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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 : 319
Column ( 2) 10 Year Interest Rate Swap ( elec) maturity 2.
2nd maturity
. Number of observations : 147
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 ,
2008-01-25 , 1838, 4 day avg , na,
2008-01-18 , 1294, 5 day avg , na,
2008-01-11 , 2104, 5 day avg , na,
2008-01-04 , 1364, 4 day avg , na,
2007-12-28 , 1304, 4 day avg , na,
2007-12-21 , 1145, 5 day avg , 2106, 1 day avg
2007-12-14 , 5745, 5 day avg , 5725, 5 day avg
2007-12-07 , 4314, 5 day avg , 3119, 5 day avg
2007-11-30 , 1395, 5 day avg , 392, 5 day avg
2007-11-23 , 1721, 4 day avg , na,
2007-11-16 , 741, 5 day avg , na,
2007-11-09 , 1238, 5 day avg , na,
2007-11-02 , 902, 5 day avg , na,
2007-10-26 , 1600, 5 day avg , na,
2007-10-19 , 1134, 5 day avg , na,
2007-10-12 , 522, 5 day avg , na,
2007-10-05 , 1072, 5 day avg , na,
2007-09-28 , 2603, 5 day avg , na,
2007-09-21 , 1421, 5 day avg , 1539, 1 day avg
2007-09-14 , 2283, 5 day avg , 2239, 5 day avg
2007-09-07 , 5922, 4 day avg , 6207, 4 day avg
2007-08-31 , 1613, 5 day avg , 692, 5 day avg
2007-08-24 , 328, 5 day avg , na,
2007-08-17 , 771, 5 day avg , na,
2007-08-10 , 1798, 5 day avg , na,
2007-08-03 , 3269, 5 day avg , na,
2007-07-27 , 2612, 5 day avg , na,
2007-07-20 , 1526, 5 day avg , na,
2007-07-13 , 2283, 5 day avg , na,
2007-07-06 , 1059, 4 day avg , na,
2007-06-29 , 1991, 5 day avg , na,
2007-06-22 , 1670, 5 day avg , 745, 1 day avg
2007-06-15 , 2553, 5 day avg , 2693, 5 day avg
2007-06-08 , 3070, 5 day avg , 2569, 5 day avg
2007-06-01 , 1737, 4 day avg , 2180, 4 day avg
2007-05-25 , 3400, 5 day avg , 873, 5 day avg
2007-05-18 , 860, 5 day avg , 50, 5 day avg
2007-05-11 , 872, 5 day avg , 250, 4 day avg
2007-05-04 , 701, 5 day avg , na,
2007-04-27 , 442, 5 day avg , na,
2007-04-20 , 1429, 5 day avg , na,
2007-04-13 , 594, 5 day avg , na,
2007-04-06 , 909, 5 day avg , na,
2007-03-30 , 624, 5 day avg , na,
2007-03-23 , 857, 5 day avg , 433, 1 day avg
2007-03-16 , 1317, 5 day avg , 1332, 5 day avg
2007-03-09 , 1906, 5 day avg , 2970, 5 day avg
2007-03-02 , 1503, 5 day avg , 1636, 5 day avg
2007-02-23 , 2463, 4 day avg , 1945, 4 day avg
2007-02-16 , 924, 5 day avg , 7, 3 day avg
2007-02-09 , 1714, 5 day avg , na,
2007-02-02 , 1043, 5 day avg , na,
2007-01-26 , 552, 5 day avg , na,
2007-01-19 , 389, 4 day avg , na,
2007-01-12 , 451, 5 day avg , na,
2007-01-05 , 505, 4 day avg , na,
2006-12-29 , 234, 4 day avg , na,
2006-12-22 , 479, 5 day avg , 613, 1 day avg
