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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 : 246
Column ( 2) 5 year swap maturity 2. 2nd maturity . Number of observations : 246
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 ,
2009-02-20          ,                    na,  ,                    na,  
2009-02-13          ,                    na,  ,                    na,  
2009-02-06          ,                    na,  ,                    na,  
2009-01-30          ,                    na,  ,                    na,  
2009-01-23          ,                    na,  ,                    na,  
2009-01-16          ,                    na,  ,                    na,  
2009-01-09          ,                    na,  ,                    na,  
2009-01-02          ,                    na,  ,                    na,  
2008-12-26          ,                    na,  ,                    na,  
2008-12-19          ,                    na,  ,                    na,  
2008-12-12          ,                    na,  ,                    na,  
2008-12-05          ,                    na,  ,                    na,  
2008-11-28          ,                    na,  ,                    na,  
2008-11-21          ,                    na,  ,                    na,  
2008-11-14          ,                    na,  ,                    na,  
2008-11-07          ,                    na,  ,                    na,  
2008-10-31          ,                    na,  ,                    na,  
2008-10-24          ,   2182.500,   4 day avg ,                    na,  
2008-10-17          ,   2910.000,   3 day avg ,                    na,  
2008-10-10          ,   2910.000,   5 day avg ,                    na,  
2008-10-03          ,   2910.000,   4 day avg ,                    na,  
2008-09-26          ,   2910.000,   4 day avg ,                    na,  
2008-09-19          ,   2182.500,   4 day avg ,                    na,  
2008-09-12          ,   2910.000,   4 day avg ,                    na,  
2008-09-05          ,   4660.000,   3 day avg ,                    na,  
2008-08-29          ,   8160.000,   5 day avg ,                    na,  
2008-08-22          ,   8160.000,   4 day avg ,                    na,  
2008-08-15          ,   8160.000,   4 day avg ,                    na,  
2008-08-08          ,   8160.000,   4 day avg ,                    na,  
2008-08-01          ,   8160.000,   4 day avg ,                    na,  
2008-07-25          ,   8160.000,   4 day avg ,                    na,  
2008-07-18          ,   8160.000,   4 day avg ,                    na,  
2008-07-11          ,   8160.000,   4 day avg ,                    na,  
2008-07-04          ,   8160.000,   3 day avg ,                    na,  
2008-06-27          ,   8160.000,   5 day avg ,                    na,  
2008-06-20          ,   8160.000,   4 day avg ,                    na,  
2008-06-13          ,   8160.000,   4 day avg ,                    na,  
2008-06-06          ,   8160.000,   3 day avg ,                    na,  
2008-05-30          ,   8760.000,   3 day avg ,                    na,  
2008-05-23          ,   8760.000,   3 day avg ,                    na,  
2008-05-16          ,   8760.000,   5 day avg ,                    na,  
2008-05-09          ,   8760.000,   4 day avg ,                    na,  
2008-05-02          ,   8760.000,   4 day avg ,                    na,  
2008-04-25          ,   8760.000,   5 day avg ,                    na,  
2008-04-18          ,   8760.000,   1 day avg ,                    na,  
2008-04-11          ,   8760.000,   4 day avg ,                    na,  
2008-04-04          ,   8760.000,   5 day avg ,                    na,  
2008-03-28          ,   8760.000,   2 day avg ,                    na,  
2008-03-21          ,   8760.000,   2 day avg ,                    na,  
2008-03-14          ,   8760.000,   1 day avg ,                    na,  
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          ,   6110.000,   1 day avg ,                    na,  
2007-04-06          ,   6110.000,   4 day avg ,                    na,  
2007-03-30          ,   6110.000,   4 day avg ,                    na,  
2007-03-23          ,   5985.000,   4 day avg ,                    na,  
2007-03-16          ,   5635.000,   5 day avg ,                    na,  
2007-03-09          ,   4710.000,   5 day avg ,                    na,  
2007-03-02          ,   7400.000,   5 day avg ,                    na,  
2007-02-23          ,   7060.000,   3 day avg ,                    na,  
2007-02-16          ,   6010.000,   4 day avg ,                    na,  
2007-02-09          ,   7335.000,   2 day avg ,                    na,  
2007-02-02          ,   6535.000,   3 day avg ,                    na,  
