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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 : 172
Column ( 2) 5 Year Interest Rate Swap maturity 2.
2nd maturity
. Number of observations : 172
Column ( 3) 5 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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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 , ,, ,, ,
2008-06-20 , 105287, 2008-06 , 105120, 2008-09 , 105120, 2008-12
2008-06-13 , 105285, 2008-06 , 105105, 2008-09 , 105105, 2008-12
2008-06-06 , na, , na, , na,
2008-05-30 , na, , na, , na,
2008-05-23 , na, , na, , na,
2008-05-16 , 109280, 2008-06 , 109280, 2008-09 , 109280, 2008-12
2008-05-09 , 109300, 2008-06 , 109300, 2008-09 , 109300, 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 , 103000, 2007-03 , 103005, 2007-06 , 103005, 2007-09
2007-01-26 , 103010, 2007-03 , 103020, 2007-06 , 103020, 2007-09
2007-01-19 , 103185, 2007-03 , 103205, 2007-06 , 103205, 2007-09
2007-01-12 , 103195, 2007-03 , 103215, 2007-06 , 103215, 2007-09
2007-01-05 , 104105, 2007-03 , 104135, 2007-06 , 104135, 2007-09
2006-12-29 , 103310, 2007-03 , 104020, 2007-06 , 104020, 2007-09
2006-12-22 , 104125, 2007-03 , 104155, 2007-06 , 104155, 2007-09
2006-12-15 , 104150, 2006-12 , 104180, 2007-03 , 104180, 2007-06
2006-12-08 , 104195, 2006-12 , 104230, 2007-03 , 104230, 2007-06
2006-12-01 , 105125, 2006-12 , 105165, 2007-03 , 105165, 2007-06
2006-11-24 , 104185, 2006-12 , 104215, 2007-03 , 104215, 2007-06
2006-11-17 , 104105, 2006-12 , 104135, 2007-03 , 104135, 2007-06
2006-11-10 , 104105, 2006-12 , 104130, 2007-03 , 104130, 2007-06
2006-11-03 , 103210, 2006-12 , 103225, 2007-03 , 103225, 2007-06
2006-10-27 , 103305, 2006-12 , 104005, 2007-03 , 104005, 2007-06
2006-10-20 , 103110, 2006-12 , 103120, 2007-03 , 103120, 2007-06
2006-10-13 , 103070, 2006-12 , 103080, 2007-03 , 103080, 2007-06
2006-10-06 , 103250, 2006-12 , 103265, 2007-03 , 103265, 2007-06
2006-09-29 , 104030, 2006-12 , 104030, 2007-03 , 104030, 2007-06
2006-09-22 , 104105, 2006-12 , 104105, 2007-03 , 104105, 2007-06
2006-09-15 , 103080, 2006-09 , 103095, 2006-12 , 103095, 2007-03
2006-09-08 , 103170, 2006-09 , 103185, 2006-12 , 103185, 2007-03
2006-09-01 , 103205, 2006-09 , 103220, 2006-12 , 103220, 2007-03
2006-08-25 , 103090, 2006-09 , 103090, 2006-12 , 103090, 2007-03
2006-08-18 , 103070, 2006-09 , 103070, 2006-12 , 103070, 2007-03
2006-08-11 , 102180, 2006-09 , 102180, 2006-12 , 102180, 2007-03
2006-08-04 , 102270, 2006-09 , 102270, 2006-12 , 102270, 2007-03
2006-07-28 , 102140, 2006-09 , 102140, 2006-12 , 102140, 2007-03
2006-07-21 , 102005, 2006-09 , 102005, 2006-12 , 102005, 2007-03
2006-07-14 , 101255, 2006-09 , 101255, 2006-12 , 101255, 2007-03
2006-07-07 , 101140, 2006-09 , 101140, 2006-12 , 101140, 2007-03
2006-06-30 , 101155, 2006-09 , 101155, 2006-12 , 101155, 2007-03
2006-06-23 , 101010, 2006-09 , 101010, 2006-12 , 101010, 2007-03
