THURSDAY, 28 MARCH, 2024
Code
Type
Class
Period
Maturity
End Trade
Begin Matur.
End Matur.
Multiplier
Price
SWBCW01E24
Base
Swap
Weekend
W 1-24
05/01/2024
06/01/2024
07/01/2024
48.00
59.98
SWBCW02E24
Base
Swap
Weekend
W 2-24
12/01/2024
13/01/2024
14/01/2024
48.00
81.24
SWBCW03E24
Base
Swap
Weekend
W 3-24
19/01/2024
20/01/2024
21/01/2024
48.00
72.46
SWBCW04E24
Base
Swap
Weekend
W 4-24
26/01/2024
27/01/2024
28/01/2024
48.00
59.10
SWBCW05E24
Base
Swap
Weekend
W 5-24
02/02/2024
03/02/2024
04/02/2024
48.00
61.71
SWBCW06E24
Base
Swap
Weekend
W 6-24
09/02/2024
10/02/2024
11/02/2024
48.00
27.15
SWBCW07E24
Base
Swap
Weekend
W 7-24
16/02/2024
17/02/2024
18/02/2024
48.00
47.86
SWBCW08E24
Base
Swap
Weekend
W 8-24
23/02/2024
24/02/2024
25/02/2024
48.00
5.00
SWBCW09E24
Base
Swap
Weekend
W 9-24
01/03/2024
02/03/2024
03/03/2024
48.00
3.98
SWBCW10E24
Base
Swap
Weekend
W 10-24
08/03/2024
09/03/2024
10/03/2024
48.00
0.56
SWBCW11E24
Base
Swap
Weekend
W 11-24
15/03/2024
16/03/2024
17/03/2024
48.00
29.83
SWBCW12E24
Base
Swap
Weekend
W 12-24
22/03/2024
23/03/2024
24/03/2024
48.00
4.35
SWBCW13E24
Base
Swap
Weekend
W 13-24
28/03/2024
30/03/2024
31/03/2024
47.00
6.57
SWBCW14E24
Base
Swap
Weekend
W 14-24
05/04/2024
06/04/2024
07/04/2024
48.00
18.42
SWBCW15E24
Base
Swap
Weekend
W 15-24
12/04/2024
13/04/2024
14/04/2024
48.00
18.52
SWBCW16E24
Base
Swap
Weekend
W 16-24
19/04/2024
20/04/2024
21/04/2024
48.00
19.67
SWBCW01K24
Base
Swap
Weekly
W 1-24
29/12/2023
01/01/2024
07/01/2024
168.00
58.88
SWPCW01B24
Peak
Swap
Weekly
W 1-24
29/12/2023
01/01/2024
05/01/2024
60.00
60.30
SWBCW02K24
Base
Swap
Weekly
W 2-24
05/01/2024
08/01/2024
14/01/2024
168.00
96.75
SWPCW02B24
Peak
Swap
Weekly
W 2-24
05/01/2024
08/01/2024
12/01/2024
60.00
108.47
SWBCW03K24
Base
Swap
Weekly
W 3-24
12/01/2024
15/01/2024
21/01/2024
168.00
66.75
SWPCW03B24
Peak
Swap
Weekly
W 3-24
12/01/2024
15/01/2024
19/01/2024
60.00
71.38
SWBCW04K24
Base
Swap
Weekly
W 4-24
19/01/2024
22/01/2024
28/01/2024
168.00
70.99
SWPCW04B24
Peak
Swap
Weekly
W 4-24
19/01/2024
22/01/2024
26/01/2024
60.00
76.60
SWBCW05K24
Base
Swap
Weekly
W 5-24
26/01/2024
29/01/2024
04/02/2024
168.00
71.89
SWPCW05B24
Peak
Swap
Weekly
W 5-24
26/01/2024
29/01/2024
02/02/2024
60.00
77.71
SWBCW06K24
Base
Swap
Weekly
W 6-24
02/02/2024
05/02/2024
11/02/2024
168.00
48.31
SWPCW06B24
Peak
Swap
Weekly
W 6-24
02/02/2024
05/02/2024
09/02/2024
60.00
59.19
SWBCW07K24
Base
Swap
Weekly
W 7-24
09/02/2024
12/02/2024
18/02/2024
168.00
52.76
SWPCW07B24
Peak
Swap
Weekly
W 7-24
09/02/2024
12/02/2024
16/02/2024
60.00
55.39
SWBCW08K24
Base
Swap
Weekly
W 8-24
16/02/2024
19/02/2024
25/02/2024
168.00
24.45
SWPCW08B24
Peak
Swap
Weekly
W 8-24
16/02/2024
19/02/2024
23/02/2024
60.00
27.26
SWBCW09K24
Base
