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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 : 75
Column ( 2) 10 Year Interest Rate Swap ( elec) maturity 2.
2nd maturity
. Number of observations : 52
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 Volume
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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 Volume ,, Avg daily Volume ,
2008-01 , 1731, 17 day avg , na, 0 day avg
2007-12 , 3081, 20 day avg , 4212, 11 day avg
2007-11 , 1258, 21 day avg , 392, 5 day avg
2007-10 , 1021, 23 day avg , na, 0 day avg
2007-09 , 2906, 19 day avg , 3756, 10 day avg
2007-08 , 1329, 23 day avg , 692, 5 day avg
2007-07 , 2127, 21 day avg , na, 0 day avg
2007-06 , 2235, 21 day avg , 2367, 12 day avg
2007-05 , 1577, 22 day avg , 764, 17 day avg
2007-04 , 846, 21 day avg , na, 0 day avg
2007-03 , 1197, 22 day avg , 1998, 13 day avg
2007-02 , 1525, 19 day avg , 1196, 10 day avg
2007-01 , 599, 21 day avg , na, 0 day avg
2006-12 , 834, 20 day avg , 1351, 12 day avg
2006-11 , 876, 21 day avg , 611, 18 day avg
2006-10 , 1034, 22 day avg , na, 0 day avg
2006-09 , 1525, 20 day avg , 2241, 11 day avg
2006-08 , 1420, 23 day avg , 243, 23 day avg
2006-07 , 774, 20 day avg , 40, 5 day avg
2006-06 , 494, 22 day avg , 481, 13 day avg
2006-05 , 337, 22 day avg , 177, 15 day avg
2006-04 , 373, 19 day avg , na, 0 day avg
2006-03 , 678, 23 day avg , 967, 9 day avg
2006-02 , 409, 19 day avg , 85, 12 day avg
2006-01 , 498, 20 day avg , na, 0 day avg
2005-12 , 776, 21 day avg , 1017, 13 day avg
2005-11 , 709, 21 day avg , 497, 15 day avg
2005-10 , 316, 21 day avg , na, 0 day avg
2005-09 , 725, 21 day avg , 1297, 12 day avg
2005-08 , 719, 23 day avg , 457, 16 day avg
2005-07 , 425, 20 day avg , na, 0 day avg
2005-06 , 701, 22 day avg , 1462, 9 day avg
2005-05 , 1125, 21 day avg , 792, 21 day avg
2005-04 , 1114, 21 day avg , 0, 10 day avg
2005-03 , 738, 22 day avg , 1089, 10 day avg
2005-02 , 1177, 19 day avg , 880, 12 day avg
2005-01 , 654, 20 day avg , na, 0 day avg
2004-12 , 737, 22 day avg , 1819, 9 day avg
2004-11 , 1033, 20 day avg , 803, 11 day avg
2004-10 , 337, 20 day avg , na, 0 day avg
2004-09 , 1049, 21 day avg , 1215, 8 day avg
2004-08 , 510, 22 day avg , 143, 22 day avg
2004-07 , 670, 21 day avg , 0, 3 day avg
2004-06 , 907, 22 day avg , 894, 10 day avg
2004-05 , 1317, 20 day avg , 796, 20 day avg
2004-04 , 483, 21 day avg , 29, 7 day avg
2004-03 , 319, 23 day avg , 522, 11 day avg
2004-02 , 593, 19 day avg , 29, 19 day avg
2004-01 , 345, 20 day avg , na, 20 day avg
2003-12 , 680, 22 day avg , 465, 19 day avg
2003-11 , 439, 18 day avg , 183, 6 day avg
2003-10 , 1200, 22 day avg , na, 0 day avg
2003-09 , 1028, 20 day avg , 485, 9 day avg
2003-08 , 577, 21 day avg , 596, 2 day avg
2003-07 , 547, 21 day avg , na, 0 day avg
2003-06 , 421, 17 day avg , 748, 10 day avg
2003-05 , 846, 19 day avg , 1610, 1 day avg
2003-04 , 272, 20 day avg , na, 0 day avg
2003-03 , 612, 20 day avg , 1757, 10 day avg
2003-02 , 1268, 19 day avg , 756, 7 day avg
2003-01 , 1358, 20 day avg , na, 0 day avg
2002-12 , 638, 21 day avg , 1176, 11 day avg
2002-11 , 460, 20 day avg , 73, 3 day avg
2002-10 , 656, 23 day avg , na, 0 day avg
2002-09 , 649, 20 day avg , 963, 10 day avg
2002-08 , 1050, 22 day avg , 2832, 3 day avg
2002-07 , 177, 22 day avg , na, 0 day avg
2002-06 , 41, 20 day avg , 39, 11 day avg
2002-05 , 259, 22 day avg , 158, 7 day avg
2002-04 , 109, 22 day avg , na, 0 day avg
2002-03 , 39, 20 day avg , 482, 4 day avg
2002-02 , 0, 12 day avg , na, 0 day avg
2002-01 , na, 0 day avg , na, 0 day avg
2001-12 , na, 11 day avg , na, 0 day avg
2001-11 , 3, 20 day avg , na, 0 day avg
2001-10 , 1, 1 day avg , na, 0 day avg
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