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North American Futures Markets

Name	Contract	Exch	Last	Chg	Chg %	Last Traded	Open	Prev Close	Day Hi	Day Lo
30 YR US BOND:
US/09Z	DEC-2009	CBT	120.875	0	0%	11-20-2009	N/A	120.875	N/A	N/A
US/10H	MAR-2010	CBT	120.250	0	0%	11-20-2009	N/A	120.250	N/A	N/A
10 YR US NOTES:
TY/09Z	DEC-2009	CBT	119.563	0	0%	11-20-2009	N/A	119.563	N/A	N/A
TY/10H	MAR-2010	CBT	118.266	0	0%	11-20-2009	N/A	118.266	N/A	N/A
5 YR US NOTE:
FV/09Z	DEC-2009	CBT	117.508	0	0%	11-20-2009	N/A	117.508	N/A	N/A
FV/10H	MAR-2010	CBT	116.219	0	0%	11-20-2009	N/A	116.219	N/A	N/A
2 YR US NOTES:
TU/09Z	DEC-2009	CBT	109.195	0	0%	11-20-2009	N/A	109.195	N/A	N/A
TU/10H	MAR-2010	CBT	108.656	0	0%	11-20-2009	N/A	108.656	N/A	N/A
10 YR SWAP IMPLIED YIELD:
NIX/09Z	DEC-2009	CBT	3.617	0	0%	11-20-2009	N/A	3.617	N/A	N/A
5 YR SWAP IMPLIED YIELD:
NGX/09Z	DEC-2009	CBT	2.719	0	0%	11-20-2009	N/A	2.719	N/A	N/A
NGX/10H	MAR-2010	CBT	2.719	0	0%	11-20-2009	N/A	2.719	N/A	N/A
30 DAY FEDERAL:
FF/09X	NOV-2009	CBT	99.880	0	0%	11-20-2009	N/A	99.880	N/A	N/A
FF/09Z	DEC-2009	CBT	99.880	0	0%	11-20-2009	N/A	99.880	N/A	N/A
FF/10F	JAN-2010	CBT	99.870	0	0%	11-20-2009	N/A	99.870	N/A	N/A
FF/10G	FEB-2010	CBT	99.850	0	0%	11-20-2009	N/A	99.850	N/A	N/A
FF/10H	MAR-2010	CBT	99.840	0	0%	11-20-2009	N/A	99.840	N/A	N/A
FF/10J	APR-2010	CBT	99.825	0	0%	11-20-2009	N/A	99.825	N/A	N/A
1 MONTH EURODOLLAR:
EM/09Z	DEC-2009	CME	99.765	0	0%	11-20-2009	N/A	99.765	N/A	N/A
EM/10F	JAN-2010	CME	99.765	0	0%	11-20-2009	N/A	99.765	N/A	N/A
EM/10G	FEB-2010	CME	99.763	0	0%	11-20-2009	N/A	99.763	N/A	N/A
EM/10H	MAR-2010	CME	99.755	0	0%	11-20-2009	N/A	99.755	N/A	N/A
EM/10J	APR-2010	CME	99.713	0	0%	11-20-2009	N/A	99.713	N/A	N/A

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