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CME - Chicago Mercantile Exchange - Commmodities Interest Rates
(fc) Feeder Cattle . 25862 (lc) Live Cattle . 11625 (bb) Boneless Beef . 9330 (tr) Boneless Beef Trimmi . 0
(lh) Lean Hogs . 27116 (pb) Frozen Pork Bellies . 15179 (dc) Cheddar Cheese . 242 (da) Milk Class III BFP . 63958
(dk) Milk Class IV . 33452 (db) Butter . 20771 (nf) Non-fat dry milk . 32171 () Midsize Milk Options . 2610
(lb) Random-Length Lumber . 30864 (bd) Oriented Strand Boar . 9378 (dp) DAP Fertilzer Diammo . 7276 (ul) UAN Fertilizer (Urea . 7309
(uf) Urea Fertilizer . 7196 (bz) Benzene . 1577 (et) Ethanol . 16128 (lc) Feeder Cattle2 . 0
(ed) Eurodollar . 187044 (ey) Euroyen . 90081 (ft) Federal Funds Rate . 0 (tb) 13 week Treasury Bil . 394
(q5) 5 Year Ed Bundle . 2164 (sw0) 10 year swap . 2150 (sw2) 2 year swap . 2150 (sw5) 5 year swap . 2150
(em) One-Month LIBOR . 67978 (el) EuroYen LIBOR . 43299 (cet) 91 day CETES Mexico . 4684 (tie) 28 Day TIIE Mexico . 18556
(jb) Japanese Government . 6862 (at) Argentine FRB Bond . 7610 (bf) Brazilian C Bond . 14059 (be) Brazilian EI Bond . 9540
(mn) Mexican Par Bond . 9358 (ts) 91 Day Mexican Treas . 4728 (te) 28 Day Mexican Int. . 7354
Frequency :
Day End of ... week mon qtr year
PVO
Settlement Price Volume Open Interest
Derivatives Class :
Futures Options Other Derivatives

One-Month LIBOR.
Column ( 1) One-Month LIBOR maturity 1. Nearest maturity . Number of observations : 34
Column ( 2) One-Month LIBOR maturity 2. 2nd maturity . Number of observations : 34
Column ( 3) One-Month LIBOR maturity 3. 3rd maturity . Number of observations : 34
Column ( 4) One-Month LIBOR maturity 4. 4th maturity . Number of observations : 34
Column ( 5) One-Month LIBOR maturity 5. 5th maturity . Number of observations : 34
Column ( 6) One-Month LIBOR maturity 6. 6th maturity . Number of observations : 34
Column ( 7) One-Month LIBOR maturity 7. 7th maturity . Number of observations : 34
Column ( 8) One-Month LIBOR maturity 8. 8th maturity . Number of observations : 34
Column ( 9) One-Month LIBOR maturity 9. 9th maturity . Number of observations : 34
Column ( 10) One-Month LIBOR maturity 10. 10th maturity . Number of observations : 34
Column ( 11) One-Month LIBOR maturity 11. 11th maturity . Number of observations : 34
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 29, 9:01 am

One-Month LIBOR . Futures . Settlement Price 
                    , One-Month LIBOR        ,, One-Month LIBOR        ,, One-Month LIBOR        ,, One-Month LIBOR        ,, One-Month LIBOR        ,, One-Month LIBOR        ,, One-Month LIBOR        ,, One-Month LIBOR        ,, One-Month LIBOR        ,, One-Month LIBOR        ,, One-Month LIBOR        ,
                    , One-Month LIBOR1st     ,, One-Month LIBOR2nd     ,, One-Month LIBOR3rd     ,, One-Month LIBOR4th     ,, One-Month LIBOR5th     ,, One-Month LIBOR6th     ,, One-Month LIBOR7th     ,, One-Month LIBOR8th     ,, One-Month LIBOR9th     ,, One-Month LIBOR10th    ,, One-Month LIBOR11th    ,
                    , One-Month LIBOR; Neare ,, 2nd nearest expn       ,, Third nearest expn     ,, Fourth nearest expn    ,, Fifth nearest expn     ,, Sixth nearest expn     ,, Seventh nearest expn   ,, Eighth nearest expn    ,, Ninth nearest expn     ,, Tenth nearest expn     ,, Eleventh nearest expn  ,
                    , st expiration          ,,                        ,,                        ,,                        ,,                        ,,                        ,,                        ,,                        ,,                        ,,                        ,,                        ,
