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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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10 Year Interest Rate Swap.
Column ( 1) 10 Year Interest Rate Swap maturity 1.
Nearest maturity
. Number of observations : 15
Column ( 2) 10 Year Interest Rate Swap maturity 2.
2nd maturity
. Number of observations : 15
Column ( 3) 10 Year Interest Rate Swap maturity 3.
3rd maturity
. Number of observations : 15
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 jun 20, 10:43 pm |
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10 Year Interest Rate Swap . Futures . Settlement Price
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, 10 Year Interest Rate ,, 10 Year Interest Rate ,, 10 Year Interest Rate ,
, Swap ,, Swap ,, Swap ,
, 10 Year Interest Rate ,, 2nd nearest expn ,, Third nearest expn ,
, Swap; Nearest expirati ,, ,, ,
, on ,, ,, ,
, Nov2003 to Jun2008,, Nov2003 to Jun2008,, Nov2003 to Jun2008,
End of , ,, ,, ,
2008.2 , 108007, 2008-06 , 107160, 2008-09 , 107160, 2008-12
2008.1 , na, , na, , na,
2007.4 , na, , na, , na,
2007.3 , na, , na, , na,
2007.2 , na, , na, , na,
2007.1 , 104175, 2007-03 , 104175, 2007-06 , 104175, 2007-09
2006.4 , 106105, 2007-03 , 106115, 2007-06 , 106115, 2007-09
2006.3 , 106140, 2006-12 , 106140, 2007-03 , 106140, 2007-06
2006.2 , 101315, 2006-09 , 101315, 2006-12 , 101315, 2007-03
2006.1 , 104175, 2006-06 , 104175, 2006-09 , 104175, 2006-12
2005.4 , 108050, 2006-03 , 108050, 2006-06 , 108050, 2006-09
2005.3 , 109120, 2005-12 , 109060, 2006-03 , 109060, 2006-06
2005.2 , 112280, 2005-09 , 112240, 2005-12 , 112240, 2006-03
2005.1 , 107250, 2005-06 , 107250, 2005-09 , 107250, 2005-12
2004.4 , 110090, 2005-03 , 110090, 2005-06 , 110090, 2005-09
2004.3 , 110240, 2004-12 , 109280, 2005-03 , 109280, 2005-06
2004.2 , 106020, 2004-09 , 105160, 2004-12 , 105160, 2005-03
2004.1 , 113100, 2004-06 , 112050, 2004-09 , 112020, 2004-12
2003.4 , 109230, 2004-03 , 108180, 2004-06 , 108180, 2004-09
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