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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]
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 : 27
Column ( 2) 10 Year Interest Rate Swap ( pit) maturity 2.
2nd maturity
. Number of observations : 27
Column ( 3) 10 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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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 ,
2008.2 , 50068, 54 day avg , 16566, 16 day avg , na, 0 day avg
2008.1 , 45750, 61 day avg , 19546, 26 day avg , na, 10 day avg
2007.4 , 49593, 62 day avg , 21751, 14 day avg , na, 0 day avg
2007.3 , 60218, 63 day avg , 23871, 14 day avg , na, 0 day avg
2007.2 , 44032, 64 day avg , 16419, 36 day avg , na, 0 day avg
2007.1 , 41150, 62 day avg , 7214, 53 day avg , na, 0 day avg
2006.4 , 36923, 62 day avg , 7310, 58 day avg , na, 0 day avg
2006.3 , 22233, 63 day avg , 10243, 19 day avg , na, 0 day avg
2006.2 , 10856, 63 day avg , 2782, 37 day avg , na, 0 day avg
2006.1 , 25581, 61 day avg , 4376, 24 day avg , na, 0 day avg
2005.4 , 28640, 61 day avg , 6783, 53 day avg , na, 0 day avg
2005.3 , 31935, 64 day avg , 8267, 47 day avg , na, 0 day avg
2005.2 , 31313, 64 day avg , 9166, 43 day avg , na, 0 day avg
2005.1 , 31939, 61 day avg , 9631, 38 day avg , na, 0 day avg
2004.4 , 32958, 61 day avg , 8897, 42 day avg , na, 0 day avg
2004.3 , 42690, 63 day avg , 9954, 34 day avg , na, 0 day avg
2004.2 , 41528, 62 day avg , 11447, 52 day avg , na, 0 day avg
2004.1 , 32503, 61 day avg , 7338, 62 day avg , na, 0 day avg
2003.4 , 35930, 58 day avg , 17036, 32 day avg , 1, 3 day avg
2003.3 , 44611, 64 day avg , 29240, 20 day avg , na, 0 day avg
2003.2 , 45760, 63 day avg , 14822, 34 day avg , na, 0 day avg
2003.1 , 33411, 61 day avg , 21209, 25 day avg , na, 0 day avg
2002.4 , 28071, 62 day avg , 8745, 52 day avg , na, 0 day avg
2002.3 , 26090, 64 day avg , 6153, 63 day avg , na, 0 day avg
2002.2 , 23195, 64 day avg , 11461, 35 day avg , na, 0 day avg
2002.1 , 7449, 60 day avg , 2310, 52 day avg , na, 0 day avg
2001.4 , 4895, 44 day avg , 858, 42 day avg , na, 0 day avg
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