|
|
| CBOT close price volume open int - Chicago Board of Trade - close | volume | open interest
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
Futures |
Options |
Other Derivatives |
|
|
[ ko: 1431] [ ko: 1431] [ ko: 1431]
5 Year Interest Rate Swap ( pit).
Clearing symbol = NG | call symbol = NGC | put symbol = NGP |.
Column ( 1) 5 Year Interest Rate Swap ( pit) maturity 1.
Nearest maturity
. Number of observations : 7
Column ( 2) 5 Year Interest Rate Swap ( pit) maturity 2.
2nd maturity
. Number of observations : 7
Column ( 3) 5 Year Interest Rate Swap ( pit) maturity 3.
3rd maturity
. Number of observations : 2
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 jun 20, 8:22 pm |
|
5 Year Interest Rate Swap ( pit) . Futures . Closing Price
|
|
, 5 Year Interest Rate ,, 5 Year Interest Rate ,, 5 Year Interest Rate ,
, Swap ( pit) ,, Swap ( pit) ,, Swap ( pit) ,
, 5 Year Interest Rate ,, 2nd nearest expn ,, Third nearest expn ,
, Swap ( pit); Nearest ,, ,, ,
, expiration ,, ,, ,
, Jun2002 to Jun2008,, Aug2002 to Jun2008,, Dec2003 to Feb2008,
End of , ,, ,, ,
2008 , 105.8906, 2008-06 , 105.3281, 2008-09 , 111.1875, 2008-09
2007 , 108.0938, 2008-03 , 107, 2008-03 , na,
2006 , 103.9688, 2007-03 , 104.0625, 2007-06 , na,
2005 , 104.8594, 2006-03 , 104.7813, 2006-03 , na,
2004 , 108.4063, 2005-03 , 107.9375, 2005-06 , na,
2003 , 109.8750, 2004-03 , 108.8750, 2004-06 , 109.2188, 2004-06
2002 , 112.1875, 2003-03 , 110.1250, 2003-03 , na,
|