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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]
10 Year Interest Rate Swap ( elec).
Clearing symbol = 66 | call symbol = OSRC | put symbol = OSRP |.
Column ( 1) 10 Year Interest Rate Swap ( elec) maturity 1.
Nearest maturity
. Number of observations : 8
Column ( 2) 10 Year Interest Rate Swap ( elec) maturity 2.
2nd maturity
. Number of observations : 6
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 ( elec) . Futures . Average Open Interest
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, 10 Year Interest Rate ,, 10 Year Interest Rate ,
, Swap ( elec) ,, Swap ( elec) ,
, 10 Year Interest Rate ,, 2nd nearest expn ,
, Swap ( elec); Nearest ,, ,
, expiration ,, ,
, Oct2001 to Jan2008,, Mar2002 to Dec2007,
End of , Avg daily Open Int ,, Avg daily Open Int ,
2008 , 54993, 17 day avg , na, 0 day avg
2007 , 48798, 253 day avg , 19413, 83 day avg
2006 , 23604, 251 day avg , 6832, 118 day avg
2005 , 30727, 252 day avg , 12763, 118 day avg
2004 , 37506, 251 day avg , 11414, 140 day avg
2003 , 40723, 239 day avg , 26209, 64 day avg
2002 , 23375, 224 day avg , 23427, 49 day avg
2001 , 4947, 32 day avg , na, 0 day avg
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