|
|
CME Groups
| CME
- Chicago Mercantile Exchange - Commmodities Interest Rates
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
Futures |
Options |
Other Derivatives |
|
|
10 year swap.
Column ( 1) 10 year swap maturity 1.
Nearest maturity
. Number of observations : 246
Column ( 2) 10 year swap maturity 2.
2nd maturity
. Number of observations : 246
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 29, 9:01 am |
|
| 10 year swap . Futures . Average Open Interest
|
|
, 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 ,
2009-02-20 , na, , na,
2009-02-13 , na, , na,
2009-02-06 , na, , na,
2009-01-30 , na, , na,
2009-01-23 , na, , na,
2009-01-16 , na, , na,
2009-01-09 , na, , na,
2009-01-02 , na, , na,
2008-12-26 , na, , na,
2008-12-19 , na, , na,
2008-12-12 , na, , na,
2008-12-05 , na, , na,
2008-11-28 , na, , na,
2008-11-21 , na, , na,
2008-11-14 , na, , na,
2008-11-07 , na, , na,
2008-10-31 , na, , na,
2008-10-24 , 400.000, 4 day avg , na,
2008-10-17 , 400.000, 3 day avg , na,
2008-10-10 , 400.000, 5 day avg , na,
2008-10-03 , 400.000, 4 day avg , na,
2008-09-26 , 400.000, 4 day avg , na,
2008-09-19 , 300.000, 4 day avg , na,
2008-09-12 , 400.000, 4 day avg , na,
2008-09-05 , 2413.333, 3 day avg , na,
2008-08-29 , 6440.000, 5 day avg , na,
2008-08-22 , 6440.000, 4 day avg , na,
2008-08-15 , 6440.000, 4 day avg , na,
2008-08-08 , 6440.000, 4 day avg , na,
2008-08-01 , 6440.000, 4 day avg , na,
2008-07-25 , 6440.000, 4 day avg , na,
2008-07-18 , 6440.000, 4 day avg , na,
2008-07-11 , 6440.000, 4 day avg , na,
2008-07-04 , 6440.000, 3 day avg , na,
2008-06-27 , 6440.000, 5 day avg , na,
2008-06-20 , 6440.000, 4 day avg , na,
2008-06-13 , 6440.000, 4 day avg , na,
2008-06-06 , 6440.000, 3 day avg , na,
2008-05-30 , 6590.000, 3 day avg , na,
2008-05-23 , 6590.000, 3 day avg , na,
2008-05-16 , 6590.000, 5 day avg , na,
2008-05-09 , 6590.000, 4 day avg , na,
2008-05-02 , 6590.000, 4 day avg , na,
2008-04-25 , 6590.000, 5 day avg , na,
2008-04-18 , 6590.000, 1 day avg , na,
2008-04-11 , 6590.000, 4 day avg , na,
2008-04-04 , 6590.000, 5 day avg , na,
2008-03-28 , 6590.000, 2 day avg , na,
2008-03-21 , 6590.000, 2 day avg , na,
2008-03-14 , 6590.000, 1 day avg , na,
2008-03-07 , na, , na,
2008-02-29 , na, , na,
2008-02-22 , na, , na,
2008-02-15 , na, , na,
2008-02-08 , na, , na,
2008-02-01 , na, , na,
2008-01-25 , na, , na,
2008-01-18 , na, , na,
2008-01-11 , na, , na,
2008-01-04 , na, , na,
2007-12-28 , na, , na,
2007-12-21 , na, , na,
2007-12-14 , na, , na,
2007-12-07 , na, , na,
2007-11-30 , na, , na,
2007-11-23 , na, , na,
2007-11-16 , na, , na,
2007-11-09 , na, , na,
2007-11-02 , na, , na,
2007-10-26 , na, , na,
2007-10-19 , na, , na,
2007-10-12 , na, , na,
2007-10-05 , na, , na,
2007-09-28 , na, , na,
2007-09-21 , na, , na,
2007-09-14 , na, , na,
2007-09-07 , na, , na,
2007-08-31 , na, , na,
2007-08-24 , na, , na,
2007-08-17 , na, , na,
2007-08-10 , na, , na,
