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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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10 year swap.
Column ( 1) 10 year swap maturity 1.
Nearest maturity
. Number of observations : 22
Column ( 2) 10 year swap maturity 2.
2nd maturity
. Number of observations : 22
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 29, 9:01 am |
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| 10 year swap . Futures . Average Open Interest
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, 10 year swap ,, 10 year swap ,
, 10 year swap1st ,, 10 year swap2nd ,
, 10 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 ,
2009.1 , na, 16 day avg , na, 16 day avg
2008.4 , 169.697, 33 day avg , na, 33 day avg
2008.3 , 4573.846, 52 day avg , na, 52 day avg
2008.2 , 6539.000, 50 day avg , na, 50 day avg
2008.1 , 6590.000, 6 day avg , na, 6 day avg
2007.4 , na, 0 day avg , na, 0 day avg
2007.3 , na, 0 day avg , na, 0 day avg
2007.2 , 9220.000, 5 day avg , na, 5 day avg
2007.1 , 5829.362, 47 day avg , 41.489, 47 day avg
2006.4 , 3390.000, 56 day avg , na, 56 day avg
2006.3 , 4478.509, 57 day avg , na, 57 day avg
2006.2 , 4528.958, 48 day avg , 134.583, 48 day avg
2006.1 , 2785.958, 47 day avg , na, 47 day avg
2005.4 , 3199.818, 55 day avg , 193.455, 55 day avg
2005.3 , 996.327, 49 day avg , 128.571, 49 day avg
2005.2 , 1278.333, 48 day avg , 42.708, 48 day avg
2005.1 , 1239.423, 52 day avg , 48.077, 52 day avg
2004.4 , 2118.472, 36 day avg , na, 36 day avg
2004.3 , 5052.857, 14 day avg , na, 14 day avg
2004.2 , 6024.239, 46 day avg , na, 46 day avg
2004.1 , 4553.098, 41 day avg , na, 41 day avg
2003.4 , 3739.884, 43 day avg , 23.256, 43 day avg
2003.3 , 4680.638, 47 day avg , 74.468, 47 day avg
2003.2 , 1396.512, 43 day avg , na, 43 day avg
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