2006-12-15 , 491, 5 day avg , 835, 5 day avg
2006-12-08 , 1811, 5 day avg , 1927, 5 day avg
2006-12-01 , 2561, 5 day avg , 2402, 5 day avg
2006-11-24 , 141, 4 day avg , 126, 4 day avg
2006-11-17 , 611, 5 day avg , 24, 5 day avg
2006-11-10 , 431, 5 day avg , 30, 5 day avg
2006-11-03 , 509, 5 day avg , na,
2006-10-27 , 1335, 5 day avg , na,
2006-10-20 , 838, 5 day avg , na,
2006-10-13 , 1244, 5 day avg , na,
2006-10-06 , 956, 5 day avg , na,
2006-09-29 , 1229, 5 day avg , na,
2006-09-22 , 1699, 5 day avg , 3016, 1 day avg
2006-09-15 , 1039, 5 day avg , 2730, 5 day avg
2006-09-08 , 2615, 4 day avg , 1965, 4 day avg
2006-09-01 , 1621, 5 day avg , 826, 5 day avg
2006-08-25 , 2628, 5 day avg , 227, 5 day avg
2006-08-18 , 1765, 5 day avg , 50, 5 day avg
2006-08-11 , 116, 5 day avg , 40, 5 day avg
2006-08-04 , 867, 5 day avg , na,
2006-07-28 , 1108, 5 day avg , 50, 4 day avg
2006-07-21 , 299, 5 day avg , na,
2006-07-14 , 962, 5 day avg , na,
2006-07-07 , 377, 4 day avg , na,
2006-06-30 , 840, 5 day avg , na,
2006-06-23 , 297, 5 day avg , 821, 1 day avg
2006-06-16 , 306, 5 day avg , 422, 5 day avg
2006-06-09 , 134, 5 day avg , 152, 5 day avg
2006-06-02 , 900, 4 day avg , 671, 4 day avg
2006-05-26 , 215, 5 day avg , 77, 5 day avg
2006-05-19 , 760, 5 day avg , 241, 5 day avg
2006-05-12 , 308, 5 day avg , 317, 3 day avg
2006-05-05 , 76, 5 day avg , na,
2006-04-28 , 328, 5 day avg , na,
2006-04-21 , 268, 5 day avg , na,
2006-04-14 , 514, 4 day avg , na,
2006-04-07 , 412, 5 day avg , na,
2006-03-31 , 186, 5 day avg , na,
2006-03-24 , 128, 5 day avg , na,
2006-03-17 , 1252, 5 day avg , 3681, 1 day avg
2006-03-10 , 787, 5 day avg , 386, 5 day avg
2006-03-03 , 877, 5 day avg , 698, 5 day avg
2006-02-24 , 401, 4 day avg , 5, 4 day avg
2006-02-17 , 360, 5 day avg , 70, 5 day avg
2006-02-10 , 476, 5 day avg , 250, 1 day avg
2006-02-03 , 515, 5 day avg , na,
2006-01-27 , 689, 5 day avg , na,
2006-01-20 , 378, 4 day avg , na,
2006-01-13 , 432, 5 day avg , na,
2006-01-06 , 423, 4 day avg , na,
2005-12-30 , 185, 4 day avg , na,
2005-12-23 , 419, 5 day avg , 500, 1 day avg
2005-12-16 , 1380, 5 day avg , 1549, 5 day avg
2005-12-09 , 910, 5 day avg , 571, 5 day avg
2005-12-02 , 1045, 5 day avg , 855, 5 day avg
2005-11-25 , 908, 4 day avg , 513, 4 day avg
2005-11-18 , 674, 5 day avg , 413, 5 day avg
2005-11-11 , 532, 5 day avg , 400, 3 day avg
2005-11-04 , 433, 5 day avg , na,
2005-10-28 , 345, 5 day avg , na,
2005-10-21 , 601, 5 day avg , na,
2005-10-14 , 98, 5 day avg , na,
2005-10-07 , 254, 5 day avg , na,
2005-09-30 , 291, 5 day avg , na,
