E C O N S T A T S TM
.
spot   EIA daily
energy
spot prices 		EIA weekly
petroleum
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natural gas
stocks
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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
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Americas   BM&F BdCer MexDer
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DME
Japan   c-com Chubu FFE KANEX
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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 : 22
Column ( 2) 5 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

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 ,
2009.1              ,         na,  16 day avg ,         na,  16 day avg 
2008.4              ,   1146.364,  33 day avg ,         na,  33 day avg 
2008.3              ,   6488.654,  52 day avg ,         na,  52 day avg 
2008.2              ,   8556.000,  50 day avg ,         na,  50 day avg 
2008.1              ,   8760.000,   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              ,   6110.000,   5 day avg ,         na,   5 day avg 
2007.1              ,   6931.276,  47 day avg ,         na,  47 day avg 
2006.4              ,   6518.036,  56 day avg ,         na,  56 day avg 
2006.3              ,   5912.193,  57 day avg ,      5.263,  57 day avg 
2006.2              ,   4954.271,  48 day avg ,    284.896,  48 day avg 
2006.1              ,   4310.638,  47 day avg ,         na,  47 day avg 
2005.4              ,   5144.545,  55 day avg ,         na,  55 day avg 
2005.3              ,   4936.837,  49 day avg ,     81.633,  49 day avg 
2005.2              ,   3671.667,  48 day avg ,     50.000,  48 day avg 
2005.1              ,   3719.808,  52 day avg ,    120.481,  52 day avg 
2004.4              ,   3555.000,  36 day avg ,         na,  36 day avg 
2004.3              ,   6563.929,  14 day avg ,         na,  14 day avg 
2004.2              ,   6821.348,  46 day avg ,         na,  46 day avg 
2004.1              ,   7078.878,  41 day avg ,     11.707,  41 day avg 
2003.4              ,   5302.209,  43 day avg ,    141.860,  43 day avg 
2003.3              ,   5081.809,  47 day avg ,         na,  47 day avg 
2003.2              ,   4936.163,  43 day avg ,         na,  43 day avg