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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 : 319
Column ( 2) 10 Year Interest Rate Swap ( elec) maturity 2.
2nd maturity
. Number of observations : 147
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 ,
2008-01-25 , 56123, 4 day avg , na,
2008-01-18 , 56399, 5 day avg , na,
2008-01-11 , 53931, 5 day avg , na,
2008-01-04 , 52721, 4 day avg , na,
2007-12-28 , 52271, 4 day avg , na,
2007-12-21 , 44652, 5 day avg , 51697, 1 day avg
2007-12-14 , 23068, 5 day avg , 34065, 5 day avg
2007-12-07 , 37261, 5 day avg , 15741, 5 day avg
2007-11-30 , 53827, 5 day avg , 777, 5 day avg
2007-11-23 , 55679, 4 day avg , na,
2007-11-16 , 55268, 5 day avg , na,
2007-11-09 , 56592, 5 day avg , na,
2007-11-02 , 55328, 5 day avg , na,
2007-10-26 , 55077, 5 day avg , na,
2007-10-19 , 53052, 5 day avg , na,
2007-10-12 , 52983, 5 day avg , na,
2007-10-05 , 52641, 5 day avg , na,
2007-09-28 , 53973, 5 day avg , na,
2007-09-21 , 45414, 5 day avg , 53631, 1 day avg
2007-09-14 , 21924, 5 day avg , 43901, 5 day avg
2007-09-07 , 59308, 4 day avg , 13097, 4 day avg
2007-08-31 , 68671, 5 day avg , 1762, 5 day avg
2007-08-24 , 69237, 5 day avg , na,
2007-08-17 , 68816, 5 day avg , na,
2007-08-10 , 70951, 5 day avg , na,
2007-08-03 , 67219, 5 day avg , na,
2007-07-27 , 65405, 5 day avg , na,
2007-07-20 , 64662, 5 day avg , na,
2007-07-13 , 64321, 5 day avg , na,
2007-07-06 , 63391, 4 day avg , na,
2007-06-29 , 59301, 5 day avg , na,
2007-06-22 , 47957, 5 day avg , 56434, 1 day avg
2007-06-15 , 13438, 5 day avg , 53612, 5 day avg
2007-06-08 , 34391, 5 day avg , 30416, 5 day avg
2007-06-01 , 41387, 4 day avg , 21957, 4 day avg
2007-05-25 , 48473, 5 day avg , 4344, 5 day avg
2007-05-18 , 47710, 5 day avg , 584, 5 day avg
2007-05-11 , 47491, 5 day avg , 357, 4 day avg
2007-05-04 , 47061, 5 day avg , na,
2007-04-27 , 46357, 5 day avg , na,
2007-04-20 , 46260, 5 day avg , na,
2007-04-13 , 46608, 5 day avg , na,
2007-04-06 , 45451, 5 day avg , na,
2007-03-30 , 44857, 5 day avg , na,
2007-03-23 , 37962, 5 day avg , 43849, 1 day avg
2007-03-16 , 21963, 5 day avg , 34308, 5 day avg
2007-03-09 , 33947, 5 day avg , 20635, 5 day avg
2007-03-02 , 39854, 5 day avg , 11349, 5 day avg
2007-02-23 , 45266, 4 day avg , 1627, 4 day avg
2007-02-16 , 45183, 5 day avg , 22, 3 day avg
2007-02-09 , 43953, 5 day avg , na,
2007-02-02 , 43418, 5 day avg , na,
2007-01-26 , 45169, 5 day avg , na,
2007-01-19 , 45153, 4 day avg , na,
2007-01-12 , 45151, 5 day avg , na,
2007-01-05 , 45593, 4 day avg , na,
2006-12-29 , 45606, 4 day avg , na,
2006-12-22 , 37226, 5 day avg , 46639, 1 day avg
2006-12-15 , 7668, 5 day avg , 40335, 5 day avg
2006-12-08 , 22800, 5 day avg , 23382, 5 day avg