2005-09-23 , 954, 5 day avg , 2666, 1 day avg
2005-09-16 , 536, 5 day avg , 1067, 5 day avg
2005-09-09 , 891, 4 day avg , 1000, 4 day avg
2005-09-02 , 881, 5 day avg , 1057, 5 day avg
2005-08-26 , 1257, 5 day avg , 985, 5 day avg
2005-08-19 , 388, 5 day avg , 71, 5 day avg
2005-08-12 , 587, 5 day avg , 100, 3 day avg
2005-08-05 , 748, 5 day avg , na,
2005-07-29 , 360, 5 day avg , na,
2005-07-22 , 256, 5 day avg , na,
2005-07-15 , 515, 5 day avg , na,
2005-07-08 , 602, 4 day avg , na,
2005-07-01 , 472, 5 day avg , na,
2005-06-24 , 205, 5 day avg , na,
2005-06-17 , 858, 5 day avg , 1726, 1 day avg
2005-06-10 , 1178, 5 day avg , 1469, 5 day avg
2005-06-03 , 1726, 4 day avg , 1653, 4 day avg
2005-05-27 , 1646, 5 day avg , 1737, 5 day avg
2005-05-20 , 761, 5 day avg , 766, 5 day avg
2005-05-13 , 844, 5 day avg , 318, 5 day avg
2005-05-06 , 555, 5 day avg , na,
2005-04-29 , 528, 5 day avg , na,
2005-04-22 , 2056, 5 day avg , 0, 5 day avg
2005-04-15 , 1085, 5 day avg , na,
2005-04-08 , 938, 5 day avg , na,
2005-04-01 , 565, 5 day avg , na,
2005-03-25 , 963, 4 day avg , na,
2005-03-18 , 492, 5 day avg , 1393, 1 day avg
2005-03-11 , 697, 5 day avg , 1202, 5 day avg
2005-03-04 , 1510, 5 day avg , 1303, 5 day avg
2005-02-25 , 938, 4 day avg , 978, 4 day avg
2005-02-18 , 1066, 5 day avg , 522, 5 day avg
2005-02-11 , 1233, 5 day avg , 500, 2 day avg
2005-02-04 , 792, 5 day avg , na,
2005-01-28 , 909, 5 day avg , na,
2005-01-21 , 861, 4 day avg , na,
2005-01-14 , 573, 5 day avg , na,
2005-01-07 , 365, 5 day avg , na,
2004-12-31 , 471, 5 day avg , na,
2004-12-24 , 155, 4 day avg , na,
2004-12-17 , 855, 5 day avg , 1738, 1 day avg
2004-12-10 , 1323, 5 day avg , 2161, 5 day avg
2004-12-03 , 2113, 5 day avg , 1402, 5 day avg
2004-11-26 , 1548, 4 day avg , 1413, 4 day avg
2004-11-19 , 610, 5 day avg , 1, 5 day avg
2004-11-12 , 335, 4 day avg , na,
2004-11-05 , 372, 5 day avg , na,
2004-10-29 , 507, 5 day avg , na,
2004-10-22 , 232, 5 day avg , na,
2004-10-15 , 174, 4 day avg , na,
2004-10-08 , 398, 5 day avg , na,
2004-10-01 , 603, 5 day avg , na,
2004-09-24 , 1744, 5 day avg , na,
2004-09-17 , 552, 5 day avg , 827, 1 day avg
2004-09-10 , 1535, 4 day avg , 1842, 4 day avg
2004-09-03 , 690, 5 day avg , 478, 5 day avg
2004-08-27 , 432, 5 day avg , 458, 5 day avg
2004-08-20 , 503, 5 day avg , na,
2004-08-13 , 228, 5 day avg , na,
2004-08-06 , 737, 5 day avg , na,
2004-07-30 , 721, 5 day avg , 0, 3 day avg
2004-07-23 , 756, 5 day avg , na,
2004-07-16 , 295, 5 day avg , na,
2004-07-09 , 789, 4 day avg , na,
2004-07-02 , 997, 5 day avg , na,
