| Code | Name | High | Low | Close | Volume | Change |
| NI.C | 10-Year Swaps (P) Continuation | 101.4 | 101.2 | 101.2 | 338 | 0.2 |  | 0.17 |
| NIH10 | 10-Year Swaps (P) {Mar 10} | 102.0 | 101.9 | 101.9 | 3 | 0.1 |  | 0.08 |
| NIH11 | 10-Year Swaps (P) {Mar 11} | 101.4 | 101.2 | 101.2 | 0 | 0.2 |  | 0.17 |
| NIM10 | 10-Year Swaps (P) {Jun 10} | 101.4 | 101.2 | 101.2 | 338 | 0.2 |  | 0.17 |
| NIU10 | 10-Year Swaps (P) {Sep 10} | 101.4 | 101.2 | 101.2 | 0 | 0.2 |  | 0.17 |
| NIZ10 | 10-Year Swaps (P) {Dec 10} | 101.4 | 101.2 | 101.2 | 0 | 0.2 |  | 0.17 |
| NJ.C | 5-Year Swaps (P) Continuation | 105.4 | 105.2 | 105.2 | 2,386 | 0.2 |  | 0.18 |
| NJH10 | 5-Year Swaps (P) {Mar 10} | 106.2 | 106.1 | 106.2 | 220 | 0.0 |  | 0.01 |
| NJH11 | 5-Year Swaps (P) {Mar 11} | 105.4 | 105.2 | 105.2 | 0 | 0.2 |  | 0.18 |
| NJM10 | 5-Year Swaps (P) {Jun 10} | 105.4 | 105.2 | 105.2 | 2,386 | 0.2 |  | 0.18 |
| NJU10 | 5-Year Swaps (P) {Sep 10} | 105.4 | 105.2 | 105.2 | 0 | 0.2 |  | 0.18 |
| NJZ10 | 5-Year Swaps (P) {Dec 10} | 105.4 | 105.2 | 105.2 | 0 | 0.2 |  | 0.18 |
| NZ.C | 30-Year Swaps (P) Continuation | 91.73 | 91.72 | 91.73 | 40 | 0.01 |  | 0.01 |
| NZH10 | 30-Year Swaps (P) {Mar 10} | 91.95 | 91.70 | 91.70 | 0 | 0.25 |  | 0.27 |
| NZH11 | 30-Year Swaps (P) {Mar 11} | 91.73 | 91.72 | 91.73 | 0 | 0.02 |  | 0.02 |
| NZM10 | 30-Year Swaps (P) {Jun 10} | 91.73 | 91.72 | 91.73 | 40 | 0.02 |  | 0.02 |
| NZU10 | 30-Year Swaps (P) {Sep 10} | 91.73 | 91.72 | 91.73 | 0 | 0.02 |  | 0.02 |
| NZZ10 | 30-Year Swaps (P) {Dec 10} | 91.73 | 91.72 | 91.73 | 0 | 0.02 |  | 0.02 |