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CME - Chicago Mercantile Exchange - Commmodities Interest Rates
(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 : 52
Column ( 2) 5 year swap maturity 2. 2nd maturity . Number of observations : 52
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       ,                        ,,                        ,
2008-06      ,        95.4100, 2008-06 ,        95.2800, 2008-09 
2008-05      ,        95.6700, 2008-06 ,        95.5500, 2008-09 
2008-04      ,        96.0800, 2008-06 ,        95.9900, 2008-09 
2008-03      ,        96.6300, 2008-06 ,        96.5300, 2008-09 
2008-02      ,                    na,  ,                    na,  
2008-01      ,                    na,  ,                    na,  
2007-12      ,                    na,  ,                    na,  
2007-11      ,                    na,  ,                    na,  
2007-10      ,                    na,  ,                    na,  
2007-09      ,                    na,  ,                    na,  
2007-08      ,                    na,  ,                    na,  
2007-07      ,                    na,  ,                    na,  
2007-06      ,                    na,  ,                    na,  
2007-05      ,                    na,  ,                    na,  
2007-04      ,        94.8800, 2007-06 ,        94.8900, 2007-09 
2007-03      ,        95.0200, 2007-06 ,        95.0300, 2007-09 
2007-02      ,        95.0200, 2007-03 ,        95.0400, 2007-06 
2007-01      ,        94.6900, 2007-03 ,        94.7000, 2007-06 
2006-12      ,        94.9100, 2007-03 ,        94.9200, 2007-06 
2006-11      ,        95.1500, 2006-12 ,        95.1800, 2007-03 
2006-10      ,        94.9700, 2006-12 ,        94.9800, 2007-03 
2006-09      ,        94.9300, 2006-12 ,        94.9400, 2007-03 
2006-08      ,        94.8200, 2006-09 ,        94.8300, 2006-12 
2006-07      ,        94.5700, 2006-09 ,        94.5800, 2006-12 
2006-06      ,        94.3400, 2006-09 ,        94.3400, 2006-12 
2006-05      ,        94.4400, 2006-06 ,        94.4300, 2006-09 
2006-04      ,        94.5600, 2006-06 ,        94.5500, 2006-09 
2006-03      ,        94.7100, 2006-06 ,        94.7100, 2006-09 
2006-02      ,        94.9300, 2006-03 ,        94.9300, 2006-06 
2006-01      ,        95.0200, 2006-03 ,        95.0100, 2006-06 
2005-12      ,        95.1300, 2006-03 ,        95.1200, 2006-06 
2005-11      ,        95.0600, 2005-12 ,        95.0300, 2006-03 
2005-10      ,        95.0400, 2005-12 ,        95.0100, 2006-03 
2005-09      ,        95.3200, 2005-12 ,        95.2900, 2006-03 
2005-08      ,        95.6800, 2005-09 ,        95.6600, 2005-12 
2005-07      ,        95.4100, 2005-09 ,        95.3700, 2005-12 
2005-06      ,        95.7800, 2005-09 ,        95.7500, 2005-12 
2005-05      ,        95.8400, 2005-06 ,        95.7900, 2005-09 
2005-04      ,        95.3000, 2005-06 ,        95.2300, 2005-09 
2005-03      ,        95.2600, 2005-06 ,        95.1800, 2005-09 
2005-02      ,        95.7500, 2005-03 ,        95.6500, 2005-06 
2005-01      ,        95.8500, 2005-03 ,        95.7600, 2005-06 
2004-12      ,        95.9300, 2005-03 ,        95.8200, 2005-06 
2004-11      ,        95.9000, 2004-12 ,        95.7700, 2005-03 
2004-10      ,        96.1900, 2004-12 ,        96.0600, 2005-03 
2004-09      ,                    na,  ,                    na,  
2004-08      ,        96.1000, 2004-09 ,        95.9300, 2004-12 
2004-07      ,        95.7000, 2004-09 ,        95.5200, 2004-12 
2004-06      ,        95.5000, 2004-09 ,        95.3100, 2004-12 
2004-05      ,        95.7000, 2004-06 ,        95.4700, 2004-09 
2004-04      ,        95.8000, 2004-06 ,        95.5800, 2004-09 
2004-03      ,        96.6300, 2004-06 ,        96.4400, 2004-09 
2004-02      ,        96.5700, 2004-03 ,        96.2600, 2004-06 
2004-01      ,        96.3300, 2004-03 ,        96.2600, 2004-06 
2003-12      ,        96.1800, 2004-03 ,        95.9700, 2004-06 
2003-11      ,        96.3450, 2003-12 ,        96.1350, 2004-03 
2003-10      ,        96.2300, 2003-12 ,        96.0100, 2004-03 
2003-09      ,        96.5525, 2003-12 ,        96.3525, 2004-03 
2003-08      ,        96.0200, 2003-09 ,        95.7900, 2003-12 
2003-07      ,        96.0200, 2003-09 ,        95.7600, 2003-12 
2003-06      ,        97.0800, 2003-09 ,        96.9000, 2003-12 
2003-05      ,        97.3500, 2003-06 ,        97.2000, 2003-09 
2003-04      ,        96.7300, 2003-06 ,        96.5400, 2003-09