2006-06-16 , 101190, 2006-06 , 101180, 2006-09 , 101180, 2006-12
2006-06-09 , 102105, 2006-06 , 102100, 2006-09 , 102100, 2006-12
2006-06-02 , 102180, 2006-06 , 102165, 2006-09 , 102165, 2006-12
2006-05-26 , 102110, 2006-06 , 102090, 2006-09 , 102090, 2006-12
2006-05-19 , 102095, 2006-06 , 102095, 2006-09 , 102095, 2006-12
2006-05-12 , 101295, 2006-06 , 101295, 2006-09 , 101295, 2006-12
2006-05-05 , 102065, 2006-06 , 102065, 2006-09 , 102065, 2006-12
2006-04-28 , 102170, 2006-06 , 102170, 2006-09 , 102170, 2006-12
2006-04-21 , 102165, 2006-06 , 102165, 2006-09 , 102165, 2006-12
2006-04-14 , 102085, 2006-06 , 102085, 2006-09 , 102085, 2006-12
2006-04-07 , 102180, 2006-06 , 102180, 2006-09 , 102180, 2006-12
2006-03-31 , 103010, 2006-06 , 103010, 2006-09 , 103010, 2006-12
2006-03-24 , 103230, 2006-06 , 103230, 2006-09 , 103230, 2006-12
2006-03-17 , 103285, 2006-06 , 103285, 2006-09 , 103285, 2006-12
2006-03-10 , 103105, 2006-03 , 103085, 2006-06 , 103085, 2006-09
2006-03-03 , 103160, 2006-03 , 103140, 2006-06 , 103140, 2006-09
2006-02-24 , 103285, 2006-03 , 103285, 2006-06 , 103285, 2006-09
2006-02-17 , 104030, 2006-03 , 104030, 2006-06 , 104030, 2006-09
2006-02-10 , 103300, 2006-03 , 103300, 2006-06 , 103300, 2006-09
2006-02-03 , 104095, 2006-03 , 104095, 2006-06 , 104095, 2006-09
2006-01-27 , 104205, 2006-03 , 104205, 2006-06 , 104205, 2006-09
2006-01-20 , 105115, 2006-03 , 105115, 2006-06 , 105115, 2006-09
2006-01-13 , 105120, 2006-03 , 105120, 2006-06 , 105120, 2006-09
2006-01-06 , 105055, 2006-03 , 105055, 2006-06 , 105055, 2006-09
2005-12-30 , 104275, 2006-03 , 104275, 2006-06 , 104275, 2006-09
2005-12-23 , 104310, 2006-03 , 104310, 2006-06 , 104310, 2006-09
2005-12-16 , 104300, 2005-12 , 104270, 2006-03 , 104270, 2006-06
2005-12-09 , 104145, 2005-12 , 104105, 2006-03 , 104105, 2006-06
2005-12-02 , 104150, 2005-12 , 104110, 2006-03 , 104110, 2006-06
2005-11-25 , 105030, 2005-12 , 104315, 2006-03 , 104315, 2006-06
2005-11-18 , 104210, 2005-12 , 104175, 2006-03 , 104175, 2006-06
2005-11-11 , 104130, 2005-12 , 104085, 2006-03 , 104085, 2006-06
2005-11-04 , 103310, 2005-12 , 103260, 2006-03 , 103270, 2006-06
2005-10-28 , 104180, 2005-12 , 104140, 2006-03 , 104140, 2006-06
2005-10-21 , 105155, 2005-12 , 105120, 2006-03 , 105115, 2006-06
2005-10-14 , 105005, 2005-12 , 104295, 2006-03 , 104295, 2006-06
2005-10-07 , 105195, 2005-12 , 105165, 2006-03 , 105165, 2006-06
2005-09-30 , 105245, 2005-12 , 105215, 2006-03 , 105245, 2006-06
2005-09-23 , 106125, 2005-12 , 106080, 2006-03 , 106080, 2006-06
2005-09-16 , 106220, 2005-09 , 106160, 2005-12 , 106115, 2006-03
2005-09-09 , 107080, 2005-09 , 107025, 2005-12 , 106295, 2006-03
2005-09-02 , 107210, 2005-09 , 107160, 2005-12 , 107160, 2006-03
2005-08-26 , 106155, 2005-09 , 106105, 2005-12 , 106105, 2006-03
2005-08-19 , 106160, 2005-09 , 106110, 2005-12 , 106110, 2006-03
2005-08-12 , 106130, 2005-09 , 106075, 2005-12 , 106030, 2006-03
