THURSDAY, 30 JUNE, 2022
CodeTypeClassPeriodMaturityEnd TradeBegin Matur.End Matur.MultiplierPrice
SWBCW01E22 BaseSwapWeekendW 1-2207/01/202208/01/202209/01/202248.00161.35
SWBCW02E22 BaseSwapWeekendW 2-2214/01/202215/01/202216/01/202248.00215.96
SWBCW03E22 BaseSwapWeekendW 3-2221/01/202222/01/202223/01/202248.00195.88
SWBCW04E22 BaseSwapWeekendW 4-2228/01/202229/01/202230/01/202248.00226.93
SWBCW05E22 BaseSwapWeekendW 5-2204/02/202205/02/202206/02/202248.00194.42
SWBCW06E22 BaseSwapWeekendW 6-2211/02/202212/02/202213/02/202248.00181.49
SWBCW07E22 BaseSwapWeekendW 7-2218/02/202219/02/202220/02/202248.00150.20
SWBCW08E22 BaseSwapWeekendW 8-2225/02/202226/02/202227/02/202248.00258.97
SWBCW09E22 BaseSwapWeekendW 9-2204/03/202205/03/202206/03/202248.00372.79
SWBCW10E22 BaseSwapWeekendW 10-2211/03/202212/03/202213/03/202248.00246.97
SWBCW11E22 BaseSwapWeekendW 11-2218/03/202219/03/202220/03/202248.00214.51
SWBCW12E22 BaseSwapWeekendW 12-2225/03/202226/03/202227/03/202247.00228.63
SWBCW13E22 BaseSwapWeekendW 13-2201/04/202202/04/202203/04/202248.00226.69
SWBCW14E22 BaseSwapWeekendW 14-2208/04/202209/04/202210/04/202248.00200.46
SWBCW15E22 BaseSwapWeekendW 15-2214/04/202216/04/202217/04/202248.00132.60
SWBCW16E22 BaseSwapWeekendW 16-2222/04/202223/04/202224/04/202248.00116.60
SWBCW17E22 BaseSwapWeekendW 17-2229/04/202230/04/202201/05/202248.00182.15
SWBCW18E22 BaseSwapWeekendW 18-2206/05/202207/05/202208/05/202248.00178.63
SWBCW19E22 BaseSwapWeekendW 19-2213/05/202214/05/202215/05/202248.00159.39
SWBCW20E22 BaseSwapWeekendW 20-2220/05/202221/05/202222/05/202248.00174.63
SWBCW21E22 BaseSwapWeekendW 21-2227/05/202228/05/202229/05/202248.00162.05
SWBCW22E22 BaseSwapWeekendW 22-2203/06/202204/06/202205/06/202248.00198.76
SWBCW23E22 BaseSwapWeekendW 23-2210/06/202211/06/202212/06/202248.00178.78
SWBCW24E22 BaseSwapWeekendW 24-2217/06/202218/06/202219/06/202248.00134.57
SWBCW25E22 BaseSwapWeekendW 25-2224/06/202225/06/202226/06/202248.00123.32
SWBCW26E22 BaseSwapWeekendW 26-2201/07/202202/07/202203/07/202248.00150.56
SWBCW27E22 BaseSwapWeekendW 27-2208/07/202209/07/202210/07/202248.00131.22
SWBCW28E22 BaseSwapWeekendW 28-2215/07/202216/07/202217/07/202248.00130.71
SWBCW29E22 BaseSwapWeekendW 29-2222/07/202223/07/202224/07/202248.00131.40
SWBCW01K22 BaseSwapWeeklyW 1-2230/12/202103/01/202209/01/2022168.00176.34
SWPCW01B22 PeakSwapWeeklyW 1-2230/12/202103/01/202207/01/202260.00198.31
SWBCW02K22 BaseSwapWeeklyW 2-2207/01/202210/01/202216/01/2022168.00213.78
SWPCW02B22 PeakSwapWeeklyW 2-2207/01/202210/01/202214/01/202260.00221.17
SWBCW03K22 BaseSwapWeeklyW 3-2214/01/202217/01/202223/01/2022168.00206.01
SWPCW03B22 PeakSwapWeeklyW 3-2214/01/202217/01/202221/01/202260.00212.68
