|
|
CME Groups
| CME
- Chicago Mercantile Exchange - Commmodities Interest Rates
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
Futures |
Options |
Other Derivatives |
|
|
2 year swap.
Column ( 1) 2 year swap maturity 1.
Nearest maturity
. Number of observations : 7
Column ( 2) 2 year swap maturity 2.
2nd maturity
. Number of observations : 7
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 29, 9:01 am |
|
| 2 year swap . Futures . Settlement Price
|
|
, 2 year swap ,, 2 year swap ,
, 2 year swap1st ,, 2 year swap2nd ,
, 2 year swap; Nearest ,, 2nd nearest expn ,
, expiration ,, ,
, Apr.2003 to Feb.20.2009,, Apr.2003 to Feb.20.2009,
End of , ,, ,
2009 , 98.390, 2009-03 , 98.310, 2009-06
2008 , 97.860, 2008-12 , 97.810, 2009-03
2007 , 94.900, 2007-06 , 94.960, 2007-09
2006 , 94.880, 2007-03 , 94.940, 2007-06
2005 , 95.140, 2006-03 , 95.140, 2006-06
2004 , 96.500, 2005-03 , 96.350, 2005-06
2003 , 97.330, 2004-03 , 97.010, 2004-06
|