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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 : 172
Column ( 2) 10 Year Interest Rate Swap maturity 2.
2nd maturity
. Number of observations : 172
Column ( 3) 10 Year Interest Rate Swap maturity 3.
3rd maturity
. Number of observations : 171
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 , ,, ,, ,
2008-06-20 , 108007, 2008-06 , 107160, 2008-09 , 107160, 2008-12
2008-06-13 , 108020, 2008-06 , 107140, 2008-09 , 107140, 2008-12
2008-06-06 , na, , na, , na,
2008-05-30 , na, , na, , na,
2008-05-23 , na, , na, , na,
2008-05-16 , 112255, 2008-06 , 112255, 2008-09 , 112255, 2008-12
2008-05-09 , 112285, 2008-06 , 112285, 2008-09 , 112285, 2008-12
2008-05-02 , na, , na, , na,
2008-04-25 , na, , na, , na,
2008-04-18 , na, , na, , na,
2008-04-11 , na, , na, , na,
2008-04-04 , na, , na, , na,
2008-03-28 , na, , na, , na,
2008-03-21 , na, , na, , na,
2008-03-14 , na, , na, , na,
2008-03-07 , na, , na, , na,
2008-02-29 , na, , na, , na,
2008-02-22 , na, , na, , na,
2008-02-15 , na, , na, , na,
2008-02-08 , na, , na, , na,
2008-02-01 , na, , na, , na,
2008-01-25 , na, , na, , na,
2008-01-18 , na, , na, , na,
2008-01-11 , na, , na, , na,
2008-01-04 , na, , na, , na,
2007-12-28 , na, , na, , na,
2007-12-21 , na, , na, , na,
2007-12-14 , na, , na, , na,
2007-12-07 , na, , na, , na,
2007-11-30 , na, , na, , na,
2007-11-23 , na, , na, , na,
2007-11-16 , na, , na, , na,
2007-11-09 , na, , na, , na,
2007-11-02 , na, , na, , na,
2007-10-26 , na, , na, , na,
2007-10-19 , na, , na, , na,
2007-10-12 , na, , na, , na,
2007-10-05 , na, , na, , na,
2007-09-28 , na, , na, , na,
2007-09-21 , na, , na, , na,
2007-09-14 , na, , na, , na,
2007-09-07 , na, , na, , na,
2007-08-31 , na, , na, , na,
2007-08-24 , na, , na, , na,
2007-08-17 , na, , na, , na,
2007-08-10 , na, , na, , na,
2007-08-03 , na, , na, , na,
2007-07-27 , na, , na, , na,
2007-07-20 , na, , na, , na,
2007-07-13 , na, , na, , na,
2007-07-06 , na, , na, , na,
2007-06-29 , na, , na, , na,
2007-06-22 , na, , na, , na,
2007-06-15 , na, , na, , na,
2007-06-08 , na, , na, , na,
2007-06-01 , na, , na, , na,
2007-05-25 , na, , na, , na,
2007-05-18 , na, , na, , na,
2007-05-11 , na, , na, , na,
2007-05-04 , na, , na, , na,
2007-04-27 , na, , na, , na,
2007-04-20 , na, , na, , na,
2007-04-13 , na, , na, , na,
2007-04-06 , na, , na, , na,
2007-03-30 , na, , na, , na,
2007-03-23 , na, , na, , na,
2007-03-16 , na, , na, , na,
2007-03-09 , na, , na, , na,
2007-03-02 , na, , na, , na,
2007-02-23 , na, , na, , na,
2007-02-16 , na, , na, , na,
2007-02-09 , na, , na, , na,
2007-02-02 , 104175, 2007-03 , 104175, 2007-06 , 104175, 2007-09
2007-01-26 , 104220, 2007-03 , 104220, 2007-06 , 104220, 2007-09
