|
|
|
CME Groups
| | CME
- Chicago Mercantile Exchange - Commmodities Interest Rates
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
| Futures |
Options |
Other Derivatives |
|
|
5 year swap.
Column ( 1) 5 year swap maturity 1.
Nearest maturity
. Number of observations : 7
Column ( 2) 5 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 |
| |
|
5 year swap . Futures . Average Open Interest
|
|
, 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 , Avg daily Open Int ,, Avg daily Open Int ,
2009 , na, 16 day avg , na, 16 day avg
2008 , 6068.085, 141 day avg , na, 141 day avg
2007 , 6852.308, 52 day avg , na, 52 day avg
2006 , 5492.356, 208 day avg , 67.188, 208 day avg
2005 , 4384.926, 204 day avg , 62.083, 204 day avg
2004 , 6013.803, 137 day avg , 3.504, 137 day avg
2003 , 5105.978, 133 day avg , 45.865, 133 day avg
|