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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]
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 : 314
Column ( 2) 5 Year Interest Rate Swap ( pit) maturity 2.
2nd maturity
. Number of observations : 206
Column ( 3) 5 Year Interest Rate Swap ( pit) maturity 3.
3rd maturity
. Number of observations : 3
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 ,
2008-06-20 , na, , na, , na,
2008-06-13 , 8298, 5 day avg , 56411, 5 day avg , na,
2008-06-06 , 29778, 5 day avg , 26603, 5 day avg , na,
2008-05-30 , 40318, 4 day avg , 731, 4 day avg , na,
2008-05-23 , 40943, 5 day avg , na, , na,
2008-05-16 , 37183, 5 day avg , na, , na,
2008-05-09 , 23794, 5 day avg , na, , na,
2008-05-02 , 24204, 5 day avg , na, , na,
2008-04-25 , 19923, 5 day avg , na, , na,
2008-04-18 , 18537, 5 day avg , na, , na,
2008-04-11 , 18100, 5 day avg , na, , na,
2008-04-04 , 17777, 5 day avg , na, , na,
2008-03-28 , 17926, 5 day avg , na, , na,
2008-03-21 , 13757, 4 day avg , 18234, 1 day avg , na,
2008-03-14 , 9247, 5 day avg , 17849, 5 day avg , na,
2008-03-07 , 12525, 5 day avg , 13717, 5 day avg , na,
2008-02-29 , 20501, 5 day avg , 584, 3 day avg , na,
2008-02-22 , 16786, 4 day avg , na, , na,
2008-02-15 , 15877, 5 day avg , na, , na,
2008-02-08 , 15531, 5 day avg , na, , na,
2008-02-01 , 15088, 5 day avg , na, , na,
2008-01-25 , 15705, 4 day avg , na, , na,
2008-01-18 , 16480, 5 day avg , na, , na,
2008-01-11 , 16738, 5 day avg , na, , na,
2008-01-04 , 16418, 4 day avg , na, , na,
2007-12-28 , 16648, 4 day avg , na, , na,
2007-12-21 , 16088, 5 day avg , 17199, 1 day avg , na,
2007-12-14 , 15938, 5 day avg , 11288, 5 day avg , na,
2007-12-07 , 16968, 5 day avg , 765, 5 day avg , na,
2007-11-30 , 18278, 5 day avg , 503, 5 day avg , na,
2007-11-23 , 16324, 4 day avg , 180, 2 day avg , na,
2007-11-16 , 16324, 4 day avg , na, , na,
2007-11-09 , 16915, 5 day avg , na, , na,
2007-11-02 , 15386, 5 day avg , na, , na,
2007-10-26 , 14281, 5 day avg , na, , na,
2007-10-19 , 16055, 5 day avg , na, , na,
2007-10-12 , 14653, 4 day avg , na, , na,
2007-10-05 , 13458, 5 day avg , na, , na,
2007-09-28 , 13280, 5 day avg , na, , na,
2007-09-21 , 12942, 5 day avg , 8253, 1 day avg , na,
2007-09-14 , 21044, 5 day avg , 7852, 5 day avg , na,
2007-09-07 , 24466, 4 day avg , 2266, 4 day avg , na,
2007-08-31 , 30050, 5 day avg , 1000, 4 day avg , na,
2007-08-24 , 34645, 5 day avg , na, , na,
2007-08-17 , 34859, 5 day avg , na, , na,
2007-08-10 , 32013, 5 day avg , na, , na,
2007-08-03 , 32674, 5 day avg , na, , na,