2007-01-19 , 105220, 2007-03 , 105225, 2007-06 , 105225, 2007-09
2007-01-12 , 105230, 2007-03 , 105235, 2007-06 , 105235, 2007-09
2007-01-05 , 106315, 2007-03 , 107010, 2007-06 , 107010, 2007-09
2006-12-29 , 106105, 2007-03 , 106115, 2007-06 , 106115, 2007-09
2006-12-22 , 106295, 2007-03 , 106305, 2007-06 , 106305, 2007-09
2006-12-15 , 107070, 2006-12 , 107085, 2007-03 , 107085, 2007-06
2006-12-08 , 107150, 2006-12 , 107170, 2007-03 , 107170, 2007-06
2006-12-01 , 108220, 2006-12 , 108250, 2007-03 , 108250, 2007-06
2006-11-24 , 107160, 2006-12 , 107180, 2007-03 , 107180, 2007-06
2006-11-17 , 107005, 2006-12 , 107020, 2007-03 , 107020, 2007-06
2006-11-10 , 106280, 2006-12 , 106295, 2007-03 , 106295, 2007-06
2006-11-03 , 105245, 2006-12 , 105255, 2007-03 , 105255, 2007-06
2006-10-27 , 106050, 2006-12 , 106055, 2007-03 , 106055, 2007-06
2006-10-20 , 105060, 2006-12 , 105060, 2007-03 , 105060, 2007-06
2006-10-13 , 104290, 2006-12 , 104290, 2007-03 , 104290, 2007-06
2006-10-06 , 105270, 2006-12 , 105275, 2007-03 , 105275, 2007-06
2006-09-29 , 106140, 2006-12 , 106140, 2007-03 , 106140, 2007-06
2006-09-22 , 106255, 2006-12 , 106255, 2007-03 , 106255, 2007-06
2006-09-15 , 105015, 2006-09 , 105015, 2006-12 , 105015, 2007-03
2006-09-08 , 105120, 2006-09 , 105125, 2006-12 , 105125, 2007-03
2006-09-01 , 105185, 2006-09 , 105190, 2006-12 , 105190, 2007-03
2006-08-25 , 105020, 2006-09 , 105020, 2006-12 , 105020, 2007-03
2006-08-18 , 104290, 2006-09 , 104290, 2006-12 , 104290, 2007-03
2006-08-11 , 103215, 2006-09 , 103215, 2006-12 , 103215, 2007-03
2006-08-04 , 104050, 2006-09 , 104050, 2006-12 , 104050, 2007-03
2006-07-28 , 103110, 2006-09 , 103110, 2006-12 , 103110, 2007-03
2006-07-21 , 102250, 2006-09 , 102250, 2006-12 , 102250, 2007-03
2006-07-14 , 102155, 2006-09 , 102155, 2006-12 , 102155, 2007-03
2006-07-07 , 101305, 2006-09 , 101305, 2006-12 , 101305, 2007-03
2006-06-30 , 101315, 2006-09 , 101315, 2006-12 , 101315, 2007-03
2006-06-23 , 101100, 2006-09 , 101100, 2006-12 , 101100, 2007-03
2006-06-16 , 102085, 2006-06 , 102065, 2006-09 , 102065, 2006-12
2006-06-09 , 103155, 2006-06 , 103140, 2006-09 , 103140, 2006-12
2006-06-02 , 103140, 2006-06 , 103115, 2006-09 , 103115, 2006-12
2006-05-26 , 103005, 2006-06 , 102290, 2006-09 , 102290, 2006-12
2006-05-19 , 103015, 2006-06 , 102305, 2006-09 , 102305, 2006-12
2006-05-12 , 102060, 2006-06 , 102020, 2006-09 , 102020, 2006-12
2006-05-05 , 102235, 2006-06 , 102195, 2006-09 , 102195, 2006-12
2006-04-28 , 103050, 2006-06 , 103010, 2006-09 , 103010, 2006-12
2006-04-21 , 103140, 2006-06 , 103140, 2006-09 , 103140, 2006-12
2006-04-14 , 103025, 2006-06 , 103025, 2006-09 , 103025, 2006-12
