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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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One-Month LIBOR.
Column ( 1) One-Month LIBOR maturity 1.
Nearest maturity
. Number of observations : 9
Column ( 2) One-Month LIBOR maturity 2.
2nd maturity
. Number of observations : 9
Column ( 3) One-Month LIBOR maturity 3.
3rd maturity
. Number of observations : 9
Column ( 4) One-Month LIBOR maturity 4.
4th maturity
. Number of observations : 9
Column ( 5) One-Month LIBOR maturity 5.
5th maturity
. Number of observations : 9
Column ( 6) One-Month LIBOR maturity 6.
6th maturity
. Number of observations : 9
Column ( 7) One-Month LIBOR maturity 7.
7th maturity
. Number of observations : 9
Column ( 8) One-Month LIBOR maturity 8.
8th maturity
. Number of observations : 9
Column ( 9) One-Month LIBOR maturity 9.
9th maturity
. Number of observations : 9
Column ( 10) One-Month LIBOR maturity 10.
10th maturity
. Number of observations : 9
Column ( 11) One-Month LIBOR maturity 11.
11th maturity
. Number of observations : 9
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 29, 9:01 am |
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| One-Month LIBOR . Futures . Average Open Interest
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, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,
, One-Month LIBOR1st ,, One-Month LIBOR2nd ,, One-Month LIBOR3rd ,, One-Month LIBOR4th ,, One-Month LIBOR5th ,, One-Month LIBOR6th ,, One-Month LIBOR7th ,, One-Month LIBOR8th ,, One-Month LIBOR9th ,, One-Month LIBOR10th ,, One-Month LIBOR11th ,
, One-Month LIBOR; Neare ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,, Seventh nearest expn ,, Eighth nearest expn ,, Ninth nearest expn ,, Tenth nearest expn ,, Eleventh nearest expn ,
, st expiration ,, ,, ,, ,, ,, ,, ,, ,, ,, ,, ,
, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,
End of , Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2009 , 10451.022, 90 day avg , 6075.311, 90 day avg , 3249.178, 90 day avg , 2112.389, 90 day avg , 1723.367, 90 day avg , 777.456, 90 day avg , 416.189, 90 day avg , 196.400, 90 day avg , 93.044, 90 day avg , 58.822, 90 day avg , 37.300, 90 day avg
2008 , 15219.465, 254 day avg , 7396.158, 254 day avg , 3215.350, 254 day avg , 2017.614, 254 day avg , 1332.067, 254 day avg , 739.594, 254 day avg , 560.150, 254 day avg , 424.823, 254 day avg , 247.480, 254 day avg , 139.055, 254 day avg , 71.339, 254 day avg
2007 , 30218.670, 252 day avg , 17044.520, 252 day avg , 6297.817, 252 day avg , 3394.512, 252 day avg , 2122.754, 252 day avg , 1407.607, 252 day avg , 935.063, 252 day avg , 504.262, 252 day avg , 383.421, 252 day avg , 218.361, 252 day avg , 76.683, 252 day avg
2006 , 25617.854, 251 day avg , 14474.877, 251 day avg , 3859.327, 251 day avg , 1132.630, 251 day avg , 609.578, 251 day avg , 455.566, 251 day avg , 360.294, 251 day avg , 331.838, 251 day avg , 251.556, 251 day avg , 169.360, 251 day avg , 148.184, 251 day avg
2005 , 27242.797, 252 day avg , 18419.543, 252 day avg , 5968.873, 252 day avg , 1265.798, 252 day avg , 292.119, 252 day avg , 122.599, 252 day avg , 79.345, 252 day avg , 25.227, 252 day avg , 27.488, 252 day avg , 21.847, 252 day avg , 1.763, 252 day avg
2004 , 52159.199, 253 day avg , 52364.324, 253 day avg , 49370.160, 253 day avg , 50025.000, 253 day avg , 38140.879, 253 day avg , 29915.023, 253 day avg , 24018.455, 253 day avg , 14356.608, 253 day avg , 6410.708, 253 day avg , 486.340, 253 day avg , 176.565, 253 day avg
2003 , 21067.527, 252 day avg , 11881.518, 251 day avg , 5107.315, 251 day avg , 3072.135, 251 day avg , 1975.574, 251 day avg , 1495.665, 251 day avg , 1142.765, 251 day avg , 833.462, 251 day avg , 597.008, 251 day avg , 483.920, 251 day avg , 186.745, 251 day avg
2002 , 19381.205, 249 day avg , 11598.783, 249 day avg , 4873.767, 249 day avg , 2411.261, 249 day avg , 1112.261, 249 day avg , 682.827, 249 day avg , 521.827, 249 day avg , 391.671, 249 day avg , 243.635, 249 day avg , 151.221, 249 day avg , 134.197, 249 day avg
2001 , 19706.531, 247 day avg , 10243.109, 247 day avg , 3769.790, 247 day avg , 1129.567, 247 day avg , 344.267, 247 day avg , 158.470, 247 day avg , 70.567, 247 day avg , 34.332, 247 day avg , 15.931, 247 day avg , 2.607, 247 day avg , 0.368, 247 day avg
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