2005-08-05 , 105205, 2005-09 , 105145, 2005-12 , 105105, 2006-03
2005-07-29 , 106065, 2005-09 , 106005, 2005-12 , 105285, 2006-03
2005-07-22 , 106190, 2005-09 , 106130, 2005-12 , 106085, 2006-03
2005-07-15 , 106295, 2005-09 , 106280, 2005-12 , 106280, 2006-03
2005-07-08 , 107070, 2005-09 , 107055, 2005-12 , 107055, 2006-03
2005-07-01 , 107175, 2005-09 , 107160, 2005-12 , 107160, 2006-03
2005-06-24 , 108115, 2005-09 , 108100, 2005-12 , 108100, 2006-03
2005-06-17 , 107150, 2005-09 , 107135, 2005-12 , 107135, 2006-03
2005-06-10 , 107265, 2005-06 , 107180, 2005-09 , 107165, 2005-12
2005-06-03 , 108100, 2005-06 , 108020, 2005-09 , 108005, 2005-12
2005-05-27 , 107270, 2005-06 , 107180, 2005-09 , 107165, 2005-12
2005-05-20 , 107125, 2005-06 , 107025, 2005-09 , 107020, 2005-12
2005-05-13 , 107180, 2005-06 , 107080, 2005-09 , 107075, 2005-12
2005-05-06 , 106300, 2005-06 , 106200, 2005-09 , 106200, 2005-12
2005-04-29 , 107055, 2005-06 , 107055, 2005-09 , 107055, 2005-12
2005-04-22 , 107015, 2005-06 , 107015, 2005-09 , 107015, 2005-12
2005-04-15 , 107000, 2005-06 , 107000, 2005-09 , 107000, 2005-12
2005-04-08 , 105230, 2005-06 , 105230, 2005-09 , 105230, 2005-12
2005-04-01 , 105295, 2005-06 , 105295, 2005-09 , 105295, 2005-12
2005-03-25 , 105050, 2005-06 , 105050, 2005-09 , 105050, 2005-12
2005-03-18 , 105255, 2005-06 , 105255, 2005-09 , 105255, 2005-12
2005-03-11 , 106040, 2005-03 , 105200, 2005-06 , 105200, 2005-09
2005-03-04 , 107090, 2005-03 , 106265, 2005-06 , 106265, 2005-09
2005-02-25 , 107165, 2005-03 , 107025, 2005-06 , 107025, 2005-09
2005-02-18 , 107230, 2005-03 , 107090, 2005-06 , 107090, 2005-09
2005-02-11 , 108150, 2005-03 , 108025, 2005-06 , 108025, 2005-09
2005-02-04 , 108170, 2005-03 , 108040, 2005-06 , 108020, 2005-09
2005-01-28 , 108130, 2005-03 , 107300, 2005-06 , 107300, 2005-09
2005-01-21 , 108195, 2005-03 , 108045, 2005-06 , 108045, 2005-09
2005-01-14 , 108055, 2005-03 , 107225, 2005-06 , 107225, 2005-09
2005-01-07 , 107300, 2005-03 , 107150, 2005-06 , 107150, 2005-09
2004-12-31 , 108130, 2005-03 , 107300, 2005-06 , 107300, 2005-09
2004-12-24 , 108170, 2005-03 , 108020, 2005-06 , 108020, 2005-09
2004-12-17 , 108185, 2005-03 , 108035, 2005-06 , 106265, 2005-09
2004-12-10 , 109140, 2004-12 , 108270, 2005-03 , 107220, 2005-06
2004-12-03 , 108280, 2004-12 , 108075, 2005-03 , 107040, 2005-06
2004-11-26 , 108240, 2004-12 , 108050, 2005-03 , 106315, 2005-06
2004-11-19 , 108310, 2004-12 , 108120, 2005-03 , 107065, 2005-06
2004-11-12 , 109010, 2004-12 , 108110, 2005-03 , 107100, 2005-06
2004-11-05 , 109030, 2004-12 , 108150, 2005-03 , 107120, 2005-06
2004-10-29 , 110020, 2004-12 , 109140, 2005-03 , 108110, 2005-06
2004-10-22 , 110065, 2004-12 , 109150, 2005-03 , 108155, 2005-06
2004-10-15 , 109275, 2004-12 , 109060, 2005-03 , 108045, 2005-06
2004-10-08 , 109110, 2004-12 , 108230, 2005-03 , 107200, 2005-06
2004-10-01 , 108315, 2004-12 , 108115, 2005-03 , 107085, 2005-06