2007-08-03 , na, , na,
2007-07-27 , na, , na,
2007-07-20 , na, , na,
2007-07-13 , na, , na,
2007-07-06 , na, , na,
2007-06-29 , na, , na,
2007-06-22 , na, , na,
2007-06-15 , na, , na,
2007-06-08 , na, , na,
2007-06-01 , na, , na,
2007-05-25 , na, , na,
2007-05-18 , na, , na,
2007-05-11 , na, , na,
2007-05-04 , na, , na,
2007-04-27 , na, , na,
2007-04-20 , na, , na,
2007-04-13 , 9140.000, 1 day avg , na,
2007-04-06 , 9240.000, 4 day avg , na,
2007-03-30 , 9340.000, 4 day avg , na,
2007-03-23 , 9077.500, 4 day avg , 37.500, 4 day avg
2007-03-16 , 8290.000, 5 day avg , 360.000, 5 day avg
2007-03-09 , 8110.000, 5 day avg , na,
2007-03-02 , 7390.000, 5 day avg , na,
2007-02-23 , 3390.000, 3 day avg , na,
2007-02-16 , 3390.000, 4 day avg , na,
2007-02-09 , 3390.000, 2 day avg , na,
2007-02-02 , 3390.000, 3 day avg , na,
2007-01-26 , 3390.000, 3 day avg , na,
2007-01-19 , 3390.000, 3 day avg , na,
2007-01-12 , 3390.000, 4 day avg , na,
2007-01-05 , 3390.000, 2 day avg , na,
2006-12-29 , 3390.000, 4 day avg , na,
2006-12-22 , 3390.000, 4 day avg , na,
2006-12-15 , 3390.000, 4 day avg , na,
2006-12-08 , 3390.000, 5 day avg , na,
2006-12-01 , 3390.000, 5 day avg , na,
2006-11-24 , 3390.000, 4 day avg , na,
2006-11-17 , 3390.000, 5 day avg , na,
2006-11-10 , 3390.000, 3 day avg , na,
2006-11-03 , 3390.000, 4 day avg , na,
2006-10-27 , 3390.000, 5 day avg , na,
2006-10-20 , 3390.000, 5 day avg , na,
2006-10-13 , 3390.000, 5 day avg , na,
2006-10-06 , 3390.000, 3 day avg , na,
2006-09-29 , 3390.000, 4 day avg , na,
2006-09-22 , 3610.000, 4 day avg , na,
2006-09-15 , 3610.000, 4 day avg , na,
2006-09-08 , 4410.000, 4 day avg , na,
2006-09-01 , 4498.000, 5 day avg , na,
2006-08-25 , 4630.000, 5 day avg , na,
2006-08-18 , 4630.000, 4 day avg , na,
2006-08-11 , 4630.000, 5 day avg , na,
2006-08-04 , 5130.000, 5 day avg , na,
2006-07-28 , 5005.000, 3 day avg , na,
2006-07-21 , 4630.000, 5 day avg , na,
2006-07-14 , 4790.000, 5 day avg , na,
2006-07-07 , 5030.000, 4 day avg , na,
2006-06-30 , 5030.000, 4 day avg , na,
2006-06-23 , 4867.500, 4 day avg , 25.000, 4 day avg
2006-06-16 , 4380.000, 5 day avg , 100.000, 5 day avg
2006-06-09 , 4380.000, 5 day avg , 1172.000, 5 day avg
2006-06-02 , 4380.000, 4 day avg , na,
2006-05-26 , 4380.000, 5 day avg , na,
2006-05-19 , 4380.000, 5 day avg , na,
2006-05-12 , 4380.000, 4 day avg , na,
2006-05-05 , 4380.000, 5 day avg , na,
2006-04-28 , 4780.000, 4 day avg , na,
2006-04-21 , 5880.000, 2 day avg , na,
2006-04-14 , na, , na,
2006-04-07 , 2380.000, 1 day avg , na,
2006-03-31 , 2380.000, 3 day avg , na,
2006-03-24 , 2380.000, 4 day avg , na,
2006-03-17 , 2113.333, 3 day avg , na,
2006-03-10 , 1980.000, 2 day avg , na,
2006-03-03 , 2210.000, 4 day avg , na,
2006-02-24 , 2440.000, 3 day avg , na,
2006-02-17 , 2440.000, 4 day avg , na,
2006-02-10 , 2650.000, 5 day avg , na,
2006-02-03 , 3690.000, 4 day avg , na,
2006-01-27 , 3690.000, 3 day avg , na,
