THURSDAY, 21 NOVEMBER, 2019
CodeTypeClassPeriodMaturityEnd TradeBegin Matur.End Matur.MultiplierPrice
SWBCW01E19 BaseSwapWeekendW 1-1904/01/201905/01/201906/01/201948.0062.22
SWBCW02E19 BaseSwapWeekendW 2-1911/01/201912/01/201913/01/201948.0061.30
SWBCW03E19 BaseSwapWeekendW 3-1918/01/201919/01/201920/01/201948.0063.25
SWBCW04E19 BaseSwapWeekendW 4-1925/01/201926/01/201927/01/201948.0052.74
SWBCW05E19 BaseSwapWeekendW 5-1901/02/201902/02/201903/02/201948.0043.18
SWBCW06E19 BaseSwapWeekendW 6-1908/02/201909/02/201910/02/201948.0046.03
SWBCW07E19 BaseSwapWeekendW 7-1915/02/201916/02/201917/02/201948.0049.12
SWBCW08E19 BaseSwapWeekendW 8-1922/02/201923/02/201924/02/201948.0051.43
SWBCW09E19 BaseSwapWeekendW 9-1901/03/201902/03/201903/03/201948.0044.26
SWBCW10E19 BaseSwapWeekendW 10-1908/03/201909/03/201910/03/201948.0050.81
SWBCW11E19 BaseSwapWeekendW 11-1915/03/201916/03/201917/03/201948.0043.02
SWBCW12E19 BaseSwapWeekendW 12-1922/03/201923/03/201924/03/201948.0047.76
SWBCW13E19 BaseSwapWeekendW 13-1929/03/201930/03/201931/03/201947.0051.70
SWBCW14E19 BaseSwapWeekendW 14-1905/04/201906/04/201907/04/201948.0045.76
SWBCW15E19 BaseSwapWeekendW 15-1912/04/201913/04/201914/04/201948.0055.08
SWBCW16E19 BaseSwapWeekendW 16-1918/04/201920/04/201921/04/201948.0035.72
SWBCW17E19 BaseSwapWeekendW 17-1926/04/201927/04/201928/04/201948.0054.13
SWBCW18E19 BaseSwapWeekendW 18-1903/05/201904/05/201905/05/201948.0039.17
SWBCW19E19 BaseSwapWeekendW 19-1910/05/201911/05/201912/05/201948.0043.17
SWBCW20E19 BaseSwapWeekendW 20-1917/05/201918/05/201919/05/201948.0047.19
SWBCW21E19 BaseSwapWeekendW 21-1924/05/201925/05/201926/05/201948.0041.40
SWBCW22E19 BaseSwapWeekendW 22-1931/05/201901/06/201902/06/201948.0050.55
SWBCW23E19 BaseSwapWeekendW 23-1907/06/201908/06/201909/06/201948.0044.78
SWBCW24E19 BaseSwapWeekendW 24-1914/06/201915/06/201916/06/201948.0046.12
SWBCW25E19 BaseSwapWeekendW 25-1921/06/201922/06/201923/06/201948.0044.40
SWBCW26E19 BaseSwapWeekendW 26-1928/06/201929/06/201930/06/201948.0047.98
SWBCW27E19 BaseSwapWeekendW 27-1905/07/201906/07/201907/07/201948.0050.70
SWBCW28E19 BaseSwapWeekendW 28-1912/07/201913/07/201914/07/201948.0050.10
SWBCW29E19 BaseSwapWeekendW 29-1919/07/201920/07/201921/07/201948.0049.95
SWBCW30E19 BaseSwapWeekendW 30-1926/07/201927/07/201928/07/201948.0045.77
SWBCW31E19 BaseSwapWeekendW 31-1902/08/201903/08/201904/08/201948.0046.91
SWBCW32E19 BaseSwapWeekendW 32-1909/08/201910/08/201911/08/201948.0044.34
SWBCW33E19 BaseSwapWeekendW 33-1916/08/201917/08/201918/08/201948.0040.39
SWBCW34E19 BaseSwapWeekendW 34-1923/08/201924/08/201925/08/201948.0040.71
