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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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One-Month LIBOR.
Column ( 1) One-Month LIBOR maturity 1.
Nearest maturity
. Number of observations : 8
Column ( 2) One-Month LIBOR maturity 2.
2nd maturity
. Number of observations : 8
Column ( 3) One-Month LIBOR maturity 3.
3rd maturity
. Number of observations : 8
Column ( 4) One-Month LIBOR maturity 4.
4th maturity
. Number of observations : 8
Column ( 5) One-Month LIBOR maturity 5.
5th maturity
. Number of observations : 8
Column ( 6) One-Month LIBOR maturity 6.
6th maturity
. Number of observations : 8
Column ( 7) One-Month LIBOR maturity 7.
7th maturity
. Number of observations : 8
Column ( 8) One-Month LIBOR maturity 8.
8th maturity
. Number of observations : 8
Column ( 9) One-Month LIBOR maturity 9.
9th maturity
. Number of observations : 8
Column ( 10) One-Month LIBOR maturity 10.
10th maturity
. Number of observations : 8
Column ( 11) One-Month LIBOR maturity 11.
11th maturity
. Number of observations : 8
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 jun 17, 2:21 am |
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One-Month LIBOR . Futures . Settlement Price
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, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,, One-Month LIBOR ,
, One-Month LIBOR; Neare ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,, Seventh nearest expn ,, Eighth nearest expn ,, Ninth nearest expn ,, Tenth nearest expn ,, Eleventh nearest expn ,
, st expiration ,, ,, ,, ,, ,, ,, ,, ,, ,, ,, ,
, Jan2001 to Jun2008,, Jan2001 to Jun2008,, Jan2001 to Jun2008,, Jan2001 to Jun2008,, Jan2001 to Jun2008,, Jan2001 to Jun2008,, Jan2001 to Jun2008,, Jan2001 to Jun2008,, Jan2001 to Jun2008,, Jan2001 to Jun2008,, Feb2001 to Jun2008,
End of , ,, ,, ,, ,, ,, ,, ,, ,, ,, ,, ,
2008 , 97.3425, 2008-07 , 97.1725, 2008-08 , 96.9575, 2008-09 , 96.8125, 2008-10 , 96.7025, 2008-11 , 96.3875, 2008-12 , 96.4425, 2009-01 , 96.4000, 2009-02 , 96.2575, 2009-03 , 96.2225, 2009-04 , 96.1600, 2009-05
2007 , 95.5350, 2008-01 , 95.6825, 2008-02 , 95.8500, 2008-03 , 95.9375, 2008-04 , 96.0150, 2008-05 , 96.1975, 2008-06 , 96.3575, 2008-07 , 96.4725, 2008-08 , 96.5475, 2008-09 , 96.5950, 2008-10 , 96.6250, 2008-11
2006 , 94.6775, 2007-01 , 94.6825, 2007-02 , 94.6950, 2007-03 , 94.7100, 2007-04 , 94.7375, 2007-05 , 94.7700, 2007-06 , 94.8025, 2007-07 , 94.8350, 2007-08 , 94.8925, 2007-09 , 94.9400, 2007-10 , 95, 2007-11
2005 , 95.5100, 2006-01 , 95.4350, 2006-02 , 95.3125, 2006-03 , 95.2225, 2006-04 , 95.1900, 2006-05 , 95.1775, 2006-06 , 95.1600, 2006-07 , 95.1500, 2006-08 , 95.1525, 2006-09 , 95.1725, 2006-10 , 95.1800, 2006-11
2004 , 97.5275, 2005-01 , 97.4150, 2005-02 , 97.2200, 2005-03 , 97.1050, 2005-04 , 97.0050, 2005-05 , 96.9150, 2005-06 , 96.8650, 2005-07 , 96.7350, 2005-08 , 96.7000, 2005-09 , 96.6500, 2005-10 , 96.5400, 2005-11
2003 , 98.8850, 2004-01 , 98.8700, 2004-02 , 98.8400, 2004-03 , 98.8000, 2004-04 , 98.7500, 2004-05 , 98.6900, 2004-06 , 98.5900, 2004-07 , 98.4800, 2004-08 , 98.3850, 2004-09 , 98.2650, 2004-10 , 98.1350, 2004-11
2002 , 98.6575, 2003-01 , 98.7000, 2003-02 , 98.7200, 2003-03 , 98.7200, 2003-04 , 98.7100, 2003-05 , 98.7050, 2003-06 , 98.6850, 2003-07 , 98.6050, 2003-08 , 98.6100, 2003-09 , 98.5150, 2003-10 , 98.3800, 2003-11
2001 , 98.1650, 2002-01 , 98.2100, 2002-02 , 98.1650, 2002-03 , 98.0950, 2002-04 , 97.9850, 2002-05 , 97.8600, 2002-06 , 97.7200, 2002-07 , 97.6000, 2002-08 , 97.3650, 2002-09 , 97.1200, 2002-10 , 96.9700, 2002-11