALIA CALL RGE ACC NTS 24/02/20,XS0487176249,63NP,Fixed interest (Trade reporting Only),B62J0W8,,24-Feb-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,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 ALANDSBANKEN ABP FLTG RTE NTS 24/03/20,XS1585198879,62VN,Fixed interest (Trade reporting Only),BD0XL28,24-Mar-2017,24-Mar-2020,0,V,CWNR,EIDW,0,0,,EUR,CWNR,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 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 NATWEST MARKETS PLC MULTI-CALL ZERO CPN NTS 19/01/40,XS0209818227,31XA,Trade Reporting only,B05N047,,19-Jan-2040,0,,MISC,DIPS,0,0,,EUR,MISC,0,,,0,,,100 NEWDAY PARTNERSHIP FUNDING 2015-1 CLASS A AST BKD FR NTS 15/04/20,XS1134518155,61HZ,Fixed interest (Trade reporting Only),BW9PK10,11-Mar-2015,15-Apr-2020,0,,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 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 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 TOYOTA MOTOR FIN (NETHERLANDS) B.V FLTG RTE NTS 27/04/2020,XS1812086947,42LQ,Fixed interest (Trade reporting Only),BFXZ6J7,27-Apr-2018,27-Apr-2020,0,V,CWNR,EIDW,0,0,,EUR,CWNR,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 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 SG ISSUER NTS 04/02/20,JE00BJ36H626,38WV,Fixed interest (Trade reporting Only),BJ36H62,18-Feb-2014,04-Feb-2020,0,,CRTR,UIDR,0,0,,GBP,CRTR,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 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 WESTPAC BANKING CORPORATION 2.000% CVD BND SRS2015 03/03/20 (144A),US96122WAH34,10RX,Fixed interest (Trade reporting Only),BW9HFP5,03-Mar-2015,03-Mar-2020,0,,CWNR,NIDW,0,0,,USD,CWNR,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 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 INVESTEC BANK PLC REV CONV NTS AT RISK 03/03/2020,GB00BHC8KF59,34IJ,Fixed interest (Trade reporting Only),BHC8KF5,03-Mar-2014,03-Mar-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,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 COMMONWEALTH BANK OF AUSTRALIA 4.375% NTS 25/02/20,XS0490013801,60VZ,Fixed interest (Trade reporting Only),B61HSB8,,25-Feb-2020,0,,CWNR,NIDW,0,0,,EUR,CWNR,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 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 SUMITOMO CORP CAPITAL EUROPE PLC FXD RTE CALL NTS 10/02/20,XS0482711032,44GI,Fixed interest (Trade reporting Only),B6369X2,,10-Feb-2020,0,,CWNU,EIDU,0,0,,JPY,CWNU,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 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 NOTTINGHAM CORP 3% IRRD STK,GB0006502016,44HY,Trade Reporting only,0650201,,31-Dec-9999,0,,MISL,CCSL,0,0,,GBP,MISL,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 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 INVESTEC BANK PLC KICK OUT NTS CAP RSK 27/02/20,GB00BSP64954,65RK,Fixed interest (Trade reporting Only),BSP6495,27-Feb-2015,27-Feb-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 FINLAND(REPUBLIC OF) 3.762% NTS 05/02/20,XS0484852198,93SI,Fixed interest (Trade reporting Only),B61DHP3,,05-Feb-2020,0,,CWNR,EIDW,0,0,,SEK,CWNR,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 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 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 PARTNERSHIP LIFE ASSURANCE COMPANY 9.5% GTD SUB NTS 24/03/25,XS1207688919,80BA,Fixed interest (Trade reporting Only),BWX4CG2,19-May-2015,24-Mar-2025,0,,CWTR,UIOW,0,0,,GBP,CWTR,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 EUROPEAN BANK FOR REC & DEV FLTG RTE GLBL NTS 23/03/20,US29874QDB77,62TS,Fixed interest (Trade reporting Only),BF2CVR2,,23-Mar-2020,0,,PSNR,EIDP,0,0,,USD,PSNR,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 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 