SWBCW35E19 BaseSwapWeekendW 35-1930/08/201931/08/201901/09/201948.0041.58
SWBCW36E19 BaseSwapWeekendW 36-1906/09/201907/09/201908/09/201948.0033.63
SWBCW37E19 BaseSwapWeekendW 37-1913/09/201914/09/201915/09/201948.0037.65
SWBCW38E19 BaseSwapWeekendW 38-1920/09/201921/09/201922/09/201948.0038.81
SWBCW39E19 BaseSwapWeekendW 39-1927/09/201928/09/201929/09/201948.0043.88
SWBCW40E19 BaseSwapWeekendW 40-1904/10/201905/10/201906/10/201948.0047.15
SWBCW41E19 BaseSwapWeekendW 41-1911/10/201912/10/201913/10/201948.0038.60
SWBCW42E19 BaseSwapWeekendW 42-1918/10/201919/10/201920/10/201948.0042.41
SWBCW43E19 BaseSwapWeekendW 43-1925/10/201926/10/201927/10/201949.0045.98
SWBCW44E19 BaseSwapWeekendW 44-1901/11/201902/11/201903/11/201948.0023.66
SWBCW45E19 BaseSwapWeekendW 45-1908/11/201909/11/201910/11/201948.0039.09
SWBCW46E19 BaseSwapWeekendW 46-1915/11/201916/11/201917/11/201948.0044.54
SWBCW47E19 BaseSwapWeekendW 47-1922/11/201923/11/201924/11/201948.0037.50
SWBCW48E19 BaseSwapWeekendW 48-1929/11/201930/11/201901/12/201948.0040.39
SWBCW49E19 BaseSwapWeekendW 49-1906/12/201907/12/201908/12/201948.0045.47
SWBCW50E19 BaseSwapWeekendW 50-1913/12/201914/12/201915/12/201948.0045.37
SWBCW01K19 BaseSwapWeeklyW 1-1928/12/201831/12/201806/01/2019168.0063.01
SWPCW01B19 PeakSwapWeeklyW 1-1928/12/201831/12/201804/01/201960.0066.43
SWBCW02K19 BaseSwapWeeklyW 2-1904/01/201907/01/201913/01/2019168.0062.19
SWPCW02B19 PeakSwapWeeklyW 2-1904/01/201907/01/201911/01/201960.0067.06
SWBCW03K19 BaseSwapWeeklyW 3-1911/01/201914/01/201920/01/2019168.0065.70
SWPCW03B19 PeakSwapWeeklyW 3-1911/01/201914/01/201918/01/201960.0069.33
SWBCW04K19 BaseSwapWeeklyW 4-1918/01/201921/01/201927/01/2019168.0059.85
SWPCW04B19 PeakSwapWeeklyW 4-1918/01/201921/01/201925/01/201960.0067.10
SWBCW05K19 BaseSwapWeeklyW 5-1925/01/201928/01/201903/02/2019168.0052.45
SWPCW05B19 PeakSwapWeeklyW 5-1925/01/201928/01/201901/02/201960.0061.18
SWBCW06K19 BaseSwapWeeklyW 6-1901/02/201904/02/201910/02/2019168.0055.32
SWPCW06B19 PeakSwapWeeklyW 6-1901/02/201904/02/201908/02/201960.0061.53
SWBCW07K19 BaseSwapWeeklyW 7-1908/02/201911/02/201917/02/2019168.0055.46
SWPCW07B19 PeakSwapWeeklyW 7-1908/02/201911/02/201915/02/201960.0059.92
SWBCW08K19 BaseSwapWeeklyW 8-1915/02/201918/02/201924/02/2019168.0054.79
SWPCW08B19 PeakSwapWeeklyW 8-1915/02/201918/02/201922/02/201960.0057.26
SWBCW09K19 BaseSwapWeeklyW 9-1922/02/201925/02/201903/03/2019168.0051.02
SWPCW09B19 PeakSwapWeeklyW 9-1922/02/201925/02/201901/03/201960.0055.10
SWBCW10K19 BaseSwapWeeklyW 10-1901/03/201904/03/201910/03/2019168.0048.48
SWPCW10B19 PeakSwapWeeklyW 10-1901/03/201904/03/201908/03/201960.0050.52
