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(fc) Feeder Cattle . 20359 (lc) Live Cattle . 20430 (bb) Boneless Beef . 0 (tr) Boneless Beef Trimmi . 0 (lh) Lean Hogs . 23226
(pb) Frozen Pork Bellies . 12017 (dc) Cheddar Cheese . 0 (da) Milk Class III BFP . 20003 (dk) Milk Class IV . 7657 (db) Butter . 5070
(nf) Non-fat dry milk . 8106 () Midsize Milk Options . 90 (lb) Random-Length Lumber . 13456 (bd) Oriented Strand Boar . 18 (dp) DAP Fertilzer Diammo . 2386
(ul) UAN Fertilizer (Urea . 2397 (uf) Urea Fertilizer . 2364 (bz) Benzene . 867 (et) Ethanol . 5610 (ed) Eurodollar . 122346
(ey) Euroyen . 45627 (ft) Federal Funds Rate . 0 (tb) 13 week Treasury Bil . 387 (q5) 5 Year Ed Bundle . 1891 (sw0) 10 year swap . 1878
(sw2) 2 year swap . 1878 (sw5) 5 year swap . 1878 (em) One-Month LIBOR . 31956 (el) EuroYen LIBOR . 13827 (cet) 91 day CETES Mexico . 4684
(tie) 28 Day TIIE Mexico . 18556 (jb) Japanese Government . 1880 (at) Argentine FRB Bond . 0 (bf) Brazilian C Bond . 0 (be) Brazilian EI Bond . 0
(mn) Mexican Par Bond . 0 (ts) 91 Day Mexican Treas . 0 (te) 28 Day Mexican Int. . 0
Frequency :
Day End of ... week mon qtr year
PVO
Settlement Price Volume Open Interest
Derivatives Class :
Futures Options Other Derivatives

5 year swap.
Column ( 1) 5 year swap maturity 1. Nearest maturity . Number of observations : 6
Column ( 2) 5 year swap maturity 2. 2nd maturity . Number of observations : 6
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 jun 17, 2:21 am

5 year swap . Futures . Settlement Price 
             , 5 year swap            ,, 5 year swap            ,
             , 5 year swap; Nearest   ,, 2nd nearest expn       ,
             , expiration             ,,                        ,
             ,      Apr2003 to Jun2008,,      Apr2003 to Jun2008,
End of       ,                        ,,                        ,
2008         ,        95.4100, 2008-06 ,        95.2800, 2008-09 
2007         ,        94.8800, 2007-06 ,        94.8900, 2007-09 
2006         ,        94.9100, 2007-03 ,        94.9200, 2007-06 
2005         ,        95.1300, 2006-03 ,        95.1200, 2006-06 
2004         ,        95.9300, 2005-03 ,        95.8200, 2005-06 
2003         ,        96.1800, 2004-03 ,        95.9700, 2004-06