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| CBOT close price volume open int - Chicago Board of Trade - close | volume | open interest
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Frequency :
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PVO
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Derivatives Class :
Futures |
Options |
Other Derivatives |
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[ 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 : 73
Column ( 2) 5 Year Interest Rate Swap ( pit) maturity 2.
2nd maturity
. Number of observations : 62
Column ( 3) 5 Year Interest Rate Swap ( pit) maturity 3.
3rd maturity
. Number of observations : 3
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 jun 20, 8:22 pm |
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5 Year Interest Rate Swap ( pit) . Futures . Closing Price
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, 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 , ,, ,, ,
2008-06 , 105.8906, 2008-06 , 105.3281, 2008-09 , na,
2008-05 , 107.7344, 2008-06 , 107.2188, 2008-09 , na,
2008-04 , 109.3281, 2008-06 , na, , na,
2008-03 , 111.5000, 2008-06 , 112.5156, 2008-06 , na,
2008-02 , 110.8438, 2008-03 , 110.3906, 2008-06 , 111.1875, 2008-09
2008-01 , 111.0156, 2008-03 , 111.0156, 2008-06 , 111.0156, 2008-09
2007-12 , 108.0938, 2008-03 , 107, 2008-03 , na,
2007-11 , 108.1719, 2007-12 , 108.2188, 2008-03 , na,
2007-10 , 105.1719, 2007-12 , na, , na,
2007-09 , 105, 2007-12 , 105.0469, 2007-12 , na,
2007-08 , 104.5156, 2007-09 , 104.5781, 2007-12 , na,
2007-07 , 103.1563, 2007-09 , na, , na,
2007-06 , 102.1406, 2007-09 , 101.7969, 2007-09 , na,
2007-05 , 102.8281, 2007-06 , 102.8438, 2007-09 , na,
2007-04 , 104.4531, 2007-06 , 104.5000, 2007-09 , na,
2007-03 , 104.4531, 2007-06 , 104.6250, 2007-06 , na,
2007-02 , 104.4844, 2007-03 , 104.5781, 2007-06 , na,
2007-01 , 103.2188, 2007-03 , 103.2500, 2007-06 , na,
2006-12 , 103.9688, 2007-03 , 104.0625, 2007-06 , na,
2006-11 , 105.0781, 2006-12 , 105.2031, 2007-03 , na,
2006-10 , 104.2500, 2006-12 , 104.3125, 2007-03 , na,
2006-09 , 104.0938, 2006-12 , 103.2188, 2006-12 , na,
2006-08 , 103.5625, 2006-09 , 103.6094, 2006-12 , na,
2006-07 , 102.4844, 2006-09 , na, , na,
2006-06 , 101.4844, 2006-09 , 101.4531, 2006-09 , na,
2006-05 , 101.9375, 2006-06 , 101.8750, 2006-09 , na,
2006-04 , 102.5313, 2006-06 , na, , na,
2006-03 , 103.0313, 2006-06 , 103.1406, 2006-06 , na,
2006-02 , 104.0625, 2006-03 , 104.0469, 2006-06 , na,
2006-01 , 104.4844, 2006-03 , na, , na,
2005-12 , 104.8594, 2006-03 , 104.7813, 2006-03 , na,
2005-11 , 104.6563, 2005-12 , 104.5313, 2006-03 , na,
2005-10 , 104.5469, 2005-12 , 104.4219, 2006-03 , na,
2005-09 , 105.7656, 2005-12 , 105.6719, 2006-03 , na,
2005-08 , 107.5781, 2005-09 , 107.4531, 2005-12 , na,
2005-07 , 106.2031, 2005-09 , 106.0156, 2005-12 , na,
2005-06 , 108.1563, 2005-09 , 107.4219, 2005-09 , na,
2005-05 , 108.1563, 2005-06 , 107.8906, 2005-09 , na,
2005-04 , 107.1719, 2005-06 , na, , na,
2005-03 , 105.7031, 2005-06 , 105.6875, 2005-06 , na,
2005-02 , 107.0781, 2005-03 , 106.6250, 2005-06 , na,
2005-01 , 108.3594, 2005-03 , 107.9219, 2005-06 , na,
2004-12 , 108.4063, 2005-03 , 107.9375, 2005-06 , na,
2004-11 , 108.3906, 2004-12 , 107.7500, 2005-03 , na,
2004-10 , 110.0625, 2004-12 , 109.4375, 2005-03 , na,
2004-09 , 109.3281, 2004-12 , 108.7031, 2005-03 , na,
2004-08 , 109.9688, 2004-09 , 109.1719, 2004-12 , na,
2004-07 , 107.7188, 2004-09 , 106.8438, 2004-12 , na,
2004-06 , 106.7813, 2004-09 , 105.8750, 2004-12 , na,
2004-05 , 107.5156, 2004-06 , 106.4531, 2004-09 , na,
2004-04 , 108.1250, 2004-06 , 107.0938, 2004-09 , na,
2004-03 , 112.1563, 2004-06 , 111.2500, 2004-09 , na,
2004-02 , 111.9375, 2004-03 , 110.9375, 2004-06 , na,
2004-01 , 110.6563, 2004-03 , 109.6563, 2004-06 , na,
2003-12 , 109.8750, 2004-03 , 108.8750, 2004-06 , 109.2188, 2004-06
2003-11 , 109.9063, 2003-12 , 108.9063, 2004-03 , na,
2003-10 , 109.9688, 2003-12 , 108.9375, 2004-03 , na,
2003-09 , 111.8125, 2003-12 , 110.2813, 2003-12 , na,
2003-08 , 109.1875, 2003-09 , 108.0625, 2003-12 , na,
2003-07 , 109.0313, 2003-09 , na, , na,
2003-06 , 12.28125, 2003-09 , 115.8438, 2003-09 , na,
2003-05 , 115.7813, 2003-06 , 114.9688, 2003-09 , na,
2003-04 , 112.6875, 2003-06 , 111.7500, 2003-09 , na,
2003-03 , 112.1875, 2003-06 , 111.7500, 2003-06 , na,
2003-02 , 113.3750, 2003-03 , 112.5000, 2003-06 , na,
2003-01 , 111.3438, 2003-03 , na, , na,
2002-12 , 112.1875, 2003-03 , 110.1250, 2003-03 , na,
2002-11 , 110.0938, 2002-12 , 109.1563, 2003-03 , na,
2002-10 , 111.6875, 2002-12 , 110.8438, 2003-03 , na,
2002-09 , 111.9375, 2002-12 , 111.0938, 2003-03 , na,
2002-08 , 110.1563, 2002-09 , 109.2813, 2002-12 , na,
2002-07 , 107.9063, 2002-09 , na, , na,
2002-06 , 105.4063, 2002-09 , na, , na,
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