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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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2 year swap.
Column ( 1) 2 year swap maturity 1.
Nearest maturity
. Number of observations : 246
Column ( 2) 2 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 |
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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 ,
2009-02-20 , 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 , 3585.000, 4 day avg , na,
2008-10-17 , 4780.000, 3 day avg , na,
2008-10-10 , 4780.000, 5 day avg , na,
2008-10-03 , 4780.000, 4 day avg , na,
2008-09-26 , 4780.000, 4 day avg , na,
2008-09-19 , 3585.000, 4 day avg , na,
2008-09-12 , 4780.000, 4 day avg , na,
2008-09-05 , 6726.667, 3 day avg , na,
2008-08-29 , 10620.000, 5 day avg , na,
2008-08-22 , 10620.000, 4 day avg , na,
2008-08-15 , 10620.000, 4 day avg , na,
2008-08-08 , 10620.000, 4 day avg , na,
2008-08-01 , 10620.000, 4 day avg , na,
2008-07-25 , 10620.000, 4 day avg , na,
2008-07-18 , 10620.000, 4 day avg , na,
2008-07-11 , 10620.000, 4 day avg , na,
2008-07-04 , 10620.000, 3 day avg , na,
2008-06-27 , 10620.000, 5 day avg , na,
2008-06-20 , 10615.000, 4 day avg , na,
2008-06-13 , 10600.000, 4 day avg , na,
2008-06-06 , 10600.000, 3 day avg , na,
2008-05-30 , 11020.000, 3 day avg , na,
2008-05-23 , 11020.000, 3 day avg , na,
2008-05-16 , 11020.000, 5 day avg , na,
2008-05-09 , 11020.000, 4 day avg , na,
2008-05-02 , 11020.000, 4 day avg , na,
2008-04-25 , 11020.000, 5 day avg , na,
2008-04-18 , 11020.000, 1 day avg , na,
2008-04-11 , 11020.000, 4 day avg , na,
2008-04-04 , 11020.000, 5 day avg , na,
2008-03-28 , 11020.000, 2 day avg , na,
2008-03-21 , 11020.000, 2 day avg , na,
2008-03-14 , 11020.000, 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 , 6410.000, 1 day avg , na,
2007-04-06 , 6410.000, 4 day avg , na,
2007-03-30 , 6410.000, 4 day avg , na,
2007-03-23 , 6097.500, 4 day avg , 312.500, 4 day avg
2007-03-16 , 4800.000, 5 day avg , 750.000, 5 day avg
2007-03-09 , 4260.000, 5 day avg , na,
2007-03-02 , 4260.000, 5 day avg , na,
2007-02-23 , 4260.000, 3 day avg , na,
2007-02-16 , 4260.000, 4 day avg , na,
2007-02-09 , 4990.000, 2 day avg , na,
2007-02-02 , 4990.000, 3 day avg , na,
2007-01-26 , 4990.000, 3 day avg , na,
2007-01-19 , 4990.000, 3 day avg , na,
2007-01-12 , 4990.000, 4 day avg , na,
2007-01-05 , 4990.000, 2 day avg , na,
2006-12-29 , 4990.000, 4 day avg , na,
2006-12-22 , 4990.000, 4 day avg , na,
2006-12-15 , 4990.000, 4 day avg , na,
2006-12-08 , 4990.000, 5 day avg , na,
2006-12-01 , 4990.000, 5 day avg , na,
2006-11-24 , 4990.000, 4 day avg , na,
2006-11-17 , 4990.000, 5 day avg , na,
2006-11-10 , 4990.000, 3 day avg , na,
2006-11-03 , 4990.000, 4 day avg , na,
2006-10-27 , 4990.000, 5 day avg , na,
2006-10-20 , 4990.000, 5 day avg , na,
2006-10-13 , 4990.000, 5 day avg , na,
2006-10-06 , 4990.000, 3 day avg , na,
2006-09-29 , 4990.000, 4 day avg , na,
2006-09-22 , 4990.000, 4 day avg , na,
2006-09-15 , 4990.000, 4 day avg , na,
2006-09-08 , 4990.000, 4 day avg , na,
2006-09-01 , 4990.000, 5 day avg , na,
2006-08-25 , 4990.000, 5 day avg , na,
2006-08-18 , 4990.000, 4 day avg , na,
2006-08-11 , 4990.000, 5 day avg , na,
2006-08-04 , 4990.000, 5 day avg , na,