2004-09-24 , 109185, 2004-12 , 108295, 2005-03 , 107275, 2005-06
2004-09-17 , 109105, 2004-12 , 107195, 2005-03 , 107195, 2005-06
2004-09-10 , 109240, 2004-09 , 108305, 2004-12 , 108010, 2005-03
2004-09-03 , 109010, 2004-09 , 108070, 2004-12 , 107100, 2005-03
2004-08-27 , 109135, 2004-09 , 108195, 2004-12 , 108175, 2005-03
2004-08-20 , 109150, 2004-09 , 108210, 2004-12 , 108190, 2005-03
2004-08-13 , 109120, 2004-09 , 108175, 2004-12 , 108160, 2005-03
2004-08-06 , 109105, 2004-09 , 108145, 2004-12 , 108145, 2005-03
2004-07-30 , 107230, 2004-09 , 106270, 2004-12 , 106270, 2005-03
2004-07-23 , 107230, 2004-09 , 106270, 2004-12 , 106270, 2005-03
2004-07-16 , 108095, 2004-09 , 107135, 2004-12 , 107125, 2005-03
2004-07-09 , 107260, 2004-09 , 106300, 2004-12 , 106290, 2005-03
2004-07-02 , 107230, 2004-09 , 106270, 2004-12 , 107075, 2005-03
2004-06-25 , 106190, 2004-09 , 105220, 2004-12 , 106035, 2005-03
2004-06-18 , 106050, 2004-09 , 105215, 2004-12 , 105215, 2005-03
2004-06-11 , 106300, 2004-06 , 105275, 2004-09 , 105200, 2004-12
2004-06-04 , 106270, 2004-06 , 105250, 2004-09 , 105175, 2004-12
2004-05-28 , 107165, 2004-06 , 106145, 2004-09 , 106070, 2004-12
2004-05-21 , 106270, 2004-06 , 105245, 2004-09 , 105170, 2004-12
2004-05-14 , 106220, 2004-06 , 105190, 2004-09 , 105120, 2004-12
2004-05-07 , 106110, 2004-06 , 105080, 2004-09 , 105010, 2004-12
2004-04-30 , 108040, 2004-06 , 107030, 2004-09 , 106260, 2004-12
2004-04-23 , 108150, 2004-06 , 107180, 2004-09 , 107050, 2004-12
2004-04-16 , 109110, 2004-06 , 108140, 2004-09 , 108010, 2004-12
2004-04-09 , 110050, 2004-06 , 109080, 2004-09 , 109080, 2004-12
2004-04-02 , 110100, 2004-06 , 109130, 2004-09 , 109130, 2004-12
2004-03-26 , 112050, 2004-06 , 111080, 2004-09 , 111080, 2004-12
2004-03-19 , 112180, 2004-06 , 111210, 2004-09 , 111210, 2004-12
2004-03-12 , 113120, 2004-03 , 112150, 2004-06 , 112150, 2004-09
2004-03-05 , 112270, 2004-03 , 111280, 2004-06 , 111290, 2004-09
2004-02-27 , 111220, 2004-03 , 110220, 2004-06 , 110230, 2004-09
2004-02-20 , 111110, 2004-03 , 110100, 2004-06 , 110120, 2004-09
2004-02-13 , 111200, 2004-03 , 110200, 2004-06 , 110180, 2004-09
2004-02-06 , 110310, 2004-03 , 109310, 2004-06 , 109290, 2004-09
2004-01-30 , 110210, 2004-03 , 109210, 2004-06 , 109190, 2004-09
2004-01-23 , 111060, 2004-03 , 110060, 2004-06 , 110040, 2004-09
2004-01-16 , 111120, 2004-03 , 110120, 2004-06 , 110100, 2004-09
2004-01-09 , 111020, 2004-03 , 110020, 2004-06 , 110020, 2004-09
2004-01-02 , 109080, 2004-03 , 108080, 2004-06 , 108080, 2004-09
2003-12-26 , 110080, 2004-03 , 109080, 2004-06 , 109080, 2004-09
2003-12-19 , 110070, 2004-03 , 109070, 2004-06 , 109070, 2004-09
2003-12-12 , 111010, 2003-12 , 110010, 2004-03 , 110010, 2004-06
2003-12-05 , 110290, 2003-12 , 109280, 2004-03 , 109280, 2004-06
2003-11-28 , 109290, 2003-12 , 108290, 2004-03 , 108290, 2004-06
2003-11-21 , 111000, 2003-12 , 110000, 2004-03 , na,
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