SWBCW11K19 BaseSwapWeeklyW 11-1908/03/201911/03/201917/03/2019168.0048.89
SWPCW11B19 PeakSwapWeeklyW 11-1908/03/201911/03/201915/03/201960.0051.98
SWBCW12K19 BaseSwapWeeklyW 12-1915/03/201918/03/201924/03/2019168.0050.14
SWPCW12B19 PeakSwapWeeklyW 12-1915/03/201918/03/201922/03/201960.0052.84
SWBCW13K19 BaseSwapWeeklyW 13-1922/03/201925/03/201931/03/2019167.0048.27
SWPCW13B19 PeakSwapWeeklyW 13-1922/03/201925/03/201929/03/201960.0049.19
SWBCW14K19 BaseSwapWeeklyW 14-1929/03/201901/04/201907/04/2019168.0052.23
SWPCW14B19 PeakSwapWeeklyW 14-1929/03/201901/04/201905/04/201960.0055.18
SWBCW15K19 BaseSwapWeeklyW 15-1905/04/201908/04/201914/04/2019168.0053.74
SWPCW15B19 PeakSwapWeeklyW 15-1905/04/201908/04/201912/04/201960.0054.42
SWBCW16K19 BaseSwapWeeklyW 16-1912/04/201915/04/201921/04/2019168.0045.98
SWPCW16B19 PeakSwapWeeklyW 16-1912/04/201915/04/201919/04/201960.0048.94
SWBCW17K19 BaseSwapWeeklyW 17-1918/04/201922/04/201928/04/2019168.0047.41
SWPCW17B19 PeakSwapWeeklyW 17-1918/04/201922/04/201926/04/201960.0047.87
SWBCW18K19 BaseSwapWeeklyW 18-1926/04/201929/04/201905/05/2019168.0048.72
SWPCW18B19 PeakSwapWeeklyW 18-1926/04/201929/04/201903/05/201960.0052.50
SWBCW19K19 BaseSwapWeeklyW 19-1903/05/201906/05/201912/05/2019168.0046.16
SWPCW19B19 PeakSwapWeeklyW 19-1903/05/201906/05/201910/05/201960.0049.18
SWBCW20K19 BaseSwapWeeklyW 20-1910/05/201913/05/201919/05/2019168.0048.98
SWPCW20B19 PeakSwapWeeklyW 20-1910/05/201913/05/201917/05/201960.0051.09
SWBCW21K19 BaseSwapWeeklyW 21-1917/05/201920/05/201926/05/2019168.0050.93
SWPCW21B19 PeakSwapWeeklyW 21-1917/05/201920/05/201924/05/201960.0055.17
SWBCW22K19 BaseSwapWeeklyW 22-1924/05/201927/05/201902/06/2019168.0050.61
SWPCW22B19 PeakSwapWeeklyW 22-1924/05/201927/05/201931/05/201960.0052.25
SWBCW23K19 BaseSwapWeeklyW 23-1931/05/201903/06/201909/06/2019168.0046.17
SWPCW23B19 PeakSwapWeeklyW 23-1931/05/201903/06/201907/06/201960.0046.39
SWBCW24K19 BaseSwapWeeklyW 24-1907/06/201910/06/201916/06/2019168.0046.18
SWPCW24B19 PeakSwapWeeklyW 24-1907/06/201910/06/201914/06/201960.0047.08
SWBCW25K19 BaseSwapWeeklyW 25-1914/06/201917/06/201923/06/2019168.0046.41
SWPCW25B19 PeakSwapWeeklyW 25-1914/06/201917/06/201921/06/201960.0047.65
SWBCW26K19 BaseSwapWeeklyW 26-1921/06/201924/06/201930/06/2019168.0049.06
SWPCW26B19 PeakSwapWeeklyW 26-1921/06/201924/06/201928/06/201960.0049.47
SWBCW27K19 BaseSwapWeeklyW 27-1928/06/201901/07/201907/07/2019168.0051.23
SWPCW27B19 PeakSwapWeeklyW 27-1928/06/201901/07/201905/07/201960.0053.22
SWBCW28K19 BaseSwapWeeklyW 28-1905/07/201908/07/201914/07/2019168.0052.34
SWPCW28B19 PeakSwapWeeklyW 28-1905/07/201908/07/201912/07/201960.0055.62
