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CME Groups
| CME
- Chicago Mercantile Exchange - Commmodities Interest Rates
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Frequency :
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PVO
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Derivatives Class :
Futures |
Options |
Other Derivatives |
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2 year swap.
Column ( 1) 2 year swap maturity 1.
Nearest maturity
. Number of observations : 59
Column ( 2) 2 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 |
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| 2 year swap . Futures . Settlement Price
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, 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 , ,, ,
2009-02 , 98.390, 2009-03 , 98.310, 2009-06
2009-01 , 98.270, 2009-03 , 98.180, 2009-06
2008-12 , na, , na,
2008-11 , 97.860, 2008-12 , 97.810, 2009-03
2008-10 , 97.180, 2008-12 , 97.100, 2009-03
2008-09 , 96.590, 2008-12 , 96.570, 2009-03
2008-08 , 96.630, 2008-09 , 96.480, 2008-12
2008-07 , 96.480, 2008-09 , 96.340, 2008-12
2008-06 , 96.270, 2008-09 , 96.130, 2008-12
2008-05 , 96.410, 2008-06 , 96.200, 2008-09
2008-04 , 96.770, 2008-06 , 96.650, 2008-09
2008-03 , 97.510, 2008-06 , 97.420, 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 , 94.900, 2007-06 , 94.960, 2007-09
2007-03 , 95.060, 2007-06 , 95.130, 2007-09
2007-02 , 94.980, 2007-03 , 95.060, 2007-06
2007-01 , 94.670, 2007-03 , 94.710, 2007-06
2006-12 , 94.880, 2007-03 , 94.940, 2007-06
2006-11 , 95.060, 2006-12 , 95.150, 2007-03
2006-10 , 94.950, 2006-12 , 95.020, 2007-03
2006-09 , 94.940, 2006-12 , 95.000, 2007-03
2006-08 , 94.810, 2006-09 , 94.860, 2006-12
2006-07 , 94.600, 2006-09 , 94.630, 2006-12
2006-06 , 94.370, 2006-09 , 94.390, 2006-12
2006-05 , 94.510, 2006-06 , 94.500, 2006-09
2006-04 , 94.650, 2006-06 , 94.650, 2006-09
2006-03 , 94.740, 2006-06 , 94.740, 2006-09
2006-02 , 94.910, 2006-03 , 94.900, 2006-06
2006-01 , 95.060, 2006-03 , 95.050, 2006-06
2005-12 , 95.140, 2006-03 , 95.140, 2006-06
2005-11 , 95.130, 2005-12 , 95.090, 2006-03
2005-10 , 95.140, 2005-12 , 95.080, 2006-03
2005-09 , 95.370, 2005-12 , 95.330, 2006-03
2005-08 , 95.780, 2005-09 , 95.750, 2005-12
2005-07 , 95.550, 2005-09 , 95.470, 2005-12
2005-06 , 95.900, 2005-09 , 95.860, 2005-12
2005-05 , 96.060, 2005-06 , 95.960, 2005-09
2005-04 , 95.610, 2005-06 , 95.490, 2005-09
2005-03 , 95.620, 2005-06 , 95.470, 2005-09
2005-02 , 96.200, 2005-03 , 96.020, 2005-06
2005-01 , 96.270, 2005-03 , 96.130, 2005-06
2004-12 , 96.500, 2005-03 , 96.350, 2005-06
2004-11 , 96.620, 2004-12 , 96.420, 2005-03
2004-10 , 96.990, 2004-12 , 96.810, 2005-03
2004-09 , na, , na,
2004-08 , 97.120, 2004-09 , 96.870, 2004-12
2004-07 , 96.760, 2004-09 , 96.470, 2004-12
2004-06 , 96.560, 2004-09 , 96.260, 2004-12
2004-05 , 97.030, 2004-06 , 96.660, 2004-09
2004-04 , 97.160, 2004-06 , 96.790, 2004-09
2004-03 , 97.890, 2004-06 , 97.630, 2004-09
2004-02 , 97.940, 2004-03 , 97.670, 2004-06
2004-01 , 97.680, 2004-03 , 97.380, 2004-06
2003-12 , 97.330, 2004-03 , 97.010, 2004-06
2003-11 , 97.735, 2003-12 , 97.430, 2004-03
2003-10 , 97.680, 2003-12 , 97.370, 2004-03
2003-09 , 98.003, 2003-12 , 97.740, 2004-03
2003-08 , 97.740, 2003-09 , 97.390, 2003-12
2003-07 , 97.740, 2003-09 , 97.400, 2003-12
2003-06 , 98.320, 2003-09 , 98.120, 2003-12
2003-05 , 98.470, 2003-06 , 98.340, 2003-09
2003-04 , 98.120, 2003-06 , 97.900, 2003-09
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