FRIDAY, 24 MAY, 2024
CodeTypeClassPeriodMaturityEnd TradeBegin Matur.End Matur.MultiplierPrice
SWBCW01E24 BaseSwapWeekendW 1-2405/01/202406/01/202407/01/202448.0059.98
SWBCW02E24 BaseSwapWeekendW 2-2412/01/202413/01/202414/01/202448.0081.24
SWBCW03E24 BaseSwapWeekendW 3-2419/01/202420/01/202421/01/202448.0072.46
SWBCW04E24 BaseSwapWeekendW 4-2426/01/202427/01/202428/01/202448.0059.10
SWBCW05E24 BaseSwapWeekendW 5-2402/02/202403/02/202404/02/202448.0061.71
SWBCW06E24 BaseSwapWeekendW 6-2409/02/202410/02/202411/02/202448.0027.15
SWBCW07E24 BaseSwapWeekendW 7-2416/02/202417/02/202418/02/202448.0047.86
SWBCW08E24 BaseSwapWeekendW 8-2423/02/202424/02/202425/02/202448.005.00
SWBCW09E24 BaseSwapWeekendW 9-2401/03/202402/03/202403/03/202448.003.98
SWBCW10E24 BaseSwapWeekendW 10-2408/03/202409/03/202410/03/202448.000.56
SWBCW11E24 BaseSwapWeekendW 11-2415/03/202416/03/202417/03/202448.0029.83
SWBCW12E24 BaseSwapWeekendW 12-2422/03/202423/03/202424/03/202448.004.35
SWBCW13E24 BaseSwapWeekendW 13-2428/03/202430/03/202431/03/202447.002.71
SWBCW14E24 BaseSwapWeekendW 14-2405/04/202406/04/202407/04/202448.002.40
SWBCW15E24 BaseSwapWeekendW 15-2412/04/202413/04/202414/04/202448.007.38
SWBCW16E24 BaseSwapWeekendW 16-2419/04/202420/04/202421/04/202448.003.92
SWBCW17E24 BaseSwapWeekendW 17-2426/04/202427/04/202428/04/202448.0026.87
SWBCW18E24 BaseSwapWeekendW 18-2403/05/202404/05/202405/05/202448.0016.16
SWBCW19E24 BaseSwapWeekendW 19-2410/05/202411/05/202412/05/202448.0021.06
SWBCW20E24 BaseSwapWeekendW 20-2417/05/202418/05/202419/05/202448.0029.80
SWBCW21E24 BaseSwapWeekendW 21-2424/05/202425/05/202426/05/202448.0032.50
SWBCW22E24 BaseSwapWeekendW 22-2431/05/202401/06/202402/06/202448.0036.16
SWBCW23E24 BaseSwapWeekendW 23-2407/06/202408/06/202409/06/202448.0046.68
SWBCW24E24 BaseSwapWeekendW 24-2414/06/202415/06/202416/06/202448.0046.63
SWBCW01K24 BaseSwapWeeklyW 1-2429/12/202301/01/202407/01/2024168.0058.88
SWPCW01B24 PeakSwapWeeklyW 1-2429/12/202301/01/202405/01/202460.0060.30
SWBCW02K24 BaseSwapWeeklyW 2-2405/01/202408/01/202414/01/2024168.0096.75
SWPCW02B24 PeakSwapWeeklyW 2-2405/01/202408/01/202412/01/202460.00108.47
SWBCW03K24 BaseSwapWeeklyW 3-2412/01/202415/01/202421/01/2024168.0066.75
SWPCW03B24 PeakSwapWeeklyW 3-2412/01/202415/01/202419/01/202460.0071.38
SWBCW04K24 BaseSwapWeeklyW 4-2419/01/202422/01/202428/01/2024168.0070.99
SWPCW04B24 PeakSwapWeeklyW 4-2419/01/202422/01/202426/01/202460.0076.60
SWBCW05K24 BaseSwapWeeklyW 5-2426/01/202429/01/202404/02/2024168.0071.89
SWPCW05B24 PeakSwapWeeklyW 5-2426/01/202429/01/202402/02/202460.0077.71
SWBCW06K24 BaseSwapWeeklyW 6-2402/02/202405/02/202411/02/2024168.0048.31
SWPCW06B24 PeakSwapWeeklyW 6-2402/02/202405/02/202409/02/202460.0059.19
SWBCW07K24 BaseSwapWeeklyW 7-2409/02/202412/02/202418/02/2024168.0052.76
SWPCW07B24 PeakSwapWeeklyW 7-2409/02/202412/02/202416/02/202460.0055.39
SWBCW08K24 BaseSwapWeeklyW 8-2416/02/202419/02/202425/02/2024168.0024.45
SWPCW08B24 PeakSwapWeeklyW 8-2416/02/202419/02/202423/02/202460.0027.26
SWBCW09K24 BaseSwapWeeklyW 9-2423/02/202426/02/202403/03/2024168.004.53
SWPCW09B24 PeakSwapWeeklyW 9-2423/02/202426/02/202401/03/202460.002.58
