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

10 year swap.
Column ( 1) 10 year swap maturity 1. Nearest maturity . Number of observations : 22
Column ( 2) 10 year swap maturity 2. 2nd maturity . Number of observations : 22
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 29, 9:01 am

10 year swap . Futures . Average Open Interest
                    , 10 year swap           ,, 10 year swap           ,
                    , 10 year swap1st        ,, 10 year swap2nd        ,
                    , 10 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 ,
2009.1              ,         na,  16 day avg ,         na,  16 day avg 
2008.4              ,    169.697,  33 day avg ,         na,  33 day avg 
2008.3              ,   4573.846,  52 day avg ,         na,  52 day avg 
2008.2              ,   6539.000,  50 day avg ,         na,  50 day avg 
2008.1              ,   6590.000,   6 day avg ,         na,   6 day avg 
2007.4              ,         na,   0 day avg ,         na,   0 day avg 
2007.3              ,         na,   0 day avg ,         na,   0 day avg 
2007.2              ,   9220.000,   5 day avg ,         na,   5 day avg 
2007.1              ,   5829.362,  47 day avg ,     41.489,  47 day avg 
2006.4              ,   3390.000,  56 day avg ,         na,  56 day avg 
2006.3              ,   4478.509,  57 day avg ,         na,  57 day avg 
2006.2              ,   4528.958,  48 day avg ,    134.583,  48 day avg 
2006.1              ,   2785.958,  47 day avg ,         na,  47 day avg 
2005.4              ,   3199.818,  55 day avg ,    193.455,  55 day avg 
2005.3              ,    996.327,  49 day avg ,    128.571,  49 day avg 
2005.2              ,   1278.333,  48 day avg ,     42.708,  48 day avg 
2005.1              ,   1239.423,  52 day avg ,     48.077,  52 day avg 
2004.4              ,   2118.472,  36 day avg ,         na,  36 day avg 
2004.3              ,   5052.857,  14 day avg ,         na,  14 day avg 
2004.2              ,   6024.239,  46 day avg ,         na,  46 day avg 
2004.1              ,   4553.098,  41 day avg ,         na,  41 day avg 
2003.4              ,   3739.884,  43 day avg ,     23.256,  43 day avg 
2003.3              ,   4680.638,  47 day avg ,     74.468,  47 day avg 
2003.2              ,   1396.512,  43 day avg ,         na,  43 day avg