2007-07-27 , 25057, 5 day avg , na, , na,
2007-07-20 , 19674, 5 day avg , na, , na,
2007-07-13 , 23081, 5 day avg , na, , na,
2007-07-06 , 21939, 4 day avg , na, , na,
2007-06-29 , 20689, 5 day avg , na, , na,
2007-06-22 , 16094, 5 day avg , 16129, 1 day avg , na,
2007-06-15 , 11051, 5 day avg , 15201, 5 day avg , na,
2007-06-08 , 23054, 5 day avg , 2132, 5 day avg , na,
2007-06-01 , 26373, 4 day avg , 319, 4 day avg , na,
2007-05-25 , 27090, 5 day avg , 99, 5 day avg , na,
2007-05-18 , 28364, 5 day avg , 69, 5 day avg , na,
2007-05-11 , 27119, 5 day avg , 69, 5 day avg , na,
2007-05-04 , 26510, 5 day avg , 69, 5 day avg , na,
2007-04-27 , 26609, 5 day avg , 69, 5 day avg , na,
2007-04-20 , 24775, 5 day avg , 69, 2 day avg , na,
2007-04-13 , 23847, 5 day avg , na, , na,
2007-04-06 , 24523, 5 day avg , na, , na,
2007-03-30 , 24032, 5 day avg , na, , na,
2007-03-23 , 19085, 5 day avg , 24265, 1 day avg , na,
2007-03-16 , 11670, 5 day avg , 14926, 5 day avg , na,
2007-03-09 , 18151, 5 day avg , 6760, 5 day avg , na,
2007-03-02 , 21433, 5 day avg , 1800, 5 day avg , na,
2007-02-23 , 22747, 4 day avg , 691, 4 day avg , na,
2007-02-16 , 23868, 5 day avg , 400, 5 day avg , na,
2007-02-09 , 25729, 5 day avg , 175, 5 day avg , na,
2007-02-02 , 26127, 5 day avg , 25, 5 day avg , na,
2007-01-26 , 26109, 5 day avg , 25, 5 day avg , na,
2007-01-19 , 25348, 4 day avg , 25, 4 day avg , na,
2007-01-12 , 24638, 5 day avg , 25, 5 day avg , na,
2007-01-05 , 22850, 4 day avg , 25, 4 day avg , na,
2006-12-29 , 22188, 4 day avg , 25, 4 day avg , na,
2006-12-22 , 20766, 5 day avg , 7058, 3 day avg , na,
2006-12-15 , 24353, 5 day avg , 13917, 5 day avg , na,
2006-12-08 , 30006, 5 day avg , 5964, 5 day avg , na,
2006-12-01 , 31876, 5 day avg , 2078, 5 day avg , na,
2006-11-24 , 31006, 4 day avg , 240, 4 day avg , na,
2006-11-17 , 30301, 5 day avg , 130, 5 day avg , na,
2006-11-10 , 29222, 5 day avg , 130, 5 day avg , na,
2006-11-03 , 27647, 5 day avg , 130, 5 day avg , na,
2006-10-27 , 27700, 5 day avg , 130, 5 day avg , na,
2006-10-20 , 28020, 5 day avg , 130, 5 day avg , na,
2006-10-13 , 29429, 4 day avg , 95, 4 day avg , na,
2006-10-06 , 30182, 5 day avg , 30, 2 day avg , na,
2006-09-29 , 25868, 5 day avg , na, , na,
2006-09-22 , 9809, 5 day avg , 9877, 1 day avg , na,
2006-09-15 , 8196, 5 day avg , 5873, 5 day avg , na,
2006-09-08 , 10870, 4 day avg , 959, 4 day avg , na,
2006-09-01 , 11577, 5 day avg , 150, 5 day avg , na,
2006-08-25 , 13456, 5 day avg , na, , na,
2006-08-18 , 13850, 5 day avg , na, , na,
2006-08-11 , 13485, 5 day avg , na, , na,
2006-08-04 , 13142, 5 day avg , na, , na,
