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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

2 year swap.
Column ( 1) 2 year swap maturity 1. Nearest maturity . Number of observations : 216
Column ( 2) 2 year swap maturity 2. 2nd maturity . Number of observations : 216
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 jun 17, 2:21 am

2 year swap . Futures . Settlement Price
             , 2 year swap            ,, 2 year swap            ,
             , 2 year swap; Nearest   ,, 2nd nearest expn       ,
             , expiration             ,,                        ,
             ,      Apr2003 to Jun2008,,      Apr2003 to Jun2008,
End of       ,                        ,,                        ,
2008-06-13   ,         96.080, 2008-06 ,         95.850, 2008-09 
2008-06-06   ,         96.690, 2008-06 ,         96.520, 2008-09 
2008-05-30   ,         96.410, 2008-06 ,         96.200, 2008-09 
2008-05-23   ,         96.600, 2008-06 ,         96.430, 2008-09 
2008-05-16   ,         96.710, 2008-06 ,         96.580, 2008-09 
2008-05-09   ,         96.940, 2008-06 ,         96.820, 2008-09 
2008-05-02   ,         96.780, 2008-06 ,         96.660, 2008-09 
2008-04-25   ,         96.640, 2008-06 ,         96.530, 2008-09 
2008-04-18   ,         96.890, 2008-06 ,         96.780, 2008-09 
2008-04-11   ,         97.390, 2008-06 ,         97.320, 2008-09 
2008-04-04   ,         97.330, 2008-06 ,         97.240, 2008-09 
2008-03-28   ,         97.410, 2008-06 ,         97.310, 2008-09 
2008-03-21   ,         97.550, 2008-06 ,         97.460, 2008-09 
2008-03-14   ,         97.690, 2008-03 ,         97.660, 2008-06 
2008-03-07   ,                    na,  ,                    na,  
2008-02-29   ,                    na,  ,                    na,  
2008-02-22   ,                    na,  ,                    na,  
2008-02-15   ,                    na,  ,                    na,  
2008-02-08   ,                    na,  ,                    na,  
2008-02-01   ,                    na,  ,                    na,  
2008-01-25   ,                    na,  ,                    na,  
2008-01-18   ,                    na,  ,                    na,  
2008-01-11   ,                    na,  ,                    na,  
2008-01-04   ,                    na,  ,                    na,  
2007-12-28   ,                    na,  ,                    na,  
2007-12-21   ,                    na,  ,                    na,  
2007-12-14   ,                    na,  ,                    na,  
2007-12-07   ,                    na,  ,                    na,  
2007-11-30   ,                    na,  ,                    na,  
2007-11-23   ,                    na,  ,                    na,  
2007-11-16   ,                    na,  ,                    na,  
2007-11-09   ,                    na,  ,                    na,  
2007-11-02   ,                    na,  ,                    na,  
2007-10-26   ,                    na,  ,                    na,  
2007-10-19   ,                    na,  ,                    na,  
2007-10-12   ,                    na,  ,                    na,  
2007-10-05   ,                    na,  ,                    na,  
2007-09-28   ,                    na,  ,                    na,  
2007-09-21   ,                    na,  ,                    na,  
2007-09-14   ,                    na,  ,                    na,  
2007-09-07   ,                    na,  ,                    na,  
2007-08-31   ,                    na,  ,                    na,  
2007-08-24   ,                    na,  ,                    na,  
2007-08-17   ,                    na,  ,                    na,  
2007-08-10   ,                    na,  ,                    na,  
2007-08-03   ,                    na,  ,                    na,  
