FRIDAY, 23 FEBRUARY, 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 8-2423/02/202424/02/202425/02/202448.0018.47
SWBCW09E24 BaseSwapWeekendW 9-2401/03/202402/03/202403/03/202448.0020.29
SWBCW10E24 BaseSwapWeekendW 10-2408/03/202409/03/202410/03/202448.0027.56
SWBCW11E24 BaseSwapWeekendW 11-2415/03/202416/03/202417/03/202448.0027.51
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 8-2416/02/202419/02/202425/02/2024168.0028.30
SWPCW08B24 PeakSwapWeeklyW 8-2416/02/202419/02/202423/02/202460.0027.26
SWBCW09K24 BaseSwapWeeklyW 9-2423/02/202426/02/202403/03/2024168.0023.35
SWPCW09B24 PeakSwapWeeklyW 9-2423/02/202426/02/202401/03/202460.0023.39
SWBCW10K24 BaseSwapWeeklyW 10-2401/03/202404/03/202410/03/2024168.0033.52
SWPCW10B24 PeakSwapWeeklyW 10-2401/03/202404/03/202408/03/202460.0033.58
SWBCW11K24 BaseSwapWeeklyW 11-2408/03/202411/03/202417/03/2024168.0033.47
SWBCW12K24 BaseSwapWeeklyW 12-2415/03/202418/03/202424/03/2024168.0033.34
SWBCW13K24 BaseSwapWeeklyW 13-2422/03/202425/03/202431/03/2024167.0034.04
SWBCMJAN24 BaseSwapMonthlyJan-2429/12/202301/01/202431/01/2024744.0074.10
SWPCMJAN24 PeakSwapMonthlyJan-2429/12/202301/01/202431/01/2024276.0079.75
SWBCMFEB24 BaseSwapMonthlyFeb-2431/01/202401/02/202429/02/2024696.0043.51
SWPCMFEB24 PeakSwapMonthlyFeb-2431/01/202401/02/202429/02/2024252.0043.59
SWBCMMAR24 BaseSwapMonthlyMar-2429/02/202401/03/202431/03/2024743.0032.50
SWPCMMAR24 PeakSwapMonthlyMar-2429/02/202401/03/202431/03/2024252.0032.56
SWBCMAPR24 BaseSwapMonthlyApr-2428/03/202401/04/202430/04/2024720.0032.50
SWPCMAPR24 PeakSwapMonthlyApr-2428/03/202401/04/202430/04/2024264.0032.56
SWBCMMAY24 BaseSwapMonthlyMay-2430/04/202401/05/202431/05/2024744.0037.83
SWPCMMAY24 PeakSwapMonthlyMay-2430/04/202401/05/202431/05/2024276.0037.90
SWBCMJUN24 BaseSwapMonthlyJun-2431/05/202401/06/202430/06/2024720.0049.75
SWPCMJUN24 PeakSwapMonthlyJun-2431/05/202401/06/202430/06/2024240.0049.84
SWBCMJUL24 BaseSwapMonthlyJul-2428/06/202401/07/202431/07/2024744.0059.60
SWPCMJUL24 PeakSwapMonthlyJul-2428/06/202401/07/202431/07/2024276.0059.71
SWBCMAUG24 BaseSwapMonthlyAug-2431/07/202401/08/202431/08/2024744.0055.55
SWPCMAUG24 PeakSwapMonthlyAug-2431/07/202401/08/202431/08/2024264.0055.65
SWBCMSEP24 BaseSwapMonthlySep-2430/08/202401/09/202430/09/2024720.0059.04
SWBCMOCT24 BaseSwapMonthlyOct-2430/09/202401/10/202431/10/2024745.0055.28
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 BaseSwapQuaterlyQ2-2428/03/202401/04/202430/06/20242,184.0040.00
SWPCQ224 PeakSwapQuaterlyQ2-2428/03/202401/04/202430/06/2024780.0040.07
SWBCQ324 BaseSwapQuaterlyQ3-2428/06/202401/07/202430/09/20242,208.0058.05
SWPCQ324 PeakSwapQuaterlyQ3-2428/06/202401/07/202430/09/2024792.0058.16
SWBCQ424 BaseSwapQuaterlyQ4-2430/09/202401/10/202431/12/20242,209.0059.00
SWPCQ424 PeakSwapQuaterlyQ4-2430/09/202401/10/202431/12/2024792.0059.11
SWBCQ125 BaseSwapQuaterlyQ1-2531/12/202401/01/202531/03/20252,159.0051.80
SWPCQ125 PeakSwapQuaterlyQ1-2531/12/202401/01/202531/03/2025768.0051.89
SWBCQ225 BaseSwapQuaterlyQ2-2531/03/202501/04/202530/06/20252,184.0041.67
SWPCQ225 PeakSwapQuaterlyQ2-2531/03/202501/04/202530/06/2025780.0041.74
SWBCQ325 BaseSwapQuaterlyQ3-2530/06/202501/07/202530/09/20252,208.0050.25
SWPCQ325 PeakSwapQuaterlyQ3-2530/06/202501/07/202530/09/2025792.0050.34
SWBCQ425 BaseSwapQuaterlyQ4-2530/09/202501/10/202531/12/20252,209.0054.25
SWPCQ425 PeakSwapQuaterlyQ4-2530/09/202501/10/202531/12/2025792.0054.35
SWBCQ126 BaseSwapQuaterlyQ1-2631/12/202501/01/202631/03/20262,159.0042.19
SWPCQ126 PeakSwapQuaterlyQ1-2631/12/202501/01/202631/03/2026768.0042.27
SWBCCAL24 BaseSwapYearly202429/12/202301/01/202431/12/20248,784.0078.75
SWPCCAL24 PeakSwapYearly202429/12/202301/01/202431/12/20243,144.0078.41
SWBCCAL25 BaseSwapYearly202531/12/202401/01/202531/12/20258,760.0049.50
SWPCCAL25 PeakSwapYearly202531/12/202401/01/202531/12/20253,132.0049.59
SWBCCAL26 BaseSwapYearly202631/12/202501/01/202631/12/20268,760.0048.00
SWBCCAL27 BaseSwapYearly202731/12/202601/01/202731/12/20278,760.0049.00
SWBCCAL28 BaseSwapYearly202831/12/202701/01/202831/12/20288,784.0050.85
SWBCCAL29 BaseSwapYearly202929/12/202801/01/202931/12/20298,760.0050.60
SWBCCAL30 BaseSwapYearly203031/12/202901/01/203031/12/20308,760.0050.35
SWBCCAL31 BaseSwapYearly203131/12/203001/01/203131/12/20318,760.0049.75
SWBCCAL32 BaseSwapYearly203231/12/203101/01/203231/12/20328,784.0049.25
SWBCCAL33 BaseSwapYearly203331/12/203201/01/203331/12/20338,760.0049.05
SWBCCAL34 BaseSwapYearly203430/12/203301/01/203431/12/20348,760.0048.50