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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 : 27
Column ( 2) 10 Year Interest Rate Swap ( pit) maturity 2.
2nd maturity
. Number of observations : 27
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 |
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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 ,
2008.2 , 795, 54 day avg , 1676, 16 day avg , na, 0 day avg
2008.1 , 234, 61 day avg , 345, 26 day avg , na, 10 day avg
2007.4 , 545, 62 day avg , 1228, 14 day avg , na, 0 day avg
2007.3 , 830, 63 day avg , 2140, 14 day avg , na, 0 day avg
2007.2 , 132, 64 day avg , 564, 36 day avg , na, 0 day avg
2007.1 , 269, 62 day avg , 230, 53 day avg , na, 0 day avg
2006.4 , 491, 62 day avg , 462, 58 day avg , na, 0 day avg
2006.3 , 251, 63 day avg , 752, 19 day avg , na, 0 day avg
2006.2 , 242, 63 day avg , 305, 37 day avg , na, 0 day avg
2006.1 , 602, 61 day avg , 635, 24 day avg , na, 0 day avg
2005.4 , 649, 61 day avg , 636, 53 day avg , na, 0 day avg
2005.3 , 844, 64 day avg , 887, 47 day avg , na, 0 day avg
2005.2 , 829, 64 day avg , 848, 43 day avg , na, 0 day avg
2005.1 , 1099, 61 day avg , 1121, 38 day avg , na, 0 day avg
2004.4 , 1475, 61 day avg , 1109, 42 day avg , na, 0 day avg
2004.3 , 1458, 63 day avg , 1833, 34 day avg , na, 0 day avg
2004.2 , 1489, 62 day avg , 1242, 52 day avg , na, 0 day avg
2004.1 , 1301, 61 day avg , 1023, 62 day avg , na, 0 day avg
2003.4 , 1805, 58 day avg , 1993, 32 day avg , 1, 3 day avg
2003.3 , 2684, 64 day avg , 4806, 20 day avg , na, 0 day avg
2003.2 , 1649, 63 day avg , 2233, 34 day avg , na, 0 day avg
2003.1 , 1297, 61 day avg , 3722, 25 day avg , na, 0 day avg
2002.4 , 1123, 62 day avg , 859, 52 day avg , na, 0 day avg
2002.3 , 1557, 64 day avg , 741, 63 day avg , na, 0 day avg
2002.2 , 1556, 64 day avg , 1323, 35 day avg , na, 0 day avg
2002.1 , 1203, 60 day avg , 463, 52 day avg , na, 0 day avg
2001.4 , 1140, 44 day avg , 207, 42 day avg , na, 0 day avg
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