2006-07-28 , 9353, 5 day avg , na, , na,
2006-07-21 , 8286, 5 day avg , na, , na,
2006-07-14 , 8399, 5 day avg , na, , na,
2006-07-07 , 7909, 4 day avg , na, , na,
2006-06-30 , 6493, 5 day avg , na, , na,
2006-06-23 , 5454, 5 day avg , 6129, 1 day avg , na,
2006-06-16 , 4510, 5 day avg , 2051, 5 day avg , na,
2006-06-09 , 4571, 5 day avg , 323, 5 day avg , na,
2006-06-02 , 4617, 4 day avg , 156, 4 day avg , na,
2006-05-26 , 4461, 5 day avg , 72, 4 day avg , na,
2006-05-19 , 4738, 5 day avg , na, , na,
2006-05-12 , 4737, 5 day avg , na, , na,
2006-05-05 , 4739, 5 day avg , na, , na,
2006-04-28 , 4761, 5 day avg , na, , na,
2006-04-21 , 4910, 5 day avg , na, , na,
2006-04-14 , 4956, 4 day avg , na, , na,
2006-04-07 , 4988, 5 day avg , na, , na,
2006-03-31 , 4964, 5 day avg , na, , na,
2006-03-24 , 4956, 5 day avg , na, , na,
2006-03-17 , 4873, 5 day avg , 5029, 1 day avg , na,
2006-03-10 , 8617, 5 day avg , 1699, 5 day avg , na,
2006-03-03 , 11726, 5 day avg , 44, 4 day avg , na,
2006-02-24 , 12042, 4 day avg , na, , na,
2006-02-17 , 12105, 5 day avg , na, , na,
2006-02-10 , 11720, 5 day avg , na, , na,
2006-02-03 , 11631, 5 day avg , na, , na,
2006-01-27 , 11555, 5 day avg , na, , na,
2006-01-20 , 11488, 4 day avg , na, , na,
2006-01-13 , 11454, 5 day avg , na, , na,
2006-01-06 , 11762, 4 day avg , na, , na,
2005-12-30 , 11767, 4 day avg , na, , na,
2005-12-23 , 9685, 5 day avg , 12057, 1 day avg , na,
2005-12-16 , 4346, 5 day avg , 8890, 5 day avg , na,
2005-12-09 , 8280, 5 day avg , 7044, 5 day avg , na,
2005-12-02 , 12565, 5 day avg , 1872, 5 day avg , na,
2005-11-25 , 13285, 4 day avg , 408, 4 day avg , na,
2005-11-18 , 13490, 5 day avg , 333, 5 day avg , na,
2005-11-11 , 13403, 4 day avg , 277, 4 day avg , na,
2005-11-04 , 13209, 5 day avg , 130, 5 day avg , na,
2005-10-28 , 13972, 5 day avg , 70, 5 day avg , na,
2005-10-21 , 14724, 5 day avg , 70, 5 day avg , na,
2005-10-14 , 14111, 4 day avg , 70, 4 day avg , na,
2005-10-07 , 13945, 5 day avg , 70, 5 day avg , na,
2005-09-30 , 13455, 5 day avg , 84, 1 day avg , na,
2005-09-23 , 10597, 5 day avg , 12545, 1 day avg , na,
2005-09-16 , 4217, 5 day avg , 10289, 5 day avg , na,
2005-09-09 , 6264, 4 day avg , 7895, 4 day avg , na,
2005-09-02 , 11862, 5 day avg , 2669, 5 day avg , na,
2005-08-26 , 13154, 5 day avg , 281, 5 day avg , na,
2005-08-19 , 12918, 5 day avg , 85, 5 day avg , na,
2005-08-12 , 12841, 5 day avg , 51, 5 day avg , na,
2005-08-05 , 12857, 5 day avg , 46, 5 day avg , na,
2005-07-29 , 12865, 5 day avg , 46, 5 day avg , na,
2005-07-22 , 12194, 5 day avg , 46, 2 day avg , na,