2007-01-26          ,  13785.000,   3 day avg ,                    na,  
2007-01-19          ,   8785.000,   3 day avg ,                    na,  
2007-01-12          ,   7097.500,   4 day avg ,                    na,  
2007-01-05          ,   6535.000,   2 day avg ,                    na,  
2006-12-29          ,   6535.000,   4 day avg ,                    na,  
2006-12-22          ,   6660.000,   4 day avg ,                    na,  
2006-12-15          ,   7035.000,   4 day avg ,                    na,  
2006-12-08          ,   7035.000,   5 day avg ,                    na,  
2006-12-01          ,   7035.000,   5 day avg ,                    na,  
2006-11-24          ,   7035.000,   4 day avg ,                    na,  
2006-11-17          ,   6685.000,   5 day avg ,                    na,  
2006-11-10          ,   6468.333,   3 day avg ,                    na,  
2006-11-03          ,   6035.000,   4 day avg ,                    na,  
2006-10-27          ,   6035.000,   5 day avg ,                    na,  
2006-10-20          ,   6035.000,   5 day avg ,                    na,  
2006-10-13          ,   6035.000,   5 day avg ,                    na,  
2006-10-06          ,   6035.000,   3 day avg ,                    na,  
2006-09-29          ,   6035.000,   4 day avg ,                    na,  
2006-09-22          ,   6010.000,   4 day avg ,     25.000,   4 day avg 
2006-09-15          ,   5935.000,   4 day avg ,     50.000,   4 day avg 
2006-09-08          ,   5435.000,   4 day avg ,                    na,  
2006-09-01          ,   5935.000,   5 day avg ,                    na,  
2006-08-25          ,   5935.000,   5 day avg ,                    na,  
2006-08-18          ,   5935.000,   4 day avg ,                    na,  
2006-08-11          ,   5935.000,   5 day avg ,                    na,  
2006-08-04          ,   5935.000,   5 day avg ,                    na,  
2006-07-28          ,   5935.000,   3 day avg ,                    na,  
2006-07-21          ,   5935.000,   5 day avg ,                    na,  
2006-07-14          ,   5935.000,   5 day avg ,                    na,  
2006-07-07          ,   5935.000,   4 day avg ,                    na,  
2006-06-30          ,   5935.000,   4 day avg ,                    na,  
2006-06-23          ,   5666.250,   4 day avg ,    268.750,   4 day avg 
2006-06-16          ,   4860.000,   5 day avg ,    820.000,   5 day avg 
2006-06-09          ,   5000.000,   5 day avg ,   1100.000,   5 day avg 
2006-06-02          ,   5210.000,   4 day avg ,    750.000,   4 day avg 
2006-05-26          ,   5210.000,   5 day avg ,                    na,  
2006-05-19          ,   5530.000,   5 day avg ,                    na,  
2006-05-12          ,   5610.000,   4 day avg ,                    na,  
2006-05-05          ,   3760.000,   5 day avg ,                    na,  
2006-04-28          ,   3760.000,   4 day avg ,                    na,  
2006-04-21          ,   3760.000,   2 day avg ,                    na,  
2006-04-14          ,                    na,  ,                    na,  
2006-04-07          ,   3760.000,   1 day avg ,                    na,  
2006-03-31          ,   3760.000,   3 day avg ,                    na,  
2006-03-24          ,   3860.000,   4 day avg ,                    na,  
2006-03-17          ,   4160.000,   3 day avg ,                    na,  
2006-03-10          ,   4160.000,   2 day avg ,                    na,  
2006-03-03          ,   3930.000,   4 day avg ,                    na,  
2006-02-24          ,   5160.000,   3 day avg ,                    na,  
2006-02-17          ,   5660.000,   4 day avg ,                    na,  
2006-02-10          ,   5960.000,   5 day avg ,                    na,  
2006-02-03          ,   3760.000,   4 day avg ,                    na,  
2006-01-27          ,   3760.000,   3 day avg ,                    na,  
2006-01-20          ,   3760.000,   3 day avg ,                    na,  
2006-01-13          ,   3760.000,   5 day avg ,                    na,  
2006-01-06          ,   3760.000,   4 day avg ,                    na,  
2005-12-30          ,   3760.000,   4 day avg ,                    na,  
2005-12-23          ,   3760.000,   4 day avg ,                    na,  
2005-12-16          ,   3920.000,   5 day avg ,                    na,  
2005-12-09          ,   4617.500,   4 day avg ,                    na,  
2005-12-02          ,   5350.000,   4 day avg ,                    na,  
2005-11-25          ,   5350.000,   4 day avg ,                    na,  
2005-11-18          ,   5850.000,   4 day avg ,                    na,  
2005-11-11          ,   5850.000,   4 day avg ,                    na,  
2005-11-04          ,   5850.000,   5 day avg ,                    na,  
