THURSDAY, 9 JULY, 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 8-2021/02/202022/02/202023/02/202048.0038.10
SWBCW09E20 BaseSwapWeekendW 9-2028/02/202029/02/202001/03/202048.0015.41
SWBCW10E20 BaseSwapWeekendW 10-2006/03/202007/03/202008/03/202048.0027.30
SWBCW11E20 BaseSwapWeekendW 11-2013/03/202014/03/202015/03/202048.0031.20
SWBCW12E20 BaseSwapWeekendW 12-2020/03/202021/03/202022/03/202048.0027.59
SWBCW13E20 BaseSwapWeekendW 13-2027/03/202028/03/202029/03/202047.0023.75
SWBCW14E20 BaseSwapWeekendW 14-2003/04/202004/04/202005/04/202048.0012.20
SWBCW15E20 BaseSwapWeekendW 15-2009/04/202011/04/202012/04/202048.0019.92
SWBCW16E20 BaseSwapWeekendW 16-2017/04/202018/04/202019/04/202048.0017.29
SWBCW17E20 BaseSwapWeekendW 17-2024/04/202025/04/202026/04/202048.0016.43
SWBCW18E20 BaseSwapWeekendW 18-2030/04/202002/05/202003/05/202048.0012.73
SWBCW19E20 BaseSwapWeekendW 19-2008/05/202009/05/202010/05/202048.0015.71
SWBCW20E20 BaseSwapWeekendW 20-2015/05/202016/05/202017/05/202048.0015.91
SWBCW21E20 BaseSwapWeekendW 21-2022/05/202023/05/202024/05/202048.0014.48
SWBCW22E20 BaseSwapWeekendW 22-2029/05/202030/05/202031/05/202048.0029.70
SWBCW23E20 BaseSwapWeekendW 23-2005/06/202006/06/202007/06/202048.0024.06
SWBCW24E20 BaseSwapWeekendW 24-2012/06/202013/06/202014/06/202048.0023.91
SWBCW25E20 BaseSwapWeekendW 25-2019/06/202020/06/202021/06/202048.0028.86
SWBCW26E20 BaseSwapWeekendW 26-2026/06/202027/06/202028/06/202048.0030.00
SWBCW27E20 BaseSwapWeekendW 27-2003/07/202004/07/202005/07/202048.0027.27
SWBCW28E20 BaseSwapWeekendW 28-2010/07/202011/07/202012/07/202048.0028.82
SWBCW29E20 BaseSwapWeekendW 29-2017/07/202018/07/202019/07/202048.0031.31
SWBCW30E20 BaseSwapWeekendW 30-2024/07/202025/07/202026/07/202048.0033.09
SWBCW31E20 BaseSwapWeekendW 31-2031/07/202001/08/202002/08/202048.0032.96
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 8-2014/02/202017/02/202023/02/2020168.0039.28
SWPCW08B20 PeakSwapWeeklyW 8-2014/02/202017/02/202021/02/202060.0041.33
SWBCW09K20 BaseSwapWeeklyW 9-2021/02/202024/02/202001/03/2020168.0028.82
SWPCW09B20 PeakSwapWeeklyW 9-2021/02/202024/02/202028/02/202060.0034.79
SWBCW10K20 BaseSwapWeeklyW 10-2028/02/202002/03/202008/03/2020168.0025.98
SWPCW10B20 PeakSwapWeeklyW 10-2028/02/202002/03/202006/03/202060.0025.73
SWBCW11K20 BaseSwapWeeklyW 11-2006/03/202009/03/202015/03/2020168.0034.41
SWPCW11B20 PeakSwapWeeklyW 11-2006/03/202009/03/202013/03/202060.0037.31
SWBCW12K20 BaseSwapWeeklyW 12-2013/03/202016/03/202022/03/2020168.0028.55
SWPCW12B20 PeakSwapWeeklyW 12-2013/03/202016/03/202020/03/202060.0029.64
SWBCW13K20 BaseSwapWeeklyW 13-2020/03/202023/03/202029/03/2020167.0026.22
SWPCW13B20 PeakSwapWeeklyW 13-2020/03/202023/03/202027/03/202060.0027.58
SWBCW14K20 BaseSwapWeeklyW 14-2027/03/202030/03/202005/04/2020168.0019.69
SWPCW14B20 PeakSwapWeeklyW 14-2027/03/202030/03/202003/04/202060.0023.55
SWBCW15K20 BaseSwapWeeklyW 15-2003/04/202006/04/202012/04/2020168.0021.73
SWPCW15B20 PeakSwapWeeklyW 15-2003/04/202006/04/202010/04/202060.0022.77
SWBCW16K20 BaseSwapWeeklyW 16-2009/04/202013/04/202019/04/2020168.0017.53
SWPCW16B20 PeakSwapWeeklyW 16-2009/04/202013/04/202017/04/202060.0017.52
