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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 ( 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 : 81
Column ( 2) 10 Year Interest Rate Swap ( pit) maturity 2.
2nd maturity
. Number of observations : 72
Column ( 3) 10 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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10 Year Interest Rate Swap ( pit) . Futures . Average Volume
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, 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 ,
2008-06 , 1287, 11 day avg , 1906, 11 day avg , na, 0 day avg
2008-05 , 1207, 21 day avg , 1172, 5 day avg , na, 0 day avg
2008-04 , 155, 22 day avg , na, 0 day avg , na, 0 day avg
2008-03 , 273, 20 day avg , 781, 11 day avg , na, 0 day avg
2008-02 , 142, 20 day avg , 33, 11 day avg , na, 6 day avg
2008-01 , 285, 21 day avg , na, 4 day avg , na, 4 day avg
2007-12 , 922, 20 day avg , 1366, 11 day avg , na, 0 day avg
2007-11 , 496, 20 day avg , 722, 3 day avg , na, 0 day avg
2007-10 , 246, 22 day avg , na, 0 day avg , na, 0 day avg
2007-09 , 1456, 19 day avg , 2935, 10 day avg , na, 0 day avg
2007-08 , 850, 23 day avg , 154, 4 day avg , na, 0 day avg
2007-07 , 241, 21 day avg , na, 0 day avg , na, 0 day avg
2007-06 , 194, 21 day avg , 460, 12 day avg , na, 0 day avg
2007-05 , 136, 22 day avg , 669, 22 day avg , na, 0 day avg
2007-04 , 66, 21 day avg , 21, 2 day avg , na, 0 day avg
2007-03 , 392, 22 day avg , 731, 13 day avg , na, 0 day avg
2007-02 , 260, 19 day avg , 142, 19 day avg , na, 0 day avg
2007-01 , 149, 21 day avg , na, 21 day avg , na, 0 day avg
2006-12 , 996, 20 day avg , 1151, 18 day avg , na, 0 day avg
2006-11 , 358, 21 day avg , 283, 21 day avg , na, 0 day avg
2006-10 , 142, 21 day avg , 6, 19 day avg , na, 0 day avg
2006-09 , 288, 20 day avg , 836, 11 day avg , na, 0 day avg
2006-08 , 401, 23 day avg , 636, 8 day avg , na, 0 day avg
2006-07 , 44, 20 day avg , na, 0 day avg , na, 0 day avg
2006-06 , 444, 22 day avg , 730, 13 day avg , na, 0 day avg
2006-05 , 158, 22 day avg , 81, 22 day avg , na, 0 day avg
2006-04 , 104, 19 day avg , 10, 2 day avg , na, 0 day avg
2006-03 , 776, 22 day avg , 1345, 10 day avg , na, 0 day avg
2006-02 , 855, 19 day avg , 127, 14 day avg , na, 0 day avg
2006-01 , 169, 20 day avg , na, 0 day avg , na, 0 day avg
2005-12 , 1124, 21 day avg , 1837, 13 day avg , na, 0 day avg
2005-11 , 585, 20 day avg , 492, 20 day avg , na, 0 day avg
2005-10 , 213, 20 day avg , na, 20 day avg , na, 0 day avg
2005-09 , 1201, 21 day avg , 1542, 17 day avg , na, 0 day avg
2005-08 , 952, 23 day avg , 671, 23 day avg , na, 0 day avg
2005-07 , 345, 20 day avg , 9, 7 day avg , na, 0 day avg
2005-06 , 1157, 22 day avg , 2309, 9 day avg , na, 0 day avg
2005-05 , 940, 21 day avg , 737, 21 day avg , na, 0 day avg
2005-04 , 374, 21 day avg , 17, 13 day avg , na, 0 day avg
2005-03 , 1521, 22 day avg , 2881, 10 day avg , na, 0 day avg
2005-02 , 1147, 19 day avg , 725, 19 day avg , na, 0 day avg
2005-01 , 590, 20 day avg , 3, 9 day avg , na, 0 day avg
2004-12 , 1395, 21 day avg , 2609, 10 day avg , na, 0 day avg
2004-11 , 2622, 20 day avg , 1024, 20 day avg , na, 0 day avg
2004-10 , 411, 20 day avg , 1, 12 day avg , na, 0 day avg
2004-09 , 1769, 20 day avg , 3521, 9 day avg , na, 0 day avg
2004-08 , 2113, 22 day avg , 1393, 22 day avg , na, 0 day avg
2004-07 , 476, 21 day avg , 0, 3 day avg , na, 0 day avg
2004-06 , 1713, 21 day avg , 3420, 11 day avg , na, 0 day avg
2004-05 , 2136, 20 day avg , 1342, 20 day avg , na, 0 day avg
2004-04 , 650, 21 day avg , 6, 21 day avg , na, 0 day avg
2004-03 , 1416, 22 day avg , 1372, 23 day avg , na, 0 day avg
2004-02 , 1951, 19 day avg , 1677, 19 day avg , na, 0 day avg
2004-01 , 556, 20 day avg , na, 20 day avg , na, 0 day avg
2003-12 , 1972, 18 day avg , 1917, 22 day avg , 1, 3 day avg
2003-11 , 1952, 18 day avg , 2161, 10 day avg , na, 0 day avg
2003-10 , 1549, 22 day avg , na, 0 day avg , na, 0 day avg
2003-09 , 3021, 21 day avg , 4627, 10 day avg , na, 0 day avg
2003-08 , 4002, 21 day avg , 4985, 10 day avg , na, 0 day avg
2003-07 , 1103, 22 day avg , na, 0 day avg , na, 0 day avg
2003-06 , 1975, 21 day avg , 4027, 11 day avg , na, 0 day avg
2003-05 , 2084, 21 day avg , 1501, 21 day avg , na, 0 day avg
2003-04 , 889, 21 day avg , 53, 2 day avg , na, 0 day avg
2003-03 , 1783, 21 day avg , 4548, 11 day avg , na, 0 day avg
2003-02 , 1577, 19 day avg , 3073, 14 day avg , na, 0 day avg
2003-01 , 558, 21 day avg , na, 0 day avg , na, 0 day avg
2002-12 , 934, 21 day avg , 2134, 11 day avg , na, 0 day avg
2002-11 , 1819, 19 day avg , 1109, 19 day avg , na, 0 day avg
2002-10 , 704, 22 day avg , 5, 22 day avg , na, 0 day avg
2002-09 , 897, 20 day avg , 861, 19 day avg , na, 0 day avg
2002-08 , 2742, 22 day avg , 1380, 22 day avg , na, 0 day avg
2002-07 , 973, 22 day avg , 0, 22 day avg , na, 0 day avg
2002-06 , 1852, 20 day avg , 1408, 20 day avg , na, 0 day avg
2002-05 , 1861, 22 day avg , 1209, 15 day avg , na, 0 day avg
2002-04 , 980, 22 day avg , na, 0 day avg , na, 0 day avg
2002-03 , 1594, 20 day avg , 1535, 12 day avg , na, 0 day avg
2002-02 , 1895, 19 day avg , 298, 19 day avg , na, 0 day avg
2002-01 , 205, 21 day avg , na, 21 day avg , na, 0 day avg
2001-12 , 595, 20 day avg , 422, 18 day avg , na, 0 day avg
2001-11 , 1597, 20 day avg , 55, 20 day avg , na, 0 day avg
2001-10 , 1573, 4 day avg , 0, 4 day avg , na, 0 day avg
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