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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 : 26
Column ( 2) 10 Year Interest Rate Swap ( elec) maturity 2.
2nd maturity
. Number of observations : 24
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 ,
2008.1 , 54993, 17 day avg , na, 0 day avg
2007.4 , 49730, 64 day avg , 19038, 16 day avg
2007.3 , 60218, 63 day avg , 22289, 15 day avg
2007.2 , 44032, 64 day avg , 20361, 29 day avg
2007.1 , 41150, 62 day avg , 16604, 23 day avg
2006.4 , 36246, 63 day avg , 14066, 30 day avg
2006.3 , 22233, 63 day avg , 5038, 39 day avg
2006.2 , 10560, 63 day avg , 3479, 28 day avg
2006.1 , 25405, 62 day avg , 4301, 21 day avg
2005.4 , 27731, 63 day avg , 12818, 28 day avg
2005.3 , 31935, 64 day avg , 13845, 28 day avg
2005.2 , 31313, 64 day avg , 9848, 40 day avg
2005.1 , 31939, 61 day avg , 16615, 22 day avg
2004.4 , 33018, 62 day avg , 16653, 20 day avg
2004.3 , 42576, 64 day avg , 9183, 33 day avg
2004.2 , 41656, 63 day avg , 14736, 37 day avg
2004.1 , 32541, 62 day avg , 8334, 50 day avg
2003.4 , 35893, 62 day avg , 15675, 25 day avg
2003.3 , 45820, 62 day avg , 41340, 11 day avg
2003.2 , 46837, 56 day avg , 34454, 11 day avg
2003.1 , 34640, 59 day avg , 26573, 17 day avg
2002.4 , 28222, 64 day avg , 26432, 14 day avg
2002.3 , 26090, 64 day avg , 27747, 13 day avg
2002.2 , 23195, 64 day avg , 20508, 18 day avg
2002.1 , 8611, 32 day avg , 12009, 4 day avg
2001.4 , 4947, 32 day avg , na, 0 day avg
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