2007-07-27   ,                    na,  ,                    na,  
2007-07-20   ,                    na,  ,                    na,  
2007-07-13   ,                    na,  ,                    na,  
2007-07-06   ,                    na,  ,                    na,  
2007-06-29   ,                    na,  ,                    na,  
2007-06-22   ,                    na,  ,                    na,  
2007-06-15   ,                    na,  ,                    na,  
2007-06-08   ,                    na,  ,                    na,  
2007-06-01   ,                    na,  ,                    na,  
2007-05-25   ,                    na,  ,                    na,  
2007-05-18   ,                    na,  ,                    na,  
2007-05-11   ,                    na,  ,                    na,  
2007-05-04   ,                    na,  ,                    na,  
2007-04-27   ,                    na,  ,                    na,  
2007-04-20   ,                    na,  ,                    na,  
2007-04-13   ,         94.900, 2007-06 ,         94.960, 2007-09 
2007-04-06   ,         94.910, 2007-06 ,         94.960, 2007-09 
2007-03-30   ,         95.060, 2007-06 ,         95.130, 2007-09 
2007-03-23   ,         95.070, 2007-06 ,         95.140, 2007-09 
2007-03-16   ,         95.010, 2007-03 ,         95.090, 2007-06 
2007-03-09   ,         94.940, 2007-03 ,         95.010, 2007-06 
2007-03-02   ,         95.050, 2007-03 ,         95.130, 2007-06 
2007-02-23   ,         94.830, 2007-03 ,         94.900, 2007-06 
2007-02-16   ,         94.830, 2007-03 ,         94.890, 2007-06 
2007-02-09   ,         94.800, 2007-03 ,         94.850, 2007-06 
2007-02-02   ,         94.720, 2007-03 ,         94.770, 2007-06 
2007-01-26   ,         94.690, 2007-03 ,         94.730, 2007-06 
2007-01-19   ,         94.760, 2007-03 ,         94.810, 2007-06 
2007-01-12   ,         94.820, 2007-03 ,         94.870, 2007-06 
2007-01-05   ,             95, 2007-03 ,         95.080, 2007-06 
2006-12-29   ,         94.880, 2007-03 ,         94.940, 2007-06 
2006-12-22   ,         94.990, 2007-03 ,         95.050, 2007-06 
2006-12-15   ,         94.940, 2006-12 ,         95.020, 2007-03 
2006-12-08   ,         94.980, 2006-12 ,         95.060, 2007-03 
2006-12-01   ,         95.160, 2006-12 ,         95.260, 2007-03 
2006-11-24   ,         94.970, 2006-12 ,         95.050, 2007-03 
2006-11-17   ,         94.930, 2006-12 ,             95, 2007-03 
2006-11-10   ,         94.950, 2006-12 ,         95.020, 2007-03 
2006-11-03   ,         94.810, 2006-12 ,         94.860, 2007-03 
2006-10-27   ,         94.890, 2006-12 ,         94.960, 2007-03 
2006-10-20   ,         94.770, 2006-12 ,         94.810, 2007-03 
2006-10-13   ,         94.750, 2006-12 ,         94.790, 2007-03 
2006-10-06   ,         94.880, 2006-12 ,         94.930, 2007-03 
2006-09-29   ,         94.940, 2006-12 ,             95, 2007-03 
2006-09-22   ,         94.930, 2006-12 ,         94.990, 2007-03 
2006-09-15   ,         94.720, 2006-09 ,         94.700, 2006-12 
2006-09-08   ,         94.790, 2006-09 ,         94.850, 2006-12 
2006-09-01   ,         94.820, 2006-09 ,         94.880, 2006-12 
2006-08-25   ,         94.730, 2006-09 ,         94.780, 2006-12 
2006-08-18   ,         94.680, 2006-09 ,         94.720, 2006-12 
2006-08-11   ,         94.600, 2006-09 ,         94.630, 2006-12 
2006-08-04   ,         94.660, 2006-09 ,         94.710, 2006-12 
2006-07-28   ,         94.580, 2006-09 ,         94.620, 2006-12 
2006-07-21   ,         94.490, 2006-09 ,         94.510, 2006-12 
2006-07-14   ,         94.440, 2006-09 ,         94.470, 2006-12 
2006-07-07   ,         94.350, 2006-09 ,         94.370, 2006-12 