2006-12-01 , 36645, 5 day avg , 10379, 5 day avg
2006-11-24 , 43474, 4 day avg , 537, 4 day avg
2006-11-17 , 43321, 5 day avg , 281, 5 day avg
2006-11-10 , 43073, 5 day avg , 261, 5 day avg
2006-11-03 , 34479, 5 day avg , na,
2006-10-27 , 42248, 5 day avg , na,
2006-10-20 , 40973, 5 day avg , na,
2006-10-13 , 38721, 5 day avg , na,
2006-10-06 , 38280, 5 day avg , na,
2006-09-29 , 42194, 5 day avg , na,
2006-09-22 , 23627, 5 day avg , 28265, 1 day avg
2006-09-15 , 13797, 5 day avg , 20452, 5 day avg
2006-09-08 , 18552, 4 day avg , 9722, 4 day avg
2006-09-01 , 26278, 5 day avg , 4120, 5 day avg
2006-08-25 , 30506, 5 day avg , 1071, 5 day avg
2006-08-18 , 25453, 5 day avg , 80, 5 day avg
2006-08-11 , 22462, 5 day avg , 80, 5 day avg
2006-08-04 , 21887, 5 day avg , na,
2006-07-28 , 18448, 5 day avg , 75, 4 day avg
2006-07-21 , 14770, 5 day avg , na,
2006-07-14 , 14704, 5 day avg , na,
2006-07-07 , 13954, 4 day avg , na,
2006-06-30 , 9233, 5 day avg , na,
2006-06-23 , 8595, 5 day avg , 10364, 1 day avg
2006-06-16 , 3620, 5 day avg , 8637, 5 day avg
2006-06-09 , 5904, 5 day avg , 3758, 5 day avg
2006-06-02 , 9175, 4 day avg , 3118, 4 day avg
2006-05-26 , 10220, 5 day avg , 1477, 5 day avg
2006-05-19 , 11625, 5 day avg , 765, 5 day avg
2006-05-12 , 12439, 5 day avg , 463, 3 day avg
2006-05-05 , 12801, 5 day avg , na,
2006-04-28 , 13296, 5 day avg , na,
2006-04-21 , 13648, 5 day avg , na,
2006-04-14 , 13252, 4 day avg , na,
2006-04-07 , 13729, 5 day avg , na,
2006-03-31 , 14031, 5 day avg , na,
2006-03-24 , 14349, 5 day avg , na,
2006-03-17 , 12828, 5 day avg , 14756, 1 day avg
2006-03-10 , 11902, 5 day avg , 10244, 5 day avg
2006-03-03 , 19452, 5 day avg , 3379, 5 day avg
2006-02-24 , 29371, 4 day avg , 1310, 4 day avg
2006-02-17 , 32648, 5 day avg , 391, 5 day avg
2006-02-10 , 32683, 5 day avg , 251, 1 day avg
2006-02-03 , 32725, 5 day avg , na,
2006-01-27 , 32800, 5 day avg , na,
2006-01-20 , 33631, 4 day avg , na,
2006-01-13 , 33787, 5 day avg , na,
2006-01-06 , 34271, 4 day avg , na,
2005-12-30 , 34078, 4 day avg , na,
2005-12-23 , 27255, 5 day avg , 33593, 1 day avg
2005-12-16 , 6447, 5 day avg , 29213, 5 day avg
2005-12-09 , 16517, 5 day avg , 20878, 5 day avg
2005-12-02 , 26688, 5 day avg , 9913, 5 day avg
2005-11-25 , 31710, 4 day avg , 4054, 4 day avg
2005-11-18 , 32281, 5 day avg , 1395, 5 day avg
2005-11-11 , 26341, 5 day avg , 701, 3 day avg
2005-11-04 , 32824, 5 day avg , na,
2005-10-28 , 33417, 5 day avg , na,
2005-10-21 , 34371, 5 day avg , na,
2005-10-14 , 27100, 5 day avg , na,
2005-10-07 , 33536, 5 day avg , na,
2005-09-30 , 33920, 5 day avg , na,
2005-09-23 , 28548, 5 day avg , 34376, 1 day avg
2005-09-16 , 10714, 5 day avg , 29506, 5 day avg
2005-09-09 , 18972, 4 day avg , 20489, 4 day avg
