|
|
CME Groups
| CME
- Chicago Mercantile Exchange - Commmodities Interest Rates
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
Futures |
Options |
Other Derivatives |
|
|
2 year swap.
Column ( 1) 2 year swap maturity 1.
Nearest maturity
. Number of observations : 246
Column ( 2) 2 year swap maturity 2.
2nd maturity
. Number of observations : 246
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 29, 9:01 am |
|
| 2 year swap . Futures . Settlement Price
|
|
, 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 , ,, ,
2009-02-20 , 98.390, 2009-03 , 98.310, 2009-06
2009-02-13 , 98.330, 2009-03 , 98.240, 2009-06
2009-02-06 , na, , na,
2009-01-30 , 98.270, 2009-03 , 98.180, 2009-06
2009-01-23 , 98.420, 2009-03 , 98.360, 2009-06
2009-01-16 , 98.610, 2009-03 , 98.580, 2009-06
2009-01-09 , 98.530, 2009-03 , 98.500, 2009-06
2009-01-02 , na, , na,
2008-12-26 , na, , na,
2008-12-19 , na, , na,
2008-12-12 , na, , na,
2008-12-05 , na, , na,
2008-11-28 , 97.860, 2008-12 , 97.810, 2009-03
2008-11-21 , 97.830, 2008-12 , 97.780, 2009-03
2008-11-14 , 97.560, 2008-12 , 97.480, 2009-03
2008-11-07 , 97.510, 2008-12 , 97.400, 2009-03
2008-10-31 , 97.180, 2008-12 , 97.100, 2009-03
2008-10-24 , 97.250, 2008-12 , 97.250, 2009-03
2008-10-17 , 97.170, 2008-12 , 97.190, 2009-03
2008-10-10 , 96.960, 2008-12 , 97.000, 2009-03
2008-10-03 , 96.950, 2008-12 , 96.990, 2009-03
2008-09-26 , 96.480, 2008-12 , 96.440, 2009-03
2008-09-19 , 96.620, 2008-12 , 96.560, 2009-03
2008-09-12 , 96.870, 2008-09 , 96.750, 2008-12
2008-09-05 , 96.820, 2008-09 , 96.700, 2008-12
2008-08-29 , 96.630, 2008-09 , 96.480, 2008-12
2008-08-22 , 96.560, 2008-09 , 96.410, 2008-12
2008-08-15 , 96.560, 2008-09 , 96.420, 2008-12
2008-08-08 , 96.510, 2008-09 , 96.360, 2008-12
2008-08-01 , 96.480, 2008-09 , 96.330, 2008-12
2008-07-25 , 96.310, 2008-09 , 96.140, 2008-12
2008-07-18 , 96.270, 2008-09 , 96.100, 2008-12
2008-07-11 , 96.440, 2008-09 , 96.320, 2008-12
2008-07-04 , 96.330, 2008-09 , 96.190, 2008-12
2008-06-27 , 96.270, 2008-09 , 96.130, 2008-12
2008-06-20 , 96.050, 2008-09 , 95.910, 2008-12
2008-06-13 , 96.080, 2008-06 , 95.850, 2008-09
2008-06-06 , 96.690, 2008-06 , 96.520, 2008-09
2008-05-30 , 96.410, 2008-06 , 96.200, 2008-09
2008-05-23 , 96.600, 2008-06 , 96.430, 2008-09
2008-05-16 , 96.710, 2008-06 , 96.580, 2008-09
2008-05-09 , 96.940, 2008-06 , 96.820, 2008-09
2008-05-02 , 96.780, 2008-06 , 96.660, 2008-09
2008-04-25 , 96.640, 2008-06 , 96.530, 2008-09
2008-04-18 , 96.890, 2008-06 , 96.780, 2008-09
2008-04-11 , 97.390, 2008-06 , 97.320, 2008-09
2008-04-04 , 97.330, 2008-06 , 97.240, 2008-09
2008-03-28 , 97.410, 2008-06 , 97.310, 2008-09
2008-03-21 , 97.550, 2008-06 , 97.460, 2008-09
