TUESDAY, 18 JANUARY, 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 3-2221/01/202222/01/202223/01/202248.00127.59
SWBCW04E22 BaseSwapWeekendW 4-2228/01/202229/01/202230/01/202248.00160.49
SWBCW05E22 BaseSwapWeekendW 5-2204/02/202205/02/202206/02/202248.00153.44
SWBCW06E22 BaseSwapWeekendW 6-2211/02/202212/02/202213/02/202248.00153.73
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 3-2214/01/202217/01/202223/01/2022168.00194.58
SWPCW03B22 PeakSwapWeeklyW 3-2214/01/202217/01/202221/01/202260.00216.68
SWBCW04K22 BaseSwapWeeklyW 4-2221/01/202224/01/202230/01/2022168.00200.00
SWPCW04B22 PeakSwapWeeklyW 4-2221/01/202224/01/202228/01/202260.00222.71
SWBCW05K22 BaseSwapWeeklyW 5-2228/01/202231/01/202206/02/2022168.00191.21
SWPCW05B22 PeakSwapWeeklyW 5-2228/01/202231/01/202204/02/202260.00212.93
SWBCW06K22 BaseSwapWeeklyW 6-2204/02/202207/02/202213/02/2022168.00191.57
SWBCW07K22 BaseSwapWeeklyW 7-2211/02/202214/02/202220/02/2022168.00191.57
SWBCMJAN22 BaseSwapMonthlyJan-2230/12/202101/01/202231/01/2022744.00192.22
SWPCMJAN22 PeakSwapMonthlyJan-2230/12/202101/01/202231/01/2022252.00214.05
SWBCMFEB22 BaseSwapMonthlyFeb-2231/01/202201/02/202228/02/2022672.00191.50
SWPCMFEB22 PeakSwapMonthlyFeb-2231/01/202201/02/202228/02/2022240.00213.25
SWBCMMAR22 BaseSwapMonthlyMar-2228/02/202201/03/202231/03/2022743.00178.75
SWPCMMAR22 PeakSwapMonthlyMar-2228/02/202201/03/202231/03/2022276.00199.05
SWBCMAPR22 BaseSwapMonthlyApr-2231/03/202201/04/202230/04/2022720.00167.50
SWPCMAPR22 PeakSwapMonthlyApr-2231/03/202201/04/202230/04/2022252.00186.52
SWBCMMAY22 BaseSwapMonthlyMay-2229/04/202201/05/202231/05/2022744.00153.76
SWPCMMAY22 PeakSwapMonthlyMay-2229/04/202201/05/202231/05/2022264.00171.22
SWBCMJUN22 BaseSwapMonthlyJun-2231/05/202201/06/202230/06/2022720.00166.54
SWPCMJUN22 PeakSwapMonthlyJun-2231/05/202201/06/202230/06/2022264.00185.45
SWBCMJUL22 BaseSwapMonthlyJul-2230/06/202201/07/202231/07/2022744.00180.47
SWPCMJUL22 PeakSwapMonthlyJul-2230/06/202201/07/202231/07/2022252.00200.97
SWBCQ122 BaseSwapQuaterlyQ1-2230/12/202101/01/202231/03/20222,159.00232.00
SWPCQ122 PeakSwapQuaterlyQ1-2230/12/202101/01/202231/03/2022768.00269.97
SWBCQ222 BaseSwapQuaterlyQ2-2231/03/202201/04/202230/06/20222,184.00162.50
SWPCQ222 PeakSwapQuaterlyQ2-2231/03/202201/04/202230/06/2022780.00180.95
SWBCQ322 BaseSwapQuaterlyQ3-2230/06/202201/07/202230/09/20222,208.00163.50
SWPCQ322 PeakSwapQuaterlyQ3-2230/06/202201/07/202230/09/2022792.00182.07
SWBCQ422 BaseSwapQuaterlyQ4-2230/09/202201/10/202231/12/20222,209.00165.76
SWPCQ422 PeakSwapQuaterlyQ4-2230/09/202201/10/202231/12/2022780.00184.59
SWBCQ123 BaseSwapQuaterlyQ1-2330/12/202201/01/202331/03/20232,159.00162.00
SWPCQ123 PeakSwapQuaterlyQ1-2330/12/202201/01/202331/03/2023780.00180.40
SWBCQ223 BaseSwapQuaterlyQ2-2331/03/202301/04/202330/06/20232,184.0079.90
SWBCQ323 BaseSwapQuaterlyQ3-2330/06/202301/07/202330/09/20232,208.0083.02
SWBCQ423 BaseSwapQuaterlyQ4-2329/09/202301/10/202331/12/20232,209.0092.11
SWBCQ124 BaseSwapQuaterlyQ1-2429/12/202301/01/202431/03/20242,183.0078.24
SWBCCAL22 BaseSwapYearly202230/12/202101/01/202231/12/20228,760.00202.00
SWPCCAL22 PeakSwapYearly202230/12/202101/01/202231/12/20223,120.00235.06
SWBCCAL23 BaseSwapYearly202330/12/202201/01/202331/12/20238,760.00104.00
SWPCCAL23 PeakSwapYearly202330/12/202201/01/202331/12/20233,120.00115.81
SWBCCAL24 BaseSwapYearly202429/12/202301/01/202431/12/20248,784.0071.00
SWBCCAL25 BaseSwapYearly202531/12/202401/01/202531/12/20258,760.0056.00
SWBCCAL26 BaseSwapYearly202631/12/202501/01/202631/12/20268,760.0047.25
SWBCCAL27 BaseSwapYearly202731/12/202601/01/202731/12/20278,760.0040.25
SWBCCAL28 BaseSwapYearly202831/12/202701/01/202831/12/20288,784.0039.15
SWBCCAL29 BaseSwapYearly202929/12/202801/01/202931/12/20298,760.0038.05
SWBCCAL30 BaseSwapYearly203031/12/202901/01/203031/12/20308,760.0037.75
SWBCCAL31 BaseSwapYearly203131/12/203001/01/203131/12/20318,760.0037.60
SWBCCAL32 BaseSwapYearly203231/12/203101/01/203231/12/20328,784.0037.45