|
|
CME Groups
| CME
- Chicago Mercantile Exchange - Commmodities Interest Rates
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
Futures |
Options |
Other Derivatives |
|
|
5 year swap.
Column ( 1) 5 year swap maturity 1.
Nearest maturity
. Number of observations : 7
Column ( 2) 5 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 |
|
| 5 year swap . Futures . Settlement Price
|
|
, 5 year swap ,, 5 year swap ,
, 5 year swap1st ,, 5 year swap2nd ,
, 5 year swap; Nearest ,, 2nd nearest expn ,
, expiration ,, ,
, Apr.2003 to Feb.20.2009,, Apr.2003 to Feb.20.2009,
End of , ,, ,
2009 , 97.550, 2009-03 , 97.470, 2009-06
2008 , 97.130, 2008-12 , 97.080, 2009-03
2007 , 94.880, 2007-06 , 94.890, 2007-09
2006 , 94.910, 2007-03 , 94.920, 2007-06
2005 , 95.130, 2006-03 , 95.120, 2006-06
2004 , 95.930, 2005-03 , 95.820, 2005-06
2003 , 96.180, 2004-03 , 95.970, 2004-06
|