MONDAY, 2 OCTOBER, 2023
CodeTypeClassPeriodMaturityEnd TradeBegin Matur.End Matur.MultiplierPrice
SWBCW01E23 BaseSwapWeekendW 1-2306/01/202307/01/202308/01/202348.0017.03
SWBCW02E23 BaseSwapWeekendW 2-2313/01/202314/01/202315/01/202348.0037.53
SWBCW03E23 BaseSwapWeekendW 3-2320/01/202321/01/202322/01/202348.0048.30
SWBCW04E23 BaseSwapWeekendW 4-2327/01/202328/01/202329/01/202348.0054.91
SWBCW05E23 BaseSwapWeekendW 5-2303/02/202304/02/202305/02/202348.00102.49
SWBCW06E23 BaseSwapWeekendW 6-2310/02/202311/02/202312/02/202348.00134.76
SWBCW07E23 BaseSwapWeekendW 7-2317/02/202318/02/202319/02/202348.00126.32
SWBCW08E23 BaseSwapWeekendW 8-2324/02/202325/02/202326/02/202348.00112.07
SWBCW09E23 BaseSwapWeekendW 9-2303/03/202304/03/202305/03/202348.00141.25
SWBCW10E23 BaseSwapWeekendW 10-2310/03/202311/03/202312/03/202348.0055.33
SWBCW11E23 BaseSwapWeekendW 11-2317/03/202318/03/202319/03/202348.0098.74
SWBCW12E23 BaseSwapWeekendW 12-2324/03/202325/03/202326/03/202347.0033.87
SWBCW13E23 BaseSwapWeekendW 13-2331/03/202301/04/202302/04/202348.0024.87
SWBCW14E23 BaseSwapWeekendW 14-2306/04/202308/04/202309/04/202348.0081.09
SWBCW15E23 BaseSwapWeekendW 15-2314/04/202315/04/202316/04/202348.0023.59
SWBCW16E23 BaseSwapWeekendW 16-2321/04/202322/04/202323/04/202348.0064.36
SWBCW17E23 BaseSwapWeekendW 17-2328/04/202329/04/202330/04/202348.0074.23
SWBCW18E23 BaseSwapWeekendW 18-2305/05/202306/05/202307/05/202348.0077.48
SWBCW19E23 BaseSwapWeekendW 19-2312/05/202313/05/202314/05/202348.0045.35
SWBCW20E23 BaseSwapWeekendW 20-2319/05/202320/05/202321/05/202348.0038.39
SWBCW21E23 BaseSwapWeekendW 21-2326/05/202327/05/202328/05/202348.0085.68
SWBCW22E23 BaseSwapWeekendW 22-2302/06/202303/06/202304/06/202348.0073.30
SWBCW23E23 BaseSwapWeekendW 23-2309/06/202310/06/202311/06/202348.0074.04
SWBCW24E23 BaseSwapWeekendW 24-2316/06/202317/06/202318/06/202348.0091.94
SWBCW25E23 BaseSwapWeekendW 25-2323/06/202324/06/202325/06/202348.0077.31
SWBCW26E23 BaseSwapWeekendW 26-2330/06/202301/07/202302/07/202348.0054.31
SWBCW27E23 BaseSwapWeekendW 27-2307/07/202308/07/202309/07/202348.0089.56
SWBCW28E23 BaseSwapWeekendW 28-2314/07/202315/07/202316/07/202348.0061.34
SWBCW29E23 BaseSwapWeekendW 29-2321/07/202322/07/202323/07/202348.0076.72
SWBCW30E23 BaseSwapWeekendW 30-2328/07/202329/07/202330/07/202348.0074.17
SWBCW31E23 BaseSwapWeekendW 31-2304/08/202305/08/202306/08/202348.0048.55
SWBCW32E23 BaseSwapWeekendW 32-2311/08/202312/08/202313/08/202348.0085.51
SWBCW33E23 BaseSwapWeekendW 33-2318/08/202319/08/202320/08/202348.00111.51
