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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]
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 |
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5 Year Interest Rate Swap ( pit) . Futures . Average Open Interest
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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 , Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2008 , 19896, 115 day avg , 15277, 39 day avg , na, 10 day avg
2007 , 21765, 251 day avg , 3109, 127 day avg , na, 0 day avg
2006 , 13609, 250 day avg , 2101, 101 day avg , na, 0 day avg
2005 , 11784, 250 day avg , 2689, 169 day avg , na, 0 day avg
2004 , 6414, 249 day avg , 901, 238 day avg , na, 0 day avg
2003 , 4118, 246 day avg , 1689, 126 day avg , na, 3 day avg
2002 , 2456, 132 day avg , 631, 81 day avg , na, 0 day avg
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