FRIDAY, 21 FEBRUARY, 2020
CodeTypeClassPeriodMaturityEnd TradeBegin Matur.End Matur.MultiplierPrice
SWBCW01E20 BaseSwapWeekendW 1-2003/01/202004/01/202005/01/202048.0036.92
SWBCW02E20 BaseSwapWeekendW 2-2010/01/202011/01/202012/01/202048.0042.10
SWBCW03E20 BaseSwapWeekendW 3-2017/01/202018/01/202019/01/202048.0034.03
SWBCW04E20 BaseSwapWeekendW 4-2024/01/202025/01/202026/01/202048.0044.09
SWBCW05E20 BaseSwapWeekendW 5-2031/01/202001/02/202002/02/202048.0028.54
SWBCW06E20 BaseSwapWeekendW 6-2007/02/202008/02/202009/02/202048.0034.57
SWBCW07E20 BaseSwapWeekendW 7-2014/02/202015/02/202016/02/202048.0029.82
SWBCW08E20 BaseSwapWeekendW 8-2021/02/202022/02/202023/02/202048.0038.25
SWBCW09E20 BaseSwapWeekendW 9-2028/02/202029/02/202001/03/202048.0032.96
SWBCW10E20 BaseSwapWeekendW 10-2006/03/202007/03/202008/03/202048.0033.00
SWBCW11E20 BaseSwapWeekendW 11-2013/03/202014/03/202015/03/202048.0032.90
SWBCW01K20 BaseSwapWeeklyW 1-2027/12/201930/12/201905/01/2020168.0037.70
SWPCW01B20 PeakSwapWeeklyW 1-2027/12/201930/12/201903/01/202060.0041.19
SWBCW02K20 BaseSwapWeeklyW 2-2003/01/202006/01/202012/01/2020168.0043.57
SWPCW02B20 PeakSwapWeeklyW 2-2003/01/202006/01/202010/01/202060.0047.51
SWBCW03K20 BaseSwapWeeklyW 3-2010/01/202013/01/202019/01/2020168.0038.51
SWPCW03B20 PeakSwapWeeklyW 3-2010/01/202013/01/202017/01/202060.0043.87
SWBCW04K20 BaseSwapWeeklyW 4-2017/01/202020/01/202026/01/2020168.0045.42
SWPCW04B20 PeakSwapWeeklyW 4-2017/01/202020/01/202024/01/202060.0050.45
SWBCW05K20 BaseSwapWeeklyW 5-2024/01/202027/01/202002/02/2020168.0035.69
SWPCW05B20 PeakSwapWeeklyW 5-2024/01/202027/01/202031/01/202060.0042.01
SWBCW06K20 BaseSwapWeeklyW 6-2031/01/202003/02/202009/02/2020168.0037.56
SWPCW06B20 PeakSwapWeeklyW 6-2031/01/202003/02/202007/02/202060.0041.32
SWBCW07K20 BaseSwapWeeklyW 7-2007/02/202010/02/202016/02/2020168.0036.81
SWPCW07B20 PeakSwapWeeklyW 7-2007/02/202010/02/202014/02/202060.0040.58
SWBCW08K20 BaseSwapWeeklyW 8-2014/02/202017/02/202023/02/2020168.0039.32
SWPCW08B20 PeakSwapWeeklyW 8-2014/02/202017/02/202021/02/202060.0041.33
SWBCW09K20 BaseSwapWeeklyW 9-2021/02/202024/02/202001/03/2020168.0035.00
SWPCW09B20 PeakSwapWeeklyW 9-2021/02/202024/02/202028/02/202060.0037.03
SWBCW10K20 BaseSwapWeeklyW 10-2028/02/202002/03/202008/03/2020168.0035.05
SWPCW10B20 PeakSwapWeeklyW 10-2028/02/202002/03/202006/03/202060.0037.08
SWBCW11K20 BaseSwapWeeklyW 11-2006/03/202009/03/202015/03/2020168.0034.94
SWBCW12K20 BaseSwapWeeklyW 12-2013/03/202016/03/202022/03/2020168.0034.96
SWBCMJAN20 BaseSwapMonthlyJan-2031/12/201901/01/202031/01/2020744.0041.10
SWPCMJAN20 PeakSwapMonthlyJan-2031/12/201901/01/202031/01/2020276.0045.33
SWBCMFEB20 BaseSwapMonthlyFeb-2031/01/202001/02/202029/02/2020696.0036.77
SWPCMFEB20 PeakSwapMonthlyFeb-2031/01/202001/02/202029/02/2020240.0038.90
