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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

2 year swap.
Column ( 1) 2 year swap maturity 1. Nearest maturity . Number of observations : 59
Column ( 2) 2 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

2 year swap . Futures . Settlement Price
                    , 2 year swap            ,, 2 year swap            ,
                    , 2 year swap1st         ,, 2 year swap2nd         ,
                    , 2 year swap; Nearest   ,, 2nd nearest expn       ,
                    , expiration             ,,                        ,
                    , Apr.2003 to Feb.20.2009,, Apr.2003 to Feb.20.2009,
End of           ,                        ,,                        ,
2009-02             ,         98.390, 2009-03 ,         98.310, 2009-06 
2009-01             ,         98.270, 2009-03 ,         98.180, 2009-06 
2008-12             ,                    na,  ,                    na,  
2008-11             ,         97.860, 2008-12 ,         97.810, 2009-03 
2008-10             ,         97.180, 2008-12 ,         97.100, 2009-03 
2008-09             ,         96.590, 2008-12 ,         96.570, 2009-03 
2008-08             ,         96.630, 2008-09 ,         96.480, 2008-12 
2008-07             ,         96.480, 2008-09 ,         96.340, 2008-12 
2008-06             ,         96.270, 2008-09 ,         96.130, 2008-12 
2008-05             ,         96.410, 2008-06 ,         96.200, 2008-09 
2008-04             ,         96.770, 2008-06 ,         96.650, 2008-09 
2008-03             ,         97.510, 2008-06 ,         97.420, 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             ,         94.900, 2007-06 ,         94.960, 2007-09 
2007-03             ,         95.060, 2007-06 ,         95.130, 2007-09 
2007-02             ,         94.980, 2007-03 ,         95.060, 2007-06 
2007-01             ,         94.670, 2007-03 ,         94.710, 2007-06 
2006-12             ,         94.880, 2007-03 ,         94.940, 2007-06 
2006-11             ,         95.060, 2006-12 ,         95.150, 2007-03 
2006-10             ,         94.950, 2006-12 ,         95.020, 2007-03 
2006-09             ,         94.940, 2006-12 ,         95.000, 2007-03 
2006-08             ,         94.810, 2006-09 ,         94.860, 2006-12 
2006-07             ,         94.600, 2006-09 ,         94.630, 2006-12 
2006-06             ,         94.370, 2006-09 ,         94.390, 2006-12 
2006-05             ,         94.510, 2006-06 ,         94.500, 2006-09 
2006-04             ,         94.650, 2006-06 ,         94.650, 2006-09 
2006-03             ,         94.740, 2006-06 ,         94.740, 2006-09 
2006-02             ,         94.910, 2006-03 ,         94.900, 2006-06 
2006-01             ,         95.060, 2006-03 ,         95.050, 2006-06 
2005-12             ,         95.140, 2006-03 ,         95.140, 2006-06 
2005-11             ,         95.130, 2005-12 ,         95.090, 2006-03 
2005-10             ,         95.140, 2005-12 ,         95.080, 2006-03 
2005-09             ,         95.370, 2005-12 ,         95.330, 2006-03 
2005-08             ,         95.780, 2005-09 ,         95.750, 2005-12 
2005-07             ,         95.550, 2005-09 ,         95.470, 2005-12 
2005-06             ,         95.900, 2005-09 ,         95.860, 2005-12 
2005-05             ,         96.060, 2005-06 ,         95.960, 2005-09 
2005-04             ,         95.610, 2005-06 ,         95.490, 2005-09 
2005-03             ,         95.620, 2005-06 ,         95.470, 2005-09 
2005-02             ,         96.200, 2005-03 ,         96.020, 2005-06 
2005-01             ,         96.270, 2005-03 ,         96.130, 2005-06 
2004-12             ,         96.500, 2005-03 ,         96.350, 2005-06 
2004-11             ,         96.620, 2004-12 ,         96.420, 2005-03 
2004-10             ,         96.990, 2004-12 ,         96.810, 2005-03 
2004-09             ,                    na,  ,                    na,  
2004-08             ,         97.120, 2004-09 ,         96.870, 2004-12 
2004-07             ,         96.760, 2004-09 ,         96.470, 2004-12 
2004-06             ,         96.560, 2004-09 ,         96.260, 2004-12 
2004-05             ,         97.030, 2004-06 ,         96.660, 2004-09 
2004-04             ,         97.160, 2004-06 ,         96.790, 2004-09 
2004-03             ,         97.890, 2004-06 ,         97.630, 2004-09 
2004-02             ,         97.940, 2004-03 ,         97.670, 2004-06 
2004-01             ,         97.680, 2004-03 ,         97.380, 2004-06 
2003-12             ,         97.330, 2004-03 ,         97.010, 2004-06 
2003-11             ,         97.735, 2003-12 ,         97.430, 2004-03 
2003-10             ,         97.680, 2003-12 ,         97.370, 2004-03 
2003-09             ,         98.003, 2003-12 ,         97.740, 2004-03 
2003-08             ,         97.740, 2003-09 ,         97.390, 2003-12 
2003-07             ,         97.740, 2003-09 ,         97.400, 2003-12 
2003-06             ,         98.320, 2003-09 ,         98.120, 2003-12 
2003-05             ,         98.470, 2003-06 ,         98.340, 2003-09 
2003-04             ,         98.120, 2003-06 ,         97.900, 2003-09