2008-03-14 , 97.690, 2008-03 , 97.660, 2008-06
2008-03-07 , na, , na,
2008-02-29 , na, , na,
2008-02-22 , na, , na,
2008-02-15 , na, , na,
2008-02-08 , na, , na,
2008-02-01 , na, , na,
2008-01-25 , na, , na,
2008-01-18 , na, , na,
2008-01-11 , na, , na,
2008-01-04 , na, , na,
2007-12-28 , na, , na,
2007-12-21 , na, , na,
2007-12-14 , na, , na,
2007-12-07 , na, , na,
2007-11-30 , na, , na,
2007-11-23 , na, , na,
2007-11-16 , na, , na,
2007-11-09 , na, , na,
2007-11-02 , na, , na,
2007-10-26 , na, , na,
2007-10-19 , na, , na,
2007-10-12 , na, , na,
2007-10-05 , na, , na,
2007-09-28 , na, , na,
2007-09-21 , na, , na,
2007-09-14 , na, , na,
2007-09-07 , na, , na,
2007-08-31 , na, , na,
2007-08-24 , na, , na,
2007-08-17 , na, , na,
2007-08-10 , na, , na,
2007-08-03 , na, , na,
2007-07-27 , na, , na,
2007-07-20 , na, , na,
2007-07-13 , na, , na,
2007-07-06 , na, , na,
2007-06-29 , na, , na,
2007-06-22 , na, , na,
2007-06-15 , na, , na,
2007-06-08 , na, , na,
2007-06-01 , na, , na,
2007-05-25 , na, , na,
2007-05-18 , na, , na,
2007-05-11 , na, , na,
2007-05-04 , na, , na,
2007-04-27 , na, , na,
2007-04-20 , na, , na,
2007-04-13 , 94.900, 2007-06 , 94.960, 2007-09
2007-04-06 , 94.910, 2007-06 , 94.960, 2007-09
2007-03-30 , 95.060, 2007-06 , 95.130, 2007-09
2007-03-23 , 95.070, 2007-06 , 95.140, 2007-09
2007-03-16 , 95.010, 2007-03 , 95.090, 2007-06
2007-03-09 , 94.940, 2007-03 , 95.010, 2007-06
2007-03-02 , 95.050, 2007-03 , 95.130, 2007-06
2007-02-23 , 94.830, 2007-03 , 94.900, 2007-06
2007-02-16 , 94.830, 2007-03 , 94.890, 2007-06
2007-02-09 , 94.800, 2007-03 , 94.850, 2007-06
2007-02-02 , 94.720, 2007-03 , 94.770, 2007-06
2007-01-26 , 94.690, 2007-03 , 94.730, 2007-06
2007-01-19 , 94.760, 2007-03 , 94.810, 2007-06
2007-01-12 , 94.820, 2007-03 , 94.870, 2007-06
2007-01-05 , 95.000, 2007-03 , 95.080, 2007-06
2006-12-29 , 94.880, 2007-03 , 94.940, 2007-06
2006-12-22 , 94.990, 2007-03 , 95.050, 2007-06
2006-12-15 , 94.940, 2006-12 , 95.020, 2007-03
2006-12-08 , 94.980, 2006-12 , 95.060, 2007-03
2006-12-01 , 95.160, 2006-12 , 95.260, 2007-03
2006-11-24 , 94.970, 2006-12 , 95.050, 2007-03
2006-11-17 , 94.930, 2006-12 , 95.000, 2007-03
2006-11-10 , 94.950, 2006-12 , 95.020, 2007-03
2006-11-03 , 94.810, 2006-12 , 94.860, 2007-03
2006-10-27 , 94.890, 2006-12 , 94.960, 2007-03
2006-10-20 , 94.770, 2006-12 , 94.810, 2007-03
2006-10-13 , 94.750, 2006-12 , 94.790, 2007-03
2006-10-06 , 94.880, 2006-12 , 94.930, 2007-03
2006-09-29 , 94.940, 2006-12 , 95.000, 2007-03
2006-09-22 , 94.930, 2006-12 , 94.990, 2007-03
2006-09-15 , 94.720, 2006-09 , 94.700, 2006-12
2006-09-08 , 94.790, 2006-09 , 94.850, 2006-12
2006-09-01 , 94.820, 2006-09 , 94.880, 2006-12
2006-08-25 , 94.730, 2006-09 , 94.780, 2006-12