Swap
Weekly
W 9-24
23/02/2024
26/02/2024
03/03/2024
168.00
4.53
SWPCW09B24
Peak
Swap
Weekly
W 9-24
23/02/2024
26/02/2024
01/03/2024
60.00
2.58
SWBCW10K24
Base
Swap
Weekly
W 10-24
01/03/2024
04/03/2024
10/03/2024
168.00
14.10
SWPCW10B24
Peak
Swap
Weekly
W 10-24
01/03/2024
04/03/2024
08/03/2024
60.00
13.79
SWBCW11K24
Base
Swap
Weekly
W 11-24
08/03/2024
11/03/2024
17/03/2024
168.00
33.24
SWPCW11B24
Peak
Swap
Weekly
W 11-24
08/03/2024
11/03/2024
15/03/2024
60.00
22.04
SWBCW12K24
Base
Swap
Weekly
W 12-24
15/03/2024
18/03/2024
24/03/2024
168.00
35.76
SWPCW12B24
Peak
Swap
Weekly
W 12-24
15/03/2024
18/03/2024
22/03/2024
60.00
40.03
SWBCW13K24
Base
Swap
Weekly
W 13-24
22/03/2024
25/03/2024
31/03/2024
167.00
6.39
SWPCW13B24
Peak
Swap
Weekly
W 13-24
22/03/2024
25/03/2024
29/03/2024
60.00
3.59
SWBCW14K24
Base
Swap
Weekly
W 14-24
28/03/2024
01/04/2024
07/04/2024
168.00
22.41
SWPCW14B24
Peak
Swap
Weekly
W 14-24
28/03/2024
01/04/2024
05/04/2024
60.00
22.45
SWBCW15K24
Base
Swap
Weekly
W 15-24
05/04/2024
08/04/2024
14/04/2024
168.00
22.53
SWPCW15B24
Peak
Swap
Weekly
W 15-24
05/04/2024
08/04/2024
12/04/2024
60.00
22.57
SWBCW16K24
Base
Swap
Weekly
W 16-24
12/04/2024
15/04/2024
21/04/2024
168.00
23.93
SWBCW17K24
Base
Swap
Weekly
W 17-24
19/04/2024
22/04/2024
28/04/2024
168.00
24.82
SWBCMJAN24
Base
Swap
Monthly
Jan-24
29/12/2023
01/01/2024
31/01/2024
744.00
74.10
SWPCMJAN24
Peak
Swap
Monthly
Jan-24
29/12/2023
01/01/2024
31/01/2024
276.00
79.75
SWBCMFEB24
Base
Swap
Monthly
Feb-24
31/01/2024
01/02/2024
29/02/2024
696.00
40.00
SWPCMFEB24
Peak
Swap
Monthly
Feb-24
31/01/2024
01/02/2024
29/02/2024
252.00
40.90
SWBCMMAR24
Base
Swap
Monthly
Mar-24
29/02/2024
01/03/2024
31/03/2024
743.00
20.55
SWPCMMAR24
Peak
Swap
Monthly
Mar-24
29/02/2024
01/03/2024
31/03/2024
252.00
18.98
SWBCMAPR24
Base
Swap
Monthly
Apr-24
28/03/2024
01/04/2024
30/04/2024
720.00
23.60
SWPCMAPR24
Peak
Swap
Monthly
Apr-24
28/03/2024
01/04/2024
30/04/2024
264.00
23.64
SWBCMMAY24
Base
Swap
Monthly
May-24
30/04/2024
01/05/2024
31/05/2024
744.00
32.22
SWPCMMAY24
Peak
Swap
Monthly
May-24
30/04/2024
01/05/2024
31/05/2024
276.00
32.28
SWBCMJUN24
Base
Swap
Monthly
Jun-24
31/05/2024
01/06/2024
30/06/2024
720.00
53.00
SWPCMJUN24
Peak
Swap
Monthly
Jun-24
31/05/2024
01/06/2024
30/06/2024
240.00
53.10
SWBCMJUL24
Base
Swap
Monthly
Jul-24
28/06/2024
01/07/2024
31/07/2024
744.00
67.40
SWPCMJUL24
Peak
Swap
Monthly
Jul-24
28/06/2024
01/07/2024
31/07/2024
276.00
67.52
SWBCMAUG24
Base
Swap
Monthly
Aug-24
31/07/2024
01/08/2024
31/08/2024
744.00
63.50
SWPCMAUG24
Peak
Swap
Monthly
Aug-24
31/07/2024
01/08/2024
31/08/2024
264.00
63.62
SWBCMSEP24
Base
Swap
Monthly
Sep-24
30/08/2024
01/09/2024
30/09/2024
720.00
67.75
SWPCMSEP24
Peak
Swap
Monthly
Sep-24
