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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 ( 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 : 81
Column ( 2) 10 Year Interest Rate Swap ( pit) maturity 2.
2nd maturity
. Number of observations : 72
Column ( 3) 10 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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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 ,
2008-06 , 33871, 11 day avg , 22840, 11 day avg , na, 0 day avg
2008-05 , 56534, 21 day avg , 2763, 5 day avg , na, 0 day avg
2008-04 , 51995, 22 day avg , na, 0 day avg , na, 0 day avg
2008-03 , 28991, 20 day avg , 43447, 11 day avg , na, 0 day avg
2008-02 , 52776, 20 day avg , 2752, 11 day avg , na, 6 day avg
2008-01 , 55019, 21 day avg , na, 4 day avg , na, 4 day avg
2007-12 , 39307, 20 day avg , 27339, 11 day avg , na, 0 day avg
2007-11 , 55384, 20 day avg , 1263, 3 day avg , na, 0 day avg
2007-10 , 53679, 22 day avg , na, 0 day avg , na, 0 day avg
2007-09 , 44410, 19 day avg , 32553, 10 day avg , na, 0 day avg
2007-08 , 69248, 23 day avg , 2168, 4 day avg , na, 0 day avg
2007-07 , 64632, 21 day avg , na, 0 day avg , na, 0 day avg
2007-06 , 38844, 21 day avg , 41735, 12 day avg , na, 0 day avg
2007-05 , 46898, 22 day avg , 4100, 22 day avg , na, 0 day avg
2007-04 , 46216, 21 day avg , 42, 2 day avg , na, 0 day avg
2007-03 , 35053, 22 day avg , 26591, 13 day avg , na, 0 day avg
2007-02 , 43964, 19 day avg , 1913, 19 day avg , na, 0 day avg
2007-01 , 44993, 21 day avg , 16, 21 day avg , na, 0 day avg
2006-12 , 27682, 20 day avg , 21034, 18 day avg , na, 0 day avg
2006-11 , 42182, 21 day avg , 2085, 21 day avg , na, 0 day avg
2006-10 , 40463, 21 day avg , 83, 19 day avg , na, 0 day avg
2006-09 , 24821, 20 day avg , 15996, 11 day avg , na, 0 day avg
2006-08 , 25523, 23 day avg , 2333, 8 day avg , na, 0 day avg
2006-07 , 15860, 20 day avg , na, 0 day avg , na, 0 day avg
2006-06 , 7857, 22 day avg , 6619, 13 day avg , na, 0 day avg
2006-05 , 11578, 22 day avg , 765, 22 day avg , na, 0 day avg
2006-04 , 13493, 19 day avg , 20, 2 day avg , na, 0 day avg
2006-03 , 13808, 22 day avg , 9359, 10 day avg , na, 0 day avg
2006-02 , 30900, 19 day avg , 817, 14 day avg , na, 0 day avg
2006-01 , 33477, 20 day avg , na, 0 day avg , na, 0 day avg
2005-12 , 20719, 21 day avg , 23965, 13 day avg , na, 0 day avg
2005-11 , 31823, 20 day avg , 2389, 20 day avg , na, 0 day avg
2005-10 , 33775, 20 day avg , 9, 20 day avg , na, 0 day avg
2005-09 , 23293, 21 day avg , 17468, 17 day avg , na, 0 day avg
2005-08 , 35019, 23 day avg , 3964, 23 day avg , na, 0 day avg
2005-07 , 37461, 20 day avg , 62, 7 day avg , na, 0 day avg
2005-06 , 25728, 22 day avg , 31264, 9 day avg , na, 0 day avg
2005-05 , 34123, 21 day avg , 5261, 21 day avg , na, 0 day avg
2005-04 , 34355, 21 day avg , 176, 13 day avg , na, 0 day avg
2005-03 , 22879, 22 day avg , 30693, 10 day avg , na, 0 day avg
2005-02 , 35835, 19 day avg , 3094, 19 day avg , na, 0 day avg
2005-01 , 38202, 20 day avg , 28, 9 day avg , na, 0 day avg
2004-12 , 25929, 21 day avg , 29939, 10 day avg , na, 0 day avg
2004-11 , 35472, 20 day avg , 3705, 20 day avg , na, 0 day avg
2004-10 , 37823, 20 day avg , 16, 12 day avg , na, 0 day avg
2004-09 , 28190, 20 day avg , 29504, 9 day avg , na, 0 day avg
2004-08 , 46291, 22 day avg , 3314, 22 day avg , na, 0 day avg
2004-07 , 52727, 21 day avg , na, 3 day avg , na, 0 day avg
2004-06 , 32875, 21 day avg , 41199, 11 day avg , na, 0 day avg
2004-05 , 43541, 20 day avg , 7012, 20 day avg , na, 0 day avg
2004-04 , 48263, 21 day avg , 86, 21 day avg , na, 0 day avg
2004-03 , 24885, 22 day avg , 15887, 23 day avg , na, 0 day avg
2004-02 , 35391, 19 day avg , 4712, 19 day avg , na, 0 day avg
2004-01 , 38139, 20 day avg , 1, 20 day avg , na, 0 day avg
2003-12 , 22544, 18 day avg , 21568, 22 day avg , 1, 3 day avg
2003-11 , 39172, 18 day avg , 7066, 10 day avg , na, 0 day avg
2003-10 , 44229, 22 day avg , na, 0 day avg , na, 0 day avg
2003-09 , 30888, 21 day avg , 46400, 10 day avg , na, 0 day avg
2003-08 , 48684, 21 day avg , 12081, 10 day avg , na, 0 day avg
2003-07 , 53823, 22 day avg , na, 0 day avg , na, 0 day avg
2003-06 , 34065, 21 day avg , 36090, 11 day avg , na, 0 day avg
2003-05 , 50122, 21 day avg , 5088, 21 day avg , na, 0 day avg
2003-04 , 53094, 21 day avg , 52, 2 day avg , na, 0 day avg
2003-03 , 31147, 21 day avg , 39410, 11 day avg , na, 0 day avg
2003-02 , 31843, 19 day avg , 6907, 14 day avg , na, 0 day avg
2003-01 , 37093, 21 day avg , na, 0 day avg , na, 0 day avg
2002-12 , 23472, 21 day avg , 28603, 11 day avg , na, 0 day avg
2002-11 , 29719, 19 day avg , 7326, 19 day avg , na, 0 day avg
2002-10 , 31039, 22 day avg , 42, 22 day avg , na, 0 day avg
2002-09 , 18992, 20 day avg , 15936, 19 day avg , na, 0 day avg
2002-08 , 26206, 22 day avg , 3856, 22 day avg , na, 0 day avg
2002-07 , 32427, 22 day avg , 1, 22 day avg , na, 0 day avg
2002-06 , 23193, 20 day avg , 13588, 20 day avg , na, 0 day avg
2002-05 , 22384, 22 day avg , 8626, 15 day avg , na, 0 day avg
2002-04 , 24007, 22 day avg , na, 0 day avg , na, 0 day avg
2002-03 , 8542, 20 day avg , 8702, 12 day avg , na, 0 day avg
2002-02 , 8015, 19 day avg , 824, 19 day avg , na, 0 day avg
2002-01 , 5897, 21 day avg , 1, 21 day avg , na, 0 day avg
2001-12 , 4859, 20 day avg , 1898, 18 day avg , na, 0 day avg
2001-11 , 5572, 20 day avg , 95, 20 day avg , na, 0 day avg
2001-10 , 1686, 4 day avg , 1, 4 day avg , na, 0 day avg
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