2006-08-18 , 94.680, 2006-09 , 94.720, 2006-12
2006-08-11 , 94.600, 2006-09 , 94.630, 2006-12
2006-08-04 , 94.660, 2006-09 , 94.710, 2006-12
2006-07-28 , 94.580, 2006-09 , 94.620, 2006-12
2006-07-21 , 94.490, 2006-09 , 94.510, 2006-12
2006-07-14 , 94.440, 2006-09 , 94.470, 2006-12
2006-07-07 , 94.350, 2006-09 , 94.370, 2006-12
2006-06-30 , 94.370, 2006-09 , 94.390, 2006-12
2006-06-23 , 94.260, 2006-09 , 94.270, 2006-12
2006-06-16 , 94.390, 2006-06 , 94.390, 2006-09
2006-06-09 , 94.560, 2006-06 , 94.560, 2006-09
2006-06-02 , 94.640, 2006-06 , 94.650, 2006-09
2006-05-26 , 94.610, 2006-06 , 94.600, 2006-09
2006-05-19 , 94.585, 2006-06 , 94.580, 2006-09
2006-05-12 , 94.550, 2006-06 , 94.540, 2006-09
2006-05-05 , 94.643, 2006-06 , 94.590, 2006-09
2006-04-28 , 94.650, 2006-06 , 94.650, 2006-09
2006-04-21 , 94.670, 2006-06 , 94.670, 2006-09
2006-04-14 , na, , na,
2006-04-07 , 94.670, 2006-06 , 94.670, 2006-09
2006-03-31 , 94.740, 2006-06 , 94.740, 2006-09
2006-03-24 , 94.870, 2006-06 , 94.890, 2006-09
2006-03-17 , 94.910, 2006-06 , 94.930, 2006-09
2006-03-10 , 94.790, 2006-03 , 94.760, 2006-06
2006-03-03 , 94.830, 2006-03 , 94.810, 2006-06
2006-02-24 , 94.890, 2006-03 , 94.880, 2006-06
2006-02-17 , 94.920, 2006-03 , 94.910, 2006-06
2006-02-10 , 94.900, 2006-03 , 94.880, 2006-06
2006-02-03 , 95.000, 2006-03 , 95.000, 2006-06
2006-01-27 , 95.090, 2006-03 , 95.090, 2006-06
2006-01-20 , 95.220, 2006-03 , 95.240, 2006-06
2006-01-13 , 95.230, 2006-03 , 95.250, 2006-06
2006-01-06 , 95.200, 2006-03 , 95.210, 2006-06
2005-12-30 , 95.140, 2006-03 , 95.140, 2006-06
2005-12-23 , 95.110, 2006-03 , 95.110, 2006-06
2005-12-16 , 95.180, 2005-12 , 95.150, 2006-03
2005-12-09 , 95.180, 2005-12 , 95.140, 2006-03
2005-12-02 , 95.110, 2005-12 , 95.060, 2006-03
2005-11-25 , 95.240, 2005-12 , 95.200, 2006-03
2005-11-18 , 95.130, 2005-12 , 95.090, 2006-03
2005-11-11 , 95.090, 2005-12 , 95.040, 2006-03
2005-11-04 , 95.040, 2005-12 , 94.980, 2006-03
2005-10-28 , 95.140, 2005-12 , 95.080, 2006-03
2005-10-21 , 95.320, 2005-12 , 95.290, 2006-03
2005-10-14 , 95.250, 2005-12 , 95.200, 2006-03
2005-10-07 , 95.330, 2005-12 , 95.300, 2006-03
2005-09-30 , 95.370, 2005-12 , 95.330, 2006-03
2005-09-23 , 95.550, 2005-12 , 95.510, 2006-03
2005-09-16 , 95.650, 2005-09 , 95.580, 2005-12
2005-09-09 , 95.750, 2005-09 , 95.700, 2005-12
2005-09-02 , 95.890, 2005-09 , 95.840, 2005-12
2005-08-26 , 95.550, 2005-09 , 95.490, 2005-12
2005-08-19 , 95.590, 2005-09 , 95.520, 2005-12
2005-08-12 , 95.550, 2005-09 , 95.480, 2005-12
2005-08-05 , 95.530, 2005-09 , 95.450, 2005-12
2005-07-29 , 95.550, 2005-09 , 95.470, 2005-12
2005-07-22 , 95.660, 2005-09 , 95.600, 2005-12
2005-07-15 , 95.730, 2005-09 , 95.670, 2005-12