2005-10-28          ,   5750.000,   5 day avg ,                    na,  
2005-10-21          ,   5600.000,   4 day avg ,                    na,  
2005-10-14          ,   5600.000,   5 day avg ,                    na,  
2005-10-07          ,   5600.000,   3 day avg ,                    na,  
2005-09-30          ,   5600.000,   4 day avg ,                    na,  
2005-09-23          ,   5262.500,   4 day avg ,    125.000,   4 day avg 
2005-09-16          ,   4250.000,   5 day avg ,    500.000,   5 day avg 
2005-09-09          ,   4250.000,   3 day avg ,    333.333,   3 day avg 
2005-09-02          ,   4250.000,   4 day avg ,                    na,  
2005-08-26          ,   4350.000,   4 day avg ,                    na,  
2005-08-19          ,   4450.000,   3 day avg ,                    na,  
2005-08-12          ,   4450.000,   4 day avg ,                    na,  
2005-08-05          ,   4860.000,   3 day avg ,                    na,  
2005-07-29          ,   5085.000,   4 day avg ,                    na,  
2005-07-22          ,   5535.000,   4 day avg ,                    na,  
2005-07-15          ,   5935.000,   4 day avg ,                    na,  
2005-07-08          ,   6035.000,   2 day avg ,                    na,  
2005-07-01          ,   5141.250,   4 day avg ,                    na,  
2005-06-24          ,   2741.250,   4 day avg ,                    na,  
2005-06-17          ,   2885.000,   3 day avg ,    200.000,   3 day avg 
2005-06-10          ,   3285.000,   3 day avg ,    600.000,   3 day avg 
2005-06-03          ,   3285.000,   4 day avg ,                    na,  
2005-05-27          ,   3665.000,   3 day avg ,                    na,  
2005-05-20          ,   3777.000,   5 day avg ,                    na,  
2005-05-13          ,   3945.000,   4 day avg ,                    na,  
2005-05-06          ,   3945.000,   2 day avg ,                    na,  
2005-04-29          ,   4375.000,   4 day avg ,                    na,  
2005-04-22          ,   3465.000,   3 day avg ,                    na,  
2005-04-15          ,   3765.000,   4 day avg ,                    na,  
2005-04-08          ,   3765.000,   5 day avg ,                    na,  
2005-04-01          ,   3765.000,   5 day avg ,                    na,  
2005-03-25          ,   3765.000,   4 day avg ,                    na,  
2005-03-18          ,   3012.000,   5 day avg ,    753.000,   5 day avg 
2005-03-11          ,   3835.000,   4 day avg ,    520.000,   4 day avg 
2005-03-04          ,   4285.000,   4 day avg ,    105.000,   4 day avg 
2005-02-25          ,   4285.000,   3 day avg ,                    na,  
2005-02-18          ,   3685.000,   5 day avg ,                    na,  
2005-02-11          ,   3718.333,   3 day avg ,                    na,  
2005-02-04          ,   3885.000,   5 day avg ,                    na,  
2005-01-28          ,   3560.000,   5 day avg ,                    na,  
2005-01-21          ,   3560.000,   2 day avg ,                    na,  
2005-01-14          ,   3560.000,   5 day avg ,                    na,  
2005-01-07          ,   3730.000,   3 day avg ,                    na,  
2004-12-31          ,   3880.000,   2 day avg ,                    na,  
2004-12-24          ,   3880.000,   1 day avg ,                    na,  
2004-12-17          ,   3280.000,   3 day avg ,                    na,  
2004-12-10          ,   3180.000,   2 day avg ,                    na,  
2004-12-03          ,   4130.000,   3 day avg ,                    na,  
2004-11-26          ,   4130.000,   2 day avg ,                    na,  
2004-11-19          ,   2530.000,   3 day avg ,                    na,  
2004-11-12          ,   2690.000,   5 day avg ,                    na,  
2004-11-05          ,   3205.000,   2 day avg ,                    na,  
2004-10-29          ,   3355.000,   4 day avg ,                    na,  
2004-10-22          ,   3780.000,   3 day avg ,                    na,  
2004-10-15          ,   4570.000,   3 day avg ,                    na,  
2004-10-08          ,   4523.333,   3 day avg ,                    na,  
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          ,   6360.000,   1 day avg ,                    na,  
2004-08-13          ,                    na,  ,                    na,  
2004-08-06          ,                    na,  ,                    na,  
2004-07-30          ,   7136.667,   3 day avg ,                    na,  
2004-07-23          ,   6330.000,   2 day avg ,                    na,  
2004-07-16          ,   6330.000,   3 day avg ,                    na,  
2004-07-09          ,   6330.000,   3 day avg ,                    na,  
2004-07-02          ,   6880.000,   3 day avg ,                    na,  
