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CME Groups
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- 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 : 7
Column ( 2) 2 year swap maturity 2.
2nd maturity
. Number of observations : 7
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 . Average Open Interest
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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 , Avg daily Open Int ,, Avg daily Open Int ,
2009 , na, 16 day avg , na, 16 day avg
2008 , 7988.085, 141 day avg , na, 141 day avg
2007 , 5064.039, 52 day avg , 96.154, 52 day avg
2006 , 3812.836, 208 day avg , 7.212, 208 day avg
2005 , 3573.325, 203 day avg , 60.099, 203 day avg
2004 , 1422.847, 137 day avg , 5.839, 137 day avg
2003 , 737.895, 133 day avg , na, 133 day avg
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