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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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10 year swap.
Column ( 1) 10 year swap maturity 1.
Nearest maturity
. Number of observations : 22
Column ( 2) 10 year swap maturity 2.
2nd maturity
. Number of observations : 22
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 29, 9:01 am |
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| 10 year swap . Futures . Settlement Price
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, 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 , ,, ,
2009.1 , 96.990, 2009-03 , 96.930, 2009-06
2008.4 , 96.780, 2008-12 , 96.750, 2009-03
2008.3 , 95.540, 2008-12 , 95.510, 2009-03
2008.2 , 95.280, 2008-09 , 95.230, 2008-12
2008.1 , 95.890, 2008-06 , 95.820, 2008-09
2007.4 , na, , na,
2007.3 , na, , na,
2007.2 , 94.710, 2007-06 , 94.710, 2007-09
2007.1 , 94.820, 2007-06 , 94.820, 2007-09
2006.4 , 94.810, 2007-03 , 94.810, 2007-06
2006.3 , 94.830, 2006-12 , 94.830, 2007-03
2006.2 , 94.260, 2006-09 , 94.260, 2006-12
2006.1 , 94.640, 2006-06 , 94.640, 2006-09
2005.4 , 95.060, 2006-03 , 95.060, 2006-06
2005.3 , 95.190, 2005-12 , 95.170, 2006-03
2005.2 , 95.580, 2005-09 , 95.560, 2005-12
2005.1 , 94.950, 2005-06 , 94.900, 2005-09
2004.4 , 95.330, 2005-03 , 95.250, 2005-06
2004.3 , 95.280, 2004-09 , 95.160, 2004-12
2004.2 , 94.750, 2004-09 , 94.630, 2004-12
2004.1 , 95.630, 2004-06 , 95.510, 2004-09
2003.4 , 95.230, 2004-03 , 95.090, 2004-06
2003.3 , 95.467, 2003-12 , 95.338, 2004-03
2003.2 , 96.027, 2003-09 , 95.908, 2003-12
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