2004-06-25          ,   7855.000,   4 day avg ,                    na,  
2004-06-18          ,   8198.333,   3 day avg ,                    na,  
2004-06-11          ,   6388.000,   5 day avg ,                    na,  
2004-06-04          ,   7335.000,   3 day avg ,                    na,  
2004-05-28          ,   7260.000,   4 day avg ,                    na,  
2004-05-21          ,   7093.333,   3 day avg ,                    na,  
2004-05-14          ,   6801.667,   3 day avg ,                    na,  
2004-05-07          ,   6417.000,   4 day avg ,                    na,  
2004-04-30          ,   6251.500,   4 day avg ,                    na,  
2004-04-23          ,   6264.000,   4 day avg ,                    na,  
2004-04-16          ,   6180.667,   3 day avg ,                    na,  
2004-04-09          ,   6414.000,   3 day avg ,                    na,  
2004-04-02          ,   6214.000,   5 day avg ,                    na,  
2004-03-26          ,   6147.333,   3 day avg ,                    na,  
2004-03-19          ,   6084.000,   4 day avg ,     30.000,   4 day avg 
2004-03-12          ,   5994.000,   1 day avg ,    120.000,   1 day avg 
2004-03-05          ,   7044.000,   3 day avg ,     80.000,   3 day avg 
2004-02-27          ,   6444.000,   4 day avg ,                    na,  
2004-02-20          ,   6694.000,   4 day avg ,                    na,  
2004-02-13          ,   7177.333,   3 day avg ,                    na,  
2004-02-06          ,   7294.000,   3 day avg ,                    na,  
2004-01-30          ,   8710.667,   3 day avg ,                    na,  
2004-01-23          ,   8669.000,   3 day avg ,                    na,  
2004-01-16          ,   8510.667,   3 day avg ,                    na,  
2004-01-09          ,   7010.667,   3 day avg ,                    na,  
2004-01-02          ,   7209.667,   3 day avg ,                    na,  
2003-12-26          ,   8285.000,   1 day avg ,                    na,  
2003-12-19          ,   8285.000,   3 day avg ,                    na,  
2003-12-12          ,   5235.000,   3 day avg ,   1583.333,   3 day avg 
2003-12-05          ,   5235.000,   4 day avg ,    337.500,   4 day avg 
2003-11-28          ,   5235.000,   3 day avg ,                    na,  
2003-11-21          ,   5151.667,   3 day avg ,                    na,  
2003-11-14          ,   5110.000,   4 day avg ,                    na,  
2003-11-07          ,   5110.000,   3 day avg ,                    na,  
2003-10-31          ,   4910.000,   4 day avg ,                    na,  
2003-10-24          ,   4522.500,   4 day avg ,                    na,  
2003-10-17          ,   3960.000,   3 day avg ,                    na,  
2003-10-10          ,   4435.000,   3 day avg ,                    na,  
2003-10-03          ,   4585.000,   5 day avg ,                    na,  
2003-09-26          ,   4585.000,   4 day avg ,                    na,  
2003-09-19          ,   4585.000,   4 day avg ,                    na,  
2003-09-12          ,   4585.000,   3 day avg ,                    na,  
2003-09-05          ,   4585.000,   3 day avg ,                    na,  
2003-08-29          ,   4335.000,   5 day avg ,                    na,  
2003-08-22          ,   4335.000,   3 day avg ,                    na,  
2003-08-15          ,   4335.000,   2 day avg ,                    na,  
2003-08-08          ,   5580.000,   5 day avg ,                    na,  
2003-08-01          ,   6210.000,   3 day avg ,                    na,  
2003-07-25          ,   6001.667,   3 day avg ,                    na,  
2003-07-18          ,   5585.000,   3 day avg ,                    na,  
2003-07-11          ,   5835.000,   4 day avg ,                    na,  
2003-07-04          ,   5835.000,   4 day avg ,                    na,  
2003-06-27          ,   3685.000,   4 day avg ,                    na,  
2003-06-20          ,   3801.667,   3 day avg ,                    na,  
2003-06-13          ,   4035.000,   5 day avg ,                    na,  
2003-06-06          ,   4593.333,   3 day avg ,                    na,  
2003-05-30          ,   4760.000,   3 day avg ,                    na,  
2003-05-23          ,   5360.000,   3 day avg ,                    na,  
2003-05-16          ,   5360.000,   5 day avg ,                    na,  
2003-05-09          ,   6026.667,   3 day avg ,                    na,  
2003-05-02          ,   5616.250,   4 day avg ,                    na,  
2003-04-25          ,   5335.000,   2 day avg ,                    na,  
2003-04-18          ,   5335.000,   2 day avg ,                    na,  
2003-04-11          ,   5401.667,   3 day avg ,                    na,  
2003-04-04          ,   5535.000,   2 day avg ,                    na,