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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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5 year swap.
Column ( 1) 5 year swap maturity 1.
Nearest maturity
. Number of observations : 59
Column ( 2) 5 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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| 5 year swap . Futures . Settlement Price
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, 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 , ,, ,
2009-02 , 97.550, 2009-03 , 97.470, 2009-06
2009-01 , 97.480, 2009-03 , 97.400, 2009-06
2008-12 , na, , na,
2008-11 , 97.130, 2008-12 , 97.080, 2009-03
2008-10 , 96.120, 2008-12 , 96.030, 2009-03
2008-09 , 95.930, 2008-12 , 95.900, 2009-03
2008-08 , 95.940, 2008-09 , 95.840, 2008-12
2008-07 , 95.780, 2008-09 , 95.680, 2008-12
2008-06 , 95.640, 2008-09 , 95.560, 2008-12
2008-05 , 95.670, 2008-06 , 95.550, 2008-09
2008-04 , 96.080, 2008-06 , 95.990, 2008-09
2008-03 , 96.630, 2008-06 , 96.530, 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 , 94.880, 2007-06 , 94.890, 2007-09
2007-03 , 95.020, 2007-06 , 95.030, 2007-09
2007-02 , 95.020, 2007-03 , 95.040, 2007-06
2007-01 , 94.690, 2007-03 , 94.700, 2007-06
2006-12 , 94.910, 2007-03 , 94.920, 2007-06
2006-11 , 95.150, 2006-12 , 95.180, 2007-03
2006-10 , 94.970, 2006-12 , 94.980, 2007-03
2006-09 , 94.930, 2006-12 , 94.940, 2007-03
2006-08 , 94.820, 2006-09 , 94.830, 2006-12
2006-07 , 94.570, 2006-09 , 94.580, 2006-12
2006-06 , 94.340, 2006-09 , 94.340, 2006-12
2006-05 , 94.440, 2006-06 , 94.430, 2006-09
2006-04 , 94.560, 2006-06 , 94.550, 2006-09
2006-03 , 94.710, 2006-06 , 94.710, 2006-09
2006-02 , 94.930, 2006-03 , 94.930, 2006-06
2006-01 , 95.020, 2006-03 , 95.010, 2006-06
2005-12 , 95.130, 2006-03 , 95.120, 2006-06
2005-11 , 95.060, 2005-12 , 95.030, 2006-03
2005-10 , 95.040, 2005-12 , 95.010, 2006-03
2005-09 , 95.320, 2005-12 , 95.290, 2006-03
2005-08 , 95.680, 2005-09 , 95.660, 2005-12
2005-07 , 95.410, 2005-09 , 95.370, 2005-12
2005-06 , 95.780, 2005-09 , 95.750, 2005-12
2005-05 , 95.840, 2005-06 , 95.790, 2005-09
2005-04 , 95.300, 2005-06 , 95.230, 2005-09
2005-03 , 95.260, 2005-06 , 95.180, 2005-09
2005-02 , 95.750, 2005-03 , 95.650, 2005-06
2005-01 , 95.850, 2005-03 , 95.760, 2005-06
2004-12 , 95.930, 2005-03 , 95.820, 2005-06
2004-11 , 95.900, 2004-12 , 95.770, 2005-03
2004-10 , 96.190, 2004-12 , 96.060, 2005-03
2004-09 , na, , na,
2004-08 , 96.100, 2004-09 , 95.930, 2004-12
2004-07 , 95.700, 2004-09 , 95.520, 2004-12
2004-06 , 95.500, 2004-09 , 95.310, 2004-12
2004-05 , 95.700, 2004-06 , 95.470, 2004-09
2004-04 , 95.800, 2004-06 , 95.580, 2004-09
2004-03 , 96.630, 2004-06 , 96.440, 2004-09
2004-02 , 96.570, 2004-03 , 96.260, 2004-06
2004-01 , 96.330, 2004-03 , 96.260, 2004-06
2003-12 , 96.180, 2004-03 , 95.970, 2004-06
2003-11 , 96.345, 2003-12 , 96.135, 2004-03
2003-10 , 96.230, 2003-12 , 96.010, 2004-03
2003-09 , 96.552, 2003-12 , 96.353, 2004-03
2003-08 , 96.020, 2003-09 , 95.790, 2003-12
2003-07 , 96.020, 2003-09 , 95.760, 2003-12
2003-06 , 97.080, 2003-09 , 96.900, 2003-12
2003-05 , 97.350, 2003-06 , 97.200, 2003-09
2003-04 , 96.730, 2003-06 , 96.540, 2003-09
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