                    ,  Jan.2001 to May.8.2009,,  Jan.2001 to May.8.2009,,  Jan.2001 to May.8.2009,,  Jan.2001 to May.8.2009,,  Jan.2001 to May.8.2009,,  Jan.2001 to May.8.2009,,  Jan.2001 to May.8.2009,,  Jan.2001 to May.8.2009,,  Jan.2001 to May.8.2009,,  Jan.2001 to May.8.2009,,  Jan.2001 to May.8.2009,
End of           ,                        ,,                        ,,                        ,,                        ,,                        ,,                        ,,                        ,,                        ,,                        ,,                        ,,                        ,
2009.2              ,         99.643, 2009-05 ,         99.605, 2009-06 ,         99.575, 2009-07 ,         99.505, 2009-08 ,         99.470, 2009-09 ,         99.408, 2009-10 ,         99.355, 2009-11 ,         99.037, 2009-12 ,         99.165, 2010-01 ,         99.135, 2010-02 ,         98.980, 2010-03 
2009.1              ,         99.495, 2009-04 ,         99.452, 2009-05 ,         99.410, 2009-06 ,         99.327, 2009-07 ,         99.275, 2009-08 ,         99.243, 2009-09 ,         99.185, 2009-10 ,         99.143, 2009-11 ,         98.935, 2009-12 ,         99.020, 2010-01 ,         98.995, 2010-02 
2008.4              ,         99.582, 2009-01 ,         99.560, 2009-02 ,         99.423, 2009-03 ,         99.287, 2009-04 ,         99.245, 2009-05 ,         99.140, 2009-06 ,         99.103, 2009-07 ,         99.020, 2009-08 ,         98.957, 2009-09 ,         98.895, 2009-10 ,         98.855, 2009-11 
2008.3              ,         96.340, 2008-10 ,         96.430, 2008-11 ,         96.100, 2008-12 ,         96.942, 2009-01 ,         97.055, 2009-02 ,         97.118, 2009-03 ,         97.105, 2009-04 ,         97.150, 2009-05 ,         97.100, 2009-06 ,         97.065, 2009-07 ,         97.043, 2009-08 
2008.2              ,         97.533, 2008-07 ,         97.425, 2008-08 ,         97.300, 2008-09 ,         97.240, 2008-10 ,         97.143, 2008-11 ,         96.875, 2008-12 ,         97.000, 2009-01 ,         96.970, 2009-02 ,         96.855, 2009-03 ,         96.775, 2009-04 ,         96.743, 2009-05 
2008.1              ,         97.448, 2008-04 ,         97.665, 2008-05 ,         97.775, 2008-06 ,         97.865, 2008-07 ,         97.938, 2008-08 ,         97.993, 2008-09 ,         98.015, 2008-10 ,         97.997, 2008-11 ,         97.838, 2008-12 ,         97.945, 2009-01 ,         97.940, 2009-02 
2007.4              ,         95.535, 2008-01 ,         95.683, 2008-02 ,         95.850, 2008-03 ,         95.938, 2008-04 ,         96.015, 2008-05 ,         96.198, 2008-06 ,         96.357, 2008-07 ,         96.473, 2008-08 ,         96.548, 2008-09 ,         96.595, 2008-10 ,         96.625, 2008-11 
2007.3              ,         94.923, 2007-10 ,         95.090, 2007-11 ,         95.043, 2007-12 ,         95.300, 2008-01 ,         95.393, 2008-02 ,         95.500, 2008-03 ,         95.550, 2008-04 ,         95.588, 2008-05 ,         95.643, 2008-06 ,         95.677, 2008-07 ,         95.702, 2008-08 
2007.2              ,         94.683, 2007-07 ,         94.683, 2007-08 ,         94.695, 2007-09 ,         94.705, 2007-10 ,         94.728, 2007-11 ,         94.720, 2007-12 ,         94.762, 2008-01 ,         94.780, 2008-02 ,         94.810, 2008-03 ,         94.827, 2008-04 ,         94.842, 2008-05 
2007.1              ,         94.683, 2007-04 ,         94.692, 2007-05 ,         94.728, 2007-06 ,         94.768, 2007-07 ,         94.808, 2007-08 ,         94.893, 2007-09 ,         94.950, 2007-10 ,         95.033, 2007-11 ,         95.082, 2007-12 ,         95.162, 2008-01 ,         95.210, 2008-02 
