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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 :
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Other Derivatives |
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10 year swap.
Column ( 1) 10 year swap maturity 1.
Nearest maturity
. Number of observations : 59
Column ( 2) 10 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 |
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10 year swap . Futures . Average Volume
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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 Volume ,, Avg daily Volume ,
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 , na, 19 day avg , na, 19 day avg
2008-09 , na, 17 day avg , na, 17 day avg
2008-08 , na, 18 day avg , na, 18 day avg
2008-07 , na, 17 day avg , na, 17 day avg
2008-06 , na, 17 day avg , na, 17 day avg
2008-05 , na, 16 day avg , na, 16 day avg
2008-04 , na, 17 day avg , na, 17 day avg
2008-03 , na, 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 , na, 5 day avg , na, 5 day avg
2007-03 , na, 20 day avg , na, 20 day avg
2007-02 , na, 14 day avg , na, 14 day avg
2007-01 , na, 13 day avg , na, 13 day avg
2006-12 , na, 18 day avg , na, 18 day avg
2006-11 , na, 18 day avg , na, 18 day avg
2006-10 , na, 20 day avg , na, 20 day avg
2006-09 , na, 17 day avg , na, 17 day avg
2006-08 , na, 22 day avg , na, 22 day avg
2006-07 , na, 18 day avg , na, 18 day avg
2006-06 , na, 20 day avg , na, 20 day avg
2006-05 , na, 21 day avg , na, 21 day avg
2006-04 , na, 7 day avg , na, 7 day avg
2006-03 , na, 14 day avg , na, 14 day avg
2006-02 , na, 17 day avg , na, 17 day avg
2006-01 , na, 16 day avg , na, 16 day avg
2005-12 , na, 18 day avg , na, 18 day avg
2005-11 , na, 19 day avg , na, 19 day avg
2005-10 , na, 18 day avg , na, 18 day avg
2005-09 , na, 17 day avg , na, 17 day avg
2005-08 , na, 17 day avg , na, 17 day avg
2005-07 , na, 15 day avg , na, 15 day avg
2005-06 , na, 16 day avg , na, 16 day avg
2005-05 , na, 15 day avg , na, 15 day avg
2005-04 , na, 17 day avg , na, 17 day avg
2005-03 , na, 20 day avg , na, 20 day avg
2005-02 , na, 16 day avg , na, 16 day avg
2005-01 , na, 16 day avg , na, 16 day avg
2004-12 , na, 10 day avg , na, 10 day avg
2004-11 , na, 13 day avg , na, 13 day avg
2004-10 , na, 13 day avg , na, 13 day avg
2004-09 , na, 0 day avg , na, 0 day avg
2004-08 , na, 1 day avg , na, 1 day avg
2004-07 , na, 13 day avg , na, 13 day avg
2004-06 , na, 16 day avg , na, 16 day avg
2004-05 , na, 14 day avg , na, 14 day avg
2004-04 , na, 16 day avg , na, 16 day avg
2004-03 , na, 14 day avg , na, 14 day avg
2004-02 , na, 14 day avg , na, 14 day avg
2004-01 , na, 13 day avg , na, 13 day avg
2003-12 , na, 13 day avg , na, 13 day avg
2003-11 , na, 13 day avg , na, 13 day avg
2003-10 , na, 17 day avg , na, 17 day avg
2003-09 , na, 16 day avg , na, 16 day avg
2003-08 , na, 16 day avg , na, 16 day avg
2003-07 , na, 15 day avg , na, 15 day avg
2003-06 , na, 16 day avg , na, 16 day avg
2003-05 , na, 16 day avg , na, 16 day avg
2003-04 , na, 11 day avg , na, 11 day avg
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