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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 :
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Options |
Other Derivatives |
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[ ko: 1431] [ ko: 1431] [ ko: 1431]
10 Year Interest Rate Swap ( pit).
Clearing symbol = 66 | call symbol = NIC | put symbol = NIP |.
Column ( 1) 10 Year Interest Rate Swap ( pit) maturity 1.
Nearest maturity
. Number of observations : 8
Column ( 2) 10 Year Interest Rate Swap ( pit) maturity 2.
2nd maturity
. Number of observations : 8
Column ( 3) 10 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 |
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10 Year Interest Rate Swap ( pit) . Futures . Average Open Interest
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, 10 Year Interest Rate ,, 10 Year Interest Rate ,, 10 Year Interest Rate ,
, Swap ( pit) ,, Swap ( pit) ,, Swap ( pit) ,
, 10 Year Interest Rate ,, 2nd nearest expn ,, Third nearest expn ,
, Swap ( pit); Nearest ,, ,, ,
, expiration ,, ,, ,
, Oct2001 to Jun2008,, Oct2001 to Jun2008,, Dec2003 to Feb2008,
End of , Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2008 , 47777, 115 day avg , 18411, 42 day avg , na, 10 day avg
2007 , 48757, 251 day avg , 13779, 117 day avg , na, 0 day avg
2006 , 23832, 249 day avg , 5989, 138 day avg , na, 0 day avg
2005 , 30973, 250 day avg , 8332, 181 day avg , na, 0 day avg
2004 , 37479, 247 day avg , 9275, 190 day avg , na, 0 day avg
2003 , 40081, 246 day avg , 19496, 111 day avg , 1, 3 day avg
2002 , 21366, 250 day avg , 6751, 202 day avg , na, 0 day avg
2001 , 4895, 44 day avg , 858, 42 day avg , na, 0 day avg
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