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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 : 25
Column ( 2) 5 Year Interest Rate Swap ( pit) maturity 2.
2nd maturity
. Number of observations : 24
Column ( 3) 5 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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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 ,
2008.2 , 484, 54 day avg , 1803, 15 day avg , na, 0 day avg
2008.1 , 202, 61 day avg , 109, 24 day avg , na, 10 day avg
2007.4 , 157, 62 day avg , 654, 18 day avg , na, 0 day avg
2007.3 , 200, 63 day avg , 245, 14 day avg , na, 0 day avg
2007.2 , 56, 64 day avg , 86, 42 day avg , na, 0 day avg
2007.1 , 42, 62 day avg , 52, 53 day avg , na, 0 day avg
2006.4 , 155, 62 day avg , 130, 57 day avg , na, 0 day avg
2006.3 , 9, 63 day avg , 2, 15 day avg , na, 0 day avg
2006.2 , 20, 63 day avg , 86, 19 day avg , na, 0 day avg
2006.1 , 163, 62 day avg , 635, 10 day avg , na, 0 day avg
2005.4 , 47, 61 day avg , 56, 53 day avg , na, 0 day avg
2005.3 , 94, 64 day avg , 140, 43 day avg , na, 0 day avg
2005.2 , 127, 64 day avg , 132, 24 day avg , na, 0 day avg
2005.1 , 297, 61 day avg , 274, 49 day avg , na, 0 day avg
2004.4 , 206, 61 day avg , 200, 61 day avg , na, 0 day avg
2004.3 , 201, 63 day avg , 101, 59 day avg , na, 0 day avg
2004.2 , 247, 63 day avg , 155, 57 day avg , na, 0 day avg
2004.1 , 222, 62 day avg , 176, 61 day avg , na, 0 day avg
2003.4 , 152, 58 day avg , 180, 43 day avg , 1, 3 day avg
2003.3 , 195, 64 day avg , 321, 20 day avg , na, 0 day avg
2003.2 , 209, 63 day avg , 128, 34 day avg , na, 0 day avg
2003.1 , 287, 61 day avg , 356, 29 day avg , na, 0 day avg
2002.4 , 154, 62 day avg , 74, 52 day avg , na, 0 day avg
2002.3 , 257, 64 day avg , 202, 29 day avg , na, 0 day avg
2002.2 , 611, 6 day avg , na, 0 day avg , na, 0 day avg
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