2006-06-30   ,         94.370, 2006-09 ,         94.390, 2006-12 
2006-06-23   ,         94.260, 2006-09 ,         94.270, 2006-12 
2006-06-16   ,         94.390, 2006-06 ,         94.390, 2006-09 
2006-06-09   ,         94.560, 2006-06 ,         94.560, 2006-09 
2006-06-02   ,         94.640, 2006-06 ,         94.650, 2006-09 
2006-05-26   ,         94.610, 2006-06 ,         94.600, 2006-09 
2006-05-19   ,         94.585, 2006-06 ,         94.580, 2006-09 
2006-05-12   ,         94.550, 2006-06 ,         94.540, 2006-09 
2006-05-05   ,         94.643, 2006-06 ,         94.590, 2006-09 
2006-04-28   ,         94.650, 2006-06 ,         94.650, 2006-09 
2006-04-21   ,         94.670, 2006-06 ,         94.670, 2006-09 
2006-04-14   ,                    na,  ,                    na,  
2006-04-07   ,         94.670, 2006-06 ,         94.670, 2006-09 
2006-03-31   ,         94.740, 2006-06 ,         94.740, 2006-09 
2006-03-24   ,         94.870, 2006-06 ,         94.890, 2006-09 
2006-03-17   ,         94.910, 2006-06 ,         94.930, 2006-09 
2006-03-10   ,         94.790, 2006-03 ,         94.760, 2006-06 
2006-03-03   ,         94.830, 2006-03 ,         94.810, 2006-06 
2006-02-24   ,         94.890, 2006-03 ,         94.880, 2006-06 
2006-02-17   ,         94.920, 2006-03 ,         94.910, 2006-06 
2006-02-10   ,         94.900, 2006-03 ,         94.880, 2006-06 
2006-02-03   ,             95, 2006-03 ,             95, 2006-06 
2006-01-27   ,         95.090, 2006-03 ,         95.090, 2006-06 
2006-01-20   ,         95.220, 2006-03 ,         95.240, 2006-06 
2006-01-13   ,         95.230, 2006-03 ,         95.250, 2006-06 
2006-01-06   ,         95.200, 2006-03 ,         95.210, 2006-06 
2005-12-30   ,         95.140, 2006-03 ,         95.140, 2006-06 
2005-12-23   ,         95.110, 2006-03 ,         95.110, 2006-06 
2005-12-16   ,         95.180, 2005-12 ,         95.150, 2006-03 
2005-12-09   ,         95.180, 2005-12 ,         95.140, 2006-03 
2005-12-02   ,         95.110, 2005-12 ,         95.060, 2006-03 
2005-11-25   ,         95.240, 2005-12 ,         95.200, 2006-03 
2005-11-18   ,         95.130, 2005-12 ,         95.090, 2006-03 
2005-11-11   ,         95.090, 2005-12 ,         95.040, 2006-03 
2005-11-04   ,         95.040, 2005-12 ,         94.980, 2006-03 
2005-10-28   ,         95.140, 2005-12 ,         95.080, 2006-03 
2005-10-21   ,         95.320, 2005-12 ,         95.290, 2006-03 
2005-10-14   ,         95.250, 2005-12 ,         95.200, 2006-03 
2005-10-07   ,         95.330, 2005-12 ,         95.300, 2006-03 
2005-09-30   ,         95.370, 2005-12 ,         95.330, 2006-03 
2005-09-23   ,         95.550, 2005-12 ,         95.510, 2006-03 
2005-09-16   ,         95.650, 2005-09 ,         95.580, 2005-12 
2005-09-09   ,         95.750, 2005-09 ,         95.700, 2005-12 
2005-09-02   ,         95.890, 2005-09 ,         95.840, 2005-12 
2005-08-26   ,         95.550, 2005-09 ,         95.490, 2005-12 
2005-08-19   ,         95.590, 2005-09 ,         95.520, 2005-12 
2005-08-12   ,         95.550, 2005-09 ,         95.480, 2005-12 
2005-08-05   ,         95.530, 2005-09 ,         95.450, 2005-12 
2005-07-29   ,         95.550, 2005-09 ,         95.470, 2005-12 
2005-07-22   ,         95.660, 2005-09 ,         95.600, 2005-12 
2005-07-15   ,         95.730, 2005-09 ,         95.670, 2005-12 
2005-07-08   ,         95.800, 2005-09 ,         95.750, 2005-12 
2005-07-01   ,         95.850, 2005-09 ,         95.810, 2005-12 
2005-06-24   ,         96.030, 2005-09 ,         95.990, 2005-12 
2005-06-17   ,         95.860, 2005-09 ,         95.810, 2005-12 
2005-06-10   ,         95.980, 2005-06 ,         95.880, 2005-09 
2005-06-03   ,         96.090, 2005-06 ,         96.010, 2005-09 