30/08/2024
01/09/2024
30/09/2024
252.00
67.87
SWBCMOCT24
Base
Swap
Monthly
Oct-24
30/09/2024
01/10/2024
31/10/2024
745.00
69.03
SWBCMSEP25
Base
Swap
Monthly
Sep-25
29/08/2025
01/09/2025
30/09/2025
720.00
83.87
SWBCQ124
Base
Swap
Quaterly
Q1-24
29/12/2023
01/01/2024
31/03/2024
2,183.00
73.00
SWPCQ124
Peak
Swap
Quaterly
Q1-24
29/12/2023
01/01/2024
31/03/2024
780.00
72.68
SWBCQ224
Base
Swap
Quaterly
Q2-24
28/03/2024
01/04/2024
30/06/2024
2,184.00
36.23
SWPCQ224
Peak
Swap
Quaterly
Q2-24
28/03/2024
01/04/2024
30/06/2024
780.00
36.29
SWBCQ324
Base
Swap
Quaterly
Q3-24
28/06/2024
01/07/2024
30/09/2024
2,208.00
66.20
SWPCQ324
Peak
Swap
Quaterly
Q3-24
28/06/2024
01/07/2024
30/09/2024
792.00
66.32
SWBCQ424
Base
Swap
Quaterly
Q4-24
30/09/2024
01/10/2024
31/12/2024
2,209.00
72.75
SWPCQ424
Peak
Swap
Quaterly
Q4-24
30/09/2024
01/10/2024
31/12/2024
792.00
72.88
SWBCQ125
Base
Swap
Quaterly
Q1-25
31/12/2024
01/01/2025
31/03/2025
2,159.00
57.31
SWPCQ125
Peak
Swap
Quaterly
Q1-25
31/12/2024
01/01/2025
31/03/2025
768.00
57.41
SWBCQ225
Base
Swap
Quaterly
Q2-25
31/03/2025
01/04/2025
30/06/2025
2,184.00
47.46
SWPCQ225
Peak
Swap
Quaterly
Q2-25
31/03/2025
01/04/2025
30/06/2025
780.00
47.55
SWBCQ325
Base
Swap
Quaterly
Q3-25
30/06/2025
01/07/2025
30/09/2025
2,208.00
61.28
SWPCQ325
Peak
Swap
Quaterly
Q3-25
30/06/2025
01/07/2025
30/09/2025
792.00
61.39
SWBCQ425
Base
Swap
Quaterly
Q4-25
30/09/2025
01/10/2025
31/12/2025
2,209.00
62.25
SWPCQ425
Peak
Swap
Quaterly
Q4-25
30/09/2025
01/10/2025
31/12/2025
792.00
62.36
SWBCQ126
Base
Swap
Quaterly
Q1-26
31/12/2025
01/01/2026
31/03/2026
2,159.00
46.69
SWPCQ126
Peak
Swap
Quaterly
Q1-26
31/12/2025
01/01/2026
31/03/2026
768.00
46.77
SWBCCAL24
Base
Swap
Yearly
2024
29/12/2023
01/01/2024
31/12/2024
8,784.00
78.75
SWPCCAL24
Peak
Swap
Yearly
2024
29/12/2023
01/01/2024
31/12/2024
3,144.00
78.41
SWBCCAL25
Base
Swap
Yearly
2025
31/12/2024
01/01/2025
31/12/2025
8,760.00
57.10
SWPCCAL25
Peak
Swap
Yearly
2025
31/12/2024
01/01/2025
31/12/2025
3,132.00
57.20
SWBCCAL26
Base
Swap
Yearly
2026
31/12/2025
01/01/2026
31/12/2026
8,760.00
52.50
SWBCCAL27
Base
Swap
Yearly
2027
31/12/2026
01/01/2027
31/12/2027
8,760.00
51.75
SWBCCAL28
Base
Swap
Yearly
2028
31/12/2027
01/01/2028
31/12/2028
8,784.00
51.55
SWBCCAL29
Base
Swap
Yearly
2029
29/12/2028
01/01/2029
31/12/2029
8,760.00
51.30
SWBCCAL30
Base
Swap
Yearly
2030
31/12/2029
01/01/2030
31/12/2030
8,760.00
51.05
SWBCCAL31
Base
Swap
Yearly
2031
31/12/2030
01/01/2031
31/12/2031
8,760.00
50.45
SWBCCAL32
Base
Swap
Yearly
2032
31/12/2031
01/01/2032
31/12/2032
8,784.00
49.95
SWBCCAL33
Base
Swap
Yearly
2033
31/12/2032
01/01/2033
31/12/2033
8,760.00
49.75
SWBCCAL34
Base
Swap
Yearly
2034
30/12/2033
01/01/2034
31/12/2034
8,760.00
49.20