SWBCW04K22 BaseSwapWeeklyW 4-2221/01/202224/01/202230/01/2022168.00228.42
SWPCW04B22 PeakSwapWeeklyW 4-2221/01/202224/01/202228/01/202260.00234.70
SWBCW05K22 BaseSwapWeeklyW 5-2228/01/202231/01/202206/02/2022168.00204.61
SWPCW05B22 PeakSwapWeeklyW 5-2228/01/202231/01/202204/02/202260.00215.61
SWBCW06K22 BaseSwapWeeklyW 6-2204/02/202207/02/202213/02/2022168.00197.98
SWPCW06B22 PeakSwapWeeklyW 6-2204/02/202207/02/202211/02/202260.00209.89
SWBCW07K22 BaseSwapWeeklyW 7-2211/02/202214/02/202220/02/2022168.00172.78
SWPCW07B22 PeakSwapWeeklyW 7-2211/02/202214/02/202218/02/202260.00184.94
SWBCW08K22 BaseSwapWeeklyW 8-2218/02/202221/02/202227/02/2022168.00217.51
SWPCW08B22 PeakSwapWeeklyW 8-2218/02/202221/02/202225/02/202260.00203.77
SWBCW09K22 BaseSwapWeeklyW 9-2225/02/202228/02/202206/03/2022168.00316.89
SWPCW09B22 PeakSwapWeeklyW 9-2225/02/202228/02/202204/03/202260.00294.45
SWBCW10K22 BaseSwapWeeklyW 10-2204/03/202207/03/202213/03/2022168.00372.68
SWPCW10B22 PeakSwapWeeklyW 10-2204/03/202207/03/202211/03/202260.00427.95
SWBCW11K22 BaseSwapWeeklyW 11-2211/03/202214/03/202220/03/2022168.00234.78
SWPCW11B22 PeakSwapWeeklyW 11-2211/03/202214/03/202218/03/202260.00247.61
SWBCW12K22 BaseSwapWeeklyW 12-2218/03/202221/03/202227/03/2022167.00230.74
SWPCW12B22 PeakSwapWeeklyW 12-2218/03/202221/03/202225/03/202260.00236.22
SWBCW13K22 BaseSwapWeeklyW 13-2225/03/202228/03/202203/04/2022168.00236.16
SWPCW13B22 PeakSwapWeeklyW 13-2225/03/202228/03/202201/04/202260.00236.70
SWBCW14K22 BaseSwapWeeklyW 14-2201/04/202204/04/202210/04/2022168.00220.33
SWPCW14B22 PeakSwapWeeklyW 14-2201/04/202204/04/202208/04/202260.00220.13
SWBCW15K22 BaseSwapWeeklyW 15-2208/04/202211/04/202217/04/2022168.00187.76
SWPCW15B22 PeakSwapWeeklyW 15-2208/04/202211/04/202215/04/202260.00203.61
SWBCW16K22 BaseSwapWeeklyW 16-2214/04/202218/04/202224/04/2022168.00129.03
SWPCW16B22 PeakSwapWeeklyW 16-2214/04/202218/04/202222/04/202260.00122.86
SWBCW17K22 BaseSwapWeeklyW 17-2222/04/202225/04/202201/05/2022168.00212.20
SWPCW17B22 PeakSwapWeeklyW 17-2222/04/202225/04/202229/04/202260.00214.90
SWBCW18K22 BaseSwapWeeklyW 18-2229/04/202202/05/202208/05/2022168.00190.16
SWPCW18B22 PeakSwapWeeklyW 18-2229/04/202202/05/202206/05/202260.00186.70
SWBCW19K22 BaseSwapWeeklyW 19-2206/05/202209/05/202215/05/2022168.00187.62
SWPCW19B22 PeakSwapWeeklyW 19-2206/05/202209/05/202213/05/202260.00190.81
SWBCW20K22 BaseSwapWeeklyW 20-2213/05/202216/05/202222/05/2022168.00190.50
SWPCW20B22 PeakSwapWeeklyW 20-2213/05/202216/05/202220/05/202260.00185.99
SWBCW21K22 BaseSwapWeeklyW 21-2220/05/202223/05/202229/05/2022168.00174.95
SWPCW21B22 PeakSwapWeeklyW 21-2220/05/202223/05/202227/05/202260.00174.69
