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| CBOT settle price - Chicago Board of Trade - Settlement Prices
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Frequency :
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PVO
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Derivatives Class :
Futures |
Options |
Other Derivatives |
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5 Year Interest Rate Swap.
Column ( 1) 5 Year Interest Rate Swap maturity 1.
Nearest maturity
. Number of observations : 41
Column ( 2) 5 Year Interest Rate Swap maturity 2.
2nd maturity
. Number of observations : 41
Column ( 3) 5 Year Interest Rate Swap maturity 3.
3rd maturity
. Number of observations : 41
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 jun 20, 10:43 pm |
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5 Year Interest Rate Swap . Futures . Settlement Price
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, 5 Year Interest Rate ,, 5 Year Interest Rate ,, 5 Year Interest Rate ,
, Swap ,, Swap ,, Swap ,
, 5 Year Interest Rate ,, 2nd nearest expn ,, Third nearest expn ,
, Swap; Nearest expirati ,, ,, ,
, on ,, ,, ,
, Nov2003 to Jun2008,, Nov2003 to Jun2008,, Nov2003 to Jun2008,
End of , ,, ,, ,
2008-06 , 105287, 2008-06 , 105120, 2008-09 , 105120, 2008-12
2008-05 , 109280, 2008-06 , 109280, 2008-09 , 109280, 2008-12
2008-04 , na, , na, , na,
2008-03 , na, , na, , na,
2008-02 , na, , na, , na,
2008-01 , na, , na, , na,
2007-12 , na, , na, , na,
2007-11 , na, , na, , na,
2007-10 , na, , na, , na,
2007-09 , na, , na, , na,
2007-08 , na, , na, , na,
2007-07 , na, , na, , na,
2007-06 , na, , na, , na,
2007-05 , na, , na, , na,
2007-04 , na, , na, , na,
2007-03 , na, , na, , na,
2007-02 , na, , na, , na,
2007-01 , 103000, 2007-03 , 103005, 2007-06 , 103005, 2007-09
2006-12 , 103310, 2007-03 , 104020, 2007-06 , 104020, 2007-09
2006-11 , 105025, 2006-12 , 105065, 2007-03 , 106065, 2007-06
2006-10 , 104080, 2006-12 , 104100, 2007-03 , 104100, 2007-06
2006-09 , 104030, 2006-12 , 104030, 2007-03 , 104030, 2007-06
2006-08 , 103180, 2006-09 , 103195, 2006-12 , 103195, 2007-03
2006-07 , 102155, 2006-09 , 102155, 2006-12 , 102155, 2007-03
2006-06 , 101155, 2006-09 , 101155, 2006-12 , 101155, 2007-03
2006-05 , 101300, 2006-06 , 101280, 2006-09 , 101280, 2006-12
2006-04 , 102170, 2006-06 , 102170, 2006-09 , 102170, 2006-12
2006-03 , 103010, 2006-06 , 103010, 2006-09 , 103010, 2006-12
2006-02 , 104020, 2006-03 , 104015, 2006-06 , 104015, 2006-09
2006-01 , 104155, 2006-03 , 104155, 2006-06 , 104155, 2006-09
2005-12 , 104275, 2006-03 , 104275, 2006-06 , 104275, 2006-09
2005-11 , 104210, 2005-12 , 104170, 2006-03 , 104205, 2006-06
2005-10 , 104175, 2005-12 , 104135, 2006-03 , 104135, 2006-06
2005-09 , 105245, 2005-12 , 105215, 2006-03 , 105245, 2006-06
2005-08 , 107185, 2005-09 , 107145, 2005-12 , 107135, 2006-03
2005-07 , 106065, 2005-09 , 106005, 2005-12 , 105285, 2006-03
2005-06 , 108050, 2005-09 , 108035, 2005-12 , 108035, 2006-03
2005-05 , 108050, 2005-06 , 107285, 2005-09 , 107270, 2005-12
2005-04 , 107055, 2005-06 , 107055, 2005-09 , 107055, 2005-12
2005-03 , 105225, 2005-06 , 105225, 2005-09 , 105225, 2005-12
2005-02 , 107025, 2005-03 , 106200, 2005-06 , 106200, 2005-09
2005-01 , 108115, 2005-03 , 107295, 2005-06 , 107285, 2005-09
2004-12 , 108130, 2005-03 , 107300, 2005-06 , 107300, 2005-09
2004-11 , 108125, 2004-12 , 107240, 2005-03 , 106200, 2005-06
2004-10 , 110020, 2004-12 , 109140, 2005-03 , 108110, 2005-06
2004-09 , 109105, 2004-12 , 108225, 2005-03 , 107195, 2005-06
2004-08 , 109310, 2004-09 , 109055, 2004-12 , 109030, 2005-03
2004-07 , 107230, 2004-09 , 106270, 2004-12 , 106270, 2005-03
2004-06 , 106250, 2004-09 , 105280, 2004-12 , 106095, 2005-03
2004-05 , 107165, 2004-06 , 106145, 2004-09 , 106070, 2004-12
2004-04 , 108040, 2004-06 , 107030, 2004-09 , 106260, 2004-12
2004-03 , 112050, 2004-06 , 111080, 2004-09 , 111080, 2004-12
2004-02 , 111220, 2004-03 , 110220, 2004-06 , 110230, 2004-09
2004-01 , 110210, 2004-03 , 109210, 2004-06 , 109190, 2004-09
2003-12 , 109280, 2004-03 , 108280, 2004-06 , 108280, 2004-09
2003-11 , 109290, 2003-12 , 108290, 2004-03 , 108290, 2004-06
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