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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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10 year swap.
Column ( 1) 10 year swap maturity 1.
Nearest maturity
. Number of observations : 52
Column ( 2) 10 year swap maturity 2.
2nd maturity
. Number of observations : 52
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 jun 17, 2:21 am |
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10 year swap . Futures . Settlement Price
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, 10 year swap ,, 10 year swap ,
, 10 year swap; Nearest ,, 2nd nearest expn ,
, expiration ,, ,
, Apr2003 to Jun2008,, Apr2003 to Jun2008,
End of , ,, ,
2008-06 , 95.0900, 2008-06 , 95.0100, 2008-09
2008-05 , 95.2200, 2008-06 , 95.1400, 2008-09
2008-04 , 95.5300, 2008-06 , 95.4700, 2008-09
2008-03 , 95.8900, 2008-06 , 95.8200, 2008-09
2008-02 , na, , na,
2008-01 , na, , na,
2007-12 , na, , na,
2007-11 , na, , na,
2007-10 , na, , na,
2007-09 , na, , na,
2007-08 , na, , na,
2007-07 , na, , na,
2007-06 , na, , na,
2007-05 , na, , na,
2007-04 , 94.7100, 2007-06 , 94.7100, 2007-09
2007-03 , 94.8200, 2007-06 , 94.8200, 2007-09
2007-02 , 94.9000, 2007-03 , 94.9000, 2007-06
2007-01 , 94.6000, 2007-03 , 94.6000, 2007-06
2006-12 , 94.8100, 2007-03 , 94.8100, 2007-06
2006-11 , 95.0600, 2006-12 , 95.0700, 2007-03
2006-10 , 94.8600, 2006-12 , 94.8700, 2007-03
2006-09 , 94.8300, 2006-12 , 94.8300, 2007-03
2006-08 , 94.7100, 2006-09 , 94.7200, 2006-12
2006-07 , 94.4500, 2006-09 , 94.4400, 2006-12
2006-06 , 94.2600, 2006-09 , 94.2600, 2006-12
2006-05 , 94.3200, 2006-06 , 94.3100, 2006-09
2006-04 , 94.4100, 2006-06 , 94.3900, 2006-09
2006-03 , 94.6400, 2006-06 , 94.6400, 2006-09
2006-02 , 94.9300, 2006-03 , 94.9300, 2006-06
2006-01 , 94.9400, 2006-03 , 94.9300, 2006-06
2005-12 , 95.0600, 2006-03 , 95.0600, 2006-06
2005-11 , 94.9400, 2005-12 , 94.9200, 2006-03
2005-10 , 94.9100, 2005-12 , 94.8900, 2006-03
2005-09 , 95.1900, 2005-12 , 95.1700, 2006-03
2005-08 , 95.5200, 2005-09 , 95.5000, 2005-12
2005-07 , 95.2600, 2005-09 , 95.2200, 2005-12
2005-06 , 95.5800, 2005-09 , 95.5600, 2005-12
2005-05 , 95.5900, 2005-06 , 95.5500, 2005-09
2005-04 , 95, 2005-06 , 94.9500, 2005-09
2005-03 , 94.9500, 2005-06 , 94.9000, 2005-09
2005-02 , 95.4000, 2005-03 , 95.3300, 2005-06
2005-01 , 95.4000, 2005-03 , 95.3300, 2005-06
2004-12 , 95.3300, 2005-03 , 95.2500, 2005-06
2004-11 , 95.2500, 2004-12 , 95.1500, 2005-03
2004-10 , 95.4500, 2004-12 , 95.3600, 2005-03
2004-09 , na, , na,
2004-08 , 95.2800, 2004-09 , 95.1600, 2004-12
2004-07 , 94.9400, 2004-09 , 94.8200, 2004-12
2004-06 , 94.7500, 2004-09 , 94.6300, 2004-12
2004-05 , 94.8500, 2004-06 , 94.7100, 2004-09
2004-04 , 94.9400, 2004-06 , 94.7900, 2004-09
2004-03 , 95.6300, 2004-06 , 95.5100, 2004-09
2004-02 , 95.5700, 2004-03 , 95.5300, 2004-06
2004-01 , 95.3700, 2004-03 , 95.1400, 2004-06
2003-12 , 95.2300, 2004-03 , 95.0900, 2004-06
2003-11 , 95.3600, 2003-12 , 95.2200, 2004-03
2003-10 , 95.2500, 2003-12 , 95.1100, 2004-03
2003-09 , 95.4675, 2003-12 , 95.3375, 2004-03
2003-08 , 94.9800, 2003-09 , 94.8300, 2003-12
2003-07 , 94.8800, 2003-09 , 94.7200, 2003-12
2003-06 , 96.0275, 2003-09 , 95.9075, 2003-12
2003-05 , 96.2600, 2003-06 , 96.1600, 2003-09
2003-04 , 95.6800, 2003-06 , 95.5600, 2003-09