|
|
|
|
| CBOT
close price
volume open int - Chicago Board of Trade - close | volume | open interest
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
| Futures |
Options |
Other Derivatives |
|
|
[ ko: 1431] [ ko: 1431] [ ko: 1431]
5 Year Interest Rate Swap ( elec).
Clearing symbol = NG | call symbol = OSAC | put symbol = OSAP |.
Column ( 1) 5 Year Interest Rate Swap ( elec) maturity 1.
Nearest maturity
. Number of observations : 89
Column ( 2) 5 Year Interest Rate Swap ( elec) maturity 2.
2nd maturity
. Number of observations : 78
Column ( 3) 5 Year Interest Rate Swap ( elec) maturity 3.
3rd maturity
. Number of observations : 59
Column ( 4) 5 Year Interest Rate Swap ( elec) maturity 4.
4th maturity
. Number of observations : 41
Column ( 5) 5 Year Interest Rate Swap ( elec) maturity 5.
5th maturity
. Number of observations : 29
Column ( 6) 5 Year Interest Rate Swap ( elec) maturity 6.
6th maturity
. Number of observations : 24
Column ( 7) 5 Year Interest Rate Swap ( elec) maturity 7.
7th maturity
. Number of observations : 15
Column ( 8) 5 Year Interest Rate Swap ( elec) maturity 8.
8th maturity
. Number of observations : 0
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 jun 20, 8:22 pm |
|
5 Year Interest Rate Swap ( elec) . Futures . Average Open Interest
|
|
, 5 Year Interest Rate ,, 5 Year Interest Rate ,, 5 Year Interest Rate ,, 5 Year Interest Rate ,, 5 Year Interest Rate ,, 5 Year Interest Rate ,, 5 Year Interest Rate ,, 5 Year Interest Rate ,
, Swap ( elec) ,, Swap ( elec) ,, Swap ( elec) ,, Swap ( elec) ,, Swap ( elec) ,, Swap ( elec) ,, Swap ( elec) ,, Swap ( elec) ,
, 5 Year Interest Rate ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,, Seventh nearest expn ,, Eighth nearest expn ,
, Swap ( elec); Nearest ,, ,, ,, ,, ,, ,, ,, ,
, expiration ,, ,, ,, ,, ,, ,, ,, ,
, Aug2000 to Jan2008,, Aug2000 to Jan2008,, Oct2000 to Jan2008,, Jun2002 to Jan2008,, Mar2004 to Jan2008,, Jan2006 to Jan2008,, Jan2006 to Jan2008,, Jan2000 to Jan2000,
End of , Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2008-01 , 36, 8 day avg , 14148, 8 day avg , 761, 8 day avg , 1110, 8 day avg , 1256, 8 day avg , 626, 8 day avg , 1, 3 day avg , na, 0 day avg
2007-12 , 6584, 20 day avg , 9341, 20 day avg , 604, 20 day avg , 981, 20 day avg , 1111, 20 day avg , 480, 20 day avg , na, 0 day avg , na, 0 day avg
2007-11 , 6658, 21 day avg , 7849, 21 day avg , 1886, 21 day avg , 697, 21 day avg , 961, 21 day avg , 637, 21 day avg , 214, 10 day avg , na, 0 day avg
2007-10 , 7157, 23 day avg , 6665, 23 day avg , 2261, 23 day avg , 277, 23 day avg , 594, 23 day avg , 600, 23 day avg , 67, 23 day avg , na, 0 day avg
2007-09 , 6141, 19 day avg , 6371, 19 day avg , 1344, 19 day avg , 617, 19 day avg , 186, 19 day avg , 78, 19 day avg , 22, 16 day avg , na, 0 day avg
2007-08 , 2892, 23 day avg , 9902, 23 day avg , 1426, 23 day avg , 706, 23 day avg , 223, 23 day avg , 25, 23 day avg , na, 0 day avg , na, 0 day avg
2007-07 , 3683, 21 day avg , 7068, 21 day avg , 3837, 21 day avg , 681, 21 day avg , 220, 21 day avg , 43, 21 day avg , 11, 9 day avg , na, 0 day avg
2007-06 , 3476, 21 day avg , 4781, 21 day avg , 7157, 21 day avg , 497, 21 day avg , 125, 21 day avg , na, 21 day avg , 11, 13 day avg , na, 0 day avg
2007-05 , 3087, 22 day avg , 4211, 22 day avg , 4723, 22 day avg , 3046, 22 day avg , 117, 22 day avg , 17, 22 day avg , 1, 10 day avg , na, 0 day avg
2007-04 , 3591, 21 day avg , 3983, 21 day avg , 2263, 21 day avg , 5685, 21 day avg , 178, 21 day avg , 41, 21 day avg , 1, 7 day avg , na, 0 day avg
2007-03 , 2192, 22 day avg , 6652, 22 day avg , 1708, 22 day avg , 2929, 22 day avg , 3018, 22 day avg , 81, 22 day avg , 25, 15 day avg , na, 0 day avg
2007-02 , 5200, 19 day avg , 5872, 19 day avg , 1204, 19 day avg , 1890, 19 day avg , 2793, 19 day avg , 91, 19 day avg , 9, 14 day avg , na, 0 day avg
2007-01 , 3298, 21 day avg , 8336, 21 day avg , 1708, 21 day avg , 1114, 21 day avg , 1421, 21 day avg , 656, 21 day avg , na, 0 day avg , na, 0 day avg
