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
settle price - Chicago Board of Trade - Settlement Prices
Agriculture
  (C) Corn . 18356 (YC) mini-sized Corn . 17792 (S) Soybeans . 21106 (YK) mini-sized Soybeans . 17778 (BO) Soybean Oil . 25196
(SM) Soybean Meal . 25192 (BS) South American Soybeans . 6156 (W) Wheat . 15824 (YW) mini-sized Wheat . 13620 (AC) Ethanol . 12630
(FZE) Ethanol Forward Month Swa . 1820 (PZE) Ethanol Previous Month Sw . 1072 (O) Oats . 18916 (RR) Rough Rice . 11328
Interest Rates
  (US) 30y U.S. Treasury Bon . 8100 (TY) 10y U.S. Treasury Not . 7998 (YN) Mini 10y U.S. Treasur . 2328 (FV) 5y U.S. Treasury Note . 7926 (TU) 2y U.S. Treasury Note . 7832
(NI) 10y Int Rate Swa . 4858 (NG) 5y Int Rate Swap . 4860 (___) mini-sized Eurodollar . 23470 (FF) 30 Day Fed Funds . 38504 (___) Fed Binary . 1204
(DN) 10y Agency Notes . 340 () 5y Agency Notes . 300 (GBL) Euro Bund (Bundesanleihen . 1470 (GBM) Euro Bobl . 1470 (GBS) Euro Schatz . 1472
Equity Indices
  (YM) mini-sized Dow ($5) . 8752 (DJ) DJIA ($10) . 8766 (DD) BIG Dow DJIA $25 . 1844 (TM) DJ US Total Market Index . 1248 (AI) DJ AIG Comm I . 4308
(ER) DJ-AIG Comm I . 1520
Metals
  (___) 100 oz Gold . 22588 (YG) CBOT mini-sized Gold . 30766 (ZI) 5,000 oz Silver . 22590 (YI) CBOT mini-sized Silver . 30854
not sorted
  31 . 3930 50 . 36 52 . 0 53 . 0 73 . 468
74 . 468 75 . 468 76 . 562 I3 . 72 JR . 96
. 0 57 . 0 54 . 0 60 . 0 42 . 1748
65 . 2880 WI . 1086 55 . 0
Frequency :
Day End of ... week mon qtr year
PVO
Settlement Price
Derivatives Class :
Futures Options Other Derivatives

5 Year Interest Rate Swap.
Column ( 1) 5 Year Interest Rate Swap maturity 1. Nearest maturity . Number of observations : 15
Column ( 2) 5 Year Interest Rate Swap maturity 2. 2nd maturity . Number of observations : 15
Column ( 3) 5 Year Interest Rate Swap maturity 3. 3rd maturity . Number of observations : 15
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 jun 20, 10:43 pm

5 Year Interest Rate Swap . Futures . Settlement Price 
             , 5 Year Interest Rate   ,, 5 Year Interest Rate   ,, 5 Year Interest Rate   ,
             , Swap                   ,, Swap                   ,, Swap                   ,
             , 5 Year Interest Rate   ,, 2nd nearest expn       ,, Third nearest expn     ,
             , Swap; Nearest expirati ,,                        ,,                        ,
             , on                     ,,                        ,,                        ,
             ,      Nov2003 to Jun2008,,      Nov2003 to Jun2008,,      Nov2003 to Jun2008,
End of       ,                        ,,                        ,,                        ,
2008.2       ,         105287, 2008-06 ,         105120, 2008-09 ,         105120, 2008-12 
2008.1       ,                    na,  ,                    na,  ,                    na,  
2007.4       ,                    na,  ,                    na,  ,                    na,  
2007.3       ,                    na,  ,                    na,  ,                    na,  
2007.2       ,                    na,  ,                    na,  ,                    na,  
2007.1       ,         103000, 2007-03 ,         103005, 2007-06 ,         103005, 2007-09 
2006.4       ,         103310, 2007-03 ,         104020, 2007-06 ,         104020, 2007-09 
2006.3       ,         104030, 2006-12 ,         104030, 2007-03 ,         104030, 2007-06 
2006.2       ,         101155, 2006-09 ,         101155, 2006-12 ,         101155, 2007-03 
2006.1       ,         103010, 2006-06 ,         103010, 2006-09 ,         103010, 2006-12 
2005.4       ,         104275, 2006-03 ,         104275, 2006-06 ,         104275, 2006-09 
2005.3       ,         105245, 2005-12 ,         105215, 2006-03 ,         105245, 2006-06 
2005.2       ,         108050, 2005-09 ,         108035, 2005-12 ,         108035, 2006-03 
2005.1       ,         105225, 2005-06 ,         105225, 2005-09 ,         105225, 2005-12 
2004.4       ,         108130, 2005-03 ,         107300, 2005-06 ,         107300, 2005-09 
2004.3       ,         109105, 2004-12 ,         108225, 2005-03 ,         107195, 2005-06 
2004.2       ,         106250, 2004-09 ,         105280, 2004-12 ,         106095, 2005-03 
2004.1       ,         112050, 2004-06 ,         111080, 2004-09 ,         111080, 2004-12 
2003.4       ,         109280, 2004-03 ,         108280, 2004-06 ,         108280, 2004-09