2006-01-20 , 3756.667, 3 day avg , na,
2006-01-13 , 3150.000, 5 day avg , na,
2006-01-06 , 2990.000, 4 day avg , na,
2005-12-30 , 2990.000, 4 day avg , na,
2005-12-23 , 3245.000, 4 day avg , na,
2005-12-16 , 3500.000, 5 day avg , 760.000, 5 day avg
2005-12-09 , 3612.500, 4 day avg , 760.000, 4 day avg
2005-12-02 , 3650.000, 4 day avg , 760.000, 4 day avg
2005-11-25 , 3650.000, 4 day avg , 190.000, 4 day avg
2005-11-18 , 3650.000, 4 day avg , na,
2005-11-11 , 3275.000, 4 day avg , na,
2005-11-04 , 3150.000, 5 day avg , na,
2005-10-28 , 3650.000, 5 day avg , na,
2005-10-21 , 2350.000, 4 day avg , na,
2005-10-14 , 2350.000, 5 day avg , na,
2005-10-07 , 2350.000, 3 day avg , na,
2005-09-30 , 2687.500, 4 day avg , na,
2005-09-23 , 2262.500, 4 day avg , 250.000, 4 day avg
2005-09-16 , 250.000, 5 day avg , 760.000, 5 day avg
2005-09-09 , 150.000, 3 day avg , 500.000, 3 day avg
2005-09-02 , 300.000, 4 day avg , na,
2005-08-26 , 300.000, 4 day avg , na,
2005-08-19 , 780.000, 3 day avg , na,
2005-08-12 , 440.000, 4 day avg , na,
2005-08-05 , 373.333, 3 day avg , na,
2005-07-29 , 860.000, 4 day avg , na,
2005-07-22 , 1110.000, 4 day avg , na,
2005-07-15 , 1672.500, 4 day avg , na,
2005-07-08 , 1710.000, 2 day avg , na,
2005-07-01 , 1710.000, 4 day avg , na,
2005-06-24 , 1710.000, 4 day avg , na,
2005-06-17 , 1610.000, 3 day avg , 100.000, 3 day avg
2005-06-10 , 1476.667, 3 day avg , 583.333, 3 day avg
2005-06-03 , 1610.000, 4 day avg , na,
2005-05-27 , 1493.333, 3 day avg , na,
2005-05-20 , 1260.000, 5 day avg , na,
2005-05-13 , 1260.000, 4 day avg , na,
2005-05-06 , 1260.000, 2 day avg , na,
2005-04-29 , 1480.000, 4 day avg , na,
2005-04-22 , 1430.000, 3 day avg , na,
2005-04-15 , 565.000, 4 day avg , na,
2005-04-08 , 392.000, 5 day avg , na,
2005-04-01 , 1568.000, 5 day avg , na,
2005-03-25 , 2142.500, 4 day avg , na,
2005-03-18 , 490.000, 5 day avg , 30.000, 5 day avg
2005-03-11 , 187.500, 4 day avg , 587.500, 4 day avg
2005-03-04 , 450.000, 4 day avg , na,
2005-02-25 , 650.000, 3 day avg , na,
2005-02-18 , 1050.000, 5 day avg , na,
2005-02-11 , 1546.667, 3 day avg , na,
2005-02-04 , 2540.000, 5 day avg , na,
2005-01-28 , 1804.000, 5 day avg , na,
2005-01-21 , 1400.000, 2 day avg , na,
2005-01-14 , 1040.000, 5 day avg , na,
2005-01-07 , 800.000, 3 day avg , na,
2004-12-31 , 1277.500, 2 day avg , na,
2004-12-24 , 1555.000, 1 day avg , na,
2004-12-17 , 1968.333, 3 day avg , na,
2004-12-10 , 3355.000, 2 day avg , na,
2004-12-03 , 3505.000, 3 day avg , na,
2004-11-26 , 3505.000, 2 day avg , na,
2004-11-19 , 3505.000, 3 day avg , na,
2004-11-12 , 1755.000, 5 day avg , na,
2004-11-05 , 1755.000, 2 day avg , na,
2004-10-29 , 1755.000, 4 day avg , na,
2004-10-22 , 1755.000, 3 day avg , na,
2004-10-15 , 1755.000, 3 day avg , na,
2004-10-08 , 555.000, 3 day avg , na,
2004-10-01 , na, , na,
2004-09-24 , na, , na,
2004-09-17 , na, , na,
2004-09-10 , na, , na,
2004-09-03 , na, , na,