2005-05-27   ,             96, 2005-06 ,         95.900, 2005-09 
2005-05-20   ,         95.930, 2005-06 ,         95.800, 2005-09 
2005-05-13   ,         95.930, 2005-06 ,         95.820, 2005-09 
2005-05-06   ,         95.590, 2005-06 ,         95.470, 2005-09 
2005-04-29   ,         95.610, 2005-06 ,         95.490, 2005-09 
2005-04-22   ,         95.630, 2005-06 ,         95.500, 2005-09 
2005-04-15   ,         95.670, 2005-06 ,         95.530, 2005-09 
2005-04-08   ,         95.670, 2005-06 ,         95.510, 2005-09 
2005-04-01   ,         95.650, 2005-06 ,         95.490, 2005-09 
2005-03-25   ,         95.630, 2005-06 ,         95.460, 2005-09 
2005-03-18   ,         95.650, 2005-06 ,         95.490, 2005-09 
2005-03-11   ,         96.210, 2005-03 ,         96.020, 2005-06 
2005-03-04   ,         96.170, 2005-03 ,             96, 2005-06 
2005-02-25   ,         96.140, 2005-03 ,         95.980, 2005-06 
2005-02-18   ,         96.250, 2005-03 ,         96.100, 2005-06 
2005-02-11   ,         96.360, 2005-03 ,         96.220, 2005-06 
2005-02-04   ,         96.210, 2005-03 ,         96.070, 2005-06 
2005-01-28   ,         96.300, 2005-03 ,         96.160, 2005-06 
2005-01-21   ,         96.300, 2005-03 ,         96.160, 2005-06 
2005-01-14   ,         96.290, 2005-03 ,         96.150, 2005-06 
2005-01-07   ,         96.300, 2005-03 ,         96.160, 2005-06 
2004-12-31   ,         96.500, 2005-03 ,         96.350, 2005-06 
2004-12-24   ,         96.420, 2005-03 ,         96.290, 2005-06 
2004-12-17   ,         96.480, 2005-03 ,         96.340, 2005-06 
2004-12-10   ,         96.720, 2004-12 ,         96.560, 2005-03 
2004-12-03   ,         96.560, 2004-12 ,         96.360, 2005-03 
2004-11-26   ,         96.580, 2004-12 ,         96.390, 2005-03 
2004-11-19   ,         96.650, 2004-12 ,         96.460, 2005-03 
2004-11-12   ,         96.710, 2004-12 ,         96.530, 2005-03 
2004-11-05   ,         96.910, 2004-12 ,         96.740, 2005-03 
2004-10-29   ,         96.990, 2004-12 ,         96.810, 2005-03 
2004-10-22   ,         96.980, 2004-12 ,         96.810, 2005-03 
2004-10-15   ,         97.040, 2004-12 ,         96.850, 2005-03 
2004-10-08   ,         96.890, 2004-12 ,         96.700, 2005-03 
2004-10-01   ,                    na,  ,                    na,  
2004-09-24   ,                    na,  ,                    na,  
2004-09-17   ,                    na,  ,                    na,  
2004-09-10   ,                    na,  ,                    na,  
2004-09-03   ,                    na,  ,                    na,  
2004-08-27   ,                    na,  ,                    na,  
2004-08-20   ,         97.120, 2004-09 ,         96.870, 2004-12 
2004-08-13   ,                    na,  ,                    na,  
2004-08-06   ,                    na,  ,                    na,  
2004-07-30   ,         96.760, 2004-09 ,         96.470, 2004-12 
2004-07-23   ,         96.710, 2004-09 ,         96.420, 2004-12 
2004-07-16   ,         96.790, 2004-09 ,         96.500, 2004-12 
2004-07-09   ,         96.790, 2004-09 ,         96.510, 2004-12 
2004-07-02   ,         96.660, 2004-09 ,         96.380, 2004-12 
2004-06-25   ,         96.520, 2004-09 ,         96.210, 2004-12 
2004-06-18   ,         96.440, 2004-09 ,         96.130, 2004-12 
2004-06-11   ,         96.800, 2004-06 ,         96.420, 2004-09 
2004-06-04   ,         96.930, 2004-06 ,         96.550, 2004-09 
2004-05-28   ,         97.030, 2004-06 ,         96.660, 2004-09 
2004-05-21   ,         96.930, 2004-06 ,         96.550, 2004-09 
2004-05-14   ,         96.870, 2004-06 ,         96.460, 2004-09 
2004-05-07   ,         97.120, 2004-06 ,         96.710, 2004-09 
