E C O N S T A T S TM
.
spot   EIA daily
energy
spot prices 		EIA weekly
petroleum
stocks & prodn 		EIA weekly
natural gas
stocks
S
P
O
T
EIA Monthly
Energy Review 		wholesale
electricity 		Steel_spot
Metal_Eng Metal_Lon Cocoa
Malay Rubber
USA   CBOT
settle price 		CBOT
close price
volume open int 		CCX D
E
R
I
V
A
T
I
V
E
S
CME ONEchic CBOE
NYBOT NYMEX COMEX
CFTC COT KCBT BOX
MGEmin ROFEX
Americas   BM&F BdCer MexDer
MontX WCEwin
England   IPE_ICE LIFFE LME
Euro Afri   BCE EUREX EuroNext
MATIF SAFEX ECEX
DME
Japan   c-com Chubu FFE KANEX
c-com OSAMEX TGE TIFFE TFX
TOCOM Yoko
India   NCDEX NMCEIL (nmce) MCX
Far East   HKEx kofex krx SFE
SGX SHFE SICOM
TAIFEX ZCE
CBOT
close price
volume open int - Chicago Board of Trade - close | volume | open interest
Agriculture
  (C) Corn . pit 185924 (ZC) Corn . elec 86335 (YC) mini-sized Corn . pit 29824 (___) mini-sized Corn . elec 3986 (S) Soybeans . pit 100892
(ZS) Soybeans . elec 31344 (YK) mini-sized Soybeans . pit 29376 (___) mini-sized Soybeans . elec 4334 (BO) Soybean Oil . pit 61688 (ZL) Soybean Oil . elec 26878
(SM) Soybean Meal . pit 208788 (ZM) Soybean Meal . elec 57508 (BCX) Soybean Crush . pit 0 (___) Soybean Crush . elec 0 (BS) South American Soybeans . pit 2154
(ZK) South American Soybeans . elec 786 (W) Wheat . pit 75340 (ZW) Wheat . elec 25138 (YW) mini-sized Wheat . pit 22286 (___) mini-sized Wheat . elec 2980
(AC) Ethanol . pit 26736 (ZE) Ethanol . elec 13409 (___) Ethanol Forward Month Swa . pit 0 (___) Ethanol Forward Month Swa . elec 0 (FZE) Ethanol Forward Month Swa . otc 0
(___) Ethanol Previous Month Sw . pit 0 (___) Ethanol Previous Month Sw . elec 0 (PZE) Ethanol Previous Month Sw . otc 0 (O) Oats . pit 55348 (ZO) Oats . elec 10035
(RR) Rough Rice . pit 42552 (ZR) Rough Rice . elec 12667
Interest Rates
  (US) 30y U.S. Treasury Bon . pit 25370 (ZB) 30y U.S. Treasury Bon . elec 12645 (TY) 10y U.S. Treasury Not . pit 1470 (ZN) 10y U.S. Treasury Not . elec 1470 (YN) Mini 10y U.S. Treasur . pit 0
(YN) Mini 10y U.S. Treasur . elec 0 (FV) 5y U.S. Treasury Note . pit 1416 (ZF) 5y U.S. Treasury Note . elec 0 (TU) 2y U.S. Treasury Note . pit 1232 (ZT) 2y U.S. Treasury Note . elec 0
(NI) 10y Int Rate Swa . pit 5474 (SR) 10y Int Rate Swa . elec 4485 (NG) 5y Int Rate Swap . pit 4822 (SA) 5y Int Rate Swap . elec 12667 (___) mini-sized Eurodollar . pit 0
(YE) mini-sized Eurodollar . elec 38124 (FF) 30 Day Fed Funds . pit 53050 (ZQ) 30 Day Fed Funds . elec 37503 (___) Fed Binary . pit 0 (___) Fed Binary . elec 0
(DN) 10y Agency Notes . pit 0 (AN) 10y Agency Notes . elec 0 () 5y Agency Notes . pit 0 () 5y Agency Notes . elec 0 (MB) Muni Bond Index . pit 0
(ZQ) Muni Bond Index . elec 0 (GBL) Euro Bund (Bundesanleihen . elec 0 (GBM) Euro Bobl . elec 0 (GBS) Euro Schatz . elec 0
Equity Indices
  (___) mini-sized Dow ($5) . pit 0 (YM) mini-sized Dow ($5) . elec 8599 (DJ) DJIA ($10) . pit 1130 (ZD) DJIA ($10) . elec 0 (___) BIG Dow DJIA $25 . pit 0
(DD) BIG Dow DJIA $25 . elec 1436 (TM) DJ US Total Market Index . 0 (___) DJ AIG Comm I . pit 0 (AI) DJ AIG Comm I . elec 0 (___) DJ-AIG Comm I . pit 0
(ER) DJ-AIG Comm I . elec 1772 (DQ) DJ Trans . pit 0 (DT) DJ Trans . elec 0 (DR) DJ Util Futur . pit 0 (DU) DJ Util Futur . elec 0
DJ U.S. Real E
  (RE) tate Index . elec 0
Metals
  (___) 100 oz Gold . pit 0 (ZG) 100 oz Gold . elec 23712 (___) CBOT mini-sized Gold . pit 0 (YG) CBOT mini-sized Gold . elec 37086 (___) 5,000 oz Silver . pit 0
(ZI) 5,000 oz Silver . elec 28354 (___) CBOT mini-sized Silver . pit 2094 (YI) CBOT mini-sized Silver . elec 0 (AG) 1,000 oz Silver (1985-200 . pit 55962 (AG) 1,000 oz Silver (1985-200 . elec 57920
(PA) Palladium . pit 0 (PL) Platinum . pit 0 (HG) Copper . pit 0
etc.