SWBCW34E23 BaseSwapWeekendW 34-2325/08/202326/08/202327/08/202348.0077.09
SWBCW35E23 BaseSwapWeekendW 35-2301/09/202302/09/202303/09/202348.0082.84
SWBCW36E23 BaseSwapWeekendW 36-2308/09/202309/09/202310/09/202348.00101.39
SWBCW37E23 BaseSwapWeekendW 37-2315/09/202316/09/202317/09/202348.0081.34
SWBCW38E23 BaseSwapWeekendW 38-2322/09/202323/09/202324/09/202348.0096.52
SWBCW39E23 BaseSwapWeekendW 39-2329/09/202330/09/202301/10/202348.00100.44
SWBCW40E23 BaseSwapWeekendW 40-2306/10/202307/10/202308/10/202348.0092.54
SWBCW41E23 BaseSwapWeekendW 41-2313/10/202314/10/202315/10/202348.0085.23
SWBCW42E23 BaseSwapWeekendW 42-2320/10/202321/10/202322/10/202348.0085.21
SWBCW43E23 BaseSwapWeekendW 43-2327/10/202328/10/202329/10/202349.0086.32
SWBCW01K23 BaseSwapWeeklyW 1-2330/12/202202/01/202308/01/2023168.0087.71
SWPCW01B23 PeakSwapWeeklyW 1-2330/12/202202/01/202306/01/202360.00126.79
SWBCW02K23 BaseSwapWeeklyW 2-2306/01/202309/01/202315/01/2023168.0076.46
SWPCW02B23 PeakSwapWeeklyW 2-2306/01/202309/01/202313/01/202360.00109.07
SWBCW03K23 BaseSwapWeeklyW 3-2313/01/202316/01/202322/01/2023168.0037.46
SWPCW03B23 PeakSwapWeeklyW 3-2313/01/202316/01/202320/01/202360.0036.00
SWBCW04K23 BaseSwapWeeklyW 4-2320/01/202323/01/202329/01/2023168.0067.93
SWPCW04B23 PeakSwapWeeklyW 4-2320/01/202323/01/202327/01/202360.0074.36
SWBCW05K23 BaseSwapWeeklyW 5-2327/01/202330/01/202305/02/2023168.00124.72
SWPCW05B23 PeakSwapWeeklyW 5-2327/01/202330/01/202303/02/202360.00137.40
SWBCW06K23 BaseSwapWeeklyW 6-2303/02/202306/02/202312/02/2023168.00138.13
SWPCW06B23 PeakSwapWeeklyW 6-2303/02/202306/02/202310/02/202360.00143.49
SWBCW07K23 BaseSwapWeeklyW 7-2310/02/202313/02/202319/02/2023168.00138.11
SWPCW07B23 PeakSwapWeeklyW 7-2310/02/202313/02/202317/02/202360.00144.57
SWBCW08K23 BaseSwapWeeklyW 8-2317/02/202320/02/202326/02/2023168.00134.69
SWPCW08B23 PeakSwapWeeklyW 8-2317/02/202320/02/202324/02/202360.00145.50
SWBCW09K23 BaseSwapWeeklyW 9-2324/02/202327/02/202305/03/2023168.00137.61
SWPCW09B23 PeakSwapWeeklyW 9-2324/02/202327/02/202303/03/202360.00130.00
SWBCW10K23 BaseSwapWeeklyW 10-2303/03/202306/03/202312/03/2023168.0084.95
SWPCW10B23 PeakSwapWeeklyW 10-2303/03/202306/03/202310/03/202360.0091.74
SWBCW11K23 BaseSwapWeeklyW 11-2310/03/202313/03/202319/03/2023168.0083.80
SWPCW11B23 PeakSwapWeeklyW 11-2310/03/202313/03/202317/03/202360.0066.11
SWBCW12K23 BaseSwapWeeklyW 12-2317/03/202320/03/202326/03/2023167.0079.25
SWPCW12B23 PeakSwapWeeklyW 12-2317/03/202320/03/202324/03/202360.0087.51
SWBCW13K23 BaseSwapWeeklyW 13-2324/03/202327/03/202302/04/2023168.0054.40
