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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 : 22
Column ( 2) 2 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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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 ,
2009.1 , na, 16 day avg , na, 16 day avg
2008.4 , 1883.030, 33 day avg , na, 33 day avg
2008.3 , 8731.154, 52 day avg , na, 52 day avg
2008.2 , 10880.800, 50 day avg , na, 50 day avg
2008.1 , 11020.000, 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 , 6410.000, 5 day avg , na, 5 day avg
2007.1 , 4920.851, 47 day avg , 106.383, 47 day avg
2006.4 , 4990.000, 56 day avg , na, 56 day avg
2006.3 , 4823.860, 57 day avg , na, 57 day avg
2006.2 , 2661.667, 48 day avg , 10.417, 48 day avg
2006.1 , 2359.787, 47 day avg , 21.277, 47 day avg
2005.4 , 2085.091, 55 day avg , na, 55 day avg
2005.3 , 4099.167, 48 day avg , na, 48 day avg
2005.2 , 5485.833, 48 day avg , na, 48 day avg
2005.1 , 2896.635, 52 day avg , 234.615, 52 day avg
2004.4 , 3073.333, 36 day avg , 22.222, 36 day avg
2004.3 , 2564.286, 14 day avg , na, 14 day avg
2004.2 , 860.217, 46 day avg , na, 46 day avg
2004.1 , 215.122, 41 day avg , na, 41 day avg
2003.4 , 640.000, 43 day avg , na, 43 day avg
2003.3 , 1089.787, 47 day avg , na, 47 day avg
2003.2 , 451.163, 43 day avg , na, 43 day avg
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