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SAZ0 - 5-Year Swaps December 2010 (CBOT) Quote

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Date Open High Low Last Change
09/09/10 110-155 110-155 109-300 109-300 -0-180
09/08/10 110-200 110-210 110-160 110-160 -0-080
09/07/10 110-220 110-240 110-195 110-240 +0-165
09/03/10 110-105 110-130 109-305 110-075 -0-070
09/02/10 110-140 110-170 110-125 110-145 -0-035

-- High -- -- Low --
5-Day 110-240 on 09/07/10 109-300 on 09/09/10
20-Day 110-310 on 08/25/10 109-240 on 08/10/10
65-Day 110-310 on 08/25/10 106-170 on 06/10/10
100-Day 110-310 on 08/25/10 104-005 on 04/05/10
260-Day 110-155 on 09/09/10 N/A on N/A
Year to Date 110-310 on 08/25/10 104-005 on 04/05/10

For The Last Made New High Percent From Made New Low Percent From
5 days2 time(s) -0.73 %2 time(s) unch %
20 days5 time(s) -0.93 %1 time(s) +0.17 %
65 days22 time(s) -0.93 %1 time(s) +3.20 %
100 days31 time(s) -0.93 %7 time(s) +5.69 %
260 daysN/A time(s) N/A %N/A time(s) N/A %
Year to Date35 time(s) -0.93 %2 time(s) +5.69 %

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