FRIDAY, 5 MARCH, 2021
CodeTypeClassPeriodMaturityEnd TradeBegin Matur.End Matur.MultiplierPrice
SWBCW01E21 BaseSwapWeekendW 1-2108/01/202109/01/202110/01/202148.0073.47
SWBCW02E21 BaseSwapWeekendW 2-2115/01/202116/01/202117/01/202148.0066.12
SWBCW03E21 BaseSwapWeekendW 3-2122/01/202123/01/202124/01/202148.0028.11
SWBCW04E21 BaseSwapWeekendW 4-2129/01/202130/01/202131/01/202148.002.80
SWBCW05E21 BaseSwapWeekendW 5-2105/02/202106/02/202107/02/202148.0024.30
SWBCW06E21 BaseSwapWeekendW 6-2112/02/202113/02/202114/02/202148.0025.14
SWBCW07E21 BaseSwapWeekendW 7-2119/02/202120/02/202121/02/202148.003.93
SWBCW08E21 BaseSwapWeekendW 8-2126/02/202127/02/202128/02/202148.0023.89
SWBCW09E21 BaseSwapWeekendW 9-2105/03/202106/03/202107/03/202148.0046.00
SWBCW10E21 BaseSwapWeekendW 10-2112/03/202113/03/202114/03/202148.0037.77
SWBCW11E21 BaseSwapWeekendW 11-2119/03/202120/03/202121/03/202148.0037.28
SWBCW12E21 BaseSwapWeekendW 12-2126/03/202127/03/202128/03/202147.0037.31
SWBCW01K21 BaseSwapWeeklyW 1-2131/12/202004/01/202110/01/2021168.0075.55
SWPCW01B21 PeakSwapWeeklyW 1-2131/12/202004/01/202108/01/202160.0084.83
SWBCW02K21 BaseSwapWeeklyW 2-2108/01/202111/01/202117/01/2021168.0079.22
SWPCW02B21 PeakSwapWeeklyW 2-2108/01/202111/01/202115/01/202160.0092.99
SWBCW03K21 BaseSwapWeeklyW 3-2115/01/202118/01/202124/01/2021168.0050.01
SWPCW03B21 PeakSwapWeeklyW 3-2115/01/202118/01/202122/01/202160.0064.31
SWBCW04K21 BaseSwapWeeklyW 4-2122/01/202125/01/202131/01/2021168.0041.94
SWPCW04B21 PeakSwapWeeklyW 4-2122/01/202125/01/202129/01/202160.0064.90
SWBCW05K21 BaseSwapWeeklyW 5-2129/01/202101/02/202107/02/2021168.0032.33
SWPCW05B21 PeakSwapWeeklyW 5-2129/01/202101/02/202105/02/202160.0042.05
SWBCW06K21 BaseSwapWeeklyW 6-2105/02/202108/02/202114/02/2021168.0025.27
SWPCW06B21 PeakSwapWeeklyW 6-2105/02/202108/02/202112/02/202160.0029.46
SWBCW07K21 BaseSwapWeeklyW 7-2112/02/202115/02/202121/02/2021168.0021.01
SWPCW07B21 PeakSwapWeeklyW 7-2112/02/202115/02/202119/02/202160.0031.11
SWBCW08K21 BaseSwapWeeklyW 8-2119/02/202122/02/202128/02/2021168.0035.37
SWPCW08B21 PeakSwapWeeklyW 8-2119/02/202122/02/202126/02/202160.0041.87
SWBCW09K21 BaseSwapWeeklyW 9-2126/02/202101/03/202107/03/2021168.0049.72
SWPCW09B21 PeakSwapWeeklyW 9-2126/02/202101/03/202105/03/202160.0053.59
SWBCW10K21 BaseSwapWeeklyW 10-2105/03/202108/03/202114/03/2021168.0043.38
SWPCW10B21 PeakSwapWeeklyW 10-2105/03/202108/03/202112/03/202160.0047.51
SWBCW11K21 BaseSwapWeeklyW 11-2112/03/202115/03/202121/03/2021168.0042.81
SWPCW11B21 PeakSwapWeeklyW 11-2112/03/202115/03/202119/03/202160.0046.89
SWBCW12K21 BaseSwapWeeklyW 12-2119/03/202122/03/202128/03/2021167.0042.83
SWBCW13K21 BaseSwapWeeklyW 13-2126/03/202129/03/202104/04/2021168.0041.92
SWBCMJAN21 BaseSwapMonthlyJan-2131/12/202001/01/202131/01/2021744.0060.17
SWPCMJAN21 PeakSwapMonthlyJan-2131/12/202001/01/202131/01/2021252.0075.00
SWBCMFEB21 BaseSwapMonthlyFeb-2129/01/202101/02/202128/02/2021672.0028.49
SWPCMFEB21 PeakSwapMonthlyFeb-2129/01/202101/02/202128/02/2021240.0036.12
SWBCMMAR21 BaseSwapMonthlyMar-2126/02/202101/03/202131/03/2021743.0044.63
