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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

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 . Average Open Interest 
                    , 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           ,     Avg daily Open Int ,,     Avg daily Open Int ,
2009-02             ,         na,   4 day avg ,         na,   4 day avg 
2009-01             ,         na,  12 day avg ,         na,  12 day avg 
2008-12             ,         na,   0 day avg ,         na,   0 day avg 
2008-11             ,         na,  14 day avg ,         na,  14 day avg 
2008-10             ,   1991.053,  19 day avg ,         na,  19 day avg 
2008-09             ,   3047.647,  17 day avg ,         na,  17 day avg 
2008-08             ,   8160.000,  18 day avg ,         na,  18 day avg 
2008-07             ,   8160.000,  17 day avg ,         na,  17 day avg 
2008-06             ,   8160.000,  17 day avg ,         na,  17 day avg 
2008-05             ,   8760.000,  16 day avg ,         na,  16 day avg 
2008-04             ,   8760.000,  17 day avg ,         na,  17 day avg 
2008-03             ,   8760.000,   6 day avg ,         na,   6 day avg 
2008-02             ,         na,   0 day avg ,         na,   0 day avg 
2008-01             ,         na,   0 day avg ,         na,   0 day avg 
2007-12             ,         na,   0 day avg ,         na,   0 day avg 
2007-11             ,         na,   0 day avg ,         na,   0 day avg 
2007-10             ,         na,   0 day avg ,         na,   0 day avg 
2007-09             ,         na,   0 day avg ,         na,   0 day avg 
2007-08             ,         na,   0 day avg ,         na,   0 day avg 
2007-07             ,         na,   0 day avg ,         na,   0 day avg 
2007-06             ,         na,   0 day avg ,         na,   0 day avg 
2007-05             ,         na,   0 day avg ,         na,   0 day avg 
2007-04             ,   6110.000,   5 day avg ,         na,   5 day avg 
2007-03             ,   5716.250,  20 day avg ,         na,  20 day avg 
2007-02             ,   6838.571,  14 day avg ,         na,  14 day avg 
2007-01             ,   8900.385,  13 day avg ,         na,  13 day avg 
2006-12             ,   6840.556,  18 day avg ,         na,  18 day avg 
2006-11             ,   6732.222,  18 day avg ,         na,  18 day avg 
2006-10             ,   6035.000,  20 day avg ,         na,  20 day avg 
2006-09             ,   5858.529,  17 day avg ,     17.647,  17 day avg 
2006-08             ,   5935.000,  22 day avg ,         na,  22 day avg 
2006-07             ,   5935.000,  18 day avg ,         na,  18 day avg 
2006-06             ,   5306.250,  20 day avg ,    633.750,  20 day avg 
2006-05             ,   5017.143,  21 day avg ,     47.619,  21 day avg 
2006-04             ,   3760.000,   7 day avg ,         na,   7 day avg 
2006-03             ,   3988.572,  14 day avg ,         na,  14 day avg 
2006-02             ,   5094.118,  17 day avg ,         na,  17 day avg 
2006-01             ,   3760.000,  16 day avg ,         na,  16 day avg 
2005-12             ,   4083.333,  18 day avg ,         na,  18 day avg 
2005-11             ,   5665.790,  19 day avg ,         na,  19 day avg 
2005-10             ,   5655.556,  18 day avg ,         na,  18 day avg 
2005-09             ,   4805.882,  17 day avg ,    235.294,  17 day avg 
2005-08             ,   4463.529,  17 day avg ,         na,  17 day avg 
2005-07             ,   5621.667,  15 day avg ,         na,  15 day avg 
2005-06             ,   3366.250,  16 day avg ,    150.000,  16 day avg 
2005-05             ,   3789.000,  15 day avg ,         na,  15 day avg 
2005-04             ,   3855.588,  17 day avg ,         na,  17 day avg 
2005-03             ,   3668.750,  20 day avg ,    313.250,  20 day avg 
2005-02             ,   3891.250,  16 day avg ,         na,  16 day avg 
2005-01             ,   3612.188,  16 day avg ,         na,  16 day avg 
2004-12             ,   3610.000,  10 day avg ,         na,  10 day avg 
2004-11             ,   3064.615,  13 day avg ,         na,  13 day avg 
2004-10             ,   4003.077,  13 day avg ,         na,  13 day avg 
2004-09             ,         na,   0 day avg ,         na,   0 day avg 
2004-08             ,   6360.000,   1 day avg ,         na,   1 day avg 
2004-07             ,   6579.615,  13 day avg ,         na,  13 day avg 
2004-06             ,   7319.688,  16 day avg ,         na,  16 day avg 
2004-05             ,   6885.214,  14 day avg ,         na,  14 day avg 
2004-04             ,   6267.125,  16 day avg ,         na,  16 day avg 
2004-03             ,   6324.714,  14 day avg ,     34.286,  14 day avg 
2004-02             ,   6854.714,  14 day avg ,         na,  14 day avg 
2004-01             ,   8132.461,  13 day avg ,         na,  13 day avg 
2003-12             ,   6491.923,  13 day avg ,    469.231,  13 day avg 
2003-11             ,   5148.461,  13 day avg ,         na,  13 day avg 
2003-10             ,   4510.000,  17 day avg ,         na,  17 day avg 
2003-09             ,   4585.000,  16 day avg ,         na,  16 day avg 
2003-08             ,   4841.250,  16 day avg ,         na,  16 day avg 
2003-07             ,   5868.333,  15 day avg ,         na,  15 day avg 
2003-06             ,   4120.938,  16 day avg ,         na,  16 day avg 
2003-05             ,   5439.688,  16 day avg ,         na,  16 day avg 
2003-04             ,   5389.545,  11 day avg ,         na,  11 day avg