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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 : 75
Column ( 2) 10 Year Interest Rate Swap ( elec) maturity 2.
2nd maturity
. Number of observations : 52
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 ,
2008-01 , 54993, 17 day avg , na, 0 day avg
2007-12 , 39307, 20 day avg , 27339, 11 day avg
2007-11 , 55368, 21 day avg , 777, 5 day avg
2007-10 , 53645, 23 day avg , na, 0 day avg
2007-09 , 44410, 19 day avg , 32553, 10 day avg
2007-08 , 69248, 23 day avg , 1762, 5 day avg
2007-07 , 64632, 21 day avg , na, 0 day avg
2007-06 , 38844, 21 day avg , 41735, 12 day avg
2007-05 , 46898, 22 day avg , 5273, 17 day avg
2007-04 , 46216, 21 day avg , na, 0 day avg
2007-03 , 35053, 22 day avg , 26591, 13 day avg
2007-02 , 43964, 19 day avg , 3620, 10 day avg
2007-01 , 44993, 21 day avg , na, 0 day avg
2006-12 , 27682, 20 day avg , 31544, 12 day avg
2006-11 , 40126, 21 day avg , 2414, 18 day avg
2006-10 , 40327, 22 day avg , na, 0 day avg
2006-09 , 24821, 20 day avg , 15996, 11 day avg
2006-08 , 25523, 23 day avg , 879, 23 day avg
2006-07 , 15860, 20 day avg , 60, 5 day avg
2006-06 , 7008, 22 day avg , 6209, 13 day avg
2006-05 , 11578, 22 day avg , 1113, 15 day avg
2006-04 , 13493, 19 day avg , na, 0 day avg
2006-03 , 13847, 23 day avg , 8765, 9 day avg
2006-02 , 30900, 19 day avg , 952, 12 day avg
2006-01 , 33477, 20 day avg , na, 0 day avg
2005-12 , 20719, 21 day avg , 23965, 13 day avg
2005-11 , 30307, 21 day avg , 3158, 15 day avg
2005-10 , 32166, 21 day avg , na, 0 day avg
2005-09 , 23293, 21 day avg , 24742, 12 day avg
2005-08 , 35019, 23 day avg , 5671, 16 day avg
2005-07 , 37461, 20 day avg , na, 0 day avg
2005-06 , 25728, 22 day avg , 31264, 9 day avg
2005-05 , 34123, 21 day avg , 5261, 21 day avg
2005-04 , 34355, 21 day avg , 204, 10 day avg
2005-03 , 22879, 22 day avg , 30693, 10 day avg
2005-02 , 35835, 19 day avg , 4883, 12 day avg
2005-01 , 38202, 20 day avg , na, 0 day avg
2004-12 , 26420, 22 day avg , 29184, 9 day avg
2004-11 , 35472, 20 day avg , 6401, 11 day avg
2004-10 , 37823, 20 day avg , na, 0 day avg
2004-09 , 28533, 21 day avg , 28766, 8 day avg
2004-08 , 46291, 22 day avg , 3314, 22 day avg
2004-07 , 52727, 21 day avg , na, 3 day avg
2004-06 , 33635, 22 day avg , 40359, 10 day avg
2004-05 , 43541, 20 day avg , 7012, 20 day avg
2004-04 , 48263, 21 day avg , 200, 7 day avg
2004-03 , 25319, 23 day avg , 29741, 11 day avg
2004-02 , 35391, 19 day avg , 4712, 19 day avg
2004-01 , 38139, 20 day avg , 1, 20 day avg
2003-12 , 24875, 22 day avg , 17528, 19 day avg
2003-11 , 39172, 18 day avg , 9807, 6 day avg
2003-10 , 44229, 22 day avg , na, 0 day avg
2003-09 , 34376, 20 day avg , 45460, 9 day avg
2003-08 , 48684, 21 day avg , 22801, 2 day avg
2003-07 , 53854, 21 day avg , na, 0 day avg
2003-06 , 35209, 17 day avg , 35869, 10 day avg
2003-05 , 50688, 19 day avg , 20300, 1 day avg
2003-04 , 53062, 20 day avg , na, 0 day avg
2003-03 , 34703, 20 day avg , 38473, 10 day avg
2003-02 , 31843, 19 day avg , 9574, 7 day avg
2003-01 , 37234, 20 day avg , na, 0 day avg
2002-12 , 23472, 21 day avg , 28603, 11 day avg
2002-11 , 30019, 20 day avg , 18470, 3 day avg
2002-10 , 30996, 23 day avg , na, 0 day avg
2002-09 , 18992, 20 day avg , 30279, 10 day avg
2002-08 , 26206, 22 day avg , 19305, 3 day avg
2002-07 , 32427, 22 day avg , na, 0 day avg
2002-06 , 23193, 20 day avg , 24705, 11 day avg
2002-05 , 22384, 22 day avg , 13914, 7 day avg
2002-04 , 24007, 22 day avg , na, 0 day avg
2002-03 , 8542, 20 day avg , 12009, 4 day avg
2002-02 , 8725, 12 day avg , na, 0 day avg
2002-01 , na, 0 day avg , na, 0 day avg
2001-12 , 4166, 11 day avg , na, 0 day avg
2001-11 , 5519, 20 day avg , na, 0 day avg
2001-10 , 2098, 1 day avg , na, 0 day avg
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