SWBCW29K19 BaseSwapWeeklyW 29-1912/07/201915/07/201921/07/2019168.0051.83
SWPCW29B19 PeakSwapWeeklyW 29-1912/07/201915/07/201919/07/201960.0055.13
SWBCW30K19 BaseSwapWeeklyW 30-1919/07/201922/07/201928/07/2019168.0052.08
SWPCW30B19 PeakSwapWeeklyW 30-1919/07/201922/07/201926/07/201960.0056.06
SWBCW31K19 BaseSwapWeeklyW 31-1926/07/201929/07/201904/08/2019168.0047.71
SWPCW31B19 PeakSwapWeeklyW 31-1926/07/201929/07/201902/08/201960.0050.91
SWBCW32K19 BaseSwapWeeklyW 32-1902/08/201905/08/201911/08/2019168.0047.17
SWPCW32B19 PeakSwapWeeklyW 32-1902/08/201905/08/201909/08/201960.0049.16
SWBCW33K19 BaseSwapWeeklyW 33-1909/08/201912/08/201918/08/2019168.0042.61
SWPCW33B19 PeakSwapWeeklyW 33-1909/08/201912/08/201916/08/201960.0044.81
SWBCW34K19 BaseSwapWeeklyW 34-1916/08/201919/08/201925/08/2019168.0040.92
SWPCW34B19 PeakSwapWeeklyW 34-1916/08/201919/08/201923/08/201960.0044.07
SWBCW35K19 BaseSwapWeeklyW 35-1923/08/201926/08/201901/09/2019168.0046.76
SWPCW35B19 PeakSwapWeeklyW 35-1923/08/201926/08/201930/08/201960.0049.61
SWBCW36K19 BaseSwapWeeklyW 36-1930/08/201902/09/201908/09/2019168.0038.13
SWPCW36B19 PeakSwapWeeklyW 36-1930/08/201902/09/201906/09/201960.0042.74
SWBCW37K19 BaseSwapWeeklyW 37-1906/09/201909/09/201915/09/2019168.0037.84
SWPCW37B19 PeakSwapWeeklyW 37-1906/09/201909/09/201913/09/201960.0039.61
SWBCW38K19 BaseSwapWeeklyW 38-1913/09/201916/09/201922/09/2019168.0046.48
SWPCW38B19 PeakSwapWeeklyW 38-1913/09/201916/09/201920/09/201960.0050.27
SWBCW39K19 BaseSwapWeeklyW 39-1920/09/201923/09/201929/09/2019168.0045.37
SWPCW39B19 PeakSwapWeeklyW 39-1920/09/201923/09/201927/09/201960.0047.13
SWBCW40K19 BaseSwapWeeklyW 40-1927/09/201930/09/201906/10/2019168.0047.92
SWPCW40B19 PeakSwapWeeklyW 40-1927/09/201930/09/201904/10/201960.0048.79
SWBCW41K19 BaseSwapWeeklyW 41-1904/10/201907/10/201913/10/2019168.0046.47
SWPCW41B19 PeakSwapWeeklyW 41-1904/10/201907/10/201911/10/201960.0050.45
SWBCW42K19 BaseSwapWeeklyW 42-1911/10/201914/10/201920/10/2019168.0043.74
SWPCW42B19 PeakSwapWeeklyW 42-1911/10/201914/10/201918/10/201960.0047.64
SWBCW43K19 BaseSwapWeeklyW 43-1918/10/201921/10/201927/10/2019169.0047.94
SWPCW43B19 PeakSwapWeeklyW 43-1918/10/201921/10/201925/10/201960.0050.26
SWBCW44K19 BaseSwapWeeklyW 44-1925/10/201928/10/201903/11/2019168.0041.30
SWPCW44B19 PeakSwapWeeklyW 44-1925/10/201928/10/201901/11/201960.0051.04
SWBCW45K19 BaseSwapWeeklyW 45-1901/11/201904/11/201910/11/2019168.0036.26
SWPCW45B19 PeakSwapWeeklyW 45-1901/11/201904/11/201908/11/201960.0038.83
SWBCW46K19 BaseSwapWeeklyW 46-1908/11/201911/11/201917/11/2019168.0046.26
SWPCW46B19 PeakSwapWeeklyW 46-1908/11/201911/11/201915/11/201960.0049.91
