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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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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 Volume
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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 Volume ,, Avg daily Volume ,
2009.1 , na, 16 day avg , na, 16 day avg
2008.4 , na, 33 day avg , na, 33 day avg
2008.3 , na, 52 day avg , na, 52 day avg
2008.2 , na, 50 day avg , na, 50 day avg
2008.1 , na, 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 , na, 5 day avg , na, 5 day avg
2007.1 , na, 47 day avg , na, 47 day avg
2006.4 , na, 56 day avg , na, 56 day avg
2006.3 , na, 57 day avg , na, 57 day avg
2006.2 , na, 48 day avg , na, 48 day avg
2006.1 , na, 47 day avg , na, 47 day avg
2005.4 , na, 55 day avg , na, 55 day avg
2005.3 , na, 48 day avg , na, 48 day avg
2005.2 , na, 48 day avg , na, 48 day avg
2005.1 , na, 52 day avg , na, 52 day avg
2004.4 , na, 36 day avg , na, 36 day avg
2004.3 , na, 14 day avg , na, 14 day avg
2004.2 , na, 46 day avg , na, 46 day avg
2004.1 , na, 41 day avg , na, 41 day avg
2003.4 , na, 43 day avg , na, 43 day avg
2003.3 , na, 47 day avg , na, 47 day avg
2003.2 , na, 43 day avg , na, 43 day avg
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