2006-07-28 , 4990.000, 3 day avg , na,
2006-07-21 , 4990.000, 5 day avg , na,
2006-07-14 , 4730.000, 5 day avg , na,
2006-07-07 , 2947.500, 4 day avg , na,
2006-06-30 , 2700.000, 4 day avg , na,
2006-06-23 , 2575.000, 4 day avg , 125.000, 4 day avg
2006-06-16 , 2200.000, 5 day avg , na,
2006-06-09 , 2200.000, 5 day avg , na,
2006-06-02 , 2200.000, 4 day avg , na,
2006-05-26 , 2200.000, 5 day avg , na,
2006-05-19 , 3500.000, 5 day avg , na,
2006-05-12 , 3500.000, 4 day avg , na,
2006-05-05 , 2770.000, 5 day avg , na,
2006-04-28 , 2770.000, 4 day avg , na,
2006-04-21 , 2770.000, 2 day avg , na,
2006-04-14 , na, , na,
2006-04-07 , 2890.000, 1 day avg , na,
2006-03-31 , 2890.000, 3 day avg , na,
2006-03-24 , 2890.000, 4 day avg , na,
2006-03-17 , 2723.333, 3 day avg , 166.667, 3 day avg
2006-03-10 , 2390.000, 2 day avg , 250.000, 2 day avg
2006-03-03 , 2390.000, 4 day avg , na,
2006-02-24 , 2390.000, 3 day avg , na,
2006-02-17 , 2390.000, 4 day avg , na,
2006-02-10 , 2390.000, 5 day avg , na,
2006-02-03 , 2307.500, 4 day avg , na,
2006-01-27 , 2060.000, 3 day avg , na,
2006-01-20 , 2060.000, 3 day avg , na,
2006-01-13 , 2060.000, 5 day avg , na,
2006-01-06 , 1900.000, 4 day avg , na,
2005-12-30 , 1740.000, 4 day avg , na,
2005-12-23 , 1740.000, 4 day avg , na,
2005-12-16 , 1740.000, 5 day avg , na,
2005-12-09 , 1875.000, 4 day avg , na,
2005-12-02 , 1920.000, 4 day avg , na,
2005-11-25 , 2160.000, 4 day avg , na,
2005-11-18 , 2240.000, 4 day avg , na,
2005-11-11 , 2240.000, 4 day avg , na,
2005-11-04 , 2240.000, 5 day avg , na,
2005-10-28 , 2240.000, 5 day avg , na,
2005-10-21 , 2240.000, 4 day avg , na,
2005-10-14 , 2370.000, 5 day avg , na,
2005-10-07 , 2370.000, 3 day avg , na,
2005-09-30 , 2670.000, 4 day avg , na,
2005-09-23 , 2990.000, 4 day avg , na,
2005-09-16 , 2990.000, 5 day avg , na,
2005-09-09 , 2990.000, 3 day avg , na,
2005-09-02 , 2990.000, 3 day avg , na,
2005-08-26 , 2990.000, 4 day avg , na,
2005-08-19 , 3996.667, 3 day avg , na,
2005-08-12 , 4940.000, 4 day avg , na,
2005-08-05 , 4940.000, 3 day avg , na,
2005-07-29 , 4940.000, 4 day avg , na,
2005-07-22 , 5172.500, 4 day avg , na,
2005-07-15 , 5800.000, 4 day avg , na,
2005-07-08 , 6350.000, 2 day avg , na,
2005-07-01 , 6350.000, 4 day avg , na,
2005-06-24 , 6350.000, 4 day avg , na,
2005-06-17 , 6350.000, 3 day avg , na,
2005-06-10 , 6416.667, 3 day avg , na,
2005-06-03 , 6550.000, 4 day avg , na,
2005-05-27 , 7070.000, 3 day avg , na,
2005-05-20 , 7070.000, 5 day avg , na,
2005-05-13 , 5195.000, 4 day avg , na,
2005-05-06 , 4570.000, 2 day avg , na,
2005-04-29 , 4570.000, 4 day avg , na,
2005-04-22 , 4470.000, 3 day avg , na,
2005-04-15 , 3925.000, 4 day avg , na,
2005-04-08 , 3470.000, 5 day avg , na,
2005-04-01 , 3150.000, 5 day avg , na,
2005-03-25 , 3207.500, 4 day avg , na,
2005-03-18 , 2440.000, 5 day avg , 610.000, 5 day avg
2005-03-11 , 762.500, 4 day avg , 2287.500, 4 day avg
2005-03-04 , 3050.000, 4 day avg , na,
2005-02-25 , 3050.000, 3 day avg , na,
2005-02-18 , 2880.000, 5 day avg , na,
2005-02-11 , 3200.000, 3 day avg , na,
2005-02-04 , 3200.000, 5 day avg , na,
2005-01-28 , 3047.000, 5 day avg , na,
2005-01-21 , 2880.000, 2 day avg , na,
2005-01-14 , 3336.000, 5 day avg , na,
2005-01-07 , 3640.000, 3 day avg , na,
2004-12-31 , 3640.000, 2 day avg , na,