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 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 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 BET PLC 5% PERP DEB STK,GB0001330819,83GK,Trade Reporting only,0133081,,31-Dec-9999,0,,MISL,STBL,0,0,,GBP,MISL,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 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 RESIDENTIAL MORTGAGE SECS NO.9 PLC A1 MTG BCKD FRN 09/02/20 WITH CPN(144A),US76111HAA68,98PJ,Trade Reporting only,0973050,,09-Feb-2020,0,,MISL,FSLL,0,0,,USD,MISL,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 SBAB BANK AB (PUBL) FXD FLTG PERP T1 CAP NTS,XS1202975386,61JA,Fixed interest (Trade reporting Only),BWCHJ61,17-Mar-2015,31-Dec-2999,0,,CWNR,EIOW,0,0,,SEK,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 (SEAQ),B57N6P3,,29-Mar-2040,0,,STBS,SBDL,0,0,,GBP,STBS,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 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,0,5.11055486024197,26-Feb-2019,12,31-Dec-2099,,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 HITACHI CAPITAL(UK) PLC 0.48% NTS 07/02/20,XS1028631783,38AZ,Fixed interest (Trade reporting Only),BJT3C62,07-Feb-2014,07-Feb-2020,0,,CWTR,UIDW,0,0,,JPY,CWTR,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 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 HSBC BANK PLC 4.75% SUBORD NTS 24/03/46,XS0247840969,52WW,Order book for Fixed Income Securities,B1177W7,,24-Mar-2046,0,,RCNT,CWDQ,0,0,,GBP,RCNT,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 PERMANENT MASTER ISSUER PLC SERIES 6 CLSA1 AST BKD FRN 15/04/20,XS0270511628,91AE,Fixed interest (Trade reporting Only),B1G30X2,,15-Apr-2020,0,,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 TOYOTA CREDIT CANADA INC 1.800% NTS 19/02/20,CA892329AR47,75EL,Fixed interest (Trade reporting Only),BVYHX15,19-Feb-2015,19-Feb-2020,0,,CWTR,UIDW,0,0,,CAD,CWTR,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 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 BARCLAYS BANK PLC WT LKD SEC 06/03/20,XS0989537104,34JP,Fixed interest (Trade reporting Only),BJ052N4,13-Jan-2014,06-Mar-2020,0,,CWTR,UIDW,0,0,,GBP,CWTR,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 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 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 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 BMW US CAPITAL LLC BMW 2 11/20/19,DE000A1ZSQC7,13SC,Order book for Fixed Income Securities,BYVZ1T7,,20-Nov-2019,0,,EXED,INRE,0,0,,GBP,EXED,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 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 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 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 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 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 EUROPEAN BANK FOR REC & DEV 52.00% NTS 29/04/20,XS1985025706,64XN,Fixed interest (Trade reporting Only),BJRF7R6,29-Apr-2019,29-Apr-2020,52,F,PSNR,EIDP,0,0,,ARS,PSNR,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 ALANDSBANKEN ABP 0.375% CVD BDS 26/05/20,XS1238023813,81MY,Fixed interest (Trade reporting Only),BY9D278,26-May-2015,26-May-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,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 BCL INTERNATIONAL FINANCE LD CALL ZERO CPN NTS 17/04/20,XS0109890862,BF29,Trade Reporting only,0455321,,17-Apr-2020,0,,MISC,DIPS,0,0,,EUR,MISC,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 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 CREDIT AGRICOLE CIB FIN SOLUTIONS IDX LKD INT RED NTS 14/05/20,XS1230256106,80AV,Fixed interest (Trade reporting Only),BWX4DM5,15-May-2015,14-May-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 