Frequency :
Day End of ... week mon qtr year
PVO
Closing Price Volume Open Interest
Derivatives Class :
Futures Options Other Derivatives

[ 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 : 73
Column ( 2) 5 Year Interest Rate Swap ( pit) maturity 2. 2nd maturity . Number of observations : 62
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

5 Year Interest Rate Swap ( pit) . Futures . Average Open Interest 
             , 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 Open Int ,,     Avg daily Open Int ,,     Avg daily Open Int ,
2008-06      ,      17307,  11 day avg ,      37733,  11 day avg ,         na,   0 day avg 
2008-05      ,      34245,  21 day avg ,        731,   4 day avg ,         na,   0 day avg 
2008-04      ,      19387,  22 day avg ,         na,   0 day avg ,         na,   0 day avg 
2008-03      ,      13572,  20 day avg ,      16006,  11 day avg ,         na,   0 day avg 
2008-02      ,      17094,  20 day avg ,        195,   9 day avg ,         na,   6 day avg 
2008-01      ,      16127,  21 day avg ,         na,   4 day avg ,         na,   4 day avg 
2007-12      ,      16386,  20 day avg ,       7042,  11 day avg ,         na,   0 day avg 
2007-11      ,      16926,  20 day avg ,        411,   7 day avg ,         na,   0 day avg 
2007-10      ,      14661,  22 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-09      ,      17589,  19 day avg ,       5657,  10 day avg ,         na,   0 day avg 
2007-08      ,      32890,  23 day avg ,       1000,   4 day avg ,         na,   0 day avg 
2007-07      ,      23407,  21 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-06      ,      18133,  21 day avg ,       8593,  12 day avg ,         na,   0 day avg 
2007-05      ,      27192,  22 day avg ,        110,  22 day avg ,         na,   0 day avg 
2007-04      ,      25006,  21 day avg ,         69,   8 day avg ,         na,   0 day avg 
2007-03      ,      18471,  22 day avg ,      10573,  13 day avg ,         na,   0 day avg 
2007-02      ,      23960,  19 day avg ,        523,  19 day avg ,         na,   0 day avg 
2007-01      ,      25066,  21 day avg ,         25,  21 day avg ,         na,   0 day avg 
2006-12      ,      24790,  20 day avg ,       6874,  18 day avg ,         na,   0 day avg 
2006-11      ,      30239,  21 day avg ,        476,  21 day avg ,         na,   0 day avg 
2006-10      ,      28574,  21 day avg ,        111,  18 day avg ,         na,   0 day avg 
2006-09      ,      13679,  20 day avg ,       3930,  11 day avg ,         na,   0 day avg 
2006-08      ,      13236,  23 day avg ,        150,   4 day avg ,         na,   0 day avg 
2006-07      ,       8710,  20 day avg ,         na,   0 day avg ,         na,   0 day avg 
2006-06      ,       5206,  22 day avg ,       1421,  13 day avg ,         na,   0 day avg 
2006-05      ,       4657,  22 day avg ,         72,   6 day avg ,         na,   0 day avg 
2006-04      ,       4901,  19 day avg ,         na,   0 day avg ,         na,   0 day avg 
2006-03      ,       6591,  23 day avg ,       1522,   9 day avg ,         na,   0 day avg 
2006-02      ,      11910,  19 day avg ,          1,   1 day avg ,         na,   0 day avg 
2006-01      ,      11565,  20 day avg ,         na,   0 day avg ,         na,   0 day avg 
2005-12      ,       8672,  21 day avg ,       7638,  13 day avg ,         na,   0 day avg 
2005-11      ,      13334,  20 day avg ,        339,  20 day avg ,         na,   0 day avg 
2005-10      ,      14128,  20 day avg ,         70,  20 day avg ,         na,   0 day avg 
2005-09      ,       8723,  21 day avg ,       8292,  13 day avg ,         na,   0 day avg 