SWBCW47K19 BaseSwapWeeklyW 47-1915/11/201918/11/201924/11/2019168.0048.87
SWPCW47B19 PeakSwapWeeklyW 47-1915/11/201918/11/201922/11/201960.0057.55
SWBCW48K19 BaseSwapWeeklyW 48-1922/11/201925/11/201901/12/2019168.0043.00
SWPCW48B19 PeakSwapWeeklyW 48-1922/11/201925/11/201929/11/201960.0045.77
SWBCW49K19 BaseSwapWeeklyW 49-1929/11/201902/12/201908/12/2019168.0048.40
SWPCW49B19 PeakSwapWeeklyW 49-1929/11/201902/12/201906/12/201960.0051.52
SWBCW50K19 BaseSwapWeeklyW 50-1906/12/201909/12/201915/12/2019168.0048.29
SWBCW51K19 BaseSwapWeeklyW 51-1913/12/201916/12/201922/12/2019168.0048.44
SWBCMJAN19 BaseSwapMonthlyJan-1931/12/201801/01/201931/01/2019744.0061.99
SWPCMJAN19 PeakSwapMonthlyJan-1931/12/201801/01/201931/01/2019276.0066.67
SWBCMFEB19 BaseSwapMonthlyFeb-1931/01/201901/02/201928/02/2019672.0054.01
SWPCMFEB19 PeakSwapMonthlyFeb-1931/01/201901/02/201928/02/2019240.0058.52
SWBCMMAR19 BaseSwapMonthlyMar-1928/02/201901/03/201931/03/2019743.0048.82
SWPCMMAR19 PeakSwapMonthlyMar-1928/02/201901/03/201931/03/2019252.0051.33
SWBCMAPR19 BaseSwapMonthlyApr-1929/03/201901/04/201930/04/2019720.0050.41
SWPCMAPR19 PeakSwapMonthlyApr-1929/03/201901/04/201930/04/2019264.0052.23
SWBCMMAY19 BaseSwapMonthlyMay-1930/04/201901/05/201931/05/2019744.0048.39
SWPCMMAY19 PeakSwapMonthlyMay-1930/04/201901/05/201931/05/2019276.0051.47
SWBCMJUN19 BaseSwapMonthlyJun-1931/05/201901/06/201930/06/2019720.0047.19
SWPCMJUN19 PeakSwapMonthlyJun-1931/05/201901/06/201930/06/2019240.0047.65
SWBCMJUL19 BaseSwapMonthlyJul-1928/06/201901/07/201931/07/2019744.0051.46
SWPCMJUL19 PeakSwapMonthlyJul-1928/06/201901/07/201931/07/2019276.0054.52
SWBCMAUG19 BaseSwapMonthlyAug-1931/07/201901/08/201931/08/2019744.0044.96
SWPCMAUG19 PeakSwapMonthlyAug-1931/07/201901/08/201931/08/2019264.0047.24
SWBCMSEP19 BaseSwapMonthlySep-1930/08/201901/09/201930/09/2019720.0042.11
SWPCMSEP19 PeakSwapMonthlySep-1930/08/201901/09/201930/09/2019252.0045.19
SWBCMOCT19 BaseSwapMonthlyOct-1930/09/201901/10/201931/10/2019745.0047.17
SWPCMOCT19 PeakSwapMonthlyOct-1930/09/201901/10/201931/10/2019276.0050.32
SWBCMNOV19 BaseSwapMonthlyNov-1931/10/201901/11/201930/11/2019720.0042.04
SWPCMNOV19 PeakSwapMonthlyNov-1931/10/201901/11/201930/11/2019252.0044.75
SWBCMDEC19 BaseSwapMonthlyDec-1929/11/201901/12/201931/12/2019744.0048.30
SWPCMDEC19 PeakSwapMonthlyDec-1929/11/201901/12/201931/12/2019264.0051.41
SWBCMJAN20 BaseSwapMonthlyJan-2031/12/201901/01/202031/01/2020744.0050.81
SWPCMJAN20 PeakSwapMonthlyJan-2031/12/201901/01/202031/01/2020276.0054.08
SWBCMFEB20 BaseSwapMonthlyFeb-2031/01/202001/02/202029/02/2020696.0052.23