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 EI GROUP PLC 6.375% SEC BDS 15/02/22,XS1514717732,52BI,Fixed interest (SEAQ),BD8BW87,07-Nov-2016,15-Feb-2022,6.375,F,STBS,SBDS,0,0,,GBP,STBS,0,6.25,,0,,,100 OBRASCON HUARTE LAIN S.A. 7.625% SNR NTS 15/03/20,XS0760705631,96BW,Fixed interest (Trade reporting Only),B712122,28-Mar-2012,15-Mar-2020,0,,CWNR,EIOW,0,0,,EUR,CWNR,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 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 INVESTEC BANK PLC IMPALA SEC DRDN 18/09/24,XS2010170335,80DW,Fixed interest (Trade reporting Only),BK1M1V2,,18-Sep-2024,0,,CRTR,UIDR,0,0,,GBP,CRTR,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 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 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 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 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 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 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 (SEAQ),B11KSV2,,24-Mar-2036,0,,STBS,SBDL,0,0,,GBP,STBS,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 JSC NC KAZMUNAYGAS 7.000% NTS 05/05/20 (144A),US48667QAE52,77OI,Fixed interest (Trade reporting Only),B3YSQ68,,05-May-2020,0,,CWNR,EIDW,0,0,,USD,CWNR,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 JP MORGAN CHASE & CO FLTG RT NTS 27/01/20,XS1174472511,63AM,Fixed interest (Trade reporting Only),BV0L8G1,27-Jan-2015,27-Jan-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 NATIONWIDE BUILDING SOCIETY FLTG RTE NTS 28/01/20,XS1175974580,60WV,Fixed interest (Trade reporting Only),BVRZC20,28-Jan-2015,28-Jan-2020,0,,CWTR,UIDW,0,0,,EUR,CWTR,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 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 CREDIT AGRICOLE CORP & INV BANK FLTG RT NTS 24/03/20,XS1203873754,76AU,Fixed interest (Trade reporting Only),BWGCFF3,24-Mar-2015,24-Mar-2020,0,,CWTR,UIDW,0,0,,USD,CWTR,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 PARAGON MORTGAGES (NO.24) PLC CLS C MTG BKD FRN 15/07/43,XS1315579141,63DN,Fixed interest (Trade reporting Only),BDB6PD5,20-Nov-2015,15-Jul-2043,0,,CWTR,UIOW,0,0,,GBP,CWTR,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 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,CWTR,UIDW,0,0,,SEK,CWTR,0,,,0,,,100 M&G PLC 3.875% RESET DATE TIER 2 NTS 20/07/49,XS2025521886,94JV,Fixed interest (Trade reporting Only),BJQNDQ2,10-Jul-2019,20-Jul-2049,3.875,F,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC KO NTS WITH CAR 03/12/24,XS1891441211,60EF,Fixed interest (Trade reporting Only),BGLJX19,03-Dec-2018,03-Dec-2024,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 HSBC HLDGS PLC 7.625% SUB NTS 17/05/32 $ (REGS),USG4634UAV47,81MO,Trade Reporting only,B07W0L9,,17-May-2032,0,,MISL,FSLL,0,0,,USD,MISL,0,,,0,,,100 STATE OF ISRAEL 4.625% NTS 18/03/20,XS0495946070,44KF,Fixed interest (Trade reporting Only),B3RH446,,18-Mar-2020,0,,CWNR,EIDW,0,0,,EUR,CWNR,0,,,0,,,100 WELLS FARGO & COMPANY ZERO CPN CALL NTS 27/07/52,XS0808776685,99WG,Fixed interest (Trade reporting Only),B84CB82,27-Jul-2012,27-Jul-2052,0,,CWNR,EIDW,0,0,,USD,CWNR,0,,,0,,,100 COMMONWEALTH BANK OF AUSTRALIA 4.485% NTS 11/10/47,XS1694223386,88KT,Fixed interest (Trade reporting Only),BZ0XPQ4,11-Oct-2017,11-Oct-2047,4.485,F,CWNR,EIDW,0,0,,AUD,CWNR,0,,,0,,,100 SIGMA FINANCE CORPORATION FLTG RTE CAPITAL NTS 30/12/14,XS0209089712,52TO,Trade Reporting only,B091DY8,,30-Dec-2014,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 INVESTEC BANK PLC IMP EVEN 30 6YR 100% CAP PRO UP 03/03/22,XS1349556602,15RF,Fixed interest (Trade reporting Only),BDCP0N6,26-Feb-2016,03-Mar-2022,0,,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 QNB FINANCE FLTG RTE NTS 22/03/21,XS1584062332,62OM,Fixed