| Code | Name | High | Low | Close | Volume | Change |
| NI.C | 10-Year Swaps (P) Continuation | 104.3 | 104.2 | 104.2 | 878 | 0.1 |  | 0.06 |
| NIH10 | 10-Year Swaps (P) {Mar 10} | 103.2 | 103.1 | 103.1 | 504 | 0.1 |  | 0.06 |
| NIM10 | 10-Year Swaps (P) {Jun 10} | 103.2 | 103.1 | 103.1 | 0 | 0.1 |  | 0.06 |
| NIU10 | 10-Year Swaps (P) {Sep 10} | 103.2 | 103.1 | 103.1 | 0 | 0.1 |  | 0.06 |
| NIZ09 | 10-Year Swaps (P) {Dec 09} | 104.3 | 104.2 | 104.2 | 878 | 0.1 |  | 0.06 |
| NJ.C | 5-Year Swaps (P) Continuation | 106.9 | 106.8 | 106.8 | 990 | 0.1 |  | 0.08 |
| NJH10 | 5-Year Swaps (P) {Mar 10} | 106.0 | 105.9 | 105.9 | 232 | 0.1 |  | 0.09 |
| NJM10 | 5-Year Swaps (P) {Jun 10} | 106.0 | 105.9 | 105.9 | 0 | 0.1 |  | 0.09 |
| NJU10 | 5-Year Swaps (P) {Sep 10} | 106.0 | 105.9 | 105.9 | 0 | 0.1 |  | 0.09 |
| NJZ09 | 5-Year Swaps (P) {Dec 09} | 106.9 | 106.8 | 106.8 | 990 | 0.1 |  | 0.09 |
| NZ.C | 30-Year Swaps (P) Continuation | 96.77 | 96.58 | 96.58 | 0 | 0.19 |  | 0.20 |
| NZH10 | 30-Year Swaps (P) {Mar 10} | 95.81 | 95.61 | 95.61 | 0 | 0.20 |  | 0.21 |
| NZM10 | 30-Year Swaps (P) {Jun 10} | 95.81 | 95.61 | 95.61 | 0 | 0.20 |  | 0.21 |
| NZU10 | 30-Year Swaps (P) {Sep 10} | 95.81 | 95.61 | 95.61 | 0 | 0.20 |  | 0.21 |
| NZZ09 | 30-Year Swaps (P) {Dec 09} | 96.77 | 96.58 | 96.58 | 0 | 0.19 |  | 0.19 |