TUESDAY, 28 MARCH, 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 13-2331/03/202301/04/202302/04/202348.0082.87
SWBCW14E23 BaseSwapWeekendW 14-2306/04/202308/04/202309/04/202348.0082.96
SWBCW15E23 BaseSwapWeekendW 15-2314/04/202315/04/202316/04/202348.0079.87
SWBCW16E23 BaseSwapWeekendW 16-2321/04/202322/04/202323/04/202348.0082.42
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 13-2324/03/202327/03/202302/04/2023168.0083.86
SWPCW13B23 PeakSwapWeeklyW 13-2324/03/202327/03/202331/03/202360.0085.24
SWBCW14K23 BaseSwapWeeklyW 14-2331/03/202303/04/202309/04/2023168.0088.93
SWPCW14B23 PeakSwapWeeklyW 14-2331/03/202303/04/202307/04/202360.0090.39
SWBCW15K23 BaseSwapWeeklyW 15-2306/04/202310/04/202316/04/2023168.0085.61
SWPCW15B23 PeakSwapWeeklyW 15-2306/04/202310/04/202314/04/202360.0087.02
SWBCW16K23 BaseSwapWeeklyW 16-2314/04/202317/04/202323/04/2023168.0088.35
SWBCW17K23 BaseSwapWeeklyW 17-2321/04/202324/04/202330/04/2023168.0097.82
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-2328/02/202301/03/202331/03/2023743.0092.61
SWPCMMAR23 PeakSwapMonthlyMar-2328/02/202301/03/202331/03/2023276.0094.13
SWBCMAPR23 BaseSwapMonthlyApr-2331/03/202301/04/202330/04/2023720.0089.69
SWPCMAPR23 PeakSwapMonthlyApr-2331/03/202301/04/202330/04/2023240.0091.16
SWBCMMAY23 BaseSwapMonthlyMay-2328/04/202301/05/202331/05/2023744.00108.00
SWPCMMAY23 PeakSwapMonthlyMay-2328/04/202301/05/202331/05/2023276.00109.78
SWBCMJUN23 BaseSwapMonthlyJun-2331/05/202301/06/202330/06/2023720.00117.21
SWPCMJUN23 PeakSwapMonthlyJun-2331/05/202301/06/202330/06/2023264.00119.14
SWBCMJUL23 BaseSwapMonthlyJul-2330/06/202301/07/202331/07/2023744.00121.77
SWPCMJUL23 PeakSwapMonthlyJul-2330/06/202301/07/202331/07/2023252.00123.77
SWBCMAUG23 BaseSwapMonthlyAug-2331/07/202301/08/202331/08/2023744.00117.75
SWPCMAUG23 PeakSwapMonthlyAug-2331/07/202301/08/202331/08/2023276.00119.69
SWBCMSEP23 BaseSwapMonthlySep-2331/08/202301/09/202330/09/2023720.00118.20
SWPCMSEP23 PeakSwapMonthlySep-2331/08/202301/09/202330/09/2023252.00120.15
SWBCQ123 BaseSwapQuaterlyQ1-2330/12/202201/01/202331/03/20232,159.00144.86
SWPCQ123 PeakSwapQuaterlyQ1-2330/12/202201/01/202331/03/2023780.00147.35
SWBCQ223 BaseSwapQuaterlyQ2-2331/03/202301/04/202330/06/20232,184.00105.00
SWPCQ223 PeakSwapQuaterlyQ2-2331/03/202301/04/202330/06/2023780.00106.73
SWBCQ323 BaseSwapQuaterlyQ3-2330/06/202301/07/202330/09/20232,208.00119.25
SWPCQ323 PeakSwapQuaterlyQ3-2330/06/202301/07/202330/09/2023780.00121.21
SWBCQ423 BaseSwapQuaterlyQ4-2329/09/202301/10/202331/12/20232,209.00125.50
SWPCQ423 PeakSwapQuaterlyQ4-2329/09/202301/10/202331/12/2023780.00127.57
SWBCQ124 BaseSwapQuaterlyQ1-2429/12/202301/01/202431/03/20242,183.00129.75
SWPCQ124 PeakSwapQuaterlyQ1-2429/12/202301/01/202431/03/2024780.00131.89
SWBCQ224 BaseSwapQuaterlyQ2-2429/03/202401/04/202430/06/20242,184.0084.74
SWPCQ224 PeakSwapQuaterlyQ2-2429/03/202401/04/202430/06/2024780.0086.13
SWBCQ324 BaseSwapQuaterlyQ3-2428/06/202401/07/202430/09/20242,208.0099.27
SWPCQ324 PeakSwapQuaterlyQ3-2428/06/202401/07/202430/09/2024792.00100.90
SWBCQ424 BaseSwapQuaterlyQ4-2430/09/202401/10/202431/12/20242,209.00105.30
SWPCQ424 PeakSwapQuaterlyQ4-2430/09/202401/10/202431/12/2024792.00107.03
SWBCQ125 BaseSwapQuaterlyQ1-2531/12/202401/01/202531/03/20252,159.0055.25
SWPCQ125 PeakSwapQuaterlyQ1-2531/12/202401/01/202531/03/2025768.0056.16
SWBCCAL23 BaseSwapYearly202330/12/202201/01/202331/12/20238,760.00172.84
SWPCCAL23 PeakSwapYearly202330/12/202201/01/202331/12/20233,120.00175.81
SWBCCAL24 BaseSwapYearly202429/12/202301/01/202431/12/20248,784.00104.75
SWPCCAL24 PeakSwapYearly202429/12/202301/01/202431/12/20243,144.00106.47
SWBCCAL25 BaseSwapYearly202531/12/202401/01/202531/12/20258,760.0090.50
SWBCCAL26 BaseSwapYearly202631/12/202501/01/202631/12/20268,760.0064.50
SWBCCAL27 BaseSwapYearly202731/12/202601/01/202731/12/20278,760.0058.50
SWBCCAL28 BaseSwapYearly202831/12/202701/01/202831/12/20288,784.0053.75
SWBCCAL29 BaseSwapYearly202929/12/202801/01/202931/12/20298,760.0050.60
SWBCCAL30 BaseSwapYearly203031/12/202901/01/203031/12/20308,760.0049.60
SWBCCAL31 BaseSwapYearly203131/12/203001/01/203131/12/20318,760.0049.40
SWBCCAL32 BaseSwapYearly203231/12/203101/01/203231/12/20328,784.0048.75
SWBCCAL33 BaseSwapYearly203331/12/203201/01/203331/12/20338,760.0048.65