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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 : 314
Column ( 2) 5 Year Interest Rate Swap ( pit) maturity 2.
2nd maturity
. Number of observations : 206
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 ,
2008-06-20 , na, , na, , na,
2008-06-13 , 1285, 5 day avg , 1307, 5 day avg , na,
2008-06-06 , 475, 5 day avg , 4103, 5 day avg , na,
2008-05-30 , na, , na, , na,
2008-05-23 , 36, 5 day avg , na, , na,
2008-05-16 , 3279, 5 day avg , na, , na,
2008-05-09 , na, , na, , na,
2008-05-02 , 100, 5 day avg , na, , na,
2008-04-25 , na, , na, , na,
2008-04-18 , na, , na, , na,
2008-04-11 , na, , na, , na,
2008-04-04 , 50, 5 day avg , na, , na,
2008-03-28 , 20, 5 day avg , na, , na,
2008-03-21 , na, , na, , na,
2008-03-14 , 200, 5 day avg , 311, 5 day avg , na,
2008-03-07 , 86, 5 day avg , 210, 5 day avg , na,
2008-02-29 , 938, 5 day avg , na, , na,
2008-02-22 , 63, 4 day avg , na, , na,
2008-02-15 , 100, 5 day avg , na, , na,
2008-02-08 , na, , na, , na,
2008-02-01 , na, , na, , na,
2008-01-25 , 1201, 4 day avg , na, , na,
2008-01-18 , na, , na, , na,
2008-01-11 , 110, 5 day avg , na, , na,
2008-01-04 , na, , na, , na,
2007-12-28 , na, , na, , na,
2007-12-21 , na, , 94, 1 day avg , na,
2007-12-14 , 689, 5 day avg , 2298, 5 day avg , na,
2007-12-07 , na, , na, , na,
2007-11-30 , 960, 5 day avg , na, , na,
2007-11-23 , 200, 4 day avg , 90, 2 day avg , na,
2007-11-16 , na, , na, , na,
2007-11-09 , 128, 5 day avg , na, , na,
2007-11-02 , na, , na, , na,
2007-10-26 , na, , na, , na,
2007-10-19 , na, , na, , na,
2007-10-12 , 14, 4 day avg , na, , na,
2007-10-05 , na, , na, , na,
2007-09-28 , 20, 5 day avg , na, , na,
2007-09-21 , 18, 5 day avg , 119, 1 day avg , na,
2007-09-14 , 681, 5 day avg , 653, 5 day avg , na,
2007-09-07 , na, , na, , na,
2007-08-31 , 18, 5 day avg , 13, 4 day avg , na,
2007-08-24 , na, , na, , na,
2007-08-17 , na, , na, , na,
2007-08-10 , na, , na, , na,
2007-08-03 , 1779, 5 day avg , na, , na,
2007-07-27 , na, , na, , na,
2007-07-20 , na, , na, , na,
2007-07-13 , na, , na, , na,
2007-07-06 , na, , na, , na,
2007-06-29 , na, , na, , na,
2007-06-22 , 200, 5 day avg , 1000, 1 day avg , na,
2007-06-15 , 263, 5 day avg , 250, 5 day avg , na,
2007-06-08 , 256, 5 day avg , 256, 5 day avg , na,
2007-06-01 , na, , na, , na,
2007-05-25 , na, , na, , na,
2007-05-18 , na, , na, , na,
2007-05-11 , na, , na, , na,
2007-05-04 , na, , na, , na,
2007-04-27 , na, , na, , na,
2007-04-20 , na, , 35, 2 day avg , na,
2007-04-13 , na, , na, , na,
2007-04-06 , na, , na, , na,
2007-03-30 , na, , na, , na,
2007-03-23 , na, , na, , na,