SWPCMFEB20 PeakSwapMonthlyFeb-2031/01/202001/02/202029/02/2020240.0055.59
SWBCMMAR20 BaseSwapMonthlyMar-2028/02/202001/03/202031/03/2020743.0047.40
SWPCMMAR20 PeakSwapMonthlyMar-2028/02/202001/03/202031/03/2020264.0050.45
SWBCMAPR20 BaseSwapMonthlyApr-2031/03/202001/04/202030/04/2020720.0049.37
SWPCMAPR20 PeakSwapMonthlyApr-2031/03/202001/04/202030/04/2020264.0052.55
SWBCMMAY20 BaseSwapMonthlyMay-2030/04/202001/05/202031/05/2020744.0047.65
SWPCMMAY20 PeakSwapMonthlyMay-2030/04/202001/05/202031/05/2020252.0050.72
SWBCQ119 BaseSwapQuaterlyQ1-1931/12/201801/01/201931/03/20192,159.0061.50
SWPCQ119 PeakSwapQuaterlyQ1-1931/12/201801/01/201931/03/2019768.0066.85
SWBCQ219 BaseSwapQuaterlyQ2-1929/03/201901/04/201930/06/20192,184.0049.60
SWPCQ219 PeakSwapQuaterlyQ2-1929/03/201901/04/201930/06/2019780.0053.91
SWBCQ319 BaseSwapQuaterlyQ3-1928/06/201901/07/201930/09/20192,208.0050.69
SWPCQ319 PeakSwapQuaterlyQ3-1928/06/201901/07/201930/09/2019792.0054.21
SWBCQ419 BaseSwapQuaterlyQ4-1930/09/201901/10/201931/12/20192,209.0055.60
SWPCQ419 PeakSwapQuaterlyQ4-1930/09/201901/10/201931/12/2019792.0057.87
SWBCQ120 BaseSwapQuaterlyQ1-2031/12/201901/01/202031/03/20202,183.0050.10
SWPCQ120 PeakSwapQuaterlyQ1-2031/12/201901/01/202031/03/2020780.0053.33
SWBCQ220 BaseSwapQuaterlyQ2-2031/03/202001/04/202030/06/20202,184.0047.85
SWPCQ220 PeakSwapQuaterlyQ2-2031/03/202001/04/202030/06/2020780.0050.93
SWBCQ320 BaseSwapQuaterlyQ3-2030/06/202001/07/202030/09/20202,208.0052.07
SWPCQ320 PeakSwapQuaterlyQ3-2030/06/202001/07/202030/09/2020792.0055.42
SWBCQ420 BaseSwapQuaterlyQ4-2030/09/202001/10/202031/12/20202,209.0055.92
SWPCQ420 PeakSwapQuaterlyQ4-2030/09/202001/10/202031/12/2020792.0059.52
SWBCQ121 BaseSwapQuaterlyQ1-2131/12/202001/01/202131/03/20212,159.0045.67
SWBCQ221 BaseSwapQuaterlyQ2-2131/03/202101/04/202130/06/20212,184.0045.11
SWBCQ321 BaseSwapQuaterlyQ3-2130/06/202101/07/202130/09/20212,208.0054.99
SWBCQ421 BaseSwapQuaterlyQ4-2130/09/202101/10/202131/12/20212,209.0056.66
SWBCCAL19 BaseSwapYearly201931/12/201801/01/201931/12/20198,760.0061.75
SWBCCAL20 BaseSwapYearly202031/12/201901/01/202031/12/20208,784.0051.50
SWPCCAL20 PeakSwapYearly202031/12/201901/01/202031/12/20203,144.0054.82
SWBCCAL21 BaseSwapYearly202131/12/202001/01/202131/12/20218,760.0050.65
SWBCCAL22 BaseSwapYearly202231/12/202101/01/202231/12/20228,760.0047.90
SWBCCAL23 BaseSwapYearly202330/12/202201/01/202331/12/20238,760.0046.58
SWBCCAL24 BaseSwapYearly202429/12/202301/01/202431/12/20248,784.0045.86
SWBCCAL25 BaseSwapYearly202531/12/202401/01/202531/12/20258,760.0045.90
SWBCCAL26 BaseSwapYearly202631/12/202501/01/202631/12/20268,760.0045.97