|
|
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 : 59
Column ( 2) 2 year swap maturity 2.
2nd maturity
. Number of observations : 59
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 29, 9:01 am |
|
| 2 year swap . Futures . Average Open Interest
|
|
, 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 ,
2009-02 , na, 4 day avg , na, 4 day avg
2009-01 , na, 12 day avg , na, 12 day avg
2008-12 , na, 0 day avg , na, 0 day avg
2008-11 , na, 14 day avg , na, 14 day avg
2008-10 , 3270.526, 19 day avg , na, 19 day avg
2008-09 , 4842.353, 17 day avg , na, 17 day avg
2008-08 , 10620.000, 18 day avg , na, 18 day avg
2008-07 , 10620.000, 17 day avg , na, 17 day avg
2008-06 , 10610.588, 17 day avg , na, 17 day avg
2008-05 , 11020.000, 16 day avg , na, 16 day avg
2008-04 , 11020.000, 17 day avg , na, 17 day avg
2008-03 , 11020.000, 6 day avg , na, 6 day avg
2008-02 , na, 0 day avg , na, 0 day avg
2008-01 , na, 0 day avg , na, 0 day avg
2007-12 , na, 0 day avg , na, 0 day avg
2007-11 , na, 0 day avg , na, 0 day avg
2007-10 , na, 0 day avg , na, 0 day avg
2007-09 , na, 0 day avg , na, 0 day avg
2007-08 , na, 0 day avg , na, 0 day avg
2007-07 , na, 0 day avg , na, 0 day avg
2007-06 , na, 0 day avg , na, 0 day avg
2007-05 , na, 0 day avg , na, 0 day avg
2007-04 , 6410.000, 5 day avg , na, 5 day avg
2007-03 , 5192.500, 20 day avg , 250.000, 20 day avg
2007-02 , 4468.571, 14 day avg , na, 14 day avg
2007-01 , 4990.000, 13 day avg , na, 13 day avg
2006-12 , 4990.000, 18 day avg , na, 18 day avg
2006-11 , 4990.000, 18 day avg , na, 18 day avg
2006-10 , 4990.000, 20 day avg , na, 20 day avg
2006-09 , 4990.000, 17 day avg , na, 17 day avg
2006-08 , 4990.000, 22 day avg , na, 22 day avg
2006-07 , 4463.889, 18 day avg , na, 18 day avg
2006-06 , 2375.000, 20 day avg , 25.000, 20 day avg
2006-05 , 2892.857, 21 day avg , na, 21 day avg
2006-04 , 2787.143, 7 day avg , na, 7 day avg
2006-03 , 2711.428, 14 day avg , 71.429, 14 day avg
2006-02 , 2390.000, 17 day avg , na, 17 day avg
2006-01 , 2020.000, 16 day avg , na, 16 day avg
2005-12 , 1780.000, 18 day avg , na, 18 day avg
2005-11 , 2172.632, 19 day avg , na, 19 day avg
2005-10 , 2297.778, 18 day avg , na, 18 day avg
2005-09 , 2914.706, 17 day avg , na, 17 day avg
2005-08 , 4031.875, 16 day avg , na, 16 day avg
2005-07 , 5513.333, 15 day avg , na, 15 day avg
2005-06 , 6400.000, 16 day avg , na, 16 day avg
2005-05 , 6202.000, 15 day avg , na, 15 day avg
2005-04 , 3993.529, 17 day avg , na, 17 day avg
2005-03 , 2491.500, 20 day avg , 610.000, 20 day avg
2005-02 , 3062.500, 16 day avg , na, 16 day avg
2005-01 , 3237.188, 16 day avg , na, 16 day avg
2004-12 , 2900.000, 10 day avg , 80.000, 10 day avg
2004-11 , 3140.000, 13 day avg , na, 13 day avg
2004-10 , 3140.000, 13 day avg , na, 13 day avg
2004-09 , na, 0 day avg , na, 0 day avg
2004-08 , 3640.000, 1 day avg , na, 1 day avg
2004-07 , 2481.539, 13 day avg , na, 13 day avg
2004-06 , 1575.000, 16 day avg , na, 16 day avg
2004-05 , 557.857, 14 day avg , na, 14 day avg
2004-04 , 410.000, 16 day avg , na, 16 day avg
2004-03 , 311.429, 14 day avg , na, 14 day avg
2004-02 , 152.857, 14 day avg , na, 14 day avg
2004-01 , 178.462, 13 day avg , na, 13 day avg
2003-12 , 640.000, 13 day avg , na, 13 day avg
2003-11 , 640.000, 13 day avg , na, 13 day avg
2003-10 , 640.000, 17 day avg , na, 17 day avg
2003-09 , 640.000, 16 day avg , na, 16 day avg
2003-08 , 1740.000, 16 day avg , na, 16 day avg
2003-07 , 876.000, 15 day avg , na, 15 day avg
2003-06 , 368.750, 16 day avg , na, 16 day avg
2003-05 , 500.000, 16 day avg , na, 16 day avg
2003-04 , 500.000, 11 day avg , na, 11 day avg
|