2005-07-15 , 11609, 5 day avg , na, , na,
2005-07-08 , 11510, 4 day avg , na, , na,
2005-07-01 , 11781, 5 day avg , na, , na,
2005-06-24 , 11940, 5 day avg , na, , na,
2005-06-17 , 9639, 5 day avg , 10661, 1 day avg , na,
2005-06-10 , 3394, 5 day avg , 10122, 5 day avg , na,
2005-06-03 , 4839, 4 day avg , 8261, 4 day avg , na,
2005-05-27 , 8851, 5 day avg , 4608, 5 day avg , na,
2005-05-20 , 13696, 5 day avg , 511, 5 day avg , na,
2005-05-13 , 14057, 5 day avg , 261, 4 day avg , na,
2005-05-06 , 14428, 5 day avg , na, , na,
2005-04-29 , 13459, 5 day avg , na, , na,
2005-04-22 , 12304, 5 day avg , na, , na,
2005-04-15 , 12954, 5 day avg , na, , na,
2005-04-08 , 12640, 5 day avg , na, , na,
2005-04-01 , 12845, 5 day avg , na, , na,
2005-03-25 , 13454, 4 day avg , na, , na,
2005-03-18 , 12553, 5 day avg , 13764, 1 day avg , na,
2005-03-11 , 6444, 5 day avg , 12115, 5 day avg , na,
2005-03-04 , 8913, 5 day avg , 6088, 5 day avg , na,
2005-02-25 , 13719, 4 day avg , 991, 4 day avg , na,
2005-02-18 , 14122, 5 day avg , 422, 5 day avg , na,
2005-02-11 , 14420, 5 day avg , 121, 5 day avg , na,
2005-02-04 , 14098, 5 day avg , 121, 5 day avg , na,
2005-01-28 , 14136, 5 day avg , 121, 5 day avg , na,
2005-01-21 , 13903, 4 day avg , 121, 4 day avg , na,
2005-01-14 , 13274, 5 day avg , 121, 5 day avg , na,
2005-01-07 , 13487, 5 day avg , 121, 5 day avg , na,
2004-12-31 , 13278, 5 day avg , 121, 5 day avg , na,
2004-12-24 , 13379, 4 day avg , 121, 4 day avg , na,
2004-12-17 , 10727, 4 day avg , 6522, 4 day avg , na,
2004-12-10 , 3869, 5 day avg , 11482, 5 day avg , na,
2004-12-03 , 5889, 5 day avg , 3124, 5 day avg , na,
2004-11-26 , 7451, 4 day avg , 168, 4 day avg , na,
2004-11-19 , 6266, 5 day avg , 168, 5 day avg , na,
2004-11-12 , 5595, 4 day avg , 168, 4 day avg , na,
2004-11-05 , 5001, 5 day avg , 152, 5 day avg , na,
2004-10-29 , 6019, 5 day avg , 101, 5 day avg , na,
2004-10-22 , 6034, 5 day avg , 61, 5 day avg , na,
2004-10-15 , 5988, 4 day avg , 52, 4 day avg , na,
2004-10-08 , 6729, 5 day avg , 43, 5 day avg , na,
2004-10-01 , 6559, 5 day avg , 40, 5 day avg , na,
2004-09-24 , 5754, 5 day avg , 26, 3 day avg , na,
2004-09-17 , 4202, 4 day avg , 5729, 2 day avg , na,
2004-09-10 , 3680, 4 day avg , 2703, 4 day avg , na,
2004-09-03 , 6748, 5 day avg , 557, 5 day avg , na,
2004-08-27 , 9383, 5 day avg , 113, 5 day avg , na,
2004-08-20 , 9077, 5 day avg , 32, 5 day avg , na,
2004-08-13 , 8961, 5 day avg , 32, 5 day avg , na,
2004-08-06 , 8339, 5 day avg , 32, 5 day avg , na,
2004-07-30 , 7824, 5 day avg , 32, 5 day avg , na,