2004-04-30   ,         97.160, 2004-06 ,         96.790, 2004-09 
2004-04-23   ,         97.210, 2004-06 ,         96.850, 2004-09 
2004-04-16   ,         97.430, 2004-06 ,         97.090, 2004-09 
2004-04-09   ,         97.580, 2004-06 ,         97.270, 2004-09 
2004-04-02   ,         97.590, 2004-06 ,         97.280, 2004-09 
2004-03-26   ,         98.010, 2004-06 ,         97.760, 2004-09 
2004-03-19   ,         97.960, 2004-06 ,         97.700, 2004-09 
2004-03-12   ,         98.170, 2004-03 ,         97.940, 2004-06 
2004-03-05   ,         98.100, 2004-03 ,         97.860, 2004-06 
2004-02-27   ,         97.940, 2004-03 ,         97.670, 2004-06 
2004-02-20   ,         97.900, 2004-03 ,         97.610, 2004-06 
2004-02-13   ,         97.860, 2004-03 ,         97.590, 2004-06 
2004-02-06   ,         97.760, 2004-03 ,         97.470, 2004-06 
2004-01-30   ,         97.680, 2004-03 ,         97.380, 2004-06 
2004-01-23   ,         97.840, 2004-03 ,         97.550, 2004-06 
2004-01-16   ,         97.850, 2004-03 ,         97.560, 2004-06 
2004-01-09   ,         97.790, 2004-03 ,         97.510, 2004-06 
2004-01-02   ,         97.520, 2004-03 ,         97.180, 2004-06 
2003-12-26   ,         97.330, 2004-03 ,         97.010, 2004-06 
2003-12-19   ,         97.330, 2004-03 ,         97.020, 2004-06 
2003-12-12   ,         97.610, 2003-12 ,         97.330, 2004-03 
2003-12-05   ,         97.330, 2003-12 ,         97.010, 2004-03 
2003-11-28   ,         97.735, 2003-12 ,         97.430, 2004-03 
2003-11-21   ,         97.760, 2003-12 ,         97.470, 2004-03 
2003-11-14   ,         97.720, 2003-12 ,         97.430, 2004-03 
2003-11-07   ,         97.577, 2003-12 ,         97.250, 2004-03 
2003-10-31   ,         97.680, 2003-12 ,         97.370, 2004-03 
2003-10-24   ,         97.690, 2003-12 ,         97.400, 2004-03 
2003-10-17   ,         97.550, 2003-12 ,         97.220, 2004-03 
2003-10-10   ,         97.805, 2003-12 ,         97.510, 2004-03 
2003-10-03   ,         98.052, 2003-12 ,         97.740, 2004-03 
2003-09-26   ,         97.740, 2003-12 ,         97.470, 2004-03 
2003-09-19   ,         97.740, 2003-12 ,         97.440, 2004-03 
2003-09-12   ,         97.740, 2003-09 ,         97.460, 2003-12 
2003-09-05   ,         97.740, 2003-09 ,         97.430, 2003-12 
2003-08-29   ,         97.740, 2003-09 ,         97.390, 2003-12 
2003-08-22   ,         97.740, 2003-09 ,         97.380, 2003-12 
2003-08-15   ,         97.740, 2003-09 ,         97.380, 2003-12 
2003-08-08   ,         97.740, 2003-09 ,         97.460, 2003-12 
2003-08-01   ,         97.740, 2003-09 ,         97.390, 2003-12 
2003-07-25   ,         98.143, 2003-09 ,         97.860, 2003-12 
2003-07-18   ,         98.175, 2003-09 ,         97.920, 2003-12 
2003-07-11   ,         98.340, 2003-09 ,         98.130, 2003-12 
2003-07-04   ,         98.365, 2003-09 ,         98.170, 2003-12 
2003-06-27   ,         98.255, 2003-09 ,         98.060, 2003-12 
2003-06-20   ,         98.450, 2003-09 ,         98.250, 2003-12 
2003-06-13   ,         98.700, 2003-06 ,         98.580, 2003-09 
2003-06-06   ,         98.595, 2003-06 ,         98.460, 2003-09 
2003-05-30   ,         98.470, 2003-06 ,         98.340, 2003-09 
2003-05-23   ,         98.450, 2003-06 ,         98.300, 2003-09 
2003-05-16   ,         98.360, 2003-06 ,         98.190, 2003-09 
2003-05-09   ,         98.290, 2003-06 ,         98.100, 2003-09 
2003-05-02   ,         98.140, 2003-06 ,         97.900, 2003-09 
2003-04-25   ,             98, 2003-06 ,         97.760, 2003-09 
2003-04-18   ,         97.925, 2003-06 ,         97.665, 2003-09 
2003-04-11   ,         97.935, 2003-06 ,         97.675, 2003-09 
2003-04-04   ,         97.970, 2003-06 ,         97.720, 2003-09