2004-06-25 , 473, 5 day avg , na,
2004-06-18 , 1157, 5 day avg , 1956, 1 day avg
2004-06-11 , 705, 5 day avg , 676, 5 day avg
2004-06-04 , 1333, 4 day avg , 900, 4 day avg
2004-05-28 , 1821, 5 day avg , 1815, 5 day avg
2004-05-21 , 1717, 5 day avg , 1330, 5 day avg
2004-05-14 , 1035, 5 day avg , na,
2004-05-07 , 695, 5 day avg , 40, 5 day avg
2004-04-30 , 285, 5 day avg , 0, 5 day avg
2004-04-23 , 611, 5 day avg , 100, 2 day avg
2004-04-16 , 544, 5 day avg , na,
2004-04-09 , 566, 4 day avg , na,
2004-04-02 , 394, 5 day avg , na,
2004-03-26 , 196, 5 day avg , na,
2004-03-19 , 337, 5 day avg , 50, 1 day avg
2004-03-12 , 517, 5 day avg , 551, 5 day avg
2004-03-05 , 158, 5 day avg , 587, 5 day avg
2004-02-27 , 492, 5 day avg , 104, 5 day avg
2004-02-20 , 780, 4 day avg , 9, 4 day avg
2004-02-13 , 766, 5 day avg , na,
2004-02-06 , 373, 5 day avg , na,
2004-01-30 , 324, 5 day avg , na,
2004-01-23 , 421, 4 day avg , na,
2004-01-16 , 651, 5 day avg , na,
2004-01-09 , 66, 5 day avg , na,
2004-01-02 , 686, 4 day avg , na,
2003-12-26 , 562, 4 day avg , na,
2003-12-19 , 552, 5 day avg , 878, 2 day avg
2003-12-12 , 44, 5 day avg , 167, 5 day avg
2003-12-05 , 1399, 5 day avg , 1247, 5 day avg
2003-11-28 , 839, 4 day avg , 174, 4 day avg
2003-11-21 , 275, 5 day avg , 200, 2 day avg
2003-11-14 , 472, 4 day avg , na,
2003-11-07 , 258, 5 day avg , na,
2003-10-31 , 750, 5 day avg , na,
2003-10-24 , 190, 5 day avg , na,
2003-10-17 , 1297, 4 day avg , na,
2003-10-10 , 2964, 5 day avg , na,
2003-10-03 , 556, 5 day avg , na,
2003-09-26 , 1729, 5 day avg , na,
2003-09-19 , 1280, 5 day avg , na,
2003-09-12 , 656, 5 day avg , 545, 5 day avg
2003-09-05 , 386, 3 day avg , 410, 4 day avg
2003-08-29 , 386, 5 day avg , 596, 2 day avg
2003-08-22 , 553, 5 day avg , na,
2003-08-15 , 503, 5 day avg , na,
2003-08-08 , 850, 5 day avg , na,
2003-08-01 , 922, 5 day avg , na,
2003-07-25 , 741, 5 day avg , na,
2003-07-18 , 589, 5 day avg , na,
2003-07-11 , 115, 4 day avg , na,
2003-07-04 , 106, 4 day avg , na,
2003-06-27 , 101, 5 day avg , na,
2003-06-20 , 484, 5 day avg , 1787, 1 day avg
2003-06-13 , 1534, 2 day avg , 1225, 4 day avg
2003-06-06 , 289, 4 day avg , 158, 5 day avg
2003-05-30 , 1382, 3 day avg , 1610, 1 day avg
2003-05-23 , 435, 5 day avg , na,
2003-05-16 , 1641, 5 day avg , na,
2003-05-09 , 218, 4 day avg , na,
2003-05-02 , 302, 5 day avg , na,
2003-04-25 , 232, 5 day avg , na,
2003-04-18 , 452, 3 day avg , na,
2003-04-11 , 139, 5 day avg , na,
2003-04-04 , 319, 5 day avg , na,
2003-03-28 , 298, 5 day avg , na,
