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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 : 22
Column ( 2) 2 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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| 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 , ,, ,
2009.1 , 98.390, 2009-03 , 98.310, 2009-06
2008.4 , 97.860, 2008-12 , 97.810, 2009-03
2008.3 , 96.590, 2008-12 , 96.570, 2009-03
2008.2 , 96.270, 2008-09 , 96.130, 2008-12
2008.1 , 97.510, 2008-06 , 97.420, 2008-09
2007.4 , na, , na,
2007.3 , na, , na,
2007.2 , 94.900, 2007-06 , 94.960, 2007-09
2007.1 , 95.060, 2007-06 , 95.130, 2007-09
2006.4 , 94.880, 2007-03 , 94.940, 2007-06
2006.3 , 94.940, 2006-12 , 95.000, 2007-03
2006.2 , 94.370, 2006-09 , 94.390, 2006-12
2006.1 , 94.740, 2006-06 , 94.740, 2006-09
2005.4 , 95.140, 2006-03 , 95.140, 2006-06
2005.3 , 95.370, 2005-12 , 95.330, 2006-03
2005.2 , 95.900, 2005-09 , 95.860, 2005-12
2005.1 , 95.620, 2005-06 , 95.470, 2005-09
2004.4 , 96.500, 2005-03 , 96.350, 2005-06
2004.3 , 97.120, 2004-09 , 96.870, 2004-12
2004.2 , 96.560, 2004-09 , 96.260, 2004-12
2004.1 , 97.890, 2004-06 , 97.630, 2004-09
2003.4 , 97.330, 2004-03 , 97.010, 2004-06
2003.3 , 98.003, 2003-12 , 97.740, 2004-03
2003.2 , 98.320, 2003-09 , 98.120, 2003-12
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