10-Year Swaps September 2012 (CBOT)
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Date Open High Low Last Change Percent
09/17/12 119-095 119-120 119-090 119-120 +0-120 +0.32%
09/14/12 119-105 119-195 118-305 119-000 -0-250 -0.65%
09/13/12 119-265 120-070 118-295 119-250 +0-110 +0.29%
09/12/12 119-250 119-275 119-125 119-140 -0-205 -0.53%
09/11/12 120-065 120-080 120-020 120-025 -0-035 -0.09%

-- Period -- -- High -- -- Low --
5-Day 120-080 on 09/11/12 118-295 on 09/13/12
1-Month 121-160 on 09/04/12 118-060 on 08/21/12
3-Month 122-145 on 07/25/12 118-060 on 08/21/12
6-Month 122-145 on 07/25/12 112-050 on 03/20/12
12-Month 122-145 on 07/25/12 108-260 on 10/27/11
Year to Date 122-145 on 07/25/12 112-050 on 03/20/12

For The Last Made New HighPercent From Made New LowPercent From
5-Day1 time(s) -0.73% 3 time(s) +0.38%
1-Month10 time(s) -1.75% 2 time(s) +1.00%
3-Month10 time(s) -2.51% 6 time(s) +1.00%
6-Month31 time(s) -2.51% 2 time(s) +6.44%
12-Month23 time(s) -2.51% 10 time(s) +9.71%
Year to Date23 time(s) -2.51% 9 time(s) +6.44%

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