2003-03-21 , 1538, 5 day avg , na,
2003-03-14 , 539, 4 day avg , 3373, 5 day avg
2003-03-07 , 139, 5 day avg , 140, 5 day avg
2003-02-28 , 1343, 5 day avg , 747, 3 day avg
2003-02-21 , 2704, 4 day avg , 1250, 2 day avg
2003-02-14 , 1053, 5 day avg , 275, 2 day avg
2003-02-07 , 260, 5 day avg , na,
2003-01-31 , 646, 5 day avg , na,
2003-01-24 , 1366, 4 day avg , na,
2003-01-17 , 2295, 5 day avg , na,
2003-01-10 , 1217, 4 day avg , na,
2003-01-03 , 748, 4 day avg , na,
2002-12-27 , 633, 4 day avg , na,
2002-12-20 , 806, 5 day avg , 1655, 1 day avg
2002-12-13 , 1184, 5 day avg , 1903, 5 day avg
2002-12-06 , 12, 5 day avg , 354, 5 day avg
2002-11-29 , 45, 4 day avg , 84, 2 day avg
2002-11-22 , 630, 5 day avg , 50, 1 day avg
2002-11-15 , 483, 5 day avg , na,
2002-11-08 , 640, 5 day avg , na,
2002-11-01 , 677, 5 day avg , na,
2002-10-25 , 817, 5 day avg , na,
2002-10-18 , 891, 5 day avg , na,
2002-10-11 , 290, 5 day avg , na,
2002-10-04 , 529, 5 day avg , na,
2002-09-27 , 1347, 5 day avg , na,
2002-09-20 , 475, 5 day avg , 1342, 1 day avg
2002-09-13 , 188, 5 day avg , 904, 5 day avg
2002-09-06 , 563, 4 day avg , 941, 4 day avg
2002-08-30 , 917, 5 day avg , 2832, 3 day avg
2002-08-23 , 3261, 5 day avg , na,
2002-08-16 , 389, 5 day avg , na,
2002-08-09 , 48, 5 day avg , na,
2002-08-02 , 20, 5 day avg , na,
2002-07-26 , 527, 5 day avg , na,
2002-07-19 , 75, 5 day avg , na,
2002-07-12 , 116, 5 day avg , na,
2002-07-05 , 57, 4 day avg , na,
2002-06-28 , 66, 5 day avg , na,
2002-06-21 , 96, 5 day avg , 80, 1 day avg
2002-06-14 , na, , 33, 5 day avg
2002-06-07 , 1, 5 day avg , 36, 5 day avg
2002-05-31 , 152, 4 day avg , 1, 4 day avg
2002-05-24 , 812, 5 day avg , 367, 3 day avg
2002-05-17 , 57, 5 day avg , na,
2002-05-10 , 110, 5 day avg , na,
2002-05-03 , 70, 5 day avg , na,
2002-04-26 , 148, 5 day avg , na,
2002-04-19 , 56, 5 day avg , na,
2002-04-12 , 95, 5 day avg , na,
2002-04-05 , 148, 5 day avg , na,
2002-03-29 , 99, 4 day avg , na,
2002-03-22 , 79, 5 day avg , 1, 1 day avg
2002-03-15 , na, , 642, 3 day avg
2002-03-08 , na, , na,
2002-03-01 , na, , na,
2002-02-22 , na, , na,
2002-02-15 , 1, 4 day avg , na,
2002-02-08 , na, , na,
2002-02-01 , na, , na,
2002-01-25 , na, , na,
2002-01-18 , na, , na,
2002-01-11 , na, , na,
2002-01-04 , na, , na,
2001-12-28 , na, , na,
2001-12-21 , na, , na,
2001-12-14 , na, , na,
2001-12-07 , na, , na,
2001-11-30 , na, , na,
2001-11-23 , na, , na,
2001-11-16 , na, , na,
2001-11-09 , 10, 5 day avg , na,
2001-11-02 , 0, 3 day avg , na,
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