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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 : 26
Column ( 2) 10 Year Interest Rate Swap ( elec) maturity 2.
2nd maturity
. Number of observations : 24
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 ,
2008.1 , 1731, 17 day avg , na, 0 day avg
2007.4 , 1742, 64 day avg , 3018, 16 day avg
2007.3 , 2071, 63 day avg , 2735, 15 day avg
2007.2 , 1553, 64 day avg , 1427, 29 day avg
2007.1 , 1095, 62 day avg , 1649, 23 day avg
2006.4 , 918, 63 day avg , 907, 30 day avg
2006.3 , 1248, 63 day avg , 780, 39 day avg
2006.2 , 403, 63 day avg , 318, 28 day avg
2006.1 , 537, 62 day avg , 463, 21 day avg
2005.4 , 600, 63 day avg , 739, 28 day avg
2005.3 , 629, 64 day avg , 817, 28 day avg
2005.2 , 976, 64 day avg , 745, 40 day avg
2005.1 , 847, 61 day avg , 975, 22 day avg
2004.4 , 703, 62 day avg , 1260, 20 day avg
2004.3 , 739, 64 day avg , 390, 33 day avg
2004.2 , 896, 63 day avg , 677, 37 day avg
2004.1 , 411, 62 day avg , 126, 50 day avg
2003.4 , 795, 62 day avg , 397, 25 day avg
2003.3 , 712, 62 day avg , 505, 11 day avg
2003.2 , 512, 56 day avg , 826, 11 day avg
2003.1 , 1076, 59 day avg , 1345, 17 day avg
2002.4 , 589, 64 day avg , 940, 14 day avg
2002.3 , 625, 64 day avg , 1394, 13 day avg
2002.2 , 139, 64 day avg , 85, 18 day avg
2002.1 , 25, 32 day avg , 482, 4 day avg
2001.4 , 2, 32 day avg , na, 0 day avg
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