E C O N S T A T S TM
.
spot   EIA daily
energy
spot prices
EIA weekly
petroleum
stocks & prodn
EIA weekly
natural gas
stocks

S
P
O
T
EIA Monthly
Energy Review
wholesale
electricity
Steel_spot
Metal_Eng Metal_Lon Cocoa
Malay Rubber
USA   CBOT
settle price
CBOT
close price
volume open int
CCX D
E
R
I
V
A
T
I
V
E
S
CME ONEchic CBOE
NYBOT NYMEX COMEX
CFTC COT KCBT BOX
MGEmin ROFEX
Americas   BM&F BdCer MexDer
MontX WCEwin
England   IPE_ICE LIFFE LME
Euro Afri   BCE EUREX EuroNext
MATIF SAFEX ECEX
DME
Japan   c-com Chubu FFE KANEX
c-com OSAMEX TGE TIFFE TFX
TOCOM Yoko
India   NCDEX NMCEIL (nmce) MCX
China   DCE SHFE ZCE
Far East   HKEx kofex krx SFE
SGX SICOM TAIFEX
CME Groups
CME CME_currencies CME_equity_indices CME_stocks CME_weather
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

5 year swap.
Column ( 1) 5 year swap maturity 1. Nearest maturity . Number of observations : 59
Column ( 2) 5 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

5 year swap . Futures . Settlement Price
                    , 5 year swap            ,, 5 year swap            ,
                    , 5 year swap1st         ,, 5 year swap2nd         ,
                    , 5 year swap; Nearest   ,, 2nd nearest expn       ,
                    , expiration             ,,                        ,
                    , Apr.2003 to Feb.20.2009,, Apr.2003 to Feb.20.2009,
End of           ,                        ,,                        ,
2009-02             ,         97.550, 2009-03 ,         97.470, 2009-06 
2009-01             ,         97.480, 2009-03 ,         97.400, 2009-06 
2008-12             ,                    na,  ,                    na,  
2008-11             ,         97.130, 2008-12 ,         97.080, 2009-03 
2008-10             ,         96.120, 2008-12 ,         96.030, 2009-03 
2008-09             ,         95.930, 2008-12 ,         95.900, 2009-03 
2008-08             ,         95.940, 2008-09 ,         95.840, 2008-12 
2008-07             ,         95.780, 2008-09 ,         95.680, 2008-12 
2008-06             ,         95.640, 2008-09 ,         95.560, 2008-12 
2008-05             ,         95.670, 2008-06 ,         95.550, 2008-09 
2008-04             ,         96.080, 2008-06 ,         95.990, 2008-09 
2008-03             ,         96.630, 2008-06 ,         96.530, 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             ,         94.880, 2007-06 ,         94.890, 2007-09 
2007-03             ,         95.020, 2007-06 ,         95.030, 2007-09 
2007-02             ,         95.020, 2007-03 ,         95.040, 2007-06 
2007-01             ,         94.690, 2007-03 ,         94.700, 2007-06 
2006-12             ,         94.910, 2007-03 ,         94.920, 2007-06 
2006-11             ,         95.150, 2006-12 ,         95.180, 2007-03 
2006-10             ,         94.970, 2006-12 ,         94.980, 2007-03 
2006-09             ,         94.930, 2006-12 ,         94.940, 2007-03 
2006-08             ,         94.820, 2006-09 ,         94.830, 2006-12 
2006-07             ,         94.570, 2006-09 ,         94.580, 2006-12 
2006-06             ,         94.340, 2006-09 ,         94.340, 2006-12 
2006-05             ,         94.440, 2006-06 ,         94.430, 2006-09 
2006-04             ,         94.560, 2006-06 ,         94.550, 2006-09 
2006-03             ,         94.710, 2006-06 ,         94.710, 2006-09 
2006-02             ,         94.930, 2006-03 ,         94.930, 2006-06 
2006-01             ,         95.020, 2006-03 ,         95.010, 2006-06 
2005-12             ,         95.130, 2006-03 ,         95.120, 2006-06 
2005-11             ,         95.060, 2005-12 ,         95.030, 2006-03 
2005-10             ,         95.040, 2005-12 ,         95.010, 2006-03 
2005-09             ,         95.320, 2005-12 ,         95.290, 2006-03 
2005-08             ,         95.680, 2005-09 ,         95.660, 2005-12 
2005-07             ,         95.410, 2005-09 ,         95.370, 2005-12 
2005-06             ,         95.780, 2005-09 ,         95.750, 2005-12 
2005-05             ,         95.840, 2005-06 ,         95.790, 2005-09 
2005-04             ,         95.300, 2005-06 ,         95.230, 2005-09 
2005-03             ,         95.260, 2005-06 ,         95.180, 2005-09 
2005-02             ,         95.750, 2005-03 ,         95.650, 2005-06 
2005-01             ,         95.850, 2005-03 ,         95.760, 2005-06 
2004-12             ,         95.930, 2005-03 ,         95.820, 2005-06 
2004-11             ,         95.900, 2004-12 ,         95.770, 2005-03 
2004-10             ,         96.190, 2004-12 ,         96.060, 2005-03 
2004-09             ,                    na,  ,                    na,  
2004-08             ,         96.100, 2004-09 ,         95.930, 2004-12 
2004-07             ,         95.700, 2004-09 ,         95.520, 2004-12 
2004-06             ,         95.500, 2004-09 ,         95.310, 2004-12 
2004-05             ,         95.700, 2004-06 ,         95.470, 2004-09 
2004-04             ,         95.800, 2004-06 ,         95.580, 2004-09 
2004-03             ,         96.630, 2004-06 ,         96.440, 2004-09 
2004-02             ,         96.570, 2004-03 ,         96.260, 2004-06 
2004-01             ,         96.330, 2004-03 ,         96.260, 2004-06 
2003-12             ,         96.180, 2004-03 ,         95.970, 2004-06 
2003-11             ,         96.345, 2003-12 ,         96.135, 2004-03 
2003-10             ,         96.230, 2003-12 ,         96.010, 2004-03 
2003-09             ,         96.552, 2003-12 ,         96.353, 2004-03 
2003-08             ,         96.020, 2003-09 ,         95.790, 2003-12 
2003-07             ,         96.020, 2003-09 ,         95.760, 2003-12 
2003-06             ,         97.080, 2003-09 ,         96.900, 2003-12 
2003-05             ,         97.350, 2003-06 ,         97.200, 2003-09 
2003-04             ,         96.730, 2003-06 ,         96.540, 2003-09