SWPCMMAR21 PeakSwapMonthlyMar-2126/02/202101/03/202131/03/2021276.0048.88
SWBCMAPR21 BaseSwapMonthlyApr-2131/03/202101/04/202130/04/2021720.0041.25
SWPCMAPR21 PeakSwapMonthlyApr-2131/03/202101/04/202130/04/2021264.0045.18
SWBCMMAY21 BaseSwapMonthlyMay-2130/04/202101/05/202131/05/2021744.0046.06
SWPCMMAY21 PeakSwapMonthlyMay-2130/04/202101/05/202131/05/2021252.0050.45
SWBCMJUN21 BaseSwapMonthlyJun-2131/05/202101/06/202130/06/2021720.0052.05
SWPCMJUN21 PeakSwapMonthlyJun-2131/05/202101/06/202130/06/2021264.0057.01
SWBCMJUL21 BaseSwapMonthlyJul-2130/06/202101/07/202131/07/2021744.0053.93
SWPCMJUL21 PeakSwapMonthlyJul-2130/06/202101/07/202131/07/2021264.0059.07
SWBCMAUG21 BaseSwapMonthlyAug-2130/07/202101/08/202131/08/2021744.0053.32
SWPCMAUG21 PeakSwapMonthlyAug-2130/07/202101/08/202131/08/2021264.0058.40
SWBCMSEP21 BaseSwapMonthlySep-2131/08/202101/09/202130/09/2021720.0055.39
SWPCMSEP21 PeakSwapMonthlySep-2131/08/202101/09/202130/09/2021264.0060.67
SWBCMJAN22 BaseSwapMonthlyJan-2230/12/202101/01/202231/01/2022744.0058.02
SWBCMFEB22 BaseSwapMonthlyFeb-2231/01/202201/02/202228/02/2022672.0049.24
SWBCQ121 BaseSwapQuaterlyQ1-2131/12/202001/01/202131/03/20212,159.0051.98
SWPCQ121 PeakSwapQuaterlyQ1-2131/12/202001/01/202131/03/2021768.0057.60
SWBCQ221 BaseSwapQuaterlyQ2-2131/03/202101/04/202130/06/20212,184.0046.45
SWPCQ221 PeakSwapQuaterlyQ2-2131/03/202101/04/202130/06/2021780.0050.88
SWBCQ321 BaseSwapQuaterlyQ3-2130/06/202101/07/202130/09/20212,208.0054.20
SWPCQ321 PeakSwapQuaterlyQ3-2130/06/202101/07/202130/09/2021792.0059.37
SWBCQ421 BaseSwapQuaterlyQ4-2130/09/202101/10/202131/12/20212,209.0055.90
SWPCQ421 PeakSwapQuaterlyQ4-2130/09/202101/10/202131/12/2021792.0061.23
SWBCQ122 BaseSwapQuaterlyQ1-2230/12/202101/01/202231/03/20222,159.0050.70
SWPCQ122 PeakSwapQuaterlyQ1-2230/12/202101/01/202231/03/2022768.0055.53
SWBCQ222 BaseSwapQuaterlyQ2-2231/03/202201/04/202230/06/20222,184.0043.87
SWBCQ322 BaseSwapQuaterlyQ3-2230/06/202201/07/202230/09/20222,208.0048.62
SWBCQ422 BaseSwapQuaterlyQ4-2230/09/202201/10/202231/12/20222,209.0050.13
SWBCQ123 BaseSwapQuaterlyQ1-2330/12/202201/01/202331/03/20232,159.0045.54
SWBCCAL21 BaseSwapYearly202131/12/202001/01/202131/12/20218,760.0051.00
SWPCCAL21 PeakSwapYearly202131/12/202001/01/202131/12/20213,132.0056.51
SWBCCAL22 BaseSwapYearly202230/12/202101/01/202231/12/20228,760.0048.33
SWPCCAL22 PeakSwapYearly202230/12/202101/01/202231/12/20223,120.0052.94
SWBCCAL23 BaseSwapYearly202330/12/202201/01/202331/12/20238,760.0043.13
SWBCCAL24 BaseSwapYearly202429/12/202301/01/202431/12/20248,784.0041.50
SWBCCAL25 BaseSwapYearly202531/12/202401/01/202531/12/20258,760.0041.22
SWBCCAL26 BaseSwapYearly202631/12/202501/01/202631/12/20268,760.0040.70
SWBCCAL27 BaseSwapYearly202731/12/202601/01/202731/12/20278,760.0038.36
SWBCCAL28 BaseSwapYearly202831/12/202701/01/202831/12/20288,784.0038.36
SWBCCAL29 BaseSwapYearly202929/12/202801/01/202931/12/20298,760.0038.36
SWBCCAL30 BaseSwapYearly203031/12/202901/01/203031/12/20308,760.0038.36
SWBCCAL31 BaseSwapYearly203131/12/203001/01/203131/12/20318,760.0038.36