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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 :
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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 : 6
Column ( 2) 2 year swap maturity 2.
2nd maturity
. Number of observations : 6
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 jun 17, 2:21 am |
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2 year swap . Futures . Settlement Price
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, 2 year swap ,, 2 year swap ,
, 2 year swap; Nearest ,, 2nd nearest expn ,
, expiration ,, ,
, Apr2003 to Jun2008,, Apr2003 to Jun2008,
End of , ,, ,
2008 , 96.0800, 2008-06 , 95.8500, 2008-09
2007 , 94.9000, 2007-06 , 94.9600, 2007-09
2006 , 94.8800, 2007-03 , 94.9400, 2007-06
2005 , 95.1400, 2006-03 , 95.1400, 2006-06
2004 , 96.5000, 2005-03 , 96.3500, 2005-06
2003 , 97.3300, 2004-03 , 97.0100, 2004-06