2006-04-07 , 103195, 2006-06 , 103195, 2006-09 , 103195, 2006-12
2006-03-31 , 104175, 2006-06 , 104175, 2006-09 , 104175, 2006-12
2006-03-24 , 106025, 2006-06 , 106025, 2006-09 , 106025, 2006-12
2006-03-17 , 106015, 2006-06 , 106015, 2006-09 , 106015, 2006-12
2006-03-10 , 105145, 2006-03 , 105125, 2006-06 , 105125, 2006-09
2006-03-03 , 105295, 2006-03 , 105275, 2006-06 , 105275, 2006-09
2006-02-24 , 107010, 2006-03 , 107000, 2006-06 , 107000, 2006-09
2006-02-17 , 107065, 2006-03 , 107055, 2006-06 , 107055, 2006-09
2006-02-10 , 106280, 2006-03 , 106270, 2006-06 , 106270, 2006-09
2006-02-03 , 107120, 2006-03 , 107120, 2006-06 , 107120, 2006-09
2006-01-27 , 107190, 2006-03 , 107190, 2006-06 , 107190, 2006-09
2006-01-20 , 108290, 2006-03 , 108290, 2006-06 , 108290, 2006-09
2006-01-13 , 108290, 2006-03 , 108290, 2006-06 , 108290, 2006-09
2006-01-06 , 108180, 2006-03 , 108180, 2006-06 , 108180, 2006-09
2005-12-30 , 108050, 2006-03 , 108050, 2006-06 , 108050, 2006-09
2005-12-23 , 108080, 2006-03 , 108080, 2006-06 , 108080, 2006-09
2005-12-16 , 107290, 2005-12 , 107240, 2006-03 , 107240, 2006-06
2005-12-09 , 106310, 2005-12 , 106250, 2006-03 , 106250, 2006-06
2005-12-02 , 107030, 2005-12 , 106290, 2006-03 , 106290, 2006-06
2005-11-25 , 107300, 2005-12 , 107240, 2006-03 , 107240, 2006-06
2005-11-18 , 107090, 2005-12 , 107030, 2006-03 , 107030, 2006-06
2005-11-11 , 106280, 2005-12 , 106220, 2006-03 , 106210, 2006-06
2005-11-04 , 105310, 2005-12 , 105240, 2006-03 , 105250, 2006-06
2005-10-28 , 107030, 2005-12 , 106290, 2006-03 , 106290, 2006-06
2005-10-21 , 108210, 2005-12 , 108150, 2006-03 , 108150, 2006-06
2005-10-14 , 107270, 2005-12 , 107210, 2006-03 , 107210, 2006-06
2005-10-07 , 109020, 2005-12 , 108280, 2006-03 , 108280, 2006-06
2005-09-30 , 109120, 2005-12 , 109060, 2006-03 , 109060, 2006-06
2005-09-23 , 110030, 2005-12 , 110030, 2006-03 , 110030, 2006-06
2005-09-16 , 110080, 2005-09 , 110000, 2005-12 , 110000, 2006-03
2005-09-09 , 111180, 2005-09 , 111100, 2005-12 , 111100, 2006-03
2005-09-02 , 112060, 2005-09 , 111300, 2005-12 , 111310, 2006-03
2005-08-26 , 110220, 2005-09 , 110150, 2005-12 , 110140, 2006-03
2005-08-19 , 110180, 2005-09 , 110100, 2005-12 , 110100, 2006-03
2005-08-12 , 110110, 2005-09 , 110030, 2005-12 , 110030, 2006-03
2005-08-05 , 108290, 2005-09 , 108200, 2005-12 , 108200, 2006-03
2005-07-29 , 109290, 2005-09 , 109200, 2005-12 , 109200, 2006-03
2005-07-22 , 110120, 2005-09 , 110030, 2005-12 , 110080, 2006-03
2005-07-15 , 110290, 2005-09 , 110250, 2005-12 , 110250, 2006-03
2005-07-08 , 111120, 2005-09 , 111080, 2005-12 , 111080, 2006-03
2005-07-01 , 111310, 2005-09 , 111270, 2005-12 , 111270, 2006-03
2005-06-24 , 113100, 2005-09 , 113060, 2005-12 , 113060, 2006-03