SWBCW17K20 BaseSwapWeeklyW 17-2017/04/202020/04/202026/04/2020168.0014.25
SWPCW17B20 PeakSwapWeeklyW 17-2017/04/202020/04/202024/04/202060.0013.11
SWBCW18K20 BaseSwapWeeklyW 18-2024/04/202027/04/202003/05/2020168.0012.41
SWPCW18B20 PeakSwapWeeklyW 18-2024/04/202027/04/202001/05/202060.0011.61
SWBCW19K20 BaseSwapWeeklyW 19-2030/04/202004/05/202010/05/2020168.0018.45
SWPCW19B20 PeakSwapWeeklyW 19-2030/04/202004/05/202008/05/202060.0019.15
SWBCW20K20 BaseSwapWeeklyW 20-2008/05/202011/05/202017/05/2020168.0020.18
SWPCW20B20 PeakSwapWeeklyW 20-2008/05/202011/05/202015/05/202060.0022.41
SWBCW21K20 BaseSwapWeeklyW 21-2015/05/202018/05/202024/05/2020168.0023.65
SWPCW21B20 PeakSwapWeeklyW 21-2015/05/202018/05/202022/05/202060.0026.81
SWBCW22K20 BaseSwapWeeklyW 22-2022/05/202025/05/202031/05/2020168.0027.54
SWPCW22B20 PeakSwapWeeklyW 22-2022/05/202025/05/202029/05/202060.0027.21
SWBCW23K20 BaseSwapWeeklyW 23-2029/05/202001/06/202007/06/2020168.0028.81
SWPCW23B20 PeakSwapWeeklyW 23-2029/05/202001/06/202005/06/202060.0030.51
SWBCW24K20 BaseSwapWeeklyW 24-2005/06/202008/06/202014/06/2020168.0025.52
SWPCW24B20 PeakSwapWeeklyW 24-2005/06/202008/06/202012/06/202060.0026.69
SWBCW25K20 BaseSwapWeeklyW 25-2012/06/202015/06/202021/06/2020168.0031.96
SWPCW25B20 PeakSwapWeeklyW 25-2012/06/202015/06/202019/06/202060.0033.55
SWBCW26K20 BaseSwapWeeklyW 26-2019/06/202022/06/202028/06/2020168.0034.21
SWPCW26B20 PeakSwapWeeklyW 26-2019/06/202022/06/202026/06/202060.0035.72
SWBCW27K20 BaseSwapWeeklyW 27-2026/06/202029/06/202005/07/2020168.0033.77
SWPCW27B20 PeakSwapWeeklyW 27-2026/06/202029/06/202003/07/202060.0036.87
SWBCW28K20 BaseSwapWeeklyW 28-2003/07/202006/07/202012/07/2020168.0033.85
SWPCW28B20 PeakSwapWeeklyW 28-2003/07/202006/07/202010/07/202060.0037.83
SWBCW29K20 BaseSwapWeeklyW 29-2010/07/202013/07/202019/07/2020168.0035.75
SWPCW29B20 PeakSwapWeeklyW 29-2010/07/202013/07/202017/07/202060.0039.23
SWBCW30K20 BaseSwapWeeklyW 30-2017/07/202020/07/202026/07/2020168.0037.78
SWPCW30B20 PeakSwapWeeklyW 30-2017/07/202020/07/202024/07/202060.0041.46
SWBCW31K20 BaseSwapWeeklyW 31-2024/07/202027/07/202002/08/2020168.0037.62
SWBCW32K20 BaseSwapWeeklyW 32-2031/07/202003/08/202009/08/2020168.0038.38
SWBCMJAN20 BaseSwapMonthlyJan-2031/12/201901/01/202031/01/2020744.0041.10
SWPCMJAN20 PeakSwapMonthlyJan-2031/12/201901/01/202031/01/2020276.0045.33
SWBCMFEB20 BaseSwapMonthlyFeb-2031/01/202001/02/202029/02/2020696.0035.87
SWPCMFEB20 PeakSwapMonthlyFeb-2031/01/202001/02/202029/02/2020240.0039.50
SWBCMMAR20 BaseSwapMonthlyMar-2028/02/202001/03/202031/03/2020743.0027.74
SWPCMMAR20 PeakSwapMonthlyMar-2028/02/202001/03/202031/03/2020264.0029.25
SWBCMAPR20 BaseSwapMonthlyApr-2031/03/202001/04/202030/04/2020720.0017.65
SWPCMAPR20 PeakSwapMonthlyApr-2031/03/202001/04/202030/04/2020264.0018.08
SWBCMMAY20 BaseSwapMonthlyMay-2030/04/202001/05/202031/05/2020744.0021.25
SWPCMMAY20 PeakSwapMonthlyMay-2030/04/202001/05/202031/05/2020252.0022.89
SWBCMJUN20 BaseSwapMonthlyJun-2029/05/202001/06/202030/06/2020720.0030.62
SWPCMJUN20 PeakSwapMonthlyJun-2029/05/202001/06/202030/06/2020264.0032.20
SWBCMJUL20 BaseSwapMonthlyJul-2030/06/202001/07/202031/07/2020744.0035.82