2005-08      ,      13103,  23 day avg ,        153,  23 day avg ,         na,   0 day avg 
2005-07      ,      12052,  20 day avg ,         46,   7 day avg ,         na,   0 day avg 
2005-06      ,       8424,  22 day avg ,       9765,   9 day avg ,         na,   0 day avg 
2005-05      ,      12443,  21 day avg ,       2205,  15 day avg ,         na,   0 day avg 
2005-04      ,      12846,  21 day avg ,         na,   0 day avg ,         na,   0 day avg 
2005-03      ,      10536,  22 day avg ,      10282,  10 day avg ,         na,   0 day avg 
2005-02      ,      14046,  19 day avg ,        480,  19 day avg ,         na,   0 day avg 
2005-01      ,      13706,  20 day avg ,        121,  20 day avg ,         na,   0 day avg 
2004-12      ,       9437,  21 day avg ,       4562,  21 day avg ,         na,   0 day avg 
2004-11      ,       6097,  20 day avg ,        368,  20 day avg ,         na,   0 day avg 
2004-10      ,       6217,  20 day avg ,         64,  20 day avg ,         na,   0 day avg 
2004-09      ,       5292,  20 day avg ,       1516,  16 day avg ,         na,   0 day avg 
2004-08      ,       8788,  22 day avg ,         95,  22 day avg ,         na,   0 day avg 
2004-07      ,       7869,  21 day avg ,         32,  21 day avg ,         na,   0 day avg 
2004-06      ,       5192,  22 day avg ,       2428,  16 day avg ,         na,   0 day avg 
2004-05      ,       6213,  20 day avg ,        325,  20 day avg ,         na,   0 day avg 
2004-04      ,       6156,  21 day avg ,          1,  21 day avg ,         na,   0 day avg 
2004-03      ,       4677,  23 day avg ,       1522,  22 day avg ,         na,   0 day avg 
2004-02      ,       5535,  19 day avg ,        220,  19 day avg ,         na,   0 day avg 
2004-01      ,       5385,  20 day avg ,         na,  20 day avg ,         na,   0 day avg 
2003-12      ,       3723,  18 day avg ,       2629,  22 day avg ,         na,   3 day avg 
2003-11      ,       5253,  18 day avg ,        264,  18 day avg ,         na,   0 day avg 
2003-10      ,       5472,  22 day avg ,          3,   3 day avg ,         na,   0 day avg 
2003-09      ,       3608,  21 day avg ,       3303,  10 day avg ,         na,   0 day avg 
2003-08      ,       3916,  21 day avg ,       1420,  10 day avg ,         na,   0 day avg 
2003-07      ,       4024,  22 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-06      ,       3096,  21 day avg ,       1581,  11 day avg ,         na,   0 day avg 
2003-05      ,       4972,  21 day avg ,          9,  21 day avg ,         na,   0 day avg 
2003-04      ,       5241,  21 day avg ,         na,   2 day avg ,         na,   0 day avg 
2003-03      ,       3365,  21 day avg ,       4365,  11 day avg ,         na,   0 day avg 
2003-02      ,       3583,  19 day avg ,       2078,  18 day avg ,         na,   0 day avg 
2003-01      ,       3161,  21 day avg ,         na,   0 day avg ,         na,   0 day avg 
2002-12      ,       1848,  21 day avg ,       1896,  11 day avg ,         na,   0 day avg 
2002-11      ,       3110,  19 day avg ,        425,  19 day avg ,         na,   0 day avg 
2002-10      ,       3503,  22 day avg ,         na,  22 day avg ,         na,   0 day avg 
2002-09      ,       2325,  20 day avg ,       1090,  19 day avg ,         na,   0 day avg 
2002-08      ,       2394,  22 day avg ,        144,  10 day avg ,         na,   0 day avg 
2002-07      ,       1958,  22 day avg ,         na,   0 day avg ,         na,   0 day avg 
2002-06      ,       1154,   6 day avg ,         na,   0 day avg ,         na,   0 day avg