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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

10 year swap.
Column ( 1) 10 year swap maturity 1. Nearest maturity . Number of observations : 59
Column ( 2) 10 year swap maturity 2. 2nd maturity . Number of observations : 59
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 29, 9:01 am

10 year swap . Futures . Average Open Interest
                    , 10 year swap           ,, 10 year swap           ,
                    , 10 year swap1st        ,, 10 year swap2nd        ,
                    , 10 year swap; Nearest  ,, 2nd nearest expn       ,
                    , expiration             ,,                        ,
                    , Apr.2003 to Feb.20.2009,, Apr.2003 to Feb.20.2009,
End of           ,     Avg daily Open Int ,,     Avg daily Open Int ,
2009-02             ,         na,   4 day avg ,         na,   4 day avg 
2009-01             ,         na,  12 day avg ,         na,  12 day avg 
2008-12             ,         na,   0 day avg ,         na,   0 day avg 
2008-11             ,         na,  14 day avg ,         na,  14 day avg 
2008-10             ,    294.737,  19 day avg ,         na,  19 day avg 
2008-09             ,    731.765,  17 day avg ,         na,  17 day avg 
2008-08             ,   6440.000,  18 day avg ,         na,  18 day avg 
2008-07             ,   6440.000,  17 day avg ,         na,  17 day avg 
2008-06             ,   6440.000,  17 day avg ,         na,  17 day avg 
2008-05             ,   6590.000,  16 day avg ,         na,  16 day avg 
2008-04             ,   6590.000,  17 day avg ,         na,  17 day avg 
2008-03             ,   6590.000,   6 day avg ,         na,   6 day avg 
2008-02             ,         na,   0 day avg ,         na,   0 day avg 
2008-01             ,         na,   0 day avg ,         na,   0 day avg 
2007-12             ,         na,   0 day avg ,         na,   0 day avg 
2007-11             ,         na,   0 day avg ,         na,   0 day avg 
2007-10             ,         na,   0 day avg ,         na,   0 day avg 
2007-09             ,         na,   0 day avg ,         na,   0 day avg 
2007-08             ,         na,   0 day avg ,         na,   0 day avg 
2007-07             ,         na,   0 day avg ,         na,   0 day avg 
2007-06             ,         na,   0 day avg ,         na,   0 day avg 
2007-05             ,         na,   0 day avg ,         na,   0 day avg 
2007-04             ,   9220.000,   5 day avg ,         na,   5 day avg 
2007-03             ,   8522.500,  20 day avg ,     97.500,  20 day avg 
2007-02             ,   4247.143,  14 day avg ,         na,  14 day avg 
2007-01             ,   3390.000,  13 day avg ,         na,  13 day avg 
2006-12             ,   3390.000,  18 day avg ,         na,  18 day avg 
2006-11             ,   3390.000,  18 day avg ,         na,  18 day avg 
2006-10             ,   3390.000,  20 day avg ,         na,  20 day avg 
2006-09             ,   3793.529,  17 day avg ,         na,  17 day avg 
2006-08             ,   4666.818,  22 day avg ,         na,  22 day avg 
2006-07             ,   4895.278,  18 day avg ,         na,  18 day avg 
2006-06             ,   4607.500,  20 day avg ,    323.000,  20 day avg 
2006-05             ,   4380.000,  21 day avg ,         na,  21 day avg 
2006-04             ,   4751.429,   7 day avg ,         na,   7 day avg 
2006-03             ,   2208.572,  14 day avg ,         na,  14 day avg 
2006-02             ,   2722.353,  17 day avg ,         na,  17 day avg 
2006-01             ,   3358.750,  16 day avg ,         na,  16 day avg 
2005-12             ,   3363.333,  18 day avg ,    422.222,  18 day avg 
2005-11             ,   3465.790,  19 day avg ,    160.000,  19 day avg 
2005-10             ,   2755.556,  18 day avg ,         na,  18 day avg 
2005-09             ,   1282.353,  17 day avg ,    370.588,  17 day avg 
2005-08             ,    430.588,  17 day avg ,         na,  17 day avg 
2005-07             ,   1313.333,  15 day avg ,         na,  15 day avg 
2005-06             ,   1628.750,  16 day avg ,    128.125,  16 day avg 
2005-05             ,   1330.000,  15 day avg ,         na,  15 day avg 
2005-04             ,    902.941,  17 day avg ,         na,  17 day avg 
2005-03             ,    992.000,  20 day avg ,    125.000,  20 day avg 
2005-02             ,   1415.625,  16 day avg ,         na,  16 day avg 
2005-01             ,   1372.500,  16 day avg ,         na,  16 day avg 
2004-12             ,   2373.500,  10 day avg ,         na,  10 day avg 
2004-11             ,   2562.692,  13 day avg ,         na,  13 day avg 
2004-10             ,   1478.077,  13 day avg ,         na,  13 day avg 
2004-09             ,         na,   0 day avg ,         na,   0 day avg 
2004-08             ,   1645.000,   1 day avg ,         na,   1 day avg 
2004-07             ,   5315.000,  13 day avg ,         na,  13 day avg 
2004-06             ,   5675.313,  16 day avg ,         na,  16 day avg 
2004-05             ,   7280.000,  14 day avg ,         na,  14 day avg 
2004-04             ,   5274.375,  16 day avg ,         na,  16 day avg 
2004-03             ,   4383.286,  14 day avg ,         na,  14 day avg 
2004-02             ,   4884.714,  14 day avg ,         na,  14 day avg 
2004-01             ,   4378.846,  13 day avg ,         na,  13 day avg 
2003-12             ,   3744.231,  13 day avg ,     76.923,  13 day avg 
2003-11             ,   4007.692,  13 day avg ,         na,  13 day avg 
2003-10             ,   3531.765,  17 day avg ,         na,  17 day avg 
2003-09             ,   3763.750,  16 day avg ,    218.750,  16 day avg 
2003-08             ,   6682.500,  16 day avg ,         na,  16 day avg 
2003-07             ,   3523.333,  15 day avg ,         na,  15 day avg 
2003-06             ,   1512.500,  16 day avg ,         na,  16 day avg 
2003-05             ,   1450.000,  16 day avg ,         na,  16 day avg 
2003-04             ,   1150.000,  11 day avg ,         na,  11 day avg