SWPCMJUL20 PeakSwapMonthlyJul-2030/06/202001/07/202031/07/2020276.0039.31
SWBCMAUG20 BaseSwapMonthlyAug-2031/07/202001/08/202031/08/2020744.0038.10
SWPCMAUG20 PeakSwapMonthlyAug-2031/07/202001/08/202031/08/2020252.0041.81
SWBCMSEP20 BaseSwapMonthlySep-2031/08/202001/09/202030/09/2020720.0038.80
SWPCMSEP20 PeakSwapMonthlySep-2031/08/202001/09/202030/09/2020264.0042.58
SWBCMOCT20 BaseSwapMonthlyOct-2030/09/202001/10/202031/10/2020745.0040.29
SWPCMOCT20 PeakSwapMonthlyOct-2030/09/202001/10/202031/10/2020264.0044.21
SWBCMNOV20 BaseSwapMonthlyNov-2030/10/202001/11/202030/11/2020720.0041.94
SWPCMNOV20 PeakSwapMonthlyNov-2030/10/202001/11/202030/11/2020252.0046.02
SWBCMDEC20 BaseSwapMonthlyDec-2030/11/202001/12/202031/12/2020744.0042.73
SWPCMDEC20 PeakSwapMonthlyDec-2030/11/202001/12/202031/12/2020276.0046.89
SWBCMJAN21 BaseSwapMonthlyJan-2131/12/202001/01/202131/01/2021744.0044.32
SWPCMJAN21 PeakSwapMonthlyJan-2131/12/202001/01/202131/01/2021252.0048.64
SWBCQ120 BaseSwapQuaterlyQ1-2031/12/201901/01/202031/03/20202,183.0044.27
SWPCQ120 PeakSwapQuaterlyQ1-2031/12/201901/01/202031/03/2020780.0047.12
SWBCQ220 BaseSwapQuaterlyQ2-2031/03/202001/04/202030/06/20202,184.0025.00
SWPCQ220 PeakSwapQuaterlyQ2-2031/03/202001/04/202030/06/2020780.0026.45
SWBCQ320 BaseSwapQuaterlyQ3-2030/06/202001/07/202030/09/20202,208.0036.44
SWPCQ320 PeakSwapQuaterlyQ3-2030/06/202001/07/202030/09/2020792.0039.94
SWBCQ420 BaseSwapQuaterlyQ4-2030/09/202001/10/202031/12/20202,209.0041.65
SWPCQ420 PeakSwapQuaterlyQ4-2030/09/202001/10/202031/12/2020792.0045.71
SWBCQ121 BaseSwapQuaterlyQ1-2131/12/202001/01/202131/03/20212,159.0044.40
SWPCQ121 PeakSwapQuaterlyQ1-2131/12/202001/01/202131/03/2021768.0048.72
SWBCQ221 BaseSwapQuaterlyQ2-2131/03/202101/04/202130/06/20212,184.0040.08
SWPCQ221 PeakSwapQuaterlyQ2-2131/03/202101/04/202130/06/2021780.0043.98
SWBCQ321 BaseSwapQuaterlyQ3-2130/06/202101/07/202130/09/20212,208.0044.37
SWPCQ321 PeakSwapQuaterlyQ3-2130/06/202101/07/202130/09/2021792.0048.69
SWBCQ421 BaseSwapQuaterlyQ4-2130/09/202101/10/202131/12/20212,209.0048.51
SWBCQ122 BaseSwapQuaterlyQ1-2231/12/202101/01/202231/03/20222,159.0041.11
SWBCQ222 BaseSwapQuaterlyQ2-2231/03/202201/04/202230/06/20222,184.0041.46
SWBCQ322 BaseSwapQuaterlyQ3-2230/06/202201/07/202230/09/20222,208.0047.17
SWBCCAL20 BaseSwapYearly202031/12/201901/01/202031/12/20208,784.0047.05
SWPCCAL20 PeakSwapYearly202031/12/201901/01/202031/12/20203,144.0050.08
SWBCCAL21 BaseSwapYearly202131/12/202001/01/202131/12/20218,760.0044.35
SWPCCAL21 PeakSwapYearly202131/12/202001/01/202131/12/20213,132.0048.67
SWBCCAL22 BaseSwapYearly202231/12/202101/01/202231/12/20228,760.0045.60
SWBCCAL23 BaseSwapYearly202330/12/202201/01/202331/12/20238,760.0043.75
SWBCCAL24 BaseSwapYearly202429/12/202301/01/202431/12/20248,784.0043.65
SWBCCAL25 BaseSwapYearly202531/12/202401/01/202531/12/20258,760.0043.55
SWBCCAL26 BaseSwapYearly202631/12/202501/01/202631/12/20268,760.0043.03
SWBCCAL27 BaseSwapYearly202731/12/202601/01/202731/12/20278,760.0040.69
SWBCCAL28 BaseSwapYearly202831/12/202701/01/202831/12/20288,784.0040.69
SWBCCAL29 BaseSwapYearly202929/12/202801/01/202931/12/20298,760.0040.69
SWBCCAL30 BaseSwapYearly203031/12/202901/01/203031/12/20308,760.0040.69