SWBCW22K22 BaseSwapWeeklyW 22-2227/05/202230/05/202205/06/2022168.00208.24
SWPCW22B22 PeakSwapWeeklyW 22-2227/05/202230/05/202203/06/202260.00196.61
SWBCW23K22 BaseSwapWeeklyW 23-2203/06/202206/06/202212/06/2022168.00186.90
SWPCW23B22 PeakSwapWeeklyW 23-2203/06/202206/06/202210/06/202260.00183.81
SWBCW24K22 BaseSwapWeeklyW 24-2210/06/202213/06/202219/06/2022168.00171.16
SWPCW24B22 PeakSwapWeeklyW 24-2210/06/202213/06/202217/06/202260.00180.01
SWBCW25K22 BaseSwapWeeklyW 25-2217/06/202220/06/202226/06/2022168.00141.76
SWPCW25B22 PeakSwapWeeklyW 25-2217/06/202220/06/202224/06/202260.00136.04
SWBCW26K22 BaseSwapWeeklyW 26-2224/06/202227/06/202203/07/2022168.00142.73
SWPCW26B22 PeakSwapWeeklyW 26-2224/06/202227/06/202201/07/202260.00131.99
SWBCW27K22 BaseSwapWeeklyW 27-2201/07/202204/07/202210/07/2022168.00147.35
SWPCW27B22 PeakSwapWeeklyW 27-2201/07/202204/07/202208/07/202260.00155.69
SWBCW28K22 BaseSwapWeeklyW 28-2208/07/202211/07/202217/07/2022168.00146.79
SWPCW28B22 PeakSwapWeeklyW 28-2208/07/202211/07/202215/07/202260.00155.10
SWBCW29K22 BaseSwapWeeklyW 29-2215/07/202218/07/202224/07/2022168.00147.56
SWBCW30K22 BaseSwapWeeklyW 30-2222/07/202225/07/202231/07/2022168.00151.01
SWBCMJAN22 BaseSwapMonthlyJan-2230/12/202101/01/202231/01/2022744.00201.72
SWPCMJAN22 PeakSwapMonthlyJan-2230/12/202101/01/202231/01/2022252.00217.52
SWBCMFEB22 BaseSwapMonthlyFeb-2231/01/202201/02/202228/02/2022672.00200.22
SWPCMFEB22 PeakSwapMonthlyFeb-2231/01/202201/02/202228/02/2022240.00204.83
SWBCMMAR22 BaseSwapMonthlyMar-2228/02/202201/03/202231/03/2022743.00283.39
SWPCMMAR22 PeakSwapMonthlyMar-2228/02/202201/03/202231/03/2022276.00292.99
SWBCMAPR22 BaseSwapMonthlyApr-2231/03/202201/04/202230/04/2022720.00191.52
SWPCMAPR22 PeakSwapMonthlyApr-2231/03/202201/04/202230/04/2022252.00191.63
SWBCMMAY22 BaseSwapMonthlyMay-2229/04/202201/05/202231/05/2022744.00187.13
SWPCMMAY22 PeakSwapMonthlyMay-2229/04/202201/05/202231/05/2022264.00185.86
SWBCMJUN22 BaseSwapMonthlyJun-2231/05/202201/06/202230/06/2022720.00169.63
SWPCMJUN22 PeakSwapMonthlyJun-2231/05/202201/06/202230/06/2022264.00163.71
SWBCMJUL22 BaseSwapMonthlyJul-2230/06/202201/07/202231/07/2022744.00148.24
SWPCMJUL22 PeakSwapMonthlyJul-2230/06/202201/07/202231/07/2022252.00156.63
SWBCMAUG22 BaseSwapMonthlyAug-2229/07/202201/08/202231/08/2022744.00148.00
SWPCMAUG22 PeakSwapMonthlyAug-2229/07/202201/08/202231/08/2022276.00156.38
SWBCMSEP22 BaseSwapMonthlySep-2231/08/202201/09/202230/09/2022720.00152.25
SWPCMSEP22 PeakSwapMonthlySep-2231/08/202201/09/202230/09/2022264.00160.87
SWBCMOCT22 BaseSwapMonthlyOct-2230/09/202201/10/202231/10/2022745.00148.50
SWPCMOCT22 PeakSwapMonthlyOct-2230/09/202201/10/202231/10/2022252.00156.91