interest (Trade reporting Only),BYXPRV9,22-Mar-2017,22-Mar-2021,0,V,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 BANK OF AMERICA CORPORATION 1.77% NTS 19/06/29,XS2015289254,95DI,Fixed interest (Trade reporting Only),BJN6LX7,19-Jun-2019,19-Jun-2029,1.77,F,CWNR,NIDW,0,0,,SEK,CWNR,0,,,0,,,100 INVESTEC BANK PLC EUR IMPALA KCK OUT NTS 27/10/23,XS1683496613,93RT,Fixed interest (Trade reporting Only),BF54380,27-Oct-2017,27-Oct-2023,0,O,CRTR,UIDR,0,0,,EUR,CRTR,0,,,0,,,100 RESIDENTIAL MORTGAGE SECS NO.9 PLC A2B MTG BCKD FRN 09/02/28WITH CPN(144A),US76111HAE80,56PK,Trade Reporting only,0973094,,09-Feb-2028,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 INTERNATIONAL FINANCE CORPORATION 9.50% NTS 29/05/20,XS1826053792,43SD,Fixed interest (Trade reporting Only),BF50P26,,29-May-2020,0,,PSNR,EIDP,0,0,,UZS,PSNR,0,,,0,,,100 ROYAL BANK OF CANADA 1.616% COV BDS 15/12/34 144A,XS1331756525,87SR,Fixed interest (Trade reporting Only),BZ776J9,15-Dec-2015,15-Dec-2034,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC CALL 10.20% TO FLTG RTE NTS 14/04/25,XS0215999649,64YT,Trade Reporting only,B06SGB0,,14-Apr-2025,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 NON CONFORMING MORTGAGES 1 PLC A(A ORD CPN)MTG BCKD FRN 2037 £(VAR)(BR),XS0096552392,97NP,Trade Reporting only,0667795,,15-Apr-2037,0,,MISL,FSLL,0,0,,GBP,MISL,0,,,0,,,100 DIVERSITY FUNDING NO1 LD CLASS F VAR REF RTE NTS 10/02/46 £,XS0332618296,58ZR,Fixed interest (Trade reporting Only),B29QVZ4,,10-Feb-2046,0,,CWNR,NIOW,0,0,,GBP,CWNR,0,,,0,,,100 HSBC BANK PLC NTS EUKAIROS INV LTD SRS 1282 13/03/26,XS1933088723,61WK,Fixed interest (Trade reporting Only),BHR36C4,14-Mar-2019,13-Mar-2026,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 SIGMA FINANCE CORPORATION CPTL FLTG RTE NTS 18/02/14,XS0186594098,36CM,Trade Reporting only,B08V145,,18-Feb-2014,0,,MISC,DIPS,0,0,,USD,MISC,0,,,0,,,100 INCOME CONTINGENT STUDENT LOANS 2 ( CLASS A1 ASSET BKD FRN 24/07/58,XS1915118910,60FV,Fixed interest (Trade reporting Only),BG087M6,12-Dec-2018,24-Jul-2058,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 WALES & WEST UTILITIES FINANCE PLC SC A4 5.000% SEC G BNDS 07/03/2028,XS0702020933,11WZ,Fixed interest (Trade reporting Only),B5BDN69,04-Nov-2011,07-Mar-2028,0,,CWTR,UIDW,0,0,,GBP,CWTR,0,,,0,,,100 INVESTEC BANK PLC GBP KICK PHOENIX OUT NTS 29/12/25,GB00BF8S3K14,10GF,Fixed interest (Trade reporting Only),BYX5CT2,28-Dec-2017,29-Dec-2025,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 NATWEST MARKETS PLC 0.625% NTS 02/03/22,XS1788515861,20BD,Fixed interest (Trade reporting Only),BG1VNR1,02-Mar-2018,02-Mar-2022,0.625,F,CWTR,UIDW,0,0,,EUR,CWTR,0,,,0,,,100 BARCLAYS BANK PLC WTS LKD SEC 06/07/23,XS1583463895,75NE,Fixed interest (Trade reporting Only),BF0J7G6,06-Jul-2017,06-Jul-2023,0,O,CRTR,UIDR,0,0,,GBP,CRTR,0,,,0,,,100 GOSFORTH FUNDING 2017-1 PLC CLS A1B MORT BKD FRNS 19/12/59 (REG S),XS1679333945,83YG,Fixed interest (Trade reporting Only),BYXGQH1,26-Sep-2017,19-Dec-2059,0,V,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 SANCTUARY CAPITAL PLC 5% SEC BDS 26/04/47,XS0776269648,12QM,Fixed interest (Trade reporting Only),B448LW6,27-Apr-2012,26-Apr-2047,0,,CWTR,UIOW,0,0,,GBP,CWTR,0,,,0,,,100 BANK OF NOVA SCOTIA FLGT RTE NTS 18/03/21,XS1384264161,19OR,Fixed interest (Trade reporting Only),BZ6V9Z9,18-Mar-2016,18-Mar-2021,0,,CWNR,NIDW,0,0,,USD,CWNR,0,,,0,,,100 WESTPAC BANKING CORPORATION 1.25% CLB INSTR 23/04/35,XS1220925694,77XL,Fixed interest (Trade reporting Only),BWZMXD8,23-Apr-2015,23-Apr-2035,0,,CWNR,NIDW,0,0,,EUR,CWNR,0,,,0,,,100 HSBC BANK PLC CALL ACC NTS 15/09/39,XS0450615660,43TT,Fixed interest (Trade reporting Only),B4L0TG5,,15-Sep-2039,0,,CWTR,UIDW,0,0,,USD,CWTR,0,,,0,,,100 MITSUBISHI CORP FINANCE PLC FLTG RTE N