2004-08-27 , na, , na,
2004-08-20 , 1645.000, 1 day avg , na,
2004-08-13 , na, , na,
2004-08-06 , na, , na,
2004-07-30 , 5155.000, 3 day avg , na,
2004-07-23 , 5240.000, 2 day avg , na,
2004-07-16 , 5325.000, 3 day avg , na,
2004-07-09 , 5508.333, 3 day avg , na,
2004-07-02 , 5325.000, 3 day avg , na,
2004-06-25 , 5467.500, 4 day avg , na,
2004-06-18 , 6421.667, 3 day avg , na,
2004-06-11 , 5068.000, 5 day avg , na,
2004-06-04 , 6335.000, 3 day avg , na,
2004-05-28 , 6335.000, 4 day avg , na,
2004-05-21 , 7685.000, 3 day avg , na,
2004-05-14 , 7785.000, 3 day avg , na,
2004-05-07 , 7542.500, 4 day avg , na,
2004-04-30 , 6195.000, 4 day avg , na,
2004-04-23 , 6020.000, 4 day avg , na,
2004-04-16 , 5345.000, 3 day avg , na,
2004-04-09 , 4168.333, 3 day avg , na,
2004-04-02 , 4003.000, 5 day avg , na,
2004-03-26 , 4225.000, 3 day avg , na,
2004-03-19 , 4225.000, 4 day avg , na,
2004-03-12 , 4225.000, 1 day avg , na,
2004-03-05 , 4847.000, 3 day avg , na,
2004-02-27 , 4547.000, 4 day avg , na,
2004-02-20 , 4547.000, 4 day avg , na,
2004-02-13 , 4547.000, 3 day avg , na,
2004-02-06 , 6123.000, 3 day avg , na,
2004-01-30 , 4425.000, 3 day avg , na,
2004-01-23 , 4425.000, 3 day avg , na,
2004-01-16 , 4425.000, 3 day avg , na,
2004-01-09 , 4291.667, 3 day avg , na,
2004-01-02 , 4225.000, 3 day avg , na,
2003-12-26 , 4225.000, 1 day avg , na,
2003-12-19 , 3891.667, 3 day avg , na,
2003-12-12 , 3475.000, 3 day avg , 250.000, 3 day avg
2003-12-05 , 3475.000, 4 day avg , 62.500, 4 day avg
2003-11-28 , 4393.333, 3 day avg , na,
2003-11-21 , 4526.667, 3 day avg , na,
2003-11-14 , 3620.000, 4 day avg , na,
2003-11-07 , 3620.000, 3 day avg , na,
2003-10-31 , 3620.000, 4 day avg , na,
2003-10-24 , 3620.000, 4 day avg , na,
2003-10-17 , 3620.000, 3 day avg , na,
2003-10-10 , 3620.000, 3 day avg , na,
2003-10-03 , 3240.000, 5 day avg , na,
2003-09-26 , 3420.000, 4 day avg , na,
2003-09-19 , 3295.000, 4 day avg , 125.000, 4 day avg
2003-09-12 , 2920.000, 3 day avg , 500.000, 3 day avg
2003-09-05 , 5920.000, 3 day avg , 500.000, 3 day avg
2003-08-29 , 5820.000, 5 day avg , na,
2003-08-22 , 6120.000, 3 day avg , na,
2003-08-15 , 6720.000, 2 day avg , na,
2003-08-08 , 7474.000, 5 day avg , na,
2003-08-01 , 7616.667, 3 day avg , na,
2003-07-25 , 3933.333, 3 day avg , na,
2003-07-18 , 2666.667, 3 day avg , na,
2003-07-11 , 2900.000, 4 day avg , na,
2003-07-04 , 2300.000, 4 day avg , na,
2003-06-27 , 1575.000, 4 day avg , na,
2003-06-20 , 1450.000, 3 day avg , na,
2003-06-13 , 1450.000, 5 day avg , na,
2003-06-06 , 1450.000, 3 day avg , na,
2003-05-30 , 1450.000, 3 day avg , na,
2003-05-23 , 1450.000, 3 day avg , na,
2003-05-16 , 1450.000, 5 day avg , na,
2003-05-09 , 1450.000, 3 day avg , na,
2003-05-02 , 1300.000, 4 day avg , na,
2003-04-25 , 1150.000, 2 day avg , na,
2003-04-18 , 1150.000, 2 day avg , na,
2003-04-11 , 1150.000, 3 day avg , na,
2003-04-04 , 1150.000, 2 day avg , na,
|