SWPCW13B23 PeakSwapWeeklyW 13-2324/03/202327/03/202331/03/202360.0050.87
SWBCW14K23 BaseSwapWeeklyW 14-2331/03/202303/04/202309/04/2023168.0079.59
SWPCW14B23 PeakSwapWeeklyW 14-2331/03/202303/04/202307/04/202360.0050.10
SWBCW15K23 BaseSwapWeeklyW 15-2306/04/202310/04/202316/04/2023168.0047.68
SWPCW15B23 PeakSwapWeeklyW 15-2306/04/202310/04/202314/04/202360.0033.23
SWBCW16K23 BaseSwapWeeklyW 16-2314/04/202317/04/202323/04/2023168.0087.75
SWPCW16B23 PeakSwapWeeklyW 16-2314/04/202317/04/202321/04/202360.0080.52
SWBCW17K23 BaseSwapWeeklyW 17-2321/04/202324/04/202330/04/2023168.0093.88
SWPCW17B23 PeakSwapWeeklyW 17-2321/04/202324/04/202328/04/202360.0087.58
SWBCW18K23 BaseSwapWeeklyW 18-2328/04/202301/05/202307/05/2023168.0085.75
SWPCW18B23 PeakSwapWeeklyW 18-2328/04/202301/05/202305/05/202360.0072.23
SWBCW19K23 BaseSwapWeeklyW 19-2305/05/202308/05/202314/05/2023168.0073.76
SWPCW19B23 PeakSwapWeeklyW 19-2305/05/202308/05/202312/05/202360.0070.02
SWBCW20K23 BaseSwapWeeklyW 20-2312/05/202315/05/202321/05/2023168.0048.07
SWPCW20B23 PeakSwapWeeklyW 20-2312/05/202315/05/202319/05/202360.0030.93
SWBCW21K23 BaseSwapWeeklyW 21-2319/05/202322/05/202328/05/2023168.0081.52
SWPCW21B23 PeakSwapWeeklyW 21-2319/05/202322/05/202326/05/202360.0070.48
SWBCW22K23 BaseSwapWeeklyW 22-2326/05/202329/05/202304/06/2023168.0085.07
SWPCW22B23 PeakSwapWeeklyW 22-2326/05/202329/05/202302/06/202360.0082.97
SWBCW23K23 BaseSwapWeeklyW 23-2302/06/202305/06/202311/06/2023168.0081.71
SWPCW23B23 PeakSwapWeeklyW 23-2302/06/202305/06/202309/06/202360.0079.99
SWBCW24K23 BaseSwapWeeklyW 24-2309/06/202312/06/202318/06/2023168.0097.00
SWPCW24B23 PeakSwapWeeklyW 24-2309/06/202312/06/202316/06/202360.0090.06
SWBCW25K23 BaseSwapWeeklyW 25-2316/06/202319/06/202325/06/2023168.00103.28
SWPCW25B23 PeakSwapWeeklyW 25-2316/06/202319/06/202323/06/202360.00104.76
SWBCW26K23 BaseSwapWeeklyW 26-2323/06/202326/06/202302/07/2023168.0086.67
SWPCW26B23 PeakSwapWeeklyW 26-2323/06/202326/06/202330/06/202360.0094.08
SWBCW27K23 BaseSwapWeeklyW 27-2330/06/202303/07/202309/07/2023168.00104.34
SWPCW27B23 PeakSwapWeeklyW 27-2330/06/202303/07/202307/07/202360.0098.14
SWBCW28K23 BaseSwapWeeklyW 28-2307/07/202310/07/202316/07/2023168.0089.89
SWPCW28B23 PeakSwapWeeklyW 28-2307/07/202310/07/202314/07/202360.0092.58
SWBCW29K23 BaseSwapWeeklyW 29-2314/07/202317/07/202323/07/2023168.0088.47
SWPCW29B23 PeakSwapWeeklyW 29-2314/07/202317/07/202321/07/202360.0087.62
SWBCW30K23 BaseSwapWeeklyW 30-2321/07/202324/07/202330/07/2023168.0089.73
