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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 : 73
Column ( 2) 5 Year Interest Rate Swap ( pit) maturity 2.
2nd maturity
. Number of observations : 62
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 Volume
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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 Volume ,, Avg daily Volume ,, Avg daily Volume ,
2008-06 , 800, 11 day avg , 2459, 11 day avg , na, 0 day avg
2008-05 , 813, 21 day avg , na, 4 day avg , na, 0 day avg
2008-04 , 11, 22 day avg , na, 0 day avg , na, 0 day avg
2008-03 , 77, 20 day avg , 237, 11 day avg , na, 0 day avg
2008-02 , 272, 20 day avg , na, 9 day avg , na, 6 day avg
2008-01 , 255, 21 day avg , na, 4 day avg , na, 4 day avg
2007-12 , 172, 20 day avg , 1053, 11 day avg , na, 0 day avg
2007-11 , 312, 20 day avg , 26, 7 day avg , na, 0 day avg
2007-10 , 3, 22 day avg , na, 0 day avg , na, 0 day avg
2007-09 , 189, 19 day avg , 338, 10 day avg , na, 0 day avg
2007-08 , 356, 23 day avg , 13, 4 day avg , na, 0 day avg
2007-07 , 38, 21 day avg , na, 0 day avg , na, 0 day avg
2007-06 , 171, 21 day avg , 294, 12 day avg , na, 0 day avg
2007-05 , na, 22 day avg , na, 22 day avg , na, 0 day avg
2007-04 , na, 21 day avg , 9, 8 day avg , na, 0 day avg
2007-03 , 119, 22 day avg , 209, 13 day avg , na, 0 day avg
2007-02 , 1, 19 day avg , 1, 19 day avg , na, 0 day avg
2007-01 , na, 21 day avg , na, 21 day avg , na, 0 day avg
2006-12 , 452, 20 day avg , 406, 18 day avg , na, 0 day avg
2006-11 , 5, 21 day avg , na, 21 day avg , na, 0 day avg
2006-10 , 24, 21 day avg , 7, 18 day avg , na, 0 day avg
2006-09 , 3, 20 day avg , 3, 11 day avg , na, 0 day avg
2006-08 , na, 23 day avg , na, 4 day avg , na, 0 day avg
2006-07 , 27, 20 day avg , na, 0 day avg , na, 0 day avg
2006-06 , 46, 22 day avg , 120, 13 day avg , na, 0 day avg
2006-05 , na, 22 day avg , 12, 6 day avg , na, 0 day avg
2006-04 , 12, 19 day avg , na, 0 day avg , na, 0 day avg
2006-03 , 280, 23 day avg , 705, 9 day avg , na, 0 day avg
2006-02 , 156, 19 day avg , na, 1 day avg , na, 0 day avg
2006-01 , 36, 20 day avg , na, 0 day avg , na, 0 day avg
2005-12 , 108, 21 day avg , 207, 13 day avg , na, 0 day avg
2005-11 , 1, 20 day avg , 15, 20 day avg , na, 0 day avg
2005-10 , 28, 20 day avg , na, 20 day avg , na, 0 day avg
2005-09 , 264, 21 day avg , 455, 13 day avg , na, 0 day avg
2005-08 , 3, 23 day avg , 2, 23 day avg , na, 0 day avg
2005-07 , 21, 20 day avg , 7, 7 day avg , na, 0 day avg
2005-06 , 109, 22 day avg , 248, 9 day avg , na, 0 day avg
2005-05 , 133, 21 day avg , 63, 15 day avg , na, 0 day avg
2005-04 , 141, 21 day avg , na, 0 day avg , na, 0 day avg
2005-03 , 611, 22 day avg , 1244, 10 day avg , na, 0 day avg
2005-02 , 141, 19 day avg , 52, 19 day avg , na, 0 day avg
2005-01 , 99, 20 day avg , na, 20 day avg , na, 0 day avg
2004-12 , 158, 21 day avg , 486, 21 day avg , na, 0 day avg
2004-11 , 440, 20 day avg , 97, 20 day avg , na, 0 day avg
2004-10 , 23, 20 day avg , 4, 20 day avg , na, 0 day avg
2004-09 , 426, 20 day avg , 342, 16 day avg , na, 0 day avg
2004-08 , 154, 22 day avg , 23, 22 day avg , na, 0 day avg
2004-07 , 36, 21 day avg , na, 21 day avg , na, 0 day avg
2004-06 , 420, 22 day avg , 428, 16 day avg , na, 0 day avg
2004-05 , 197, 20 day avg , 99, 20 day avg , na, 0 day avg
2004-04 , 114, 21 day avg , 0, 21 day avg , na, 0 day avg
2004-03 , 368, 23 day avg , 426, 22 day avg , na, 0 day avg
2004-02 , 155, 19 day avg , 72, 19 day avg , na, 0 day avg
2004-01 , 120, 20 day avg , na, 20 day avg , na, 0 day avg
2003-12 , 323, 18 day avg , 286, 22 day avg , 1, 3 day avg
2003-11 , 143, 18 day avg , 82, 18 day avg , na, 0 day avg
2003-10 , 19, 22 day avg , na, 3 day avg , na, 0 day avg
2003-09 , 225, 21 day avg , 428, 10 day avg , na, 0 day avg
2003-08 , 284, 21 day avg , 213, 10 day avg , na, 0 day avg
2003-07 , 81, 22 day avg , na, 0 day avg , na, 0 day avg
2003-06 , 227, 21 day avg , 384, 11 day avg , na, 0 day avg
2003-05 , 76, 21 day avg , 5, 21 day avg , na, 0 day avg
2003-04 , 325, 21 day avg , 1, 2 day avg , na, 0 day avg
2003-03 , 357, 21 day avg , 557, 11 day avg , na, 0 day avg
2003-02 , 307, 19 day avg , 232, 18 day avg , na, 0 day avg
2003-01 , 200, 21 day avg , na, 0 day avg , na, 0 day avg
2002-12 , 138, 21 day avg , 206, 11 day avg , na, 0 day avg
2002-11 , 164, 19 day avg , 85, 19 day avg , na, 0 day avg
2002-10 , 161, 22 day avg , na, 22 day avg , na, 0 day avg
2002-09 , 166, 20 day avg , 231, 19 day avg , na, 0 day avg
2002-08 , 234, 22 day avg , 149, 10 day avg , na, 0 day avg
2002-07 , 362, 22 day avg , na, 0 day avg , na, 0 day avg
2002-06 , 611, 6 day avg , na, 0 day avg , na, 0 day avg
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