2005-06-17 , 111230, 2005-09 , 111190, 2005-12 , 111190, 2006-03
2005-06-10 , 112120, 2005-06 , 112010, 2005-09 , 111290, 2005-12
2005-06-03 , 112280, 2005-06 , 112160, 2005-09 , 112120, 2005-12
2005-05-27 , 111310, 2005-06 , 111180, 2005-09 , 111140, 2005-12
2005-05-20 , 111080, 2005-06 , 110260, 2005-09 , 110230, 2005-12
2005-05-13 , 111020, 2005-06 , 110200, 2005-09 , 110170, 2005-12
2005-05-06 , 110010, 2005-06 , 109180, 2005-09 , 109160, 2005-12
2005-04-29 , 110150, 2005-06 , 110000, 2005-09 , 109310, 2005-12
2005-04-22 , 110000, 2005-06 , 109170, 2005-09 , 109160, 2005-12
2005-04-15 , 109230, 2005-06 , 109070, 2005-09 , 109070, 2005-12
2005-04-08 , 107220, 2005-06 , 107220, 2005-09 , 107220, 2005-12
2005-04-01 , 108020, 2005-06 , 108020, 2005-09 , 108020, 2005-12
2005-03-25 , 107000, 2005-06 , 107000, 2005-09 , 107000, 2005-12
2005-03-18 , 107230, 2005-06 , 107230, 2005-09 , 107230, 2005-12
2005-03-11 , 108040, 2005-03 , 107170, 2005-06 , 107170, 2005-09
2005-03-04 , 110020, 2005-03 , 109170, 2005-06 , 109170, 2005-09
2005-02-25 , 110160, 2005-03 , 109300, 2005-06 , 109300, 2005-09
2005-02-18 , 110180, 2005-03 , 110000, 2005-06 , 110000, 2005-09
2005-02-11 , 112000, 2005-03 , 111160, 2005-06 , 111160, 2005-09
2005-02-04 , 112040, 2005-03 , 111200, 2005-06 , 111130, 2005-09
2005-01-28 , 111140, 2005-03 , 110280, 2005-06 , 110280, 2005-09
2005-01-21 , 111120, 2005-03 , 110260, 2005-06 , 110260, 2005-09
2005-01-14 , 110200, 2005-03 , 110220, 2005-06 , 110220, 2005-09
2005-01-07 , 109290, 2005-03 , 109300, 2005-06 , 109300, 2005-09
2004-12-31 , 110090, 2005-03 , 110090, 2005-06 , 110090, 2005-09
2004-12-24 , 110050, 2005-03 , 110050, 2005-06 , 110050, 2005-09
2004-12-17 , 110120, 2005-03 , 108260, 2005-06 , 108260, 2005-09
2004-12-10 , 111170, 2004-12 , 110250, 2005-03 , 109310, 2005-06
2004-12-03 , 110120, 2004-12 , 109190, 2005-03 , 108240, 2005-06
2004-11-26 , 110230, 2004-12 , 109310, 2005-03 , 109280, 2005-06
2004-11-19 , 110280, 2004-12 , 110030, 2005-03 , 110010, 2005-06
2004-11-12 , 110210, 2004-12 , 109270, 2005-03 , 109260, 2005-06
2004-11-05 , 110180, 2004-12 , 109240, 2005-03 , 109230, 2005-06
2004-10-29 , 111310, 2004-12 , 111050, 2005-03 , 111040, 2005-06
2004-10-22 , 112090, 2004-12 , 111150, 2005-03 , 111140, 2005-06
2004-10-15 , 111170, 2004-12 , 110220, 2005-03 , 110220, 2005-06
2004-10-08 , 110200, 2004-12 , 109240, 2005-03 , 109240, 2005-06
2004-10-01 , 110040, 2004-12 , 109080, 2005-03 , 109080, 2005-06
2004-09-24 , 111200, 2004-12 , 110240, 2005-03 , 110240, 2005-06
2004-09-17 , 110180, 2004-12 , 109220, 2005-03 , 109220, 2005-06
2004-09-10 , 110290, 2004-09 , 109310, 2004-12 , 102190, 2005-03
2004-09-03 , 109200, 2004-09 , 108200, 2004-12 , 101100, 2005-03