2007-03-16 , 145, 5 day avg , 155, 5 day avg , na,
2007-03-09 , 147, 5 day avg , 158, 5 day avg , na,
2007-03-02 , 230, 5 day avg , 230, 5 day avg , na,
2007-02-23 , na, , 4, 4 day avg , na,
2007-02-16 , 4, 5 day avg , na, , na,
2007-02-09 , na, , na, , na,
2007-02-02 , na, , na, , na,
2007-01-26 , na, , na, , na,
2007-01-19 , na, , na, , na,
2007-01-12 , na, , na, , na,
2007-01-05 , na, , na, , na,
2006-12-29 , na, , na, , na,
2006-12-22 , na, , 8, 3 day avg , na,
2006-12-15 , 1018, 5 day avg , 418, 5 day avg , na,
2006-12-08 , 788, 5 day avg , 1036, 5 day avg , na,
2006-12-01 , na, , na, , na,
2006-11-24 , 24, 4 day avg , na, , na,
2006-11-17 , 0, 5 day avg , na, , na,
2006-11-10 , na, , na, , na,
2006-11-03 , 2, 5 day avg , na, , na,
2006-10-27 , 100, 5 day avg , na, , na,
2006-10-20 , na, , na, , na,
2006-10-13 , na, , 18, 4 day avg , na,
2006-10-06 , na, , 30, 2 day avg , na,
2006-09-29 , 6, 5 day avg , na, , na,
2006-09-22 , 0, 5 day avg , na, , na,
2006-09-15 , na, , 2, 5 day avg , na,
2006-09-08 , 5, 4 day avg , 5, 4 day avg , na,
2006-09-01 , na, , na, , na,
2006-08-25 , na, , na, , na,
2006-08-18 , na, , na, , na,
2006-08-11 , na, , na, , na,
2006-08-04 , 107, 5 day avg , na, , na,
2006-07-28 , na, , na, , na,
2006-07-21 , na, , na, , na,
2006-07-14 , na, , na, , na,
2006-07-07 , na, , na, , na,
2006-06-30 , 3, 5 day avg , na, , na,
2006-06-23 , 200, 5 day avg , 1500, 1 day avg , na,
2006-06-16 , 1, 5 day avg , 1, 5 day avg , na,
2006-06-09 , na, , 11, 5 day avg , na,
2006-06-02 , 2, 4 day avg , 2, 4 day avg , na,
2006-05-26 , na, , 18, 4 day avg , na,
2006-05-19 , na, , na, , na,
2006-05-12 , na, , na, , na,
2006-05-05 , na, , na, , na,
2006-04-28 , na, , na, , na,
2006-04-21 , na, , na, , na,
2006-04-14 , na, , na, , na,
2006-04-07 , 45, 5 day avg , na, , na,
2006-03-31 , na, , na, , na,
2006-03-24 , 0, 5 day avg , na, , na,
2006-03-17 , 624, 5 day avg , 3035, 1 day avg , na,
2006-03-10 , 629, 5 day avg , 628, 5 day avg , na,
2006-03-03 , 35, 5 day avg , 44, 4 day avg , na,
2006-02-24 , 709, 4 day avg , na, , na,
2006-02-17 , 20, 5 day avg , na, , na,
2006-02-10 , 3, 5 day avg , na, , na,
2006-02-03 , 5, 5 day avg , na, , na,
2006-01-27 , 8, 5 day avg , na, , na,
2006-01-20 , na, , na, , na,
2006-01-13 , 107, 5 day avg , na, , na,
2006-01-06 , 34, 4 day avg , na, , na,
2005-12-30 , 34, 4 day avg , na, , na,
2005-12-23 , 0, 5 day avg , na, , na,
2005-12-16 , 292, 5 day avg , 401, 5 day avg , na,
2005-12-09 , 46, 5 day avg , 46, 5 day avg , na,
2005-12-02 , 91, 5 day avg , 92, 5 day avg , na,
2005-11-25 , 2, 4 day avg , 8, 4 day avg , na,