2004-07-23 , 7930, 5 day avg , 32, 5 day avg , na,
2004-07-16 , 7916, 5 day avg , 32, 5 day avg , na,
2004-07-09 , 7858, 4 day avg , 32, 4 day avg , na,
2004-07-02 , 7260, 5 day avg , 32, 5 day avg , na,
2004-06-25 , 6429, 5 day avg , 32, 3 day avg , na,
2004-06-18 , 5528, 5 day avg , 6717, 1 day avg , na,
2004-06-11 , 2861, 5 day avg , 4505, 5 day avg , na,
2004-06-04 , 4824, 4 day avg , 2353, 4 day avg , na,
2004-05-28 , 5921, 5 day avg , 1060, 5 day avg , na,
2004-05-21 , 6012, 5 day avg , 236, 5 day avg , na,
2004-05-14 , 6754, 5 day avg , 1, 5 day avg , na,
2004-05-07 , 6166, 5 day avg , 1, 5 day avg , na,
2004-04-30 , 6171, 5 day avg , 1, 5 day avg , na,
2004-04-23 , 6501, 5 day avg , 1, 5 day avg , na,
2004-04-16 , 6179, 5 day avg , 1, 5 day avg , na,
2004-04-09 , 6007, 4 day avg , 1, 4 day avg , na,
2004-04-02 , 5328, 5 day avg , 1, 5 day avg , na,
2004-03-26 , 4923, 5 day avg , 1, 5 day avg , na,
2004-03-19 , 4457, 5 day avg , 1172, 4 day avg , na,
2004-03-12 , 4069, 5 day avg , 3736, 5 day avg , na,
2004-03-05 , 4935, 5 day avg , 2021, 5 day avg , na,
2004-02-27 , 5287, 5 day avg , 696, 5 day avg , na,
2004-02-20 , 5634, 4 day avg , 175, 4 day avg , na,
2004-02-13 , 5612, 5 day avg , na, , na,
2004-02-06 , 5625, 5 day avg , na, , na,
2004-01-30 , 5695, 5 day avg , na, , na,
2004-01-23 , 5419, 4 day avg , na, , na,
2004-01-16 , 5312, 5 day avg , na, , na,
2004-01-09 , 5201, 5 day avg , na, , na,
2004-01-02 , 5042, 4 day avg , na, , na,
2003-12-26 , 5091, 4 day avg , na, , na,
2003-12-19 , 1718, 1 day avg , 4839, 5 day avg , na,
2003-12-12 , 2365, 5 day avg , 3999, 5 day avg , na,
2003-12-05 , 3583, 5 day avg , 2729, 5 day avg , na,
2003-11-28 , 4707, 4 day avg , 800, 4 day avg , na,
2003-11-21 , 5244, 5 day avg , 302, 5 day avg , na,
2003-11-14 , 5512, 4 day avg , 5, 4 day avg , na,
2003-11-07 , 5491, 5 day avg , 5, 5 day avg , na,
2003-10-31 , 5364, 5 day avg , 3, 3 day avg , na,
2003-10-24 , 5402, 5 day avg , na, , na,
2003-10-17 , 5544, 4 day avg , na, , na,
2003-10-10 , 5548, 5 day avg , na, , na,
2003-10-03 , 5533, 5 day avg , na, , na,
2003-09-26 , 5386, 5 day avg , na, , na,
2003-09-19 , 4281, 5 day avg , 4849, 1 day avg , na,
2003-09-12 , 1324, 5 day avg , 3825, 5 day avg , na,
2003-09-05 , 2445, 4 day avg , 2265, 4 day avg , na,
2003-08-29 , 2811, 5 day avg , 1751, 5 day avg , na,
2003-08-22 , 3313, 5 day avg , 1090, 5 day avg , na,
2003-08-15 , 4523, 5 day avg , na, , na,
2003-08-08 , 4868, 5 day avg , na, , na,
2003-08-01 , 4744, 5 day avg , na, , na,
2003-07-25 , 4731, 5 day avg , na, , na,
2003-07-18 , 4187, 5 day avg , na, , na,