2005-07-08 , 95.800, 2005-09 , 95.750, 2005-12
2005-07-01 , 95.850, 2005-09 , 95.810, 2005-12
2005-06-24 , 96.030, 2005-09 , 95.990, 2005-12
2005-06-17 , 95.860, 2005-09 , 95.810, 2005-12
2005-06-10 , 95.980, 2005-06 , 95.880, 2005-09
2005-06-03 , 96.090, 2005-06 , 96.010, 2005-09
2005-05-27 , 96.000, 2005-06 , 95.900, 2005-09
2005-05-20 , 95.930, 2005-06 , 95.800, 2005-09
2005-05-13 , 95.930, 2005-06 , 95.820, 2005-09
2005-05-06 , 95.590, 2005-06 , 95.470, 2005-09
2005-04-29 , 95.610, 2005-06 , 95.490, 2005-09
2005-04-22 , 95.630, 2005-06 , 95.500, 2005-09
2005-04-15 , 95.670, 2005-06 , 95.530, 2005-09
2005-04-08 , 95.670, 2005-06 , 95.510, 2005-09
2005-04-01 , 95.650, 2005-06 , 95.490, 2005-09
2005-03-25 , 95.630, 2005-06 , 95.460, 2005-09
2005-03-18 , 95.650, 2005-06 , 95.490, 2005-09
2005-03-11 , 96.210, 2005-03 , 96.020, 2005-06
2005-03-04 , 96.170, 2005-03 , 96.000, 2005-06
2005-02-25 , 96.140, 2005-03 , 95.980, 2005-06
2005-02-18 , 96.250, 2005-03 , 96.100, 2005-06
2005-02-11 , 96.360, 2005-03 , 96.220, 2005-06
2005-02-04 , 96.210, 2005-03 , 96.070, 2005-06
2005-01-28 , 96.300, 2005-03 , 96.160, 2005-06
2005-01-21 , 96.300, 2005-03 , 96.160, 2005-06
2005-01-14 , 96.290, 2005-03 , 96.150, 2005-06
2005-01-07 , 96.300, 2005-03 , 96.160, 2005-06
2004-12-31 , 96.500, 2005-03 , 96.350, 2005-06
2004-12-24 , 96.420, 2005-03 , 96.290, 2005-06
2004-12-17 , 96.480, 2005-03 , 96.340, 2005-06
2004-12-10 , 96.720, 2004-12 , 96.560, 2005-03
2004-12-03 , 96.560, 2004-12 , 96.360, 2005-03
2004-11-26 , 96.580, 2004-12 , 96.390, 2005-03
2004-11-19 , 96.650, 2004-12 , 96.460, 2005-03
2004-11-12 , 96.710, 2004-12 , 96.530, 2005-03
2004-11-05 , 96.910, 2004-12 , 96.740, 2005-03
2004-10-29 , 96.990, 2004-12 , 96.810, 2005-03
2004-10-22 , 96.980, 2004-12 , 96.810, 2005-03
2004-10-15 , 97.040, 2004-12 , 96.850, 2005-03
2004-10-08 , 96.890, 2004-12 , 96.700, 2005-03
2004-10-01 , na, , na,
2004-09-24 , na, , na,
2004-09-17 , na, , na,
2004-09-10 , na, , na,
2004-09-03 , na, , na,
2004-08-27 , na, , na,
2004-08-20 , 97.120, 2004-09 , 96.870, 2004-12
2004-08-13 , na, , na,
2004-08-06 , na, , na,
2004-07-30 , 96.760, 2004-09 , 96.470, 2004-12
2004-07-23 , 96.710, 2004-09 , 96.420, 2004-12
2004-07-16 , 96.790, 2004-09 , 96.500, 2004-12
2004-07-09 , 96.790, 2004-09 , 96.510, 2004-12
2004-07-02 , 96.660, 2004-09 , 96.380, 2004-12
2004-06-25 , 96.520, 2004-09 , 96.210, 2004-12
2004-06-18 , 96.440, 2004-09 , 96.130, 2004-12
2004-06-11 , 96.800, 2004-06 , 96.420, 2004-09
2004-06-04 , 96.930, 2004-06 , 96.550, 2004-09
2004-05-28 , 97.030, 2004-06 , 96.660, 2004-09
2004-05-21 , 96.930, 2004-06 , 96.550, 2004-09
2004-05-14 , 96.870, 2004-06 , 96.460, 2004-09
