|
|
| CBOT close price volume open int - Chicago Board of Trade - close | volume | open interest
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
Futures |
Options |
Other Derivatives |
|
|
[ 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 : 8
Column ( 2) 10 Year Interest Rate Swap ( pit) maturity 2.
2nd maturity
. Number of observations : 8
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 |
|
10 Year Interest Rate Swap ( pit) . Futures . Average Volume
|
|
, 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 Volume ,, Avg daily Volume ,, Avg daily Volume ,
2008 , 497, 115 day avg , 852, 42 day avg , na, 10 day avg
2007 , 443, 251 day avg , 681, 117 day avg , na, 0 day avg
2006 , 394, 249 day avg , 490, 138 day avg , na, 0 day avg
2005 , 855, 250 day avg , 854, 181 day avg , na, 0 day avg
2004 , 1431, 247 day avg , 1247, 190 day avg , na, 0 day avg
2003 , 1868, 246 day avg , 2963, 111 day avg , 1, 3 day avg
2002 , 1364, 250 day avg , 801, 202 day avg , na, 0 day avg
2001 , 1140, 44 day avg , 207, 42 day avg , na, 0 day avg
|