2006-12 , 3872, 20 day avg , 7096, 20 day avg , 1309, 20 day avg , 726, 20 day avg , 847, 20 day avg , 494, 20 day avg , na, 0 day avg , na, 0 day avg
2006-11 , 2767, 21 day avg , 6600, 21 day avg , 2358, 21 day avg , 871, 21 day avg , 629, 21 day avg , 439, 21 day avg , 205, 14 day avg , na, 0 day avg
2006-10 , 4222, 22 day avg , 5331, 22 day avg , 2379, 22 day avg , 1134, 22 day avg , 504, 22 day avg , 348, 22 day avg , 65, 20 day avg , na, 0 day avg
2006-09 , 2537, 20 day avg , 6390, 20 day avg , 2390, 20 day avg , 1768, 20 day avg , 725, 20 day avg , 237, 20 day avg , 143, 13 day avg , na, 0 day avg
2006-08 , 2599, 23 day avg , 7937, 23 day avg , 1757, 23 day avg , 1840, 23 day avg , 437, 23 day avg , 116, 9 day avg , 122, 1 day avg , na, 0 day avg
2006-07 , 1955, 20 day avg , 5126, 20 day avg , 3773, 20 day avg , 1132, 20 day avg , 836, 20 day avg , 121, 4 day avg , na, 0 day avg , na, 0 day avg
2006-06 , 3735, 22 day avg , 3179, 22 day avg , 3626, 22 day avg , 799, 22 day avg , 1012, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2006-05 , 2374, 22 day avg , 4494, 22 day avg , 1763, 22 day avg , 1951, 22 day avg , 885, 22 day avg , 730, 15 day avg , na, 0 day avg , na, 0 day avg
2006-04 , 2495, 19 day avg , 4220, 19 day avg , 878, 19 day avg , 2249, 19 day avg , 647, 19 day avg , 472, 19 day avg , na, 0 day avg , na, 0 day avg
2006-03 , 1607, 23 day avg , 5367, 23 day avg , 1726, 23 day avg , 1042, 23 day avg , 1226, 23 day avg , 372, 21 day avg , na, 0 day avg , na, 0 day avg
2006-02 , 4430, 19 day avg , 4650, 19 day avg , 1529, 19 day avg , 440, 19 day avg , 1167, 19 day avg , 405, 19 day avg , na, 0 day avg , na, 0 day avg
2006-01 , 2696, 20 day avg , 5639, 20 day avg , 1111, 20 day avg , 313, 20 day avg , 434, 20 day avg , 225, 14 day avg , 157, 2 day avg , na, 0 day avg
2005-12 , 2969, 21 day avg , 4781, 21 day avg , 461, 17 day avg , 79, 15 day avg , 104, 12 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-11 , 1766, 21 day avg , 4198, 21 day avg , 1789, 14 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-10 , 3123, 21 day avg , 3076, 21 day avg , 1033, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-09 , 1716, 21 day avg , 3838, 21 day avg , 788, 21 day avg , 386, 14 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-08 , 3301, 22 day avg , 2932, 23 day avg , 691, 22 day avg , 102, 23 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-07 , 1473, 18 day avg , 3897, 19 day avg , 942, 19 day avg , 73, 13 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-06 , 2744, 22 day avg , 4212, 22 day avg , 750, 22 day avg , 35, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-05 , 1765, 21 day avg , 4108, 21 day avg , 301, 21 day avg , 27, 12 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-04 , 2790, 21 day avg , 3770, 21 day avg , 171, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-03 , 1520, 22 day avg , 3510, 22 day avg , 592, 22 day avg , 84, 4 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-02 , 3033, 19 day avg , 1963, 19 day avg , 502, 19 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2005-01 , 1406, 20 day avg , 2491, 20 day avg , 68, 13 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-12 , 514, 21 day avg , 1851, 21 day avg , 45, 3 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-11 , 1085, 21 day avg , 2347, 21 day avg , na, 14 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-10 , 2553, 21 day avg , 1985, 21 day avg , na, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-09 , 986, 21 day avg , 2063, 21 day avg , 454, 21 day avg , na, 14 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-08 , 649, 22 day avg , 1905, 22 day avg , 442, 22 day avg , na, 16 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-07 , 661, 21 day avg , 1417, 21 day avg , 250, 21 day avg , na, 14 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-06 , 2218, 22 day avg , 1319, 22 day avg , 241, 22 day avg , na, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-05 , 1380, 20 day avg , 3143, 20 day avg , 707, 20 day avg , 107, 20 day avg , na, 13 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-04 , 3122, 21 day avg , 2229, 21 day avg , 921, 21 day avg , 93, 21 day avg , 55, 1 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-03 , 1614, 23 day avg , 3394, 23 day avg , 704, 20 day avg , 360, 13 day avg , 40, 4 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-02 , 3475, 19 day avg , 2253, 19 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-01 , 2269, 20 day avg , 4312, 20 day avg , 876, 13 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2003-12 , 912, 1 day avg , 5588, 1 day avg , 1008, 1 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2003-11 , 3600, 7 day avg , 1618, 3 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2003-10 , 2749, 8 day avg , 1918, 3 day avg , 1070, 1 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2003-09 , 4695, 8 day avg , 971, 2 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2003-08 , 3061, 8 day avg , 3778, 4 day avg , 355, 1 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2003-07 , 3689, 10 day avg , 2401, 3 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2003-06 , 2020, 6 day avg , 1460, 2 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2003-05 , 4550, 7 day avg , 3609, 4 day avg , 1360, 2 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2003-04 , 4039, 10 day avg , 2857, 8 day avg , 1018, 2 day avg , 1210, 1 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2003-03 , 5856, 7 day avg , 548, 1 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2003-02 , 4803, 10 day avg , 4342, 4 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2003-01 , 5461, 7 day avg , 922, 1 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-12 , 3343, 7 day avg , 1159, 1 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-11 , 1075, 16 day avg , 4486, 5 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-10 , 3327, 23 day avg , 2224, 5 day avg , 1461, 1 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-09 , 1716, 20 day avg , 3800, 15 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-08 , 1956, 22 day avg , 2875, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-07 , 1282, 22 day avg , 2876, 22 day avg , 2227, 15 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-06 , 2803, 20 day avg , 1614, 20 day avg , 1968, 17 day avg , 644, 1 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-05 , 1458, 22 day avg , 3765, 18 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-04 , 3096, 22 day avg , 2010, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-03 , 1476, 20 day avg , 2164, 11 day avg , 943, 1 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-02 , 3569, 19 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-01 , 4468, 2 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-12 , 2995, 2 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-11 , 102, 14 day avg , 2942, 1 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-10 , 2595, 23 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-09 , 2878, 16 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-08 , 1678, 23 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-07 , 258, 16 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-06 , 1242, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-05 , 763, 22 day avg , 2282, 15 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-04 , 1961, 20 day avg , 1071, 20 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-03 , 1292, 22 day avg , 1453, 15 day avg , 575, 6 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-02 , 585, 19 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-01 , 597, 10 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2000-12 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2000-11 , 26, 14 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2000-10 , 1335, 22 day avg , 2246, 5 day avg , 868, 1 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2000-09 , 2894, 20 day avg , 2539, 4 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2000-08 , 2703, 4 day avg , 2207, 2 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
|