SWBCW10K24 BaseSwapWeeklyW 10-2401/03/202404/03/202410/03/2024168.0014.10
SWPCW10B24 PeakSwapWeeklyW 10-2401/03/202404/03/202408/03/202460.0013.79
SWBCW11K24 BaseSwapWeeklyW 11-2408/03/202411/03/202417/03/2024168.0033.24
SWPCW11B24 PeakSwapWeeklyW 11-2408/03/202411/03/202415/03/202460.0022.04
SWBCW12K24 BaseSwapWeeklyW 12-2415/03/202418/03/202424/03/2024168.0035.76
SWPCW12B24 PeakSwapWeeklyW 12-2415/03/202418/03/202422/03/202460.0040.03
SWBCW13K24 BaseSwapWeeklyW 13-2422/03/202425/03/202431/03/2024167.005.30
SWPCW13B24 PeakSwapWeeklyW 13-2422/03/202425/03/202429/03/202460.003.59
SWBCW14K24 BaseSwapWeeklyW 14-2428/03/202401/04/202407/04/2024168.004.41
SWPCW14B24 PeakSwapWeeklyW 14-2428/03/202401/04/202405/04/202460.002.26
SWBCW15K24 BaseSwapWeeklyW 15-2405/04/202408/04/202414/04/2024168.007.56
SWPCW15B24 PeakSwapWeeklyW 15-2405/04/202408/04/202412/04/202460.002.13
SWBCW16K24 BaseSwapWeeklyW 16-2412/04/202415/04/202421/04/2024168.005.09
SWPCW16B24 PeakSwapWeeklyW 16-2412/04/202415/04/202419/04/202460.002.02
SWBCW17K24 BaseSwapWeeklyW 17-2419/04/202422/04/202428/04/2024168.0025.57
SWPCW17B24 PeakSwapWeeklyW 17-2419/04/202422/04/202426/04/202460.0013.20
SWBCW18K24 BaseSwapWeeklyW 18-2426/04/202429/04/202405/05/2024168.0028.33
SWPCW18B24 PeakSwapWeeklyW 18-2426/04/202429/04/202403/05/202460.0019.93
SWBCW19K24 BaseSwapWeeklyW 19-2403/05/202406/05/202412/05/2024168.0030.81
SWPCW19B24 PeakSwapWeeklyW 19-2403/05/202406/05/202410/05/202460.0014.40
SWBCW20K24 BaseSwapWeeklyW 20-2410/05/202413/05/202419/05/2024168.0027.29
SWPCW20B24 PeakSwapWeeklyW 20-2410/05/202413/05/202417/05/202460.0011.69
SWBCW21K24 BaseSwapWeeklyW 21-2417/05/202420/05/202426/05/2024168.0045.81
SWPCW21B24 PeakSwapWeeklyW 21-2417/05/202420/05/202424/05/202460.0032.32
SWBCW22K24 BaseSwapWeeklyW 22-2424/05/202427/05/202402/06/2024168.0044.28
SWPCW22B24 PeakSwapWeeklyW 22-2424/05/202427/05/202431/05/202460.0044.35
SWBCW23K24 BaseSwapWeeklyW 23-2431/05/202403/06/202409/06/2024168.0057.17
SWPCW23B24 PeakSwapWeeklyW 23-2431/05/202403/06/202407/06/202460.0057.27
SWBCW24K24 BaseSwapWeeklyW 24-2407/06/202410/06/202416/06/2024168.0057.10
SWBCW25K24 BaseSwapWeeklyW 25-2414/06/202417/06/202423/06/2024168.0057.00
SWBCMJAN24 BaseSwapMonthlyJan-2429/12/202301/01/202431/01/2024744.0074.10
SWPCMJAN24 PeakSwapMonthlyJan-2429/12/202301/01/202431/01/2024276.0079.75
SWBCMFEB24 BaseSwapMonthlyFeb-2431/01/202401/02/202429/02/2024696.0040.00
SWPCMFEB24 PeakSwapMonthlyFeb-2431/01/202401/02/202429/02/2024252.0040.90
SWBCMMAR24 BaseSwapMonthlyMar-2429/02/202401/03/202431/03/2024743.0020.31
SWPCMMAR24 PeakSwapMonthlyMar-2429/02/202401/03/202431/03/2024252.0018.98
SWBCMAPR24 BaseSwapMonthlyApr-2428/03/202401/04/202430/04/2024720.0013.67
SWPCMAPR24 PeakSwapMonthlyApr-2428/03/202401/04/202430/04/2024264.008.12
SWBCMMAY24 BaseSwapMonthlyMay-2430/04/202401/05/202431/05/2024744.0033.92
SWPCMMAY24 PeakSwapMonthlyMay-2430/04/202401/05/202431/05/2024276.0033.98
SWBCMJUN24 BaseSwapMonthlyJun-2431/05/202401/06/202430/06/2024720.0055.75
SWPCMJUN24 PeakSwapMonthlyJun-2431/05/202401/06/202430/06/2024240.0055.85
SWBCMJUL24 BaseSwapMonthlyJul-2428/06/202401/07/202431/07/2024744.0075.24
