|
|
CME Groups
| CME
- Chicago Mercantile Exchange - Commmodities Interest Rates
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
Futures |
Options |
Other Derivatives |
|
|
10 year swap.
Column ( 1) 10 year swap maturity 1.
Nearest maturity
. Number of observations : 59
Column ( 2) 10 year swap maturity 2.
2nd maturity
. Number of observations : 59
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 29, 9:01 am |
|
| 10 year swap . Futures . Settlement Price
|
|
, 10 year swap ,, 10 year swap ,
, 10 year swap1st ,, 10 year swap2nd ,
, 10 year swap; Nearest ,, 2nd nearest expn ,
, expiration ,, ,
, Apr.2003 to Feb.20.2009,, Apr.2003 to Feb.20.2009,
End of , ,, ,
2009-02 , 96.990, 2009-03 , 96.930, 2009-06
2009-01 , 96.960, 2009-03 , 96.900, 2009-06
2008-12 , na, , na,
2008-11 , 96.780, 2008-12 , 96.750, 2009-03
2008-10 , 95.550, 2008-12 , 95.510, 2009-03
2008-09 , 95.540, 2008-12 , 95.510, 2009-03
2008-08 , 95.500, 2008-09 , 95.440, 2008-12
2008-07 , 95.300, 2008-09 , 95.230, 2008-12
2008-06 , 95.280, 2008-09 , 95.230, 2008-12
2008-05 , 95.220, 2008-06 , 95.140, 2008-09
2008-04 , 95.530, 2008-06 , 95.470, 2008-09
2008-03 , 95.890, 2008-06 , 95.820, 2008-09
2008-02 , na, , na,
2008-01 , na, , na,
2007-12 , na, , na,
2007-11 , na, , na,
2007-10 , na, , na,
2007-09 , na, , na,
2007-08 , na, , na,
2007-07 , na, , na,
2007-06 , na, , na,
2007-05 , na, , na,
2007-04 , 94.710, 2007-06 , 94.710, 2007-09
2007-03 , 94.820, 2007-06 , 94.820, 2007-09
2007-02 , 94.900, 2007-03 , 94.900, 2007-06
2007-01 , 94.600, 2007-03 , 94.600, 2007-06
2006-12 , 94.810, 2007-03 , 94.810, 2007-06
2006-11 , 95.060, 2006-12 , 95.070, 2007-03
2006-10 , 94.860, 2006-12 , 94.870, 2007-03
2006-09 , 94.830, 2006-12 , 94.830, 2007-03
2006-08 , 94.710, 2006-09 , 94.720, 2006-12
2006-07 , 94.450, 2006-09 , 94.440, 2006-12
2006-06 , 94.260, 2006-09 , 94.260, 2006-12
2006-05 , 94.320, 2006-06 , 94.310, 2006-09
2006-04 , 94.410, 2006-06 , 94.390, 2006-09
2006-03 , 94.640, 2006-06 , 94.640, 2006-09
2006-02 , 94.930, 2006-03 , 94.930, 2006-06
2006-01 , 94.940, 2006-03 , 94.930, 2006-06
2005-12 , 95.060, 2006-03 , 95.060, 2006-06
2005-11 , 94.940, 2005-12 , 94.920, 2006-03
2005-10 , 94.910, 2005-12 , 94.890, 2006-03
2005-09 , 95.190, 2005-12 , 95.170, 2006-03
2005-08 , 95.520, 2005-09 , 95.500, 2005-12
2005-07 , 95.260, 2005-09 , 95.220, 2005-12
2005-06 , 95.580, 2005-09 , 95.560, 2005-12
2005-05 , 95.590, 2005-06 , 95.550, 2005-09
2005-04 , 95.000, 2005-06 , 94.950, 2005-09
2005-03 , 94.950, 2005-06 , 94.900, 2005-09
2005-02 , 95.400, 2005-03 , 95.330, 2005-06
2005-01 , 95.400, 2005-03 , 95.330, 2005-06
2004-12 , 95.330, 2005-03 , 95.250, 2005-06
2004-11 , 95.250, 2004-12 , 95.150, 2005-03
2004-10 , 95.450, 2004-12 , 95.360, 2005-03
2004-09 , na, , na,
2004-08 , 95.280, 2004-09 , 95.160, 2004-12
2004-07 , 94.940, 2004-09 , 94.820, 2004-12
2004-06 , 94.750, 2004-09 , 94.630, 2004-12
2004-05 , 94.850, 2004-06 , 94.710, 2004-09
2004-04 , 94.940, 2004-06 , 94.790, 2004-09
2004-03 , 95.630, 2004-06 , 95.510, 2004-09
2004-02 , 95.570, 2004-03 , 95.530, 2004-06
2004-01 , 95.370, 2004-03 , 95.140, 2004-06
2003-12 , 95.230, 2004-03 , 95.090, 2004-06
2003-11 , 95.360, 2003-12 , 95.220, 2004-03
2003-10 , 95.250, 2003-12 , 95.110, 2004-03
2003-09 , 95.467, 2003-12 , 95.338, 2004-03
2003-08 , 94.980, 2003-09 , 94.830, 2003-12
2003-07 , 94.880, 2003-09 , 94.720, 2003-12
2003-06 , 96.027, 2003-09 , 95.908, 2003-12
2003-05 , 96.260, 2003-06 , 96.160, 2003-09
2003-04 , 95.680, 2003-06 , 95.560, 2003-09
|