2004-05-07 , 97.120, 2004-06 , 96.710, 2004-09
2004-04-30 , 97.160, 2004-06 , 96.790, 2004-09
2004-04-23 , 97.210, 2004-06 , 96.850, 2004-09
2004-04-16 , 97.430, 2004-06 , 97.090, 2004-09
2004-04-09 , 97.580, 2004-06 , 97.270, 2004-09
2004-04-02 , 97.590, 2004-06 , 97.280, 2004-09
2004-03-26 , 98.010, 2004-06 , 97.760, 2004-09
2004-03-19 , 97.960, 2004-06 , 97.700, 2004-09
2004-03-12 , 98.170, 2004-03 , 97.940, 2004-06
2004-03-05 , 98.100, 2004-03 , 97.860, 2004-06
2004-02-27 , 97.940, 2004-03 , 97.670, 2004-06
2004-02-20 , 97.900, 2004-03 , 97.610, 2004-06
2004-02-13 , 97.860, 2004-03 , 97.590, 2004-06
2004-02-06 , 97.760, 2004-03 , 97.470, 2004-06
2004-01-30 , 97.680, 2004-03 , 97.380, 2004-06
2004-01-23 , 97.840, 2004-03 , 97.550, 2004-06
2004-01-16 , 97.850, 2004-03 , 97.560, 2004-06
2004-01-09 , 97.790, 2004-03 , 97.510, 2004-06
2004-01-02 , 97.520, 2004-03 , 97.180, 2004-06
2003-12-26 , 97.330, 2004-03 , 97.010, 2004-06
2003-12-19 , 97.330, 2004-03 , 97.020, 2004-06
2003-12-12 , 97.610, 2003-12 , 97.330, 2004-03
2003-12-05 , 97.330, 2003-12 , 97.010, 2004-03
2003-11-28 , 97.735, 2003-12 , 97.430, 2004-03
2003-11-21 , 97.760, 2003-12 , 97.470, 2004-03
2003-11-14 , 97.720, 2003-12 , 97.430, 2004-03
2003-11-07 , 97.577, 2003-12 , 97.250, 2004-03
2003-10-31 , 97.680, 2003-12 , 97.370, 2004-03
2003-10-24 , 97.690, 2003-12 , 97.400, 2004-03
2003-10-17 , 97.550, 2003-12 , 97.220, 2004-03
2003-10-10 , 97.805, 2003-12 , 97.510, 2004-03
2003-10-03 , 98.052, 2003-12 , 97.740, 2004-03
2003-09-26 , 97.740, 2003-12 , 97.470, 2004-03
2003-09-19 , 97.740, 2003-12 , 97.440, 2004-03
2003-09-12 , 97.740, 2003-09 , 97.460, 2003-12
2003-09-05 , 97.740, 2003-09 , 97.430, 2003-12
2003-08-29 , 97.740, 2003-09 , 97.390, 2003-12
2003-08-22 , 97.740, 2003-09 , 97.380, 2003-12
2003-08-15 , 97.740, 2003-09 , 97.380, 2003-12
2003-08-08 , 97.740, 2003-09 , 97.460, 2003-12
2003-08-01 , 97.740, 2003-09 , 97.390, 2003-12
2003-07-25 , 98.143, 2003-09 , 97.860, 2003-12
2003-07-18 , 98.175, 2003-09 , 97.920, 2003-12
2003-07-11 , 98.340, 2003-09 , 98.130, 2003-12
2003-07-04 , 98.365, 2003-09 , 98.170, 2003-12
2003-06-27 , 98.255, 2003-09 , 98.060, 2003-12
2003-06-20 , 98.450, 2003-09 , 98.250, 2003-12
2003-06-13 , 98.700, 2003-06 , 98.580, 2003-09
2003-06-06 , 98.595, 2003-06 , 98.460, 2003-09
2003-05-30 , 98.470, 2003-06 , 98.340, 2003-09
2003-05-23 , 98.450, 2003-06 , 98.300, 2003-09
2003-05-16 , 98.360, 2003-06 , 98.190, 2003-09
2003-05-09 , 98.290, 2003-06 , 98.100, 2003-09
2003-05-02 , 98.140, 2003-06 , 97.900, 2003-09
2003-04-25 , 98.000, 2003-06 , 97.760, 2003-09
2003-04-18 , 97.925, 2003-06 , 97.665, 2003-09
2003-04-11 , 97.935, 2003-06 , 97.675, 2003-09
2003-04-04 , 97.970, 2003-06 , 97.720, 2003-09
|