2005-11-18 , 1, 5 day avg , na, , na,
2005-11-11 , 0, 4 day avg , 41, 4 day avg , na,
2005-11-04 , 4, 5 day avg , 20, 5 day avg , na,
2005-10-28 , 62, 5 day avg , na, , na,
2005-10-21 , 28, 5 day avg , na, , na,
2005-10-14 , 10, 4 day avg , na, , na,
2005-10-07 , 13, 5 day avg , na, , na,
2005-09-30 , 3, 5 day avg , 98, 1 day avg , na,
2005-09-23 , 2, 5 day avg , na, , na,
2005-09-16 , 997, 5 day avg , 996, 5 day avg , na,
2005-09-09 , 133, 4 day avg , 209, 4 day avg , na,
2005-09-02 , 0, 5 day avg , na, , na,
2005-08-26 , 4, 5 day avg , na, , na,
2005-08-19 , 4, 5 day avg , 9, 5 day avg , na,
2005-08-12 , 1, 5 day avg , 3, 5 day avg , na,
2005-08-05 , 4, 5 day avg , na, , na,
2005-07-29 , 6, 5 day avg , na, , na,
2005-07-22 , 42, 5 day avg , 23, 2 day avg , na,
2005-07-15 , 31, 5 day avg , na, , na,
2005-07-08 , 8, 4 day avg , na, , na,
2005-07-01 , 7, 5 day avg , na, , na,
2005-06-24 , 32, 5 day avg , na, , na,
2005-06-17 , 91, 5 day avg , 349, 1 day avg , na,
2005-06-10 , 208, 5 day avg , 208, 5 day avg , na,
2005-06-03 , 229, 4 day avg , 278, 4 day avg , na,
2005-05-27 , 211, 5 day avg , 133, 5 day avg , na,
2005-05-20 , 78, 5 day avg , na, , na,
2005-05-13 , 169, 5 day avg , 3, 4 day avg , na,
2005-05-06 , 59, 5 day avg , na, , na,
2005-04-29 , 85, 5 day avg , na, , na,
2005-04-22 , 265, 5 day avg , na, , na,
2005-04-15 , 230, 5 day avg , na, , na,
2005-04-08 , 11, 5 day avg , na, , na,
2005-04-01 , 20, 5 day avg , na, , na,
2005-03-25 , 481, 4 day avg , na, , na,
2005-03-18 , 97, 5 day avg , 307, 1 day avg , na,
2005-03-11 , 944, 5 day avg , 1023, 5 day avg , na,
2005-03-04 , 1277, 5 day avg , 1403, 5 day avg , na,
2005-02-25 , 312, 4 day avg , 245, 4 day avg , na,
2005-02-18 , 73, 5 day avg , na, , na,
2005-02-11 , 59, 5 day avg , na, , na,
2005-02-04 , 202, 5 day avg , na, , na,
2005-01-28 , 29, 5 day avg , na, , na,
2005-01-21 , 257, 4 day avg , na, , na,
2005-01-14 , 50, 5 day avg , na, , na,
2005-01-07 , 26, 5 day avg , na, , na,
2004-12-31 , 2, 5 day avg , na, , na,
2004-12-24 , 1, 4 day avg , na, , na,
2004-12-17 , 176, 4 day avg , 270, 4 day avg , na,
2004-12-10 , 348, 5 day avg , 1487, 5 day avg , na,
2004-12-03 , 610, 5 day avg , 718, 5 day avg , na,
2004-11-26 , 1530, 4 day avg , na, , na,
2004-11-19 , 31, 5 day avg , na, , na,
2004-11-12 , 9, 4 day avg , na, , na,
2004-11-05 , 60, 5 day avg , 8, 5 day avg , na,
2004-10-29 , na, , 13, 5 day avg , na,
2004-10-22 , 3, 5 day avg , na, , na,
2004-10-15 , 43, 4 day avg , 5, 4 day avg , na,
2004-10-08 , 54, 5 day avg , na, , na,
2004-10-01 , 4, 5 day avg , 14, 5 day avg , na,
2004-09-24 , 155, 5 day avg , 9, 3 day avg , na,