2006.4              ,         94.677, 2007-01 ,         94.683, 2007-02 ,         94.695, 2007-03 ,         94.710, 2007-04 ,         94.738, 2007-05 ,         94.770, 2007-06 ,         94.802, 2007-07 ,         94.835, 2007-08 ,         94.893, 2007-09 ,         94.940, 2007-10 ,         95.000, 2007-11 
2006.3              ,         94.675, 2006-10 ,         94.675, 2006-11 ,         94.637, 2006-12 ,         94.710, 2007-01 ,         94.738, 2007-02 ,         94.808, 2007-03 ,         94.845, 2007-04 ,         94.893, 2007-05 ,         94.952, 2007-06 ,         95.000, 2007-07 ,         95.043, 2007-08 
2006.2              ,         94.615, 2006-07 ,         94.525, 2006-08 ,         94.473, 2006-09 ,         94.457, 2006-10 ,         94.455, 2006-11 ,         94.405, 2006-12 ,         94.452, 2007-01 ,         94.455, 2007-02 ,         94.457, 2007-03 ,         94.470, 2007-04 ,         94.480, 2007-05 
2006.1              ,         95.098, 2006-04 ,         94.967, 2006-05 ,         94.878, 2006-06 ,         94.820, 2006-07 ,         94.793, 2006-08 ,         94.762, 2006-09 ,         94.753, 2006-10 ,         94.757, 2006-11 ,         94.730, 2006-12 ,         94.780, 2007-01 ,         94.793, 2007-02 
2005.4              ,         95.510, 2006-01 ,         95.435, 2006-02 ,         95.313, 2006-03 ,         95.223, 2006-04 ,         95.190, 2006-05 ,         95.177, 2006-06 ,         95.160, 2006-07 ,         95.150, 2006-08 ,         95.152, 2006-09 ,         95.173, 2006-10 ,         95.180, 2006-11 
2005.3              ,         96.012, 2005-10 ,         95.900, 2005-11 ,         95.680, 2005-12 ,         95.635, 2006-01 ,         95.570, 2006-02 ,         95.510, 2006-03 ,         95.460, 2006-04 ,         95.435, 2006-05 ,         95.420, 2006-06 ,         95.410, 2006-07 ,         95.405, 2006-08 
2005.2              ,         96.570, 2005-07 ,         96.425, 2005-08 ,         96.250, 2005-09 ,         96.160, 2005-10 ,         96.130, 2005-11 ,         95.995, 2005-12 ,         96.020, 2006-01 ,         95.995, 2006-02 ,         96.045, 2006-03 ,         96.015, 2006-04 ,         95.955, 2006-05 
2005.1              ,         96.978, 2005-04 ,         96.860, 2005-05 ,         96.690, 2005-06 ,         96.475, 2005-07 ,         96.345, 2005-08 ,         96.160, 2005-09 ,         96.040, 2005-10 ,         95.955, 2005-11 ,         95.800, 2005-12 ,         95.755, 2006-01 ,         95.680, 2006-02 
2004.4              ,         97.527, 2005-01 ,         97.415, 2005-02 ,         97.220, 2005-03 ,         97.105, 2005-04 ,         97.005, 2005-05 ,         96.915, 2005-06 ,         96.865, 2005-07 ,         96.735, 2005-08 ,         96.700, 2005-09 ,         96.650, 2005-10 ,         96.540, 2005-11 
2004.3              ,         98.095, 2004-10 ,         97.925, 2004-11 ,         97.785, 2004-12 ,         97.715, 2005-01 ,         97.615, 2005-02 ,         97.535, 2005-03 ,         97.460, 2005-04 ,         97.370, 2005-05 ,         97.330, 2005-06 ,         97.260, 2005-07 ,         97.150, 2005-08 
2004.2              ,         98.550, 2004-07 ,         98.315, 2004-08 ,         98.165, 2004-09 ,         98.015, 2004-10 ,         97.800, 2004-11 ,         97.575, 2004-12 ,         97.505, 2005-01 ,         97.385, 2005-02 ,         97.190, 2005-03 ,         97.040, 2005-04 ,         96.870, 2005-05 
2004.1              ,         98.910, 2004-04 ,         98.905, 2004-05 ,         98.880, 2004-06 ,         98.860, 2004-07 ,         98.805, 2004-08 ,         98.755, 2004-09 ,         98.715, 2004-10 ,         98.625, 2004-11 ,         98.495, 2004-12 ,         98.465, 2005-01 ,         98.370, 2005-02 