2005-09-02 , 26573, 5 day avg , 14295, 5 day avg
2005-08-26 , 34726, 5 day avg , 7495, 5 day avg
2005-08-19 , 36396, 5 day avg , 2414, 5 day avg
2005-08-12 , 36438, 5 day avg , 922, 3 day avg
2005-08-05 , 36426, 5 day avg , na,
2005-07-29 , 37394, 5 day avg , na,
2005-07-22 , 37250, 5 day avg , na,
2005-07-15 , 37548, 5 day avg , na,
2005-07-08 , 37715, 4 day avg , na,
2005-07-01 , 37177, 5 day avg , na,
2005-06-24 , 36242, 5 day avg , na,
2005-06-17 , 29765, 5 day avg , 37542, 1 day avg
2005-06-10 , 8371, 5 day avg , 32961, 5 day avg
2005-06-03 , 16745, 4 day avg , 25606, 4 day avg
2005-05-27 , 29332, 5 day avg , 13736, 5 day avg
2005-05-20 , 35777, 5 day avg , 2707, 5 day avg
2005-05-13 , 37140, 5 day avg , 756, 5 day avg
2005-05-06 , 36799, 5 day avg , 218, 5 day avg
2005-04-29 , 35707, 5 day avg , 218, 5 day avg
2005-04-22 , 34995, 5 day avg , 191, 5 day avg
2005-04-15 , 33279, 5 day avg , na,
2005-04-08 , 33703, 5 day avg , na,
2005-04-01 , 33674, 5 day avg , na,
2005-03-25 , 35142, 4 day avg , na,
2005-03-18 , 29865, 5 day avg , 36146, 1 day avg
2005-03-11 , 4992, 5 day avg , 34043, 5 day avg
2005-03-04 , 15322, 5 day avg , 23220, 5 day avg
2005-02-25 , 31622, 4 day avg , 7018, 4 day avg
2005-02-18 , 35111, 5 day avg , 2687, 5 day avg
2005-02-11 , 38953, 5 day avg , 778, 2 day avg
2005-02-04 , 40121, 5 day avg , na,
2005-01-28 , 39385, 5 day avg , na,
2005-01-21 , 40255, 4 day avg , na,
2005-01-14 , 36937, 5 day avg , na,
2005-01-07 , 36282, 5 day avg , na,
2004-12-31 , 36487, 5 day avg , na,
2004-12-24 , 36989, 4 day avg , na,
2004-12-17 , 29760, 5 day avg , 36523, 1 day avg
2004-12-10 , 8863, 5 day avg , 32069, 5 day avg
2004-12-03 , 22278, 5 day avg , 20210, 5 day avg
2004-11-26 , 35446, 4 day avg , 8777, 4 day avg
2004-11-19 , 36098, 5 day avg , 7, 5 day avg
2004-11-12 , 37304, 4 day avg , na,
2004-11-05 , 36860, 5 day avg , na,
2004-10-29 , 37422, 5 day avg , na,
2004-10-22 , 37779, 5 day avg , na,
2004-10-15 , 37915, 4 day avg , na,
2004-10-08 , 38089, 5 day avg , na,
2004-10-01 , 38516, 5 day avg , na,
2004-09-24 , 37797, 5 day avg , na,
2004-09-17 , 29239, 5 day avg , 35260, 1 day avg
2004-09-10 , 10702, 4 day avg , 32517, 4 day avg
2004-09-03 , 25754, 5 day avg , 19268, 5 day avg
2004-08-27 , 40635, 5 day avg , 7175, 5 day avg
2004-08-20 , 44966, 5 day avg , 1100, 5 day avg
2004-08-13 , 52962, 5 day avg , na,
2004-08-06 , 52762, 5 day avg , na,
2004-07-30 , 52082, 5 day avg , na,
2004-07-23 , 51945, 5 day avg , na,
2004-07-16 , 53052, 5 day avg , na,
2004-07-09 , 53586, 4 day avg , na,
2004-07-02 , 53255, 5 day avg , na,
2004-06-25 , 52893, 5 day avg , na,
2004-06-18 , 42071, 5 day avg , 48566, 1 day avg
2004-06-11 , 8885, 5 day avg , 43558, 5 day avg
