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SRZ2 - 10-Year Swaps December 2012 (CBOT) 

DateOpenHighLowLastChange
12/17/120-000120-130120-125120-125-0-020
12/14/12120-125120-145120-125120-145+0-030
12/13/12120-200120-200120-100120-115-0-085
12/12/12120-295121-040120-190120-200-0-135
12/11/12120-310121-015120-310121-015-0-070

-- Period -- -- High -- -- Low -- -- Percent Change --
5-Day 121-040 on 12/12/12 120-100 on 12/13/12 -0.72% since 12/10/12
1-Month 121-250 on 12/06/12 120-100 on 12/13/12 -1.07% since 11/16/12
3-Month 121-250 on 12/06/12 118-255 on 10/25/12 +1.54% since 09/17/12
6-Month 121-250 on 12/06/12 117-215 on 08/16/12 +0.84% since 06/15/12
12-Month N/A on N/A N/A on N/A N/A since N/A
Year to Date 121-250 on 12/06/12 111-170 on 03/20/12 +4.45% since 12/30/11

For The Last Made New High Percent From Made New Low Percent From
5-Day2 time(s)-0.61%3 time(s)+0.06%
1-Month5 time(s)-1.14%4 time(s)+0.06%
3-Month13 time(s)-1.14%2 time(s)+1.34%
6-Month14 time(s)-1.14%6 time(s)+2.31%
12-MonthN/A time(s)N/A%N/A time(s)N/A%
Year to Date27 time(s)-1.14%9 time(s)+7.94%

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