SWBCMNOV22 BaseSwapMonthlyNov-2231/10/202201/11/202230/11/2022720.00144.89
SWPCMNOV22 PeakSwapMonthlyNov-2231/10/202201/11/202230/11/2022264.00153.09
SWBCMDEC22 BaseSwapMonthlyDec-2230/11/202201/12/202231/12/2022744.00150.50
SWPCMDEC22 PeakSwapMonthlyDec-2230/11/202201/12/202231/12/2022264.00159.02
SWBCQ122 BaseSwapQuaterlyQ1-2230/12/202101/01/202231/03/20222,159.00232.00
SWPCQ122 PeakSwapQuaterlyQ1-2230/12/202101/01/202231/03/2022768.00269.97
SWBCQ222 BaseSwapQuaterlyQ2-2231/03/202201/04/202230/06/20222,184.00230.00
SWPCQ222 PeakSwapQuaterlyQ2-2231/03/202201/04/202230/06/2022780.00256.12
SWBCQ322 BaseSwapQuaterlyQ3-2230/06/202201/07/202230/09/20222,208.00149.47
SWPCQ322 PeakSwapQuaterlyQ3-2230/06/202201/07/202230/09/2022792.00157.93
SWBCQ422 BaseSwapQuaterlyQ4-2230/09/202201/10/202231/12/20222,209.00148.00
SWPCQ422 PeakSwapQuaterlyQ4-2230/09/202201/10/202231/12/2022780.00156.38
SWBCQ123 BaseSwapQuaterlyQ1-2330/12/202201/01/202331/03/20232,159.00178.00
SWPCQ123 PeakSwapQuaterlyQ1-2330/12/202201/01/202331/03/2023780.00188.08
SWBCQ223 BaseSwapQuaterlyQ2-2331/03/202301/04/202330/06/20232,184.00177.50
SWPCQ223 PeakSwapQuaterlyQ2-2331/03/202301/04/202330/06/2023780.00187.55
SWBCQ323 BaseSwapQuaterlyQ3-2330/06/202301/07/202330/09/20232,208.00178.50
SWPCQ323 PeakSwapQuaterlyQ3-2330/06/202301/07/202330/09/2023780.00188.60
SWBCQ423 BaseSwapQuaterlyQ4-2329/09/202301/10/202331/12/20232,209.00185.93
SWPCQ423 PeakSwapQuaterlyQ4-2329/09/202301/10/202331/12/2023780.00196.46
SWBCQ124 BaseSwapQuaterlyQ1-2429/12/202301/01/202431/03/20242,183.00117.24
SWPCQ124 PeakSwapQuaterlyQ1-2429/12/202301/01/202431/03/2024780.00123.88
SWBCQ224 BaseSwapQuaterlyQ2-2429/03/202401/04/202430/06/20242,184.0099.05
SWPCQ224 PeakSwapQuaterlyQ2-2429/03/202401/04/202430/06/2024780.00104.66
SWBCCAL22 BaseSwapYearly202230/12/202101/01/202231/12/20228,760.00202.00
SWPCCAL22 PeakSwapYearly202230/12/202101/01/202231/12/20223,120.00235.06
SWBCCAL23 BaseSwapYearly202330/12/202201/01/202331/12/20238,760.00180.00
SWPCCAL23 PeakSwapYearly202330/12/202201/01/202331/12/20233,120.00190.19
SWBCCAL24 BaseSwapYearly202429/12/202301/01/202431/12/20248,784.00110.00
SWBCCAL25 BaseSwapYearly202531/12/202401/01/202531/12/20258,760.0074.00
SWBCCAL26 BaseSwapYearly202631/12/202501/01/202631/12/20268,760.0059.00
SWBCCAL27 BaseSwapYearly202731/12/202601/01/202731/12/20278,760.0051.50
SWBCCAL28 BaseSwapYearly202831/12/202701/01/202831/12/20288,784.0047.80
SWBCCAL29 BaseSwapYearly202929/12/202801/01/202931/12/20298,760.0046.80
SWBCCAL30 BaseSwapYearly203031/12/202901/01/203031/12/20308,760.0046.45
SWBCCAL31 BaseSwapYearly203131/12/203001/01/203131/12/20318,760.0046.30
SWBCCAL32 BaseSwapYearly203231/12/203101/01/203231/12/20328,784.0046.15