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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]
5 Year Interest Rate Swap ( pit).
Clearing symbol = NG | call symbol = NGC | put symbol = NGP |.
Column ( 1) 5 Year Interest Rate Swap ( pit) maturity 1.
Nearest maturity
. Number of observations : 25
Column ( 2) 5 Year Interest Rate Swap ( pit) maturity 2.
2nd maturity
. Number of observations : 24
Column ( 3) 5 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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5 Year Interest Rate Swap ( pit) . Futures . Average Open Interest
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, 5 Year Interest Rate ,, 5 Year Interest Rate ,, 5 Year Interest Rate ,
, Swap ( pit) ,, Swap ( pit) ,, Swap ( pit) ,
, 5 Year Interest Rate ,, 2nd nearest expn ,, Third nearest expn ,
, Swap ( pit); Nearest ,, ,, ,
, expiration ,, ,, ,
, Jun2002 to Jun2008,, Aug2002 to Jun2008,, Dec2003 to Feb2008,
End of , Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2008.2 , 24741, 54 day avg , 27866, 15 day avg , na, 0 day avg
2008.1 , 15606, 61 day avg , 7409, 24 day avg , na, 10 day avg
2007.4 , 15948, 62 day avg , 4463, 18 day avg , na, 0 day avg
2007.3 , 25115, 63 day avg , 4327, 14 day avg , na, 0 day avg
2007.2 , 23502, 64 day avg , 2526, 42 day avg , na, 0 day avg
2007.1 , 22387, 62 day avg , 2791, 53 day avg , na, 0 day avg
2006.4 , 27917, 62 day avg , 2381, 57 day avg , na, 0 day avg
2006.3 , 11940, 63 day avg , 2922, 15 day avg , na, 0 day avg
2006.2 , 4922, 63 day avg , 995, 19 day avg , na, 0 day avg
2006.1 , 9825, 62 day avg , 1370, 10 day avg , na, 0 day avg
2005.4 , 11989, 61 day avg , 2028, 53 day avg , na, 0 day avg
2005.3 , 11337, 64 day avg , 2596, 43 day avg , na, 0 day avg
2005.2 , 11194, 64 day avg , 5040, 24 day avg , na, 0 day avg
2005.1 , 12669, 61 day avg , 2334, 49 day avg , na, 0 day avg
2004.4 , 7286, 61 day avg , 1712, 61 day avg , na, 0 day avg
2004.3 , 7372, 63 day avg , 458, 59 day avg , na, 0 day avg
2004.2 , 5837, 63 day avg , 796, 57 day avg , na, 0 day avg
2004.1 , 5168, 62 day avg , 617, 61 day avg , na, 0 day avg
2003.4 , 4861, 58 day avg , 1456, 43 day avg , na, 3 day avg
2003.3 , 3852, 64 day avg , 2362, 20 day avg , na, 0 day avg
2003.2 , 4436, 63 day avg , 517, 34 day avg , na, 0 day avg
2003.1 , 3363, 61 day avg , 2945, 29 day avg , na, 0 day avg
2002.4 , 2822, 62 day avg , 556, 52 day avg , na, 0 day avg
2002.3 , 2223, 64 day avg , 764, 29 day avg , na, 0 day avg
2002.2 , 1154, 6 day avg , na, 0 day avg , na, 0 day avg
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