2004-09-17 , 198, 4 day avg , 19, 2 day avg , na,
2004-09-10 , 1223, 4 day avg , 1335, 4 day avg , na,
2004-09-03 , 923, 5 day avg , 73, 5 day avg , na,
2004-08-27 , 27, 5 day avg , 27, 5 day avg , na,
2004-08-20 , 79, 5 day avg , na, , na,
2004-08-13 , 28, 5 day avg , na, , na,
2004-08-06 , 29, 5 day avg , na, , na,
2004-07-30 , 2, 5 day avg , na, , na,
2004-07-23 , 9, 5 day avg , na, , na,
2004-07-16 , 42, 5 day avg , na, , na,
2004-07-09 , 95, 4 day avg , na, , na,
2004-07-02 , 413, 5 day avg , na, , na,
2004-06-25 , 40, 5 day avg , 11, 3 day avg , na,
2004-06-18 , 151, 5 day avg , 935, 1 day avg , na,
2004-06-11 , 804, 5 day avg , 902, 5 day avg , na,
2004-06-04 , 575, 4 day avg , 344, 4 day avg , na,
2004-05-28 , 77, 5 day avg , 195, 5 day avg , na,
2004-05-21 , 239, 5 day avg , 200, 5 day avg , na,
2004-05-14 , 182, 5 day avg , na, , na,
2004-05-07 , 289, 5 day avg , na, , na,
2004-04-30 , 252, 5 day avg , 0, 5 day avg , na,
2004-04-23 , 181, 5 day avg , na, , na,
2004-04-16 , 36, 5 day avg , na, , na,
2004-04-09 , na, , na, , na,
2004-04-02 , 165, 5 day avg , na, , na,
2004-03-26 , 4, 5 day avg , na, , na,
2004-03-19 , 114, 5 day avg , 8, 4 day avg , na,
2004-03-12 , 1026, 5 day avg , 1100, 5 day avg , na,
2004-03-05 , 391, 5 day avg , 766, 5 day avg , na,
2004-02-27 , 297, 5 day avg , 203, 5 day avg , na,
2004-02-20 , 219, 4 day avg , 88, 4 day avg , na,
2004-02-13 , 38, 5 day avg , na, , na,
2004-02-06 , 76, 5 day avg , na, , na,
2004-01-30 , 98, 5 day avg , na, , na,
2004-01-23 , 109, 4 day avg , na, , na,
2004-01-16 , 30, 5 day avg , na, , na,
2004-01-09 , 263, 5 day avg , na, , na,
2004-01-02 , 62, 4 day avg , na, , na,
2003-12-26 , 156, 4 day avg , na, , na,
2003-12-19 , 73, 1 day avg , 226, 5 day avg , 1, 3 day avg
2003-12-12 , 445, 5 day avg , 479, 5 day avg , na,
2003-12-05 , 530, 5 day avg , 552, 5 day avg , na,
2003-11-28 , 271, 4 day avg , 240, 4 day avg , na,
2003-11-21 , 276, 5 day avg , 102, 5 day avg , na,
2003-11-14 , 6, 4 day avg , na, , na,
2003-11-07 , 17, 5 day avg , na, , na,
2003-10-31 , 11, 5 day avg , na, , na,
2003-10-24 , 6, 5 day avg , na, , na,
2003-10-17 , 31, 4 day avg , na, , na,
2003-10-10 , 32, 5 day avg , na, , na,
2003-10-03 , 20, 5 day avg , na, , na,
2003-09-26 , 95, 5 day avg , na, , na,
2003-09-19 , 323, 5 day avg , 1522, 1 day avg , na,
2003-09-12 , 261, 5 day avg , 289, 5 day avg , na,
2003-09-05 , 324, 4 day avg , 328, 4 day avg , na,
2003-08-29 , 324, 5 day avg , 177, 5 day avg , na,
2003-08-22 , 307, 5 day avg , 250, 5 day avg , na,
2003-08-15 , 62, 5 day avg , na, , na,
2003-08-08 , 499, 5 day avg , na, , na,
