| Instrument | Open Price | Close Price | High Price | Low Price | High/Low Quote Type | Daily Settlement Price * | Monthly Settlement Price | Total Volume | Block Trade Volume | Currency | Payment Flag | Total Volume (USD) | Block Trade Volume (USD) |
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* Except where indicated, BSEF does not calculate daily settlement price.
- “P” indicates that the price is represented as a premium
- “V” indicates that the price is represented as a percentage
- “O” indicates that the price is represented as neither premium nor percentage
- If more than one Swap transaction was executed at the same time, and this time is the time of (i) an opening price, BSEF will report the lowest price as an opening price; or (ii) a closing price, BSEF will report the highest price as a closing price. Prices for rate Swaps constituting legs of a Package Transaction are not included if a premium (net present value) is not allocated to each leg.