SWPCW30B23 PeakSwapWeeklyW 30-2321/07/202324/07/202328/07/202360.0087.18
SWBCW31K23 BaseSwapWeeklyW 31-2328/07/202331/07/202306/08/2023168.0068.62
SWPCW31B23 PeakSwapWeeklyW 31-2328/07/202331/07/202304/08/202360.0062.16
SWBCW32K23 BaseSwapWeeklyW 32-2304/08/202307/08/202313/08/2023168.0094.21
SWPCW32B23 PeakSwapWeeklyW 32-2304/08/202307/08/202311/08/202360.0088.75
SWBCW33K23 BaseSwapWeeklyW 33-2311/08/202314/08/202320/08/2023168.00106.24
SWPCW33B23 PeakSwapWeeklyW 33-2311/08/202314/08/202318/08/202360.0092.16
SWBCW34K23 BaseSwapWeeklyW 34-2318/08/202321/08/202327/08/2023168.00110.23
SWPCW34B23 PeakSwapWeeklyW 34-2318/08/202321/08/202325/08/202360.00116.11
SWBCW35K23 BaseSwapWeeklyW 35-2325/08/202328/08/202303/09/2023168.0097.52
SWPCW35B23 PeakSwapWeeklyW 35-2325/08/202328/08/202301/09/202360.0094.19
SWBCW36K23 BaseSwapWeeklyW 36-2301/09/202304/09/202310/09/2023168.00101.63
SWPCW36B23 PeakSwapWeeklyW 36-2301/09/202304/09/202308/09/202360.0094.80
SWBCW37K23 BaseSwapWeeklyW 37-2308/09/202311/09/202317/09/2023168.00103.81
SWPCW37B23 PeakSwapWeeklyW 37-2308/09/202311/09/202315/09/202360.00109.15
SWBCW38K23 BaseSwapWeeklyW 38-2315/09/202318/09/202324/09/2023168.0099.43
SWPCW38B23 PeakSwapWeeklyW 38-2315/09/202318/09/202322/09/202360.0093.90
SWBCW39K23 BaseSwapWeeklyW 39-2322/09/202325/09/202301/10/2023168.00112.95
SWPCW39B23 PeakSwapWeeklyW 39-2322/09/202325/09/202329/09/202360.00107.47
SWBCW40K23 BaseSwapWeeklyW 40-2329/09/202302/10/202308/10/2023168.00103.76
SWPCW40B23 PeakSwapWeeklyW 40-2329/09/202302/10/202306/10/202360.00103.31
SWBCW41K23 BaseSwapWeeklyW 41-2306/10/202309/10/202315/10/2023168.00100.04
SWPCW41B23 PeakSwapWeeklyW 41-2306/10/202309/10/202313/10/202360.0099.60
SWBCW42K23 BaseSwapWeeklyW 42-2313/10/202316/10/202322/10/2023168.00100.02
SWPCW42B23 PeakSwapWeeklyW 42-2313/10/202316/10/202320/10/202360.0099.58
SWBCW43K23 BaseSwapWeeklyW 43-2320/10/202323/10/202329/10/2023169.00101.33
SWBCW44K23 BaseSwapWeeklyW 44-2327/10/202330/10/202305/11/2023168.00102.59
SWBCMJAN23 BaseSwapMonthlyJan-2330/12/202201/01/202331/01/2023744.0069.55
SWPCMJAN23 PeakSwapMonthlyJan-2330/12/202201/01/202331/01/2023264.0090.96
SWBCMFEB23 BaseSwapMonthlyFeb-2331/01/202301/02/202328/02/2023672.00133.47
SWPCMFEB23 PeakSwapMonthlyFeb-2331/01/202301/02/202328/02/2023240.00141.34
SWBCMMAR23 BaseSwapMonthlyMar-2328/02/202301/03/202331/03/2023743.0089.70
SWPCMMAR23 PeakSwapMonthlyMar-2328/02/202301/03/202331/03/2023276.0082.13
SWBCMAPR23 BaseSwapMonthlyApr-2331/03/202301/04/202330/04/2023720.0073.73