2004-06-04 , 15499, 4 day avg , 34307, 4 day avg
2004-05-28 , 30645, 5 day avg , 21381, 5 day avg
2004-05-21 , 44968, 5 day avg , 5890, 5 day avg
2004-05-14 , 48959, 5 day avg , 410, 5 day avg
2004-05-07 , 49593, 5 day avg , 367, 5 day avg
2004-04-30 , 49784, 5 day avg , 200, 5 day avg
2004-04-23 , 49281, 5 day avg , 200, 2 day avg
2004-04-16 , 49462, 5 day avg , na,
2004-04-09 , 48366, 4 day avg , na,
2004-04-02 , 38963, 5 day avg , na,
2004-03-26 , 39263, 5 day avg , na,
2004-03-19 , 31055, 5 day avg , 38184, 1 day avg
2004-03-12 , 7851, 5 day avg , 32529, 5 day avg
2004-03-05 , 14822, 5 day avg , 25264, 5 day avg
2004-02-27 , 27219, 5 day avg , 13699, 5 day avg
2004-02-20 , 34775, 4 day avg , 5254, 4 day avg
2004-02-13 , 39707, 5 day avg , 1, 5 day avg
2004-02-06 , 39739, 5 day avg , 1, 5 day avg
2004-01-30 , 38806, 5 day avg , 1, 5 day avg
2004-01-23 , 38407, 4 day avg , 1, 4 day avg
2004-01-16 , 38254, 5 day avg , 1, 5 day avg
2004-01-09 , 37379, 5 day avg , 1, 5 day avg
2004-01-02 , 36906, 4 day avg , 1, 4 day avg
2003-12-26 , 36505, 4 day avg , 1, 4 day avg
2003-12-19 , 29711, 5 day avg , 17589, 2 day avg
2003-12-12 , 10353, 5 day avg , 34322, 5 day avg
2003-12-05 , 18049, 5 day avg , 25247, 5 day avg
2003-11-28 , 28967, 4 day avg , 11818, 4 day avg
2003-11-21 , 38556, 5 day avg , 5784, 2 day avg
2003-11-14 , 43874, 4 day avg , na,
2003-11-07 , 44191, 5 day avg , na,
2003-10-31 , 43613, 5 day avg , na,
2003-10-24 , 44142, 5 day avg , na,
2003-10-17 , 43755, 4 day avg , na,
2003-10-10 , 43518, 5 day avg , na,
2003-10-03 , 47331, 5 day avg , na,
2003-09-26 , 49747, 5 day avg , na,
2003-09-19 , 53625, 5 day avg , na,
2003-09-12 , 5808, 5 day avg , 50946, 5 day avg
2003-09-05 , 15542, 3 day avg , 38603, 4 day avg
2003-08-29 , 34574, 5 day avg , 22801, 2 day avg
2003-08-22 , 48939, 5 day avg , na,
2003-08-15 , 54682, 5 day avg , na,
2003-08-08 , 55231, 5 day avg , na,
2003-08-01 , 54328, 5 day avg , na,
2003-07-25 , 54126, 5 day avg , na,
2003-07-18 , 54411, 5 day avg , na,
2003-07-11 , 52936, 4 day avg , na,
2003-07-04 , 40024, 4 day avg , na,
2003-06-27 , 43608, 5 day avg , na,
2003-06-20 , 43862, 5 day avg , 54957, 1 day avg
2003-06-13 , 23139, 2 day avg , 41249, 4 day avg
2003-06-06 , 28730, 4 day avg , 27747, 5 day avg
2003-05-30 , 40308, 3 day avg , 20300, 1 day avg
2003-05-23 , 51391, 5 day avg , na,
2003-05-16 , 53757, 5 day avg , na,
2003-05-09 , 52497, 4 day avg , na,
2003-05-02 , 53147, 5 day avg , na,
2003-04-25 , 52599, 5 day avg , na,
2003-04-18 , 53020, 3 day avg , na,
2003-04-11 , 53562, 5 day avg , na,
2003-04-04 , 53064, 5 day avg , na,
2003-03-28 , 53538, 5 day avg , na,
2003-03-21 , 50065, 5 day avg , na,
2003-03-14 , 10699, 4 day avg , 45215, 5 day avg