SWBCMMAR20 BaseSwapMonthlyMar-2028/02/202001/03/202031/03/2020743.0034.98
SWPCMMAR20 PeakSwapMonthlyMar-2028/02/202001/03/202031/03/2020264.0037.00
SWBCMAPR20 BaseSwapMonthlyApr-2031/03/202001/04/202030/04/2020720.0035.80
SWPCMAPR20 PeakSwapMonthlyApr-2031/03/202001/04/202030/04/2020264.0037.87
SWBCMMAY20 BaseSwapMonthlyMay-2030/04/202001/05/202031/05/2020744.0037.80
SWPCMMAY20 PeakSwapMonthlyMay-2030/04/202001/05/202031/05/2020252.0039.99
SWBCMJUN20 BaseSwapMonthlyJun-2029/05/202001/06/202030/06/2020720.0039.95
SWPCMJUN20 PeakSwapMonthlyJun-2029/05/202001/06/202030/06/2020264.0042.26
SWBCMJUL20 BaseSwapMonthlyJul-2030/06/202001/07/202031/07/2020744.0041.20
SWPCMJUL20 PeakSwapMonthlyJul-2030/06/202001/07/202031/07/2020276.0043.58
SWBCMAUG20 BaseSwapMonthlyAug-2031/07/202001/08/202031/08/2020744.0040.75
SWPCMAUG20 PeakSwapMonthlyAug-2031/07/202001/08/202031/08/2020252.0043.11
SWBCQ120 BaseSwapQuaterlyQ1-2031/12/201901/01/202031/03/20202,183.0044.27
SWPCQ120 PeakSwapQuaterlyQ1-2031/12/201901/01/202031/03/2020780.0047.12
SWBCQ220 BaseSwapQuaterlyQ2-2031/03/202001/04/202030/06/20202,184.0037.85
SWPCQ220 PeakSwapQuaterlyQ2-2031/03/202001/04/202030/06/2020780.0040.04
SWBCQ320 BaseSwapQuaterlyQ3-2030/06/202001/07/202030/09/20202,208.0041.45
SWPCQ320 PeakSwapQuaterlyQ3-2030/06/202001/07/202030/09/2020792.0043.85
SWBCQ420 BaseSwapQuaterlyQ4-2030/09/202001/10/202031/12/20202,209.0047.36
SWPCQ420 PeakSwapQuaterlyQ4-2030/09/202001/10/202031/12/2020792.0050.10
SWBCQ121 BaseSwapQuaterlyQ1-2131/12/202001/01/202131/03/20212,159.0048.03
SWPCQ121 PeakSwapQuaterlyQ1-2131/12/202001/01/202131/03/2021768.0050.81
SWBCQ221 BaseSwapQuaterlyQ2-2131/03/202101/04/202130/06/20212,184.0040.87
SWBCQ321 BaseSwapQuaterlyQ3-2130/06/202101/07/202130/09/20212,208.0043.82
SWBCQ421 BaseSwapQuaterlyQ4-2130/09/202101/10/202131/12/20212,209.0048.42
SWBCQ122 BaseSwapQuaterlyQ1-2231/12/202101/01/202231/03/20222,159.0040.51
SWBCCAL20 BaseSwapYearly202031/12/201901/01/202031/12/20208,784.0047.05
SWPCCAL20 PeakSwapYearly202031/12/201901/01/202031/12/20203,144.0050.08
SWBCCAL21 BaseSwapYearly202131/12/202001/01/202131/12/20218,760.0045.28
SWPCCAL21 PeakSwapYearly202131/12/202001/01/202131/12/20213,132.0047.90
SWBCCAL22 BaseSwapYearly202231/12/202101/01/202231/12/20228,760.0045.00
SWBCCAL23 BaseSwapYearly202330/12/202201/01/202331/12/20238,760.0044.55
SWBCCAL24 BaseSwapYearly202429/12/202301/01/202431/12/20248,784.0043.35
SWBCCAL25 BaseSwapYearly202531/12/202401/01/202531/12/20258,760.0043.29
SWBCCAL26 BaseSwapYearly202631/12/202501/01/202631/12/20268,760.0042.76
SWBCCAL27 BaseSwapYearly202731/12/202601/01/202731/12/20278,760.0040.42
SWBCCAL28 BaseSwapYearly202831/12/202701/01/202831/12/20288,784.0040.42
SWBCCAL29 BaseSwapYearly202929/12/202801/01/202931/12/20298,760.0040.42
SWBCCAL30 BaseSwapYearly203031/12/202901/01/203031/12/20308,760.0040.42