SWPCMJUL24 PeakSwapMonthlyJul-2428/06/202401/07/202431/07/2024276.0075.37
SWBCMAUG24 BaseSwapMonthlyAug-2431/07/202401/08/202431/08/2024744.0080.80
SWPCMAUG24 PeakSwapMonthlyAug-2431/07/202401/08/202431/08/2024264.0080.94
SWBCMSEP24 BaseSwapMonthlySep-2430/08/202401/09/202430/09/2024720.0091.00
SWPCMSEP24 PeakSwapMonthlySep-2430/08/202401/09/202430/09/2024252.0091.16
SWBCMOCT24 BaseSwapMonthlyOct-2430/09/202401/10/202431/10/2024745.0089.36
SWPCMOCT24 PeakSwapMonthlyOct-2430/09/202401/10/202431/10/2024276.0089.52
SWBCMNOV24 BaseSwapMonthlyNov-2431/10/202401/11/202430/11/2024720.0089.46
SWPCMNOV24 PeakSwapMonthlyNov-2431/10/202401/11/202430/11/2024252.0089.62
SWBCMDEC24 BaseSwapMonthlyDec-2429/11/202401/12/202431/12/2024744.0094.13
SWBCMSEP25 BaseSwapMonthlySep-2529/08/202501/09/202530/09/2025720.0083.87
SWBCQ124 BaseSwapQuaterlyQ1-2429/12/202301/01/202431/03/20242,183.0073.00
SWPCQ124 PeakSwapQuaterlyQ1-2429/12/202301/01/202431/03/2024780.0072.68
SWBCQ224 BaseSwapQuaterlyQ2-2428/03/202401/04/202430/06/20242,184.0036.23
SWPCQ224 PeakSwapQuaterlyQ2-2428/03/202401/04/202430/06/2024780.0036.29
SWBCQ324 BaseSwapQuaterlyQ3-2428/06/202401/07/202430/09/20242,208.0082.25
SWPCQ324 PeakSwapQuaterlyQ3-2428/06/202401/07/202430/09/2024792.0082.39
SWBCQ424 BaseSwapQuaterlyQ4-2430/09/202401/10/202431/12/20242,209.0091.00
SWPCQ424 PeakSwapQuaterlyQ4-2430/09/202401/10/202431/12/2024792.0091.16
SWBCQ125 BaseSwapQuaterlyQ1-2531/12/202401/01/202531/03/20252,159.0078.95
SWPCQ125 PeakSwapQuaterlyQ1-2531/12/202401/01/202531/03/2025768.0079.09
SWBCQ225 BaseSwapQuaterlyQ2-2531/03/202501/04/202530/06/20252,184.0053.96
SWPCQ225 PeakSwapQuaterlyQ2-2531/03/202501/04/202530/06/2025780.0054.05
SWBCQ325 BaseSwapQuaterlyQ3-2530/06/202501/07/202530/09/20252,208.0076.00
SWPCQ325 PeakSwapQuaterlyQ3-2530/06/202501/07/202530/09/2025792.0076.13
SWBCQ425 BaseSwapQuaterlyQ4-2530/09/202501/10/202531/12/20252,209.0085.00
SWPCQ425 PeakSwapQuaterlyQ4-2530/09/202501/10/202531/12/2025792.0085.15
SWBCQ126 BaseSwapQuaterlyQ1-2631/12/202501/01/202631/03/20262,159.0050.94
SWPCQ126 PeakSwapQuaterlyQ1-2631/12/202501/01/202631/03/2026768.0051.03
SWBCQ226 BaseSwapQuaterlyQ2-2631/03/202601/04/202630/06/20262,184.0047.60
SWPCQ226 PeakSwapQuaterlyQ2-2631/03/202601/04/202630/06/2026780.0047.68
SWBCCAL24 BaseSwapYearly202429/12/202301/01/202431/12/20248,784.0078.75
SWPCCAL24 PeakSwapYearly202429/12/202301/01/202431/12/20243,144.0078.41
SWBCCAL25 BaseSwapYearly202531/12/202401/01/202531/12/20258,760.0073.50
SWPCCAL25 PeakSwapYearly202531/12/202401/01/202531/12/20253,132.0073.63
SWBCCAL26 BaseSwapYearly202631/12/202501/01/202631/12/20268,760.0056.75
SWBCCAL27 BaseSwapYearly202731/12/202601/01/202731/12/20278,760.0054.00
SWBCCAL28 BaseSwapYearly202831/12/202701/01/202831/12/20288,784.0053.75
SWBCCAL29 BaseSwapYearly202929/12/202801/01/202931/12/20298,760.0053.50
SWBCCAL30 BaseSwapYearly203031/12/202901/01/203031/12/20308,760.0053.25
SWBCCAL31 BaseSwapYearly203131/12/203001/01/203131/12/20318,760.0052.65
SWBCCAL32 BaseSwapYearly203231/12/203101/01/203231/12/20328,784.0052.45
SWBCCAL33 BaseSwapYearly203331/12/203201/01/203331/12/20338,760.0052.75
SWBCCAL34 BaseSwapYearly203430/12/203301/01/203431/12/20348,760.0052.20