2004-12-24 , 3140.000, 1 day avg , na,
2004-12-17 , 2540.000, 3 day avg , na,
2004-12-10 , 2340.000, 2 day avg , 400.000, 2 day avg
2004-12-03 , 3140.000, 3 day avg , na,
2004-11-26 , 3140.000, 2 day avg , na,
2004-11-19 , 3140.000, 3 day avg , na,
2004-11-12 , 3140.000, 5 day avg , na,
2004-11-05 , 3140.000, 2 day avg , na,
2004-10-29 , 3140.000, 4 day avg , na,
2004-10-22 , 3140.000, 3 day avg , na,
2004-10-15 , 3140.000, 3 day avg , na,
2004-10-08 , 3140.000, 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 , 3640.000, 1 day avg , na,
2004-08-13 , na, , na,
2004-08-06 , na, , na,
2004-07-30 , 2740.000, 3 day avg , na,
2004-07-23 , 3060.000, 2 day avg , na,
2004-07-16 , 2340.000, 3 day avg , na,
2004-07-09 , 2340.000, 3 day avg , na,
2004-07-02 , 1940.000, 3 day avg , na,
2004-06-25 , 1940.000, 4 day avg , na,
2004-06-18 , 1940.000, 3 day avg , na,
2004-06-11 , 1552.000, 5 day avg , na,
2004-06-04 , 640.000, 3 day avg , na,
2004-05-28 , 640.000, 4 day avg , na,
2004-05-21 , 640.000, 3 day avg , na,
2004-05-14 , 563.333, 3 day avg , na,
2004-05-07 , 410.000, 4 day avg , na,
2004-04-30 , 410.000, 4 day avg , na,
2004-04-23 , 410.000, 4 day avg , na,
2004-04-16 , 410.000, 3 day avg , na,
2004-04-09 , 410.000, 3 day avg , na,
2004-04-02 , 410.000, 5 day avg , na,
2004-03-26 , 310.000, 3 day avg , na,
2004-03-19 , 290.000, 4 day avg , na,
2004-03-12 , 260.000, 1 day avg , na,
2004-03-05 , 260.000, 3 day avg , na,
2004-02-27 , 260.000, 4 day avg , na,
2004-02-20 , 110.000, 4 day avg , na,
2004-02-13 , 110.000, 3 day avg , na,
2004-02-06 , 110.000, 3 day avg , na,
2004-01-30 , 40.000, 3 day avg , na,
2004-01-23 , 40.000, 3 day avg , na,
2004-01-16 , 40.000, 3 day avg , na,
2004-01-09 , 440.000, 3 day avg , na,
2004-01-02 , 640.000, 3 day avg , na,
2003-12-26 , 640.000, 1 day avg , na,
2003-12-19 , 640.000, 3 day avg , na,
2003-12-12 , 640.000, 3 day avg , na,
2003-12-05 , 640.000, 4 day avg , na,
2003-11-28 , 640.000, 3 day avg , na,
2003-11-21 , 640.000, 3 day avg , na,
2003-11-14 , 640.000, 4 day avg , na,
2003-11-07 , 640.000, 3 day avg , na,
2003-10-31 , 640.000, 4 day avg , na,
2003-10-24 , 640.000, 4 day avg , na,
2003-10-17 , 640.000, 3 day avg , na,
2003-10-10 , 640.000, 3 day avg , na,
2003-10-03 , 640.000, 5 day avg , na,
2003-09-26 , 640.000, 4 day avg , na,
2003-09-19 , 640.000, 4 day avg , na,
2003-09-12 , 640.000, 3 day avg , na,
2003-09-05 , 640.000, 3 day avg , na,
2003-08-29 , 1740.000, 5 day avg , na,
2003-08-22 , 1740.000, 3 day avg , na,
2003-08-15 , 1740.000, 2 day avg , na,
2003-08-08 , 1740.000, 5 day avg , na,
2003-08-01 , 1740.000, 3 day avg , na,
2003-07-25 , 1740.000, 3 day avg , na,
2003-07-18 , 780.000, 3 day avg , na,
2003-07-11 , 300.000, 4 day avg , na,
2003-07-04 , 300.000, 4 day avg , na,
2003-06-27 , 300.000, 4 day avg , na,
2003-06-20 , 200.000, 3 day avg , na,
2003-06-13 , 460.000, 5 day avg , na,
2003-06-06 , 500.000, 3 day avg , na,
2003-05-30 , 500.000, 3 day avg , na,
2003-05-23 , 500.000, 3 day avg , na,
2003-05-16 , 500.000, 5 day avg , na,
2003-05-09 , 500.000, 3 day avg , na,
2003-05-02 , 500.000, 4 day avg , na,
2003-04-25 , 500.000, 2 day avg , na,
2003-04-18 , 500.000, 2 day avg , na,
2003-04-11 , 500.000, 3 day avg , na,
2003-04-04 , 500.000, 2 day avg , na,
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