2003-07-11 , 3185, 5 day avg , na, , na,
2003-07-04 , 2241, 4 day avg , na, , na,
2003-06-27 , 2880, 5 day avg , na, , na,
2003-06-20 , 2136, 5 day avg , 2757, 1 day avg , na,
2003-06-13 , 3155, 5 day avg , 2277, 5 day avg , na,
2003-06-06 , 4834, 5 day avg , 649, 5 day avg , na,
2003-05-30 , 5346, 4 day avg , 46, 4 day avg , na,
2003-05-23 , 5243, 5 day avg , na, , na,
2003-05-16 , 5007, 5 day avg , na, , na,
2003-05-09 , 4525, 5 day avg , na, , na,
2003-05-02 , 4665, 5 day avg , na, , na,
2003-04-25 , 5316, 5 day avg , na, , na,
2003-04-18 , 5442, 4 day avg , na, , na,
2003-04-11 , 5430, 5 day avg , na, , na,
2003-04-04 , 5116, 5 day avg , na, , na,
2003-03-28 , 5251, 5 day avg , na, , na,
2003-03-21 , 4645, 5 day avg , 5731, 1 day avg , na,
2003-03-14 , 1176, 5 day avg , 4814, 5 day avg , na,
2003-03-07 , 2024, 5 day avg , 3642, 5 day avg , na,
2003-02-28 , 3199, 5 day avg , 2156, 5 day avg , na,
2003-02-21 , 3565, 4 day avg , 2114, 4 day avg , na,
2003-02-14 , 3904, 5 day avg , 2024, 5 day avg , na,
2003-02-07 , 3662, 5 day avg , 2012, 4 day avg , na,
2003-01-31 , 3753, 5 day avg , na, , na,
2003-01-24 , 3609, 4 day avg , na, , na,
2003-01-17 , 2948, 5 day avg , na, , na,
2003-01-10 , 2659, 5 day avg , na, , na,
2003-01-03 , 2526, 4 day avg , na, , na,
2002-12-27 , 2569, 4 day avg , na, , na,
2002-12-20 , 1793, 5 day avg , 2073, 1 day avg , na,
2002-12-13 , 1169, 5 day avg , 2036, 5 day avg , na,
2002-12-06 , 1754, 5 day avg , 1721, 5 day avg , na,
2002-11-29 , 2205, 4 day avg , 1218, 4 day avg , na,
2002-11-22 , 2836, 5 day avg , 640, 5 day avg , na,
2002-11-15 , 3542, 4 day avg , na, , na,
2002-11-08 , 3664, 5 day avg , na, , na,
2002-11-01 , 3568, 5 day avg , na, , na,
2002-10-25 , 3639, 5 day avg , na, , na,
2002-10-18 , 3414, 4 day avg , na, , na,
2002-10-11 , 3469, 5 day avg , na, , na,
2002-10-04 , 3394, 5 day avg , na, , na,
2002-09-27 , 3467, 5 day avg , na, , na,
2002-09-20 , 2315, 5 day avg , 667, 4 day avg , na,
2002-09-13 , 1394, 5 day avg , 2413, 5 day avg , na,
2002-09-06 , 1826, 4 day avg , 1493, 4 day avg , na,
2002-08-30 , 2339, 5 day avg , 249, 5 day avg , na,
2002-08-23 , 2479, 5 day avg , 40, 5 day avg , na,
2002-08-16 , 2452, 5 day avg , na, , na,
2002-08-09 , 2331, 5 day avg , na, , na,
2002-08-02 , 2572, 5 day avg , na, , na,
2002-07-26 , 2382, 5 day avg , na, , na,
2002-07-19 , 1937, 5 day avg , na, , na,
2002-07-12 , 1525, 5 day avg , na, , na,
2002-07-05 , 1416, 4 day avg , na, , na,
2002-06-28 , 1214, 5 day avg , na, , na,
2002-06-21 , 856, 1 day avg , na, , na,
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