2003-03-07 , 15994, 5 day avg , 31731, 5 day avg
2003-02-28 , 24582, 5 day avg , 17533, 3 day avg
2003-02-21 , 31294, 4 day avg , 6885, 2 day avg
2003-02-14 , 35392, 5 day avg , 326, 2 day avg
2003-02-07 , 35996, 5 day avg , na,
2003-01-31 , 37433, 5 day avg , na,
2003-01-24 , 37987, 4 day avg , na,
2003-01-17 , 37756, 5 day avg , na,
2003-01-10 , 35902, 4 day avg , na,
2003-01-03 , 37051, 4 day avg , na,
2002-12-27 , 36651, 4 day avg , na,
2002-12-20 , 29296, 5 day avg , 35780, 1 day avg
2002-12-13 , 6341, 5 day avg , 32788, 5 day avg
2002-12-06 , 18617, 5 day avg , 22982, 5 day avg
2002-11-29 , 21605, 4 day avg , 21361, 2 day avg
2002-11-22 , 26048, 5 day avg , 12689, 1 day avg
2002-11-15 , 35410, 5 day avg , na,
2002-11-08 , 34421, 5 day avg , na,
2002-11-01 , 33634, 5 day avg , na,
2002-10-25 , 31351, 5 day avg , na,
2002-10-18 , 30761, 5 day avg , na,
2002-10-11 , 29924, 5 day avg , na,
2002-10-04 , 29695, 5 day avg , na,
2002-09-27 , 30728, 5 day avg , na,
2002-09-20 , 27128, 5 day avg , 33780, 1 day avg
2002-09-13 , 5183, 5 day avg , 31741, 5 day avg
2002-09-06 , 8818, 4 day avg , 27577, 4 day avg
2002-08-30 , 17970, 5 day avg , 19305, 3 day avg
2002-08-23 , 26044, 5 day avg , na,
2002-08-16 , 29811, 5 day avg , na,
2002-08-09 , 29725, 5 day avg , na,
2002-08-02 , 29616, 5 day avg , na,
2002-07-26 , 30777, 5 day avg , na,
2002-07-19 , 33039, 5 day avg , na,
2002-07-12 , 33293, 5 day avg , na,
2002-07-05 , 34637, 4 day avg , na,
2002-06-28 , 34489, 5 day avg , na,
2002-06-21 , 27055, 5 day avg , 33169, 1 day avg
2002-06-14 , 13080, 5 day avg , 27667, 5 day avg
2002-06-07 , 18148, 5 day avg , 20050, 5 day avg
2002-05-31 , 19032, 4 day avg , 15906, 4 day avg
2002-05-24 , 19465, 5 day avg , 11257, 3 day avg
2002-05-17 , 23366, 5 day avg , na,
2002-05-10 , 25310, 5 day avg , na,
2002-05-03 , 25230, 5 day avg , na,
2002-04-26 , 24636, 5 day avg , na,
2002-04-19 , 23943, 5 day avg , na,
2002-04-12 , 23916, 5 day avg , na,
2002-04-05 , 23027, 5 day avg , na,
2002-03-29 , 19856, 4 day avg , na,
2002-03-22 , 11980, 5 day avg , 13031, 1 day avg
2002-03-15 , 1300, 5 day avg , 11668, 3 day avg
2002-03-08 , 3889, 5 day avg , na,
2002-03-01 , 6412, 5 day avg , na,
2002-02-22 , 10367, 4 day avg , na,
2002-02-15 , 9187, 4 day avg , na,
2002-02-08 , na, , na,
2002-02-01 , na, , na,
2002-01-25 , na, , na,
2002-01-18 , na, , na,
2002-01-11 , na, , na,
2002-01-04 , na, , na,
2001-12-28 , na, , na,
2001-12-21 , 1849, 1 day avg , na,
2001-12-14 , 3274, 5 day avg , na,
2001-12-07 , 5521, 5 day avg , na,
2001-11-30 , 6470, 5 day avg , na,
2001-11-23 , 7021, 3 day avg , na,
2001-11-16 , 6133, 5 day avg , na,
2001-11-09 , 4349, 5 day avg , na,
2001-11-02 , 2218, 3 day avg , na,
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