SWPCMAPR23 PeakSwapMonthlyApr-2331/03/202301/04/202330/04/2023240.0062.86
SWBCMMAY23 BaseSwapMonthlyMay-2328/04/202301/05/202331/05/2023744.0074.21
SWPCMMAY23 PeakSwapMonthlyMay-2328/04/202301/05/202331/05/2023276.0063.91
SWBCMJUN23 BaseSwapMonthlyJun-2331/05/202301/06/202330/06/2023720.0093.02
SWPCMJUN23 PeakSwapMonthlyJun-2331/05/202301/06/202330/06/2023264.0091.26
SWBCMJUL23 BaseSwapMonthlyJul-2330/06/202301/07/202331/07/2023744.0090.47
SWPCMJUL23 PeakSwapMonthlyJul-2330/06/202301/07/202331/07/2023252.0090.88
SWBCMAUG23 BaseSwapMonthlyAug-2331/07/202301/08/202331/08/2023744.0096.05
SWPCMAUG23 PeakSwapMonthlyAug-2331/07/202301/08/202331/08/2023276.0090.88
SWBCMSEP23 BaseSwapMonthlySep-2331/08/202301/09/202330/09/2023720.00103.34
SWPCMSEP23 PeakSwapMonthlySep-2331/08/202301/09/202330/09/2023252.00101.06
SWBCMOCT23 BaseSwapMonthlyOct-2329/09/202301/10/202331/10/2023745.00101.51
SWPCMOCT23 PeakSwapMonthlyOct-2329/09/202301/10/202331/10/2023264.00101.07
SWBCMNOV23 BaseSwapMonthlyNov-2331/10/202301/11/202330/11/2023720.00103.50
SWPCMNOV23 PeakSwapMonthlyNov-2331/10/202301/11/202330/11/2023264.00103.05
SWBCMDEC23 BaseSwapMonthlyDec-2330/11/202301/12/202331/12/2023744.00109.75
SWPCMDEC23 PeakSwapMonthlyDec-2330/11/202301/12/202331/12/2023252.00109.27
SWBCMJAN24 BaseSwapMonthlyJan-2429/12/202301/01/202431/01/2024744.00120.00
SWPCMJAN24 PeakSwapMonthlyJan-2429/12/202301/01/202431/01/2024276.00119.48
SWBCMFEB24 BaseSwapMonthlyFeb-2431/01/202401/02/202429/02/2024696.00119.75
SWPCMFEB24 PeakSwapMonthlyFeb-2431/01/202401/02/202429/02/2024252.00119.23
SWBCMMAR24 BaseSwapMonthlyMar-2429/02/202401/03/202431/03/2024743.0094.25
SWPCMMAR24 PeakSwapMonthlyMar-2429/02/202401/03/202431/03/2024252.0093.84
SWBCMAPR24 BaseSwapMonthlyApr-2429/03/202401/04/202430/04/2024720.0085.39
SWPCMAPR24 PeakSwapMonthlyApr-2429/03/202401/04/202430/04/2024264.0085.02
SWBCMMAY24 BaseSwapMonthlyMay-2430/04/202401/05/202431/05/2024744.0093.33
SWBCMJUN24 BaseSwapMonthlyJun-2431/05/202401/06/202430/06/2024720.00102.27
SWBCMJUL24 BaseSwapMonthlyJul-2428/06/202401/07/202431/07/2024744.00109.63
SWBCMAUG24 BaseSwapMonthlyAug-2431/07/202401/08/202431/08/2024744.00112.70
SWBCMSEP24 BaseSwapMonthlySep-2430/08/202401/09/202430/09/2024720.00121.17
SWBCMOCT24 BaseSwapMonthlyOct-2430/09/202401/10/202431/10/2024745.00114.87
SWBCMSEP25 BaseSwapMonthlySep-2529/08/202501/09/202530/09/2025720.0083.87
SWBCQ123 BaseSwapQuaterlyQ1-2330/12/202201/01/202331/03/20232,159.00144.86
SWPCQ123 PeakSwapQuaterlyQ1-2330/12/202201/01/202331/03/2023780.00147.35
