| Code | Name | High | Low | Close | Volume | Change |
| VF.C | 5-Yr Euro Swapnote Continuation | 115.3 | 115.0 | 115.1 | 41 | 0.2 |  | 0.14 |
| VFH10 | 5-Yr Euro Swapnote {Mar 10} | 115.3 | 115.1 | 115.1 | 0 | 0.2 |  | 0.14 |
| VFZ09 | 5-Yr Euro Swapnote {Dec 09} | 115.3 | 115.0 | 115.1 | 41 | 0.2 |  | 0.14 |
| VT.C | 10-Yr Euro Swapnote Continuation | 121.3 | 120.9 | 121.2 | 211 | 0.2 |  | 0.13 |
| VTH10 | 10-Yr Euro Swapnote {Mar 10} | 121.3 | 121.2 | 121.2 | 0 | 0.2 |  | 0.13 |
| VTZ09 | 10-Yr Euro Swapnote {Dec 09} | 121.3 | 120.9 | 121.2 | 211 | 0.2 |  | 0.13 |
| VW.C | 2-Yr Euro Swapnote Continuation | 108.4 | 108.3 | 108.3 | 2,926 | 0.1 |  | 0.11 |
| VWH10 | 2-Yr Euro Swapnote {Mar 10} | 108.4 | 108.3 | 108.3 | 0 | 0.1 |  | 0.11 |
| VWZ09 | 2-Yr Euro Swapnote {Dec 09} | 108.4 | 108.3 | 108.3 | 2,926 | 0.1 |  | 0.11 |
| VX.C | 2-Yr Dollar Swapnote Continuation | 109.7 | 109.1 | 109.7 | 0 | 0.6 |  | 0.54 |
| VXH10 | 2-Yr Dollar Swapnote {Mar 10} | 109.2 | 108.5 | 109.2 | 0 | 0.7 |  | 0.61 |
| VXZ09 | 2-Yr Dollar Swapnote {Dec 09} | 109.7 | 109.1 | 109.7 | 0 | 0.6 |  | 0.54 |
| VY.C | 5-Yr Dollar Swapnote Continuation | 116.5 | 115.6 | 116.5 | 0 | 0.9 |  | 0.75 |
| VYH10 | 5-Yr Dollar Swapnote {Mar 10} | 115.5 | 114.6 | 115.5 | 0 | 0.9 |  | 0.74 |
| VYZ09 | 5-Yr Dollar Swapnote {Dec 09} | 116.5 | 115.6 | 116.5 | 0 | 0.9 |  | 0.75 |
| VZ.C | 10Yr Dollar Swapnote Continuation | 121.8 | 121.6 | 121.6 | 0 | 0.2 |  | 0.20 |
| VZH10 | 10Yr Dollar Swapnote {Mar 10} | 120.7 | 120.4 | 120.4 | 0 | 0.3 |  | 0.27 |
| VZZ09 | 10Yr Dollar Swapnote {Dec 09} | 121.8 | 121.6 | 121.6 | 0 | 0.2 |  | 0.20 |