2003.4              ,         98.885, 2004-01 ,         98.870, 2004-02 ,         98.840, 2004-03 ,         98.800, 2004-04 ,         98.750, 2004-05 ,         98.690, 2004-06 ,         98.590, 2004-07 ,         98.480, 2004-08 ,         98.385, 2004-09 ,         98.265, 2004-10 ,         98.135, 2004-11 
2003.3              ,         98.880, 2003-10 ,         98.890, 2003-11 ,         98.850, 2003-12 ,         98.900, 2004-01 ,         98.885, 2004-02 ,         98.885, 2004-03 ,         98.865, 2004-04 ,         98.805, 2004-05 ,         98.780, 2004-06 ,         98.690, 2004-07 ,         98.610, 2004-08 
2003.2              ,         98.887, 2003-07 ,         98.940, 2003-08 ,         98.945, 2003-09 ,         98.955, 2003-10 ,         98.940, 2003-11 ,         98.880, 2003-12 ,         98.915, 2004-01 ,         98.875, 2004-02 ,         98.835, 2004-03 ,         98.800, 2004-04 ,         98.735, 2004-05 
2003.1              ,         98.735, 2003-04 ,         98.800, 2003-05 ,         98.855, 2003-06 ,         98.885, 2003-07 ,         98.875, 2003-08 ,         98.875, 2003-09 ,         98.845, 2003-10 ,         98.800, 2003-11 ,         98.695, 2003-12 ,         98.665, 2004-01 ,         98.615, 2004-02 
2002.4              ,         98.658, 2003-01 ,         98.700, 2003-02 ,         98.720, 2003-03 ,         98.720, 2003-04 ,         98.710, 2003-05 ,         98.705, 2003-06 ,         98.685, 2003-07 ,         98.605, 2003-08 ,         98.610, 2003-09 ,         98.515, 2003-10 ,         98.380, 2003-11 
2002.3              ,         98.327, 2002-10 ,         98.425, 2002-11 ,         98.455, 2002-12 ,         98.560, 2003-01 ,         98.560, 2003-02 ,         98.535, 2003-03 ,         98.535, 2003-04 ,         98.465, 2003-05 ,         98.430, 2003-06 ,         98.395, 2003-07 ,         98.270, 2003-08 
2002.2              ,         98.155, 2002-07 ,         98.150, 2002-08 ,         98.120, 2002-09 ,         98.090, 2002-10 ,         97.995, 2002-11 ,         97.840, 2002-12 ,         97.795, 2003-01 ,         97.635, 2003-02 ,         97.395, 2003-03 ,         97.320, 2003-04 ,         97.100, 2003-05 
2002.1              ,         98.088, 2002-04 ,         97.960, 2002-05 ,         97.735, 2002-06 ,         97.545, 2002-07 ,         97.300, 2002-08 ,         97.005, 2002-09 ,         96.785, 2002-10 ,         96.595, 2002-11 ,         96.125, 2002-12 ,         96.215, 2003-01 ,         96.080, 2003-02 
2001.4              ,         98.165, 2002-01 ,         98.210, 2002-02 ,         98.165, 2002-03 ,         98.095, 2002-04 ,         97.985, 2002-05 ,         97.860, 2002-06 ,         97.720, 2002-07 ,         97.600, 2002-08 ,         97.365, 2002-09 ,         97.120, 2002-10 ,         96.970, 2002-11 
2001.3              ,         97.385, 2001-10 ,         97.500, 2001-11 ,         97.445, 2001-12 ,         97.625, 2002-01 ,         97.630, 2002-02 ,         97.545, 2002-03 ,         97.475, 2002-04 ,         97.380, 2002-05 ,         97.235, 2002-06 ,         97.150, 2002-07 ,         97.105, 2002-08 
2001.2              ,         96.165, 2001-07 ,         96.230, 2001-08 ,         96.245, 2001-09 ,         96.255, 2001-10 ,         96.200, 2001-11 ,         95.725, 2001-12 ,         95.950, 2002-01 ,         95.855, 2002-02 ,         95.600, 2002-03 ,         95.550, 2002-04 ,         95.450, 2002-05 
2001.1              ,         95.052, 2001-04 ,         95.395, 2001-05 ,         95.565, 2001-06 ,         95.640, 2001-07 ,         95.690, 2001-08 ,         95.740, 2001-09 ,         95.740, 2001-10 ,         95.740, 2001-11 ,         95.410, 2001-12 ,         95.635, 2002-01 ,         95.585, 2002-02