SWBCQ223 BaseSwapQuaterlyQ2-2331/03/202301/04/202330/06/20232,184.00103.14
SWPCQ223 PeakSwapQuaterlyQ2-2331/03/202301/04/202330/06/2023780.00104.84
SWBCQ323 BaseSwapQuaterlyQ3-2330/06/202301/07/202330/09/20232,208.00100.65
SWPCQ323 PeakSwapQuaterlyQ3-2330/06/202301/07/202330/09/2023780.00102.05
SWBCQ423 BaseSwapQuaterlyQ4-2329/09/202301/10/202331/12/20232,209.00109.67
SWPCQ423 PeakSwapQuaterlyQ4-2329/09/202301/10/202331/12/2023780.00109.25
SWBCQ124 BaseSwapQuaterlyQ1-2429/12/202301/01/202431/03/20242,183.00111.16
SWPCQ124 PeakSwapQuaterlyQ1-2429/12/202301/01/202431/03/2024780.00110.68
SWBCQ224 BaseSwapQuaterlyQ2-2429/03/202401/04/202430/06/20242,184.0093.66
SWPCQ224 PeakSwapQuaterlyQ2-2429/03/202401/04/202430/06/2024780.0093.25
SWBCQ324 BaseSwapQuaterlyQ3-2428/06/202401/07/202430/09/20242,208.00114.43
SWPCQ324 PeakSwapQuaterlyQ3-2428/06/202401/07/202430/09/2024792.00113.93
SWBCQ424 BaseSwapQuaterlyQ4-2430/09/202401/10/202431/12/20242,209.00118.59
SWPCQ424 PeakSwapQuaterlyQ4-2430/09/202401/10/202431/12/2024792.00118.08
SWBCQ125 BaseSwapQuaterlyQ1-2531/12/202401/01/202531/03/20252,159.00104.56
SWPCQ125 PeakSwapQuaterlyQ1-2531/12/202401/01/202531/03/2025768.00104.11
SWBCQ225 BaseSwapQuaterlyQ2-2531/03/202501/04/202530/06/20252,184.0074.11
SWPCQ225 PeakSwapQuaterlyQ2-2531/03/202501/04/202530/06/2025780.0073.79
SWBCQ325 BaseSwapQuaterlyQ3-2530/06/202501/07/202530/09/20252,208.0083.87
SWPCQ325 PeakSwapQuaterlyQ3-2530/06/202501/07/202530/09/2025792.0083.50
SWBCQ425 BaseSwapQuaterlyQ4-2530/09/202501/10/202531/12/20252,209.0087.69
SWPCQ425 PeakSwapQuaterlyQ4-2530/09/202501/10/202531/12/2025792.0087.31
SWBCCAL23 BaseSwapYearly202330/12/202201/01/202331/12/20238,760.00172.84
SWPCCAL23 PeakSwapYearly202330/12/202201/01/202331/12/20233,120.00175.81
SWBCCAL24 BaseSwapYearly202429/12/202301/01/202431/12/20248,784.00109.50
SWPCCAL24 PeakSwapYearly202429/12/202301/01/202431/12/20243,144.00109.02
SWBCCAL25 BaseSwapYearly202531/12/202401/01/202531/12/20258,760.0087.50
SWBCCAL26 BaseSwapYearly202631/12/202501/01/202631/12/20268,760.0069.00
SWBCCAL27 BaseSwapYearly202731/12/202601/01/202731/12/20278,760.0057.50
SWBCCAL28 BaseSwapYearly202831/12/202701/01/202831/12/20288,784.0050.70
SWBCCAL29 BaseSwapYearly202929/12/202801/01/202931/12/20298,760.0045.65
SWBCCAL30 BaseSwapYearly203031/12/202901/01/203031/12/20308,760.0044.80
SWBCCAL31 BaseSwapYearly203131/12/203001/01/203131/12/20318,760.0043.65
SWBCCAL32 BaseSwapYearly203231/12/203101/01/203231/12/20328,784.0042.65
SWBCCAL33 BaseSwapYearly203331/12/203201/01/203331/12/20338,760.0042.55