2003-08-01 , 55, 5 day avg , na, , na,
2003-07-25 , 4, 5 day avg , na, , na,
2003-07-18 , 113, 5 day avg , na, , na,
2003-07-11 , 108, 5 day avg , na, , na,
2003-07-04 , 95, 4 day avg , na, , na,
2003-06-27 , 32, 5 day avg , na, , na,
2003-06-20 , 142, 5 day avg , 332, 1 day avg , na,
2003-06-13 , 468, 5 day avg , 483, 5 day avg , na,
2003-06-06 , 309, 5 day avg , 296, 5 day avg , na,
2003-05-30 , 45, 4 day avg , 27, 4 day avg , na,
2003-05-23 , 40, 5 day avg , na, , na,
2003-05-16 , 64, 5 day avg , na, , na,
2003-05-09 , 28, 5 day avg , na, , na,
2003-05-02 , 229, 5 day avg , 0, 4 day avg , na,
2003-04-25 , 171, 5 day avg , na, , na,
2003-04-18 , 998, 4 day avg , na, , na,
2003-04-11 , 257, 5 day avg , na, , na,
2003-04-04 , 81, 5 day avg , na, , na,
2003-03-28 , 184, 5 day avg , na, , na,
2003-03-21 , 637, 5 day avg , 1484, 1 day avg , na,
2003-03-14 , 94, 5 day avg , 328, 5 day avg , na,
2003-03-07 , 563, 5 day avg , 601, 5 day avg , na,
2003-02-28 , 53, 5 day avg , 40, 5 day avg , na,
2003-02-21 , 503, 4 day avg , 181, 4 day avg , na,
2003-02-14 , 540, 5 day avg , 28, 5 day avg , na,
2003-02-07 , 172, 5 day avg , 780, 4 day avg , na,
2003-01-31 , 190, 5 day avg , na, , na,
2003-01-24 , 118, 4 day avg , na, , na,
2003-01-17 , 239, 5 day avg , na, , na,
2003-01-10 , 232, 5 day avg , na, , na,
2003-01-03 , 180, 4 day avg , na, , na,
2002-12-27 , 19, 4 day avg , na, , na,
2002-12-20 , 154, 5 day avg , 427, 1 day avg , na,
2002-12-13 , 73, 5 day avg , 95, 5 day avg , na,
2002-12-06 , 276, 5 day avg , 272, 5 day avg , na,
2002-11-29 , 61, 4 day avg , 54, 4 day avg , na,
2002-11-22 , 304, 5 day avg , 278, 5 day avg , na,
2002-11-15 , 247, 4 day avg , na, , na,
2002-11-08 , 74, 5 day avg , na, , na,
2002-11-01 , 135, 5 day avg , na, , na,
2002-10-25 , 85, 5 day avg , na, , na,
2002-10-18 , 140, 4 day avg , na, , na,
2002-10-11 , 104, 5 day avg , na, , na,
2002-10-04 , 273, 5 day avg , na, , na,
2002-09-27 , 129, 5 day avg , na, , na,
2002-09-20 , 195, 5 day avg , 201, 4 day avg , na,
2002-09-13 , 262, 5 day avg , 369, 5 day avg , na,
2002-09-06 , 98, 4 day avg , 435, 4 day avg , na,
2002-08-30 , 245, 5 day avg , 287, 5 day avg , na,
2002-08-23 , 141, 5 day avg , 10, 5 day avg , na,
2002-08-16 , 194, 5 day avg , na, , na,
2002-08-09 , 288, 5 day avg , na, , na,
2002-08-02 , 436, 5 day avg , na, , na,
2002-07-26 , 598, 5 day avg , na, , na,
2002-07-19 , 379, 5 day avg , na, , na,
2002-07-12 , 180, 5 day avg , na, , na,
2002-07-05 , 200, 4 day avg , na, , na,
2002-06-28 , 375, 5 day avg , na, , na,
2002-06-21 , 1792, 1 day avg , na, , na,
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