2004-08-27 , 110060, 2004-09 , 109060, 2004-12 , 109060, 2005-03
2004-08-20 , 110060, 2004-09 , 109060, 2004-12 , 109060, 2005-03
2004-08-13 , 110040, 2004-09 , 109040, 2004-12 , 109040, 2005-03
2004-08-06 , 109290, 2004-09 , 108290, 2004-12 , 108290, 2005-03
2004-07-30 , 107190, 2004-09 , 106190, 2004-12 , 106190, 2005-03
2004-07-23 , 107290, 2004-09 , 107110, 2004-12 , 107110, 2005-03
2004-07-16 , 108140, 2004-09 , 107280, 2004-12 , 107280, 2005-03
2004-07-09 , 107150, 2004-09 , 106290, 2004-12 , 106290, 2005-03
2004-07-02 , 107120, 2004-09 , 106260, 2004-12 , 106260, 2005-03
2004-06-25 , 105200, 2004-09 , 105020, 2004-12 , 105020, 2005-03
2004-06-18 , 105030, 2004-09 , 104170, 2004-12 , 104170, 2005-03
2004-06-11 , 105180, 2004-06 , 104120, 2004-09 , 104070, 2004-12
2004-06-04 , 105170, 2004-06 , 104110, 2004-09 , 104060, 2004-12
2004-05-28 , 106160, 2004-06 , 105100, 2004-09 , 104290, 2004-12
2004-05-21 , 105120, 2004-06 , 104060, 2004-09 , 103250, 2004-12
2004-05-14 , 104290, 2004-06 , 103230, 2004-09 , 103100, 2004-12
2004-05-07 , 104250, 2004-06 , 103190, 2004-09 , 103060, 2004-12
2004-04-30 , 107130, 2004-06 , 106070, 2004-09 , 105260, 2004-12
2004-04-23 , 107300, 2004-06 , 106240, 2004-09 , 106110, 2004-12
2004-04-16 , 108250, 2004-06 , 107200, 2004-09 , 107060, 2004-12
2004-04-09 , 110070, 2004-06 , 109020, 2004-09 , 109020, 2004-12
2004-04-02 , 110180, 2004-06 , 109130, 2004-09 , 109100, 2004-12
2004-03-26 , 113140, 2004-06 , 112090, 2004-09 , 112090, 2004-12
2004-03-19 , 114060, 2004-06 , 113020, 2004-09 , 113020, 2004-12
2004-03-12 , 115060, 2004-03 , 114020, 2004-06 , 114020, 2004-09
2004-03-05 , 114110, 2004-03 , 113060, 2004-06 , 113060, 2004-09
2004-02-27 , 112080, 2004-03 , 111030, 2004-06 , 111030, 2004-09
2004-02-20 , 111260, 2004-03 , 110210, 2004-06 , 110200, 2004-09
2004-02-13 , 112060, 2004-03 , 111010, 2004-06 , 111010, 2004-09
2004-02-06 , 111190, 2004-03 , 110140, 2004-06 , 110140, 2004-09
2004-01-30 , 111040, 2004-03 , 109310, 2004-06 , 109310, 2004-09
2004-01-23 , 111260, 2004-03 , 110210, 2004-06 , 110210, 2004-09
2004-01-16 , 112080, 2004-03 , 111030, 2004-06 , 111030, 2004-09
2004-01-09 , 111140, 2004-03 , 110090, 2004-06 , 110090, 2004-09
2004-01-02 , 108240, 2004-03 , 107190, 2004-06 , 107190, 2004-09
2003-12-26 , 110200, 2004-03 , 109150, 2004-06 , 109150, 2004-09
2003-12-19 , 110250, 2004-03 , 109200, 2004-06 , 109200, 2004-09
2003-12-12 , 111000, 2003-12 , 109270, 2004-03 , 109270, 2004-06
2003-12-05 , 111040, 2003-12 , 109300, 2004-03 , 109300, 2004-06
2003-11-28 , 110000, 2003-12 , 108250, 2004-03 , 108250, 2004-06
2003-11-21 , 111130, 2003-12 , 110080, 2004-03 , na,
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